jspurefix
Version:
pure node js fix engine
703 lines • 500 kB
JavaScript
"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.CoveredOrUncovered = exports.PutOrCall = exports.AllocLinkType = exports.SettlDeliveryType = exports.StandInstDbType = exports.SecurityType = exports.SettlInstSource = exports.SettlInstTransType = exports.SettlInstMode = exports.SettlCurrFxRateCalc = exports.ExecType = exports.ResetSeqNumFlag = exports.MiscFeeType = exports.IOINaturalFlag = exports.DKReason = exports.GapFillFlag = exports.ForexReq = exports.LocateReqd = exports.ReportToExch = exports.IOIQualifier = exports.OrdRejReason = exports.CxlRejReason = exports.EncryptMethod = exports.PossResend = exports.EmailType = exports.AllocRejCode = exports.AllocStatus = exports.ProcessCode = exports.PositionEffect = exports.AllocTransType = exports.SymbolSfx = exports.SettlType = exports.Urgency = exports.TimeInForce = exports.Side = exports.PossDupFlag = exports.OrdType = exports.OrdStatus = exports.MsgType = exports.LastCapacity = exports.IOITransType = exports.IOIQty = exports.IOIQltyInd = exports.SecurityIDSource = exports.HandlInst = exports.ExecInst = exports.CommType = exports.BeginString = exports.AdvTransType = exports.AdvSide = void 0;
exports.ProgRptReqs = exports.ExchangeForPhysical = exports.LiquidityIndType = exports.SideValueInd = exports.BidDescriptorType = exports.BidType = exports.DiscretionInst = exports.MsgDirection = exports.BusinessRejectReason = exports.ExecRestatementReason = exports.SolicitedFlag = exports.BidRequestTransType = exports.SessionRejectReason = exports.TradSesStatus = exports.TradSesMode = exports.TradSesMethod = exports.TradingSessionID = exports.Adjustment = exports.DueToRelated = exports.InViewOfCommon = exports.HaltReasonInt = exports.SecurityTradingStatus = exports.UnsolicitedIndicator = exports.SecurityResponseType = exports.SecurityRequestType = exports.QuoteRequestType = exports.QuoteResponseLevel = exports.QuoteRejectReason = exports.QuoteCancelType = exports.QuoteStatus = exports.CorporateAction = exports.FinancialStatus = exports.OpenCloseSettlFlag = exports.DeleteReason = exports.MDReqRejReason = exports.MDUpdateAction = exports.TradeCondition = exports.QuoteCondition = exports.TickDirection = exports.MDEntryType = exports.AggregatedBook = exports.MDUpdateType = exports.SubscriptionRequestType = exports.TradedFlatSwitch = exports.YieldType = exports.StipulationType = exports.BenchmarkCurveName = exports.RoutingType = exports.AllocHandlInst = exports.NotifyBrokerOfCredit = void 0;
exports.MatchType = exports.MatchStatus = exports.PreviouslyReported = exports.TradeRequestType = exports.TradSesStatusRejReason = exports.MultiLegRptTypeReq = exports.SecurityRequestResult = exports.SecurityListRequestType = exports.NoSides = exports.CrossPrioritization = exports.CrossType = exports.MDImplicitDelete = exports.Scope = exports.CashMargin = exports.QuoteType = exports.MassCancelRejectReason = exports.MassCancelResponse = exports.MassCancelRequestType = exports.OrderRestrictions = exports.OrderCapacity = exports.OwnerType = exports.ContAmtType = exports.OwnershipType = exports.RegistTransType = exports.RegistRejReasonCode = exports.RegistStatus = exports.FundRenewWaiv = exports.TaxAdvantageType = exports.PaymentMethod = exports.TradeReportTransType = exports.ExecPriceType = exports.MoneyLaunderingStatus = exports.CancellationRights = exports.DistribPaymentMethod = exports.RoundingDirection = exports.TestMessageIndicator = exports.Product = exports.PartyRole = exports.PartyIDSource = exports.MultiLegReportingType = exports.CxlRejResponseTo = exports.ListExecInstType = exports.ListOrderStatus = exports.NetGrossInd = exports.ListStatusType = exports.GTBookingInst = exports.PriceType = exports.BasisPxType = exports.BidTradeType = exports.IncTaxInd = void 0;
exports.SettlInstReqRejCode = exports.TerminationType = exports.DlvyInstType = exports.AllocSettlInstType = exports.BookingType = exports.ConfirmRejReason = exports.ConfirmType = exports.TrdRegTimestampType = exports.SideMultiLegReportingType = exports.TradeReportRejectReason = exports.TradeRequestStatus = exports.TradeRequestResult = exports.ExerciseMethod = exports.AssignmentMethod = exports.SettlPriceType = exports.PosReqStatus = exports.PosReqResult = exports.ResponseTransportType = exports.PosReqType = exports.PosMaintResult = exports.PosMaintStatus = exports.AdjustmentType = exports.SettlSessID = exports.PosMaintAction = exports.PosTransType = exports.PosAmtType = exports.PosQtyStatus = exports.PosType = exports.QuoteRespType = exports.QuotePriceType = exports.LegSwapType = exports.DeliveryForm = exports.ConfirmTransType = exports.ConfirmStatus = exports.AcctIDSource = exports.QuoteRequestRejectReason = exports.LegalConfirm = exports.PriorityIndicator = exports.WorkingIndicator = exports.ClearingFeeIndicator = exports.AllocType = exports.TradingSessionSubID = exports.PreallocMethod = exports.BookingUnit = exports.DayBookingInst = exports.MassStatusReqType = exports.CustOrderCapacity = exports.AccountType = exports.ClearingInstruction = exports.OddLot = void 0;
exports.CollAction = exports.AffirmStatus = exports.TrdRptStatus = exports.NetworkStatusResponseType = exports.NetworkRequestType = exports.StatusValue = exports.UserStatus = exports.UserRequestType = exports.DeliveryType = exports.LastRptRequested = exports.CollStatus = exports.CollAsgnRejectReason = exports.CollAsgnRespType = exports.CollAsgnTransType = exports.CollInquiryQualifier = exports.CollAsgnReason = exports.LastFragment = exports.MiscFeeBasis = exports.CPProgram = exports.InstrAttribType = exports.EventType = exports.AllocNoOrdersType = exports.TradeReportType = exports.QtyType = exports.ShortSaleReason = exports.PublishTrdIndicator = exports.LastLiquidityInd = exports.TargetStrategy = exports.DiscretionScope = exports.DiscretionRoundDirection = exports.DiscretionLimitType = exports.DiscretionOffsetType = exports.DiscretionMoveType = exports.PegScope = exports.PegRoundDirection = exports.PegLimitType = exports.PegOffsetType = exports.PegMoveType = exports.TrdSubType = exports.TrdType = exports.ExpirationCycle = exports.TradeAllocIndicator = exports.AvgPxIndicator = exports.ApplQueueAction = exports.ApplQueueResolution = exports.AllocIntermedReqType = exports.PartySubIDType = exports.AllocAccountType = exports.AllocCancReplaceReason = exports.AllocReportType = void 0;
