UNPKG

jspurefix

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export enum AdvSide { Buy = 'B', Sell = 'S', Cross = 'X', Trade = 'T' } export enum AdvTransType { New = 'N', Cancel = 'C', Replace = 'R' } export enum CommType { PerUnit = '1', Percentage = '2', Absolute = '3', E4 = '4', E5 = '5', PointsPerBondOrContractSupplyContractmultiplier = '6' } export enum ExecInst { StayOnOfferside = '0', NotHeld = '1', Work = '2', GoAlong = '3', OverTheDay = '4', Held = '5', ParticipateDontInitiate = '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', CustomerDisplayInstruction = 'U', Netting = 'V', PegToVwap = 'W', TradeAlong = 'X', TryToStop = 'Y', CancelIfNotBest = 'Z', TrailingStopPeg = 'a', StrictLimit = 'b', IgnorePriceValidityChecks = 'c', PegToLimitPrice = 'd', WorkToTargetStrategy = 'e' } export enum HandlInst { AutomatedExecutionOrderPrivateNoBrokerIntervention = '1', AutomatedExecutionOrderPublicBrokerInterventionOk = '2', ManualOrderBestExecution = '3' } 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', IsdaFpmlProductSpecification = 'I', OptionsPriceReportingAuthority = 'J' } export enum IOIQltyInd { Low = 'L', Medium = 'M', High = 'H' } export enum IOIQty { Small = 'S', Medium = 'M', Large = 'L' } export enum IOITransType { New = 'N', Cancel = 'C', Replace = 'R' } export enum LastCapacity { Agent = '1', CrossAsAgent = '2', CrossAsPrincipal = '3', Principal = '4' } export enum MsgType { Heartbeat = '0', TestRequest = '1', ResendRequest = '2', Reject = '3', SequenceReset = '4', Logout = '5', IndicationOfInterest = '6', Advertisement = '7', ExecutionReport = '8', OrderCancelReject = '9', Logon = 'A', News = 'B', Email = 'C', OrderSingle = 'D', OrderList = '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', XmlMessage = 'n', RegistrationInstructions = 'o', RegistrationInstructionsResponse = 'p', OrderMassCancelRequest = 'q', OrderMassCancelReport = 'r', NewOrderS = 's', CrossOrderCancelReplaceRequest = 't', CrossOrderCancelRequest = 'u', SecurityTypeRequest = 'v', SecurityTypes = 'w', SecurityListRequest = 'x', SecurityList = 'y', DerivativeSecurityListRequest = 'z', DerivativeSecurityList = 'AA', NewOrderAb = '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', CollateralReport = 'BA', CollateralInquiry = 'BB', NetworkBc = 'BC', NetworkBd = 'BD', UserRequest = 'BE', UserResponse = 'BF', CollateralInquiryAck = 'BG', ConfirmationRequest = 'BH' } export enum OrdStatus { New = '0', PartiallyFilled = '1', Filled = '2', DoneForDay = '3', Canceled = '4', PendingCancel = '6', Stopped = '7', Rejected = '8', Suspended = '9', PendingNew = 'A', Calculated = 'B', Expired = 'C', AcceptedForBidding = 'D', PendingReplace = 'E' } export enum OrdType { Market = '1', Limit = '2', Stop = '3', StopLimit = '4', WithOrWithout = '6', LimitOrBetter = '7', LimitWithOrWithout = '8', OnBasis = '9', PreviouslyQuoted = 'D', PreviouslyIndicated = 'E', Forex = 'G', Funari = 'I', MarketIfTouched = 'J', MarketWithLeftoverAsLimit = 'K', PreviousFundValuationPoint = 'L', NextFundValuationPoint = 'M', Pegged = 'P' } export enum PossDupFlag { Yes = 'Y', No = 'N' } 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' } export enum TimeInForce { Day = '0', GoodTillCancel = '1', AtTheOpening = '2', ImmediateOrCancel = '3', FillOrKill = '4', GoodTillCrossing = '5', GoodTillDate = '6', AtTheClose = '7' } export enum Urgency { Normal = '0', Flash = '1', Background = '2' } export enum SettlType { Regular = '0', Cash = '1', NextDay = '2', TPlus2 = '3', TPlus3 = '4', TPlus4 = '5', Future = '6', WhenAndIfIssued = '7', SellersOption = '8', TPlus5 = '9' } export enum AllocTransType { New = '0', Replace = '1', Cancel = '2' } export enum PositionEffect { Open = 'O', Close = 'C', Rolled = 'R', Fifo = 'F' } export enum ProcessCode { Regular = '0', SoftDollar = '1', StepIn = '2', StepOut = '3', SoftDollarStepIn = '4', SoftDollarStepOut = '5', PlanSponsor = '6' } export enum AllocStatus { Accepted = 0, BlockLevelReject = 1, AccountLevelReject = 2, Received = 3, Incomplete = 4, RejectedByIntermediary = 5 } export enum AllocRejCode { UnknownAccount = 0, IncorrectQuantity = 1, IncorrectAveragePrice = 2, UnknownExecutingBrokerMnemonic = 3, CommissionDifference = 4, UnknownOrderid = 5, UnknownListid = 6, Other = 7, IncorrectAllocatedQuantity = 8, CalculationDifference = 9, UnknownOrStaleExecid = 10, MismatchedDataValue = 11, UnknownClordid = 12, WarehouseRequestRejected = 13 } export enum EmailType { New = '0', Reply = '1', AdminReply = '2' } export enum PossResend { Yes = 'Y', No = 'N' } export enum EncryptMethod { None = 0, Pkcs = 1, Des = 2, PkcsDes = 3, PgpDes = 4, PgpDesMd5 = 5, PemDesMd5 = 6 } export enum CxlRejReason { TooLateToCancel = 0, UnknownOrder = 1, Broker = 2, OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3, UnableToProcessOrderMassCancelRequest = 4, Origordmodtime = 5, DuplicateClordid = 6, Other = 99 } export