jspurefix
Version:
pure node js fix engine
993 lines (992 loc) • 2.27 MB
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["AmountPerUnit"] = "1";
CommType["Percent"] = "2";
CommType["Absolute"] = "3";
CommType["PercentageWaivedCashDiscountBasis"] = "4";
CommType["PercentageWaivedEnhancedUnitsBasis"] = "5";
CommType["PointsPerBondOrContract"] = "6";
CommType["BasisPoints"] = "7";
CommType["AmountPerContract"] = "8";
})(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["ParticipateDontInitiate"] = "6";
ExecInst["StrictScale"] = "7";
ExecInst["TryToScale"] = "8";
ExecInst["StayOnBidSide"] = "9";
ExecInst["NoCross"] = "A";
ExecInst["OkToCross"] = "B";
ExecInst["CallFirst"] = "C";
ExecInst["PercentOfVolume"] = "D";
ExecInst["DoNotIncreaseDni"] = "E";
ExecInst["DoNotReduceDnr"] = "F";
ExecInst["AllOrNoneAon"] = "G";
ExecInst["ReinstateOnSystemFailure"] = "H";
ExecInst["InstitutionsOnly"] = "I";
ExecInst["ReinstateOnTradingHalt"] = "J";
ExecInst["CancelOnTradingHalt"] = "K";
ExecInst["LastPegLastSale"] = "L";
ExecInst["MidPricePegMidpriceOfInsideQuote"] = "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["NettingForForex"] = "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["Release"] = "q";
ExecInst["ExecuteAsDeltaNeutralUsingVolatilityProvided"] = "r";
ExecInst["ExecuteAsDurationNeutral"] = "s";
ExecInst["ExecuteAsFxNeutral"] = "t";
ExecInst["MinimumGuaranteedFillEligible"] = "u";
ExecInst["BypassNonDisplayedLiquidity"] = "v";
ExecInst["Lock"] = "w";
ExecInst["IgnoreNotionalValueChecks"] = "x";
ExecInst["TradeAtReferencePrice"] = "y";
})(ExecInst = exports.ExecInst || (exports.ExecInst = {}));
var HandlInst;
(function (HandlInst) {
HandlInst["AutomatedExecutionOrderPrivateNoBrokerIntervention"] = "1";
HandlInst["AutomatedExecutionOrderPublicBrokerInterventionOk"] = "2";
HandlInst["ManualOrderBestExecution"] = "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["ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat"] = "9";
SecurityIDSource["BloombergSymbol"] = "A";
SecurityIDSource["Wertpapier"] = "B";
SecurityIDSource["Dutch"] = "C";
SecurityIDSource["Valoren"] = "D";
SecurityIDSource["Sicovam"] = "E";
SecurityIDSource["Belgian"] = "F";
SecurityIDSource["CommonClearstreamAndEuroclear"] = "G";
SecurityIDSource["ClearingHouseClearingOrganization"] = "H";
SecurityIDSource["IsdaFpMlProductSpecificationXmlInSecurityXml1185"] = "I";
SecurityIDSource["OptionPriceReportingAuthority"] = "J";
SecurityIDSource["IsdaFpMlProductUrlUrlInSecurityId48"] = "K";
SecurityIDSource["LetterOfCredit"] = "L";
SecurityIDSource["MarketplaceAssignedIdentifier"] = "M";
SecurityIDSource["MarkitRedEntityClip"] = "N";
SecurityIDSource["MarkitRedPairClip"] = "P";
SecurityIDSource["CftcCommodityCode"] = "Q";
SecurityIDSource["IsdaCommodityReferencePrice"] = "R";
SecurityIDSource["FinancialInstrumentGlobalIdentifier"] = "S";
SecurityIDSource["LegalEntityIdentifier"] = "T";
SecurityIDSource["Synthetic"] = "U";
SecurityIDSource["FidessaInstrumentMnemonicFim"] = "V";
})(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["RisklessPrincipal"] = "5";
})(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["News"] = "B";
MsgType["Email"] = "C";
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["MassQuoteAck"] = "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["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["CollateralReport"] = "BA";
MsgType["CollateralInquiry"] = "BB";
MsgType["NetworkCounterpartySystemStatusRequest"] = "BC";
MsgType["NetworkCounterpartySystemStatusResponse"] = "BD";
MsgType["UserRequest"] = "BE";
MsgType["UserResponse"] = "BF";
MsgType["CollateralInquiryAck"] = "BG";
MsgType["ConfirmationRequest"] = "BH";
MsgType["ContraryIntentionReport"] = "BO";
MsgType["SecurityDefinitionUpdateReport"] = "BP";
MsgType["SecurityListUpdateReport"] = "BK";
MsgType["AdjustedPositionReport"] = "BL";
MsgType["AllocationInstructionAlert"] = "BM";
MsgType["ExecutionAck"] = "BN";
MsgType["TradingSessionList"] = "BJ";
