jspurefix
Version:
pure node js fix engine
937 lines • 232 kB
JavaScript
"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.StipulationType = exports.BenchmarkCurveName = exports.Benchmark = exports.RoutingType = exports.AllocHandlInst = exports.CustomerOrFirm = exports.CoveredOrUncovered = exports.PutOrCall = exports.AllocLinkType = exports.SettlDeliveryType = exports.StandInstDbType = exports.SecurityType = exports.SettlLocation = exports.SettlInstSource = exports.SettlInstTransType = exports.SettlInstMode = exports.SettlCurrFxRateCalc = exports.ExecType = exports.MiscFeeType = exports.DKReason = exports.CxlType = exports.IOIQualifier = exports.OrdRejReason = exports.CxlRejReason = exports.EncryptMethod = exports.EmailType = exports.AllocRejCode = exports.AllocStatus = exports.ProcessCode = exports.PositionEffect = exports.AllocTransType = exports.SymbolSfx = exports.SettlType = exports.Urgency = exports.TimeInForce = exports.Side = exports.OrdType = exports.OrdStatus = exports.MsgType = exports.LastCapacity = exports.IOITransType = exports.IOIQty = exports.IOIQltyInd = exports.SecurityIDSource = exports.HandlInst = exports.ExecTransType = exports.ExecInst = exports.CommType = exports.AdvTransType = exports.AdvSide = void 0;
exports.CxlRejResponseTo = exports.ListExecInstType = exports.ListOrderStatus = exports.NetGrossInd = exports.ListStatusType = exports.GTBookingInst = exports.PriceType = exports.BasisPxType = exports.BidTradeType = exports.IncTaxInd = exports.ProgRptReqs = exports.LiquidityIndType = exports.SideValueInd = exports.BidDescriptorType = exports.BidType = exports.DiscretionInst = exports.MsgDirection = exports.BusinessRejectReason = exports.ExecRestatementReason = exports.BidRequestTransType = exports.SessionRejectReason = exports.QuoteEntryRejectReason = exports.MessageEncoding = exports.TradSesStatus = exports.TradSesMode = exports.TradSesMethod = exports.Adjustment = exports.HaltReason = exports.SecurityTradingStatus = 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.MDUpdateType = exports.SubscriptionRequestType = exports.YieldType = exports.StipulationValue = void 0;
exports.QuoteRequestRejectReason = exports.SecDefStatus = exports.PriorityIndicator = exports.ClearingFeeIndicator = exports.AllocType = exports.PreallocMethod = exports.BookingUnit = exports.DayBookingInst = exports.MassStatusReqType = exports.CustOrderCapacity = exports.AccountType = exports.ClearingInstruction = exports.MatchType = exports.MatchStatus = exports.TradeRequestType = exports.TradSesStatusRejReason = exports.MultiLegRptTypeReq = exports.SecurityRequestResult = exports.SecurityListRequestType = exports.NoSides = exports.CrossPrioritization = exports.CrossType = 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.QuantityType = exports.Product = exports.PartyRole = exports.PartyIDSource = exports.MultiLegReportingType = void 0;
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 = 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 = void 0;
exports.OrderHandlingInstSource = exports.CustOrderHandlingInst = exports.MDOriginType = exports.MDBookType = exports.AsOfIndicator = exports.SideTrdSubTyp = exports.AllocMethod = exports.TimeUnit = exports.UnitofMeasure = exports.IndividualAllocType = exports.ExpType = exports.SecurityUpdateAction = exports.UnderlyingSettlementType = exports.UnderlyingCashType = exports.SecurityStatus = exports.StrategyParameterType = exports.CollInquiryResult = exports.CollInquiryStatus = exports.CollAction = exports.AffirmStatus = exports.TrdRptStatus = exports.NetworkStatusResponseType = exports.NetworkRequestType = exports.StatusValue = exports.UserStatus = exports.UserRequestType = exports.DeliveryType = exports.CollStatus = exports.CollAsgnRejectReason = exports.CollAsgnRespType = exports.CollAsgnTransType = exports.CollInquiryQualifier = exports.CollAsgnReason = exports.MiscFeeBasis = exports.CPProgram = exports.InstrAttribType = exports.EventType = exports.AllocNoOrdersType = exports.TradeReportType = exports.QtyType = exports.ShortSaleReason = exports.LastLiquidityInd = exports.TargetStrategy = exports.DiscretionScope = exports.DiscretionRoundDirection = exports.DiscretionLimitType = exports.DiscretionOffsetType = exports.DiscretionMoveType = exports.PegScope = exports.PegRoundDirection = void 0;