exports.RespondentType = exports.PrivateQuote = exports.QuoteEntryStatus = exports.SettlObligSource = exports.SettlObligTransType = exports.SettlObligMode = exports.ImpliedMarketIndicator = exports.ExDestinationIDSource = exports.ApplVerID = exports.TradeHandlingInstr = exports.OrderCategory = exports.TriggerOrderType = exports.TriggerPriceDirection = exports.TriggerPriceTypeScope = exports.TriggerPriceType = exports.TriggerAction = exports.TriggerType = exports.PegPriceType = exports.LotType = exports.PriceProtectionScope = exports.DisplayMethod = exports.DisplayWhen = exports.RefOrderIDSource = exports.MDQuoteType = exports.AggressorIndicator = exports.InstrmtAssignmentMethod = exports.DealingCapacity = exports.AllocPositionEffect = exports.UnderlyingFXRateCalc = exports.CollApplType = exports.ExecAckStatus = exports.DeskTypeSource = exports.DeskType = exports.OrderHandlingInstSource = exports.CustOrderHandlingInst = exports.MDOriginType = exports.MDBookType = exports.AsOfIndicator = exports.AllocMethod = exports.TimeUnit = exports.UnitOfMeasure = exports.IndividualAllocType = exports.ExpirationQtyType = exports.SecurityUpdateAction = exports.UnderlyingSettlementType = exports.UnderlyingCashType = exports.SecurityStatus = exports.StrategyParameterType = exports.CollInquiryResult = exports.CollInquiryStatus = void 0;
exports.ComplexEventPriceTimeType = exports.ComplexEventPriceBoundaryMethod = exports.ComplexEventType = exports.OptPayoutType = exports.UnderlyingPriceDeterminationMethod = exports.StrikePriceBoundaryMethod = exports.StrikePriceDeterminationMethod = exports.NewsRefType = exports.NewsCategory = exports.SecurityListTypeSource = exports.SecurityListType = exports.Seniority = exports.RestructuringType = exports.RateSourceType = exports.RateSource = exports.FlowScheduleType = exports.ContractMultiplierUnit = exports.ModelType = exports.OrigCustOrderCapacity = exports.RefOrdIDReason = exports.VenueType = exports.OrderDelayUnit = exports.ApplReportType = exports.SessionStatus = exports.TradePublishIndicator = exports.ListRejectReason = exports.ContingencyType = exports.MultilegPriceMethod = exports.MultilegModel = exports.MassActionRejectReason = exports.MassActionResponse = exports.MassActionScope = exports.MassActionType = exports.TradSesEvent = exports.ApplResponseError = exports.ApplResponseType = exports.ApplReqType = exports.ListUpdateAction = exports.PriceLimitType = exports.MaturityMonthYearFormat = exports.MaturityMonthYearIncrementUnits = exports.TickRuleType = exports.ListMethod = exports.ValuationMethod = exports.PriceQuoteMethod = exports.ExerciseStyle = exports.SettlMethod = exports.MDSecSizeType = exports.StatsType = exports.SecurityTradingEvent = void 0;
exports.AuctionType = exports.OrderEventReason = exports.OrderEventType = exports.TradeVolType = exports.TradSesControl = exports.EntitlementAttribDatatype = exports.EntitlementType = exports.RiskLimitAction = exports.RiskLimitRequestResult = exports.RiskLimitRequestType = exports.ApplLevelRecoveryIndicator = exports.UpfrontPriceType = exports.TradePriceNegotiationMethod = exports.ObligationType = exports.AllocReversalStatus = exports.AllocationRollupInstruction = exports.OrderOrigination = exports.ShortSaleExemptionReason = exports.ShortSaleRestriction = exports.ThrottleCountIndicator = exports.ThrottleInst = exports.PartyDetailRoleQualifier = exports.PartyDetailStatus = exports.MarketMakerActivity = exports.RelatedInstrumentType = exports.MarginAmtType = exports.MarginReqmtInqResult = exports.MarginReqmtRptType = exports.MarginReqmtInqQualifier = exports.LimitAmtType = exports.TriggerScope = exports.MatchInst = exports.StreamAsgnType = exports.ThrottleType = exports.ThrottleAction = exports.ThrottleStatus = exports.SecurityRejectReason = exports.SideClearingTradePriceType = exports.PosAmtReason = exports.SecurityClassificationReason = exports.SwapSubClass = exports.InstrumentScopeOperator = exports.RiskLimitType = exports.TrdAckStatus = exports.PartyRelationship = exports.RequestResult = exports.StreamAsgnAckType = exports.StreamAsgnRejReason = exports.StreamAsgnReqType = exports.ComplexEventCondition = void 0;
exports.CouponDayCount = exports.CouponFrequencyUnit = exports.CouponType = exports.SwapClass = exports.AssetSubClass = exports.AssetClass = exports.TradeContinuation = exports.TradeCollateralization = exports.RegulatoryReportType = exports.IRSDirection = exports.ClearingRequirementException = exports.VerificationMethod = exports.ConfirmationMethod = exports.ClearingIntention = exports.PriceMovementType = exports.RegulatoryTradeIDType = exports.RegulatoryTradeIDSource = exports.RegulatoryTradeIDEvent = exports.TradeMatchRejectReason = exports.TradeMatchAckStatus = exports.EntitlementStatus = exports.EntitlementRequestResult = exports.PartyDetailDefinitionStatus = exports.PartyDetailRequestStatus = exports.PartyDetailRequestResult = exports.ValueCheckAction = exports.ValueCheckType = exports.QuoteAckStatus = exports.RelatedPositionIDSource = exports.RelatedTradeIDSource = exports.SideAvgPxIndicator = exports.OffsetInstruction = exports.TradeAllocGroupInstruction = exports.TradeQtyType = exports.TradeAllocStatus = exports.TradePriceCondition = exports.PositionCapacity = exports.ContractRefPosType = exports.ClearedIndicator = exports.EventTimeUnit = exports.Triggered = exports.MinQtyMethod = exports.RelatedPriceSource = exports.ClearingAccountType = exports.TradingCapacity = exports.DisclosureInstruction = exports.DisclosureType = exports.ReleaseInstruction = exports.LockType = exports.AuctionInstruction = void 0;