MsgType["TradingSessionListRequest"] = "BI";
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["OrderMassActionRequest"] = "CA";
MsgType["UserNotification"] = "CB";
MsgType["StreamAssignmentRequest"] = "CC";
MsgType["StreamAssignmentReport"] = "CD";
MsgType["StreamAssignmentReportAck"] = "CE";
MsgType["PartyDetailsListRequest"] = "CF";
MsgType["PartyDetailsListReport"] = "CG";
MsgType["MarginRequirementInquiry"] = "CH";
MsgType["MarginRequirementInquiryAck"] = "CI";
MsgType["MarginRequirementReport"] = "CJ";
MsgType["PartyDetailsListUpdateReport"] = "CK";
MsgType["PartyRiskLimitsRequest"] = "CL";
MsgType["PartyRiskLimitsReport"] = "CM";
MsgType["SecurityMassStatusRequest"] = "CN";
MsgType["SecurityMassStatus"] = "CO";
MsgType["AccountSummaryReport"] = "CQ";
MsgType["PartyRiskLimitsUpdateReport"] = "CR";
MsgType["PartyRiskLimitsDefinitionRequest"] = "CS";
MsgType["PartyRiskLimitsDefinitionRequestAck"] = "CT";
MsgType["PartyEntitlementsRequest"] = "CU";
MsgType["PartyEntitlementsReport"] = "CV";
MsgType["QuoteAck"] = "CW";
MsgType["PartyDetailsDefinitionRequest"] = "CX";
MsgType["PartyDetailsDefinitionRequestAck"] = "CY";
MsgType["PartyEntitlementsUpdateReport"] = "CZ";
MsgType["PartyEntitlementsDefinitionRequest"] = "DA";
MsgType["PartyEntitlementsDefinitionRequestAck"] = "DB";
MsgType["TradeMatchReport"] = "DC";
MsgType["TradeMatchReportAck"] = "DD";
MsgType["PartyRiskLimitsReportAck"] = "DE";
MsgType["PartyRiskLimitCheckRequest"] = "DF";
MsgType["PartyRiskLimitCheckRequestAck"] = "DG";
MsgType["PartyActionRequest"] = "DH";
MsgType["PartyActionReport"] = "DI";
MsgType["MassOrder"] = "DJ";
MsgType["MassOrderAck"] = "DK";
MsgType["PositionTransferInstruction"] = "DL";
MsgType["PositionTransferInstructionAck"] = "DM";
MsgType["PositionTransferReport"] = "DN";
MsgType["MarketDataStatisticsRequest"] = "DO";
MsgType["MarketDataStatisticsReport"] = "DP";
MsgType["CollateralReportAck"] = "DQ";
MsgType["MarketDataReport"] = "DR";
MsgType["CrossRequest"] = "DS";
MsgType["CrossRequestAck"] = "DT";
})(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["ReplacedNoLongerUsed"] = "5";
OrdStatus["PendingCancelIEResultOfOrderCancelRequest"] = "6";
OrdStatus["Stopped"] = "7";
OrdStatus["Rejected"] = "8";
OrdStatus["Suspended"] = "9";
OrdStatus["PendingNew"] = "A";
OrdStatus["Calculated"] = "B";
OrdStatus["Expired"] = "C";
OrdStatus["AcceptedForBidding"] = "D";
OrdStatus["PendingReplaceIEResultOfOrderCancelReplaceRequest"] = "E";
})(OrdStatus = exports.OrdStatus || (exports.OrdStatus = {}));
var OrdType;
(function (OrdType) {
OrdType["Market"] = "1";
OrdType["Limit"] = "2";
OrdType["StopStopLoss"] = "3";
OrdType["StopLimit"] = "4";
OrdType["MarketOnCloseNoLongerUsed"] = "5";
OrdType["WithOrWithout"] = "6";
OrdType["LimitOrBetter"] = "7";
OrdType["LimitWithOrWithout"] = "8";
OrdType["OnBasis"] = "9";
OrdType["OnCloseNoLongerUsed"] = "A";
OrdType["LimitOnCloseNoLongerUsed"] = "B";
OrdType["ForexMarketNoLongerUsed"] = "C";
OrdType["PreviouslyQuoted"] = "D";
OrdType["PreviouslyIndicated"] = "E";
OrdType["ForexLimitNoLongerUsed"] = "F";
OrdType["ForexSwap"] = "G";
OrdType["ForexPreviouslyQuotedNoLongerUsed"] = "H";
OrdType["FunariLimitDayOrderWithUnexecutedPortionHandlesAsMarketOnCloseEGJapan"] = "I";
OrdType["MarketIfTouchedMit"] = "J";
OrdType["MarketWithLeftOverAsLimitMarketOrderWithUnexecutedQuantityBecomingLimitOrderAtLastPrice"] = "K";
OrdType["PreviousFundValuationPointHistoricPricingForCiv"] = "L";
OrdType["NextFundValuationPointForwardPricingForCiv"] = "M";
OrdType["Pegged"] = "P";
OrdType["CounterOrderSelection"] = "Q";
OrdType["StopOnBidOrOffer"] = "R";
OrdType["StopLimitOnBidOrOffer"] = "S";
})(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["CrossOrdersWhereCounterpartyIsAnExchangeValidForAllMessagesExceptIoIs"] = "8";
Side["CrossShort"] = "9";
Side["CrossShortExempt"] = "A";
Side["AsDefinedForUseWithMultilegInstruments"] = "B";
Side["OppositeForUseWithMultilegInstruments"] = "C";
Side["SubscribeEGCiv"] = "D";
Side["RedeemEGCiv"] = "E";
