jspurefix
Version:
pure node js fix engine
1,093 lines • 226 kB
JavaScript
"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
var AdvSide;
(function (AdvSide) {
AdvSide["Buy"] = "B";
AdvSide["Sell"] = "S";
AdvSide["Trade"] = "T";
AdvSide["Cross"] = "X";
})(AdvSide = exports.AdvSide || (exports.AdvSide = {}));
var AdvTransType;
(function (AdvTransType) {
AdvTransType["New"] = "N";
AdvTransType["Cancel"] = "C";
AdvTransType["Replace"] = "R";
})(AdvTransType = exports.AdvTransType || (exports.AdvTransType = {}));
var CommType;
(function (CommType) {
CommType["PerUnit"] = "1";
CommType["Percent"] = "2";
CommType["Absolute"] = "3";
CommType["PercentageWaivedCashDiscount"] = "4";
CommType["PercentageWaivedEnhancedUnits"] = "5";
CommType["PointsPerBondOrContract"] = "6";
})(CommType = exports.CommType || (exports.CommType = {}));
var ExecInst;
(function (ExecInst) {
ExecInst["StayOnOfferSide"] = "0";
ExecInst["NotHeld"] = "1";
ExecInst["Work"] = "2";
ExecInst["GoAlong"] = "3";
ExecInst["OverTheDay"] = "4";
ExecInst["Held"] = "5";
ExecInst["ParticipateDoNotInitiate"] = "6";
ExecInst["StrictScale"] = "7";
ExecInst["TryToScale"] = "8";
ExecInst["StayOnBidSide"] = "9";
ExecInst["NoCross"] = "A";
ExecInst["OkToCross"] = "B";
ExecInst["CallFirst"] = "C";
ExecInst["PercentOfVolume"] = "D";
ExecInst["DoNotIncrease"] = "E";
ExecInst["DoNotReduce"] = "F";
ExecInst["AllOrNone"] = "G";
ExecInst["ReinstateOnSystemFailure"] = "H";
ExecInst["InstitutionsOnly"] = "I";
ExecInst["ReinstateOnTradingHalt"] = "J";
ExecInst["CancelOnTradingHalt"] = "K";
ExecInst["LastPeg"] = "L";
ExecInst["MidPricePeg"] = "M";
ExecInst["NonNegotiable"] = "N";
ExecInst["OpeningPeg"] = "O";
ExecInst["MarketPeg"] = "P";
ExecInst["CancelOnSystemFailure"] = "Q";
ExecInst["PrimaryPeg"] = "R";
ExecInst["Suspend"] = "S";
ExecInst["FixedPegToLocalBestBidOrOfferAtTimeOfOrder"] = "T";
ExecInst["CustomerDisplayInstruction"] = "U";
ExecInst["Netting"] = "V";
ExecInst["PegToVwap"] = "W";
ExecInst["TradeAlong"] = "X";
ExecInst["TryToStop"] = "Y";
ExecInst["CancelIfNotBest"] = "Z";
ExecInst["TrailingStopPeg"] = "a";
ExecInst["StrictLimit"] = "b";
ExecInst["IgnorePriceValidityChecks"] = "c";
ExecInst["PegToLimitPrice"] = "d";
ExecInst["WorkToTargetStrategy"] = "e";
ExecInst["IntermarketSweep"] = "f";
ExecInst["ExternalRoutingAllowed"] = "g";
ExecInst["ExternalRoutingNotAllowed"] = "h";
ExecInst["ImbalanceOnly"] = "i";
ExecInst["SingleExecutionRequestedForBlockTrade"] = "j";
ExecInst["BestExecution"] = "k";
ExecInst["SuspendOnSystemFailure"] = "l";
ExecInst["SuspendOnTradingHalt"] = "m";
ExecInst["ReinstateOnConnectionLoss"] = "n";
ExecInst["CancelOnConnectionLoss"] = "o";
ExecInst["SuspendOnConnectionLoss"] = "p";
ExecInst["ReleaseFromSuspension"] = "q";
ExecInst["ExecuteAsDeltaNeutral"] = "r";
ExecInst["ExecuteAsDurationNeutral"] = "s";
ExecInst["ExecuteAsFxNeutral"] = "t";
})(ExecInst = exports.ExecInst || (exports.ExecInst = {}));
var HandlInst;
(function (HandlInst) {
HandlInst["AutomatedExecutionNoIntervention"] = "1";
HandlInst["AutomatedExecutionInterventionOk"] = "2";
HandlInst["ManualOrder"] = "3";
})(HandlInst = exports.HandlInst || (exports.HandlInst = {}));
var SecurityIDSource;
(function (SecurityIDSource) {
SecurityIDSource["Cusip"] = "1";
SecurityIDSource["Sedol"] = "2";
SecurityIDSource["Quik"] = "3";
SecurityIDSource["IsinNumber"] = "4";
SecurityIDSource["RicCode"] = "5";
SecurityIDSource["IsoCurrencyCode"] = "6";
SecurityIDSource["IsoCountryCode"] = "7";
SecurityIDSource["ExchangeSymbol"] = "8";
SecurityIDSource["ConsolidatedTapeAssociation"] = "9";
SecurityIDSource["BloombergSymbol"] = "A";
SecurityIDSource["Wertpapier"] = "B";
SecurityIDSource["Dutch"] = "C";
SecurityIDSource["Valoren"] = "D";
SecurityIDSource["Sicovam"] = "E";
SecurityIDSource["Belgian"] = "F";
SecurityIDSource["Common"] = "G";
SecurityIDSource["ClearingHouse"] = "H";
SecurityIDSource["IsdaFpMlSpecification"] = "I";
SecurityIDSource["OptionPriceReportingAuthority"] = "J";
SecurityIDSource["IsdaFpMlurl"] = "K";
SecurityIDSource["LetterOfCredit"] = "L";
SecurityIDSource["MarketplaceAssignedIdentifier"] = "M";
})(SecurityIDSource = exports.SecurityIDSource || (exports.SecurityIDSource = {}));
var IOIQltyInd;
(function (IOIQltyInd) {
IOIQltyInd["High"] = "H";
IOIQltyInd["Low"] = "L";
IOIQltyInd["Medium"] = "M";
})(IOIQltyInd = exports.IOIQltyInd || (exports.IOIQltyInd = {}));
var IOIQty;
(function (IOIQty) {
IOIQty["Small"] = "S";
IOIQty["Medium"] = "M";
IOIQty["Large"] = "L";
IOIQty["UndisclosedQuantity"] = "U";
})(IOIQty = exports.IOIQty || (exports.IOIQty = {}));
var IOITransType;
(function (IOITransType) {
IOITransType["New"] = "N";
IOITransType["Cancel"] = "C";
IOITransType["Replace"] = "R";
})(IOITransType = exports.IOITransType || (exports.IOITransType = {}));
var LastCapacity;
(function (LastCapacity) {
LastCapacity["Agent"] = "1";
LastCapacity["CrossAsAgent"] = "2";
LastCapacity["CrossAsPrincipal"] = "3";
LastCapacity["Principal"] = "4";
})(LastCapacity = exports.LastCapacity || (exports.LastCapacity = {}));
var MsgType;
(function (MsgType) {
MsgType["Heartbeat"] = "0";
MsgType["TestRequest"] = "1";
MsgType["ResendRequest"] = "2";
MsgType["Reject"] = "3";
MsgType["SequenceReset"] = "4";
MsgType["Logout"] = "5";
MsgType["Ioi"] = "6";
MsgType["Advertisement"] = "7";
MsgType["ExecutionReport"] = "8";
MsgType["OrderCancelReject"] = "9";
MsgType["Logon"] = "A";
MsgType["DerivativeSecurityList"] = "AA";
MsgType["NewOrderMultileg"] = "AB";
MsgType["MultilegOrderCancelReplace"] = "AC";
MsgType["TradeCaptureReportRequest"] = "AD";
MsgType["TradeCaptureReport"] = "AE";
MsgType["OrderMassStatusRequest"] = "AF";
MsgType["QuoteRequestReject"] = "AG";
