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 {
PerShare = "1",
Percentage = "2",
Absolute = "3",
E4 = "4",
E5 = "5",
PerBond = "6"
}
export declare enum ExecInst {
Stayoffer = "0",
Notheld = "1",
Work = "2",
Goalong = "3",
Overday = "4",
Held = "5",
Partnotinit = "6",
Strictscale = "7",
Trytoscale = "8",
Staybid = "9",
Trytostop = "Y",
Midprcpeg = "M",
Markpeg = "P",
Cancelonsysfail = "Q",
Primpeg = "R",
Suspend = "S",
Custdispinst = "U",
Netting = "V",
Pegvwap = "W",
Tradealong = "X",
Percvol = "D",
Nocross = "A",
Openpeg = "O",
Callfirst = "C",
Nonnego = "N",
Dni = "E",
Dnr = "F",
Aon = "G",
Restateonsysfail = "H",
Institonly = "I",
Restateontradinghalt = "J",
Cancelontradinghalt = "K",
Lastpeg = "L",
Okcross = "B"
}
export declare enum HandlInst {
AutomatedExecutionOrderPrivateNoBrokerIntervention = "1",
AutomatedExecutionOrderPublicBrokerInterventionOk = "2",
ManualOrderBestExecution = "3"
}
export declare enum SecurityIDSource {
Cusip = "1",
Sedol = "2",
Quik = "3",
IsinNumber = "4",
RicCode = "5",
IsoCurrencyCode = "6",
IsoCountryCode = "7",
ExchangeSymbol = "8",
ConsolidatedTapeAssociation = "9",
Sicovam = "E",
Belgian = "F",
Valoren = "D",
Dutch = "C",
Wertpapier = "B",
BloombergSymbol = "A",
Common = "G"
}
export declare enum IOIQltyInd {
Medium = "M",
High = "H",
Low = "L"
}
export declare enum IOIQty {
Large = "L",
Medium = "M",
Small = "S"
}
export declare enum IOITransType {
Cancel = "C",
New = "N",
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",
QuoteStatusRequest = "a",
Logon = "A",
DerivativeSecurityList = "AA",
NewOrderAb = "AB",
MultilegOrderCancelReplace = "AC",
TradeCaptureReportRequest = "AD",
TradeCaptureReport = "AE",
OrderMassStatusRequest = "AF",
QuoteRequestReject = "AG",
RfqRequest = "AH",
QuoteStatusReport = "AI",
MassQuoteAcknowledgement = "b",
News = "B",
SecurityDefinitionRequest = "c",
Email = "C",
SecurityDefinition = "d",
OrderSingle = "D",
SecurityStatusRequest = "e",
OrderList = "E",
SecurityStatus = "f",
OrderCancelRequest = "F",
OrderCancelReplaceRequest = "G",
TradingSessionStatusRequest = "g",
TradingSessionStatus = "h",
OrderStatusRequest = "H",
MassQuote = "i",
BusinessMessageReject = "j",
Allocation = "J",
ListCancelRequest = "K",
BidRequest = "k",
BidResponse = "l",
ListExecute = "L",
ListStrikePrice = "m",
ListStatusRequest = "M",
ListStatus = "N",
XmlMessage = "n",
RegistrationInstructions = "o",
AllocationAck = "P",
RegistrationInstructionsResponse = "p",
OrderMassCancelRequest = "q",
DontKnowTrade = "Q",
OrderMassCancelReport = "r",
QuoteRequest = "R",
NewOrderS = "s",
Quote = "S",
CrossOrderCancelReplaceRequest = "t",
SettlementInstructions = "T",
CrossOrderCancelRequest = "u",
SecurityTypeRequest = "v",
MarketDataRequest = "V",
SecurityTypes = "w",
MarketDataSnapshotFullRefresh = "W",
SecurityListRequest = "x",
MarketDataIncrementalRefresh = "X",
SecurityList = "y",
MarketDataRequestReject = "Y",
DerivativeSecurityListRequest = "z",
QuoteCancel = "Z"
}
export declare enum OrdStatus {
New = "0",
PartiallyFilled = "1",
Filled = "2",
DoneForDay = "3",
Canceled = "4",
Replaced = "5",
PendingCancel = "6",
Stopped = "7",
Rejected = "8",
Suspended = "9",
PendingNew = "A",
Calculated = "B",
Expired = "C",
AcceptedForBidding = "D",
PendingReplace = "E"
}
export declare enum OrdType {
Market = "1",
Limit = "2",
Stop = "3",
StopLimit = "4",
MarketOnClose = "5",
WithOrWithout = "6",
LimitOrBetter = "7",
LimitWithOrWithout = "8",
OnBasis = "9",
PreviouslyQuoted = "D",
OnClose = "A",
