jspurefix
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pure node js fix engine
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text/typescript
/*
*************************************
* 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