jspurefix
Version:
pure node js fix engine
1,875 lines • 171 kB
TypeScript
export declare enum AdvSide {
Buy = "B",
Sell = "S",
Trade = "T",
Cross = "X"
}
export declare enum AdvTransType {
New = "N",
Cancel = "C",
Replace = "R"
}
export declare enum BeginString {
Fix42 = "FIX.4.2",
Fix44 = "FIX.4.4",
Fixt11 = "FIXT.1.1"
}
export declare enum CommType {
PerUnit = "1",
Percent = "2",
Absolute = "3",
PercentageWaivedCashDiscount = "4",
PercentageWaivedEnhancedUnits = "5",
PointsPerBondOrContract = "6",
BasisPoints = "7",
AmountPerContract = "8"
}
export declare 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",
Release = "q",
ExecuteAsDeltaNeutral = "r",
ExecuteAsDurationNeutral = "s",
ExecuteAsFxNeutral = "t",
MinGuaranteedFillEligible = "u",
BypassNonDisplayLiquidity = "v",
Lock = "w",
IgnoreNotionalValueChecks = "x",
TrdAtRefPx = "y",
AllowFacilitation = "z"
}
export declare enum HandlInst {
AutomatedExecutionNoIntervention = "1",
AutomatedExecutionInterventionOk = "2",
ManualOrder = "3"
}
export declare 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",
MarkitRedEntityClip = "N",
MarkitRedPairClip = "P",
CftcCommodityCode = "Q",
IsdaCommodityReferencePrice = "R",
FinancialInstrumentGlobalIdentifier = "S",
LegalEntityIdentifier = "T",
Synthetic = "U",
FidessaInstrumentMnemonic = "V",
IndexName = "W",
UniformSymbol = "X",
DigitalTokenIdentifier = "Y"
}
export declare enum IOIQltyInd {
High = "H",
Low = "L",
Medium = "M"
}
export declare enum IOIQty {
Small = "S",
Medium = "M",
Large = "L",
UndisclosedQuantity = "U"
}
export declare enum IOITransType {
New = "N",
Cancel = "C",
Replace = "R"
}
export declare enum LastCapacity {
Agent = "1",
CrossAsAgent = "2",
CrossAsPrincipal = "3",
Principal = "4",
RisklessPrincipal = "5"
}
export declare 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",
MassQuoteAck = "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",
ContraryIntentionReport = "BO",
SecurityDefinitionUpdateReport = "BP",
SecurityListUpdateReport = "BK",
AdjustedPositionReport = "BL",
AllocationInstructionAlert = "BM",
ExecutionAck = "BN",
TradingSessionList = "BJ",
TradingSessionListRequest = "BI",
SettlementObligationReport = "BQ",
DerivativeSecurityListUpdateReport = "BR",
TradingSessionListUpdateReport = "BS",
MarketDefinitionRequest = "BT",
MarketDefinition = "BU",
MarketDefinitionUpdateReport = "BV",
ApplicationMessageRequest = "BW",
ApplicationMessageRequestAck = "BX",
ApplicationMessageReport = "BY",
OrderMassActionReport = "BZ",
OrderMassActionRequest = "CA",
UserNotification = "CB",
StreamAssignmentRequest = "CC",
StreamAssignmentReport = "CD",
StreamAssignmentReportAck = "CE",
PartyDetailsListRequest = "CF",
PartyDetailsListReport = "CG",
MarginRequirementInquiry = "CH",
MarginRequirementInquiryAck = "CI",
MarginRequirementReport = "CJ",
PartyDetailsListUpdateReport = "CK",
PartyRiskLimitsRequest = "CL",
PartyRiskLimitsReport = "CM",
SecurityMassStatusRequest = "CN",
SecurityMassStatus = "CO",
AccountSummaryReport = "CQ",
PartyRiskLimitsUpdateReport = "CR",
PartyRiskLimitsDefinitionRequest = "CS",
PartyRiskLimitsDefinitionRequestAck = "CT",
PartyEntitlementsRequest = "CU",
PartyEntitlementsReport = "CV",
QuoteAck = "CW",
PartyDetailsDefinitionRequest = "CX",
PartyDetailsDefinitionRequestAck = "CY",
PartyEntitlementsUpdateReport = "CZ",
PartyEntitlementsDefinitionRequest = "DA",
