jspurefix
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pure node js fix engine
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TypeScript
export declare enum AdvSide {
Buy = "B",
Sell = "S",
Cross = "X",
Trade = "T"
}
export declare enum AdvTransType {
New = "N",
Cancel = "C",
Replace = "R"
}
export declare enum CommType {
PerUnit = "1",
Percentage = "2",
Absolute = "3",
PercentageWaivedCashDiscount = "4",
PercentageWaivedEnhancedUnits = "5",
PointsPerBondOrOrContract = "6"
}
export declare enum ExecInst {
StayOnOfferside = "0",
NotHeld = "1",
Work = "2",
GoAlong = "3",
OverTheDay = "4",
Held = "5",
ParticipateDontInitiate = "6",
StrictScale = "7",
TryToScale = "8",
StayOnBidside = "9",
NoCross = "A",
OkToCross = "B",
CallFirst = "C",
PercentOfVolume = "D",
DoNotIncrease = "E",
DoNotReduce = "F",
AllOrNone = "G",
ReinstateOnSystemFailure = "H",
InstitutionsOnly = "I",
ReinstateOnTradingHalt = "J",
CancelOnTradingHalt = "K",
LastPeg = "L",
MidPrice = "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",
RofexOrderHandler = "x",
CancelOnConnectionLoss = "o"
}
export declare enum ExecTransType {
New = "0",
Cancel = "1",
Correct = "2",
Status = "3"
}
export declare enum HandlInst {
AutomatedExecutionOrderPrivate = "1",
AutomatedExecutionOrderPublic = "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",
ClearingHouseClearingOrganization = "H",
IsdaFpmlProductSpecification = "I",
OptionsPriceReportingAuthority = "J",
IsdaFpmlProductUrl = "K",
LetterOfCredit = "L",
MarketPlaceAssignedIdentifier = "M"
}
export declare enum IOIQltyInd {
Low = "L",
Medium = "M",
High = "H"
}
export declare enum IOIQty {
E1000000000 = "0",
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"
}
export declare enum MsgType {
Heartbeat = "0",
TestRequest = "1",
ResendRequest = "2",
Reject = "3",
SequenceReset = "4",
Logout = "5",
IndicationOfInterest = "6",
Advertisement = "7",
ExecutionReport = "8",
OrderCancelReject = "9",
Logon = "A",
News = "B",
Email = "C",
OrderSingle = "D",
OrderList = "E",
OrderCancelRequest = "F",
OrderCancelReplaceRequest = "G",
OrderStatusRequest = "H",
AllocationInstruction = "J",
ListCancelRequest = "K",
ListExecute = "L",
ListStatusRequest = "M",
ListStatus = "N",
AllocationInstructionAck = "P",
DontKnowTrade = "Q",
QuoteRequest = "R",
Quote = "S",
SettlementInstructions = "T",
MarketDataRequest = "V",
MarketDataSnapshotFullRefresh = "W",
MarketDataIncrementalRefresh = "X",
MarketDataRequestReject = "Y",
QuoteCancel = "Z",
QuoteStatusRequest = "a",
MassQuoteAcknowledgement = "b",
SecurityDefinitionRequest = "c",
SecurityDefinition = "d",
SecurityStatusRequest = "e",
SecurityStatus = "f",
TradingSessionStatusRequest = "g",
TradingSessionStatus = "h",
MassQuote = "i",
BusinessMessageReject = "j",
BidRequest = "k",
BidResponse = "l",
ListStrikePrice = "m",
XmlMessage = "n",
RegistrationInstructions = "o",
RegistrationInstructionsResponse = "p",
OrderMassCancelRequest = "q",
OrderMassCancelReport = "r",
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",
NetworkStatusRequest = "BC",
NetworkStatusResponse = "BD",
UserRequest = "BE",
UserResponse = "BF",
CollateralInquiryAck = "BG",
ConfirmationRequest = "BH",
TradingSessionListRequest = "BI",
TradingSessionList = "BJ",
SecurityListUpdateReport = "BK",
AdjustedPositionReport = "BL",
AllocationInstructionAlert = "BM",
ExecutionAcknowledgement = "BN",
ContraryIntentionReport = "BO",
SecurityDefinitionUpdateReport = "BP",
AccountListRequest = "UALR",
AccountList = "UALT",
AccountListIncremental = "UALI"
}
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",
PendingApproval = "F"
}
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",
StopLimitMerval = "z"
}
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"
}
export declare enum TimeInForce {
Day = "0",
GoodTillCancel = "1",
AtTheOpening = "2",
ImmediateOrCancel = "3",
FillOrKill = "4",
GoodTillCrossing = "5",
GoodTillDate = "6",
AtTheClose = "7"
}
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",
FxSpotNextSettlement = "C",
BrokenDate = "B"
}
export declare enum SymbolSfx {
WhenIssued = "WI",
AEucpWithLumpSumInterest = "CD"
}
export declare enum AllocTransType {