Side["LendFinancingIdentifiesDirectionOfCollateral"] = "F";
Side["BorrowFinancingIdentifiesDirectionOfCollateral"] = "G";
Side["SellUndisclosed"] = "H";
})(Side = exports.Side || (exports.Side = {}));
var TimeInForce;
(function (TimeInForce) {
TimeInForce["DayOrSession"] = "0";
TimeInForce["GoodTillCancelGtc"] = "1";
TimeInForce["AtTheOpeningOpg"] = "2";
TimeInForce["ImmediateOrCancelIoc"] = "3";
TimeInForce["FillOrKillFok"] = "4";
TimeInForce["GoodTillCrossingGtx"] = "5";
TimeInForce["GoodTillDateGtd"] = "6";
TimeInForce["AtTheClose"] = "7";
TimeInForce["GoodThroughCrossing"] = "8";
TimeInForce["AtCrossing"] = "9";
TimeInForce["GoodForTimeGft"] = "A";
TimeInForce["GoodForAuctionGfa"] = "B";
})(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["RegularFxSpotSettlementT1OrT2DependingOnCurrency"] = "0";
SettlType["CashTodT0"] = "1";
SettlType["NextDayTomT1"] = "2";
SettlType["T2"] = "3";
SettlType["T3"] = "4";
SettlType["T4"] = "5";
SettlType["Future"] = "6";
SettlType["WhenAndIfIssued"] = "7";
SettlType["SellersOption"] = "8";
SettlType["T5"] = "9";
SettlType["BrokenDate"] = "B";
SettlType["FxSpotNextSettlementSpot1AkaNextDay"] = "C";
})(SettlType = exports.SettlType || (exports.SettlType = {}));
var SymbolSfx;
(function (SymbolSfx) {
SymbolSfx["EucpWithLumpSumInterestRatherThanDiscountPrice"] = "CD";
SymbolSfx["WhenIssuedForASecurityToBeReissuedUnderAnOldCusipOrIsin"] = "WI";
})(SymbolSfx = exports.SymbolSfx || (exports.SymbolSfx = {}));
var AllocTransType;
(function (AllocTransType) {
AllocTransType["New"] = "0";
AllocTransType["Replace"] = "1";
AllocTransType["Cancel"] = "2";
AllocTransType["PreliminaryWithoutMiscFeesAndNetMoneyRemovedReplaced"] = "3";
AllocTransType["CalculatedIncludesMiscFeesAndNetMoneyRemovedReplaced"] = "4";
AllocTransType["CalculatedWithoutPreliminarySentUnsolicitedByBrokerIncludesMiscFeesAndNetMoneyRemovedReplaced"] = "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["AcceptedSuccessfullyProcessed"] = 0] = "AcceptedSuccessfullyProcessed";
AllocStatus[AllocStatus["BlockLevelReject"] = 1] = "BlockLevelReject";
AllocStatus[AllocStatus["AccountLevelReject"] = 2] = "AccountLevelReject";
AllocStatus[AllocStatus["ReceivedReceivedNotYetProcessed"] = 3] = "ReceivedReceivedNotYetProcessed";
AllocStatus[AllocStatus["Incomplete"] = 4] = "Incomplete";
AllocStatus[AllocStatus["RejectedByIntermediary"] = 5] = "RejectedByIntermediary";
AllocStatus[AllocStatus["AllocationPending"] = 6] = "AllocationPending";
AllocStatus[AllocStatus["Reversed"] = 7] = "Reversed";
AllocStatus[AllocStatus["CancelledByIntermediary"] = 8] = "CancelledByIntermediary";
AllocStatus[AllocStatus["Claimed"] = 9] = "Claimed";
AllocStatus[AllocStatus["Refused"] = 10] = "Refused";
AllocStatus[AllocStatus["PendingGiveUpApproval"] = 11] = "PendingGiveUpApproval";
AllocStatus[AllocStatus["Cancelled"] = 12] = "Cancelled";
AllocStatus[AllocStatus["PendingTakeUpApproval"] = 13] = "PendingTakeUpApproval";
AllocStatus[AllocStatus["ReversalPending"] = 14] = "ReversalPending";
})(AllocStatus = exports.AllocStatus || (exports.AllocStatus = {}));
var AllocRejCode;
(function (AllocRejCode) {
AllocRejCode[AllocRejCode["UnknownOrMissingAccountS"] = 0] = "UnknownOrMissingAccountS";
AllocRejCode[AllocRejCode["IncorrectOrMissingBlockQuantity"] = 1] = "IncorrectOrMissingBlockQuantity";
AllocRejCode[AllocRejCode["IncorrectOrMissingAveragePrice"] = 2] = "IncorrectOrMissingAveragePrice";
AllocRejCode[AllocRejCode["UnknownExecutingBrokerMnemonic"] = 3] = "UnknownExecutingBrokerMnemonic";
AllocRejCode[AllocRejCode["IncorrectOrMissingCommission"] = 4] = "IncorrectOrMissingCommission";
AllocRejCode[AllocRejCode["UnknownOrderId37"] = 5] = "UnknownOrderId37";
AllocRejCode[AllocRejCode["UnknownListId66"] = 6] = "UnknownListId66";
AllocRejCode[AllocRejCode["OtherFurtherInText58"] = 7] = "OtherFurtherInText58";
AllocRejCode[AllocRejCode["IncorrectOrMissingAllocatedQuantity"] = 8] = "IncorrectOrMissingAllocatedQuantity";