PartyEntitlementsDefinitionRequestAck = "DB",
TradeMatchReport = "DC",
TradeMatchReportAck = "DD",
PartyRiskLimitsReportAck = "DE",
PartyRiskLimitCheckRequest = "DF",
PartyRiskLimitCheckRequestAck = "DG",
PartyActionRequest = "DH",
PartyActionReport = "DI",
MassOrder = "DJ",
MassOrderAck = "DK",
PositionTransferInstruction = "DL",
PositionTransferInstructionAck = "DM",
PositionTransferReport = "DN",
MarketDataStatisticsRequest = "DO",
MarketDataStatisticsReport = "DP",
CollateralReportAck = "DQ",
MarketDataReport = "DR",
CrossRequest = "DS",
CrossRequestAck = "DT",
AllocationInstructionAlertRequest = "DU",
AllocationInstructionAlertRequestAck = "DV",
TradeAggregationRequest = "DW",
TradeAggregationReport = "DX",
PayManagementReport = "EA",
PayManagementReportAck = "EB",
PayManagementRequest = "DY",
PayManagementRequestAck = "DZ"
}
export declare 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"
}
export declare 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",
StopOnBidOrOffer = "R",
StopLimitOnBidOrOffer = "S"
}
export declare enum PossDupFlag {
No = "N",
Yes = "Y"
}
export declare 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",
SellUndisclosed = "H"
}
export declare enum TimeInForce {
Day = "0",
GoodTillCancel = "1",
AtTheOpening = "2",
ImmediateOrCancel = "3",
FillOrKill = "4",
GoodTillCrossing = "5",
GoodTillDate = "6",
AtTheClose = "7",
GoodThroughCrossing = "8",
AtCrossing = "9",
GoodForTime = "A",
GoodForAuction = "B",
GoodForMonth = "C"
}
export declare enum Urgency {
Normal = "0",
Flash = "1",
Background = "2"
}
export declare 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"
}
export declare enum SymbolSfx {
EucpWithLumpSumInterest = "CD",
WhenIssued = "WI"
}
export declare enum AllocTransType {
New = "0",
Replace = "1",
Cancel = "2",
Preliminary = "3",
Calculated = "4",
CalculatedWithoutPreliminary = "5",
Reversal = "6"
}
export declare enum PositionEffect {
Close = "C",
Fifo = "F",
Open = "O",
Rolled = "R",
CloseButNotifyOnOpen = "N",
Default = "D"
}
export declare enum ProcessCode {
Regular = "0",
SoftDollar = "1",
StepIn = "2",
StepOut = "3",
SoftDollarStepIn = "4",
SoftDollarStepOut = "5",
PlanSponsor = "6"
}
export declare enum AllocStatus {
Accepted = 0,
BlockLevelReject = 1,
AccountLevelReject = 2,
Received = 3,
Incomplete = 4,
RejectedByIntermediary = 5,
AllocationPending = 6,
Reversed = 7,
CancelledByIntermediary = 8,
Claimed = 9,
Refused = 10,
PendingGiveUpApproval = 11,
Cancelled = 12,
PendingTakeUpApproval = 13,
ReversalPending = 14
}
export declare enum AllocRejCode {
UnknownAccount = 0,
IncorrectQuantity = 1,
IncorrectAveragePrice = 2,
UnknownExecutingBrokerMnemonic = 3,
CommissionDifference = 4,
UnknownOrderId = 5,
UnknownListId = 6,
OtherSeeText = 7,
IncorrectAllocatedQuantity = 8,
CalculationDifference = 9,
UnknownOrStaleExecId = 10,
MismatchedData = 11,
UnknownClOrdId = 12,
WarehouseRequestRejected = 13,
DuplicateOrMissingIndividualAllocId = 14,
TradeNotRecognized = 15,
DuplicateTrade = 16,
IncorrectOrMissingInstrument = 17,
IncorrectOrMissingSettlDate = 18,
IncorrectOrMissingFundIdOrFundName = 19,
IncorrectOrMissingSettlInstructions = 20,
IncorrectOrMissingFees = 21,
IncorrectOrMissingTax = 22,
UnknownOrMissingParty = 23,
IncorrectOrMissingSide = 24,
IncorrectOrMissingNetMoney = 25,
IncorrectOrMissingTradeDate = 26,