New = "0",
Replace = "1",
Cancel = "2",
Preliminary = "3",
Calculated = "4",
CalculatedWithoutPreliminary = "5",
Reversal = "6"
}
export declare enum PositionEffect {
Open = "O",
Close = "C",
Rolled = "R",
Fifo = "F"
}
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
}
export declare enum AllocRejCode {
UnknownAccount = 0,
IncorrectQuantity = 1,
IncorrectAveragePrice = 2,
UnknownExecutingBrokerMnemonic = 3,
CommissionDifference = 4,
UnknownOrderid = 5,
UnknownListid = 6,
Other = 7,
IncorrectAllocatedQuantity = 8,
CalculationDifference = 9,
UnknownOrStaleExecId = 10,
MismatchedDataValue = 11,
UnknownClordid = 12,
WarehouseRequestRejected = 13
}
export declare enum EmailType {
New = "0",
Reply = "1",
AdminReply = "2"
}
export declare enum EncryptMethod {
NoneOther = 0,
Pkcs = 1,
Des = 2,
PkcsDes = 3,
PgpDes = 4,
PgpDesMd5 = 5,
PemDesMd5 = 6
}
export declare enum CxlRejReason {
TooLateToCancel = 0,
UnknownOrder = 1,
BrokerExchangeOption = 2,
OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3,
UnableToProcessOrderMassCancelRequest = 4,
OrigordmodtimeDidNotMatchLastTransacttimeOfOrder = 5,
DuplicateClordidReceived = 6,
InvalidPriceIncrement = 18,
Other = 99
}
export declare enum OrdRejReason {
BrokerExchangeOption = 0,
UnknownSymbol = 1,
ExchangeClosed = 2,
OrderExceedsLimit = 3,
TooLateToEnter = 4,
UnknownOrder = 5,
DuplicateOrder = 6,
DuplicateOfAVerballyCommunicatedOrder = 7,
StaleOrder = 8,
TradeAlongRequired = 9,
InvalidInvestorId = 10,
UnsupportedOrderCharacteristic = 11,
SurveillenceOption = 12,
IncorrectQuantity = 13,
IncorrectAllocatedQuantity = 14,
UnknownAccount = 15,
InvalidPriceIncrement = 18,
Other = 99
}
export declare enum IOIQualifier {
AllOrNone = "A",
MarketOnClose = "B",
AtTheClose = "C",
Vwap = "D",
InTouchWith = "I",
Limit = "L",
MoreBehind = "M",
AtTheOpen = "O",
TakingAPosition = "P",
AtTheMarket = "Q",
ReadyToTrade = "R",
PortfolioShown = "S",
ThroughTheDay = "T",
Versus = "V",
IndicationWorkingAway = "W",
CrossingOpportunity = "X",
AtTheMidpoint = "Y",
PreOpen = "Z"
}
export declare enum CxlType {
PartialCancel = "P",
FullRemainingQuantity = "F"
}
export declare enum DKReason {
UnknownSymbol = "A",
WrongSide = "B",
QuantityExceedsOrder = "C",
NoMatchingOrder = "D",
PriceExceedsLimit = "E",
CalculationDifference = "F",
Other = "Z"
}
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"
}
export declare enum ExecType {
New = "0",
PartialFill = "1",
Fill = "2",
DoneForDay = "3",
Canceled = "4",
Replace = "5",
PendingCancel = "6",
Stopped = "7",
Rejected = "8",
Suspended = "9",
PendingNew = "A",
Calculated = "B",
Expired = "C",
Restated = "D",
PendingReplace = "E",
Trade = "F",
TradeCorrect = "G",
TradeCancel = "H",
OrderStatus = "I",
TradeInAClearingHold = "J",
TradeHasBeenReleasedToClearing = "K",
TriggeredOrActivatedBySystem = "L"
}
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 {
BrokersInstructions = "1",
InstitutionsInstructions = "2",
Investor = "3"
}
export declare enum SettlLocation {
Cedel = "CED",
DepositoryTrustCompany = "DTC",
Euroclear = "EUR",
FederalBookEntry = "FED",
LocalMarketSettleLocation = "ISO",
Physical = "PNY",
ParticipantTrustCompany = "PTC"
}
export declare enum SecurityType {
Wildcard = "?",
AssetBackedSecurities = "ABS",
AmendedAndRestated = "AMENDED",
OtherAnticipationNotes = "AN",
BankersAcceptance = "BA",
BankNotes = "BN",
BillOfExchanges = "BOX",
BradyBond = "BRADY",
BridgeLoan = "BRIDGE",
BuySellback = "BUYSELL",
ConvertibleBond = "CB",
CertificateOfDeposit = "CD",
CallLoans = "CL",
CorpMortgageBackedSecurities = "CMBS",
CollateralizedMortgageObligation = "CMO",
CertificateOfObligation = "COFO",
CertificateOfParticipation = "COFP",
CorporateBond = "CORP",
CommercialPaper = "CP",
CorporatePrivatePlacement = "CPP",
CommonStock = "CS",
Defaulted = "DEFLTED",
DebtorInPossession = "DINP",
DepositNotes = "DN",
DualCurrency = "DUAL",
EuroCertificateOfDeposit = "EUCD",
EuroCorporateBond = "EUCORP",
EuroCommercialPaper = "EUCP",
EuroSovereigns = "EUSOV",
EuroSupranationalCoupons = "EUSUPRA",
FederalAgencyCoupon = "FAC",
FederalAgencyDiscountNote = "FADN",
ForeignExchangeContract = "FOR",
Forward = "FORWARD",
Future = "FUT",