MsgType["RfqRequest"] = "AH";
MsgType["QuoteStatusReport"] = "AI";
MsgType["QuoteResponse"] = "AJ";
MsgType["Confirmation"] = "AK";
MsgType["PositionMaintenanceRequest"] = "AL";
MsgType["PositionMaintenanceReport"] = "AM";
MsgType["RequestForPositions"] = "AN";
MsgType["RequestForPositionsAck"] = "AO";
MsgType["PositionReport"] = "AP";
MsgType["TradeCaptureReportRequestAck"] = "AQ";
MsgType["TradeCaptureReportAck"] = "AR";
MsgType["AllocationReport"] = "AS";
MsgType["AllocationReportAck"] = "AT";
MsgType["ConfirmationAck"] = "AU";
MsgType["SettlementInstructionRequest"] = "AV";
MsgType["AssignmentReport"] = "AW";
MsgType["CollateralRequest"] = "AX";
MsgType["CollateralAssignment"] = "AY";
MsgType["CollateralResponse"] = "AZ";
MsgType["News"] = "B";
MsgType["CollateralReport"] = "BA";
MsgType["CollateralInquiry"] = "BB";
MsgType["NetworkCounterpartySystemStatusRequest"] = "BC";
MsgType["NetworkCounterpartySystemStatusResponse"] = "BD";
MsgType["UserRequest"] = "BE";
MsgType["UserResponse"] = "BF";
MsgType["CollateralInquiryAck"] = "BG";
MsgType["ConfirmationRequest"] = "BH";
MsgType["TradingSessionListRequest"] = "BI";
MsgType["TradingSessionList"] = "BJ";
MsgType["SecurityListUpdateReport"] = "BK";
MsgType["AdjustedPositionReport"] = "BL";
MsgType["AllocationInstructionAlert"] = "BM";
MsgType["ExecutionAcknowledgement"] = "BN";
MsgType["ContraryIntentionReport"] = "BO";
MsgType["SecurityDefinitionUpdateReport"] = "BP";
MsgType["SettlementObligationReport"] = "BQ";
MsgType["DerivativeSecurityListUpdateReport"] = "BR";
MsgType["TradingSessionListUpdateReport"] = "BS";
MsgType["MarketDefinitionRequest"] = "BT";
MsgType["MarketDefinition"] = "BU";
MsgType["MarketDefinitionUpdateReport"] = "BV";
MsgType["ApplicationMessageRequest"] = "BW";
MsgType["ApplicationMessageRequestAck"] = "BX";
MsgType["ApplicationMessageReport"] = "BY";
MsgType["OrderMassActionReport"] = "BZ";
MsgType["Email"] = "C";
MsgType["OrderMassActionRequest"] = "CA";
MsgType["UserNotification"] = "CB";
MsgType["StreamAssignmentRequest"] = "CC";
MsgType["StreamAssignmentReport"] = "CD";
MsgType["StreamAssignmentReportAck"] = "CE";
MsgType["NewOrderSingle"] = "D";
MsgType["NewOrderList"] = "E";
MsgType["OrderCancelRequest"] = "F";
MsgType["OrderCancelReplaceRequest"] = "G";
MsgType["OrderStatusRequest"] = "H";
MsgType["AllocationInstruction"] = "J";
MsgType["ListCancelRequest"] = "K";
MsgType["ListExecute"] = "L";
MsgType["ListStatusRequest"] = "M";
MsgType["ListStatus"] = "N";
MsgType["AllocationInstructionAck"] = "P";
MsgType["DontKnowTrade"] = "Q";
MsgType["QuoteRequest"] = "R";
MsgType["Quote"] = "S";
MsgType["SettlementInstructions"] = "T";
MsgType["MarketDataRequest"] = "V";
MsgType["MarketDataSnapshotFullRefresh"] = "W";
MsgType["MarketDataIncrementalRefresh"] = "X";
MsgType["MarketDataRequestReject"] = "Y";
MsgType["QuoteCancel"] = "Z";
MsgType["QuoteStatusRequest"] = "a";
MsgType["MassQuoteAcknowledgement"] = "b";
MsgType["SecurityDefinitionRequest"] = "c";
MsgType["SecurityDefinition"] = "d";
MsgType["SecurityStatusRequest"] = "e";
MsgType["SecurityStatus"] = "f";
MsgType["TradingSessionStatusRequest"] = "g";
MsgType["TradingSessionStatus"] = "h";
MsgType["MassQuote"] = "i";
MsgType["BusinessMessageReject"] = "j";
MsgType["BidRequest"] = "k";
MsgType["BidResponse"] = "l";
MsgType["ListStrikePrice"] = "m";
MsgType["XmLnonFix"] = "n";
MsgType["RegistrationInstructions"] = "o";
MsgType["RegistrationInstructionsResponse"] = "p";
MsgType["OrderMassCancelRequest"] = "q";
MsgType["OrderMassCancelReport"] = "r";
MsgType["NewOrderCross"] = "s";
MsgType["CrossOrderCancelReplaceRequest"] = "t";
MsgType["CrossOrderCancelRequest"] = "u";
MsgType["SecurityTypeRequest"] = "v";
MsgType["SecurityTypes"] = "w";
MsgType["SecurityListRequest"] = "x";
MsgType["SecurityList"] = "y";
MsgType["DerivativeSecurityListRequest"] = "z";
})(MsgType = exports.MsgType || (exports.MsgType = {}));
var OrdStatus;
(function (OrdStatus) {
OrdStatus["New"] = "0";
OrdStatus["PartiallyFilled"] = "1";
OrdStatus["Filled"] = "2";
OrdStatus["DoneForDay"] = "3";
OrdStatus["Canceled"] = "4";
OrdStatus["Replaced"] = "5";
OrdStatus["PendingCancel"] = "6";
OrdStatus["Stopped"] = "7";
OrdStatus["Rejected"] = "8";
OrdStatus["Suspended"] = "9";
OrdStatus["PendingNew"] = "A";
OrdStatus["Calculated"] = "B";
OrdStatus["Expired"] = "C";
OrdStatus["AcceptedForBidding"] = "D";
OrdStatus["PendingReplace"] = "E";
})(OrdStatus = exports.OrdStatus || (exports.OrdStatus = {}));
var OrdType;
(function (OrdType) {
OrdType["Market"] = "1";
OrdType["Limit"] = "2";
OrdType["Stop"] = "3";
OrdType["StopLimit"] = "4";
OrdType["MarketOnClose"] = "5";
OrdType["WithOrWithout"] = "6";
OrdType["LimitOrBetter"] = "7";
OrdType["LimitWithOrWithout"] = "8";
OrdType["OnBasis"] = "9";
OrdType["OnClose"] = "A";
OrdType["LimitOnClose"] = "B";
OrdType["ForexMarket"] = "C";
OrdType["PreviouslyQuoted"] = "D";
OrdType["PreviouslyIndicated"] = "E";
OrdType["ForexLimit"] = "F";
OrdType["ForexSwap"] = "G";
OrdType["ForexPreviouslyQuoted"] = "H";
OrdType["Funari"] = "I";
OrdType["MarketIfTouched"] = "J";
OrdType["MarketWithLeftOverAsLimit"] = "K";
OrdType["PreviousFundValuationPoint"] = "L";
OrdType["NextFundValuationPoint"] = "M";
OrdType["Pegged"] = "P";
OrdType["CounterOrderSelection"] = "Q";
})(OrdType = exports.OrdType || (exports.OrdType = {}));
var PossDupFlag;
(function (PossDupFlag) {
PossDupFlag["OriginalTransmission"] = "N";
PossDupFlag["PossibleDuplicate"] = "Y";
})(PossDupFlag = exports.PossDupFlag || (exports.PossDupFlag = {}));
var Side;
(function (Side) {
Side["Buy"] = "1";
Side["Sell"] = "2";
Side["BuyMinus"] = "3";
Side["SellPlus"] = "4";