IncorrectOrMissingSettlCcyInstructions = 27,
IncorrectOrMissingProcessCode = 28,
Other = 99
}
export declare enum EmailType {
New = "0",
Reply = "1",
AdminReply = "2"
}
export declare enum PossResend {
No = "N",
Yes = "Y"
}
export declare enum EncryptMethod {
None = 0,
Pkcs = 1,
Des = 2,
Pkcsdes = 3,
Pgpdes = 4,
Pgpdesmd5 = 5,
Pem = 6
}
export declare enum CxlRejReason {
TooLateToCancel = 0,
UnknownOrder = 1,
BrokerCredit = 2,
OrderAlreadyInPendingStatus = 3,
UnableToProcessOrderMassCancelRequest = 4,
OrigOrdModTime = 5,
DuplicateClOrdId = 6,
PriceExceedsCurrentPrice = 7,
PriceExceedsCurrentPriceBand = 8,
InvalidPriceIncrement = 18,
Other = 99
}
export declare 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,
SurveillanceOption = 12,
IncorrectQuantity = 13,
IncorrectAllocatedQuantity = 14,
UnknownAccount = 15,
PriceExceedsCurrentPriceBand = 16,
InvalidPriceIncrement = 18,
ReferencePriceNotAvailable = 19,
NotionalValueExceedsThreshold = 20,
AlgorithmRiskThresholdBreached = 21,
ShortSellNotPermitted = 22,
ShortSellSecurityPreBorrowRestriction = 23,
ShortSellAccountPreBorrowRestriction = 24,
InsufficientCreditLimit = 25,
ExceededClipSizeLimit = 26,
ExceededMaxNotionalOrderAmt = 27,
ExceededDv01Pv01Limit = 28,
ExceededCs01Limit = 29,
Other = 99
}
export declare enum IOIQualifier {
QuantityNegotiable = "1",
AllowLateBids = "2",
ImmediateOrCounter = "3",
AutoTrade = "4",
AllOrNone = "A",
MarketOnClose = "B",
AtTheClose = "C",
Vwap = "D",
Axe = "E",
AxeOnBid = "F",
AxeOnOffer = "G",
ClientNaturalWorking = "H",
InTouchWith = "I",
PositionWanted = "J",
MarketMaking = "K",
Limit = "L",
MoreBehind = "M",
ClientNaturalBlock = "N",
AtTheOpen = "O",
TakingAPosition = "P",
AtTheMarket = "Q",
ReadyToTrade = "R",
PortfolioShown = "S",
ThroughTheDay = "T",
Unwind = "U",
Versus = "V",
Indication = "W",
CrossingOpportunity = "X",
AtTheMidpoint = "Y",
PreOpen = "Z",
AutomaticSpot = "a",
PlatformCalculatedSpot = "b",
OutsideSpread = "c",
DeferredSpot = "d",
NegotiatedSpot = "n"
}
export declare enum ReportToExch {
No = "N",
Yes = "Y"
}
export declare enum LocateReqd {
No = "N",
Yes = "Y"
}
export declare enum ForexReq {
No = "N",
Yes = "Y"
}
export declare enum GapFillFlag {
No = "N",
Yes = "Y"
}
export declare enum DKReason {
UnknownSymbol = "A",
WrongSide = "B",
QuantityExceedsOrder = "C",
NoMatchingOrder = "D",
PriceExceedsLimit = "E",
CalculationDifference = "F",
NoMatchingExecutionReport = "G",
Other = "Z"
}
export declare enum IOINaturalFlag {
No = "N",
Yes = "Y"
}
export declare 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",
TradeReporting = "15",
TaxOnPrincipalAmount = "16",
TaxOnAccruedInterestAmount = "17",
NewIssuanceFee = "18",
ServiceFee = "19",
OddLotFee = "20",
AuctionFee = "21",
ValueAddedTax = "22",
SalesTax = "23",
ExecutionFee = "24",
OrderEntryFee = "25",
OrderModificationFee = "26",
OrdersCancellationFee = "27",
MarketDataAccessFee = "28",
MarketDataTerminalFee = "29",
MarketDataVolumeFee = "30",
ClearingFee = "31",
SettlementFee = "32",
Rebates = "33",
Discounts = "34",
Payments = "35",
NonMonetaryPayments = "36"
}
export declare enum ResetSeqNumFlag {
No = "N",
Yes = "Y"
}
export declare 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",
Locked = "M",
Released = "N"
}
export declare enum SettlCurrFxRateCalc {
Multiply = "M",
Divide = "D"
}
export declare enum SettlInstMode {
Default = "0",