GeneralObligationBonds = "GO",
IoetteMortgage = "IET",
LetterOfCredit = "LOFC",
LiquidityNote = "LQN",
Matured = "MATURED",
MortgageBackedSecurities = "MBS",
MutualFund = "MF",
MortgageInterestOnly = "MIO",
MultiLegInstrument = "MLEG",
MortgagePrincipalOnly = "MPO",
MortgagePrivatePlacement = "MPP",
MiscellaneousPassThrough = "MPT",
MandatoryTender = "MT",
MediumTermNotes = "MTN",
NoSecurityType = "NONE",
Overnight = "ONITE",
Option = "OPT",
PrivateExportFunding = "PEF",
Pfandbriefe = "PFAND",
PromissoryNote = "PN",
PreferredStock = "PS",
PlazosFijos = "PZFJ",
RevenueAnticipationNote = "RAN",
Replaced = "REPLACD",
Repurchase = "REPO",
Retired = "RETIRED",
RevenueBonds = "REV",
RevolverLoan = "RVLV",
RevolverTermLoan = "RVLVTRM",
SecuritiesLoan = "SECLOAN",
SecuritiesPledge = "SECPLEDGE",
SpecialAssessment = "SPCLA",
SpecialObligation = "SPCLO",
SpecialTax = "SPCLT",
ShortTermLoanNote = "STN",
StructuredNotes = "STRUCT",
UsdSupranationalCoupons = "SUPRA",
SwingLineFacility = "SWING",
TaxAnticipationNote = "TAN",
TaxAllocation = "TAXA",
ToBeAnnounced = "TBA",
UsTreasuryBill = "TBILL",
UsTreasuryBond = "TBOND",
PrincipalStripOfACallableBondOrNote = "TCAL",
TimeDeposit = "TD",
TaxExemptCommercialPaper = "TECP",
TermLoan = "TERM",
InterestStripFromAnyBondOrNote = "TINT",
TreasuryInflationProtectedSecurities = "TIPS",
UsTreasuryNote = "TNOTE",
PrincipalStripFromANonCallableBondOrNote = "TPRN",
TaxAndRevenueAnticipationNote = "TRAN",
UsTreasuryNote2 = "UST",
UsTreasuryBill2 = "USTB",
VariableRateDemandNote = "VRDN",
Warrant = "WAR",
Withdrawn = "WITHDRN",
Unknown = "WLD",
ExtendedCommNote = "XCN",
IndexedLinked = "XLINKD",
YankeeCorporateBond = "YANK",
YankeeCertificateOfDeposit = "YCD",
OptionsOnPhysical = "OOP",
OptionsOnFutures = "OOF",
Cash = "CASH",
QualifyingShares = "QS"
}
export declare enum StandInstDbType {
Other = 0,
DtcSid = 1,
ThomsonAlert = 2,
AGlobalCustodian = 3,
Accountnet = 4
}
export declare enum SettlDeliveryType {
VersusPayment = 0,
Free = 1,
TriParty = 2,
HoldInCustody = 3
}
export declare enum AllocLinkType {
FXNetting = 0,
FXSwap = 1
}
export declare enum PutOrCall {
Put = 0,
Call = 1
}
export declare enum CoveredOrUncovered {
Covered = 0,
Uncovered = 1
}
export declare enum CustomerOrFirm {
Customer = 0,
Firm = 1
}
export declare enum AllocHandlInst {
Match = 1,
Forward = 2,
ForwardAndMatch = 3
}
export declare enum RoutingType {
TargetFirm = 1,
TargetList = 2,
BlockFirm = 3,
BlockList = 4
}
export declare enum Benchmark {
Curve = "1",
Fiveyr = "2",
Old5 = "3",
Tenyr = "4",
Old10 = "5",
Thirtyyr = "6",
Old30 = "7",
Threemolibor = "8",
Sixmolibor = "9"
}
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"
}
export declare enum StipulationType {
AbsolutePrepaymentSpeed = "ABS",
Amt = "AMT",
AutoReinvestmentAtOrBetter = "AUTOREINV",
BankQualified = "BANKQUAL",
BargainConditions = "BGNCON",
CouponRange = "COUPON",
ConstantPrepaymentPenalty = "CPP",
ConstantPrepaymentRate = "CPR",
ConstantPrepaymentYield = "CPY",
IsoCurrencyCode = "CURRENCY",
CustomStartEndDate = "CUSTOMDATE",
GeographicsAndPercentRange = "GEOG",
ValuationDiscount = "HAIRCUT",
FinalCprOfHomeEquityPrepaymentCurve = "HEP",
Insured = "INSURED",
YearOrYearMonthOfIssue = "ISSUE",
IssuersTicker = "ISSUER",
IssueSizeRange = "ISSUESIZE",
LookbackDays = "LOOKBACK",
ExplicitLotIdentifier = "LOT",
LotVariance = "LOTVAR",
MaturityYearAndMonth = "MAT",
MaturityRange = "MATURITY",
MaximumSubstitutions = "MAXSUBS",
PercentOfManufacturedHousingPrepaymentCurve = "MHP",
MinimumDenomination = "MINDNOM",
MinimumIncrement = "MININCR",
MinimumQuantity = "MINQTY",
MonthlyPrepaymentRate = "MPR",
PaymentFrequencyCalendar = "PAYFREQ",
NumberOfPieces = "PIECES",
PoolsMaximum = "PMAX",
PercentOfProspectusPrepaymentCurve = "PPC",
PoolsPerLot = "PPL",
PoolsPerMillion = "PPM",
PoolsPerTrade = "PPT",
PriceRange = "PRICE",
PricingFrequency = "PRICEFREQ",
ProductionYear = "PROD",
CallProtection = "PROTECT",
PercentOfBmaPrepaymentCurve = "PSA",
Purpose = "PURPOSE",
BenchmarkPriceSource = "PXSOURCE",
RatingSourceAndRange = "RATING",
TypeOfRedemption = "REDEMPTION",
Restricted = "RESTRICTED",
MarketSector = "SECTOR",
SecuritytypeIncludedOrExcluded = "SECTYPE",