enum OrdRejReason { Broker = 0, UnknownSymbol = 1, ExchangeClosed = 2, OrderExceedsLimit = 3, TooLateToEnter = 4, UnknownOrder = 5, DuplicateOrder = 6, DuplicateOfAVerballyCommunicatedOrder = 7, StaleOrder = 8, TradeAlongRequired = 9, InvalidInvestorId = 10, UnsupportedOrderCharacteristic12SurveillenceOption = 11, IncorrectQuantity = 13, IncorrectAllocatedQuantity = 14, UnknownAccount = 15, Other = 99 } 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' } export enum ReportToExch { Yes = 'Y', No = 'N' } export enum LocateReqd { Yes = 'Y', No = 'N' } export enum ForexReq { Yes = 'Y', No = 'N' } export enum GapFillFlag { Yes = 'Y', No = 'N' } export enum DKReason { UnknownSymbol = 'A', WrongSide = 'B', QuantityExceedsOrder = 'C', NoMatchingOrder = 'D', PriceExceedsLimit = 'E', CalculationDifference = 'F', Other = 'Z' } export enum IOINaturalFlag { Yes = 'Y', No = 'N' } 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' } export enum ResetSeqNumFlag { Yes = 'Y', No = 'N' } export enum ExecType { New = '0', DoneForDay = '3', Canceled = '4', Replace = '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' } export enum SettlCurrFxRateCalc { Multiply = 'M', Divide = 'D' } export enum SettlInstMode { StandingInstructionsProvided = '1', SpecificOrderForASingleAccount = '4', RequestReject = '5' } export enum SettlInstTransType { New = 'N', Cancel = 'C', Replace = 'R', Restate = 'T' } export enum SettlInstSource { BrokersInstructions = '1', InstitutionsInstructions = '2', Investor = '3' } export enum SecurityType { Future = 'FUT', Option = 'OPT', EuroSupranationalCoupons = 'EUSUPRA', FederalAgencyCoupon = 'FAC', FederalAgencyDiscountNote = 'FADN', PrivateExportFunding = 'PEF', UsdSupranationalCoupons = 'SUPRA', CorporateBond = 'CORP', CorporatePrivatePlacement = 'CPP', ConvertibleBond = 'CB', DualCurrency = 'DUAL', EuroCorporateBond = 'EUCORP', IndexedLinked = 'XLINKD', StructuredNotes = 'STRUCT', YankeeCorporateBond = 'YANK', ForeignExchangeContract = 'FOR', CommonStock = 'CS', PreferredStock = 'PS', BradyBond = 'BRADY', EuroSovereigns = 'EUSOV', UsTreasuryBond = 'TBOND', InterestStripFromAnyBondOrNote = 'TINT', TreasuryInflationProtectedSecurities = 'TIPS', PrincipalStripOfACallableBondOrNote = 'TCAL', PrincipalStripFromANonCallableBondOrNote = 'TPRN', UsTreasuryNoteUst = 'UST', UsTreasuryBillUstb = 'USTB', UsTreasuryNoteTnote = 'TNOTE', UsTreasuryBillTbill = 'TBILL', Repurchase = 'REPO', Forward = 'FORWARD', BuySellback = 'BUYSELL', SecuritiesLoan = 'SECLOAN', SecuritiesPledge = 'SECPLEDGE', TermLoan = 'TERM', RevolverLoan = 'RVLV', RevolverTermLoan = 'RVLVTRM', BridgeLoan = 'BRIDGE', LetterOfCredit = 'LOFC', SwingLineFacility = 'SWING', DebtorInPossession = 'DINP', Defaulted = 'DEFLTED', Withdrawn = 'WITHDRN', Replaced = 'REPLACD', Matured = 'MATURED', AmendedRestated = 'AMENDED', Retired = 'RETIRED', BankersAcceptance = 'BA', BankNotes = 'BN', BillOfExchanges = 'BOX', CertificateOfDeposit = 'CD', CallLoans = 'CL', CommercialPaper = 'CP', DepositNotes = 'DN', EuroCertificateOfDeposit = 'EUCD', EuroCommercialPaper = 'EUCP', LiquidityNote = 'LQN', MediumTermNotes = 'MTN', Overnight = 'ONITE', PromissoryNote = 'PN', PlazosFijos = 'PZFJ', ShortTermLoanNote = 'STN', TimeDeposit = 'TD', ExtendedCommNote = 'XCN', YankeeCertificateOfDeposit = 'YCD', AssetBackedSecurities = 'ABS', CorpMortgageBackedSecurities = 'CMBS', CollateralizedMortgageObligation = 'CMO', IoetteMortgage = 'IET', MortgageBackedSecurities = 'MBS', MortgageInterestOnly = 'MIO', MortgagePrincipalOnly = 'MPO', MortgagePrivatePlacement = 'MPP', MiscellaneousPassThrough = 'MPT', Pfandbriefe = 'PFAND', ToBeAnnounced = 'TBA', OtherAnticipationNotesBanGanEtc = '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', TaxRevenueAnticipationNote = 'TRAN', VariableRateDemandNote = 'VRDN', Warrant = 'WAR', MutualFund = 'MF', MultiLegInstrument = 'MLEG', NoSecurityType = 'NONE' } export enum StandInstDbType { Other = 0, DtcSid = 1, ThomsonAlert = 2, AGlobalCustodian = 3, Accountnet = 4 } export enum SettlDeliveryType { VersusPaymentDeliver = 0, FreeDeliver = 1, TriParty = 2, HoldInCustody = 3 } export enum AllocLinkType { FXNetting = 0, FXSwap = 1 } export enum PutOrCall { Put = 0, Call = 1 } export enum CoveredOrUncovered { Covered = 0, Uncovered = 1 } export enum NotifyBrokerOfCredit { Yes = 'Y', No = 'N' } export enum AllocHandlInst { Match = 1, Forward = 2, ForwardAndMatch = 3 } export enum RoutingType { TargetFirm = 1, TargetList = 2, BlockFirm = 3, BlockList = 4 } export enum StipulationType { Amt = 'AMT', AutoReinvestmentAtRateOrBetter = 'AUTOREINV', BankQualified = 'BANKQUAL', BargainConditionsSee = 'BGNCON', CouponRange = 'COUPON', IsoCurrencyCode = 'CURRENCY', CustomStartEndDate = 'CUSTOMDATE', GeographicsAndRange = 'GEOG', ValuationDiscount = 'HAIRCUT', Insured = 'INSURED', YearOrYearMonthOfIssue = 'ISSUE', IssuersTicker = 'ISSUER', IssueSizeRange = 'ISSUESIZE', LookbackDays = 'LOOKBACK', ExplicitLotIdentifier = 'LOT', LotVariance = 'LOTVAR', MaturityYearAndMonth = 'MAT', MaturityRange = 'MATURITY', MaximumSubstitutions = 'MAXSUBS', MinimumQuantity = 'MINQTY', MinimumIncrement = 'MININCR', MinimumDenomination = 'MINDNOM', PaymentFrequencyCalendar = 'PAYFREQ', NumberOfPieces = 'PIECES', PoolsMaximum = 'PMAX', PoolsPerMillion = 'PPM', PoolsPerLot = 'PPL', PoolsPerTrade = 'PPT', PriceRange = 'PRICE', PricingFrequency = 'PRICEFREQ', ProductionYear = 'PROD', CallProtection = 'PROTECT', Purpose = 'PURPOSE', BenchmarkPriceSource = 'PXSOURCE', RatingSourceAndRange = 'RATING', TypeOfRedemptionValuesAreNoncallableCallablePrefundedEscrowedtomaturityPutableConvertible = 'REDEMPTION', Restricted = 'RESTRICTED', MarketSector = 'SECTOR', SecuritytypeIncludedOrExcluded = 'SECTYPE', Structure = 'STRUCT', SubstitutionsFrequency = 'SUBSFREQ', SubstitutionsLeft = 'SUBSLEFT', FreeformText = 'TEXT', TradeVariance = 'TRDVAR', WeightedAverageCouponvalueInPercent = 'WAC', WeightedAverageLifeCouponValueInPercent = 'WAL', WeightedAverageLoanAgeValueInMonths = 'WALA', WeightedAverageMaturityValueInMonths = 'WAM', WholePool = 'WHOLE', YieldRange = 'YIELD' } export enum YieldType { AfterTaxYield = 'AFTERTAX', AnnualYield = 'ANNUAL', YieldAtIssue = 'ATISSUE', YieldToAverageMaturity = 'AVGMATURITY', BookYield = 'BOOK', YieldToNextCall = 'CALL', YieldChangeSinceClose = 'CHANGE', ClosingYield = 'CLOSE', CompoundYield = 'COMPOUND', CurrentYield = 'CURRENT', TrueGrossYield = 'GROSS', GovernmentEquivalentYield = 'GOVTEQUIV', YieldWithInflationAssumption = 'INFLATION', InverseFloaterBondYield = 'INVERSEFLOATER', MostRecentClosingYield = 'LASTCLOSE', ClosingYieldMostRecentMonth = 'LASTMONTH', ClosingYieldMostRecentQuarter = 'LASTQUARTER', ClosingYieldMostRecentYear = 'LASTYEAR', YieldToLongestAverageLife = 'LONGAVGLIFE', MarkToMarketYield = 'MARK', YieldToMaturity = 'MATURITY', YieldToNextRefund = 'NEXTREFUND', OpenAverageYield = 'OPENAVG', YieldToNextPut = 'PUT', PreviousCloseYield = 'PREVCLOSE', ProceedsYield = 'PROCEEDS', SemiAnnualYield = 'SEMIANNUAL', YieldToShortestAverageLife = 'SHORTAVGLIFE', SimpleYield = 'SIMPLE', TaxEquivalentYield = 'TAXEQUIV', YieldToTenderDate = 'TENDER', TrueYield = 'TRUE', YieldValueOf132 = 'VALUE1/32', YieldToWorst = 'WORST' } export enum TradedFlatSwitch { Yes = 'Y', No = 'N' } export enum SubscriptionRequestType { Snapshot = '0', SnapshotPlusUpdates = '1', DisablePreviousSnapshotPlusUpdateRequest = '2' } export enum MDUpdateType { FullRefresh = 0, IncrementalRefresh = 1 } export enum AggregatedBook { Yes = 'Y', No = 'N' } 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' } export enum TickDirection { PlusTick = '0', ZeroPlusTick = '1', MinusTick = '2', ZeroMinusTick = '3' } export enum QuoteCondition { Open = 'A', Closed = 'B', ExchangeBest = 'C', ConsolidatedBest = 'D', Locked = 'E', Crossed = 'F', Depth = 'G', FastTrading = 'H', NonFirm = 'I' } export enum TradeCondition { 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' } export enum MDUpdateAction { New = '0', Change = '1', Delete = '2' } 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' } export enum DeleteReason { Cancelation = '0', Error = '1' } export enum OpenCloseSettlFlag { DailyOpen = '0', SessionOpen = '1', DeliverySettlementEntry = '2', ExpectedEntry = '3', EntryFromPreviousBusinessDay = '4', TheoreticalPriceValue = '5' } export enum FinancialStatus { Bankrupt = '1', PendingDelisting = '2' } export enum CorporateAction { ExDividend = 'A', ExDistribution = 'B', ExRights = 'C', New = 'D', ExInterest = 'E' } export enum QuoteStatus { Accepted = 0, CanceledForSymbol = 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 } export enum QuoteCancelType { CancelForSymbol = 1, CancelForSecurityType = 2, CancelForUnderlyingSymbol = 3, CancelAllQuotes = 4 } export enum QuoteRejectReason { UnknownSymbol = 1, Exchange = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, UnknownQuote = 5, DuplicateQuote = 6, InvalidBidAskSpread = 7, InvalidPrice = 8, NotAuthorizedToQuoteSecurity = 9, Other = 99 } export enum QuoteResponseLevel { NoAcknowledgement = 0, AcknowledgeOnlyNegativeOrErroneousQuotes = 1, AcknowledgeEachQuoteMessages = 2 } export enum QuoteRequestType { Manual = 1, Automatic = 2 } export enum SecurityRequestType { RequestSecurityIdentityAndSpecifications = 0, RequestSecurityIdentityForTheSpecificationsProvided = 1, RequestListSecurityTypes = 2, RequestListSecurities = 3 } export enum SecurityResponseType { AcceptSecurityProposalAsIs = 1, AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage = 2, RejectSecurityProposal = 5, CanNotMatchSelectionCriteria = 6 } export enum UnsolicitedIndicator { Yes = 'Y', No = 'N' } export enum SecurityTradingStatus { OpeningDelay = 1, TradingHalt = 2, Resume = 3, NoOpenNoResume = 4, PriceIndication = 5, TradingRangeIndication = 