exports.MassActionResponse = exports.MassActionScope = exports.MassActionType = exports.TradSesEvent = exports.ApplResponseError = exports.ApplResponseType = exports.ApplReqType = exports.DerivativeSecurityListRequestType = exports.PriceLimitType = exports.MaturityMonthYearFormat = exports.MaturityMonthYearIncrementUnits = exports.TickRuleType = exports.ListMethod = exports.ValuationMethod = exports.PriceQuoteMethod = exports.ExerciseStyle = exports.SettlMethod = exports.MDSecSizeType = exports.StatsType = exports.SecurityTradingEvent = exports.RespondentType = 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.AllocPositionEffect = exports.UnderlyingFXRateCalc = exports.CollApplType = exports.ExecAckStatus = exports.DeskOrderHandlingInst = exports.DeskTypeSource = exports.DeskType = void 0;
exports.TradeSide = exports.RofexProps = exports.MarketDataType = exports.AccountRequestResult = exports.AccountListRequestType = exports.MDElementName = exports.StreamAsgnType = exports.RiskInstrumentOperator = exports.RiskLimitType = exports.PartyRelationship = exports.PartyDetailsRequestResult = exports.PartyListResponseType = exports.StreamAsgnAckType = exports.StreamAsgnRejReason = exports.StreamAsgnReqType = exports.ComplexEventCondition = 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.MarketUpdateAction = exports.TradePublishIndicator = exports.ListRejectReason = exports.ContingencyType = exports.MultilegPriceMethod = exports.MultilegModel = exports.MassActionRejectReason = void 0;
var AdvSide;
(function (AdvSide) {
AdvSide["Buy"] = "B";
AdvSide["Sell"] = "S";
AdvSide["Cross"] = "X";
AdvSide["Trade"] = "T";
})(AdvSide || (exports.AdvSide = AdvSide = {}));
var AdvTransType;
(function (AdvTransType) {
AdvTransType["New"] = "N";
AdvTransType["Cancel"] = "C";
AdvTransType["Replace"] = "R";
})(AdvTransType || (exports.AdvTransType = AdvTransType = {}));
var CommType;
(function (CommType) {
CommType["PerUnit"] = "1";
CommType["Percentage"] = "2";
CommType["Absolute"] = "3";
CommType["PercentageWaivedCashDiscount"] = "4";
CommType["PercentageWaivedEnhancedUnits"] = "5";
CommType["PointsPerBondOrOrContract"] = "6";
})(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["ParticipateDontInitiate"] = "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["MidPrice"] = "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["RofexOrderHandler"] = "x";
ExecInst["CancelOnConnectionLoss"] = "o";
})(ExecInst || (exports.ExecInst = ExecInst = {}));
var ExecTransType;
(function (ExecTransType) {
ExecTransType["New"] = "0";
ExecTransType["Cancel"] = "1";
ExecTransType["Correct"] = "2";
ExecTransType["Status"] = "3";
})(ExecTransType || (exports.ExecTransType = ExecTransType = {}));
var HandlInst;
(function (HandlInst) {
HandlInst["AutomatedExecutionOrderPrivate"] = "1";
HandlInst["AutomatedExecutionOrderPublic"] = "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["ClearingHouseClearingOrganization"] = "H";
SecurityIDSource["IsdaFpmlProductSpecification"] = "I";
SecurityIDSource["OptionsPriceReportingAuthority"] = "J";
SecurityIDSource["IsdaFpmlProductUrl"] = "K";
SecurityIDSource["LetterOfCredit"] = "L";
SecurityIDSource["MarketPlaceAssignedIdentifier"] = "M";
})(SecurityIDSource || (exports.SecurityIDSource = SecurityIDSource = {}));
var IOIQltyInd;
(function (IOIQltyInd) {
IOIQltyInd["Low"] = "L";
IOIQltyInd["Medium"] = "M";
IOIQltyInd["High"] = "H";
})(IOIQltyInd || (exports.IOIQltyInd = IOIQltyInd = {}));
var IOIQty;
(function (IOIQty) {
IOIQty["E1000000000"] = "0";
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 || (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["IndicationOfInterest"] = "6";
MsgType["Advertisement"] = "7";
MsgType["ExecutionReport"] = "8";