SingleMonthlyMortality = "SMM",
Structure = "STRUCT",
SubstitutionsFrequency = "SUBSFREQ",
SubstitutionsLeft = "SUBSLEFT",
FreeformText = "TEXT",
TradeVariance = "TRDVAR",
WeightedAverageCoupon = "WAC",
WeightedAverageLifeCoupon = "WAL",
WeightedAverageLoanAge = "WALA",
WeightedAverageMaturity = "WAM",
WholePool = "WHOLE",
YieldRange = "YIELD"
}
export declare enum StipulationValue {
SpecialCumDividend = "CD",
SpecialExDividend = "XD",
SpecialCumCoupon = "CC",
SpecialExCoupon = "XC",
SpecialCumBonus = "CB",
SpecialExBonus = "XB",
SpecialCumRights = "CR",
SpecialExRights = "XR",
SpecialCumCapitalRepayments = "CP",
SpecialExCapitalRepayments = "XP",
CashSettlement = "CS",
SpecialPrice = "SP",
ReportForEuropeanEquityMarketSecurities = "TR",
GuaranteedDelivery = "GD"
}
export declare enum YieldType {
AfterTaxYield = "AFTERTAX",
AnnualYield = "ANNUAL",
YieldAtIssue = "ATISSUE",
YieldToAverageMaturity = "AVGMATURITY",
BookYield = "BOOK",
YieldToNextCall = "CALL",
YieldChangeSinceClose = "CHANGE",
ClosingYield = "CLOSE",
CompoundYield = "COMPOUND",
CurrentYield = "CURRENT",
GovernmentEquivalentYield = "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",
YieldValueOf132 = "VALUE1_32",
YieldToWorst = "WORST"
}
export declare enum SubscriptionRequestType {
Snapshot = "0",
SnapshotPlusUpdates = "1",
DisablePreviousSnapshotPlusUpdateRequest = "2"
}
export declare enum MDUpdateType {
FullRefresh = 0,
IncrementalRefresh = 1
}
export declare enum MDEntryType {
Bid = "0",
Offer = "1",
Trade = "2",
IndexValue = "3",
OpeningPrice = "4",
ClosingPrice = "5",
SettlementPrice = "6",
TradingSessionHighPrice = "7",
TradingSessionLowPrice = "8",
TradingSessionVwapPrice = "9",
Imbalance = "A",
TradeVolume = "B",
OpenInterest = "C",
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",
TradeCount = "v",
TradeEffectiveVolume = "w",
TradeNominalVolume = "x",
OpenInterestDate = "y",
SettlementDate = "z",
FixingPrice = "W"
}
export declare enum TickDirection {
PlusTick = "0",
ZeroPlusTick = "1",
MinusTick = "2",
ZeroMinusTick = "3"
}
export declare enum QuoteCondition {
ReservedSam = "0",
NoActiveSam = "1",
Restricted = "2",
NoMarketActivity = "1000",
NoDataAvailable = "1001",
NotApplicable = "1002",
AmountThresholdExceeded = "1003",
OpenActive = "A",
ClosedInactive = "B",
ExchangeBest = "C",
ConsolidatedBest = "D",
Locked = "E",
Crossed = "F",
Depth = "G",
FastTrading = "H",
NonFirm = "I",
ManualSlowQuote = "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",
NoMarketActivity = "1000",
NoDataAvailable = "1001",
NotApplicable = "1002",
CashMarket = "A",
AveragePriceTrade = "B",
CashTrade = "C",
NextDayMarket = "D",
OpeningReopeningTradeDetail = "E",
IntradayTradeDetail = "F",
Rule127 = "G",
Rule155 = "H",
SoldLast = "I",
NextDayTrade = "J",
Opened = "K",
Seller = "L",
Sold = "M",
StoppedStock = "N",
ImbalanceMoreBuyers = "P",
ImbalanceMoreSellers = "Q",
OpeningPrice = "R",
TradesResultingFromManualSlowQuote = "Y",
TradesResultingFromIntermarketSweep = "Z",
BargainCondition = "S",
ConvertedPriceIndicator = "T",
ExchangeLast = "U",
FinalPriceOfSession = "V",
ExPit = "W",
Crossed = "X",
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",
OfficalClosingPrice = "AN",
Crossed2 = "AO",
FastMarket = "AP",
AutomaticExecution = "AQ",
FormT = "AR",
BasketIndex = "AS",
BurstBasket = "AT"
}
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 {
CancelationTradeBust = "0",
Error = "1"
}
export declare enum OpenCloseSettlFlag {
DailyOpenCloseSettlementEntry = "0",
SessionOpenCloseSettlementEntry = "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"
}
export declare enum QuoteStatus {
Accepted = 0,
CanceledForSymbol = 1,
CanceledForSecurityType = 2,
CanceledForUnderlying = 3,
CanceledAll = 4,
Rejected = 5,
RemovedFromMarket = 6,
Expired = 7,
Query = 8,
QuoteNotFound = 9,
Pending = 10,
Pass = 11,
LockedMarketWarning = 12,
CrossMarketWarning = 13,
CanceledDueToLockMarket = 14,
CanceledDueToCrossMarket = 15
}
export declare enum QuoteCancelType {
CancelForSymbol = 1,
CancelForSecurityType = 2,
CancelForUnderlyingSymbol = 3,
CancelAllQuotes = 4,
CancelQuoteSpecifiedInQuoteid = 5
}
export declare enum QuoteRejectReason {