StandingInstructionsProvided = "1",
SpecificAllocationAccountOverriding = "2",
SpecificAllocationAccountStanding = "3",
SpecificOrderForASingleAccount = "4",
RequestReject = "5"
}
export declare enum SettlInstTransType {
New = "N",
Cancel = "C",
Replace = "R",
Restate = "T"
}
export declare enum SettlInstSource {
BrokerCredit = "1",
Institution = "2",
Investor = "3"
}
export declare 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",
OffshoreIssuedChineseYuanCorporateBond = "DIMSUMCORP",
PreferredCorporateBond = "PRCORP",
ForeignExchangeContract = "FOR",
NonDeliverableForward = "FXNDF",
FxSpot = "FXSPOT",
FxForward = "FXFWD",
FxSwap = "FXSWAP",
NonDeliverableSwap = "FXNDS",
FxBankNote = "FXBN",
ForeignCurrencyDiscountNote = "FXDN",
Cap = "CAP",
CreditDefaultSwap = "CDS",
Collar = "CLLR",
CommoditySwap = "CMDTYSWAP",
Exotic = "EXOTIC",
OptionsOnCombo = "OOC",
Floor = "FLR",
Fra = "FRA",
Future = "FUT",
DerivativeForward = "FWD",
InterestRateSwap = "IRS",
TotalReturnSwap = "TRS",
LoanLease = "LOANLEASE",
OptionsOnFutures = "OOF",
OptionsOnPhysical = "OOP",
Option = "OPT",
SpotForward = "SPOTFWD",
SwapOption = "SWAPTION",
Transmission = "XMISSION",
Index = "INDEX",
BondBasket = "BDBSKT",
ContractForDifference = "CFD",
CorrelationSwap = "CRLTNSWAP",
DiviendSwap = "DVDNDSWAP",
EquityBasket = "EQBSKT",
EquityForward = "EQFWD",
ReturnSwap = "RTRNSWAP",
VarianceSwap = "VARSWAP",
PortfolioSwaps = "PRTFLIOSWAP",
FuturesOnASwap = "FUTSWAP",
ForwardsOnASwap = "FWDSWAP",
ForwardFreightAgreement = "FWDFRTAGMT",
SpreadBetting = "SPREADBET",
ExchangeTradedCommodity = "ETC",
CommonStock = "CS",
PreferredStock = "PS",
DepositoryReceipts = "DR",
Repurchase = "REPO",
Forward = "FORWARD",
BuySellback = "BUYSELL",
SecuritiesLoan = "SECLOAN",
SecuritiesPledge = "SECPLEDGE",
DeliveryVersusPledge = "DVPLDG",
CollateralBasket = "COLLBSKT",
StructuredFinanceProduct = "SFP",
MarginLoan = "MRGNLOAN",
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",
OffshoreIssuedChineseYuanSovereignBond = "DIMSUMSOV",
SovereignBond = "SOV",
UsTreasuryFloatingRateNote = "TFRN",
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",
BankAcceptedBill = "BAB",
ShortTermBankNote = "BNST",
CallableCommercialPaper = "CLCP",
CommercialNote = "CN",
InterestBearingCommercialPaper = "CPIB",
EuroMediumTermNote = "EUMTN",
EuroNegotiableCommercialPaper = "EUNCP",
EuroStructuredLiquidityNote = "EUSTLQN",
EuroTimeDeposit = "EUTD",
JumboCertificateOfDeposit = "JCD",
MoneyMarketFund = "MMF",
MasterNote = "MN",
NegotiableCertificateOfDeposit = "NCD",
NegotiableCommercialPaper = "NCP",
RetailCertificateOfDeposit = "RCD",
TermDepositReceipt = "TDR",
AssetBackedSecurities = "ABS",
CanadianMortgageBonds = "CMB",
Corp = "CMBS",
CollateralizedMortgageObligation = "CMO",
IoetteMortgage = "IET",
MortgageBackedSecurities = "MBS",
MortgageInterestOnly = "MIO",
MortgagePrincipalOnly = "MPO",
MortgagePrivatePlacement = "MPP",
MiscellaneousPassThrough = "MPT",
Pfandbrief = "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",
MunicipalInterestBearingCommercialPaper = "MCPIB",
TaxableMunicipalBond = "TMB",
VariableRateDemandObligation = "VRDO",
MutualFund = "MF",
MultilegInstrument = "MLEG",
NoSecurityType = "NONE",
Wildcard = "?",
Cash = "CASH",
Other = "Other",
ExchangeTradedNote = "ETN",
SecuritizedDerivative = "SECDERIV",
ExchangeTradedFund = "ETF",
DigitalAsset = "DIGITAL"
