jspurefix
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pure node js fix engine
449 lines (448 loc) • 10.6 kB
TypeScript
export declare enum AdvSide {
Buy = "B",
Sell = "S",
Trade = "T",
Cross = "X"
}
export declare enum AdvTransType {
Cancel = "C",
New = "N",
Replace = "R"
}
export declare enum CommType {
PerUnit = "1",
Percent = "2",
Absolute = "3"
}
export declare enum ExecInst {
StayOnOfferSide = "0",
NotHeld = "1",
Work = "2",
GoAlong = "3",
OverTheDay = "4",
Held = "5",
ParticipateDoNotInitiate = "6",
StrictScale = "7",
TryToScale = "8",
StayOnBidSide = "9",
NoCross = "A",
OkToCross = "B",
CallFirst = "C",
PercentOfVolume = "D",
DoNotIncrease = "E",
DoNotReduce = "F",
AllOrNone = "G",
InstitutionsOnly = "I",
LastPeg = "L",
MidPricePeg = "M",
NonNegotiable = "N",
OpeningPeg = "O",
MarketPeg = "P",
PrimaryPeg = "R",
Suspend = "S",
CustomerDisplayInstruction = "U",
Netting = "V"
}
export declare enum ExecTransType {
New = "0",
Cancel = "1",
Correct = "2",
Status = "3"
}
export declare enum HandlInst {
AutomatedExecutionNoIntervention = "1",
AutomatedExecutionInterventionOk = "2",
ManualOrder = "3"
}
export declare enum IDSource {
Cusip = "1",
Sedol = "2",
Quik = "3",
IsinNumber = "4",
RicCode = "5",
IsoCurrencyCode = "6",
IsoCountryCode = "7"
}
export declare enum IOIOthSvc {
Autex = "A",
Bridge = "B"
}
export declare enum IOIQltyInd {
High = "H",
Low = "L",
Medium = "M"
}
export declare enum IOIShares {
Large = "L",
Medium = "M",
Small = "S"
}
export declare enum IOITransType {
Cancel = "C",
New = "N",
Replace = "R"
}
export declare enum LastCapacity {
Agent = "1",
CrossAsAgent = "2",
CrossAsPrincipal = "3",
Principal = "4"
}
export declare enum MsgType {
Heartbeat = "0",
TestRequest = "1",
ResendRequest = "2",
Reject = "3",
SequenceReset = "4",
Logout = "5",
Ioi = "6",
Advertisement = "7",
ExecutionReport = "8",
OrderCancelReject = "9",
Logon = "A",
News = "B",
Email = "C",
NewOrderSingle = "D",
NewOrderList = "E",
OrderCancelRequest = "F",
OrderCancelReplaceRequest = "G",
OrderStatusRequest = "H",
AllocationInstruction = "J",
ListCancelRequest = "K",
ListExecute = "L",
ListStatusRequest = "M",
ListStatus = "N",
AllocationInstructionAck = "P",
DontKnowTrade = "Q",
QuoteRequest = "R",
Quote = "S",
SettlementInstructions = "T"
}
export declare enum OrdStatus {
New = "0",
PartiallyFilled = "1",
Filled = "2",
DoneForDay = "3",
Canceled = "4",
Replaced = "5",
PendingCancel = "6",
Stopped = "7",
Rejected = "8",
Suspended = "9",
PendingNew = "A",
Calculated = "B",
Expired = "C"
}
export declare enum OrdType {
Market = "1",
Limit = "2",
Stop = "3",
StopLimit = "4",
MarketOnClose = "5",
WithOrWithout = "6",
LimitOrBetter = "7",
LimitWithOrWithout = "8",
OnBasis = "9",
OnClose = "A",
LimitOnClose = "B",
ForexMarket = "C",
PreviouslyQuoted = "D",
PreviouslyIndicated = "E",
ForexLimit = "F",
ForexSwap = "G",
ForexPreviouslyQuoted = "H",
Pegged = "P"
}
export declare enum PossDupFlag {
OriginalTransmission = "N",