MsgType["OrderCancelReject"] = "9";
MsgType["Logon"] = "A";
MsgType["News"] = "B";
MsgType["Email"] = "C";
MsgType["OrderSingle"] = "D";
MsgType["OrderList"] = "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["MassQuoteAcknowledgement"] = "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["XmlMessage"] = "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["NetworkStatusRequest"] = "BC";
MsgType["NetworkStatusResponse"] = "BD";
MsgType["UserRequest"] = "BE";
MsgType["UserResponse"] = "BF";
MsgType["CollateralInquiryAck"] = "BG";
MsgType["ConfirmationRequest"] = "BH";
MsgType["TradingSessionListRequest"] = "BI";
MsgType["TradingSessionList"] = "BJ";
MsgType["SecurityListUpdateReport"] = "BK";
MsgType["AdjustedPositionReport"] = "BL";
MsgType["AllocationInstructionAlert"] = "BM";
MsgType["ExecutionAcknowledgement"] = "BN";
MsgType["ContraryIntentionReport"] = "BO";
MsgType["SecurityDefinitionUpdateReport"] = "BP";
MsgType["AccountListRequest"] = "UALR";
MsgType["AccountList"] = "UALT";
MsgType["AccountListIncremental"] = "UALI";
})(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["PendingApproval"] = "F";
})(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["StopLimitMerval"] = "z";
})(OrdType || (exports.OrdType = OrdType = {}));
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 || (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 || (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["FxSpotNextSettlement"] = "C";
SettlType["BrokenDate"] = "B";
})(SettlType || (exports.SettlType = SettlType = {}));
var SymbolSfx;
(function (SymbolSfx) {
SymbolSfx["WhenIssued"] = "WI";
SymbolSfx["AEucpWithLumpSumInterest"] = "CD";
})(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["Open"] = "O";
PositionEffect["Close"] = "C";
PositionEffect["Rolled"] = "R";
PositionEffect["Fifo"] = "F";
})(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 || (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["Other"] = 7] = "Other";
AllocRejCode[AllocRejCode["IncorrectAllocatedQuantity"] = 8] = "IncorrectAllocatedQuantity";
AllocRejCode[AllocRejCode["CalculationDifference"] = 9] = "CalculationDifference";
AllocRejCode[AllocRejCode["UnknownOrStaleExecId"] = 10] = "UnknownOrStaleExecId";
AllocRejCode[AllocRejCode["MismatchedDataValue"] = 11] = "MismatchedDataValue";
AllocRejCode[AllocRejCode["UnknownClordid"] = 12] = "UnknownClordid";
AllocRejCode[AllocRejCode["WarehouseRequestRejected"] = 13] = "WarehouseRequestRejected";
})(AllocRejCode || (exports.AllocRejCode = AllocRejCode = {}));
var EmailType;
(function (EmailType) {
EmailType["New"] = "0";
EmailType["Reply"] = "1";
EmailType["AdminReply"] = "2";
})(EmailType || (exports.EmailType = EmailType = {}));
var EncryptMethod;
(function (EncryptMethod) {
EncryptMethod[EncryptMethod["NoneOther"] = 0] = "NoneOther";
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["PemDesMd5"] = 6] = "PemDesMd5";
})(EncryptMethod || (exports.EncryptMethod = EncryptMethod = {}));
var CxlRejReason;
(function (CxlRejReason) {
CxlRejReason[CxlRejReason["TooLateToCancel"] = 0] = "TooLateToCancel";
CxlRejReason[CxlRejReason["UnknownOrder"] = 1] = "UnknownOrder";
CxlRejReason[CxlRejReason["BrokerExchangeOption"] = 2] = "BrokerExchangeOption";
CxlRejReason[CxlRejReason["OrderAlreadyInPendingCancelOrPendingReplaceStatus"] = 3] = "OrderAlreadyInPendingCancelOrPendingReplaceStatus";
CxlRejReason[CxlRejReason["UnableToProcessOrderMassCancelRequest"] = 4] = "UnableToProcessOrderMassCancelRequest";
CxlRejReason[CxlRejReason["OrigordmodtimeDidNotMatchLastTransacttimeOfOrder"] = 5] = "OrigordmodtimeDidNotMatchLastTransacttimeOfOrder";
CxlRejReason[CxlRejReason["DuplicateClordidReceived"] = 6] = "DuplicateClordidReceived";
CxlRejReason[CxlRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement";
CxlRejReason[CxlRejReason["Other"] = 99] = "Other";
})(CxlRejReason || (exports.CxlRejReason = CxlRejReason = {}));
var OrdRejReason;
(function (OrdRejReason) {
OrdRejReason[OrdRejReason["BrokerExchangeOption"] = 0] = "BrokerExchangeOption";