exports.MDStatisticScopeType = exports.MDStatisticSubScope = exports.MDStatisticScope = exports.MDStatisticType = exports.TransferReportType = exports.TransferRejectReason = exports.TransferStatus = exports.TransferScope = exports.TransferType = exports.TransferTransType = exports.ExecTypeReason = exports.OrderEntryAction = exports.OrderResponseLevel = exports.MassOrderRequestResult = exports.MassOrderRequestStatus = exports.ExecMethod = exports.QuoteModelType = exports.EntitlementSubType = exports.RegulatoryTradeIDScope = exports.TradeContingency = exports.TaxonomyType = exports.RemunerationIndicator = exports.PartyRiskLimitStatus = exports.RegulatoryTransactionType = exports.RiskLimitCheckStatus = exports.RiskLimitCheckModelType = exports.RefRiskLimitCheckIDType = exports.PartyActionRejectReason = exports.PartyActionResponse = exports.PartyActionType = exports.RiskLimitCheckRequestResult = exports.RiskLimitCheckRequestStatus = exports.RiskLimitCheckRequestType = exports.RiskLimitCheckType = exports.RiskLimitCheckTransType = exports.RiskLimitReportRejectReason = exports.RiskLimitReportStatus = exports.AssetGroup = exports.SettlDisruptionProvision = exports.StrategyType = exports.ComplexEventCreditEventNotifyingParty = exports.ComplexEventQuoteBasis = exports.ComplexOptPayoutTime = exports.NegotiationMethod = exports.AttachmentEncodingType = exports.UnderlyingObligationType = exports.BlockTrdAllocIndicator = exports.ReferenceEntityType = exports.LoanFacility = exports.LienSeniority = void 0;
exports.MatchExceptionToleranceValueType = exports.MatchExceptionElementType = exports.MatchExceptionType = exports.AllocRequestStatus = exports.AllocGroupStatus = exports.AveragePriceType = exports.ReturnTrigger = exports.ReferenceDataDateType = exports.CommodityFinalPriceType = exports.CommissionAmountSubType = exports.MiscFeeQualifier = exports.MDValueTier = exports.PriceQualifier = exports.QuoteAttributeType = exports.MarketCondition = exports.ExDestinationType = exports.InTheMoneyCondition = exports.OrderOwnershipIndicator = exports.NotAffectedReason = exports.MassActionReason = exports.TrdRegPublicationReason = exports.TrdRegPublicationType = exports.AlgorithmicTradeIndicator = exports.CommissionAmountType = exports.CollateralAmountType = exports.UnderlyingNotionalAdjustments = exports.ExtraordinaryEventAdjustmentMethod = exports.StrikeIndexQuote = exports.ComplexEventPVFinalPriceElectionFallback = exports.OrderAttributeType = exports.CalculationMethod = exports.SettlSubMethod = exports.CustomerPriority = exports.QuoteSideIndicator = exports.MarketSegmentRelationship = exports.MarketSegmentSubType = exports.MarketSegmentType = exports.MarketSegmentStatus = exports.MDReportEvent = exports.RelativeValueSide = exports.RelativeValueType = exports.TradeReportingIndicator = exports.CrossedIndicator = exports.CollRptStatus = exports.CollRptRejectReason = exports.MDStatisticValueType = exports.MDStatisticStatus = exports.MDStatisticRequestResult = exports.MDStatisticRatioType = exports.MDStatisticIntervalType = void 0;
exports.PaymentStreamPaymentDateOffsetUnit = exports.PaymentStreamPaymentFrequencyUnit = exports.PaymentStreamCompoundingMethod = exports.PaymentStreamDiscountType = exports.PaymentStreamType = exports.PaymentSettlStyle = exports.PaymentPaySide = exports.PaymentType = exports.ProtectionTermEventQualifier = exports.ProtectionTermEventDayType = exports.ProtectionTermEventUnit = exports.ProvisionCashSettlPaymentDateType = exports.ProvisionOptionExerciseFixedDateType = exports.ProvisionOptionExerciseEarliestDateOffsetUnit = exports.ProvisionCashSettlQuoteType = exports.ProvisionCashSettlMethod = exports.ProvisionOptionSinglePartyBuyerSide = exports.ProvisionCalculationAgent = exports.ProvisionDateTenorUnit = exports.ProvisionType = exports.StreamType = exports.CashSettlValuationMethod = exports.CashSettlQuoteMethod = exports.SelfMatchPreventionInstruction = exports.MultiJurisdictionReportingIndicator = exports.CurrencyCodeSource = exports.OrderRelationship = exports.RelatedOrderIDSource = exports.RoutingArrangmentIndicator = exports.TransactionAttributeType = exports.MarginDirection = exports.FundingSource = exports.CollateralReinvestmentType = exports.TrdRegTimestampManualIndicator = exports.SingleQuoteIndicator = exports.NBBOSource = exports.NBBOEntryType = exports.EventInitiatorType = exports.DuplicateClOrdIDIndicator = exports.PostTradePaymentStatus = exports.PostTradePaymentDebitOrCredit = exports.PayRequestStatus = exports.PayRequestTransType = exports.PayReportStatus = exports.PayReportTransType = exports.OffshoreIndicator = exports.TradeAggregationRejectReason = exports.TradeAggregationRequestStatus = exports.TradeAggregationTransType = exports.MatchingDataPointIndicator = void 0;
exports.StreamNotionalCommodityFrequency = exports.StreamCommodityDataSourceIDType = exports.StreamCommoditySettlDateRollUnit = exports.StreamCommodityNearbySettlDayUnit = exports.PaymentStreamPricingDayOfWeek = exports.PaymentStreamPricingDayDistribution = exports.PaymentStreamRateSpreadType = exports.PaymentStreamSettlLevel = exports.PaymentForwardStartType = exports.PaymentDateOffsetDayType = exports.OptionExerciseDateType = exports.ExerciseConfirmationMethod = exports.MarketDisruptionFallbackUnderlierType = exports.MarketDisruptionFallbackProvision = exports.MarketDisruptionProvision = exports.DeliveryStreamElectingPartySide = exports.DeliveryStreamToleranceOptionSide = exports.DeliveryStreamTitleTransferCondition = exports.DeliveryStreamDeliveryRestriction = exports.DeliveryStreamType = exports.DeliveryScheduleSettlTimeType = exports.DeliveryScheduleSettlDay = exports.DeliveryScheduleSettlHolidaysProcessingInstruction = exports.DeliveryScheduleSettlFlowType = exports.DeliveryScheduleToleranceType = exports.DeliveryScheduleType = exports.ComplexEventDateOffsetDayType = exports.ComplexEventPeriodType = exports.PaymentSubType = exports.DateRollConvention = exports.BusinessDayConvention = exports.PaymentStreamPaymentDateOffsetDayType = exports.PaymentStubLength = exports.PaymentStubType = exports.PaymentScheduleStepRelativeTo = exports.PaymentScheduleType = exports.NonDeliverableFixingDateType = exports.PaymentStreamFRADiscounting = exports.PaymentStreamInflationInterpolationMethod = exports.PaymentStreamInflationLagDayType = exports.PaymentStreamInflationLagUnit = exports.PaymentStreamNegativeRateTreatment = exports.PaymentStreamAveragingMethod = exports.PaymentStreamFloorRateBuySide = exports.PaymentStreamCapRateBuySide = exports.PaymentStreamRateTreatment = exports.PaymentStreamRateSpreadPositionType = exports.PaymentStreamRateIndexCurveUnit = exports.PaymentStreamRateIndexSource = exports.PaymentStreamResetWeeklyRollConvention = void 0;
