jspurefix
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pure node js fix engine
2,192 lines (1,979 loc) • 55 kB
text/typescript
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