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["SurveillenceOption"] = 12] = "SurveillenceOption";
OrdRejReason[OrdRejReason["IncorrectQuantity"] = 13] = "IncorrectQuantity";
OrdRejReason[OrdRejReason["IncorrectAllocatedQuantity"] = 14] = "IncorrectAllocatedQuantity";
OrdRejReason[OrdRejReason["UnknownAccount"] = 15] = "UnknownAccount";
OrdRejReason[OrdRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement";
OrdRejReason[OrdRejReason["Other"] = 99] = "Other";
})(OrdRejReason || (exports.OrdRejReason = OrdRejReason = {}));
var IOIQualifier;
(function (IOIQualifier) {
IOIQualifier["AllOrNone"] = "A";
IOIQualifier["MarketOnClose"] = "B";
IOIQualifier["AtTheClose"] = "C";
IOIQualifier["Vwap"] = "D";
IOIQualifier["InTouchWith"] = "I";
IOIQualifier["Limit"] = "L";
IOIQualifier["MoreBehind"] = "M";
IOIQualifier["AtTheOpen"] = "O";
IOIQualifier["TakingAPosition"] = "P";
IOIQualifier["AtTheMarket"] = "Q";
IOIQualifier["ReadyToTrade"] = "R";
IOIQualifier["PortfolioShown"] = "S";
IOIQualifier["ThroughTheDay"] = "T";
IOIQualifier["Versus"] = "V";
IOIQualifier["IndicationWorkingAway"] = "W";
IOIQualifier["CrossingOpportunity"] = "X";
IOIQualifier["AtTheMidpoint"] = "Y";
IOIQualifier["PreOpen"] = "Z";
})(IOIQualifier || (exports.IOIQualifier = IOIQualifier = {}));
var CxlType;
(function (CxlType) {
CxlType["PartialCancel"] = "P";
CxlType["FullRemainingQuantity"] = "F";
})(CxlType || (exports.CxlType = CxlType = {}));
var DKReason;
(function (DKReason) {
DKReason["UnknownSymbol"] = "A";
DKReason["WrongSide"] = "B";
DKReason["QuantityExceedsOrder"] = "C";
DKReason["NoMatchingOrder"] = "D";
DKReason["PriceExceedsLimit"] = "E";
DKReason["CalculationDifference"] = "F";
DKReason["Other"] = "Z";
})(DKReason || (exports.DKReason = DKReason = {}));
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 || (exports.MiscFeeType = MiscFeeType = {}));
var ExecType;
(function (ExecType) {
ExecType["New"] = "0";
ExecType["PartialFill"] = "1";
ExecType["Fill"] = "2";
ExecType["DoneForDay"] = "3";
ExecType["Canceled"] = "4";
ExecType["Replace"] = "5";
ExecType["PendingCancel"] = "6";
ExecType["Stopped"] = "7";
ExecType["Rejected"] = "8";
ExecType["Suspended"] = "9";
ExecType["PendingNew"] = "A";
ExecType["Calculated"] = "B";
ExecType["Expired"] = "C";
ExecType["Restated"] = "D";
ExecType["PendingReplace"] = "E";
ExecType["Trade"] = "F";
ExecType["TradeCorrect"] = "G";
ExecType["TradeCancel"] = "H";
ExecType["OrderStatus"] = "I";
ExecType["TradeInAClearingHold"] = "J";
ExecType["TradeHasBeenReleasedToClearing"] = "K";
ExecType["TriggeredOrActivatedBySystem"] = "L";
})(ExecType || (exports.ExecType = ExecType = {}));
var SettlCurrFxRateCalc;
(function (SettlCurrFxRateCalc) {
SettlCurrFxRateCalc["Multiply"] = "M";
SettlCurrFxRateCalc["Divide"] = "D";
})(SettlCurrFxRateCalc || (exports.SettlCurrFxRateCalc = SettlCurrFxRateCalc = {}));
var SettlInstMode;
(function (SettlInstMode) {
SettlInstMode["Default"] = "0";
SettlInstMode["StandingInstructionsProvided"] = "1";
SettlInstMode["SpecificAllocationAccountOverriding"] = "2";
SettlInstMode["SpecificAllocationAccountStanding"] = "3";
SettlInstMode["SpecificOrderForASingleAccount"] = "4";
SettlInstMode["RequestReject"] = "5";
})(SettlInstMode || (exports.SettlInstMode = SettlInstMode = {}));
var SettlInstTransType;
(function (SettlInstTransType) {
SettlInstTransType["New"] = "N";
SettlInstTransType["Cancel"] = "C";
SettlInstTransType["Replace"] = "R";
SettlInstTransType["Restate"] = "T";
})(SettlInstTransType || (exports.SettlInstTransType = SettlInstTransType = {}));
var SettlInstSource;
(function (SettlInstSource) {
SettlInstSource["BrokersInstructions"] = "1";
SettlInstSource["InstitutionsInstructions"] = "2";
SettlInstSource["Investor"] = "3";
})(SettlInstSource || (exports.SettlInstSource = SettlInstSource = {}));
var SettlLocation;
(function (SettlLocation) {
SettlLocation["Cedel"] = "CED";
SettlLocation["DepositoryTrustCompany"] = "DTC";
SettlLocation["Euroclear"] = "EUR";
SettlLocation["FederalBookEntry"] = "FED";