exports.BatchProcessMode = exports.StreamNotionalAdjustments = exports.ReturnRatePriceType = exports.ReturnRatePriceBasis = exports.ReturnRateValuationPriceOption = exports.ReturnRateQuoteTimeType = exports.ReturnRatePriceSequence = exports.ReturnRateDateMode = exports.ProvisionBreakFeeElection = exports.PaymentStreamRealizedVarianceMethod = exports.PaymentStreamLinkStrikePriceType = exports.PaymentStreamInterpolationPeriod = exports.DividendComposition = exports.NonCashDividendTreatment = exports.DividendAmountType = exports.DividendEntitlementEvent = exports.CashSettlPriceDefault = exports.DeliveryStreamDeliveryPointSource = void 0;
var AdvSide;
(function (AdvSide) {
AdvSide["Buy"] = "B";
AdvSide["Sell"] = "S";
AdvSide["Trade"] = "T";
AdvSide["Cross"] = "X";
})(AdvSide || (exports.AdvSide = AdvSide = {}));
var AdvTransType;
(function (AdvTransType) {
AdvTransType["New"] = "N";
AdvTransType["Cancel"] = "C";
AdvTransType["Replace"] = "R";
})(AdvTransType || (exports.AdvTransType = AdvTransType = {}));
var BeginString;
(function (BeginString) {
BeginString["Fix42"] = "FIX.4.2";
BeginString["Fix44"] = "FIX.4.4";
BeginString["Fixt11"] = "FIXT.1.1";
})(BeginString || (exports.BeginString = BeginString = {}));
var CommType;
(function (CommType) {
CommType["PerUnit"] = "1";
CommType["Percent"] = "2";
CommType["Absolute"] = "3";
CommType["PercentageWaivedCashDiscount"] = "4";
CommType["PercentageWaivedEnhancedUnits"] = "5";
CommType["PointsPerBondOrContract"] = "6";
CommType["BasisPoints"] = "7";
CommType["AmountPerContract"] = "8";
})(CommType || (exports.CommType = CommType = {}));
var ExecInst;
(function (ExecInst) {
ExecInst["StayOnOfferSide"] = "0";
ExecInst["NotHeld"] = "1";
ExecInst["Work"] = "2";
ExecInst["GoAlong"] = "3";
ExecInst["OverTheDay"] = "4";
ExecInst["Held"] = "5";
ExecInst["ParticipateDoNotInitiate"] = "6";
ExecInst["StrictScale"] = "7";
ExecInst["TryToScale"] = "8";
ExecInst["StayOnBidSide"] = "9";
ExecInst["NoCross"] = "A";
ExecInst["OkToCross"] = "B";
ExecInst["CallFirst"] = "C";
ExecInst["PercentOfVolume"] = "D";
ExecInst["DoNotIncrease"] = "E";
ExecInst["DoNotReduce"] = "F";
ExecInst["AllOrNone"] = "G";
ExecInst["ReinstateOnSystemFailure"] = "H";
ExecInst["InstitutionsOnly"] = "I";
ExecInst["ReinstateOnTradingHalt"] = "J";
ExecInst["CancelOnTradingHalt"] = "K";
ExecInst["LastPeg"] = "L";
ExecInst["MidPricePeg"] = "M";
ExecInst["NonNegotiable"] = "N";
ExecInst["OpeningPeg"] = "O";
ExecInst["MarketPeg"] = "P";
ExecInst["CancelOnSystemFailure"] = "Q";
ExecInst["PrimaryPeg"] = "R";
ExecInst["Suspend"] = "S";
ExecInst["FixedPegToLocalBestBidOrOfferAtTimeOfOrder"] = "T";
ExecInst["CustomerDisplayInstruction"] = "U";
ExecInst["Netting"] = "V";
ExecInst["PegToVwap"] = "W";
ExecInst["TradeAlong"] = "X";
ExecInst["TryToStop"] = "Y";
ExecInst["CancelIfNotBest"] = "Z";
ExecInst["TrailingStopPeg"] = "a";
ExecInst["StrictLimit"] = "b";
ExecInst["IgnorePriceValidityChecks"] = "c";
ExecInst["PegToLimitPrice"] = "d";
ExecInst["WorkToTargetStrategy"] = "e";
ExecInst["IntermarketSweep"] = "f";
ExecInst["ExternalRoutingAllowed"] = "g";
ExecInst["ExternalRoutingNotAllowed"] = "h";
ExecInst["ImbalanceOnly"] = "i";
ExecInst["SingleExecutionRequestedForBlockTrade"] = "j";
ExecInst["BestExecution"] = "k";
ExecInst["SuspendOnSystemFailure"] = "l";
ExecInst["SuspendOnTradingHalt"] = "m";
ExecInst["ReinstateOnConnectionLoss"] = "n";
ExecInst["CancelOnConnectionLoss"] = "o";
ExecInst["SuspendOnConnectionLoss"] = "p";
ExecInst["Release"] = "q";
ExecInst["ExecuteAsDeltaNeutral"] = "r";
ExecInst["ExecuteAsDurationNeutral"] = "s";
ExecInst["ExecuteAsFxNeutral"] = "t";
ExecInst["MinGuaranteedFillEligible"] = "u";
ExecInst["BypassNonDisplayLiquidity"] = "v";
ExecInst["Lock"] = "w";
ExecInst["IgnoreNotionalValueChecks"] = "x";
ExecInst["TrdAtRefPx"] = "y";
ExecInst["AllowFacilitation"] = "z";
})(ExecInst || (exports.ExecInst = ExecInst = {}));
var HandlInst;
(function (HandlInst) {
HandlInst["AutomatedExecutionNoIntervention"] = "1";
HandlInst["AutomatedExecutionInterventionOk"] = "2";
HandlInst["ManualOrder"] = "3";
})(HandlInst || (exports.HandlInst = HandlInst = {}));
var SecurityIDSource;
(function (SecurityIDSource) {
SecurityIDSource["Cusip"] = "1";
SecurityIDSource["Sedol"] = "2";
SecurityIDSource["Quik"] = "3";
SecurityIDSource["IsinNumber"] = "4";
SecurityIDSource["RicCode"] = "5";
SecurityIDSource["IsoCurrencyCode"] = "6";
SecurityIDSource["IsoCountryCode"] = "7";
SecurityIDSource["ExchangeSymbol"] = "8";
SecurityIDSource["ConsolidatedTapeAssociation"] = "9";
SecurityIDSource["BloombergSymbol"] = "A";
SecurityIDSource["Wertpapier"] = "B";
SecurityIDSource["Dutch"] = "C";
SecurityIDSource["Valoren"] = "D";
SecurityIDSource["Sicovam"] = "E";
SecurityIDSource["Belgian"] = "F";
SecurityIDSource["Common"] = "G";
SecurityIDSource["ClearingHouse"] = "H";
SecurityIDSource["IsdaFpMlSpecification"] = "I";
SecurityIDSource["OptionPriceReportingAuthority"] = "J";
SecurityIDSource["IsdaFpMlurl"] = "K";
SecurityIDSource["LetterOfCredit"] = "L";
SecurityIDSource["MarketplaceAssignedIdentifier"] = "M";