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["DuplicateOrMissingIndividualAllocId467"] = 14] = "DuplicateOrMissingIndividualAllocId467";
AllocRejCode[AllocRejCode["TradeNotRecognized"] = 15] = "TradeNotRecognized";
AllocRejCode[AllocRejCode["TradePreviouslyAllocated"] = 16] = "TradePreviouslyAllocated";
AllocRejCode[AllocRejCode["IncorrectOrMissingInstrument"] = 17] = "IncorrectOrMissingInstrument";
AllocRejCode[AllocRejCode["IncorrectOrMissingSettlementDate"] = 18] = "IncorrectOrMissingSettlementDate";
AllocRejCode[AllocRejCode["IncorrectOrMissingFundIdOrFundName"] = 19] = "IncorrectOrMissingFundIdOrFundName";
AllocRejCode[AllocRejCode["IncorrectOrMissingSettlementInstructions"] = 20] = "IncorrectOrMissingSettlementInstructions";
AllocRejCode[AllocRejCode["IncorrectOrMissingFees"] = 21] = "IncorrectOrMissingFees";
AllocRejCode[AllocRejCode["IncorrectOrMissingTax"] = 22] = "IncorrectOrMissingTax";
AllocRejCode[AllocRejCode["UnknownOrMissingParty"] = 23] = "UnknownOrMissingParty";
AllocRejCode[AllocRejCode["IncorrectOrMissingSide"] = 24] = "IncorrectOrMissingSide";
AllocRejCode[AllocRejCode["IncorrectOrMissingNetMoney"] = 25] = "IncorrectOrMissingNetMoney";
AllocRejCode[AllocRejCode["IncorrectOrMissingTradeDate"] = 26] = "IncorrectOrMissingTradeDate";
AllocRejCode[AllocRejCode["IncorrectOrMissingSettlementCurrencyInstructions"] = 27] = "IncorrectOrMissingSettlementCurrencyInstructions";
AllocRejCode[AllocRejCode["IncorrrectOrMissingProcessCode81"] = 28] = "IncorrrectOrMissingProcessCode81";
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 CxlRejReason;
(function (CxlRejReason) {
CxlRejReason[CxlRejReason["TooLateToCancel"] = 0] = "TooLateToCancel";
CxlRejReason[CxlRejReason["UnknownOrder"] = 1] = "UnknownOrder";
CxlRejReason[CxlRejReason["BrokerExchangeOption"] = 2] = "BrokerExchangeOption";
CxlRejReason[CxlRejReason["OrderAlreadyInPendingCancelOrPendingReplaceStatus"] = 3] = "OrderAlreadyInPendingCancelOrPendingReplaceStatus";
CxlRejReason[CxlRejReason["UnableToProcessOrderMassCancelRequest"] = 4] = "UnableToProcessOrderMassCancelRequest";
CxlRejReason[CxlRejReason["OrigOrdModTime586DidNotMatchLastTransactTime60OfOrder"] = 5] = "OrigOrdModTime586DidNotMatchLastTransactTime60OfOrder";
CxlRejReason[CxlRejReason["DuplicateClOrdId11Received"] = 6] = "DuplicateClOrdId11Received";
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["BrokerExchangeOption"] = 0] = "BrokerExchangeOption";
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["DuplicateOrderEGDupeClOrdId"] = 6] = "DuplicateOrderEGDupeClOrdId";
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["SurveillanceOption"] = 12] = "SurveillanceOption";
OrdRejReason[OrdRejReason["IncorrectQuantity"] = 13] = "IncorrectQuantity";
OrdRejReason[OrdRejReason["IncorrectAllocatedQuantity"] = 14] = "IncorrectAllocatedQuantity";
OrdRejReason[OrdRejReason["UnknownAccountS"] = 15] = "UnknownAccountS";
OrdRejReason[OrdRejReason["PriceExceedsCurrentPriceBand"] = 16] = "PriceExceedsCurrentPriceBand";
OrdRejReason[OrdRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement";
OrdRejReason[OrdRejReason["ReferencePriceNotAvailable"] = 19] = "ReferencePriceNotAvailable";
OrdRejReason[OrdRejReason["NotionalValueExceedsThreshold"] = 20] = "NotionalValueExceedsThreshold";
OrdRejReason[OrdRejReason["AlgorithmRiskThresholdBreached"] = 21] = "AlgorithmRiskThresholdBreached";
OrdRejReason[OrdRejReason["ShortSellNotPermitted"] = 22] = "ShortSellNotPermitted";
OrdRejReason[OrdRejReason["ShortSellRejectedDueToSecurityPreBorrowRestriction"] = 23] = "ShortSellRejectedDueToSecurityPreBorrowRestriction";
OrdRejReason[OrdRejReason["ShortSellRejectedDueToAccountPreBorrowRestriction"] = 24] = "ShortSellRejectedDueToAccountPreBorrowRestriction";
OrdRejReason[OrdRejReason["InsufficientCreditLimit"] = 25] = "InsufficientCreditLimit";
OrdRejReason[OrdRejReason["ExceededClipSizeLimit"] = 26] = "ExceededClipSizeLimit";
OrdRejReason[OrdRejReason["ExceededMaximumNotionalOrderAmount"] = 27] = "ExceededMaximumNotionalOrderAmount";