SettlLocation["LocalMarketSettleLocation"] = "ISO";
SettlLocation["Physical"] = "PNY";
SettlLocation["ParticipantTrustCompany"] = "PTC";
})(SettlLocation || (exports.SettlLocation = SettlLocation = {}));
var SecurityType;
(function (SecurityType) {
SecurityType["Wildcard"] = "?";
SecurityType["AssetBackedSecurities"] = "ABS";
SecurityType["AmendedAndRestated"] = "AMENDED";
SecurityType["OtherAnticipationNotes"] = "AN";
SecurityType["BankersAcceptance"] = "BA";
SecurityType["BankNotes"] = "BN";
SecurityType["BillOfExchanges"] = "BOX";
SecurityType["BradyBond"] = "BRADY";
SecurityType["BridgeLoan"] = "BRIDGE";
SecurityType["BuySellback"] = "BUYSELL";
SecurityType["ConvertibleBond"] = "CB";
SecurityType["CertificateOfDeposit"] = "CD";
SecurityType["CallLoans"] = "CL";
SecurityType["CorpMortgageBackedSecurities"] = "CMBS";
SecurityType["CollateralizedMortgageObligation"] = "CMO";
SecurityType["CertificateOfObligation"] = "COFO";
SecurityType["CertificateOfParticipation"] = "COFP";
SecurityType["CorporateBond"] = "CORP";
SecurityType["CommercialPaper"] = "CP";
SecurityType["CorporatePrivatePlacement"] = "CPP";
SecurityType["CommonStock"] = "CS";
SecurityType["Defaulted"] = "DEFLTED";
SecurityType["DebtorInPossession"] = "DINP";
SecurityType["DepositNotes"] = "DN";
SecurityType["DualCurrency"] = "DUAL";
SecurityType["EuroCertificateOfDeposit"] = "EUCD";
SecurityType["EuroCorporateBond"] = "EUCORP";
SecurityType["EuroCommercialPaper"] = "EUCP";
SecurityType["EuroSovereigns"] = "EUSOV";
SecurityType["EuroSupranationalCoupons"] = "EUSUPRA";
SecurityType["FederalAgencyCoupon"] = "FAC";
SecurityType["FederalAgencyDiscountNote"] = "FADN";
SecurityType["ForeignExchangeContract"] = "FOR";
SecurityType["Forward"] = "FORWARD";
SecurityType["Future"] = "FUT";
SecurityType["GeneralObligationBonds"] = "GO";
SecurityType["IoetteMortgage"] = "IET";
SecurityType["LetterOfCredit"] = "LOFC";
SecurityType["LiquidityNote"] = "LQN";
SecurityType["Matured"] = "MATURED";
SecurityType["MortgageBackedSecurities"] = "MBS";
SecurityType["MutualFund"] = "MF";
SecurityType["MortgageInterestOnly"] = "MIO";
SecurityType["MultiLegInstrument"] = "MLEG";
SecurityType["MortgagePrincipalOnly"] = "MPO";
SecurityType["MortgagePrivatePlacement"] = "MPP";
SecurityType["MiscellaneousPassThrough"] = "MPT";
SecurityType["MandatoryTender"] = "MT";
SecurityType["MediumTermNotes"] = "MTN";
SecurityType["NoSecurityType"] = "NONE";
SecurityType["Overnight"] = "ONITE";
SecurityType["Option"] = "OPT";
SecurityType["PrivateExportFunding"] = "PEF";
SecurityType["Pfandbriefe"] = "PFAND";
SecurityType["PromissoryNote"] = "PN";
SecurityType["PreferredStock"] = "PS";
SecurityType["PlazosFijos"] = "PZFJ";
SecurityType["RevenueAnticipationNote"] = "RAN";
SecurityType["Replaced"] = "REPLACD";
SecurityType["Repurchase"] = "REPO";
SecurityType["Retired"] = "RETIRED";
SecurityType["RevenueBonds"] = "REV";
SecurityType["RevolverLoan"] = "RVLV";
SecurityType["RevolverTermLoan"] = "RVLVTRM";
SecurityType["SecuritiesLoan"] = "SECLOAN";
SecurityType["SecuritiesPledge"] = "SECPLEDGE";
SecurityType["SpecialAssessment"] = "SPCLA";
SecurityType["SpecialObligation"] = "SPCLO";
SecurityType["SpecialTax"] = "SPCLT";
SecurityType["ShortTermLoanNote"] = "STN";
SecurityType["StructuredNotes"] = "STRUCT";
SecurityType["UsdSupranationalCoupons"] = "SUPRA";
SecurityType["SwingLineFacility"] = "SWING";
SecurityType["TaxAnticipationNote"] = "TAN";
SecurityType["TaxAllocation"] = "TAXA";
SecurityType["ToBeAnnounced"] = "TBA";
SecurityType["UsTreasuryBill"] = "TBILL";
SecurityType["UsTreasuryBond"] = "TBOND";
SecurityType["PrincipalStripOfACallableBondOrNote"] = "TCAL";
SecurityType["TimeDeposit"] = "TD";
SecurityType["TaxExemptCommercialPaper"] = "TECP";
SecurityType["TermLoan"] = "TERM";
SecurityType["InterestStripFromAnyBondOrNote"] = "TINT";
SecurityType["TreasuryInflationProtectedSecurities"] = "TIPS";
SecurityType["UsTreasuryNote"] = "TNOTE";
SecurityType["PrincipalStripFromANonCallableBondOrNote"] = "TPRN";
SecurityType["TaxAndRevenueAnticipationNote"] = "TRAN";
