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jspurefix

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/* ************************************* * Broker's side of advertised trade * ************************************* */ export enum AdvSide { Buy = 'B', Sell = 'S', Trade = 'T', Cross = 'X' } /* ***************************************************** * Identifies advertisement message transaction type * ***************************************************** */ export enum AdvTransType { New = 'N', Cancel = 'C', Replace = 'R' } /* ******************* * Commission type * ******************* */ export enum CommType { PerUnit = '1', Percent = '2', Absolute = '3', PercentageWaivedCashDiscount = '4', PercentageWaivedEnhancedUnits = '5', PointsPerBondOrContract = '6' } /* **************************************************************** * Instructions for order handling on exchange trading floor. * * If more than one instruction is applicable to an order, this * * field can contain multiple instructions separated by space. * * *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features * * and Supported Approach" *** (see Volume : "Glossary" for * * value definitions) * **************************************************************** */ export 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', ReinstateOnSystemFailure = 'H', InstitutionsOnly = 'I', ReinstateOnTradingHalt = 'J', CancelOnTradingHalt = 'K', LastPeg = 'L', MidPricePeg = 'M', NonNegotiable = 'N', OpeningPeg = 'O', MarketPeg = 'P', CancelOnSystemFailure = 'Q', PrimaryPeg = 'R', Suspend = 'S', FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T', CustomerDisplayInstruction = 'U', Netting = 'V', PegToVwap = 'W', TradeAlong = 'X', TryToStop = 'Y', CancelIfNotBest = 'Z', TrailingStopPeg = 'a', StrictLimit = 'b', IgnorePriceValidityChecks = 'c', PegToLimitPrice = 'd', WorkToTargetStrategy = 'e', IntermarketSweep = 'f', ExternalRoutingAllowed = 'g', ExternalRoutingNotAllowed = 'h', ImbalanceOnly = 'i', SingleExecutionRequestedForBlockTrade = 'j', BestExecution = 'k', SuspendOnSystemFailure = 'l', SuspendOnTradingHalt = 'm', ReinstateOnConnectionLoss = 'n', CancelOnConnectionLoss = 'o', SuspendOnConnectionLoss = 'p', ReleaseFromSuspension = 'q', ExecuteAsDeltaNeutral = 'r', ExecuteAsDurationNeutral = 's', ExecuteAsFxNeutral = 't' } /* *********************************************************** * Instructions for order handling on Broker trading floor * *********************************************************** */ export enum HandlInst { AutomatedExecutionNoIntervention = '1', AutomatedExecutionInterventionOk = '2', ManualOrder = '3' } /* ************************************************************ * Identifies class or source of the SecurityID (48) value. * * Required if SecurityID is specified. * * 100+ are reserved for private security identifications * ************************************************************ */ export enum SecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociation = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', Common = 'G', ClearingHouse = 'H', IsdaFpMlSpecification = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlurl = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M' } /* ********************************** * Relative quality of indication * ********************************** */ export enum IOIQltyInd { High = 'H', Low = 'L', Medium = 'M' } /* **************************************************************** * Quantity (e.g. number of shares) in numeric form or relative * * size. * **************************************************************** */ export enum IOIQty { Small = 'S', Medium = 'M', Large = 'L', UndisclosedQuantity = 'U' } /* ******************************************* * Identifies IOI message transaction type * ******************************************* */ export enum IOITransType { New = 'N', Cancel = 'C', Replace = 'R' } /* ************************************** * Broker capacity in order execution * ************************************** */ export enum LastCapacity { Agent = '1', CrossAsAgent = '2', CrossAsPrincipal = '3', Principal = '4' } /* *************************************************************** * Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always * * unencrypted) * * Note: A "U" as the first character in the MsgType field * * (i.e. U, U2, etc) indicates that the message format is * * privately defined between the sender and receiver. * * *** Note the use of lower case letters *** * *************************************************************** */ export enum MsgType { Heartbeat = '0', TestRequest = '1', ResendRequest = '2', Reject = '3', SequenceReset = '4', Logout = '5', Ioi = '6', Advertisement = '7', ExecutionReport = '8', OrderCancelReject = '9', Logon = 'A', DerivativeSecurityList = 'AA', NewOrderMultileg = 'AB', MultilegOrderCancelReplace = 'AC', TradeCaptureReportRequest = 'AD', TradeCaptureReport = 'AE', OrderMassStatusRequest = 'AF', QuoteRequestReject = 'AG', RfqRequest = 'AH', QuoteStatusReport = 'AI', QuoteResponse = 'AJ', Confirmation = 'AK', PositionMaintenanceRequest = 'AL', PositionMaintenanceReport = 'AM', RequestForPositions = 'AN', RequestForPositionsAck = 'AO', PositionReport = 'AP', TradeCaptureReportRequestAck = 'AQ', TradeCaptureReportAck = 'AR', AllocationReport = 'AS', AllocationReportAck = 'AT', ConfirmationAck = 