UnknownSymbol = 1,
ExchangeClosed = 2,
QuoteRequestExceedsLimit = 3,
TooLateToEnter = 4,
UnknownQuote = 5,
DuplicateQuote = 6,
InvalidBidAskSpread = 7,
InvalidPrice = 8,
NotAuthorizedToQuoteSecurity = 9,
Other = 99
}
export declare enum QuoteResponseLevel {
NoAcknowledgement = 0,
AcknowledgeOnlyNegativeOrErroneousQuotes = 1,
AcknowledgeEachQuoteMessages = 2
}
export declare enum QuoteRequestType {
Manual = 1,
Automatic = 2
}
export declare enum SecurityRequestType {
RequestSecurityIdentityAndSpecifications = 0,
RequestSecurityIdentityForTheSpecificationsProvided = 1,
RequestListSecurityTypes = 2,
RequestListSecurities = 3
}
export declare enum SecurityResponseType {
AcceptSecurityProposalAsIs = 1,
AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage = 2,
ListOfSecurityTypesReturnedPerRequest = 3,
ListOfSecuritiesReturnedPerRequest = 4,
RejectSecurityProposal = 5,
CanNotMatchSelectionCriteria = 6
}
export declare enum SecurityTradingStatus {
OpeningDelay = 1,
TradingHalt = 2,
Resume = 3,
NoOpenNoResume = 4,
PriceIndication = 5,
TradingRangeIndication = 6,
MarketImbalanceBuy = 7,
MarketImbalanceSell = 8,
MarketOnCloseImbalanceBuy = 9,
MarketOnCloseImbalanceSell = 10,
NotAssigned = 11,
NoMarketImbalance = 12,
NoMarketOnCloseImbalance = 13,
ItsPreOpening = 14,
NewPriceIndication = 15,
TradeDisseminationTime = 16,
ReadyToTradeStartOfSession = 17,
NotAvailableForTradingEndOfSession = 18,
NotTradedOnThisMarket = 19,
UnknownOrInvalid = 20,
PreOpen = 21,
OpeningRotation = 22,
FastMarket = 23
}
export declare enum HaltReason {
NewsDissemination = "D",
OrderInflux = "E",
OrderImbalance = "I",
AdditionalInformation = "M",
NewsPending = "P",
EquipmentChangeover = "X"
}
export declare enum Adjustment {
Cancel = 1,
Error = 2,
Correction = 3
}
export declare enum TradSesMethod {
Electronic = 1,
OpenOutcry = 2,
TwoParty = 3
}
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,
Disabled = 7
}
export declare enum MessageEncoding {
Iso2022Jp = "ISO-2022-JP",
EucJp = "EUC-JP",
ShiftJis = "SHIFT_JIS",
Utf8 = "UTF-8"
}
export declare enum QuoteEntryRejectReason {
UnknownSymbol = 1,
ExchangeClosed = 2,
QuoteExceedsLimit = 3,
TooLateToEnter = 4,
UnknownQuote = 5,
DuplicateQuote = 6,
InvalidBidAskSpread = 7,
InvalidPrice = 8,
NotAuthorizedToQuoteSecurity = 9,
Other = 99
}
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,
Other = 99
}
export declare enum BidRequestTransType {
Cancel = "C",
New = "N"
}
export declare enum ExecRestatementReason {
GtCorporateAction = 0,
GtRenewalRestatement = 1,
VerbalChange = 2,
RepricingOfOrder = 3,
BrokerOption = 4,
PartialDeclineOfOrderqty = 5,
CancelOnTradingHalt = 6,
CancelOnSystemFailure = 7,
MarketOption = 8,
CanceledNotBest = 9,
WarehouseRecap = 10,
PegRefresh = 11,
Other = 99
}
export declare enum BusinessRejectReason {
Other = 0,
UnkownId = 1,
UnknownSecurity = 2,
UnsupportedMessageType = 3,
ApplicationNotAvailable = 4,
ConditionallyRequiredFieldMissing = 5,
NotAuthorized = 6,
DelivertoFirmNotAvailableAtThisTime = 7,
ThrottleLimitExceeded = 8,
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,
DisclosedStyle = 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 ProgRptReqs {
BuysideExplicitlyRequestsStatusUsingStatusrequest = 1,
SellsidePeriodicallySendsStatusUsingListstatus = 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",
VwapThroughADayExceptYori = "9",
VwapThroughAMorningSessionExceptYori = "A",
VwapThroughAnAfternoonSessionExceptYori = "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,
ProductTicksInHalfs = 13,
ProductTicksInFourths = 14,
ProductTicksInEights = 15,
ProductTicksInSixteenths = 16,
ProductTicksInThirtySeconds = 17,
ProductTicksInSixtyForths = 18,
ProductTicksInOneTwentyEights = 19
}
export declare enum GTBookingInst {
BookOutAllTradesOnDayOfExecution = 0,
AccumulateExecutionsUntilOrderIsFilledOrExpires = 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,
Canceling = 4,
Alert = 5,
AllDone = 6,
Reject = 7
}
export declare enum ListExecInstType {
Immediate = "1",
WaitForExecuteInstruction = "2",
ExchangeSwitchCivOrderSellDriven = "3",
ExchangeSwitchCivOrderBuyDrivenCashTopUp = "4",