OrdRejReason[OrdRejReason["ExceededDv01Pv01Limit"] = 28] = "ExceededDv01Pv01Limit";
OrdRejReason[OrdRejReason["ExceededCs01Limit"] = 29] = "ExceededCs01Limit";
OrdRejReason[OrdRejReason["Other"] = 99] = "Other";
})(OrdRejReason = exports.OrdRejReason || (exports.OrdRejReason = {}));
var IOIQualifier;
(function (IOIQualifier) {
IOIQualifier["QuantityIsNegotiable"] = "1";
IOIQualifier["AllowLateBids"] = "2";
IOIQualifier["ImmediateOrCounter"] = "3";
IOIQualifier["AutoTrade"] = "4";
IOIQualifier["AllOrNoneAon"] = "A";
IOIQualifier["MarketOnCloseMocHeldToClose"] = "B";
IOIQualifier["AtTheCloseAroundNotHeldToClose"] = "C";
IOIQualifier["VwapVolumeWeightedAveragePrice"] = "D";
IOIQualifier["Axe"] = "E";
IOIQualifier["AxeOnBid"] = "F";
IOIQualifier["AxeOnOffer"] = "G";
IOIQualifier["ClientNaturalWorking"] = "H";
IOIQualifier["InTouchWith"] = "I";
IOIQualifier["PositionWanted"] = "J";
IOIQualifier["MarketMaking"] = "K";
IOIQualifier["Limit"] = "L";
IOIQualifier["MoreBehind"] = "M";
IOIQualifier["ClientNaturalBlock"] = "N";
IOIQualifier["AtTheOpen"] = "O";
IOIQualifier["TakingAPosition"] = "P";
IOIQualifier["AtTheMarketPreviouslyCalledCurrentQuote"] = "Q";
IOIQualifier["ReadyToTrade"] = "R";
IOIQualifier["InventoryOrPortfolioShown"] = "S";
IOIQualifier["ThroughTheDay"] = "T";
IOIQualifier["Unwind"] = "U";
IOIQualifier["Versus"] = "V";
IOIQualifier["IndicationWorkingAway"] = "W";
IOIQualifier["CrossingOpportunity"] = "X";
IOIQualifier["AtTheMidpoint"] = "Y";
IOIQualifier["PreOpen"] = "Z";
IOIQualifier["AutomaticSpot"] = "a";
IOIQualifier["PlatformCalculatedSpot"] = "b";
IOIQualifier["OutsideSpread"] = "c";
IOIQualifier["DeferredSpot"] = "d";
IOIQualifier["NegotiatedSpot"] = "n";
})(IOIQualifier = exports.IOIQualifier || (exports.IOIQualifier = {}));
var ReportToExch;
(function (ReportToExch) {
ReportToExch["IndicatesThePartySendingMessageWillReportTrade"] = "N";
ReportToExch["IndicatesThePartyReceivingMessageMustReportTrade"] = "Y";
})(ReportToExch = exports.ReportToExch || (exports.ReportToExch = {}));
var LocateReqd;
(function (LocateReqd) {
LocateReqd["IndicatesTheBrokerIsNotRequiredToLocate"] = "N";
LocateReqd["IndicatesTheBrokerIsResponsibleForLocatingTheStock"] = "Y";
})(LocateReqd = exports.LocateReqd || (exports.LocateReqd = {}));
var ForexReq;
(function (ForexReq) {
ForexReq["DoNotExecuteForexAfterSecurityTrade"] = "N";
ForexReq["ExecuteForexAfterSecurityTrade"] = "Y";
})(ForexReq = exports.ForexReq || (exports.ForexReq = {}));
var DKReason;
(function (DKReason) {
DKReason["UnknownSecurity"] = "A";
DKReason["WrongSide"] = "B";
DKReason["QuantityExceedsOrder"] = "C";
DKReason["NoMatchingOrder"] = "D";
DKReason["PriceExceedsLimit"] = "E";
DKReason["CalculationDifference"] = "F";
DKReason["NoMatchingExecutionReport358"] = "G";
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["RegulatoryEGSec"] = "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["TradeReporting"] = "15";
MiscFeeType["TaxOnPrincipalAmount"] = "16";
MiscFeeType["TaxOnAccruedInterestAmount"] = "17";
MiscFeeType["NewIssuanceFee"] = "18";
MiscFeeType["ServiceFee"] = "19";
MiscFeeType["OddLotFee"] = "20";
MiscFeeType["AuctionFee"] = "21";
MiscFeeType["ValueAddedTaxVat"] = "22";
MiscFeeType["SalesTax"] = "23";
})(MiscFeeType = exports.MiscFeeType || (exports.MiscFeeType = {}));
var ExecType;
(function (ExecType) {
ExecType["New"] = "0";
ExecType["DoneForDay"] = "3";
ExecType["Canceled"] = "4";
ExecType["Replaced"] = "5";
ExecType["PendingCancelEGResultOfOrderCancelRequest"] = "6";
ExecType["Stopped"] = "7";
ExecType["Rejected"] = "8";
ExecType["Suspended"] = "9";
ExecType["PendingNew"] = "A";
ExecType["Calculated"] = "B";
ExecType["Expired"] = "C";
ExecType["RestatedExecutionReportSentUnsolicitedBySellsideWithExecRestatementReason378Set"] = "D";
ExecType["PendingReplaceEGResultOfOrderCancelReplaceRequest"] = "E";
ExecType["TradePartialFillOrFill"] = "F";
ExecType["TradeCorrect"] = "G";
ExecType["TradeCancel"] = "H";
ExecType["OrderStatus"] = "I";
ExecType["TradeInAClearingHold"] = "J";