}
export declare enum StandInstDbType {
Other = 0,
Dtcsid = 1,
ThomsonAlert = 2,
AGlobalCustodian = 3,
AccountNet = 4
}
export declare enum SettlDeliveryType {
Versus = 0,
Free = 1,
TriParty = 2,
HoldInCustody = 3
}
export declare enum AllocLinkType {
FxNetting = 0,
FxSwap = 1
}
export declare enum PutOrCall {
Put = 0,
Call = 1,
Other = 2,
Chooser = 3
}
export declare enum CoveredOrUncovered {
Covered = 0,
Uncovered = 1
}
export declare enum NotifyBrokerOfCredit {
No = "N",
Yes = "Y"
}
export declare enum AllocHandlInst {
Match = 1,
Forward = 2,
ForwardAndMatch = 3,
AutoClaimGiveUp = 4
}
export declare enum RoutingType {
TargetFirm = 1,
TargetList = 2,
BlockFirm = 3,
BlockList = 4,
TargetPerson = 5,
BlockPerson = 6
}
export declare 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",
FedFundRateEffective = "FEDEFF",
FedOpen = "FEDOPEN",
Euribor2 = "EURIBOR",
Aubsw = "AUBSW",
Bubor = "BUBOR",
Cdor = "CDOR",
Cibor = "CIBOR",
Eoniaswap = "EONIASWAP",
Estr = "ESTR",
Eurodollar = "EURODOLLAR",
Euroswiss = "EUROSWISS",
Gcfrepo = "GCFREPO",
Isdafix = "ISDAFIX",
Jibar = "JIBAR",
Mosprim = "MOSPRIM",
Nibor = "NIBOR",
Pribor = "PRIBOR",
Sofr = "SOFR",
Stibor = "STIBOR",
Telbor = "TELBOR",
Tibor = "TIBOR",
Wibor = "WIBOR",
Aonia = "AONIA",
Aoniar = "AONIA-R",
Bkbm = "BKBM",
Cd19D = "CD91D",
Corra = "CORRA",
Dirrtn = "DIRR-TN",
Eibor = "EIBOR",
FixingRepoRate = "FixingRepoRate",
Hibor = "HIBOR",
Ibr = "IBR",
Klibor = "KLIBOR",
Mibor = "MIBOR",
Nzonia = "NZONIA",
Phiref = "PHIREF",
Reibor = "REIBOR",
Saibor = "SAIBOR",
Saron = "SARON",
Sora = "SORA",
Tlref = "TLREF",
Tiie = "TIIE",
Thbfix = "THBFIX",
Tonar = "TONAR"
}
export declare 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",
OriginalAmount = "ORIGAMT",
PoolEffectiveDate = "POOLEFFDT",
PoolInitialFactor = "POOLINITFCTR",
Tranche = "TRANCHE",
Substitution = "SUBSTITUTION",
Multexchfllbck = "MULTEXCHFLLBCK",
Compsecfllbck = "COMPSECFLLBCK",
Locljrsdctn = "LOCLJRSDCTN",
Relvjrsdctn = "RELVJRSDCTN",
IncurredRecovery = "INCURRCVY",
AdditionalTerm = "ADDTRM",
ModifiedEquityDelivery = "MODEQTYDLVY",
NoReferenceOblication = "NOREFOBLIG",
UnknownReferenceObligation = "UNKREFOBLIG",
AllGuarantees = "ALLGUARANTEES",
ReferencePrice = "REFPX",
ReferencePolicy = "REFPOLICY",
SecuredList = "SECRDLIST",
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",
InterestPayoffOfRollingOrAmendingTrade = "PAYOFF",
AbsolutePrepaymentSpeed = "ABS",
ConstantPrepaymentPenalty = "CPP",
ConstantPrepaymentRate = "CPR",
ConstantPrepaymentYield = "CPY",
FinalCprOfHomeEquityPrepaymentCurve = "HEP",
PercentOfManufacturedHousingPrepaymentCurve = "MHP",
MonthlyPrepaymentRate = "MPR",
PercentOfProspectusPrepaymentCurve = "PPC",
PercentOfBmaPrepaymentCurve = "PSA",
SingleMonthlyMortality = "SMM"
}
export declare 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"
}
export declare enum TradedFlatSwitch {
No = "N",
Yes = "Y"
}
export declare enum SubscriptionRequestType {
Snapshot = "0",
SnapshotAndUpdates = "1",
DisablePreviousSnapshot = "2"
}
export declare enum MDUpdateType {
FullRefresh = 0,
IncrementalRefresh = 1
}
export declare enum AggregatedBook {
Yes = "Y",
No = "N"
}
export declare enum MDEntryType {
Bid = "0",
Offer = "1",
Trade = "2",
IndexValue = "3",
OpeningPrice = "4",
ClosingPrice = "5",
SettlementPrice = "6",
TradingSessionHighPrice = "7",
TradingSessionLowPrice = "8",