ExchangeSwitchCivOrderBuyDrivenCashWithdraw = "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",
TaiwaneseQualifiedForeignInvestorIdQfiiFid = "2",
TaiwaneseTradingAccount = "3",
MalaysianCentralDepositoryNumber = "4",
ChineseBShare = "5",
UkNationalInsuranceOrPensionNumber = "6",
UsSocialSecurityNumber = "7",
UsEmployerIdentificationNumber = "8",
AustralianBusinessNumber = "9",
AustralianTaxFileNumber = "A",
Bic = "B",
GenerallyAcceptedMarketParticipantIdentifier = "C",
ProprietaryCustomCode = "D",
IsoCountryCode = "E",
SettlementEntityLocation = "F",
Mic = "G",
CsdParticipantMemberCode = "H",
DirectedBroker = "I"
}
export declare enum PartyRole {
ExecutingFirm = 1,
BrokerOfCredit = 2,
ClientId = 3,
ClearingFirm = 4,
InvestorId = 5,
IntroducingFirm = 6,
EnteringFirm = 7,
LocateLendingFirm = 8,
FundManagerClientId = 9,
SettlementLocation = 10,
OrderOriginationTrader = 11,
ExecutingTrader = 12,
OrderOriginationFirm = 13,
GiveupClearingFirm = 14,
CorrespondantClearingFirm = 15,
ExecutingSystem = 16,
ContraFirm = 17,
ContraClearingFirm = 18,
SponsoringFirm = 19,
UnderlyingContraFirm = 20,
ClearingOrganization = 21,
Exchange = 22,
CustomerAccount = 24,
CorrespondentClearingOrganization = 25,
CorrespondentBroker = 26,
BuyerSeller = 27,
Custodian = 28,
Intermediary = 29,
Agent = 30,
SubCustodian = 31,
Beneficiary = 32,
InterestedParty = 33,
RegulatoryBody = 34,
LiquidityProvider = 35,
EnteringTrader = 36,
ContraTrader = 37,
PositionAccount = 38,
ContraInvestorId = 39,
TransferToFirm = 40,
ContraPositionAccount = 41,
ContraExchange = 42,
InternalCarryAccount = 43,
OrderEntryOperatorId = 44,
SecondaryAccountNumber = 45,
ForiegnFirm = 46,
ThirdPartyAllocationFirm = 47,
ClaimingAccount = 48,
AssetManager = 49,
PledgorAccount = 50,
PledgeeAccount = 51,
LargeTraderReportableAccount = 52,
TraderMnemonic = 53,
SenderLocation = 54,
SessionId = 55,
AcceptableCounterparty = 56,
UnacceptableCounterparty = 57,
EnteringUnit = 58,
ExecutingUnit = 59,
IntroducingBroker = 60,
QuoteOriginator = 61,
ReportOriginator = 62,
SystematicInternaliser = 63,
MultilateralTradingFacility = 64,
RegulatedMarket = 65,
MarketMaker = 66,
InvestmentFirm = 67,
HostCompetentAuthority = 68,
HomeCompetentAuthority = 69,
CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidity = 70,
CompetentAuthorityOfTheTransaction = 71,
ReportingIntermediary = 72,
ExecutionVenue = 73,
MarketDataEntryOriginator = 74,
LocationId = 75,
DeskId = 76,
MarketDataMarket = 77,
AllocationEntity = 78,
GiveUpFirm = 95,
TakeUpFirm = 96
}
export declare enum Product {
Agency = 1,
Commodity = 2,
Corporate = 3,
Currency = 4,
Equity = 5,
Government = 6,
Index = 7,
Loan = 8,
Moneymarket = 9,
Mortgage = 10,
Municipal = 11,
Other = 12,
Financing = 13
}
export declare enum QuantityType {
Shares = 1,
Bonds = 2,
Currentface = 3,
Originalface = 4,
Currency = 5,
Contracts = 6,
Other = 7,
Par = 8
}
export declare enum RoundingDirection {
RoundToNearest = "0",
RoundDown = "1",
RoundUp = "2"
}
export declare enum DistribPaymentMethod {
Crest = 1,
Nscc = 2,
Euroclear = 3,
Clearstream = 4,
Cheque = 5,
TelegraphicTransfer = 6,
Fedwire = 7,
DirectCredit = 8,
AchCredit = 9,
Bpay = 10,
HighValueClearingSystemHvacs = 11,
ReinvestInFund = 12
}
export declare enum CancellationRights {
NoExecutionOnly = "N",
NoWaiverAgreement = "M",
NoInstitutional = "O",
Yes = "Y"
}
export declare enum MoneyLaunderingStatus {
ExemptBelowTheLimit = "1",
ExemptClientMoneyTypeExemption = "2",
ExemptAuthorisedCreditOrFinancialInstitution = "3",
Passed = "Y",
NotChecked = "N"
}
export declare enum ExecPriceType {
BidPrice = "B",
CreationPrice = "C",
CreationPricePlusAdjustmentPercent = "D",
CreationPricePlusAdjustmentAmount = "E",
OfferPrice = "O",
OfferPriceMinusAdjustmentPercent = "P",
OfferPriceMinusAdjustmentAmount = "Q",
SinglePrice = "S"
}
export declare enum TradeReportTransType {
New = 0,
Cancel = 1,
Replace = 2,
Release = 3,
Reverse = 4,
CancelDueToBackOutOfTrade = 5
}
export declare enum PaymentMethod {
Crest = 1,
Nscc = 2,
Euroclear = 3,
Clearstream = 4,
Cheque = 5,
TelegraphicTransfer = 6,
Fedwire = 7,
DebitCard = 8,
DirectDebit = 9,
DirectCredit = 10,
CreditCard = 11,
AchDebit = 12,
AchCredit = 13,
Bpay = 14,
HighValueClearingSystem = 15