SecurityIDSource["MarkitRedEntityClip"] = "N";
SecurityIDSource["MarkitRedPairClip"] = "P";
SecurityIDSource["CftcCommodityCode"] = "Q";
SecurityIDSource["IsdaCommodityReferencePrice"] = "R";
SecurityIDSource["FinancialInstrumentGlobalIdentifier"] = "S";
SecurityIDSource["LegalEntityIdentifier"] = "T";
SecurityIDSource["Synthetic"] = "U";
SecurityIDSource["FidessaInstrumentMnemonic"] = "V";
SecurityIDSource["IndexName"] = "W";
SecurityIDSource["UniformSymbol"] = "X";
SecurityIDSource["DigitalTokenIdentifier"] = "Y";
})(SecurityIDSource || (exports.SecurityIDSource = SecurityIDSource = {}));
var IOIQltyInd;
(function (IOIQltyInd) {
IOIQltyInd["High"] = "H";
IOIQltyInd["Low"] = "L";
IOIQltyInd["Medium"] = "M";
})(IOIQltyInd || (exports.IOIQltyInd = IOIQltyInd = {}));
var IOIQty;
(function (IOIQty) {
IOIQty["Small"] = "S";
IOIQty["Medium"] = "M";
IOIQty["Large"] = "L";
IOIQty["UndisclosedQuantity"] = "U";
})(IOIQty || (exports.IOIQty = IOIQty = {}));
var IOITransType;
(function (IOITransType) {
IOITransType["New"] = "N";
IOITransType["Cancel"] = "C";
IOITransType["Replace"] = "R";
})(IOITransType || (exports.IOITransType = IOITransType = {}));
var LastCapacity;
(function (LastCapacity) {
LastCapacity["Agent"] = "1";
LastCapacity["CrossAsAgent"] = "2";
LastCapacity["CrossAsPrincipal"] = "3";
LastCapacity["Principal"] = "4";
LastCapacity["RisklessPrincipal"] = "5";
})(LastCapacity || (exports.LastCapacity = LastCapacity = {}));
var MsgType;
(function (MsgType) {
MsgType["Heartbeat"] = "0";
MsgType["TestRequest"] = "1";
MsgType["ResendRequest"] = "2";
MsgType["Reject"] = "3";
MsgType["SequenceReset"] = "4";
MsgType["Logout"] = "5";
MsgType["Ioi"] = "6";
MsgType["Advertisement"] = "7";
MsgType["ExecutionReport"] = "8";
MsgType["OrderCancelReject"] = "9";
MsgType["Logon"] = "A";
MsgType["News"] = "B";
MsgType["Email"] = "C";
MsgType["NewOrderSingle"] = "D";
MsgType["NewOrderList"] = "E";
MsgType["OrderCancelRequest"] = "F";
MsgType["OrderCancelReplaceRequest"] = "G";
MsgType["OrderStatusRequest"] = "H";
MsgType["AllocationInstruction"] = "J";
MsgType["ListCancelRequest"] = "K";
MsgType["ListExecute"] = "L";
MsgType["ListStatusRequest"] = "M";
MsgType["ListStatus"] = "N";
MsgType["AllocationInstructionAck"] = "P";
MsgType["DontKnowTrade"] = "Q";
MsgType["QuoteRequest"] = "R";
MsgType["Quote"] = "S";
MsgType["SettlementInstructions"] = "T";
MsgType["MarketDataRequest"] = "V";
MsgType["MarketDataSnapshotFullRefresh"] = "W";
MsgType["MarketDataIncrementalRefresh"] = "X";
MsgType["MarketDataRequestReject"] = "Y";
MsgType["QuoteCancel"] = "Z";
MsgType["QuoteStatusRequest"] = "a";
MsgType["MassQuoteAck"] = "b";
MsgType["SecurityDefinitionRequest"] = "c";
MsgType["SecurityDefinition"] = "d";
MsgType["SecurityStatusRequest"] = "e";
MsgType["SecurityStatus"] = "f";
MsgType["TradingSessionStatusRequest"] = "g";
MsgType["TradingSessionStatus"] = "h";
MsgType["MassQuote"] = "i";
MsgType["BusinessMessageReject"] = "j";
MsgType["BidRequest"] = "k";
MsgType["BidResponse"] = "l";
MsgType["ListStrikePrice"] = "m";
MsgType["XmLnonFix"] = "n";
MsgType["RegistrationInstructions"] = "o";
MsgType["RegistrationInstructionsResponse"] = "p";
MsgType["OrderMassCancelRequest"] = "q";
MsgType["OrderMassCancelReport"] = "r";
MsgType["NewOrderCross"] = "s";
MsgType["CrossOrderCancelReplaceRequest"] = "t";
MsgType["CrossOrderCancelRequest"] = "u";
MsgType["SecurityTypeRequest"] = "v";
MsgType["SecurityTypes"] = "w";
MsgType["SecurityListRequest"] = "x";
MsgType["SecurityList"] = "y";
MsgType["DerivativeSecurityListRequest"] = "z";
MsgType["DerivativeSecurityList"] = "AA";
MsgType["NewOrderMultileg"] = "AB";
MsgType["MultilegOrderCancelReplace"] = "AC";
MsgType["TradeCaptureReportRequest"] = "AD";
MsgType["TradeCaptureReport"] = "AE";
MsgType["OrderMassStatusRequest"] = "AF";
MsgType["QuoteRequestReject"] = "AG";
MsgType["RfqRequest"] = "AH";
MsgType["QuoteStatusReport"] = "AI";
MsgType["QuoteResponse"] = "AJ";
MsgType["Confirmation"] = "AK";
MsgType["PositionMaintenanceRequest"] = "AL";
MsgType["PositionMaintenanceReport"] = "AM";
MsgType["RequestForPositions"] = "AN";
MsgType["RequestForPositionsAck"] = "AO";
MsgType["PositionReport"] = "AP";
MsgType["TradeCaptureReportRequestAck"] = "AQ";
MsgType["TradeCaptureReportAck"] = "AR";
MsgType["AllocationReport"] = "AS";
MsgType["AllocationReportAck"] = "AT";
MsgType["ConfirmationAck"] = "AU";
MsgType["SettlementInstructionRequest"] = "AV";
MsgType["AssignmentReport"] = "AW";
MsgType["CollateralRequest"] = "AX";
MsgType["CollateralAssignment"] = "AY";
MsgType["CollateralResponse"] = "AZ";
MsgType["CollateralReport"] = "BA";
MsgType["CollateralInquiry"] = "BB";
MsgType["NetworkCounterpartySystemStatusRequest"] = "BC";
MsgType["NetworkCounterpartySystemStatusResponse"] = "BD";
MsgType["UserRequest"] = "BE";
MsgType["UserResponse"] = "BF";
MsgType["CollateralInquiryAck"] = "BG";
MsgType["ConfirmationRequest"] = "BH";
MsgType["ContraryIntentionReport"] = "BO";
MsgType["SecurityDefinitionUpdateReport"] = "BP";
MsgType["SecurityListUpdateReport"] = "BK";
MsgType["AdjustedPositionReport"] = "BL";
MsgType["AllocationInstructionAlert"] = "BM";
MsgType["ExecutionAck"] = "BN";
MsgType["TradingSessionList"] = "BJ";
MsgType["TradingSessionListRequest"] = "BI";
MsgType["SettlementObligationReport"] = "BQ";
MsgType["DerivativeSecurityListUpdateReport"] = "BR";
MsgType["TradingSessionListUpdateReport"] = "BS";
MsgType["MarketDefinitionRequest"] = "BT";
MsgType["MarketDefinition"] = "BU";
MsgType["MarketDefinitionUpdateReport"] = "BV";
MsgType["ApplicationMessageRequest"] = "BW";
MsgType["ApplicationMessageRequestAck"] = "BX";
MsgType["ApplicationMessageReport"] = "BY";
MsgType["OrderMassActionReport"] = "BZ";
MsgType["OrderMassActionRequest"] = "CA";
MsgType["UserNotification"] = "CB";
MsgType["StreamAssignmentRequest"] = "CC";
MsgType["StreamAssignmentReport"] = "CD";
MsgType["StreamAssignmentReportAck"] = "CE";
MsgType["PartyDetailsListRequest"] = "CF";
MsgType["PartyDetailsListReport"] = "CG";