Vwap = "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",
FixingPrice = "W",
CashRate = "X",
RecoveryRate = "Y",
RecoveryRateForLong = "Z",
RecoveryRateForShort = "a",
MarketBid = "b",
MarketOffer = "c",
ShortSaleMinPrice = "d",
PreviousClosingPrice = "e",
ThresholdLimitPriceBanding = "g",
DailyFinancingValue = "h",
AccruedFinancingValue = "i",
Twap = "t"
}
export declare enum TickDirection {
PlusTick = "0",
ZeroPlusTick = "1",
MinusTick = "2",
ZeroMinusTick = "3"
}
export declare 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"
}
export declare enum TradeCondition {
Cancel = "0",
ImpliedTrade = "1",
MarketplaceEnteredTrade = "2",
MultiAssetClassMultilegTrade = "3",
MultilegToMultilegTrade = "4",
ShortSaleMinPrice = "5",
Benchmark = "6",
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",
OfficialClosingPriceDup = "AN",
CrossedOld = "AO",
FastMarket = "AP",
AutomaticExecution = "AQ",
FormT = "AR",
BasketIndex = "AS",
BurstBasket = "AT",
TradeThroughExempt = "AU",
QuoteSpread = "AV",
LastAuctionPrice = "AW",
HighPrice = "AX",
LowPrice = "AY",
SystematicInternaliser = "AZ",
AwayMarket = "BA",
MidpointPrice = "BB",
TradedBeforeIssueDate = "BC",
PreviousClosingPrice = "BD",
NationalBestBidOffer = "BE"
}
export declare enum MDUpdateAction {
New = "0",
Change = "1",
Delete = "2",
DeleteThru = "3",
DeleteFrom = "4",
Overlay = "5"
}
export declare 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"
}
export declare enum DeleteReason {
Cancellation = "0",
Error = "1"
}
export declare enum OpenCloseSettlFlag {
DailyOpen = "0",
SessionOpen = "1",
DeliverySettlementEntry = "2",
ExpectedEntry = "3",
EntryFromPreviousBusinessDay = "4",
TheoreticalPriceValue = "5"
}
export declare enum FinancialStatus {
Bankrupt = "1",
PendingDelisting = "2",
Restricted = "3"
}
export declare 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"
}
export declare 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,
Traded = 21,
TradedAndRemoved = 22,
ContractTerminates = 23
}
export declare enum QuoteCancelType {
CancelForOneOrMoreSecurities = 1,
CancelForSecurityType = 2,
CancelForUnderlyingSecurity = 3,
CancelAllQuotes = 4,
CancelSpecifiedSingleQuote = 5,
CancelByTypeOfQuote = 6,
CancelForSecurityIssuer = 7,
CancelForIssuerOfUnderlyingSecurity = 8
}
export declare 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,
NotionalValueExceedsThreshold = 14,
PriceExceedsCurrentPriceBandDepr = 15,
ReferencePriceNotAvailable = 16,
InsufficientCreditLimit = 17,
ExceededClipSizeLimit = 18,
ExceededMaxNotionalOrderAmt = 19,
ExceededDv01Pv01Limit = 20,
ExceededCs01Limit = 21,
Other = 99
}
export declare enum QuoteResponseLevel {
NoAcknowledgement = 0,
AcknowledgeOnlyNegativeOrErroneousQuotes = 1,
AcknowledgeEachQuoteMessage = 2,
SummaryAcknowledgement = 3
}
export declare enum QuoteRequestType {
Manual = 1,
Automatic = 2,
ConfirmQuote = 3
}
export declare enum SecurityRequestType {
RequestSecurityIdentityAndSpecifications = 0,
RequestSecurityIdentityForSpecifications = 1,
RequestListSecurityTypes = 2,
RequestListSecurities = 3,
Symbol = 4,
SecurityTypeAndOrCfiCode = 5,
Product = 6,
TradingSessionId = 7,
AllSecurities = 8,
MarketIdOrMarketId = 9
}
export declare enum SecurityResponseType {
AcceptAsIs = 1,
AcceptWithRevisions = 2,
ListOfSecurityTypesReturnedPerRequest = 3,
ListOfSecuritiesReturnedPerRequest = 4,