Side["SellShort"] = "5";
Side["SellShortExempt"] = "6";
Side["Undisclosed"] = "7";
Side["Cross"] = "8";
Side["CrossShort"] = "9";
Side["CrossShortExempt"] = "A";
Side["AsDefined"] = "B";
Side["Opposite"] = "C";
Side["Subscribe"] = "D";
Side["Redeem"] = "E";
Side["Lend"] = "F";
Side["Borrow"] = "G";
})(Side = exports.Side || (exports.Side = {}));
var TimeInForce;
(function (TimeInForce) {
TimeInForce["Day"] = "0";
TimeInForce["GoodTillCancel"] = "1";
TimeInForce["AtTheOpening"] = "2";
TimeInForce["ImmediateOrCancel"] = "3";
TimeInForce["FillOrKill"] = "4";
TimeInForce["GoodTillCrossing"] = "5";
TimeInForce["GoodTillDate"] = "6";
TimeInForce["AtTheClose"] = "7";
TimeInForce["GoodThroughCrossing"] = "8";
TimeInForce["AtCrossing"] = "9";
})(TimeInForce = exports.TimeInForce || (exports.TimeInForce = {}));
var Urgency;
(function (Urgency) {
Urgency["Normal"] = "0";
Urgency["Flash"] = "1";
Urgency["Background"] = "2";
})(Urgency = exports.Urgency || (exports.Urgency = {}));
var SettlType;
(function (SettlType) {
SettlType["Regular"] = "0";
SettlType["Cash"] = "1";
SettlType["NextDay"] = "2";
SettlType["TPlus2"] = "3";
SettlType["TPlus3"] = "4";
SettlType["TPlus4"] = "5";
SettlType["Future"] = "6";
SettlType["WhenAndIfIssued"] = "7";
SettlType["SellersOption"] = "8";
SettlType["TPlus5"] = "9";
SettlType["BrokenDate"] = "B";
SettlType["FxSpotNextSettlement"] = "C";
})(SettlType = exports.SettlType || (exports.SettlType = {}));
var SymbolSfx;
(function (SymbolSfx) {
SymbolSfx["EucpWithLumpSumInterest"] = "CD";
SymbolSfx["WhenIssued"] = "WI";
})(SymbolSfx = exports.SymbolSfx || (exports.SymbolSfx = {}));
var AllocTransType;
(function (AllocTransType) {
AllocTransType["New"] = "0";
AllocTransType["Replace"] = "1";
AllocTransType["Cancel"] = "2";
AllocTransType["Preliminary"] = "3";
AllocTransType["Calculated"] = "4";
AllocTransType["CalculatedWithoutPreliminary"] = "5";
AllocTransType["Reversal"] = "6";
})(AllocTransType = exports.AllocTransType || (exports.AllocTransType = {}));
var PositionEffect;
(function (PositionEffect) {
PositionEffect["Close"] = "C";
PositionEffect["Fifo"] = "F";
PositionEffect["Open"] = "O";
PositionEffect["Rolled"] = "R";
PositionEffect["CloseButNotifyOnOpen"] = "N";
PositionEffect["Default"] = "D";
})(PositionEffect = exports.PositionEffect || (exports.PositionEffect = {}));
var ProcessCode;
(function (ProcessCode) {
ProcessCode["Regular"] = "0";
ProcessCode["SoftDollar"] = "1";
ProcessCode["StepIn"] = "2";
ProcessCode["StepOut"] = "3";
ProcessCode["SoftDollarStepIn"] = "4";
ProcessCode["SoftDollarStepOut"] = "5";
ProcessCode["PlanSponsor"] = "6";
})(ProcessCode = exports.ProcessCode || (exports.ProcessCode = {}));
var AllocStatus;
(function (AllocStatus) {
AllocStatus[AllocStatus["Accepted"] = 0] = "Accepted";
AllocStatus[AllocStatus["BlockLevelReject"] = 1] = "BlockLevelReject";
AllocStatus[AllocStatus["AccountLevelReject"] = 2] = "AccountLevelReject";
AllocStatus[AllocStatus["Received"] = 3] = "Received";
AllocStatus[AllocStatus["Incomplete"] = 4] = "Incomplete";
AllocStatus[AllocStatus["RejectedByIntermediary"] = 5] = "RejectedByIntermediary";
AllocStatus[AllocStatus["AllocationPending"] = 6] = "AllocationPending";
AllocStatus[AllocStatus["Reversed"] = 7] = "Reversed";
})(AllocStatus = exports.AllocStatus || (exports.AllocStatus = {}));
var AllocRejCode;
(function (AllocRejCode) {
AllocRejCode[AllocRejCode["UnknownAccount"] = 0] = "UnknownAccount";
AllocRejCode[AllocRejCode["IncorrectQuantity"] = 1] = "IncorrectQuantity";
AllocRejCode[AllocRejCode["IncorrectAveragegPrice"] = 2] = "IncorrectAveragegPrice";
AllocRejCode[AllocRejCode["UnknownExecutingBrokerMnemonic"] = 3] = "UnknownExecutingBrokerMnemonic";
AllocRejCode[AllocRejCode["CommissionDifference"] = 4] = "CommissionDifference";
AllocRejCode[AllocRejCode["UnknownOrderId"] = 5] = "UnknownOrderId";
AllocRejCode[AllocRejCode["UnknownListId"] = 6] = "UnknownListId";
AllocRejCode[AllocRejCode["OtherSeeText"] = 7] = "OtherSeeText";
AllocRejCode[AllocRejCode["IncorrectAllocatedQuantity"] = 8] = "IncorrectAllocatedQuantity";
AllocRejCode[AllocRejCode["CalculationDifference"] = 9] = "CalculationDifference";
AllocRejCode[AllocRejCode["UnknownOrStaleExecId"] = 10] = "UnknownOrStaleExecId";
AllocRejCode[AllocRejCode["MismatchedData"] = 11] = "MismatchedData";
AllocRejCode[AllocRejCode["UnknownClOrdId"] = 12] = "UnknownClOrdId";
AllocRejCode[AllocRejCode["WarehouseRequestRejected"] = 13] = "WarehouseRequestRejected";
AllocRejCode[AllocRejCode["Other"] = 99] = "Other";
})(AllocRejCode = exports.AllocRejCode || (exports.AllocRejCode = {}));
var EmailType;
(function (EmailType) {
EmailType["New"] = "0";
EmailType["Reply"] = "1";
EmailType["AdminReply"] = "2";
})(EmailType = exports.EmailType || (exports.EmailType = {}));
var PossResend;
(function (PossResend) {
PossResend["OriginalTransmission"] = "N";
PossResend["PossibleResend"] = "Y";
})(PossResend = exports.PossResend || (exports.PossResend = {}));
var EncryptMethod;
(function (EncryptMethod) {
EncryptMethod[EncryptMethod["None"] = 0] = "None";
EncryptMethod[EncryptMethod["Pkcs"] = 1] = "Pkcs";
EncryptMethod[EncryptMethod["Des"] = 2] = "Des";
EncryptMethod[EncryptMethod["Pkcsdes"] = 3] = "Pkcsdes";
EncryptMethod[EncryptMethod["Pgpdes"] = 4] = "Pgpdes";
EncryptMethod[EncryptMethod["Pgpdesmd5"] = 5] = "Pgpdesmd5";
EncryptMethod[EncryptMethod["Pem"] = 6] = "Pem";
})(EncryptMethod = exports.EncryptMethod || (exports.EncryptMethod = {}));
var CxlRejReason;
(function (CxlRejReason) {
CxlRejReason[CxlRejReason["TooLateToCancel"] = 0] = "TooLateToCancel";
CxlRejReason[CxlRejReason["UnknownOrder"] = 1] = "UnknownOrder";
CxlRejReason[CxlRejReason["BrokerCredit"] = 2] = "BrokerCredit";