'AU', SettlementInstructionRequest = 'AV', AssignmentReport = 'AW', CollateralRequest = 'AX', CollateralAssignment = 'AY', CollateralResponse = 'AZ', News = 'B', CollateralReport = 'BA', CollateralInquiry = 'BB', NetworkCounterpartySystemStatusRequest = 'BC', NetworkCounterpartySystemStatusResponse = 'BD', UserRequest = 'BE', UserResponse = 'BF', CollateralInquiryAck = 'BG', ConfirmationRequest = 'BH', TradingSessionListRequest = 'BI', TradingSessionList = 'BJ', SecurityListUpdateReport = 'BK', AdjustedPositionReport = 'BL', AllocationInstructionAlert = 'BM', ExecutionAcknowledgement = 'BN', ContraryIntentionReport = 'BO', SecurityDefinitionUpdateReport = 'BP', SettlementObligationReport = 'BQ', DerivativeSecurityListUpdateReport = 'BR', TradingSessionListUpdateReport = 'BS', MarketDefinitionRequest = 'BT', MarketDefinition = 'BU', MarketDefinitionUpdateReport = 'BV', ApplicationMessageRequest = 'BW', ApplicationMessageRequestAck = 'BX', ApplicationMessageReport = 'BY', OrderMassActionReport = 'BZ', Email = 'C', OrderMassActionRequest = 'CA', UserNotification = 'CB', StreamAssignmentRequest = 'CC', StreamAssignmentReport = 'CD', StreamAssignmentReportAck = 'CE', 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', MarketDataRequest = 'V', MarketDataSnapshotFullRefresh = 'W', MarketDataIncrementalRefresh = 'X', MarketDataRequestReject = 'Y', QuoteCancel = 'Z', QuoteStatusRequest = 'a', MassQuoteAcknowledgement = 'b', SecurityDefinitionRequest = 'c', SecurityDefinition = 'd', SecurityStatusRequest = 'e', SecurityStatus = 'f', TradingSessionStatusRequest = 'g', TradingSessionStatus = 'h', MassQuote = 'i', BusinessMessageReject = 'j', BidRequest = 'k', BidResponse = 'l', ListStrikePrice = 'm', XmLnonFix = 'n', RegistrationInstructions = 'o', RegistrationInstructionsResponse = 'p', OrderMassCancelRequest = 'q', OrderMassCancelReport = 'r', NewOrderCross = 's', CrossOrderCancelReplaceRequest = 't', CrossOrderCancelRequest = 'u', SecurityTypeRequest = 'v', SecurityTypes = 'w', SecurityListRequest = 'x', SecurityList = 'y', DerivativeSecurityListRequest = 'z' } /* ************************************************************ * Identifies current status of order. *** SOME VALUES HAVE * * BEEN REPLACED - See "Replaced Features and Supported * * Approach" *** (see Volume : "Glossary" for value * * definitions) * ************************************************************ */ export 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', AcceptedForBidding = 'D', PendingReplace = 'E' } /* ************************************************************* * Order type. *** SOME VALUES ARE NO LONGER USED - See * * "Deprecated (Phased-out) Features and Supported Approach" * * *** (see Volume : "Glossary" for value definitions) * ************************************************************* */ export 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', Funari = 'I', MarketIfTouched = 'J', MarketWithLeftOverAsLimit = 'K', PreviousFundValuationPoint = 'L', NextFundValuationPoint = 'M', Pegged = 'P', CounterOrderSelection = 'Q' } /* ********************************************************** * Indicates possible retransmission of message with this * * sequence number * ********************************************************** */ export enum PossDupFlag { OriginalTransmission = 'N', PossibleDuplicate = 'Y' } /* **************************************************** * Side of order (see Volume : "Glossary" for value * * definitions) * **************************************************** */ export enum Side { Buy = '1', Sell = '2', BuyMinus = '3', SellPlus = '4', SellShort = '5', SellShortExempt = '6', Undisclosed = '7', Cross = '8', CrossShort = '9', CrossShortExempt = 'A', AsDefined = 'B', Opposite = 'C', Subscribe = 'D', Redeem = 'E', Lend = 'F', Borrow = 'G' } /* **************************************************************** * Specifies how long the order remains in effect. Absence of * * this field is interpreted as DAY. NOTE not applicable to CIV * * Orders. (see Volume : "Glossary" for value definitions) * **************************************************************** */ export enum TimeInForce { Day = '0', GoodTillCancel = '1', AtTheOpening = '2', ImmediateOrCancel = '3', FillOrKill = '4', GoodTillCrossing = '5', GoodTillDate = '6', AtTheClose = '7', GoodThroughCrossing = '8', AtCrossing = '9' } /* **************** * Urgency flag * **************** */ export enum Urgency { Normal = '0', Flash = '1', Background = '2' } /* **************************************************************** * Indicates order settlement period. If present, SettlDate * * (64) overrides this field. If both SettlType (63) and * * SettDate (64) are omitted, the default for SettlType (63) is * * 0 (Regular) * * Regular is defined as the default settlement period for the * * particular security on the exchange of execution. * * In Fixed Income the contents of this field may influence the * * instrument definition if the SecurityID (48) is ambiguous. * * In the US an active Treasury offering may be re-opened, and * * for a time one CUSIP will apply to both the current and * * "when-issued" securities. Supplying a value of "7" clarifies * * the instrument description; any other value or the absence * * of this field should cause the respondent to default to the * * active issue. * * Additionally the following patterns may be uses as well as * * enum values * * Dx = FX tenor expression for "days", e.g. "D5", where "x" is * * any integer > 0 * * Mx = FX tenor expression for "months", e.g. "M3", where "x" * * is any integer > 0 * * Wx = FX tenor expression for "weeks", e.g. "W13", where "x" * * is any integer > 0 * * Yx = FX tenor expression for "years", e.g. "Y1", where "x" * * is any integer > 0 * * Noted that for FX the tenors expressed using Dx, Mx, Wx, and * * Yx values do not denote business days, but calendar days. * **************************************************************** */ export enum SettlType { Regular = '0', Cash = '1', NextDay = '2', TPlus2 = '3', TPlus3 = '4', TPlus4 = '5', Future = '6', WhenAndIfIssued = '7', SellersOption = '8', TPlus5 = '9', BrokenDate = 'B', FxSpotNextSettlement = 'C' } /* ************************************************************** * Additional information about the security (e.g. preferred, * * warrants, etc.). Note also see SecurityType (167). * * As defined in the NYSE Stock and bond Symbol Directory and * * in the AMEX Fitch Directory. * ************************************************************** */ export enum SymbolSfx { EucpWithLumpSumInterest = 'CD', WhenIssued = 'WI' } /* *************************************************************** * Identifies allocation transaction type *** SOME VALUES HAVE * * BEEN REPLACED - See "Replaced Features and Supported * * Approach" *** * *************************************************************** */ export enum AllocTransType { New = '0', Replace = '1', Cancel = '2', Preliminary = '3', Calculated = '4', CalculatedWithoutPreliminary = '5', Reversal = '6' } /* *************************************************************** * Indicates whether the resulting position after a trade * * should be an opening position or closing position. Used for * * omnibus accounting - where accounts are held on a gross * * basis instead of being netted together. * *************************************************************** */ export enum PositionEffect { Close = 'C', Fifo = 'F', Open = 'O', Rolled = 'R', CloseButNotifyOnOpen = 'N', Default = 'D' } /* ************************************************************* * Processing code for sub-account. Absence of this field in * * AllocAccount (79) / AllocPrice (366) /AllocQty (80) / * * ProcessCode instance indicates regular trade. * ************************************************************* */ export enum ProcessCode { Regular = '0', SoftDollar = '1', StepIn = '2', StepOut = '3', SoftDollarStepIn = '4', SoftDollarStepOut = '5', PlanSponsor = '6' } /* ************************************ * Identifies status of allocation. * ************************************ */ export enum AllocStatus { Accepted = 0, BlockLevelReject = 1, AccountLevelReject = 2, Received = 3, Incomplete = 4, RejectedByIntermediary = 5, AllocationPending = 6, Reversed = 7 } /* ************************************ * Identifies reason for rejection. * ************************************ */ export enum AllocRejCode { UnknownAccount = 0, IncorrectQuantity = 1, IncorrectAveragegPrice = 2, UnknownExecutingBrokerMnemonic = 3, CommissionDifference = 4, UnknownOrderId = 5, UnknownListId = 6, OtherSeeText = 7, IncorrectAllocatedQuantity = 8, CalculationDifference = 9, UnknownOrStaleExecId = 10, MismatchedData = 11, UnknownClOrdId = 12, WarehouseRequestRejected = 13, Other = 99 } /* *********************** * Email message type. * *********************** */ export enum EmailType { New = '0', Reply = '1', AdminReply = '2' } /* **************************************************************** * Indicates that message may contain information that has been * * sent under another sequence number. * **************************************************************** */ export enum PossResend { OriginalTransmission = 'N', PossibleResend = 'Y' } /* ************************* * Method of encryption. * ************************* */ export enum EncryptMethod { None = 0, Pkcs = 1, Des = 2, Pkcsdes = 3, Pgpdes = 4, Pgpdesmd5 = 5, Pem = 6 } /* ************************************************* * Code to identify reason for cancel rejection. * ************************************************* */ export enum CxlRejReason { TooLateToCancel = 0, UnknownOrder = 1, BrokerCredit = 2, OrderAlreadyInPendingStatus = 3, UnableToProcessOrderMassCancelRequest = 4, OrigOrdModTime = 5, DuplicateClOrdId = 6, PriceExceedsCurrentPrice = 7, PriceExceedsCurrentPriceBand = 8, InvalidPriceIncrement = 18, Other = 99 } /* **************************************************************** * Code to identify reason for order rejection. Note: Values 3, * * 4, and 5 will be used when rejecting an order due to * * pre-allocation information errors. * **************************************************************** */ export enum OrdRejReason { BrokerCredit = 0, UnknownSymbol = 1, ExchangeClosed = 2, OrderExceedsLimit = 3, TooLateToEnter = 4, UnknownOrder = 5, DuplicateOrder = 6, DuplicateOfAVerballyCommunicatedOrder = 7, StaleOrder = 8, TradeAlongRequired = 9, InvalidInvestorId = 10, UnsupportedOrderCharacteristic = 11, SurveillenceOption = 12, IncorrectQuantity = 13, IncorrectAllocatedQuantity = 14, UnknownAccount = 15, PriceExceedsCurrentPriceBand = 16, InvalidPriceIncrement = 18, Other = 99 } /* *************************************************************** * Code to qualify IOI use. (see Volume : "Glossary" for value * * definitions) * *************************************************************** */ export enum IOIQualifier { AllOrNone = 'A', MarketOnClose = 'B', AtTheClose = 'C', Vwap = 'D', InTouchWith = 'I', Limit = 'L', MoreBehind = 'M', AtTheOpen = 'O', TakingAPosition = 'P', AtTheMarket = 'Q', ReadyToTrade = 'R', PortfolioShown = 'S', ThroughTheDay = 'T', Versus = 'V', Indication = 'W', CrossingOpportunity = 'X', AtTheMidpoint = 'Y', PreOpen = 'Z' } /* ****************************************************** * Identifies party of trade responsible for exchange * * reporting. * ****************************************************** */ export enum ReportToExch { SenderReports = 'N', ReceiverReports = 'Y' } /* ********************************************************** * Indicates whether the broker is to locate the stock in * * conjunction with a short sell order. * ********************************************************** */ export enum LocateReqd { No = 'N', Yes = 'Y' } /* ********************************************************* * Indicates request for forex accommodation trade to be * * executed along with security transaction. * ********************************************************* */ export enum ForexReq { DoNotExecuteForexAfterSecurityTrade = 'N', ExecuteForexAfterSecurityTrade = 'Y' } /* ************************************************************ * Indicates that the Sequence Reset message is replacing * * administrative or application messages which will not be * * resent. * ************************************************************ */ export enum GapFillFlag { SequenceReset = 'N', GapFillMessage = 'Y' } /* *********************************** * Reason for execution rejection. * *********************************** */ export enum DKReason { UnknownSymbol = 'A', WrongSide = 'B', QuantityExceedsOrder = 'C', NoMatchingOrder = 'D', PriceExceedsLimit = 'E', CalculationDifference = 'F', Other = 'Z' } /* **************************************************************** * Indicates that IOI is the result of an existing agency order * * or a facilitation position resulting from an agency order, * * not from principal trading or order solicitation activity. * **************************************************************** */ export enum IOINaturalFlag { NotNatural = 'N', Natural = 'Y' } /* **************************************** * Indicates type of miscellaneous fee. * **************************************** */ export enum MiscFeeType { Regulatory = '1', Tax = '2', LocalCommission = '3', ExchangeFees = '4', Stamp = '5', Levy = '6', Other = '7', Markup = '8', ConsumptionTax = '9', PerTransaction = '10', Conversion = '11', Agent = '12', TransferFee = '13', SecurityLending = '14' } /* *********************************************************** * Indicates that the both sides of the FIX session should * * reset sequence numbers. * *********************************************************** */ export enum ResetSeqNumFlag { No = 'N', Yes = 'Y' } /* *************************************************************** * Describes the specific ExecutionRpt (i.e. Pending Cancel) * * while OrdStatus (39) will always identify the current order * * status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN * * REPLACED - See "Replaced Features and Supported Approach" * * *** * *************************************************************** */ export enum ExecType { New = '0', DoneForDay = '3', Canceled = '4', Replaced = '5', PendingCancel = '6', Stopped = '7', Rejected = '8', Suspended = '9', PendingNew = 'A', Calculated = 'B', Expired = 'C', Restated = 'D', PendingReplace = 'E', Trade = 'F', TradeCorrect = 'G', TradeCancel = 'H', OrderStatus = 'I', TradeInAClearingHold = 'J', TradeHasBeenReleasedToClearing = 'K', TriggeredOrActivatedBySystem = 'L' } /* *********************************************************** * Specifies whether or not SettlCurrFxRate (55) should be * * multiplied or divided. * *********************************************************** */ export enum SettlCurrFxRateCalc { Multiply = 'M', Divide = 'D' } /* **************************************************************** * Indicates mode used for Settlement Instructions message. *** * * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and * * Supported Approach" *** * **************************************************************** */ export enum SettlInstMode { Default = '0', StandingInstructionsProvided = '1', SpecificAllocationAccountOverriding = '2', SpecificAllocationAccountStanding = '3', SpecificOrderForASingleAccount = '4', RequestReject = '5' } /* **************************************************** * Settlement Instructions message transaction type * **************************************************** */ export enum SettlInstTransType { New = 'N', Cancel = 'C', Replace = 'R', Restate = 'T' } /* *********************************************** * Indicates source of Settlement Instructions * *********************************************** */ export enum SettlInstSource { BrokerCredit = '1', Institution = '2', Investor = '3' } /* **************************************************************** * Indicates type of security. Security type enumerations are * * grouped by Product(460) field value. NOTE: Additional values * * may be used by mutual agreement of the counterparties. * **************************************************************** */ export enum SecurityType { UsTreasuryNoteOld = 'UST', UsTreasuryBillOld = 'USTB', EuroSupranationalCoupons = 'EUSUPRA', FederalAgencyCoupon = 'FAC', FederalAgencyDiscountNote = 'FADN', PrivateExportFunding = 'PEF', UsdSupranationalCoupons = 'SUPRA', CorporateBond = 'CORP', CorporatePrivatePlacement = 'CPP', ConvertibleBond = 'CB', DualCurrency = 'DUAL', EuroCorporateBond = 'EUCORP', EuroCorporateFloatingRateNotes = 'EUFRN', UsCorporateFloatingRateNotes = 'FRN', IndexedLinked = 'XLINKD', StructuredNotes = 'STRUCT', YankeeCorporateBond = 'YANK', ForeignExchangeContract = 'FOR', CreditDefaultSwap = 'CDS', Future = 'FUT', Option = 'OPT', OptionsOnFutures = 'OOF', OptionsOnPhysical = 'OOP', InterestRateSwap = 'IRS', OptionsOnCombo = 'OOC', CommonStock = 'CS', PreferredStock = 'PS', Repurchase = 'REPO', Forward = 'FORWARD', BuySellback = 'BUYSELL', SecuritiesLoan = 'SECLOAN', SecuritiesPledge = 'SECPLEDGE', BradyBond = 'BRADY', CanadianTreasuryNotes = 'CAN', CanadianTreasuryBills = 'CTB', EuroSovereigns = 'EUSOV', CanadianProvincialBonds = 'PROV', TreasuryBill = 'TB', UsTreasuryBond = 'TBOND', InterestStripFromAnyBondOrNote = 'TINT', UsTreasuryBill = 'TBILL', TreasuryInflationProtectedSecurities = 'TIPS', PrincipalStripOfACallableBondOrNote = 'TCAL', PrincipalStripFromANonCallableBondOrNote = 'TPRN', UsTreasuryNote = 'TNOTE', TermLoan = 'TERM', RevolverLoan = 'RVLV', Revolver = 'RVLVTRM', BridgeLoan = 'BRIDGE', LetterOfCredit = 'LOFC', SwingLineFacility = 'SWING', DebtorInPossession = 'DINP', Defaulted = 'DEFLTED', Withdrawn = 'WITHDRN', Replaced = 'REPLACD', Matured = 'MATURED', Amended = 'AMENDED', Retired = 'RETIRED', BankersAcceptance = 'BA', BankDepositoryNote = 'BDN', BankNotes = 'BN', BillOfExchanges = 'BOX', CanadianMoneyMarkets = 'CAMM', CertificateOfDeposit = 'CD', CallLoans = 'CL', CommercialPaper = 'CP', DepositNotes = 'DN', EuroCertificateOfDeposit = 'EUCD', EuroCommercialPaper = 'EUCP', LiquidityNote = 'LQN', MediumTermNotes = 'MTN', Overnight = 'ONITE', PromissoryNote = 'PN', ShortTermLoanNote = 'STN', PlazosFijos = 'PZFJ', SecuredLiquidityNote = 'SLQN', TimeDeposit = 'TD', TermLiquidityNote = 'TLQN', ExtendedCommNote = 'XCN', YankeeCertificateOfDeposit = 'YCD', AssetBackedSecurities = 'ABS', CanadianMortgageBonds = 'CMB', Corp = 'CMBS', CollateralizedMortgageObligation = 'CMO', IoetteMortgage = 'IET', MortgageBackedSecurities = 'MBS', MortgageInterestOnly = 'MIO', MortgagePrincipalOnly = 'MPO', MortgagePrivatePlacement = 'MPP', MiscellaneousPassThrough = 'MPT', Pfandbriefe = 'PFAND', ToBeAnnounced = 'TBA', OtherAnticipationNotes = 'AN', CertificateOfObligation = 'COFO', CertificateOfParticipation = 'COFP', GeneralObligationBonds = 'GO', MandatoryTender = 'MT', RevenueAnticipationNote = 'RAN', RevenueBonds = 'REV', SpecialAssessment = 'SPCLA', SpecialObligation = 'SPCLO', SpecialTax = 'SPCLT', TaxAnticipationNote = 'TAN', TaxAllocation = 'TAXA', TaxExemptCommercialPaper = 'TECP', TaxableMunicipalCp = 'TMCP', TaxRevenueAnticipationNote = 'TRAN', VariableRateDemandNote = 'VRDN', Warrant = 'WAR', MutualFund = 'MF', MultilegInstrument = 'MLEG', NoSecurityType = 'NONE', Wildcard = '?', Cash = 'CASH', NonDeliverableForward = 'FXNDF', FxSpot = 'FXSPOT', FxForward = 'FXFWD', FxSwap = 'FXSWAP' } /* ***************************************************** * Identifies the Standing Instruction database used * ***************************************************** */ export enum StandInstDbType { Other = 0, Dtcsid = 1, ThomsonAlert = 2, AGlobalCustodian = 3, AccountNet = 4 } /* ********************************* * Identifies type of settlement * ********************************* */ export enum SettlDeliveryType { Versus = 0, Free = 1, TriParty = 2, HoldInCustody = 3 } /* ************************************************************** * Identifies the type of Allocation linkage when AllocLinkID * * (96) is used. * ************************************************************** */ export enum AllocLinkType { FxNetting = 0, FxSwap = 1 } /* ********************************************************* * Indicates whether an option contract is a put or call * ********************************************************* */ export enum PutOrCall { Put = 0, Call = 1 } /* ************************************************* * Used for derivative products, such as options * ************************************************* */ export enum CoveredOrUncovered { Covered = 0, Uncovered = 1 } /* ************************************************************** * Indicates whether or not details should be communicated to * * BrokerOfCredit (i.e. step-in broker). * ************************************************************** */ export enum NotifyBrokerOfCredit { DetailsShouldNotBeCommunicated = 'N', DetailsShouldBeCommunicated = 'Y' } /* *************************************************************** * Indicates how the receiver (i.e. third party) of Allocation * * message should handle/process the account details. * *************************************************************** */ export enum AllocHandlInst { Match = 1, Forward = 2, ForwardAndMatch = 3 } /* **************************************************** * Indicates the type of RoutingID (217) specified. * **************************************************** */ export enum RoutingType { TargetFirm = 1, TargetList = 2, BlockFirm = 3, BlockList = 4 } /* ********************************************************** * Name