}
export declare enum TaxAdvantageType {
None = 0,
MaxiIsa = 1,
Tessa = 2,
MiniCashIsa = 3,
MiniStocksAndSharesIsa = 4,
MiniInsuranceIsa = 5,
CurrentYearPayment = 6,
PriorYearPayment = 7,
AssetTransfer = 8,
EmployeePriorYear = 9,
Employee = 10,
Employer = 11,
Employer2 = 12,
NonFundPrototypeIra = 13,
NonFundQualifiedPlan = 14,
DefinedContributionPlan = 15,
IndividualRetirementAccount = 16,
IndividualRetirementAccount2 = 17,
Keogh = 18,
ProfitSharingPlan = 19,
E401K = 20,
SelfDirectedIra = 21,
E403B = 22,
E457 = 23,
RothIra = 24,
RothIra2 = 25,
RothConversionIra = 26,
RothConversionIra2 = 27,
EducationIra = 28,
EducationIra2 = 29,
Other = 999
}
export declare enum FundRenewWaiv {
No = "N",
Yes = "Y"
}
export declare enum RegistStatus {
Accepted = "A",
Rejected = "R",
Held = "H",
Reminder = "N"
}
export declare enum RegistRejReasonCode {
InvalidUnacceptableAccountType = 1,
InvalidUnacceptableTaxExemptType = 2,
InvalidUnacceptableOwnershipType = 3,
InvalidUnacceptableNoRegDetls = 4,
InvalidUnacceptableRegSeqNo = 5,
InvalidUnacceptableRegDtls = 6,
InvalidUnacceptableMailingDtls = 7,
InvalidUnacceptableMailingInst = 8,
InvalidUnacceptableInvestorId = 9,
InvalidUnacceptableInvestorIdSource = 10,
InvalidUnacceptableDateOfBirth = 11,
InvalidUnacceptableInvestorCountryOfResidence = 12,
InvalidUnacceptableNodistribinstns = 13,
InvalidUnacceptableDistribPercentage = 14,
InvalidUnacceptableDistribPaymentMethod = 15,
InvalidUnacceptableCashDistribAgentAcctName = 16,
InvalidUnacceptableCashDistribAgentCode = 17,
InvalidUnacceptableCashDistribAgentAcctNum = 18,
Other = 99
}
export declare enum RegistTransType {
New = "0",
Replace = "1",
Cancel = "2"
}
export declare enum OwnershipType {
JointTrustees = "2",
JointInvestors = "J",
TenantsInCommon = "T"
}
export declare enum ContAmtType {
CommissionAmount = 1,
CommissionPercent = 2,
InitialChargeAmount = 3,
InitialChargePercent = 4,
DiscountAmount = 5,
DiscountPercent = 6,
DilutionLevyAmount = 7,
DilutionLevyPercent = 8,
ExitChargeAmount = 9,
ExitChargePercent = 10,
FundBasedRenewalCommissionPercent = 11,
ProjectedFundValue = 12,
FundBasedRenewalCommissionAmount = 13,
FundBasedRenewalCommissionAmount2 = 14,
NetSettlementAmount = 15
}
export declare enum OwnerType {
IndividualInvestor = 1,
PublicCompany = 2,
PrivateCompany = 3,
IndividualTrustee = 4,
CompanyTrustee = 5,
PensionPlan = 6,
CustodianUnderGiftsToMinorsAct = 7,
Trusts = 8,
Fiduciaries = 9,
NetworkingSubAccount = 10,
NonProfitOrganization = 11,
CorporateBody = 12,
Nominee = 13
}
export declare enum OrderCapacity {
Agency = "A",
Proprietary = "G",
Individual = "I",
Principal = "P",
RisklessPrincipal = "R",
AgentForOtherMember = "W"
}
export declare enum OrderRestrictions {
ProgramTrade = "1",
IndexArbitrage = "2",
NonIndexArbitrage = "3",
CompetingMarketMaker = "4",
ActingAsMarketMakerOrSpecialistInTheSecurity = "5",
ActingAsMarketMakerOrSpecialistInTheUnderlyingSecurityOfADerivativeSecurity = "6",
ForeignEntity = "7",
ExternalMarketParticipant = "8",
ExternalInterConnectedMarketLinkage = "9",
RisklessArbitrage = "A"
}
export declare enum MassCancelRequestType {
CancelOrdersForASecurity = "1",
CancelOrdersForAnUnderlyingSecurity = "2",
CancelOrdersForAProduct = "3",
CancelOrdersForACficode = "4",
CancelOrdersForASecuritytype = "5",
CancelOrdersForATradingSession = "6",
CancelAllOrders = "7",
CancelOrdersForAMarket = "8",
CancelOrdersForAMarketSegment = "9",
CancelOrdersForASecurityGroup = "A",
CancelOrdersForASecurityB = "B",
CancelForIssuerOfUnderlyingSecurity = "C"
}
export declare enum MassCancelResponse {
CancelRequestRejected = "0",
CancelOrdersForASecurity = "1",
CancelOrdersForAnUnderlyingSecurity = "2",
CancelOrdersForAProduct = "3",
CancelOrdersForACficode = "4",
CancelOrdersForASecuritytype = "5",
CancelOrdersForATradingSession = "6",
CancelAllOrders = "7",
CancelOrdersForAMarket = "8",
CancelOrdersForAMarketSegment = "9",
CancelOrdersForASecurityGroup = "A",
CancelOrdersForASecurityB = "B",
CancelForIssuerOfUnderlyingSecurity = "C"
}
export declare enum MassCancelRejectReason {
MassCancelNotSupported = 0,
InvalidOrUnknownSecurity = 1,
InvalidOrUnknownUnderlying = 2,