SecurityType["UsTreasuryNote2"] = "UST";
SecurityType["UsTreasuryBill2"] = "USTB";
SecurityType["VariableRateDemandNote"] = "VRDN";
SecurityType["Warrant"] = "WAR";
SecurityType["Withdrawn"] = "WITHDRN";
SecurityType["Unknown"] = "WLD";
SecurityType["ExtendedCommNote"] = "XCN";
SecurityType["IndexedLinked"] = "XLINKD";
SecurityType["YankeeCorporateBond"] = "YANK";
SecurityType["YankeeCertificateOfDeposit"] = "YCD";
SecurityType["OptionsOnPhysical"] = "OOP";
SecurityType["OptionsOnFutures"] = "OOF";
SecurityType["Cash"] = "CASH";
SecurityType["QualifyingShares"] = "QS";
})(SecurityType || (exports.SecurityType = SecurityType = {}));
var StandInstDbType;
(function (StandInstDbType) {
StandInstDbType[StandInstDbType["Other"] = 0] = "Other";
StandInstDbType[StandInstDbType["DtcSid"] = 1] = "DtcSid";
StandInstDbType[StandInstDbType["ThomsonAlert"] = 2] = "ThomsonAlert";
StandInstDbType[StandInstDbType["AGlobalCustodian"] = 3] = "AGlobalCustodian";
StandInstDbType[StandInstDbType["Accountnet"] = 4] = "Accountnet";
})(StandInstDbType || (exports.StandInstDbType = StandInstDbType = {}));
var SettlDeliveryType;
(function (SettlDeliveryType) {
SettlDeliveryType[SettlDeliveryType["VersusPayment"] = 0] = "VersusPayment";
SettlDeliveryType[SettlDeliveryType["Free"] = 1] = "Free";
SettlDeliveryType[SettlDeliveryType["TriParty"] = 2] = "TriParty";
SettlDeliveryType[SettlDeliveryType["HoldInCustody"] = 3] = "HoldInCustody";
})(SettlDeliveryType || (exports.SettlDeliveryType = SettlDeliveryType = {}));
var AllocLinkType;
(function (AllocLinkType) {
AllocLinkType[AllocLinkType["FXNetting"] = 0] = "FXNetting";
AllocLinkType[AllocLinkType["FXSwap"] = 1] = "FXSwap";
})(AllocLinkType || (exports.AllocLinkType = AllocLinkType = {}));
var PutOrCall;
(function (PutOrCall) {
PutOrCall[PutOrCall["Put"] = 0] = "Put";
PutOrCall[PutOrCall["Call"] = 1] = "Call";
})(PutOrCall || (exports.PutOrCall = PutOrCall = {}));
var CoveredOrUncovered;
(function (CoveredOrUncovered) {
CoveredOrUncovered[CoveredOrUncovered["Covered"] = 0] = "Covered";
CoveredOrUncovered[CoveredOrUncovered["Uncovered"] = 1] = "Uncovered";
})(CoveredOrUncovered || (exports.CoveredOrUncovered = CoveredOrUncovered = {}));
var CustomerOrFirm;
(function (CustomerOrFirm) {
CustomerOrFirm[CustomerOrFirm["Customer"] = 0] = "Customer";
CustomerOrFirm[CustomerOrFirm["Firm"] = 1] = "Firm";
})(CustomerOrFirm || (exports.CustomerOrFirm = CustomerOrFirm = {}));
var AllocHandlInst;
(function (AllocHandlInst) {
AllocHandlInst[AllocHandlInst["Match"] = 1] = "Match";
AllocHandlInst[AllocHandlInst["Forward"] = 2] = "Forward";
AllocHandlInst[AllocHandlInst["ForwardAndMatch"] = 3] = "ForwardAndMatch";
})(AllocHandlInst || (exports.AllocHandlInst = AllocHandlInst = {}));
var RoutingType;
(function (RoutingType) {
RoutingType[RoutingType["TargetFirm"] = 1] = "TargetFirm";
RoutingType[RoutingType["TargetList"] = 2] = "TargetList";
RoutingType[RoutingType["BlockFirm"] = 3] = "BlockFirm";
RoutingType[RoutingType["BlockList"] = 4] = "BlockList";
})(RoutingType || (exports.RoutingType = RoutingType = {}));
var Benchmark;
(function (Benchmark) {
Benchmark["Curve"] = "1";
Benchmark["Fiveyr"] = "2";
Benchmark["Old5"] = "3";
Benchmark["Tenyr"] = "4";
Benchmark["Old10"] = "5";
Benchmark["Thirtyyr"] = "6";
Benchmark["Old30"] = "7";
Benchmark["Threemolibor"] = "8";
Benchmark["Sixmolibor"] = "9";
})(Benchmark || (exports.Benchmark = Benchmark = {}));
var BenchmarkCurveName;
(function (BenchmarkCurveName) {
BenchmarkCurveName["Eonia"] = "EONIA";
BenchmarkCurveName["Eurepo"] = "EUREPO";
BenchmarkCurveName["Euribor"] = "Euribor";
BenchmarkCurveName["Futureswap"] = "FutureSWAP";
BenchmarkCurveName["Libid"] = "LIBID";
BenchmarkCurveName["Libor"] = "LIBOR";
BenchmarkCurveName["Muniaaa"] = "MuniAAA";
BenchmarkCurveName["Other"] = "OTHER";
BenchmarkCurveName["Pfandbriefe"] = "Pfandbriefe";
BenchmarkCurveName["Sonia"] = "SONIA";
BenchmarkCurveName["Swap"] = "SWAP";
BenchmarkCurveName["Treasury"] = "Treasury";
})(BenchmarkCurveName || (exports.BenchmarkCurveName = BenchmarkCurveName = {}));