RejectSecurityProposal = 5,
CannotMatchSelectionCriteria = 6
}
export declare enum UnsolicitedIndicator {
No = "N",
Yes = "Y"
}
export declare enum SecurityTradingStatus {
OpeningDelay = 1,
TradingHalt = 2,
Resume = 3,
NoOpen = 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,
PreCross = 24,
Cross = 25,
PostClose = 26,
NoCancel = 27
}
export declare enum HaltReasonInt {
NewsDissemination = 0,
OrderInflux = 1,
OrderImbalance = 2,
AdditionalInformation = 3,
NewsPending = 4,
EquipmentChangeover = 5
}
export declare enum InViewOfCommon {
No = "N",
Yes = "Y"
}
export declare enum DueToRelated {
No = "N",
Yes = "Y"
}
export declare enum Adjustment {
Cancel = 1,
Error = 2,
Correction = 3
}
export declare enum TradingSessionID {
Day = "1",
HalfDay = "2",
Morning = "3",
Afternoon = "4",
Evening = "5",
AfterHours = "6",
Holiday = "7"
}
export declare enum TradSesMethod {
Electronic = 1,
OpenOutcry = 2,
TwoParty = 3,
Voice = 4
}
export declare enum TradSesMode {
Testing = 1,
Simulated = 2,
Production = 3
}
export declare enum TradSesStatus {
Unknown = 0,
Halted = 1,
Open = 2,
Closed = 3,
PreOpen = 4,
PreClose = 5,
RequestRejected = 6
}
export declare 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,
InvalidUnsupportedApplVer = 18,
Other = 99
}
export declare enum BidRequestTransType {
Cancel = "C",
New = "N"
}
export declare enum SolicitedFlag {
No = "N",
Yes = "Y"
}
export declare enum ExecRestatementReason {
GtCorporateAction = 0,
GtRenewal = 1,
VerbalChange = 2,
RepricingOfOrder = 3,
BrokerOption = 4,
PartialDeclineOfOrderQty = 5,
CancelOnTradingHalt = 6,
CancelOnSystemFailure = 7,
Market = 8,
Canceled = 9,
WarehouseRecap = 10,
PegRefresh = 11,
CancelOnConnectionLoss = 12,
CancelOnLogout = 13,
AssignTimePriority = 14,
CancelledForTradePriceViolation = 15,
CancelledForCrossImbalance = 16,
CxldSmp = 17,
CxldSmpAggressive = 18,
CxldSmpPassive = 19,
CxldSmpAggressivePassive = 20,
Other = 99
}
export declare enum BusinessRejectReason {
Other = 0,
UnknownId = 1,
UnknownSecurity = 2,
UnsupportedMessageType = 3,
ApplicationNotAvailable = 4,
ConditionallyRequiredFieldMissing = 5,
NotAuthorized = 6,
DeliverToFirmNotAvailableAtThisTime = 7,
ThrottleLimitExceeded = 8,
ThrottleLimitExceededSessionDisconnected = 9,
ThrottledMessagesRejectedOnRequest = 10,
InvalidPriceIncrement = 18
}
export declare enum MsgDirection {
Receive = "R",
Send = "S"
}
export declare enum DiscretionInst {
RelatedToDisplayedPrice = "0",
RelatedToMarketPrice = "1",
RelatedToPrimaryPrice = "2",
RelatedToLocalPrimaryPrice = "3",
RelatedToMidpointPrice = "4",
RelatedToLastTradePrice = "5",
RelatedToVwap = "6",
AveragePriceGuarantee = "7"
}
export declare enum BidType {
NonDisclosed = 1,
Disclosed = 2,
NoBiddingProcess = 3
}
export declare enum BidDescriptorType {
Sector = 1,
Country = 2,
Index = 3
}
export declare enum SideValueInd {
SideValue1 = 1,
SideValue2 = 2
}
export declare enum LiquidityIndType {
FiveDayMovingAverage = 1,
TwentyDayMovingAverage = 2,
NormalMarketSize = 3,
Other = 4
}
export declare enum ExchangeForPhysical {
No = "N",
Yes = "Y"
}
export declare enum ProgRptReqs {
BuySideRequests = 1,
SellSideSends = 2,
RealTimeExecutionReports = 3
}
export declare enum IncTaxInd {
Net = 1,
Gross = 2
}
export declare enum BidTradeType {
Agency = "A",
VwapGuarantee = "G",
GuaranteedClose = "J",
RiskTrade = "R"
}
export declare enum BasisPxType {