CxlRejReason[CxlRejReason["OrderAlreadyInPendingStatus"] = 3] = "OrderAlreadyInPendingStatus";
CxlRejReason[CxlRejReason["UnableToProcessOrderMassCancelRequest"] = 4] = "UnableToProcessOrderMassCancelRequest";
CxlRejReason[CxlRejReason["OrigOrdModTime"] = 5] = "OrigOrdModTime";
CxlRejReason[CxlRejReason["DuplicateClOrdId"] = 6] = "DuplicateClOrdId";
CxlRejReason[CxlRejReason["PriceExceedsCurrentPrice"] = 7] = "PriceExceedsCurrentPrice";
CxlRejReason[CxlRejReason["PriceExceedsCurrentPriceBand"] = 8] = "PriceExceedsCurrentPriceBand";
CxlRejReason[CxlRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement";
CxlRejReason[CxlRejReason["Other"] = 99] = "Other";
})(CxlRejReason = exports.CxlRejReason || (exports.CxlRejReason = {}));
var OrdRejReason;
(function (OrdRejReason) {
OrdRejReason[OrdRejReason["BrokerCredit"] = 0] = "BrokerCredit";
OrdRejReason[OrdRejReason["UnknownSymbol"] = 1] = "UnknownSymbol";
OrdRejReason[OrdRejReason["ExchangeClosed"] = 2] = "ExchangeClosed";
OrdRejReason[OrdRejReason["OrderExceedsLimit"] = 3] = "OrderExceedsLimit";
OrdRejReason[OrdRejReason["TooLateToEnter"] = 4] = "TooLateToEnter";
OrdRejReason[OrdRejReason["UnknownOrder"] = 5] = "UnknownOrder";
OrdRejReason[OrdRejReason["DuplicateOrder"] = 6] = "DuplicateOrder";
OrdRejReason[OrdRejReason["DuplicateOfAVerballyCommunicatedOrder"] = 7] = "DuplicateOfAVerballyCommunicatedOrder";
OrdRejReason[OrdRejReason["StaleOrder"] = 8] = "StaleOrder";
OrdRejReason[OrdRejReason["TradeAlongRequired"] = 9] = "TradeAlongRequired";
OrdRejReason[OrdRejReason["InvalidInvestorId"] = 10] = "InvalidInvestorId";
OrdRejReason[OrdRejReason["UnsupportedOrderCharacteristic"] = 11] = "UnsupportedOrderCharacteristic";
OrdRejReason[OrdRejReason["SurveillenceOption"] = 12] = "SurveillenceOption";
OrdRejReason[OrdRejReason["IncorrectQuantity"] = 13] = "IncorrectQuantity";
OrdRejReason[OrdRejReason["IncorrectAllocatedQuantity"] = 14] = "IncorrectAllocatedQuantity";
OrdRejReason[OrdRejReason["UnknownAccount"] = 15] = "UnknownAccount";
OrdRejReason[OrdRejReason["PriceExceedsCurrentPriceBand"] = 16] = "PriceExceedsCurrentPriceBand";
OrdRejReason[OrdRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement";
OrdRejReason[OrdRejReason["Other"] = 99] = "Other";
})(OrdRejReason = exports.OrdRejReason || (exports.OrdRejReason = {}));
var IOIQualifier;
(function (IOIQualifier) {
IOIQualifier["AllOrNone"] = "A";
IOIQualifier["MarketOnClose"] = "B";
IOIQualifier["AtTheClose"] = "C";
IOIQualifier["Vwap"] = "D";
IOIQualifier["InTouchWith"] = "I";
IOIQualifier["Limit"] = "L";
IOIQualifier["MoreBehind"] = "M";
IOIQualifier["AtTheOpen"] = "O";
IOIQualifier["TakingAPosition"] = "P";
IOIQualifier["AtTheMarket"] = "Q";
IOIQualifier["ReadyToTrade"] = "R";
IOIQualifier["PortfolioShown"] = "S";
IOIQualifier["ThroughTheDay"] = "T";
IOIQualifier["Versus"] = "V";
IOIQualifier["Indication"] = "W";
IOIQualifier["CrossingOpportunity"] = "X";
IOIQualifier["AtTheMidpoint"] = "Y";
IOIQualifier["PreOpen"] = "Z";
})(IOIQualifier = exports.IOIQualifier || (exports.IOIQualifier = {}));
var ReportToExch;
(function (ReportToExch) {
ReportToExch["SenderReports"] = "N";
ReportToExch["ReceiverReports"] = "Y";
})(ReportToExch = exports.ReportToExch || (exports.ReportToExch = {}));
var LocateReqd;
(function (LocateReqd) {
LocateReqd["No"] = "N";
LocateReqd["Yes"] = "Y";
})(LocateReqd = exports.LocateReqd || (exports.LocateReqd = {}));
var ForexReq;
(function (ForexReq) {
ForexReq["DoNotExecuteForexAfterSecurityTrade"] = "N";
ForexReq["ExecuteForexAfterSecurityTrade"] = "Y";
})(ForexReq = exports.ForexReq || (exports.ForexReq = {}));
var GapFillFlag;
(function (GapFillFlag) {
GapFillFlag["SequenceReset"] = "N";
GapFillFlag["GapFillMessage"] = "Y";
})(GapFillFlag = exports.GapFillFlag || (exports.GapFillFlag = {}));
var DKReason;
(function (DKReason) {
DKReason["UnknownSymbol"] = "A";
DKReason["WrongSide"] = "B";
DKReason["QuantityExceedsOrder"] = "C";
DKReason["NoMatchingOrder"] = "D";
DKReason["PriceExceedsLimit"] = "E";
DKReason["CalculationDifference"] = "F";
DKReason["Other"] = "Z";
})(DKReason = exports.DKReason || (exports.DKReason = {}));
var IOINaturalFlag;
(function (IOINaturalFlag) {
IOINaturalFlag["NotNatural"] = "N";
IOINaturalFlag["Natural"] = "Y";
})(IOINaturalFlag = exports.IOINaturalFlag || (exports.IOINaturalFlag = {}));
var MiscFeeType;
(function (MiscFeeType) {
MiscFeeType["Regulatory"] = "1";
MiscFeeType["Tax"] = "2";
MiscFeeType["LocalCommission"] = "3";
MiscFeeType["ExchangeFees"] = "4";
MiscFeeType["Stamp"] = "5";
MiscFeeType["Levy"] = "6";
MiscFeeType["Other"] = "7";
MiscFeeType["Markup"] = "8";
MiscFeeType["ConsumptionTax"] = "9";
MiscFeeType["PerTransaction"] = "10";
MiscFeeType["Conversion"] = "11";
MiscFeeType["Agent"] = "12";
MiscFeeType["TransferFee"] = "13";
MiscFeeType["SecurityLending"] = "14";
})(MiscFeeType = exports.MiscFeeType || (exports.MiscFeeType = {}));
var ResetSeqNumFlag;
(function (ResetSeqNumFlag) {
ResetSeqNumFlag["No"] = "N";
ResetSeqNumFlag["Yes"] = "Y";
})(ResetSeqNumFlag = exports.ResetSeqNumFlag || (exports.ResetSeqNumFlag = {}));
var ExecType;
(function (ExecType) {
ExecType["New"] = "0";
ExecType["DoneForDay"] = "3";
ExecType["Canceled"] = "4";
ExecType["Replaced"] = "5";
ExecType["PendingCancel"] = "6";
ExecType["Stopped"] = "7";
ExecType["Rejected"] = "8";
ExecType["Suspended"] = "9";
ExecType["PendingNew"] = "A";
ExecType["Calculated"] = "B";
ExecType["Expired"] = "C";
ExecType["Restated"] = "D";
ExecType["PendingReplace"] = "E";
ExecType["Trade"] = "F";
ExecType["TradeCorrect"] = "G";
ExecType["TradeCancel"] = "H";
ExecType["OrderStatus"] = "I";
ExecType["TradeInAClearingHold"] = "J";