ExecType["TradeHasBeenReleasedToClearing"] = "K";
ExecType["TriggeredOrActivatedBySystem"] = "L";
ExecType["Locked"] = "M";
ExecType["Released"] = "N";
})(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["DefaultReplaced"] = "0";
SettlInstMode["StandingInstructionsProvided"] = "1";
SettlInstMode["SpecificAllocationAccountOverridingReplaced"] = "2";
SettlInstMode["SpecificAllocationAccountStandingReplaced"] = "3";
SettlInstMode["SpecificOrderForASingleAccountForCiv"] = "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["BrokersInstructions"] = "1";
SettlInstSource["InstitutionsInstructions"] = "2";
SettlInstSource["InvestorEGCivUse"] = "3";
})(SettlInstSource = exports.SettlInstSource || (exports.SettlInstSource = {}));
var SecurityType;
(function (SecurityType) {
SecurityType["EuroSupranationalCoupons"] = "EUSUPRA";
SecurityType["CorporateBond"] = "CORP";
SecurityType["ForeignExchangeContract"] = "FOR";
SecurityType["CommonStock"] = "CS";
SecurityType["Repurchase"] = "REPO";
SecurityType["BradyBond"] = "BRADY";
SecurityType["TermLoan"] = "TERM";
SecurityType["BankersAcceptance"] = "BA";
SecurityType["AssetBackedSecurities"] = "ABS";
SecurityType["OtherAnticipationNotesBanGanEtc"] = "AN";
SecurityType["MutualFund"] = "MF";
SecurityType["FederalAgencyCoupon"] = "FAC";
SecurityType["CorporatePrivatePlacement"] = "CPP";
SecurityType["PreferredStock"] = "PS";
SecurityType["Forward"] = "FORWARD";
SecurityType["CanadianTreasuryNotes"] = "CAN";
SecurityType["RevolverLoan"] = "RVLV";
SecurityType["BankDepositoryNote"] = "BDN";
SecurityType["CanadianMortgageBonds"] = "CMB";
SecurityType["CertificateOfObligation"] = "COFO";
SecurityType["MultilegInstrument"] = "MLEG";
SecurityType["NonDeliverableForward"] = "FXNDF";
SecurityType["Cap"] = "CAP";
SecurityType["FederalAgencyDiscountNote"] = "FADN";
SecurityType["ConvertibleBond"] = "CB";
SecurityType["CreditDefaultSwap"] = "CDS";
SecurityType["BuySellback"] = "BUYSELL";
SecurityType["CanadianTreasuryBills"] = "CTB";
SecurityType["RevolverTermLoan"] = "RVLVTRM";
SecurityType["BankNotes"] = "BN";
SecurityType["CorpMortgageBackedSecurities"] = "CMBS";
SecurityType["CertificateOfParticipation"] = "COFP";
SecurityType["NoSecurityType"] = "NONE";
SecurityType["FxSpot"] = "FXSPOT";
SecurityType["UsTreasuryNoteDeprecatedValueUseTnote"] = "UST";
SecurityType["PrivateExportFunding"] = "PEF";
SecurityType["DualCurrency"] = "DUAL";
SecurityType["SecuritiesLoan"] = "SECLOAN";
SecurityType["EuroSovereigns"] = "EUSOV";
SecurityType["BridgeLoan"] = "BRIDGE";
SecurityType["BillOfExchanges"] = "BOX";
SecurityType["CollateralizedMortgageObligation"] = "CMO";
SecurityType["GeneralObligationBonds"] = "GO";
SecurityType["FxForward"] = "FXFWD";
SecurityType["Collar"] = "CLLR";
SecurityType["UsTreasuryBillDeprecatedValueUseTbill"] = "USTB";
SecurityType["UsdSupranationalCoupons"] = "SUPRA";
SecurityType["EuroCorporateBond"] = "EUCORP";
SecurityType["SecuritiesPledge"] = "SECPLEDGE";
SecurityType["CanadianProvincialBonds"] = "PROV";
SecurityType["LetterOfCredit"] = "LOFC";
SecurityType["CanadianMoneyMarkets"] = "CAMM";
SecurityType["IoetteMortgage"] = "IET";
SecurityType["MandatoryTender"] = "MT";
SecurityType["FxSwap"] = "FXSWAP";
SecurityType["CommoditySwap"] = "CMDTYSWAP";
SecurityType["EuroCorporateFloatingRateNotes"] = "EUFRN";
SecurityType["TreasuryBillNonUs"] = "TB";
SecurityType["SwingLineFacility"] = "SWING";
SecurityType["CertificateOfDeposit"] = "CD";
SecurityType["MortgageBackedSecurities"] = "MBS";
SecurityType["RevenueAnticipationNote"] = "RAN";
SecurityType["WildcardEntryForUseOnSecurityDefinitionRequest"] = "?";
SecurityType["DeliveryVersusPledge"] = "DVPLDG";
SecurityType["Exotic"] = "EXOTIC";
SecurityType["UsCorporateFloatingRateNotes"] = "FRN";
SecurityType["OptionsOnCombo"] = "OOC";
SecurityType["UsTreasuryBond"] = "TBOND";
SecurityType["DebtorInPossession"] = "DINP";
SecurityType["CallLoans"] = "CL";
SecurityType["MortgageInterestOnly"] = "MIO";
SecurityType["RevenueBonds"] = "REV";