var StipulationType;
(function (StipulationType) {
StipulationType["AbsolutePrepaymentSpeed"] = "ABS";
StipulationType["Amt"] = "AMT";
StipulationType["AutoReinvestmentAtOrBetter"] = "AUTOREINV";
StipulationType["BankQualified"] = "BANKQUAL";
StipulationType["BargainConditions"] = "BGNCON";
StipulationType["CouponRange"] = "COUPON";
StipulationType["ConstantPrepaymentPenalty"] = "CPP";
StipulationType["ConstantPrepaymentRate"] = "CPR";
StipulationType["ConstantPrepaymentYield"] = "CPY";
StipulationType["IsoCurrencyCode"] = "CURRENCY";
StipulationType["CustomStartEndDate"] = "CUSTOMDATE";
StipulationType["GeographicsAndPercentRange"] = "GEOG";
StipulationType["ValuationDiscount"] = "HAIRCUT";
StipulationType["FinalCprOfHomeEquityPrepaymentCurve"] = "HEP";
StipulationType["Insured"] = "INSURED";
StipulationType["YearOrYearMonthOfIssue"] = "ISSUE";
StipulationType["IssuersTicker"] = "ISSUER";
StipulationType["IssueSizeRange"] = "ISSUESIZE";
StipulationType["LookbackDays"] = "LOOKBACK";
StipulationType["ExplicitLotIdentifier"] = "LOT";
StipulationType["LotVariance"] = "LOTVAR";
StipulationType["MaturityYearAndMonth"] = "MAT";
StipulationType["MaturityRange"] = "MATURITY";
StipulationType["MaximumSubstitutions"] = "MAXSUBS";
StipulationType["PercentOfManufacturedHousingPrepaymentCurve"] = "MHP";
StipulationType["MinimumDenomination"] = "MINDNOM";
StipulationType["MinimumIncrement"] = "MININCR";
StipulationType["MinimumQuantity"] = "MINQTY";
StipulationType["MonthlyPrepaymentRate"] = "MPR";
StipulationType["PaymentFrequencyCalendar"] = "PAYFREQ";
StipulationType["NumberOfPieces"] = "PIECES";
StipulationType["PoolsMaximum"] = "PMAX";
StipulationType["PercentOfProspectusPrepaymentCurve"] = "PPC";
StipulationType["PoolsPerLot"] = "PPL";
StipulationType["PoolsPerMillion"] = "PPM";
StipulationType["PoolsPerTrade"] = "PPT";
StipulationType["PriceRange"] = "PRICE";
StipulationType["PricingFrequency"] = "PRICEFREQ";
StipulationType["ProductionYear"] = "PROD";
StipulationType["CallProtection"] = "PROTECT";
StipulationType["PercentOfBmaPrepaymentCurve"] = "PSA";
StipulationType["Purpose"] = "PURPOSE";
StipulationType["BenchmarkPriceSource"] = "PXSOURCE";
StipulationType["RatingSourceAndRange"] = "RATING";
StipulationType["TypeOfRedemption"] = "REDEMPTION";
StipulationType["Restricted"] = "RESTRICTED";
StipulationType["MarketSector"] = "SECTOR";
StipulationType["SecuritytypeIncludedOrExcluded"] = "SECTYPE";
StipulationType["SingleMonthlyMortality"] = "SMM";
StipulationType["Structure"] = "STRUCT";
StipulationType["SubstitutionsFrequency"] = "SUBSFREQ";
StipulationType["SubstitutionsLeft"] = "SUBSLEFT";
StipulationType["FreeformText"] = "TEXT";
StipulationType["TradeVariance"] = "TRDVAR";
StipulationType["WeightedAverageCoupon"] = "WAC";
StipulationType["WeightedAverageLifeCoupon"] = "WAL";
StipulationType["WeightedAverageLoanAge"] = "WALA";
StipulationType["WeightedAverageMaturity"] = "WAM";
StipulationType["WholePool"] = "WHOLE";
StipulationType["YieldRange"] = "YIELD";
})(StipulationType || (exports.StipulationType = StipulationType = {}));
var StipulationValue;
(function (StipulationValue) {
StipulationValue["SpecialCumDividend"] = "CD";
StipulationValue["SpecialExDividend"] = "XD";
StipulationValue["SpecialCumCoupon"] = "CC";
StipulationValue["SpecialExCoupon"] = "XC";
StipulationValue["SpecialCumBonus"] = "CB";
StipulationValue["SpecialExBonus"] = "XB";
StipulationValue["SpecialCumRights"] = "CR";
StipulationValue["SpecialExRights"] = "XR";
StipulationValue["SpecialCumCapitalRepayments"] = "CP";
StipulationValue["SpecialExCapitalRepayments"] = "XP";
StipulationValue["CashSettlement"] = "CS";
StipulationValue["SpecialPrice"] = "SP";
StipulationValue["ReportForEuropeanEquityMarketSecurities"] = "TR";
StipulationValue["GuaranteedDelivery"] = "GD";
})(StipulationValue || (exports.StipulationValue = StipulationValue = {}));
var YieldType;
(function (YieldType) {
YieldType["AfterTaxYield"] = "AFTERTAX";
YieldType["AnnualYield"] = "ANNUAL";