ExecType["TradeHasBeenReleasedToClearing"] = "K";
ExecType["TriggeredOrActivatedBySystem"] = "L";
})(ExecType = exports.ExecType || (exports.ExecType = {}));
var SettlCurrFxRateCalc;
(function (SettlCurrFxRateCalc) {
SettlCurrFxRateCalc["Multiply"] = "M";
SettlCurrFxRateCalc["Divide"] = "D";
})(SettlCurrFxRateCalc = exports.SettlCurrFxRateCalc || (exports.SettlCurrFxRateCalc = {}));
var SettlInstMode;
(function (SettlInstMode) {
SettlInstMode["Default"] = "0";
SettlInstMode["StandingInstructionsProvided"] = "1";
SettlInstMode["SpecificAllocationAccountOverriding"] = "2";
SettlInstMode["SpecificAllocationAccountStanding"] = "3";
SettlInstMode["SpecificOrderForASingleAccount"] = "4";
SettlInstMode["RequestReject"] = "5";
})(SettlInstMode = exports.SettlInstMode || (exports.SettlInstMode = {}));
var SettlInstTransType;
(function (SettlInstTransType) {
SettlInstTransType["New"] = "N";
SettlInstTransType["Cancel"] = "C";
SettlInstTransType["Replace"] = "R";
SettlInstTransType["Restate"] = "T";
})(SettlInstTransType = exports.SettlInstTransType || (exports.SettlInstTransType = {}));
var SettlInstSource;
(function (SettlInstSource) {
SettlInstSource["BrokerCredit"] = "1";
SettlInstSource["Institution"] = "2";
SettlInstSource["Investor"] = "3";
})(SettlInstSource = exports.SettlInstSource || (exports.SettlInstSource = {}));
var SecurityType;
(function (SecurityType) {
SecurityType["UsTreasuryNoteOld"] = "UST";
SecurityType["UsTreasuryBillOld"] = "USTB";
SecurityType["EuroSupranationalCoupons"] = "EUSUPRA";
SecurityType["FederalAgencyCoupon"] = "FAC";
SecurityType["FederalAgencyDiscountNote"] = "FADN";
SecurityType["PrivateExportFunding"] = "PEF";
SecurityType["UsdSupranationalCoupons"] = "SUPRA";
SecurityType["CorporateBond"] = "CORP";
SecurityType["CorporatePrivatePlacement"] = "CPP";
SecurityType["ConvertibleBond"] = "CB";
SecurityType["DualCurrency"] = "DUAL";
SecurityType["EuroCorporateBond"] = "EUCORP";
SecurityType["EuroCorporateFloatingRateNotes"] = "EUFRN";
SecurityType["UsCorporateFloatingRateNotes"] = "FRN";
SecurityType["IndexedLinked"] = "XLINKD";
SecurityType["StructuredNotes"] = "STRUCT";
SecurityType["YankeeCorporateBond"] = "YANK";
SecurityType["ForeignExchangeContract"] = "FOR";
SecurityType["CreditDefaultSwap"] = "CDS";
SecurityType["Future"] = "FUT";
SecurityType["Option"] = "OPT";
SecurityType["OptionsOnFutures"] = "OOF";
SecurityType["OptionsOnPhysical"] = "OOP";
SecurityType["InterestRateSwap"] = "IRS";
SecurityType["OptionsOnCombo"] = "OOC";
SecurityType["CommonStock"] = "CS";
SecurityType["PreferredStock"] = "PS";
SecurityType["Repurchase"] = "REPO";
SecurityType["Forward"] = "FORWARD";
SecurityType["BuySellback"] = "BUYSELL";
SecurityType["SecuritiesLoan"] = "SECLOAN";
SecurityType["SecuritiesPledge"] = "SECPLEDGE";
SecurityType["BradyBond"] = "BRADY";
SecurityType["CanadianTreasuryNotes"] = "CAN";
SecurityType["CanadianTreasuryBills"] = "CTB";
SecurityType["EuroSovereigns"] = "EUSOV";
SecurityType["CanadianProvincialBonds"] = "PROV";
SecurityType["TreasuryBill"] = "TB";
SecurityType["UsTreasuryBond"] = "TBOND";
SecurityType["InterestStripFromAnyBondOrNote"] = "TINT";
SecurityType["UsTreasuryBill"] = "TBILL";
SecurityType["TreasuryInflationProtectedSecurities"] = "TIPS";
SecurityType["PrincipalStripOfACallableBondOrNote"] = "TCAL";
SecurityType["PrincipalStripFromANonCallableBondOrNote"] = "TPRN";
SecurityType["UsTreasuryNote"] = "TNOTE";
SecurityType["TermLoan"] = "TERM";
SecurityType["RevolverLoan"] = "RVLV";
SecurityType["Revolver"] = "RVLVTRM";
SecurityType["BridgeLoan"] = "BRIDGE";
SecurityType["LetterOfCredit"] = "LOFC";
SecurityType["SwingLineFacility"] = "SWING";
SecurityType["DebtorInPossession"] = "DINP";
SecurityType["Defaulted"] = "DEFLTED";
SecurityType["Withdrawn"] = "WITHDRN";
SecurityType["Replaced"] = "REPLACD";
SecurityType["Matured"] = "MATURED";
SecurityType["Amended"] = "AMENDED";
SecurityType["Retired"] = "RETIRED";
SecurityType["BankersAcceptance"] = "BA";
SecurityType["BankDepositoryNote"] = "BDN";
SecurityType["BankNotes"] = "BN";
SecurityType["BillOfExchanges"] = "BOX";
SecurityType["CanadianMoneyMarkets"] = "CAMM";
SecurityType["CertificateOfDeposit"] = "CD";
SecurityType["CallLoans"] = "CL";
SecurityType["CommercialPaper"] = "CP";
SecurityType["DepositNotes"] = "DN";
SecurityType["EuroCertificateOfDeposit"] = "EUCD";
SecurityType["EuroCommercialPaper"] = "EUCP";
SecurityType["LiquidityNote"] = "LQN";
SecurityType["MediumTermNotes"] = "MTN";
SecurityType["Overnight"] = "ONITE";
SecurityType["PromissoryNote"] = "PN";
SecurityType["ShortTermLoanNote"] = "STN";
SecurityType["PlazosFijos"] = "PZFJ";
SecurityType["SecuredLiquidityNote"] = "SLQN";
SecurityType["TimeDeposit"] = "TD";
SecurityType["TermLiquidityNote"] = "TLQN";
SecurityType["ExtendedCommNote"] = "XCN";
SecurityType["YankeeCertificateOfDeposit"] = "YCD";
SecurityType["AssetBackedSecurities"] = "ABS";
SecurityType["CanadianMortgageBonds"] = "CMB";
SecurityType["Corp"] = "CMBS";
SecurityType["CollateralizedMortgageObligation"] = "CMO";
SecurityType["IoetteMortgage"] = "IET";
SecurityType["MortgageBackedSecurities"] = "MBS";
SecurityType["MortgageInterestOnly"] = "MIO";
SecurityType["MortgagePrincipalOnly"] = "MPO";
SecurityType["MortgagePrivatePlacement"] = "MPP";
SecurityType["MiscellaneousPassThrough"] = "MPT";
SecurityType["Pfandbriefe"] = "PFAND";
SecurityType["ToBeAnnounced"] = "TBA";
SecurityType["OtherAnticipationNotes"] = "AN";
SecurityType["CertificateOfObligation"] = "COFO";
SecurityType["CertificateOfParticipation"] = "COFP";
SecurityType["GeneralObligationBonds"] = "GO";
SecurityType["MandatoryTender"] = "MT";
SecurityType["RevenueAnticipationNote"] = "RAN";