MsgType["MarginRequirementInquiry"] = "CH";
MsgType["MarginRequirementInquiryAck"] = "CI";
MsgType["MarginRequirementReport"] = "CJ";
MsgType["PartyDetailsListUpdateReport"] = "CK";
MsgType["PartyRiskLimitsRequest"] = "CL";
MsgType["PartyRiskLimitsReport"] = "CM";
MsgType["SecurityMassStatusRequest"] = "CN";
MsgType["SecurityMassStatus"] = "CO";
MsgType["AccountSummaryReport"] = "CQ";
MsgType["PartyRiskLimitsUpdateReport"] = "CR";
MsgType["PartyRiskLimitsDefinitionRequest"] = "CS";
MsgType["PartyRiskLimitsDefinitionRequestAck"] = "CT";
MsgType["PartyEntitlementsRequest"] = "CU";
MsgType["PartyEntitlementsReport"] = "CV";
MsgType["QuoteAck"] = "CW";
MsgType["PartyDetailsDefinitionRequest"] = "CX";
MsgType["PartyDetailsDefinitionRequestAck"] = "CY";
MsgType["PartyEntitlementsUpdateReport"] = "CZ";
MsgType["PartyEntitlementsDefinitionRequest"] = "DA";
MsgType["PartyEntitlementsDefinitionRequestAck"] = "DB";
MsgType["TradeMatchReport"] = "DC";
MsgType["TradeMatchReportAck"] = "DD";
MsgType["PartyRiskLimitsReportAck"] = "DE";
MsgType["PartyRiskLimitCheckRequest"] = "DF";
MsgType["PartyRiskLimitCheckRequestAck"] = "DG";
MsgType["PartyActionRequest"] = "DH";
MsgType["PartyActionReport"] = "DI";
MsgType["MassOrder"] = "DJ";
MsgType["MassOrderAck"] = "DK";
MsgType["PositionTransferInstruction"] = "DL";
MsgType["PositionTransferInstructionAck"] = "DM";
MsgType["PositionTransferReport"] = "DN";
MsgType["MarketDataStatisticsRequest"] = "DO";
MsgType["MarketDataStatisticsReport"] = "DP";
MsgType["CollateralReportAck"] = "DQ";
MsgType["MarketDataReport"] = "DR";
MsgType["CrossRequest"] = "DS";
MsgType["CrossRequestAck"] = "DT";
MsgType["AllocationInstructionAlertRequest"] = "DU";
MsgType["AllocationInstructionAlertRequestAck"] = "DV";
MsgType["TradeAggregationRequest"] = "DW";
MsgType["TradeAggregationReport"] = "DX";
MsgType["PayManagementReport"] = "EA";
MsgType["PayManagementReportAck"] = "EB";
MsgType["PayManagementRequest"] = "DY";
MsgType["PayManagementRequestAck"] = "DZ";
})(MsgType || (exports.MsgType = MsgType = {}));
var OrdStatus;
(function (OrdStatus) {
OrdStatus["New"] = "0";
OrdStatus["PartiallyFilled"] = "1";
OrdStatus["Filled"] = "2";
OrdStatus["DoneForDay"] = "3";
OrdStatus["Canceled"] = "4";
OrdStatus["Replaced"] = "5";
OrdStatus["PendingCancel"] = "6";
OrdStatus["Stopped"] = "7";
OrdStatus["Rejected"] = "8";
OrdStatus["Suspended"] = "9";
OrdStatus["PendingNew"] = "A";
OrdStatus["Calculated"] = "B";
OrdStatus["Expired"] = "C";
OrdStatus["AcceptedForBidding"] = "D";
OrdStatus["PendingReplace"] = "E";
})(OrdStatus || (exports.OrdStatus = OrdStatus = {}));
var OrdType;
(function (OrdType) {
OrdType["Market"] = "1";
OrdType["Limit"] = "2";
OrdType["Stop"] = "3";
OrdType["StopLimit"] = "4";
OrdType["MarketOnClose"] = "5";
OrdType["WithOrWithout"] = "6";
OrdType["LimitOrBetter"] = "7";
OrdType["LimitWithOrWithout"] = "8";
OrdType["OnBasis"] = "9";
OrdType["OnClose"] = "A";
OrdType["LimitOnClose"] = "B";
OrdType["ForexMarket"] = "C";
OrdType["PreviouslyQuoted"] = "D";
OrdType["PreviouslyIndicated"] = "E";
OrdType["ForexLimit"] = "F";
OrdType["ForexSwap"] = "G";
OrdType["ForexPreviouslyQuoted"] = "H";
OrdType["Funari"] = "I";
OrdType["MarketIfTouched"] = "J";
OrdType["MarketWithLeftOverAsLimit"] = "K";
OrdType["PreviousFundValuationPoint"] = "L";
OrdType["NextFundValuationPoint"] = "M";
OrdType["Pegged"] = "P";
OrdType["CounterOrderSelection"] = "Q";
OrdType["StopOnBidOrOffer"] = "R";
OrdType["StopLimitOnBidOrOffer"] = "S";
})(OrdType || (exports.OrdType = OrdType = {}));
var PossDupFlag;
(function (PossDupFlag) {
PossDupFlag["No"] = "N";
PossDupFlag["Yes"] = "Y";
})(PossDupFlag || (exports.PossDupFlag = PossDupFlag = {}));
var Side;
(function (Side) {
Side["Buy"] = "1";
Side["Sell"] = "2";
Side["BuyMinus"] = "3";
Side["SellPlus"] = "4";
Side["SellShort"] = "5";
Side["SellShortExempt"] = "6";
Side["Undisclosed"] = "7";
Side["Cross"] = "8";
Side["CrossShort"] = "9";
Side["CrossShortExempt"] = "A";
Side["AsDefined"] = "B";
Side["Opposite"] = "C";
Side["Subscribe"] = "D";
Side["Redeem"] = "E";
Side["Lend"] = "F";
Side["Borrow"] = "G";
Side["SellUndisclosed"] = "H";
})(Side || (exports.Side = Side = {}));
var TimeInForce;
(function (TimeInForce) {
TimeInForce["Day"] = "0";
TimeInForce["GoodTillCancel"] = "1";
TimeInForce["AtTheOpening"] = "2";
TimeInForce["ImmediateOrCancel"] = "3";
TimeInForce["FillOrKill"] = "4";
TimeInForce["GoodTillCrossing"] = "5";
TimeInForce["GoodTillDate"] = "6";
TimeInForce["AtTheClose"] = "7";
TimeInForce["GoodThroughCrossing"] = "8";
TimeInForce["AtCrossing"] = "9";
TimeInForce["GoodForTime"] = "A";
TimeInForce["GoodForAuction"] = "B";
TimeInForce["GoodForMonth"] = "C";
})(TimeInForce || (exports.TimeInForce = TimeInForce = {}));
var Urgency;
(function (Urgency) {
Urgency["Normal"] = "0";
Urgency["Flash"] = "1";
Urgency["Background"] = "2";
})(Urgency || (exports.Urgency = Urgency = {}));
var SettlType;
(function (SettlType) {
SettlType["Regular"] = "0";
SettlType["Cash"] = "1";
SettlType["NextDay"] = "2";
SettlType["TPlus2"] = "3";
SettlType["TPlus3"] = "4";
SettlType["TPlus4"] = "5";
SettlType["Future"] = "6";
SettlType["WhenAndIfIssued"] = "7";
SettlType["SellersOption"] = "8";
SettlType["TPlus5"] = "9";
SettlType["BrokenDate"] = "B";
SettlType["FxSpotNextSettlement"] = "C";
})(SettlType || (exports.SettlType = SettlType = {}));
var SymbolSfx;
(function (SymbolSfx) {
SymbolSfx["EucpWithLumpSumInterest"] = "CD";
SymbolSfx["WhenIssued"] = "WI";
})(SymbolSfx || (exports.SymbolSfx = SymbolSfx = {}));
var AllocTransType;
(function (AllocTransType) {
AllocTransType["New"] = "0";
AllocTransType["Replace"] = "1";
AllocTransType["Cancel"] = "2";
AllocTransType["Preliminary"] = "3";
AllocTransType["Calculated"] = "4";
AllocTransType["CalculatedWithoutPreliminary"] = "5";
AllocTransType["Reversal"] = "6";
})(AllocTransType || (exports.AllocTransType = AllocTransType = {}));
var PositionEffect;
(function (PositionEffect) {