ClosingPriceAtMorningSession = "2",
ClosingPrice = "3",
CurrentPrice = "4",
Sq = "5",
VwapThroughADay = "6",
VwapThroughAMorningSession = "7",
VwapThroughAnAfternoonSession = "8",
VwapThroughADayExcept = "9",
VwapThroughAMorningSessionExcept = "A",
VwapThroughAnAfternoonSessionExcept = "B",
Strike = "C",
Open = "D",
Others = "Z"
}
export declare enum PriceType {
Percentage = 1,
PerUnit = 2,
FixedAmount = 3,
Discount = 4,
Premium = 5,
Spread = 6,
TedPrice = 7,
TedYield = 8,
Yield = 9,
FixedCabinetTradePrice = 10,
VariableCabinetTradePrice = 11,
PriceSpread = 12,
ProductTicksInHalves = 13,
ProductTicksInFourths = 14,
ProductTicksInEighths = 15,
ProductTicksInSixteenths = 16,
ProductTicksInThirtySeconds = 17,
ProductTicksInSixtyFourths = 18,
ProductTicksInOneTwentyEighths = 19,
NormalRateRepresentation = 20,
InverseRateRepresentation = 21,
BasisPoints = 22,
UpfrontPoints = 23,
InterestRate = 24,
PercentageNotional = 25
}
export declare enum GTBookingInst {
BookOutAllTradesOnDayOfExecution = 0,
AccumulateUntilFilledOrExpired = 1,
AccumulateUntilVerballyNotifiedOtherwise = 2
}
export declare enum ListStatusType {
Ack = 1,
Response = 2,
Timed = 3,
ExecStarted = 4,
AllDone = 5,
Alert = 6
}
export declare enum NetGrossInd {
Net = 1,
Gross = 2
}
export declare enum ListOrderStatus {
InBiddingProcess = 1,
ReceivedForExecution = 2,
Executing = 3,
Cancelling = 4,
Alert = 5,
AllDone = 6,
Reject = 7
}
export declare enum ListExecInstType {
Immediate = "1",
WaitForInstruction = "2",
SellDriven = "3",
BuyDrivenCashTopUp = "4",
BuyDrivenCashWithdraw = "5"
}
export declare enum CxlRejResponseTo {
OrderCancelRequest = "1",
OrderCancelReplaceRequest = "2"
}
export declare enum MultiLegReportingType {
SingleSecurity = "1",
IndividualLegOfAMultiLegSecurity = "2",
MultiLegSecurity = "3"
}
export declare enum PartyIDSource {
KoreanInvestorId = "1",
TaiwaneseForeignInvestorId = "2",
TaiwaneseTradingAcct = "3",
MalaysianCentralDepository = "4",
ChineseInvestorId = "5",
UkNationalInsuranceOrPensionNumber = "6",
UsSocialSecurityNumber = "7",
UsEmployerOrTaxIdNumber = "8",
AustralianBusinessNumber = "9",
AustralianTaxFileNumber = "A",
TaxId = "J",
IsitcAcronym = "I",
Bic = "B",
GeneralIdentifier = "C",
Proprietary = "D",
IsoCountryCode = "E",
SettlementEntityLocation = "F",
Mic = "G",
CsdParticipant = "H",
AustralianCompanyNumber = "K",
AustralianRegisteredBodyNumber = "L",
CftcReportingFirmIdentifier = "M",
LegalEntityIdentifier = "N",
InterimIdentifier = "O",
ShortCodeIdentifier = "P",
NationalIdNaturalPerson = "Q",
IndiaPermanentAccountNumber = "R",
Fdid = "S",
Spsaid = "T",
MasterSpsaid = "U"
}
export declare enum PartyRole {
ExecutingFirm = 1,
BrokerOfCredit = 2,
ClientId = 3,
ClearingFirm = 4,
InvestorId = 5,
IntroducingFirm = 6,
EnteringFirm = 7,
Locate = 8,
FundManagerClientId = 9,
SettlementLocation = 10,
OrderOriginationTrader = 11,
ExecutingTrader = 12,
OrderOriginationFirm = 13,
GiveupClearingFirmDepr = 14,
CorrespondantClearingFirm = 15,
ExecutingSystem = 16,
ContraFirm = 17,
ContraClearingFirm = 18,
SponsoringFirm = 19,
UnderlyingContraFirm = 20,
ClearingOrganization = 21,
Exchange = 22,
CustomerAccount = 24,
CorrespondentClearingOrganization = 25,
CorrespondentBroker = 26,
Buyer = 27,
Custodian = 28,
Intermediary = 29,
Agent = 30,
SubCustodian = 31,
Beneficiary = 32,
InterestedParty = 33,
RegulatoryBody =