SecurityType["RevenueBonds"] = "REV";
SecurityType["SpecialAssessment"] = "SPCLA";
SecurityType["SpecialObligation"] = "SPCLO";
SecurityType["SpecialTax"] = "SPCLT";
SecurityType["TaxAnticipationNote"] = "TAN";
SecurityType["TaxAllocation"] = "TAXA";
SecurityType["TaxExemptCommercialPaper"] = "TECP";
SecurityType["TaxableMunicipalCp"] = "TMCP";
SecurityType["TaxRevenueAnticipationNote"] = "TRAN";
SecurityType["VariableRateDemandNote"] = "VRDN";
SecurityType["Warrant"] = "WAR";
SecurityType["MutualFund"] = "MF";
SecurityType["MultilegInstrument"] = "MLEG";
SecurityType["NoSecurityType"] = "NONE";
SecurityType["Wildcard"] = "?";
SecurityType["Cash"] = "CASH";
SecurityType["NonDeliverableForward"] = "FXNDF";
SecurityType["FxSpot"] = "FXSPOT";
SecurityType["FxForward"] = "FXFWD";
SecurityType["FxSwap"] = "FXSWAP";
})(SecurityType = exports.SecurityType || (exports.SecurityType = {}));
var StandInstDbType;
(function (StandInstDbType) {
StandInstDbType[StandInstDbType["Other"] = 0] = "Other";
StandInstDbType[StandInstDbType["Dtcsid"] = 1] = "Dtcsid";
StandInstDbType[StandInstDbType["ThomsonAlert"] = 2] = "ThomsonAlert";
StandInstDbType[StandInstDbType["AGlobalCustodian"] = 3] = "AGlobalCustodian";
StandInstDbType[StandInstDbType["AccountNet"] = 4] = "AccountNet";
})(StandInstDbType = exports.StandInstDbType || (exports.StandInstDbType = {}));
var SettlDeliveryType;
(function (SettlDeliveryType) {
SettlDeliveryType[SettlDeliveryType["Versus"] = 0] = "Versus";
SettlDeliveryType[SettlDeliveryType["Free"] = 1] = "Free";
SettlDeliveryType[SettlDeliveryType["TriParty"] = 2] = "TriParty";
SettlDeliveryType[SettlDeliveryType["HoldInCustody"] = 3] = "HoldInCustody";
})(SettlDeliveryType = exports.SettlDeliveryType || (exports.SettlDeliveryType = {}));
var AllocLinkType;
(function (AllocLinkType) {
AllocLinkType[AllocLinkType["FxNetting"] = 0] = "FxNetting";
AllocLinkType[AllocLinkType["FxSwap"] = 1] = "FxSwap";
})(AllocLinkType = exports.AllocLinkType || (exports.AllocLinkType = {}));
var PutOrCall;
(function (PutOrCall) {
PutOrCall[PutOrCall["Put"] = 0] = "Put";
PutOrCall[PutOrCall["Call"] = 1] = "Call";
})(PutOrCall = exports.PutOrCall || (exports.PutOrCall = {}));
var CoveredOrUncovered;
(function (CoveredOrUncovered) {
CoveredOrUncovered[CoveredOrUncovered["Covered"] = 0] = "Covered";
CoveredOrUncovered[CoveredOrUncovered["Uncovered"] = 1] = "Uncovered";
})(CoveredOrUncovered = exports.CoveredOrUncovered || (exports.CoveredOrUncovered = {}));
var NotifyBrokerOfCredit;
(function (NotifyBrokerOfCredit) {
NotifyBrokerOfCredit["DetailsShouldNotBeCommunicated"] = "N";
NotifyBrokerOfCredit["DetailsShouldBeCommunicated"] = "Y";
})(NotifyBrokerOfCredit = exports.NotifyBrokerOfCredit || (exports.NotifyBrokerOfCredit = {}));
var AllocHandlInst;
(function (AllocHandlInst) {
AllocHandlInst[AllocHandlInst["Match"] = 1] = "Match";
AllocHandlInst[AllocHandlInst["Forward"] = 2] = "Forward";
AllocHandlInst[AllocHandlInst["ForwardAndMatch"] = 3] = "ForwardAndMatch";
})(AllocHandlInst = exports.AllocHandlInst || (exports.AllocHandlInst = {}));
var RoutingType;
(function (RoutingType) {
RoutingType[RoutingType["TargetFirm"] = 1] = "TargetFirm";
RoutingType[RoutingType["TargetList"] = 2] = "TargetList";
RoutingType[RoutingType["BlockFirm"] = 3] = "BlockFirm";
RoutingType[RoutingType["BlockList"] = 4] = "BlockList";
})(RoutingType = exports.RoutingType || (exports.RoutingType = {}));
var BenchmarkCurveName;
(function (BenchmarkCurveName) {
BenchmarkCurveName["Eonia"] = "EONIA";
BenchmarkCurveName["Eurepo"] = "EUREPO";
BenchmarkCurveName["Euribor"] = "Euribor";
BenchmarkCurveName["FutureSwap"] = "FutureSWAP";
BenchmarkCurveName["Libid"] = "LIBID";
BenchmarkCurveName["Libor"] = "LIBOR";
BenchmarkCurveName["MuniAaa"] = "MuniAAA";
BenchmarkCurveName["Other"] = "OTHER";
BenchmarkCurveName["Pfandbriefe"] = "Pfandbriefe";
BenchmarkCurveName["Sonia"] = "SONIA";
BenchmarkCurveName["Swap"] = "SWAP";
BenchmarkCurveName["Treasury"] = "Treasury";
})(BenchmarkCurveName = exports.BenchmarkCurveName || (exports.BenchmarkCurveName = {}));
var StipulationType;
(function (StipulationType) {
StipulationType["AlternativeMinimumTax"] = "AMT";
StipulationType["AutoReinvestment"] = "AUTOREINV";
StipulationType["BankQualified"] = "BANKQUAL";
StipulationType["BargainConditions"] = "BGNCON";
StipulationType["CouponRange"] = "COUPON";
StipulationType["IsoCurrencyCode"] = "CURRENCY";
StipulationType["CustomStart"] = "CUSTOMDATE";
StipulationType["Geographics"] = "GEOG";
StipulationType["ValuationDiscount"] = "HAIRCUT";
StipulationType["Insured"] = "INSURED";
StipulationType["IssueDate"] = "ISSUE";
StipulationType["Issuer"] = "ISSUER";
StipulationType["IssueSizeRange"] = "ISSUESIZE";
StipulationType["LookbackDays"] = "LOOKBACK";
StipulationType["ExplicitLotIdentifier"] = "LOT";
StipulationType["LotVariance"] = "LOTVAR";
StipulationType["MaturityYearAndMonth"] = "MAT";
StipulationType["MaturityRange"] = "MATURITY";
StipulationType["MaximumSubstitutions"] = "MAXSUBS";
StipulationType["MinimumDenomination"] = "MINDNOM";
StipulationType["MinimumIncrement"] = "MININCR";
StipulationType["MinimumQuantity"] = "MINQTY";
StipulationType["PaymentFrequency"] = "PAYFREQ";
StipulationType["NumberOfPieces"] = "PIECES";
StipulationType["PoolsMaximum"] = "PMAX";
StipulationType["PoolsPerLot"] = "PPL";
StipulationType["PoolsPerMillion"] = "PPM";
StipulationType["PoolsPerTrade"] = "PPT";
StipulationType["PriceRange"] = "PRICE";
StipulationType["PricingFrequency"] = "PRICEFREQ";
StipulationType["ProductionYear"] = "PROD";
StipulationType["CallProtection"] = "PROTECT";
StipulationType["Purpose"] = "PURPOSE";