6, MarketImbalanceBuy = 7, MarketImbalanceSell = 8, MarketOnCloseImbalanceBuy = 9, MarketOnCloseImbalanceSell = 10, NoMarketImbalance = 12, NoMarketOnCloseImbalance = 13, ItsPreOpening = 14, NewPriceIndication = 15, TradeDisseminationTime = 16, ReadyToTrade = 17, NotAvailableForTrading = 18, NotTradedOnThisMarket = 19, UnknownOrInvalid = 20, PreOpen = 21, OpeningRotation = 22, FastMarket = 23 } export enum HaltReasonChar { OrderImbalance = 'I', EquipmentChangeover = 'X', NewsPending = 'P', NewsDissemination = 'D', OrderInflux = 'E', AdditionalInformation = 'M' } export enum InViewOfCommon { Yes = 'Y', No = 'N' } export enum DueToRelated { Yes = 'Y', No = 'N' } export enum Adjustment { Cancel = 1, Error = 2, Correction = 3 } export enum TradSesMethod { Electronic = 1, OpenOutcry = 2, TwoParty = 3 } export enum TradSesMode { Testing = 1, Simulated = 2, Production = 3 } export enum TradSesStatus { Unknown = 0, Halted = 1, Open = 2, Closed = 3, PreOpen = 4, PreClose = 5, RequestRejected = 6 } export enum MessageEncoding { Jis = 'ISO-2022-JP', Euc = 'EUC-JP', ForUsingSjis = 'Shift_JIS', Unicode = 'UTF-8' } export enum SessionRejectReason { InvalidTagNumber = 0, RequiredTagMissing = 1, TagNotDefinedForThisMessageType = 2, UndefinedTag = 3, TagSpecifiedWithoutAValue = 4, ValueIsIncorrect = 5, IncorrectDataFormatForValue = 6, DecryptionProblem = 7, SignatureProblem = 8, CompidProblem = 9, SendingtimeAccuracyProblem = 10, InvalidMsgtype = 11, XmlValidationError = 12, TagAppearsMoreThanOnce = 13, TagSpecifiedOutOfRequiredOrder = 14, RepeatingGroupFieldsOutOfOrder = 15, IncorrectNumingroupCountForRepeatingGroup = 16, NonDataValueIncludesFieldDelimiter = 17, Other = 99 } export enum BidRequestTransType { New = 'N', Cancel = 'C' } export enum SolicitedFlag { Yes = 'Y', No = 'N' } export enum ExecRestatementReason { GtCorporateAction = 0, GtRenewal = 1, VerbalChange = 2, RepricingOfOrder = 3, BrokerOption = 4, PartialDeclineOfOrderqty = 5, CancelOnTradingHalt = 6, CancelOnSystemFailure = 7, Market = 8, CanceledNotBest = 9, WarehouseRecap = 10, Other = 99 } export enum BusinessRejectReason { Other = 0, UnkownId = 1, UnknownSecurity = 2, UnsupportedMessageType = 3, ApplicationNotAvailable = 4, ConditionallyRequiredFieldMissing = 5, NotAuthorized = 6, DelivertoFirmNotAvailableAtThisTime = 7 } export enum MsgDirection { Send = 'S', Receive = 'R' } export enum DiscretionInst { RelatedToDisplayedPrice = '0', RelatedToMarketPrice = '1', RelatedToPrimaryPrice = '2', RelatedToLocalPrimaryPrice = '3', RelatedToMidpointPrice = '4', RelatedToLastTradePrice = '5', RelatedToVwap = '6' } export enum BidType { NonDisclosedStyle = 1, DisclosedStyle = 2, NoBiddingProcess = 3 } export enum BidDescriptorType { Sector = 1, Country = 2, Index = 3 } export enum SideValueInd { Sidevalue1 = 1, Sidevalue2 = 2 } export enum LiquidityIndType { E5DayMovingAverage = 1, E20DayMovingAverage = 2, NormalMarketSize = 3, Other = 4 } export enum ExchangeForPhysical { Yes = 'Y', No = 'N' } export enum ProgRptReqs { BuysideExplicitlyRequestsStatusUsingStatusrequest = 1, SellsidePeriodicallySendsStatusUsingListstatusPeriodOptionallySpecifiedInProgressperiod = 2, RealTimeExecutionReports = 3 } export enum IncTaxInd { Net = 1, Gross = 2 } export enum BidTradeType { RiskTrade = 'R', VwapGuarantee = 'G', Agency = 'A', GuaranteedClose = 'J' } export enum BasisPxType { ClosingPriceAtMorningSession = '2', ClosingPrice = '3', CurrentPrice = '4', Sq = '5', VwapThroughADay = '6', VwapThroughAMorningSession = '7', VwapThroughAnAfternoonSession = '8', VwapThroughADayExceptYori = '9', VwapThroughAMorningSessionExceptYori = 'A', VwapThroughAnAfternoonSessionExceptYori = 'B', Strike = 'C', Open = 'D', Others = 'Z' } export enum PriceType { Percentage = 1, PerUnit = 2, FixedAmount = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, Spread = 6, TedPrice = 7, TedYield = 8, Yield = 9, FixedCabinetTradePrice = 10, VariableCabinetTradePrice = 11 } export enum GTBookingInst { BookOutAllTradesOnDayOfExecution = 0, AccumulateExecutionsUntilOrderIsFilledOrExpires = 1, AccumulateUntilVerballyNotifiedOtherwise = 2 } export enum ListStatusType { Ack = 1, Response = 2, Timed = 3, Execstarted = 4, Alldone = 5, Alert = 6 } export enum NetGrossInd { Net = 1, Gross = 2 } export enum ListOrderStatus { Inbiddingprocess = 1, Receivedforexecution = 2, Executing = 3, Canceling = 4, Alert = 5, AllDone = 6, Reject = 7 } export enum ListExecInstType { Immediate = '1', WaitForExecuteInstruction = '2', ExchangeSwitchCivOrderSellDriven = '3', ExchangeSwitchCivOrderBuyDrivenCashTopUp = '4', ExchangeSwitchCivOrderBuyDrivenCashWithdraw = '5' } export enum CxlRejResponseTo { OrderCancelRequest = '1', OrderCancelReplaceRequest = '2' } export enum MultiLegReportingType { SingleSecurity = '1', IndividualLegOfAMultiLegSecurity = '2', MultiLegSecurity = '3' } export enum PartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfii = '2', TaiwaneseTradingAccount = '3', MalaysianCentralDepository = '4', ChineseBShare = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerIdentificationNumber = '8', AustralianBusinessNumber = '9', Bic = 'B', GenerallyAcceptedMarketParticipantIdentifier = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', SettlementEntityLocation = 'F', Mic = 'G', CsdParticipantMemberCode = 'H', AustralianTaxFileNumber = 'A', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I' } export enum PartyRole { ExecutingFirm = 1, BrokerOfCredit = 2, ClientId = 3, ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirm = 8, FundManagerClientId = 9, SettlementLocation = 10, OrderOriginationTrader = 11, ExecutingTrader = 12, OrderOriginationFirm = 13, GiveupClearingFirm = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSeller = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38 } export enum Product { Agency = 1, Commodity = 2, Corporate = 3, Currency = 4, Equity = 5, Government = 6, Index = 7, Loan = 8, Moneymarket = 9, Mortgage = 10, Municipal = 11, Other = 12, Financing = 13 } export enum TestMessageIndicator { Yes = 'Y', No = 'N' } export enum RoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } export enum DistribPaymentMethod { Crest = 1, Nscc = 2, Euroclear = 3, Clearstream = 4, Cheque = 5, TelegraphicTransfer = 6, Fedwire = 7, DirectCredit = 8, AchCredit = 9, Bpay = 10, HighValueClearingSystem = 11, ReinvestInFund = 12 } export enum CancellationRights { Yes = 'Y', NoExecutionOnly = 'N', NoWaiverAgreement = 'M', NoInstitutional = 'O' } export enum MoneyLaunderingStatus { ExemptBelowTheLimit = '1', ExemptClientMoneyTypeExemption = '2', ExemptAuthorisedCreditOrFinancialInstitution = '3', Passed = 'Y', NotChecked = 'N' } export enum ExecPriceType { BidPrice = 'B', CreationPrice = 'C', CreationPricePlusAdjustment = 'D', CreationPricePlusAdjustmentAmount = 'E', OfferPrice = 'O', OfferPriceMinusAdjustment = 'P', OfferPriceMinusAdjustmentAmount = 'Q', SinglePrice = 'S' } export enum PaymentMethod { Crest = 1, Nscc = 2, Euroclear = 3, Clearstream = 4, Cheque = 5, TelegraphicTransfer = 6, Fedwire = 7, DebitCard = 8, DirectDebit = 9, DirectCredit = 10, CreditCard = 11, AchDebit = 12, AchCredit = 13, Bpay = 14, HighValueClearingSystem = 15 } export enum TaxAdvantageType { NoneNotApplicable = 0, MaxiIsa = 1, Tessa = 2, MiniCashIsa = 3, MiniStocksAndSharesIsa = 4, MiniInsuranceIsa = 5, CurrentYearPayment = 6, PriorYearPayment = 7, AssetTransfer = 8, Employee = 9, EmployeeCurrentYear = 10, Employer = 11, EmployerCurrentYear = 12, NonFundPrototypeIra = 13, NonFundQualifiedPlan = 14, DefinedContributionPlan = 15, IndividualRetirementAccount = 16, IndividualRetirementAccountRollover = 17, Keogh = 18, ProfitSharingPlan = 19, E401K = 20, SelfDirectedIra = 21, E403 = 22, E457 = 23, RothIra24 = 24, RothIra25 = 25, RothConversionIra26 = 26, RothConversionIra27 = 27, EducationIra28 = 28, EducationIra29 = 29 } export enum FundRenewWaiv { Yes = 'Y', No = 'N' } export enum RegistStatus { Accepted = 'A', Rejected = 'R', Held = 'H', ReminderIeRegistrationInstructionsAreStillOutstanding = 'N' } export enum RegistRejReasonCode { InvalidUnacceptableAccountType = 1, InvalidUnacceptableTaxExemptType = 2, InvalidUnacceptableOwnershipType = 3, InvalidUnacceptableNoRegDetls = 4, InvalidUnacceptableRegSeqNo = 5, InvalidUnacceptableRegDtls = 6, InvalidUnacceptableMailingDtls = 7, InvalidUnacceptableMailingInst = 8, InvalidUnacceptableInvestorId = 9, InvalidUnacceptableInvestorIdSource = 10, InvalidUnacceptableDateOfBirth = 11, InvalidUnacceptableInvestorCountryOfResidence = 12, InvalidUnacceptableNodistribinstns = 13, InvalidUnacceptableDistribPercentage = 14, InvalidUnacceptableDistribPaymentMethod = 15, InvalidUnacceptableCashDistribAgentAcctName = 16, InvalidUnacceptableCashDistribAgentCode = 17, InvalidUnacceptableCashDistribAgentAcctNum = 18, Other = 99 } export enum RegistTransType { New = '0', Replace = '1', Cancel = '2' } export enum OwnershipType { JointTrustees = '2', JointInvestors = 'J', TenantsInCommon = 'T' } export enum ContAmtType { CommissionAmount = 1, Commission = 2, InitialChargeAmount = 3, InitialCharge = 4, DiscountAmount = 5, Discount = 6, DilutionLevyAmount = 7, DilutionLevy = 8, ExitChargeAmount = 9, ExitCharge = 10, FundBasedRenewalCommission = 11, ProjectedFundValue = 12, FundBasedRenewalCommissionAmount13 = 13, FundBasedRenewalCommissionAmount14 = 14, NetSettlementAmount = 15 } export enum OwnerType { IndividualInvestor = 1, PublicCompany = 2, PrivateCompany = 3, IndividualTrustee = 4, CompanyTrustee = 5, PensionPlan = 6, CustodianUnderGiftsToMinorsAct = 7, Trusts = 8, Fiduciaries = 9, NetworkingSubAccount = 10, NonProfitOrganization = 11, CorporateBody = 12, Nominee = 13 } export enum OrderCapacity { Agency = 'A', Proprietary = 'G', Individual = 'I', Principal = 'P', RisklessPrincipal = 