PossibleDuplicate = "Y"
}
export declare enum Rule80A {
AgencySingleOrder = "A",
ShortExemptTransactionAType = "B",
ProprietaryNonAlgo = "C",
ProgramOrderMember = "D",
ShortExemptTransactionForPrincipal = "E",
ShortExemptTransactionWType = "F",
ShortExemptTransactionIType = "H",
IndividualInvestor = "I",
ProprietaryAlgo = "J",
AgencyAlgo = "K",
ShortExemptTransactionMemberAffliated = "L",
ProgramOrderOtherMember = "M",
AgentForOtherMember = "N",
ProprietaryTransactionAffiliated = "O",
Principal = "P",
TransactionNonMember = "R",
SpecialistTrades = "S",
TransactionUnaffiliatedMember = "T",
AgencyIndexArb = "U",
AllOtherOrdersAsAgentForOtherMember = "W",
ShortExemptTransactionMemberNotAffliated = "X",
AgencyNonAlgo = "Y",
ShortExemptTransactionNonMember = "Z"
}
export declare enum Side {
Buy = "1",
Sell = "2",
BuyMinus = "3",
SellPlus = "4",
SellShort = "5",
SellShortExempt = "6",
Undisclosed = "7",
Cross = "8"
}
export declare enum TimeInForce {
Day = "0",
GoodTillCancel = "1",
AtTheOpening = "2",
ImmediateOrCancel = "3",
FillOrKill = "4",
GoodTillCrossing = "5",
GoodTillDate = "6"
}
export declare enum Urgency {
Normal = "0",
Flash = "1",
Background = "2"
}
export declare enum SettlmntTyp {
Regular = "0",
Cash = "1",
NextDay = "2",
TPlus2 = "3",
TPlus3 = "4",
TPlus4 = "5",
Future = "6",
WhenAndIfIssued = "7",
SellersOption = "8",
TPlus5 = "9"
}
export declare enum AllocTransType {
New = "0",
Replace = "1",
Cancel = "2",
Preliminary = "3",
Calculated = "4"
}
export declare enum OpenClose {
Close = "C",
Open = "O"
}
export declare enum ProcessCode {
Regular = "0",
SoftDollar = "1",
StepIn = "2",
StepOut = "3",
SoftDollarStepIn = "4",
SoftDollarStepOut = "5",
PlanSponsor = "6"
}
export declare enum AllocStatus {
Accepted = 0,
BlockLevelReject = 1,
AccountLevelReject = 2,
Received = 3
}
export declare enum AllocRejCode {
UnknownAccount = 0,
IncorrectQuantity = 1,
IncorrectAveragegPrice = 2,
UnknownExecutingBrokerMnemonic = 3,
CommissionDifference = 4,
UnknownOrderId = 5,
UnknownListId = 6,
OtherSeeText = 7
}
export declare enum EmailType {
New = "0",
Reply = "1",
AdminReply = "2"
}
export declare enum PossResend {
OriginalTransmission = "N",
PossibleResend = "Y"
}
export declare enum EncryptMethod {
None = 0,
Pkcs = 1,
Des = 2,
Pkcsdes = 3,
Pgpdes = 4,
Pgpdesmd5 = 5,
Pem = 6
}
export declare enum CxlRejReason {
TooLateToCancel = 0,
UnknownOrder = 1
}
export declare enum OrdRejReason {
BrokerCredit = 0,
UnknownSymbol = 1,
ExchangeClosed = 2,
OrderExceedsLimit = 3,
TooLateToEnter = 4,
UnknownOrder = 5,
DuplicateOrder = 6
}
export declare enum IOIQualifier {
AllOrNone = "A",
AtTheClose = "C",
InTouchWith = "I",
Limit = "L",
MoreBehind = "M",
AtTheOpen = "O",
TakingAPosition = "P",
AtTheMarket = "Q",
PortfolioShown = "S",
ThroughTheDay = "T",
Versus = "V",
Indication = "W",
CrossingOpportunity = "X",
AtTheMidpoint = "Y",
PreOpen = "Z"
}
export declare enum ReportToExch {
SenderReports = "N",
ReceiverReports = "Y"