InvalidOrUnknownProduct = 3,
InvalidOrUnknownCficode = 4,
InvalidOrUnknownSecurityType = 5,
InvalidOrUnknownTradingSession = 6,
InvalidOrUnknownMarket = 7,
InvalidOrUnknownMarketSegment = 8,
InvalidOrUnknownSecurityGroup = 9,
Other = 99
}
export declare enum QuoteType {
Indicative = 0,
Tradeable = 1,
RestrictedTradeable = 2,
Counter = 3
}
export declare enum CashMargin {
Cash = "1",
MarginOpen = "2",
MarginClose = "3"
}
export declare enum Scope {
Local = "1",
National = "2",
Global = "3"
}
export declare enum CrossType {
CrossTradeWhichIsExecutedCompletelyOrNot = 1,
CrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelled = 2,
CrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActive = 3,
CrossTradeIsExecutedWithExistingOrdersWithTheSamePrice = 4
}
export declare enum CrossPrioritization {
None = 0,
BuySideIsPrioritized = 1,
SellSideIsPrioritized = 2
}
export declare enum NoSides {
OneSide = 1,
BothSides = 2
}
export declare enum SecurityListRequestType {
Symbol = 0,
SecuritytypeAndOrCficode = 1,
Product = 2,
Tradingsessionid = 3,
AllSecurities = 4
}
export declare enum SecurityRequestResult {
ValidRequest = 0,
InvalidOrUnsupportedRequest = 1,
NoInstrumentsFoundThatMatchSelectionCriteria = 2,
NotAuthorizedToRetrieveInstrumentData = 3,
InstrumentDataTemporarilyUnavailable = 4,
RequestForInstrumentDataNotSupported = 5
}
export declare enum MultiLegRptTypeReq {
ReportByMulitlegSecurityOnly = 0,
ReportByMultilegSecurityAndByInstrumentLegsBelongingToTheMultilegSecurity = 1,
ReportByInstrumentLegsBelongingToTheMultilegSecurityOnly = 2
}
export declare enum TradSesStatusRejReason {
UnknownOrInvalidTradingsessionid = 1,
Other = 99
}
export declare enum TradeRequestType {
AllTrades = 0,
MatchedTradesMatchingCriteriaProvidedOnRequest = 1,
UnmatchedTradesThatMatchCriteria = 2,
UnreportedTradesThatMatchCriteria = 3,
AdvisoriesThatMatchCriteria = 4
}
export declare enum MatchStatus {
ComparedMatchedOrAffirmed = "0",
UncomparedUnmatchedOrUnaffirmed = "1",
AdvisoryOrAlert = "2"
}
export declare enum MatchType {
OnePartyTradeReport = "1",
TwoPartyTradeReport = "2",
ConfirmedTradeReport = "3",
AutoMatch = "4",
CrossAuction = "5",
CounterOrderSelection = "6",
CallAuction = "7",
OnePartyPrivatelyNegotiatedTradeReport = "60",
TwoPartyPrivatelyNegotiatedTradeReport = "61",
ContinuousAutoMatch = "62",
CrossAuction2 = "63",
CounterOrderSelection2 = "64",
CallAuction2 = "65",
ExactPlusFourBadgesAndExecutionTime = "A1",
ExactPlusFourBadges = "A2",
ExactPlusTwoBadgesAndExecutionTime = "A3",
ExactPlusTwoBadges = "A4",
ExactPlusExecutionTime = "A5",
ActAcceptedTrade = "M3",
ActDefaultTrade = "M4",
ActDefaultAfterM2 = "M5",
ActM6Match = "M6",
ComparedRecordsResultingFromStampedAdvisoriesOrSpecialistAcceptsPairOffs = "AQ",
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimesActM1Match = "M1",
SummarizedMatchMinusBadgesAndTimesActM2Match = "M2",
OcsLockedInNonAct = "MT",
SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummaried = "S1",
SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized = "S2",
SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized = "S3",
SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized = "S4",
SummarizedMatchUsingA5ExactMatchCriteriaExceptQuantityIsSummarized = "S5"
}
export declare enum ClearingInstruction {
ProcessNormally = 0,
ExcludeFromAllNetting = 1,
BilateralNettingOnly = 2,
ExClearing = 3,
SpecialTrade = 4,
MultilateralNetting = 5,
ClearAgainstCentralCounterparty = 6,
ExcludeFromCentralCounterparty = 7,
ManualMode = 8,
AutomaticPostingMode = 9,
AutomaticGiveUpMode = 10,
QualifiedServiceRepresentativeQsr = 11,
CustomerTrade = 12,
SelfClearing = 13
}
export declare enum AccountType {
AccountIsCarriedOnCustomerSideOfBooks = 1,
AccountIsCarriedOnNonCustomerSideOfBooks = 2,
HouseTrader = 3,
FloorTrader = 4,
AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6,
AccountIsHouseTraderAndIsCrossMargined = 7,
JointBackofficeAccount = 8
}
export declare enum CustOrderCapacity {
MemberTradingForTheirOwnAccount = 1,
ClearingFirmTradingForItsProprietaryAccount = 2,
MemberTradingForAnotherMember = 3,
AllOther = 4
}
export declare enum MassStatusReqType {
StatusForOrdersForASecurity