SecurityType["Cash"] = "CASH";
SecurityType["Floor"] = "FLR";
SecurityType["CollateralBasket"] = "COLLBSKT";
SecurityType["IndexedLinked"] = "XLINKD";
SecurityType["InterestStripFromAnyBondOrNote"] = "TINT";
SecurityType["Defaulted"] = "DEFLTED";
SecurityType["CommercialPaper"] = "CP";
SecurityType["MortgagePrincipalOnly"] = "MPO";
SecurityType["SpecialAssessment"] = "SPCLA";
SecurityType["ForwardRateAgreement"] = "FRA";
SecurityType["StructuredNotes"] = "STRUCT";
SecurityType["Future"] = "FUT";
SecurityType["UsTreasuryBill"] = "TBILL";
SecurityType["TreasuryInflationProtectedSecurities"] = "TIPS";
SecurityType["Withdrawn"] = "WITHDRN";
SecurityType["DepositNotes"] = "DN";
SecurityType["MortgagePrivatePlacement"] = "MPP";
SecurityType["SpecialObligation"] = "SPCLO";
SecurityType["YankeeCorporateBond"] = "YANK";
SecurityType["PrincipalStripOfACallableBondOrNote"] = "TCAL";
SecurityType["Replaced"] = "REPLACD";
SecurityType["EuroCertificateOfDeposit"] = "EUCD";
SecurityType["MiscellaneousPassThrough"] = "MPT";
SecurityType["SpecialTax"] = "SPCLT";
SecurityType["DerivativeForward"] = "FWD";
SecurityType["InterestRateSwap"] = "IRS";
SecurityType["PrincipalStripFromANonCallableBondOrNote"] = "TPRN";
SecurityType["Matured"] = "MATURED";
SecurityType["EuroCommercialPaper"] = "EUCP";
SecurityType["Pfandbriefe"] = "PFAND";
SecurityType["TaxAnticipationNote"] = "TAN";
SecurityType["TotalReturnSwap"] = "TRS";
SecurityType["UsTreasuryNote"] = "TNOTE";
SecurityType["AmendedRestated"] = "AMENDED";
SecurityType["LiquidityNote"] = "LQN";
SecurityType["ToBeAnnounced"] = "TBA";
SecurityType["TaxAllocation"] = "TAXA";
SecurityType["LoanLease"] = "LOANLEASE";
SecurityType["Retired"] = "RETIRED";
SecurityType["MediumTermNotes"] = "MTN";
SecurityType["TaxExemptCommercialPaper"] = "TECP";
SecurityType["OptionsOnFutures"] = "OOF";
SecurityType["Overnight"] = "ONITE";
SecurityType["TaxableMunicipalCp"] = "TMCP";
SecurityType["OptionsOnPhysicalUseNotRecommended"] = "OOP";
SecurityType["PromissoryNote"] = "PN";
SecurityType["ShortTermLoanNote"] = "STN";
SecurityType["TaxRevenueAnticipationNote"] = "TRAN";
SecurityType["Option"] = "OPT";
SecurityType["PlazosFijos"] = "PZFJ";
SecurityType["VariableRateDemandNote"] = "VRDN";
SecurityType["SecuredLiquidityNote"] = "SLQN";
SecurityType["Warrant"] = "WAR";
SecurityType["SpotForward"] = "SPOTFWD";
SecurityType["TimeDeposit"] = "TD";
SecurityType["SwapOption"] = "SWAPTION";
SecurityType["Transmission"] = "XMISSION";
SecurityType["TermLiquidityNote"] = "TLQN";
SecurityType["GeneralTypeForAContractBasedOnAnEstablishedIndex"] = "INDEX";
SecurityType["ExtendedCommNote"] = "XCN";
SecurityType["BondBasket"] = "BDBSKT";
SecurityType["YankeeCertificateOfDeposit"] = "YCD";
SecurityType["ContractForDifference"] = "CFD";
SecurityType["CorrelationSwap"] = "CRLTNSWAP";
SecurityType["DividendSwap"] = "DVDNDSWAP";
SecurityType["EquityBasket"] = "EQBSKT";
SecurityType["EquityForward"] = "EQFWD";
SecurityType["ReturnSwap"] = "RTRNSWAP";
SecurityType["VarianceSwap"] = "VARSWAP";
})(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["AGlobalCustodianStandInstDbName70MustBeProvided"] = 3] = "AGlobalCustodianStandInstDbName70MustBeProvided";
StandInstDbType[StandInstDbType["AccountNet"] = 4] = "AccountNet";
})(StandInstDbType = exports.StandInstDbType || (exports.StandInstDbType = {}));
var SettlDeliveryType;
(function (SettlDeliveryType) {
SettlDeliveryType[SettlDeliveryType["VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment"] = 0] = "VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment";
SettlDeliveryType[SettlDeliveryType["FreeDeliverIfSellOrReceiveIfBuyFree"] = 1] = "FreeDeliverIfSellOrReceiveIfBuyFree";
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[RoutingType["TargetPerson"] = 5] = "TargetPerson";
RoutingType[RoutingType["BlockPerson"] = 6] = "BlockPerson";
})(RoutingType = exports.RoutingType || (exports.RoutingType = {}));
var BenchmarkCurveName;
(function (BenchmarkCurveName) {
BenchmarkCurveName["Eonia"] = "EONIA";