YieldType["YieldAtIssue"] = "ATISSUE";
YieldType["YieldToAverageMaturity"] = "AVGMATURITY";
YieldType["BookYield"] = "BOOK";
YieldType["YieldToNextCall"] = "CALL";
YieldType["YieldChangeSinceClose"] = "CHANGE";
YieldType["ClosingYield"] = "CLOSE";
YieldType["CompoundYield"] = "COMPOUND";
YieldType["CurrentYield"] = "CURRENT";
YieldType["GovernmentEquivalentYield"] = "GOVTEQUIV";
YieldType["TrueGrossYield"] = "GROSS";
YieldType["YieldWithInflationAssumption"] = "INFLATION";
YieldType["InverseFloaterBondYield"] = "INVERSEFLOATER";
YieldType["MostRecentClosingYield"] = "LASTCLOSE";
YieldType["ClosingYieldMostRecentMonth"] = "LASTMONTH";
YieldType["ClosingYieldMostRecentQuarter"] = "LASTQUARTER";
YieldType["ClosingYieldMostRecentYear"] = "LASTYEAR";
YieldType["YieldToLongestAverageLife"] = "LONGAVGLIFE";
YieldType["MarkToMarketYield"] = "MARK";
YieldType["YieldToMaturity"] = "MATURITY";
YieldType["YieldToNextRefund"] = "NEXTREFUND";
YieldType["OpenAverageYield"] = "OPENAVG";
YieldType["PreviousCloseYield"] = "PREVCLOSE";
YieldType["ProceedsYield"] = "PROCEEDS";
YieldType["YieldToNextPut"] = "PUT";
YieldType["SemiAnnualYield"] = "SEMIANNUAL";
YieldType["YieldToShortestAverageLife"] = "SHORTAVGLIFE";
YieldType["SimpleYield"] = "SIMPLE";
YieldType["TaxEquivalentYield"] = "TAXEQUIV";
YieldType["YieldToTenderDate"] = "TENDER";
YieldType["TrueYield"] = "TRUE";
YieldType["YieldValueOf132"] = "VALUE1_32";
YieldType["YieldToWorst"] = "WORST";
})(YieldType || (exports.YieldType = YieldType = {}));
var SubscriptionRequestType;
(function (SubscriptionRequestType) {
SubscriptionRequestType["Snapshot"] = "0";
SubscriptionRequestType["SnapshotPlusUpdates"] = "1";
SubscriptionRequestType["DisablePreviousSnapshotPlusUpdateRequest"] = "2";
})(SubscriptionRequestType || (exports.SubscriptionRequestType = SubscriptionRequestType = {}));
var MDUpdateType;
(function (MDUpdateType) {
MDUpdateType[MDUpdateType["FullRefresh"] = 0] = "FullRefresh";
MDUpdateType[MDUpdateType["IncrementalRefresh"] = 1] = "IncrementalRefresh";
})(MDUpdateType || (exports.MDUpdateType = MDUpdateType = {}));
var MDEntryType;
(function (MDEntryType) {
MDEntryType["Bid"] = "0";
MDEntryType["Offer"] = "1";
MDEntryType["Trade"] = "2";
MDEntryType["IndexValue"] = "3";
MDEntryType["OpeningPrice"] = "4";
MDEntryType["ClosingPrice"] = "5";
MDEntryType["SettlementPrice"] = "6";
MDEntryType["TradingSessionHighPrice"] = "7";
MDEntryType["TradingSessionLowPrice"] = "8";
MDEntryType["TradingSessionVwapPrice"] = "9";
MDEntryType["Imbalance"] = "A";
MDEntryType["TradeVolume"] = "B";
MDEntryType["OpenInterest"] = "C";
MDEntryType["CompositeUnderlyingPrice"] = "D";
MDEntryType["SimulatedSellPrice"] = "E";
MDEntryType["SimulatedBuyPrice"] = "F";
MDEntryType["MarginRate"] = "G";
MDEntryType["MidPrice"] = "H";
MDEntryType["EmptyBook"] = "J";
MDEntryType["SettleHighPrice"] = "K";
MDEntryType["SettleLowPrice"] = "L";
MDEntryType["PriorSettlePrice"] = "M";
MDEntryType["SessionHighBid"] = "N";
MDEntryType["SessionLowOffer"] = "O";
MDEntryType["EarlyPrices"] = "P";
MDEntryType["AuctionClearingPrice"] = "Q";
MDEntryType["TradeCount"] = "v";
MDEntryType["TradeEffectiveVolume"] = "w";
MDEntryType["TradeNominalVolume"] = "x";
MDEntryType["OpenInterestDate"] = "y";
MDEntryType["SettlementDate"] = "z";
MDEntryType["FixingPrice"] = "W";
})(MDEntryType || (exports.MDEntryType = MDEntryType = {}));
var TickDirection;
(function (TickDirection) {
TickDirection["PlusTick"] = "0";
TickDirection["ZeroPlusTick"] = "1";
TickDirection["MinusTick"] = "2";
TickDirection["ZeroMinusTick"] = "3";
})(TickDirection || (exports.TickDirection = TickDirection = {}));
var QuoteCondition;
(function (QuoteCondition) {
QuoteCondition["ReservedSam"] = "0";
QuoteCondition["NoActiveSam"] = "1";
QuoteCondition["Restricted"] = "2";
QuoteCondition["NoMarketActivity"] = "1000";
QuoteCondition["NoDataAvailable"] = "1001";
QuoteCondition["NotApplicable"] = "1002";
QuoteCondition["AmountThresholdExceeded"] = "1003";
QuoteCondition["OpenActive"] = "A";
QuoteCondition["ClosedInactive"] = "B"