ForexC = "C",
ForexF = "F",
PreviouslyIndicated = "E",
ForexG = "G",
Funari = "I",
MarketIfTouched = "J",
MarketWithLeftoverAsLimit = "K",
PreviousFundValuationPoint = "L",
NextFundValuationPoint = "M",
Pegged = "P",
LimitOnClose = "B",
ForexH = "H"
}
export declare enum PossDupFlag {
No = "N",
Yes = "Y"
}
export declare enum Rule80A {
ProgramOrderNonIndexArbForOtherMember = "N",
ShortExemptTransactionB = "B",
ProgramOrderIndexArbForMemberFirmOrg = "D",
ShortExemptTransactionForPrincipal = "E",
ShortExemptTransactionF = "F",
ShortExemptTransactionH = "H",
IndividualInvestorSingleOrder = "I",
ProgramOrderIndexArbForIndividualCustomer = "J",
ProgramOrderNonIndexArbForIndividualCustomer = "K",
ProgramOrderIndexArbForOtherMember = "M",
AgencySingleOrder = "A",
ProprietaryTransactionsForCompetingMarketMakerThatIsAffiliatedWithTheClearingMember = "O",
Principal = "P",
TransactionsForTheAccountOfANonMemberCompetingMarketMaker = "R",
SpecialistTrades = "S",
TransactionsForTheAccountOfAnUnaffiliatedMembersCompetingMarketMaker = "T",
ProgramOrderIndexArbForOtherAgency = "U",
AllOtherOrdersAsAgentForOtherMember = "W",
ShortExemptTransactionForMemberCompetingMarketMakerNotAffiliatedWithTheFirmClearingTheTrade = "X",
ProgramOrderNonIndexArbForOtherAgency = "Y",
ShortExemptTransactionForNonMemberCompetingMarketMaker = "Z",
ShortExemptTransactionForMemberCompetingMarketMakerAffiliatedWithTheFirmClearingTheTrade = "L",
ProgramOrderNonIndexArbForMemberFirmOrg = "C"
}
export declare enum Side {
Buy = "1",
Sell = "2",
BuyMinus = "3",
SellPlus = "4",
SellShort = "5",
SellShortExempt = "6",
Undisclosed = "7",
Cross = "8",
CrossShort = "9",
AsDefined = "B",
Opposite = "C",
CrossShortExempt = "A"
}
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 SettlmntTyp {
Regular = "0",
Cash = "1",
NextDay = "2",
TPlus2 = "3",
TPlus3 = "4",
TPlus4 = "5",
Future = "6",
WhenAndIfIssued = "7",
SellersOption = "8",
TPlus5 = "9",
TPlus1 = "A"
}
export declare enum AllocTransType {
New = "0",
Replace = "1",
Cancel = "2",
Preliminary = "3",
Calculated = "4",
CalculatedWithoutPreliminary = "5"
}
export declare enum PositionEffect {
Fifo = "F",
Rolled = "R",
Close = "C",
Open = "O"
}
export declare enum ProcessCode {
Regular = "0",
SoftDollar = "1",
StepIn = "2",
StepOut = "3",
SoftDollarStepIn = "4",
SoftDollarStepOut = "5",
PlanSponsor = "6"
}
export declare enum AllocStatus {
Accepted = 0,
Rejected = 1,
PartialAccept = 2,
Received = 3
}
export declare enum AllocRejCode {
UnknownAccount = 0,
IncorrectQuantity = 1,
IncorrectAveragePrice = 2,
UnknownExecutingBrokerMnemonic = 3,
CommissionDifference = 4,
UnknownOrderid = 5,
UnknownListid = 6,
Other = 7
}
export declare enum EmailType {
New = "0",
Reply = "1",
AdminReply = "2"
}
export declare enum PossResend {
No = "N",
Yes = "Y"
}
export declare enum EncryptMethod {
None = 0,
Pkcs = 1,
Des = 2,
PkcsDes = 3,
PgpDes = 4,
PgpDesMd5 = 5,
PemDesMd5 = 6
}
export declare enum CxlRejReason {
TooLateToCancel = 0,
UnknownOrder = 1,
Broker = 2,
OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3,
UnableToProcessOrderMassCancelRequest = 4,
OrigordmodtimeDidNotMatchLastTransacttimeOfOrder = 5,
DuplicateClordidReceived = 6
}
export declare enum OrdRejReason {
Broker = 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
}
export declare enum IOIQualifier {
AtTheOpen = "O",
CrossingOpportunity = "X",
Indication = "W",
Versus = "V",
ThroughTheDay = "T",
PortfolioShown = "S",
ReadyToTrade = "R",
AllOrNone = "A",
TakingAPosition = "P",