StipulationType["BenchmarkPriceSource"] = "PXSOURCE";
StipulationType["RatingSourceAndRange"] = "RATING";
StipulationType["TypeOfRedemption"] = "REDEMPTION";
StipulationType["Restricted"] = "RESTRICTED";
StipulationType["MarketSector"] = "SECTOR";
StipulationType["SecurityTypeIncludedOrExcluded"] = "SECTYPE";
StipulationType["Structure"] = "STRUCT";
StipulationType["SubstitutionsFrequency"] = "SUBSFREQ";
StipulationType["SubstitutionsLeft"] = "SUBSLEFT";
StipulationType["FreeformText"] = "TEXT";
StipulationType["TradeVariance"] = "TRDVAR";
StipulationType["WeightedAverageCoupon"] = "WAC";
StipulationType["WeightedAverageLifeCoupon"] = "WAL";
StipulationType["WeightedAverageLoanAge"] = "WALA";
StipulationType["WeightedAverageMaturity"] = "WAM";
StipulationType["WholePool"] = "WHOLE";
StipulationType["YieldRange"] = "YIELD";
StipulationType["AverageFicoScore"] = "AVFICO";
StipulationType["AverageLoanSize"] = "AVSIZE";
StipulationType["MaximumLoanBalance"] = "MAXBAL";
StipulationType["PoolIdentifier"] = "POOL";
StipulationType["TypeOfRollTrade"] = "ROLLTYPE";
StipulationType["ReferenceToRollingOrClosingTrade"] = "REFTRADE";
StipulationType["PrincipalOfRollingOrClosingTrade"] = "REFPRIN";
StipulationType["InterestOfRollingOrClosingTrade"] = "REFINT";
StipulationType["AvailableOfferQuantityToBeShownToTheStreet"] = "AVAILQTY";
StipulationType["BrokerCredit"] = "BROKERCREDIT";
StipulationType["OfferPriceToBeShownToInternalBrokers"] = "INTERNALPX";
StipulationType["OfferQuantityToBeShownToInternalBrokers"] = "INTERNALQTY";
StipulationType["TheMinimumResidualOfferQuantity"] = "LEAVEQTY";
StipulationType["MaximumOrderSize"] = "MAXORDQTY";
StipulationType["OrderQuantityIncrement"] = "ORDRINCR";
StipulationType["PrimaryOrSecondaryMarketIndicator"] = "PRIMARY";
StipulationType["BrokerSalesCreditOverride"] = "SALESCREDITOVR";
StipulationType["TraderCredit"] = "TRADERCREDIT";
StipulationType["DiscountRate"] = "DISCOUNT";
StipulationType["YieldToMaturity"] = "YTM";
StipulationType["AbsolutePrepaymentSpeed"] = "ABS";
StipulationType["ConstantPrepaymentPenalty"] = "CPP";
StipulationType["ConstantPrepaymentRate"] = "CPR";
StipulationType["ConstantPrepaymentYield"] = "CPY";
StipulationType["FinalCprOfHomeEquityPrepaymentCurve"] = "HEP";
StipulationType["PercentOfManufacturedHousingPrepaymentCurve"] = "MHP";
StipulationType["MonthlyPrepaymentRate"] = "MPR";
StipulationType["PercentOfProspectusPrepaymentCurve"] = "PPC";
StipulationType["PercentOfBmaPrepaymentCurve"] = "PSA";
StipulationType["SingleMonthlyMortality"] = "SMM";
})(StipulationType = exports.StipulationType || (exports.StipulationType = {}));
var YieldType;
(function (YieldType) {
YieldType["AfterTaxYield"] = "AFTERTAX";
YieldType["AnnualYield"] = "ANNUAL";
YieldType["YieldAtIssue"] = "ATISSUE";
YieldType["YieldToAverageMaturity"] = "AVGMATURITY";
YieldType["BookYield"] = "BOOK";
YieldType["YieldToNextCall"] = "CALL";
YieldType["YieldChangeSinceClose"] = "CHANGE";
YieldType["ClosingYield"] = "CLOSE";
YieldType["CompoundYield"] = "COMPOUND";
YieldType["CurrentYield"] = "CURRENT";
YieldType["GvntEquivalentYield"] = "GOVTEQUIV";
YieldType["TrueGrossYield"] = "GROSS";
YieldType["YieldWithInflationAssumption"] = "INFLATION";
YieldType["InverseFloaterBondYield"] = "INVERSEFLOATER";
YieldType["MostRecentClosingYield"] = "LASTCLOSE";
YieldType["ClosingYieldMostRecentMonth"] = "LASTMONTH";
YieldType["ClosingYieldMostRecentQuarter"] = "LASTQUARTER";
YieldType["ClosingYieldMostRecentYear"] = "LASTYEAR";
YieldType["YieldToLongestAverageLife"] = "LONGAVGLIFE";
YieldType["MarkToMarketYield"] = "MARK";
YieldType["YieldToMaturity"] = "MATURITY";
YieldType["YieldToNextRefund"] = "NEXTREFUND";
YieldType["OpenAverageYield"] = "OPENAVG";
YieldType["PreviousCloseYield"] = "PREVCLOSE";
YieldType["ProceedsYield"] = "PROCEEDS";
YieldType["YieldToNextPut"] = "PUT";
YieldType["SemiAnnualYield"] = "SEMIANNUAL";
YieldType["YieldToShortestAverageLife"] = "SHORTAVGLIFE";
YieldType["SimpleYield"] = "SIMPLE";
YieldType["TaxEquivalentYield"] = "TAXEQUIV";
YieldType["YieldToTenderDate"] = "TENDER";
YieldType["TrueYield"] = "TRUE";
YieldType["YieldValueOf32Nds"] = "VALUE1_32";
YieldType["YieldToWorst"] = "WORST";
})(YieldType = exports.YieldType || (exports.YieldType = {}));
var TradedFlatSwitch;
(function (TradedFlatSwitch) {
TradedFlatSwitch["NotTradedFlat"] = "N";
TradedFlatSwitch["TradedFlat"] = "Y";
})(TradedFlatSwitch = exports.TradedFlatSwitch || (exports.TradedFlatSwitch = {}));
var SubscriptionRequestType;
(function (SubscriptionRequestType) {
SubscriptionRequestType["Snapshot"] = "0";
SubscriptionRequestType["SnapshotAndUpdates"] = "1";
SubscriptionRequestType["DisablePreviousSnapshot"] = "2";
})(SubscriptionRequestType = exports.SubscriptionRequestType || (exports.SubscriptionRequestType = {}));
var MDUpdateType;
(function (MDUpdateType) {
MDUpdateType[MDUpdateType["FullRefresh"] = 0] = "FullRefresh";
MDUpdateType[MDUpdateType["IncrementalRefresh"] = 1] = "IncrementalRefresh";
})(MDUpdateType = exports.MDUpdateType || (exports.MDUpdateType = {}));
var AggregatedBook;
(function (AggregatedBook) {
AggregatedBook["BookEntriesToBeAggregated"] = "Y";
AggregatedBook["BookEntriesShouldNotBeAggregated"] = "N";
})(AggregatedBook = exports.AggregatedBook || (exports.AggregatedBook = {}));
var MDEntryType;
(function (MDEntryType) {
MDEntryType["Bid"] = "0";
MDEntryType["Offer"] = "1";
MDEntryType["Trade"] = "2";
MDEntryType["IndexValue"] = "3";
MDEntryType["OpeningPrice"] = "4";
MDEntryType["ClosingPrice"] = "5";
MDEntryType["SettlementPrice"] = "6";
MDEntryType["TradingSessionHighPrice"] = "7";
MDEntryType["TradingSessionLowPrice"] = "8";
MDEntryType["TradingSessionVwapPrice"] = "9";