PositionEffect["Close"] = "C";
PositionEffect["Fifo"] = "F";
PositionEffect["Open"] = "O";
PositionEffect["Rolled"] = "R";
PositionEffect["CloseButNotifyOnOpen"] = "N";
PositionEffect["Default"] = "D";
})(PositionEffect || (exports.PositionEffect = PositionEffect = {}));
var ProcessCode;
(function (ProcessCode) {
ProcessCode["Regular"] = "0";
ProcessCode["SoftDollar"] = "1";
ProcessCode["StepIn"] = "2";
ProcessCode["StepOut"] = "3";
ProcessCode["SoftDollarStepIn"] = "4";
ProcessCode["SoftDollarStepOut"] = "5";
ProcessCode["PlanSponsor"] = "6";
})(ProcessCode || (exports.ProcessCode = ProcessCode = {}));
var AllocStatus;
(function (AllocStatus) {
AllocStatus[AllocStatus["Accepted"] = 0] = "Accepted";
AllocStatus[AllocStatus["BlockLevelReject"] = 1] = "BlockLevelReject";
AllocStatus[AllocStatus["AccountLevelReject"] = 2] = "AccountLevelReject";
AllocStatus[AllocStatus["Received"] = 3] = "Received";
AllocStatus[AllocStatus["Incomplete"] = 4] = "Incomplete";
AllocStatus[AllocStatus["RejectedByIntermediary"] = 5] = "RejectedByIntermediary";
AllocStatus[AllocStatus["AllocationPending"] = 6] = "AllocationPending";
AllocStatus[AllocStatus["Reversed"] = 7] = "Reversed";
AllocStatus[AllocStatus["CancelledByIntermediary"] = 8] = "CancelledByIntermediary";
AllocStatus[AllocStatus["Claimed"] = 9] = "Claimed";
AllocStatus[AllocStatus["Refused"] = 10] = "Refused";
AllocStatus[AllocStatus["PendingGiveUpApproval"] = 11] = "PendingGiveUpApproval";
AllocStatus[AllocStatus["Cancelled"] = 12] = "Cancelled";
AllocStatus[AllocStatus["PendingTakeUpApproval"] = 13] = "PendingTakeUpApproval";
AllocStatus[AllocStatus["ReversalPending"] = 14] = "ReversalPending";
})(AllocStatus || (exports.AllocStatus = AllocStatus = {}));
var AllocRejCode;
(function (AllocRejCode) {
AllocRejCode[AllocRejCode["UnknownAccount"] = 0] = "UnknownAccount";
AllocRejCode[AllocRejCode["IncorrectQuantity"] = 1] = "IncorrectQuantity";
AllocRejCode[AllocRejCode["IncorrectAveragePrice"] = 2] = "IncorrectAveragePrice";
AllocRejCode[AllocRejCode["UnknownExecutingBrokerMnemonic"] = 3] = "UnknownExecutingBrokerMnemonic";
AllocRejCode[AllocRejCode["CommissionDifference"] = 4] = "CommissionDifference";
AllocRejCode[AllocRejCode["UnknownOrderId"] = 5] = "UnknownOrderId";
AllocRejCode[AllocRejCode["UnknownListId"] = 6] = "UnknownListId";
AllocRejCode[AllocRejCode["OtherSeeText"] = 7] = "OtherSeeText";
AllocRejCode[AllocRejCode["IncorrectAllocatedQuantity"] = 8] = "IncorrectAllocatedQuantity";
AllocRejCode[AllocRejCode["CalculationDifference"] = 9] = "CalculationDifference";
AllocRejCode[AllocRejCode["UnknownOrStaleExecId"] = 10] = "UnknownOrStaleExecId";
AllocRejCode[AllocRejCode["MismatchedData"] = 11] = "MismatchedData";
AllocRejCode[AllocRejCode["UnknownClOrdId"] = 12] = "UnknownClOrdId";
AllocRejCode[AllocRejCode["WarehouseRequestRejected"] = 13] = "WarehouseRequestRejected";
AllocRejCode[AllocRejCode["DuplicateOrMissingIndividualAllocId"] = 14] = "DuplicateOrMissingIndividualAllocId";
AllocRejCode[AllocRejCode["TradeNotRecognized"] = 15] = "TradeNotRecognized";
AllocRejCode[AllocRejCode["DuplicateTrade"] = 16] = "DuplicateTrade";
AllocRejCode[AllocRejCode["IncorrectOrMissingInstrument"] = 17] = "IncorrectOrMissingInstrument";
AllocRejCode[AllocRejCode["IncorrectOrMissingSettlDate"] = 18] = "IncorrectOrMissingSettlDate";
AllocRejCode[AllocRejCode["IncorrectOrMissingFundIdOrFundName"] = 19] = "IncorrectOrMissingFundIdOrFundName";
AllocRejCode[AllocRejCode["IncorrectOrMissingSettlInstructions"] = 20] = "IncorrectOrMissingSettlInstructions";
AllocRejCode[AllocRejCode["IncorrectOrMissingFees"] = 21] = "IncorrectOrMissingFees";
AllocRejCode[AllocRejCode["IncorrectOrMissingTax"] = 22] = "IncorrectOrMissingTax";
AllocRejCode[AllocRejCode["UnknownOrMissingParty"] = 23] = "UnknownOrMissingParty";
AllocRejCode[AllocRejCode["IncorrectOrMissingSide"] = 24] = "IncorrectOrMissingSide";
AllocRejCode[AllocRejCode["IncorrectOrMissingNetMoney"] = 25] = "IncorrectOrMissingNetMoney";
AllocRejCode[AllocRejCode["IncorrectOrMissingTradeDate"] = 26] = "IncorrectOrMissingTradeDate";
AllocRejCode[AllocRejCode["IncorrectOrMissingSettlCcyInstructions"] = 27] = "IncorrectOrMissingSettlCcyInstructions";
AllocRejCode[AllocRejCode["IncorrectOrMissingProcessCode"] = 28] = "IncorrectOrMissingProcessCode";
AllocRejCode[AllocRejCode["Other"] = 99] = "Other";
})(AllocRejCode || (exports.AllocRejCode = AllocRejCode = {}));
var EmailType;
(function (EmailType) {
EmailType["New"] = "0";
EmailType["Reply"] = "1";
EmailType["AdminReply"] = "2";
})(EmailType || (exports.EmailType = EmailType = {}));
var PossResend;
(function (PossResend) {
PossResend["No"] = "N";
PossResend["Yes"] = "Y";
})(PossResend || (exports.PossResend = PossResend = {}));
var EncryptMethod;
(function (EncryptMethod) {
EncryptMethod[EncryptMethod["None"] = 0] = "None";
EncryptMethod[EncryptMethod["Pkcs"] = 1] = "Pkcs";
EncryptMethod[EncryptMethod["Des"] = 2] = "Des";
EncryptMethod[EncryptMethod["Pkcsdes"] = 3] = "Pkcsdes";
EncryptMethod[EncryptMethod["Pgpdes"] = 4] = "Pgpdes";
EncryptMethod[EncryptMethod["Pgpdesmd5"] = 5] = "Pgpdesmd5";
EncryptMethod[EncryptMethod["Pem"] = 6] = "Pem";
})(EncryptMethod || (exports.EncryptMethod = EncryptMethod = {}));
var CxlRejReason;
(function (CxlRejReason) {
CxlRejReason[CxlRejReason["TooLateToCancel"] = 0] = "TooLateToCancel";
CxlRejReason[CxlRejReason["UnknownOrder"] = 1] = "UnknownOrder";
CxlRejReason[CxlRejReason["BrokerCredit"] = 2] = "BrokerCredit";
CxlRejReason[CxlRejReason["OrderAlreadyInPendingStatus"] = 3] = "OrderAlreadyInPendingStatus";
CxlRejReason[CxlRejReason["UnableToProcessOrderMassCancelRequest"] = 4] = "UnableToProcessOrderMassCancelRequest";
CxlRejReason[CxlRejReason["OrigOrdModTime"] = 5] = "OrigOrdModTime";
CxlRejReason[CxlRejReason["DuplicateClOrdId"] = 6] = "DuplicateClOrdId";
CxlRejReason[CxlRejReason["PriceExceedsCurrentPrice"] = 7] = "PriceExceedsCurrentPrice";
CxlRejReason[CxlRejReason["PriceExceedsCurrentPriceBand"] = 8] = "PriceExceedsCurrentPriceBand";