}
export declare enum LocateReqd {
No = "N",
Yes = "Y"
}
export declare enum ForexReq {
DoNotExecuteForexAfterSecurityTrade = "N",
ExecuteForexAfterSecurityTrade = "Y"
}
export declare enum GapFillFlag {
SequenceReset = "N",
GapFillMessage = "Y"
}
export declare enum DKReason {
UnknownSymbol = "A",
WrongSide = "B",
QuantityExceedsOrder = "C",
NoMatchingOrder = "D",
PriceExceedsLimit = "E",
Other = "Z"
}
export declare enum IOINaturalFlag {
NotNatural = "N",
Natural = "Y"
}
export declare enum MiscFeeType {
Regulatory = "1",
Tax = "2",
LocalCommission = "3",
ExchangeFees = "4",
Stamp = "5",
Levy = "6",
Other = "7",
Markup = "8"
}
export declare enum ResetSeqNumFlag {
No = "N",
Yes = "Y"
}
export declare enum ExecType {
New = "0",
PartialFill = "1",
Fill = "2",
DoneForDay = "3",
Canceled = "4",
Replaced = "5",
PendingCancel = "6",
Stopped = "7",
Rejected = "8",
Suspended = "9",
PendingNew = "A",
Calculated = "B",
Expired = "C"
}
export declare enum SettlInstMode {
Default = "0",
StandingInstructionsProvided = "1",
SpecificAllocationAccountOverriding = "2",
SpecificAllocationAccountStanding = "3"
}
export declare enum SettlInstTransType {
Cancel = "C",
New = "N",
Replace = "R"
}
export declare enum SettlInstSource {
BrokerCredit = "1",
Institution = "2"
}
export declare enum SettlLocation {
Cedel = "CED",
DepositoryTrustCompany = "DTC",
EuroClear = "EUR",
FederalBookEntry = "FED",
LocalMarketSettleLocation = "ISO Country Code",
Physical = "PNY",
ParticipantTrustCompany = "PTC"
}
export declare enum SecurityType {
BankersAcceptance = "BA",
CertificateOfDeposit = "CD",
CollateralizedMortgageObligation = "CMO",
CorporateBond = "CORP",
CommercialPaper = "CP",
CorporatePrivatePlacement = "CPP",
CommonStock = "CS",
FederalHousingAuthority = "FHA",
FederalHomeLoan = "FHL",
FederalNationalMortgageAssociation = "FN",
ForeignExchangeContract = "FOR",
Future = "FUT",
GovernmentNationalMortgageAssociation = "GN",
TreasuriesAgencyDebenture = "GOVT",
MutualFund = "MF",
MortgageInterestOnly = "MIO",
MortgagePrincipalOnly = "MPO",
MortgagePrivatePlacement = "MPP",
MiscellaneousPassThrough = "MPT",
MunicipalBond = "MUNI",
NoSecurityType = "NONE",
Option = "OPT",
PreferredStock = "PS",
RepurchaseAgreement = "RP",
ReverseRepurchaseAgreement = "RVRP",
StudentLoanMarketingAssociation = "SL",
TimeDeposit = "TD",
UsTreasuryBillOld = "USTB",
Warrant = "WAR",
CatsTigersAndLions = "ZOO"
}
export declare enum StandInstDbType {
Other = 0,
Dtcsid = 1,
ThomsonAlert = 2,
AGlobalCustodian = 3
}
export declare enum AllocLinkType {
FxNetting = 0,
FxSwap = 1
}
export declare enum PutOrCall {
Put = 0,
Call = 1
}
export declare enum CoveredOrUncovered {
Covered = 0,
Uncovered = 1
}
export declare enum CustomerOrFirm {
Customer = 0,
Firm = 1
}
export declare enum NotifyBrokerOfCredit {
DetailsShouldNotBeCommunicated = "N",
DetailsShouldBeCommunicated = "Y"
}
export declare enum AllocHandlInst {
Match = 1,
Forward = 2,
ForwardAndMatch = 3
}