BenchmarkCurveName["Eurepo"] = "EUREPO";
BenchmarkCurveName["EuriborDeprecatedUseEnumEuriborInstead"] = "Euribor";
BenchmarkCurveName["FutureSwap"] = "FutureSWAP";
BenchmarkCurveName["Libid"] = "LIBID";
BenchmarkCurveName["LiborLondonInterBankOffer"] = "LIBOR";
BenchmarkCurveName["MuniAaa"] = "MuniAAA";
BenchmarkCurveName["Other"] = "OTHER";
BenchmarkCurveName["Pfandbriefe"] = "Pfandbriefe";
BenchmarkCurveName["Sonia"] = "SONIA";
BenchmarkCurveName["Swap"] = "SWAP";
BenchmarkCurveName["Treasury"] = "Treasury";
BenchmarkCurveName["UsFederalReserveFedFundsEffectiveRate"] = "FEDEFF";
BenchmarkCurveName["UsFedFundsTargetRate"] = "FEDOPEN";
BenchmarkCurveName["EuroInterbankOfferRate"] = "EURIBOR";
})(BenchmarkCurveName = exports.BenchmarkCurveName || (exports.BenchmarkCurveName = {}));
var StipulationType;
(function (StipulationType) {
StipulationType["AlternativeMinimumTaxYN"] = "AMT";
StipulationType["AbsolutePrepaymentSpeed"] = "ABS";
StipulationType["IncurredRecoveryYN"] = "INCURRCVY";
StipulationType["AutoReinvestmentAtRateOrBetter"] = "AUTOREINV";
StipulationType["ConstantPrepaymentPenalty"] = "CPP";
StipulationType["AdditionalTerm"] = "ADDTRM";
StipulationType["BankQualifiedYN"] = "BANKQUAL";
StipulationType["ConstantPrepaymentRate"] = "CPR";
StipulationType["ModifiedEquityDelivery"] = "MODEQTYDLVY";
StipulationType["BargainConditionsSeeStipulationValue234ForValues"] = "BGNCON";
StipulationType["ConstantPrepaymentYield"] = "CPY";
StipulationType["NoReferenceObligationYN"] = "NOREFOBLIG";
StipulationType["CouponRange"] = "COUPON";
StipulationType["FinalCprOfHomeEquityPrepaymentCurve"] = "HEP";
StipulationType["UnknownReferenceObligationYN"] = "UNKREFOBLIG";
StipulationType["IsoCurrencyCode"] = "CURRENCY";
StipulationType["PercentOfManufacturedHousingPrepaymentCurve"] = "MHP";
StipulationType["AllGuaranteesYN"] = "ALLGUARANTEES";
StipulationType["CustomStartEndDate"] = "CUSTOMDATE";
StipulationType["MonthlyPrepaymentRate"] = "MPR";
StipulationType["ReferencePriceYN"] = "REFPX";
StipulationType["GeographicsAndRangeEx234Ca080MinimumOf80CaliforniaAssets"] = "GEOG";
StipulationType["PercentOfProspectusPrepaymentCurve"] = "PPC";
StipulationType["ReferencePolicyYN"] = "REFPOLICY";
StipulationType["ValuationDiscount"] = "HAIRCUT";
StipulationType["PercentOfBmaPrepaymentCurve"] = "PSA";
StipulationType["SecuredListYN"] = "SECRDLIST";
StipulationType["InsuredYN"] = "INSURED";
StipulationType["SingleMonthlyMortality"] = "SMM";
StipulationType["YearOrYearMonthOfIssueEx234200209"] = "ISSUE";
StipulationType["IssuersTicker"] = "ISSUER";
StipulationType["IssueSizeRange"] = "ISSUESIZE";
StipulationType["LookbackDays"] = "LOOKBACK";
StipulationType["ExplicitLotIdentifier"] = "LOT";
StipulationType["LotVarianceValueInPercentMaximumOverOrUnderAllocationAllowed"] = "LOTVAR";
StipulationType["MaturityYearAndMonth"] = "MAT";
StipulationType["MaturityRange"] = "MATURITY";
StipulationType["MaximumSubstitutionsRepo"] = "MAXSUBS";
StipulationType["MinimumDenomination"] = "MINDNOM";
StipulationType["MinimumIncrement"] = "MININCR";
StipulationType["MinimumQuantity"] = "MINQTY";
StipulationType["PaymentFrequencyCalendar"] = "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["TypeOfRedemptionValuesAreNonCallablePrefundedEscrowedToMaturityPutableConvertible"] = "REDEMPTION";
StipulationType["RestrictedYN"] = "RESTRICTED";
StipulationType["MarketSector"] = "SECTOR";
StipulationType["SecurityTypeIncludedOrExcluded"] = "SECTYPE";
StipulationType["Structure"] = "STRUCT";
StipulationType["SubstitutionsFrequencyRepo"] = "SUBSFREQ";
StipulationType["SubstitutionsLeftRepo"] = "SUBSLEFT";
StipulationType["FreeformText"] = "TEXT";
StipulationType["TradeVarianceValueInPercentMaximumOverOrUnderAllocationAllowed"] = "TRDVAR";
StipulationType["WeightedAverageCouponValueInPercentExactOrRangePlusGrossOrNetOfServicingSpreadTheDefaultEx23465NetMinimumOf65NetOfServicingFee"] = "WAC";
StipulationType["WeightedAverageLifeCouponValueInPercentExactOrRange"] = "WAL";