of benchmark curve. * * (Note tag # was reserved in FIX 4.1, added in FIX 4.3) * ********************************************************** */ export enum BenchmarkCurveName { Eonia = 'EONIA', Eurepo = 'EUREPO', Euribor = 'Euribor', FutureSwap = 'FutureSWAP', Libid = 'LIBID', Libor = 'LIBOR', MuniAaa = 'MuniAAA', Other = 'OTHER', Pfandbriefe = 'Pfandbriefe', Sonia = 'SONIA', Swap = 'SWAP', Treasury = 'Treasury' } /* ********************************************************** * For Fixed Income. * * Type of Stipulation. * * Other types may be used by mutual agreement of the * * counterparties. * * (Note tag # was reserved in FIX 4.1, added in FIX 4.3) * ********************************************************** */ export enum StipulationType { AlternativeMinimumTax = 'AMT', AutoReinvestment = 'AUTOREINV', BankQualified = 'BANKQUAL', BargainConditions = 'BGNCON', CouponRange = 'COUPON', IsoCurrencyCode = 'CURRENCY', CustomStart = 'CUSTOMDATE', Geographics = 'GEOG', ValuationDiscount = 'HAIRCUT', Insured = 'INSURED', IssueDate = 'ISSUE', Issuer = 'ISSUER', IssueSizeRange = 'ISSUESIZE', LookbackDays = 'LOOKBACK', ExplicitLotIdentifier = 'LOT', LotVariance = 'LOTVAR', MaturityYearAndMonth = 'MAT', MaturityRange = 'MATURITY', MaximumSubstitutions = 'MAXSUBS', MinimumDenomination = 'MINDNOM', MinimumIncrement = 'MININCR', MinimumQuantity = 'MINQTY', PaymentFrequency = 'PAYFREQ', NumberOfPieces = 'PIECES', PoolsMaximum = 'PMAX', PoolsPerLot = 'PPL', PoolsPerMillion = 'PPM', PoolsPerTrade = 'PPT', PriceRange = 'PRICE', PricingFrequency = 'PRICEFREQ', ProductionYear = 'PROD', CallProtection = 'PROTECT', Purpose = 'PURPOSE', BenchmarkPriceSource = 'PXSOURCE', RatingSourceAndRange = 'RATING', TypeOfRedemption = 'REDEMPTION', Restricted = 'RESTRICTED', MarketSector = 'SECTOR', SecurityTypeIncludedOrExcluded = 'SECTYPE', Structure = 'STRUCT', SubstitutionsFrequency = 'SUBSFREQ', SubstitutionsLeft = 'SUBSLEFT', FreeformText = 'TEXT', TradeVariance = 'TRDVAR', WeightedAverageCoupon = 'WAC', WeightedAverageLifeCoupon = 'WAL', WeightedAverageLoanAge = 'WALA', WeightedAverageMaturity = 'WAM', WholePool = 'WHOLE', YieldRange = 'YIELD', AverageFicoScore = 'AVFICO', AverageLoanSize = 'AVSIZE', MaximumLoanBalance = 'MAXBAL', PoolIdentifier = 'POOL', TypeOfRollTrade = 'ROLLTYPE', ReferenceToRollingOrClosingTrade = 'REFTRADE', PrincipalOfRollingOrClosingTrade = 'REFPRIN', InterestOfRollingOrClosingTrade = 'REFINT', AvailableOfferQuantityToBeShownToTheStreet = 'AVAILQTY', BrokerCredit = 'BROKERCREDIT', OfferPriceToBeShownToInternalBrokers = 'INTERNALPX', OfferQuantityToBeShownToInternalBrokers = 'INTERNALQTY', TheMinimumResidualOfferQuantity = 'LEAVEQTY', MaximumOrderSize = 'MAXORDQTY', OrderQuantityIncrement = 'ORDRINCR', PrimaryOrSecondaryMarketIndicator = 'PRIMARY', BrokerSalesCreditOverride = 'SALESCREDITOVR', TraderCredit = 'TRADERCREDIT', DiscountRate = 'DISCOUNT', YieldToMaturity = 'YTM', AbsolutePrepaymentSpeed = 'ABS', ConstantPrepaymentPenalty = 'CPP', ConstantPrepaymentRate = 'CPR', ConstantPrepaymentYield = 'CPY', FinalCprOfHomeEquityPrepaymentCurve = 'HEP', PercentOfManufacturedHousingPrepaymentCurve = 'MHP', MonthlyPrepaymentRate = 'MPR', PercentOfProspectusPrepaymentCurve = 'PPC', PercentOfBmaPrepaymentCurve = 'PSA', SingleMonthlyMortality = 'SMM' } /* **************************************************************** * Type of yield. (Note tag # was reserved in FIX 4.1, added in * * FIX 4.3) * **************************************************************** */ export enum YieldType { AfterTaxYield = 'AFTERTAX', AnnualYield = 'ANNUAL', YieldAtIssue = 'ATISSUE', YieldToAverageMaturity = 'AVGMATURITY', BookYield = 'BOOK', YieldToNextCall = 'CALL', YieldChangeSinceClose = 'CHANGE', ClosingYield = 'CLOSE', CompoundYield = 'COMPOUND', CurrentYield = 'CURRENT', GvntEquivalentYield = 'GOVTEQUIV', TrueGrossYield = 'GROSS', YieldWithInflationAssumption = 'INFLATION', InverseFloaterBondYield = 'INVERSEFLOATER', MostRecentClosingYield = 'LASTCLOSE', ClosingYieldMostRecentMonth = 'LASTMONTH', ClosingYieldMostRecentQuarter = 'LASTQUARTER', ClosingYieldMostRecentYear = 'LASTYEAR', YieldToLongestAverageLife = 'LONGAVGLIFE', MarkToMarketYield = 'MARK', YieldToMaturity = 'MATURITY', YieldToNextRefund = 'NEXTREFUND', OpenAverageYield = 'OPENAVG', PreviousCloseYield = 'PREVCLOSE', ProceedsYield = 'PROCEEDS', YieldToNextPut = 'PUT', SemiAnnualYield = 'SEMIANNUAL', YieldToShortestAverageLife = 'SHORTAVGLIFE', SimpleYield = 'SIMPLE', TaxEquivalentYield = 'TAXEQUIV', YieldToTenderDate = 'TENDER', TrueYield = 'TRUE', YieldValueOf32Nds = 'VALUE1_32', YieldToWorst = 'WORST' } /* ************************************************************** * Driver and part of trade in the event that the Security * * Master file was wrong at the point of entry(Note tag # was * * reserved in FIX 4.1, added in FIX 4.3) * ************************************************************** */ export enum TradedFlatSwitch { NotTradedFlat = 'N', TradedFlat = 'Y' } /* ***************************** * Subscription Request Type * ***************************** */ export enum SubscriptionRequestType { Snapshot = '0', SnapshotAndUpdates = '1', DisablePreviousSnapshot = '2' } /* ********************************************* * Specifies the type of Market Data update. * ********************************************* */ export enum MDUpdateType { FullRefresh = 0, IncrementalRefresh = 1 } /* *************************************************************** * Specifies whether or not book entries should be aggregated. * * (Not specified) = broker option * *************************************************************** */ export enum AggregatedBook { BookEntriesToBeAggregated = 'Y', BookEntriesShouldNotBeAggregated = 'N' } /* *************************** * Type Market Data entry. * *************************** */ export enum MDEntryType { Bid = '0', Offer = '1', Trade = '2', IndexValue = '3', OpeningPrice = '4', ClosingPrice = '5', SettlementPrice = '6', TradingSessionHighPrice = '7', TradingSessionLowPrice = '8', TradingSessionVwapPrice = '9', Imbalance = 'A', TradeVolume = 'B', OpenInterest = 'C', CompositeUnderlyingPrice = 'D', SimulatedSellPrice = 'E', SimulatedBuyPrice = 'F', MarginRate = 'G', MidPrice = 'H', EmptyBook = 'J', SettleHighPrice = 'K', SettleLowPrice = 'L', PriorSettlePrice = 'M', SessionHighBid = 'N', SessionLowOffer = 'O', EarlyPrices = 'P', AuctionClearingPrice = 'Q', SwapValueFactor = 'S', DailyValueAdjustmentForLongPositions = 'R', CumulativeValueAdjustmentForLongPositions = 'T', DailyValueAdjustmentForShortPositions = 'U', CumulativeValueAdjustmentForShortPositions = 'V', RecoveryRate = 'Y', RecoveryRateForLong = 'Z', RecoveryRateForShort = 'a', FixingPrice = 'W', CashRate = 'X' } /* **************************** * Direction of the "tick". * **************************** */ export enum TickDirection { PlusTick = '0', ZeroPlusTick = '1', MinusTick = '2', ZeroMinusTick = '3' } /* ********************************************************** * Space-delimited list of conditions describing a quote. * ********************************************************** */ export enum QuoteCondition { ReservedSam = '0', NoActiveSam = '1', Restricted = '2', RestOfBookVwap = '3', BetterPricesInConditionalOrders = '4', MedianPrice = '5', FullCurve = '6', FlatCurve = '7', Open = 'A', Closed = 'B', ExchangeBest = 'C', ConsolidatedBest = 'D', Locked = 'E', Crossed = 'F', Depth = 'G', FastTrading = 'H', NonFirm = 'I', Manual = 'L', OutrightPrice = 'J', ImpliedPrice = 'K', DepthOnOffer = 'M', DepthOnBid = 'N', Closing = 'O', NewsDissemination = 'P', TradingRange = 'Q', OrderInflux = 'R', DueToRelated = 'S', NewsPending = 'T', AdditionalInfo = 'U', AdditionalInfoDueToRelated = 'V', Resume = 'W', ViewOfCommon = 'X', VolumeAlert = 'Y', OrderImbalance = 'Z', EquipmentChangeover = 'a', NoOpen = 'b', RegularEth = 'c', AutomaticExecution = 'd', AutomaticExecutionEth = 'e', FastMarketEth = 'f', InactiveEth = 'g', Rotation = 'h', RotationEth = 'i', Halt = 'j', HaltEth = 'k', DueToNewsDissemination = 'l', DueToNewsPending = 'm', TradingResume = 'n', OutOfSequence = 'o', BidSpecialist = 'p', OfferSpecialist = 'q', BidOfferSpecialist = 'r', EndOfDaySam = 's', ForbiddenSam = 't', FrozenSam = 'u', PreOpeningSam = 'v', OpeningSam = 'w', OpenSam = 'x', SurveillanceSam = 'y', SuspendedSam = 'z' } /* ********************************************************* * Space-delimited list of conditions describing a trade * ********************************************************* */ export enum TradeCondition { Cancel = '0', ImpliedTrade = '1', MarketplaceEnteredTrade = '2', MultAssetClassMultilegTrade = '3', MultilegToMultilegTrade = '4', Cash = 'A', AveragePriceTrade = 'B', CashTrade = 'C', NextDay = 'D', Opening = 'E', IntradayTradeDetail = 'F', Rule127Trade = 'G', Rule155Trade = 'H', SoldLast = 'I', NextDayTrade = 'J', Opened = 'K', Seller = 'L', Sold = 'M', StoppedStock = 'N', ImbalanceMoreBuyers = 'P', ImbalanceMoreSellers = 'Q', OpeningPrice = 'R', BargainCondition = 'S', ConvertedPriceIndicator = 'T', ExchangeLast = 'U', FinalPriceOfSession = 'V', ExPit = 'W', Crossed = 'X', TradesResultingFromManual = 'Y', TradesResultingFromIntermarketSweep = 'Z', VolumeOnly = 'a', DirectPlus = 'b', Acquisition = 'c', Bunched = 'd', Distribution = 'e', BunchedSale = 'f', SplitTrade = 'g', CancelStopped = 'h', CancelEth = 'i', CancelStoppedEth = 'j', OutOfSequenceEth = 'k', CancelLastEth = 'l', SoldLastSaleEth = 'm', CancelLast = 'n', SoldLastSale = 'o', CancelOpen = 'p', CancelOpenEth = 'q', OpenedSaleEth = 'r', CancelOnly = 's', CancelOnlyEth = 't', LateOpenEth = 'u', AutoExecutionEth = 'v', Reopen = 'w', ReopenEth = 'x', Adjusted = 'y', AdjustedEth = 'z', Spread = 'AA', SpreadEth = 'AB', Straddle = 'AC', StraddleEth = 'AD', Stopped = 'AE', StoppedEth = 'AF', RegularEth = 'AG', Combo = 'AH', ComboEth = 'AI', OfficialClosingPrice = 'AJ', PriorReferencePrice = 'AK', StoppedSoldLast = 'AL', StoppedOutOfSequence = 'AM', OfficalClosingPrice = 'AN', CrossedOld = 'AO', FastMarket = 'AP', AutomaticExecution = 'AQ', FormT = 'AR', BasketIndex = 'AS', BurstBasket = 'AT', OutsideSpread = 'AV' } /* ************************************** * Type of Market Data update action. * ************************************** */ export enum MDUpdateAction { New = '0', Change = '1', Delete = '2', DeleteThru = '3', DeleteFrom = '4', Overlay = '5' } /* ****************************************************** * Reason for the rejection of a Market Data request. * ****************************************************** */ export enum MDReqRejReason { UnknownSymbol = '0', DuplicateMdReqId = '1', InsufficientBandwidth = '2', InsufficientPermissions = '3', UnsupportedSubscriptionRequestType = '4', UnsupportedMarketDepth = '5', UnsupportedMdUpdateType = '6', UnsupportedAggregatedBook = '7', UnsupportedMdEntryType = '8', UnsupportedTradingSessionId = '9', UnsupportedScope = 'A', UnsupportedOpenCloseSettleFlag = 'B', UnsupportedMdImplicitDelete = 'C', InsufficientCredit = 'D' } /* ************************ * Reason for deletion. * ************************ */ export enum DeleteReason { Cancellation = '0', Error = '1' } /* *************************************************************** * Flag that identifies a market data entry. (Prior to FIX 4.3 * * this field was of type char) * *************************************************************** */ export enum OpenCloseSettlFlag { DailyOpen = '0', SessionOpen = '1', DeliverySettlementEntry = '2', ExpectedEntry = '3', EntryFromPreviousBusinessDay = '4', TheoreticalPriceValue = '5' } /* ******************************************************** * Identifies a firm's or a security's financial status * ******************************************************** */ export enum FinancialStatus { Bankrupt = '1', PendingDelisting = '2', Restricted = '3' } /* ******************************************** * Identifies the type of Corporate Action. * ******************************************** */ export enum CorporateAction { ExDividend = 'A', ExDistribution = 'B', ExRights = 'C', New = 'D', ExInterest = 'E', CashDividend = 'F', StockDividend = 'G', NonIntegerStockSplit = 'H', ReverseStockSplit = 'I', StandardIntegerStockSplit = 'J', PositionConsolidation = 'K', LiquidationReorganization = 'L', MergerReorganization = 'M', RightsOffering = 'N', ShareholderMeeting = 'O', Spinoff = 'P', TenderOffer = 'Q', Warrant = 'R', SpecialAction = 'S', SymbolConversion = 'T', Cusip = 'U', LeapRollover = 'V', SuccessionEvent = 'W' } /* ******************************************************* * Identifies the status of the quote acknowledgement. * ******************************************************* */ export enum QuoteStatus { Accepted = 0, CancelForSymbol = 1, CanceledForSecurityType = 2, CanceledForUnderlying = 3, CanceledAll = 4, Rejected = 5, RemovedFromMarket = 6, Expired = 7, Query = 8, QuoteNotFound = 9, Pending = 10, Pass = 11, LockedMarketWarning = 12, CrossMarketWarning = 13, CanceledDueToLockMarket = 14, CanceledDueToCrossMarket = 15, Active = 16, Canceled = 17, UnsolicitedQuoteReplenishment = 18, PendingEndTrade = 19, TooLateToEnd = 20 } /* **************************************** * Identifies the type of quote cancel. * **************************************** */ export enum QuoteCancelType { CancelForOneOrMoreSecurities = 1, CancelForSecurityType = 2, CancelForUnderlyingSecurity = 3, CancelAllQuotes = 4, CancelQuoteSpecifiedInQuoteId = 5, CancelByQuoteType = 6, CancelForSecurityIssuer = 7, CancelForIssuerOfUnderlyingSecurity = 8 } /* ****************************** * Reason Quote was rejected: * ****************************** */ export enum QuoteRejectReason { UnknownSymbol = 1, Exchange = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, UnknownQuote = 5, DuplicateQuote = 6, InvalidBid = 7, InvalidPrice = 8, NotAuthorizedToQuoteSecurity = 9, PriceExceedsCurrentPriceBand = 10, QuoteLocked = 11, InvalidOrUnknownSecurityIssuer = 12, InvalidOrUnknownIssuerOfUnderlyingSecurity = 13, Other = 99 } /* **************************************************************** * Level of Response requested from receiver of quote messages. * * A default value should be bilaterally agreed. * **************************************************************** */ export enum QuoteResponseLevel { NoAcknowledgement = 0, AcknowledgeOnlyNegativeOrErroneousQuotes = 1, AcknowledgeEachQuoteMessage = 2, SummaryAcknowledgement = 3 } /* ******************************************************* * Indicates the type of Quote Request being generated * ******************************************************* */ export enum QuoteRequestType { Manual = 1, Automatic = 2 } /* **************************************** * Type of Security Definition Request. * **************************************** */ export enum SecurityRequestType { RequestSecurityIdentityAndSpecifications = 0, RequestSecurityIdentityForSpecifications = 1, RequestListSecurityTypes = 2, RequestListSecurities = 3, Symbol = 4, SecurityTypeAndOrCfiCode = 5, Product = 6, TradingSessionId = 7, AllSecurities = 8, MarketIdOrMarketId = 9 } /* ************************************************* * Type of Security Definition message response. * ************************************************* */ export enum SecurityResponseType { AcceptAsIs = 1, AcceptWithRevisions = 2, ListOfSecurityTypesReturnedPerRequest = 3, ListOfSecuritiesReturnedPerRequest = 4, RejectSecurityProposal = 5, CannotMatchSelectionCriteria = 6 } /* ************************************************************** * Indicates whether or not message is being sent as a result * * of a subscription request or not. * ************************************************************** */ export enum UnsolicitedIndicator { MessageIsBeingSentAsAResultOfAPriorRequest = 'N', MessageIsBeingSentUnsolicited = 'Y' } /* **************************************************************** * Identifies the trading status applicable to the transaction. * **************************************************************** */ export enum SecurityTradingStatus { OpeningDelay = 1, TradingHalt = 2, Resume = 3, NoOpen = 4, PriceIndication = 5, TradingRangeIndication = 6, MarketImbalanceBuy = 7, MarketI