CxlRejReason[CxlRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement";
CxlRejReason[CxlRejReason["Other"] = 99] = "Other";
})(CxlRejReason || (exports.CxlRejReason = CxlRejReason = {}));
var OrdRejReason;
(function (OrdRejReason) {
OrdRejReason[OrdRejReason["BrokerCredit"] = 0] = "BrokerCredit";
OrdRejReason[OrdRejReason["UnknownSymbol"] = 1] = "UnknownSymbol";
OrdRejReason[OrdRejReason["ExchangeClosed"] = 2] = "ExchangeClosed";
OrdRejReason[OrdRejReason["OrderExceedsLimit"] = 3] = "OrderExceedsLimit";
OrdRejReason[OrdRejReason["TooLateToEnter"] = 4] = "TooLateToEnter";
OrdRejReason[OrdRejReason["UnknownOrder"] = 5] = "UnknownOrder";
OrdRejReason[OrdRejReason["DuplicateOrder"] = 6] = "DuplicateOrder";
OrdRejReason[OrdRejReason["DuplicateOfAVerballyCommunicatedOrder"] = 7] = "DuplicateOfAVerballyCommunicatedOrder";
OrdRejReason[OrdRejReason["StaleOrder"] = 8] = "StaleOrder";
OrdRejReason[OrdRejReason["TradeAlongRequired"] = 9] = "TradeAlongRequired";
OrdRejReason[OrdRejReason["InvalidInvestorId"] = 10] = "InvalidInvestorId";
OrdRejReason[OrdRejReason["UnsupportedOrderCharacteristic"] = 11] = "UnsupportedOrderCharacteristic";
OrdRejReason[OrdRejReason["SurveillanceOption"] = 12] = "SurveillanceOption";
OrdRejReason[OrdRejReason["IncorrectQuantity"] = 13] = "IncorrectQuantity";
OrdRejReason[OrdRejReason["IncorrectAllocatedQuantity"] = 14] = "IncorrectAllocatedQuantity";
OrdRejReason[OrdRejReason["UnknownAccount"] = 15] = "UnknownAccount";
OrdRejReason[OrdRejReason["PriceExceedsCurrentPriceBand"] = 16] = "PriceExceedsCurrentPriceBand";
OrdRejReason[OrdRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement";
OrdRejReason[OrdRejReason["ReferencePriceNotAvailable"] = 19] = "ReferencePriceNotAvailable";
OrdRejReason[OrdRejReason["NotionalValueExceedsThreshold"] = 20] = "NotionalValueExceedsThreshold";
OrdRejReason[OrdRejReason["AlgorithmRiskThresholdBreached"] = 21] = "AlgorithmRiskThresholdBreached";
OrdRejReason[OrdRejReason["ShortSellNotPermitted"] = 22] = "ShortSellNotPermitted";
OrdRejReason[OrdRejReason["ShortSellSecurityPreBorrowRestriction"] = 23] = "ShortSellSecurityPreBorrowRestriction";
OrdRejReason[OrdRejReason["ShortSellAccountPreBorrowRestriction"] = 24] = "ShortSellAccountPreBorrowRestriction";
OrdRejReason[OrdRejReason["InsufficientCreditLimit"] = 25] = "InsufficientCreditLimit";
OrdRejReason[OrdRejReason["ExceededClipSizeLimit"] = 26] = "ExceededClipSizeLimit";
OrdRejReason[OrdRejReason["ExceededMaxNotionalOrderAmt"] = 27] = "ExceededMaxNotionalOrderAmt";
OrdRejReason[OrdRejReason["ExceededDv01Pv01Limit"] = 28] = "ExceededDv01Pv01Limit";
OrdRejReason[OrdRejReason["ExceededCs01Limit"] = 29] = "ExceededCs01Limit";
OrdRejReason[OrdRejReason["Other"] = 99] = "Other";
})(OrdRejReason || (exports.OrdRejReason = OrdRejReason = {}));
var IOIQualifier;
(function (IOIQualifier) {
IOIQualifier["QuantityNegotiable"] = "1";
IOIQualifier["AllowLateBids"] = "2";
IOIQualifier["ImmediateOrCounter"] = "3";
IOIQualifier["AutoTrade"] = "4";
IOIQualifier["AllOrNone"] = "A";
IOIQualifier["MarketOnClose"] = "B";
IOIQualifier["AtTheClose"] = "C";
IOIQualifier["Vwap"] = "D";
IOIQualifier["Axe"] = "E";
IOIQualifier["AxeOnBid"] = "F";
IOIQualifier["AxeOnOffer"] = "G";
IOIQualifier["ClientNaturalWorking"] = "H";
IOIQualifier["InTouchWith"] = "I";
IOIQualifier["PositionWanted"] = "J";
IOIQualifier["MarketMaking"] = "K";
IOIQualifier["Limit"] = "L";
IOIQualifier["MoreBehind"] = "M";
IOIQualifier["ClientNaturalBlock"] = "N";
IOIQualifier["AtTheOpen"] = "O";
IOIQualifier["TakingAPosition"] = "P";
IOIQualifier["AtTheMarket"] = "Q";
IOIQualifier["ReadyToTrade"] = "R";
IOIQualifier["PortfolioShown"] = "S";
IOIQualifier["ThroughTheDay"] = "T";
IOIQualifier["Unwind"] = "U";
IOIQualifier["Versus"] = "V";
IOIQualifier["Indication"] = "W";
IOIQualifier["CrossingOpportunity"] = "X";
IOIQualifier["AtTheMidpoint"] = "Y";
IOIQualifier["PreOpen"] = "Z";
IOIQualifier["AutomaticSpot"] = "a";
IOIQualifier["PlatformCalculatedSpot"] = "b";
IOIQualifier["OutsideSpread"] = "c";
IOIQualifier["DeferredSpot"] = "d";
IOIQualifier["NegotiatedSpot"] = "n";
})(IOIQualifier || (exports.IOIQualifier = IOIQualifier = {}));
var ReportToExch;
(function (ReportToExch) {
ReportToExch["No"] = "N";
ReportToExch["Yes"] = "Y";
})(ReportToExch || (exports.ReportToExch = ReportToExch = {}));
var LocateReqd;
(function (LocateReqd) {
LocateReqd["No"] = "N";
LocateReqd["Yes"] = "Y";
})(LocateReqd || (exports.LocateReqd = LocateReqd = {}));
var ForexReq;
(function (ForexReq) {
ForexReq["No"] = "N";
ForexReq["Yes"] = "Y";
})(ForexReq || (exports.ForexReq = ForexReq = {}));
var GapFillFlag;
(function (GapFillFlag) {
GapFillFlag["No"] = "N";
GapFillFlag["Yes"] = "Y";
})(GapFillFlag || (exports.GapFillFlag = GapFillFlag = {}));
var DKReason;
(function (DKReason) {
DKReason["UnknownSymbol"] = "A";
DKReason["WrongSide"] = "B";
DKReason["QuantityExceedsOrder"] = "C";
DKReason["NoMatchingOrder"] = "D";
DKReason["PriceExceedsLimit"] = "E";
DKReason["CalculationDifference"] = "F";
DKReason["NoMatchingExecutionReport"] = "G";
DKReason["Other"] = "Z";
})(DKReason || (exports.DKReason = DKReason = {}));
var IOINaturalFlag;
(function (IOINaturalFlag) {
IOINaturalFlag["No"] = "N";
IOINaturalFlag["Yes"] = "Y";
})(IOINaturalFlag || (exports.IOINaturalFlag = IOINaturalFlag = {}));
var MiscFeeType;
(function (MiscFeeType) {
MiscFeeType["Regulatory"] = "1";
MiscFeeType["Tax"] = "2";
MiscFeeType["LocalCommission"] = "3";
MiscFeeType["ExchangeFees"] = "4";
MiscFeeType["Stamp"] = "5";
MiscFeeType["Levy"] = "6";
MiscFeeType["Other"] = "7";
MiscFeeType["Markup"] = "8";
MiscFeeType["ConsumptionTax"] = "9";
MiscFeeType["PerTransaction"] = "10";
MiscFeeType["Conversion"] = "11";
MiscFeeType["Agent"] = "12";
MiscFeeType["TransferFee"] = "13";
MiscFeeType["SecurityLending"] = "14";
MiscFeeType["TradeReporting"] = "15";
MiscFeeType["TaxOnPrincipalAmount"] = "16";
MiscFeeType["TaxOnAccruedInterestAmount"] = "17";
Mi