MDEntryType["Imbalance"] = "A";
MDEntryType["TradeVolume"] = "B";
MDEntryType["OpenInterest"] = "C";
MDEntryType["CompositeUnderlyingPrice"] = "D";
MDEntryType["SimulatedSellPrice"] = "E";
MDEntryType["SimulatedBuyPrice"] = "F";
MDEntryType["MarginRate"] = "G";
MDEntryType["MidPrice"] = "H";
MDEntryType["EmptyBook"] = "J";
MDEntryType["SettleHighPrice"] = "K";
MDEntryType["SettleLowPrice"] = "L";
MDEntryType["PriorSettlePrice"] = "M";
MDEntryType["SessionHighBid"] = "N";
MDEntryType["SessionLowOffer"] = "O";
MDEntryType["EarlyPrices"] = "P";
MDEntryType["AuctionClearingPrice"] = "Q";
MDEntryType["SwapValueFactor"] = "S";
MDEntryType["DailyValueAdjustmentForLongPositions"] = "R";
MDEntryType["CumulativeValueAdjustmentForLongPositions"] = "T";
MDEntryType["DailyValueAdjustmentForShortPositions"] = "U";
MDEntryType["CumulativeValueAdjustmentForShortPositions"] = "V";
MDEntryType["RecoveryRate"] = "Y";
MDEntryType["RecoveryRateForLong"] = "Z";
MDEntryType["RecoveryRateForShort"] = "a";
MDEntryType["FixingPrice"] = "W";
MDEntryType["CashRate"] = "X";
})(MDEntryType = exports.MDEntryType || (exports.MDEntryType = {}));
var TickDirection;
(function (TickDirection) {
TickDirection["PlusTick"] = "0";
TickDirection["ZeroPlusTick"] = "1";
TickDirection["MinusTick"] = "2";
TickDirection["ZeroMinusTick"] = "3";
})(TickDirection = exports.TickDirection || (exports.TickDirection = {}));
var QuoteCondition;
(function (QuoteCondition) {
QuoteCondition["ReservedSam"] = "0";
QuoteCondition["NoActiveSam"] = "1";
QuoteCondition["Restricted"] = "2";
QuoteCondition["RestOfBookVwap"] = "3";
QuoteCondition["BetterPricesInConditionalOrders"] = "4";
QuoteCondition["MedianPrice"] = "5";
QuoteCondition["FullCurve"] = "6";
QuoteCondition["FlatCurve"] = "7";
QuoteCondition["Open"] = "A";
QuoteCondition["Closed"] = "B";
QuoteCondition["ExchangeBest"] = "C";
QuoteCondition["ConsolidatedBest"] = "D";
QuoteCondition["Locked"] = "E";
QuoteCondition["Crossed"] = "F";
QuoteCondition["Depth"] = "G";
QuoteCondition["FastTrading"] = "H";
QuoteCondition["NonFirm"] = "I";
QuoteCondition["Manual"] = "L";
QuoteCondition["OutrightPrice"] = "J";
QuoteCondition["ImpliedPrice"] = "K";
QuoteCondition["DepthOnOffer"] = "M";
QuoteCondition["DepthOnBid"] = "N";
QuoteCondition["Closing"] = "O";
QuoteCondition["NewsDissemination"] = "P";
QuoteCondition["TradingRange"] = "Q";
QuoteCondition["OrderInflux"] = "R";
QuoteCondition["DueToRelated"] = "S";
QuoteCondition["NewsPending"] = "T";
QuoteCondition["AdditionalInfo"] = "U";
QuoteCondition["AdditionalInfoDueToRelated"] = "V";
QuoteCondition["Resume"] = "W";
QuoteCondition["ViewOfCommon"] = "X";
QuoteCondition["VolumeAlert"] = "Y";
QuoteCondition["OrderImbalance"] = "Z";
QuoteCondition["EquipmentChangeover"] = "a";
QuoteCondition["NoOpen"] = "b";
QuoteCondition["RegularEth"] = "c";
QuoteCondition["AutomaticExecution"] = "d";
QuoteCondition["AutomaticExecutionEth"] = "e";
QuoteCondition["FastMarketEth"] = "f";
QuoteCondition["InactiveEth"] = "g";
QuoteCondition["Rotation"] = "h";
QuoteCondition["RotationEth"] = "i";
QuoteCondition["Halt"] = "j";
QuoteCondition["HaltEth"] = "k";
QuoteCondition["DueToNewsDissemination"] = "l";
QuoteCondition["DueToNewsPending"] = "m";
QuoteCondition["TradingResume"] = "n";
QuoteCondition["OutOfSequence"] = "o";
QuoteCondition["BidSpecialist"] = "p";
QuoteCondition["OfferSpecialist"] = "q";
QuoteCondition["BidOfferSpecialist"] = "r";
QuoteCondition["EndOfDaySam"] = "s";
QuoteCondition["ForbiddenSam"] = "t";
QuoteCondition["FrozenSam"] = "u";
QuoteCondition["PreOpeningSam"] = "v";
QuoteCondition["OpeningSam"] = "w";
QuoteCondition["OpenSam"] = "x";
QuoteCondition["SurveillanceSam"] = "y";
QuoteCondition["SuspendedSam"] = "z";
})(QuoteCondition = exports.QuoteCondition || (exports.QuoteCondition = {}));
var TradeCondition;
(function (TradeCondition) {
TradeCondition["Cancel"] = "0";
TradeCondition["ImpliedTrade"] = "1";
TradeCondition["MarketplaceEnteredTrade"] = "2";
TradeCondition["MultAssetClassMultilegTrade"] = "3";
TradeCondition["MultilegToMultilegTrade"] = "4";
TradeCondition["Cash"] = "A";
TradeCondition["AveragePriceTrade"] = "B";
TradeCondition["CashTrade"] = "C";
TradeCondition["NextDay"] = "D";
TradeCondition["Opening"] = "E";
TradeCondition["IntradayTradeDetail"] = "F";
TradeCondition["Rule127Trade"] = "G";
TradeCondition["Rule155Trade"] = "H";
TradeCondition["SoldLast"] = "I";
TradeCondition["NextDayTrade"] = "J";
TradeCondition["Opened"] = "K";
TradeCondition["Seller"] = "L";
TradeCondition["Sold"] = "M";
TradeCondition["StoppedStock"] = "N";
TradeCondition["ImbalanceMoreBuyers"] = "P";
TradeCondition["ImbalanceMoreSellers"] = "Q";
TradeCondition["OpeningPrice"] = "R";
TradeCondition["BargainCondition"] = "S";
TradeCondition["ConvertedPriceIndicator"] = "T";
TradeCondition["ExchangeLast"] = "U";
TradeCondition["FinalPriceOfSession"] = "V";
TradeCondition["ExPit"] = "W";
TradeCondition["Crossed"] = "X";
TradeCondition["TradesResultingFromManual"] = "Y";
TradeCondition["TradesResultingFromIntermarketSweep"] = "Z";
TradeCondition["VolumeOnly"] = "a";
TradeCondition["DirectPlus"] = "b";
TradeCondition["Acquisition"] = "c";
TradeCondition["Bunched"] = "d";
TradeCondition["Distribution"] = "e";
TradeCondition["BunchedSale"] = "f";
TradeCondition["SplitTrade"] = "g";
TradeCondition["CancelStopped"] = "h";
TradeCondition["CancelEth"] = "i";
TradeCondition["CancelStoppedEth"] = "j";
TradeCondition["OutOfSequenceEth"] = "k";
TradeCondition["CancelLastEth"] = "l";
TradeCondition["SoldLastSaleEth"] = "m";
TradeCondition["CancelLast"] = "n";
TradeCondition["SoldLastSale"] = "o";
TradeCondition["CancelOpen"] = "p";
TradeCondition["C