'R', AgentForOtherMember = 'W' } export enum OrderRestrictions { ProgramTrade = '1', IndexArbitrage = '2', NonIndexArbitrage = '3', CompetingMarketMaker = '4', ActingAsMarketMakerOrSpecialistInTheSecurity = '5', ActingAsMarketMakerOrSpecialistInTheUnderlyingSecurityOfADerivativeSecurity = '6', ForeignEntity = '7', ExternalMarketParticipant = '8', ExternalInterConnectedMarketLinkage = '9', RisklessArbitrage = 'A' } export enum MassCancelRequestType { CancelOrdersForASecurity = '1', CancelOrdersForAnUnderlyingSecurity = '2', CancelOrdersForAProduct = '3', CancelOrdersForACficode = '4', CancelOrdersForASecuritytype = '5', CancelOrdersForATradingSession = '6', CancelAllOrders = '7' } export enum MassCancelResponse { CancelRequestRejected = '0', CancelOrdersForASecurity = '1', CancelOrdersForAnUnderlyingSecurity = '2', CancelOrdersForAProduct = '3', CancelOrdersForACficode = '4', CancelOrdersForASecuritytype = '5', CancelOrdersForATradingSession = '6', CancelAllOrders = '7' } export enum MassCancelRejectReason { MassCancelNotSupported = '0', InvalidOrUnknownSecurity = '1', InvalidOrUnknownUnderlying = '2', InvalidOrUnknownProduct = '3', InvalidOrUnknownCficode = '4', InvalidOrUnknownSecurityType = '5', InvalidOrUnknownTradingSession = '6', Other = '99' } export enum QuoteType { Indicative = 0, Tradeable = 1, RestrictedTradeable = 2, Counter = 3 } export enum CashMargin { Cash = '1', MarginOpen = '2', MarginClose = '3' } export enum Scope { Local = '1', National = '2', Global = '3' } export enum MDImplicitDelete { Yes = 'Y', No = 'N' } export enum CrossType { CrossTradeWhichIsExecutedCompletelyOrNotBothSidesAreTreatedInTheSameMannerThisIsEquivalentToAnAllOrNone = 1, CrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelledOneSideIsFullyExecutedTheOtherSideIsPartiallyExecutedWithTheRemainderBeingCancelledThisIsEquivalentToAnImmediateOrCancelOnTheOtherSideNoteTheCrossprioritzation = 2, CrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActiveOneSideOfTheCrossIsFullyExecuted = 3, CrossTradeIsExecutedWithExistingOrdersWithTheSamePriceInTheCaseOtherOrdersExistWithTheSamePriceTheQuantityOfTheCrossIsExecutedAgainstTheExistingOrdersAndQuotesTheRemainderOfTheCrossIsExecutedAgainstTheOtherSideOfTheCrossTheTwoSidesPotentiallyHaveDifferentQuantities = 4 } export enum CrossPrioritization { None = 0, BuySideIsPrioritized = 1, SellSideIsPrioritized = 2 } export enum NoSides { OneSide = 1, BothSides = 2 } export enum SecurityListRequestType { Symbol = 0, SecuritytypeAndOrCficode = 1, Product = 2, Tradingsessionid = 3, AllSecurities = 4 } export enum SecurityRequestResult { ValidRequest = 0, InvalidOrUnsupportedRequest = 1, NoInstrumentsFoundThatMatchSelectionCriteria = 2, NotAuthorizedToRetrieveInstrumentData = 3, InstrumentDataTemporarilyUnavailable = 4, RequestForInstrumentDataNotSupported = 5 } export enum MultiLegRptTypeReq { ReportByMulitlegSecurityOnly = 0, ReportByMultilegSecurityAndByInstrumentLegsBelongingToTheMultilegSecurity = 1, ReportByInstrumentLegsBelongingToTheMultilegSecurityOnly = 2 } export enum TradSesStatusRejReason { UnknownOrInvalidTradingsessionid = 1, Other = 99 } export enum TradeRequestType { AllTrades = 0, MatchedTradesMatchingCriteriaProvidedOnRequest = 1, UnmatchedTradesThatMatchCriteria = 2, UnreportedTradesThatMatchCriteria = 3, AdvisoriesThatMatchCriteria = 4 } export enum PreviouslyReported { Yes = 'Y', No = 'N' } export enum MatchStatus { ComparedMatchedOrAffirmed = '0', UncomparedUnmatchedOrUnaffirmed = '1', AdvisoryOrAlert = '2' } export enum MatchType { ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadgesAndExecutionTime = 'A1', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadges = 'A2', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadgesAndExecutionTime = 'A3', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadges = 'A4', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusExecutionTime = 'A5', ComparedRecordsResultingFromStampedAdvisoriesOrSpecialistAcceptsPairOffs = 'AQ', SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummarized = 'S1', SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized = 'S2', SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized = 'S3', SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized = 'S4', SummarizedMatchUsingA5ExactMatchCriteriaExceptQuantityIsSummarized = 'S5', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimesActM1Match = 'M1', SummarizedMatchMinusBadgesAndTimesActM2Match = 'M2', OcsLockedInNonAct = 'MT', ActAcceptedTrade = 'M3', ActDefaultTrade = 'M4', ActDefaultAfterM2 = 'M5', ActM6Match = 'M6' } export enum OddLot { Yes = 'Y', No = 'N' } export enum ClearingInstruction { ProcessNormally = 0, ExcludeFromAllNetting = 1, BilateralNettingOnly = 2, ExClearing = 3, SpecialTrade = 4, MultilateralNetting = 5, ClearAgainstCentralCounterparty = 6, ExcludeFromCentralCounterparty = 7, ManualMode = 8, AutomaticPostingMode = 9, AutomaticGiveUpMode = 10, QualifiedServiceRepresentative = 11, CustomerTrade = 12, SelfClearing = 13 } export enum AccountType { AccountIsCarriedOnCustomerSideOfBooks = 1, AccountIsCarriedOnNonCustomerSideOfBooks = 2, HouseTrader = 3, FloorTrader = 4, AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6, AccountIsHouseTraderAndIsCrossMargined = 7, JointBackofficeAccount = 8 } export enum CustOrderCapacity { MemberTradingForTheirOwnAccount = 1, ClearingFirmTradingForItsProprietaryAccount = 2, MemberTradingForAnotherMember = 3, AllOther = 4 } export enum MassStatusReqType { StatusForOrdersForASecurity = 1, StatusForOrdersForAnUnderlyingSecurity = 2, StatusForOrdersForAProduct = 3, StatusForOrdersForACficode = 4, StatusForOrdersForASecuritytype = 5, StatusForOrdersForATradingSession = 6, StatusForAllOrders = 7, StatusForOrdersForAPartyid = 8 } export enum DayBookingInst { CanTriggerBookingWithoutReferenceToTheOrderInitiator = '0', SpeakWithOrderInitiatorBeforeBooking = '1', Accumulate = '2' } export enum BookingUnit { EachPartialExecutionIsABookableUnit = '0', AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder = '1', AggregateExecutionsForThisSymbolSideAndSettlementDate = '2' } export enum PreallocMethod { ProRata = '0', DoNotProRataDiscussFirst = '1' } export enum AllocType { Calculated = 1, Preliminary = 2, ReadyToBook = 5, WarehouseInstruction = 7, RequestToIntermediary = 8 } export enum ClearingFeeIndicator { E1stYearDelegateTradingForHisOwnAccount = '1', E2ndYearDelegateTradingForHisOwnAccount = '2', E3rdYearDelegateTradingForHisOwnAccount = '3', E4thYearDelegateTradingForHisOwnAccount = '4', E5thYearDelegateTradingForHisOwnAccount = '5', E6thYearAndBeyondDelegateTradingForHisOwnAccount = '9', CboeMember = 'B', NonMemberAndCustomer = 'C', EquityMemberAndClearingMember = 'E', FullAndAssociateMemberTradingForOwnAccountAndAsFloorBrokers = 'F', E106HAnd106JFirms = 'H', GimIdemAndComMembershipInterestHolders = 'I', LesseeAnd106FEmployees = 'L', AllOtherOwnershipTypes = 'M' } export enum WorkingIndicator { Yes = 'Y', No = 'N' } export enum PriorityIndicator { PriorityUnchanged = 0, LostPriorityAsResultOfOrderChange = 1 } export enum LegalConfirm { Yes = 'Y', No = 'N' } export enum QuoteRequestRejectReason { UnknownSymbol = 1, Exchange = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, InvalidPrice = 5, NotAuthorizedToRequestQuote = 6, NoMatchForInquiry = 7, NoMarketForInstrument = 8, NoInventory = 9, Pass = 10, Other = 99 } export enum AcctIDSource { Bic = 1, SidCode = 2, Tfm = 3, Omgeo = 4, DtccCode = 5, Other = 99 } export enum ConfirmStatus { Received = 1, MismatchedAccount = 2, MissingSettlementInstructions = 3, Confirmed = 4, RequestRejected = 5 } export enum ConfirmTransType { New = 0, Replace = 1, Cancel = 2 } export enum DeliveryForm { Bookentry = 1, Bearer = 2 } export enum LegSwapType { ParForPar = 1, ModifiedDuration = 2, Risk = 4, Proceeds = 5 } export enum QuotePriceType { Percent = 1, PerShare = 2, FixedAmount = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, BasisPointsRelativeToBenchmark = 6, TedPrice = 7, TedYield = 8, YieldSpread = 9, Yield = 10 } export enum QuoteRespType { HitLift = 1, Counter = 2, Expired = 3, Cover = 4, DoneAway = 5, Pass = 6 } export enum PosType { TransactionQuantity = 'TQ', IntraSpreadQty = 'IAS', InterSpreadQty = 'IES', EndOfDayQty = 'FIN', StartOfDayQty = 'SOD', OptionExerciseQty = 'EX', OptionAssignment = 'AS', TransactionFromExercise = 'TX', TransactionFromAssignment = 'TA', PitTradeQty = 'PIT', TransferTradeQty = 'TRF', ElectronicTradeQty = 'ETR', AllocationTradeQty = 'ALC', AdjustmentQty = 'PA', AsOfTradeQty = 'ASF', DeliveryQty = 'DLV', TotalTransactionQty = 'TOT', CrossMarginQty = 'XM', IntegralSplit = 'SPL' } export enum PosQtyStatus { Submitted = 0, Accepted = 1, Rejected = 2 } export enum PosAmtType { FinalMarkToMarketAmount = 'FMTM', IncrementalMarkToMarketAmount = 'IMTM', TradeVariationAmount = 'TVAR', StartOfDayMarkToMarketAmount = 'SMTM', PremiumAmount = 'PREM', CashResidualAmount = 'CRES', CashAmount = 'CASH', ValueAdjustedAmount = 'VADJ' } export enum PosTransType { Exercise = 1, DoNotExercise = 2, PositionAdjustment = 3, PositionChangeSubmissionMarginDisposition = 4, Pledge = 5 } export enum PosMaintAction { NewUsedToIncrementTheOverallTransactionQuantity = 1, ReplaceUsedToOverrideTheOverallTransactionQuantityOrSpecificAddMessagesBasedOnTheReferenceId = 2, CancelUsedToRemoveTheOverallTransactionOrSpecificAddMessagesBasedOnReferenceId = 3 } export enum SettlSessID { Intraday = 'ITD', RegularTradingHours = 'RTH', ElectronicTradingHours = 'ETH' } export enum AdjustmentType { ProcessRequestAsMarginDisposition = 0, DeltaPlus = 1, DeltaMinus = 2, Final = 3 } export enum PosMaintStatus { Accepted = 0, AcceptedWithWarnings = 1, Rejected = 2, Completed = 3, CompletedWithWarnings = 4 } export enum PosMaintResult { SuccessfulCompletion = 0, Rejected = 1, Other = 99 } export enum PosReqType { Positions = 0, Trades = 1, Exercises = 2, Assignments = 3 } export enum ResponseTransportType { InbandTransportTheRequestWasSentOver = 0, OutOfBandPreArrangedOutOfBandDeliveryMechanism = 1 } export enum PosReqResult { ValidRequest = 0, InvalidOrUnsupportedRequest = 1, NoPositionsFoundThatMatchCriteria = 2, NotAuthorizedToRequestPositions = 3, RequestForPositionNotSupported = 4, Other = 99 } export enum PosReqStatus { Completed = 0, CompletedWithWarnings = 1, Rejected = 2 } export enum SettlPriceType { Final = 1, Theoretical = 2 } export enum AssignmentMethod { Random = 'R', Prorata = 'P' } export enum ExerciseMethod { Automatic = 'A', Manual = 'M' } export enum TradeRequestResult { Successful = 0, InvalidOrUnknownInstrument = 1, InvalidTypeOfTradeRequested = 2, InvalidParties = 3, InvalidTransportTypeRequested = 4, InvalidDestinationRequested = 5, TraderequesttypeNotSupported = 8, UnauthorizedForTradeCaptureReportRequest = 9, Other = 99 } export enum TradeRequestStatus { Accepted = 0, Completed = 1, Rejected = 2 } export enum TradeReportRejectReason { Successful = 0, InvalidPartyInformation = 1, UnknownInstrument = 2, UnauthorizedToReportTrades = 3, InvalidTradeType = 4, Other = 99 } export enum SideMultiLegReportingType { SingleSecurity = 1, IndividualLegOfAMultiLegSecurity = 2, MultiLegSecurity = 3 } export enum TrdRegTimestampType { ExecutionTime = 1, TimeIn = 2, TimeOut = 3, BrokerReceipt = 4, BrokerExecution = 5 } export enum ConfirmType { Status = 1, Confirmation = 2, ConfirmationRequestRejected = 3 } export enum ConfirmRejReason { MismatchedAccount = 1, MissingSettlementInstructions = 2, Other = 99 } export enum BookingType { RegularBooking = 0, Cfd = 1, TotalReturnSwap = 2 } export enum AllocSettlInstType { UseDefaultInstructions = 0, DeriveFromParametersProvided = 1, FullDetailsProvided = 2, SsiDbIdsProvided = 3, PhoneForInstructions = 4 } export enum DlvyInstType { Securities = 'S', Cash = 'C' } export enum TerminationType { Overnight = 1, Term = 2, Flexible = 3, Open = 4 } export enum SettlInstReqRejCode { UnableToProcessRequest = 0, UnknownAccount = 1, NoMatchingSettlementInstructionsFound = 2, Other = 99 } export enum AllocReportType { SellsideCalculatedUsingPreliminary = 3, SellsideCalculatedWithoutPreliminary = 4, WarehouseRecap = 5, RequestToIntermediary = 8 } export enum AllocCancReplaceReason { OriginalDetailsIncompleteIncorrect = 1, ChangeInUnderlyingOrderDetails = 2, Other = 99 } export enum AllocAccountType { AccountIsCarriedOnCustomerSideOfBooks = 1, AccountIsCarriedOnNonCustomerSideOfBooks = 2, HouseTrader = 3, FloorTrader = 4, AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6, AccountIsHouseTraderAndIsCrossMargined = 7, JointBackofficeAccount = 8 } export enum PartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumber = 10, RegistrationNumber = 11, RegisteredAddress12 = 12, RegulatoryStatus = 13, RegistrationName = 14, CashAccountNumber = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress18 = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, Location = 25, PositionAccountType = 26 } export enum AllocIntermedReqType { PendingAccept = 1, PendingRelease = 2, PendingReversal = 3, Accept = 4, BlockLevelReject = 5, AccountLevelReject = 6 } export enum ApplQueueResolution { NoActionTaken = 0, QueueFlushed = 1, OverlayLast = 2, EndSession = 3 } export enum ApplQueueAction { NoActionTaken = 0, QueueFlushed = 1, OverlayLast = 2, EndSession = 3 } export enum AvgPxIndicator { NoAveragePricing = 0, TradeIsPartOfAnAveragePriceGroupIdentifiedByTheTradelinkid = 1, LastTradeInTheAveragePriceGroupIdentifiedByTheTradelinkid = 2 } export enum TradeAllocIndicator { AllocationNotRequired = 0, AllocationRequired = 1, UseAllocationProvidedWithTheTrade = 2 } export enum ExpirationCycle { ExpireOnTradingSessionClose = 0, ExpireOnTradingSessionOpen = 1 } export enum TrdType { RegularTrade = 0, BlockTrade = 1, Efp = 2, Transfer = 3, LateTrade = 4, TTrade = 5, WeightedAveragePriceTrade = 6, BunchedTrade = 7, LateBunchedTrade = 8, PriorReferencePriceTrade = 9, AfterHoursTrade = 10 } export enum PegMoveType { Floating = 0, Fixed = 1 } export enum PegOffsetType { Price = 0, BasisPoints = 1, Ticks = 2, PriceTier = 3 } export enum PegLimitType { OrBetter = 0, StrictLimitIsAStrictLimit = 1, OrWorseForABuyThePegLimitIsAMinimumAndForASellThePegLimitIsAMaximum = 2 } export enum PegRoundDirection { MoreAggressiveOnABuyOrderRoundThePriceUpRoundUpToTheNearestTickOnASellRoundDownToTheNearestTick = 1, MorePassiveOnABuyOrderRoundDownToNearestTickOnASellOrderRoundUpToNearestTick = 2 } export enum PegScope { Local = 1, National = 2, Global = 3, NationalExcludingLocal = 4 } export enum DiscretionMoveType { Floating = 0, Fixed = 1 } export enum DiscretionOffsetType { Price = 0, BasisPoints = 1, Ticks = 2, PriceTier = 3 } export enum DiscretionLimi