jspurefix
Version:
pure node js fix engine
106 lines (105 loc) • 3.18 kB
text/typescript
/*
******************************************************
* 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. *
******************************************************
*/
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',
News = 'B',
Email = 'C',
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',
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',
CollateralReport = 'BA',
CollateralInquiry = 'BB',
NetworkCounterpartySystemStatusRequest = 'BC',
NetworkCounterpartySystemStatusResponse = 'BD',
UserRequest = 'BE',
UserResponse = 'BF',
CollateralInquiryAck = 'BG',
ConfirmationRequest = 'BH'
}