MoreBehind = "M",
Limit = "L",
InTouchWith = "I",
Vwap = "D",
AtTheClose = "C",
MarketOnClose = "B",
AtTheMarket = "Q",
AtTheMidpoint = "Y",
PreOpen = "Z"
}
export declare enum ReportToExch {
Yes = "Y",
No = "N"
}
export declare enum LocateReqd {
Yes = "Y",
No = "N"
}
export declare enum ForexReq {
Yes = "Y",
No = "N"
}
export declare enum GapFillFlag {
Yes = "Y",
No = "N"
}
export declare enum DKReason {
WrongSide = "B",
QuantityExceedsOrder = "C",
NoMatchingOrder = "D",
PriceExceedsLimit = "E",
Other = "Z",
UnknownSymbol = "A"
}
export declare enum IOINaturalFlag {
Yes = "Y",
No = "N"
}
export declare enum MiscFeeType {
Regulatory = "1",
Tax = "2",
LocalCommission = "3",
ExchangeFees = "4",
Stamp = "5",
Levy = "6",
Other = "7",
Markup = "8",
ConsumptionTax = "9"
}
export declare enum ResetSeqNumFlag {
Yes = "Y",
No = "N"
}
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"
}
export declare enum SettlCurrFxRateCalc {
Divide = "D",
Multiply = "M"
}
export declare enum SettlInstMode {
Default = "0",
StandingInstructionsProvided = "1",
SpecificAllocationAccountOverriding = "2",
SpecificAllocationAccountStanding = "3",
SpecificOrderForASingleAccount = "4"
}
export declare enum SettlInstTransType {
New = "N",
Replace = "R",
Cancel = "C"
}
export declare enum SettlInstSource {
BrokersInstructions = "1",
InstitutionsInstructions = "2",
Investor = "3"
}
export declare enum SecurityType {
CommercialPaper = "CP",
VariableRateDemandNote = "VRDN",
PlazosFijos = "PZFJ",
PromissoryNote = "PN",
Overnight = "ONITE",
MediumTermNotes = "MTN",
TaxExemptCommercialPaper = "TECP",
AmendedRestated = "AMENDED",
BridgeLoan = "BRIDGE",
LetterOfCredit = "LOFC",
SwingLineFacility = "SWING",
DebtorInPossession = "DINP",
Defaulted = "DEFLTED",
Withdrawn = "WITHDRN",
LiquidityNote = "LQN",
Matured = "MATURED",
DepositNotes = "DN",
Retired = "RETIRED",
BankersAcceptance = "BA",
BankNotes = "BN",
BillOfExchanges = "BOX",
CertificateOfDeposit = "CD",
CallLoans = "CL",
Replaced = "REPLACD",
MandatoryTender = "MT",
RevolverTermLoan = "RVLVTRM",
MortgagePrivatePlacement = "MPP",
ShortTermLoanNote = "STN",
MiscellaneousPassThrough = "MPT",
ToBeAnnounced = "TBA",
OtherAnticipationNotesBanGanEtc = "AN",
MortgageInterestOnly = "MIO",
CertificateOfParticipation = "COFP",
MortgageBackedSecurities = "MBS",
RevenueBonds = "REV",
SpecialAssessment = "SPCLA",
SpecialObligation = "SPCLO",
SpecialTax = "SPCLT",
TaxAnticipationNote = "TAN",
TaxAllocation = "TAXA",
CertificateOfObligation = "COFO",
TimeDeposit = "TD",
GeneralObligationBonds = "GO",
WildcardEntry = "?",
Warrant = "WAR",
MutualFund = "MF",
MultiLegInstrument = "MLEG",
TaxRevenueAnticipationNote = "TRAN",
MortgagePrincipalOnly = "MPO",
RepurchaseAgreement = "RP",
NoSecurityType = "NONE",
ExtendedCommNote = "XCN",
AgencyPools = "POOL",
AssetBackedSecurities = "ABS",
CorpMortgageBackedSecurities = "CMBS",
CollateralizedMortgageObligation = "CMO",
IoetteMortgage = "IET",
ReverseRepurchaseAgreement = "RVRP",
ForeignExchangeContract = "FOR",
RevenueAnticipationNote = "RAN",
RevolverLoan = "RVLV",
FederalAgencyCoupon = "FAC",
FederalAgencyDiscountNote = "FADN",
PrivateExportFunding = "PEF",
CorporateBond = "CORP",
CorporatePrivatePlacement = "CPP",
ConvertibleBond = "CB",
DualCurrency = "DUAL",
IndexedLinked = "XLINKD",
YankeeCorporateBond = "YANK",
CommonStock = "CS",
PreferredStock = "PS",
BradyBond = "BRADY",
UsTreasuryBond = "TBOND",
InterestStripFromAnyBondOrNote = "TINT",
TreasuryInflationProtectedSecurities = "TIPS",
PrincipalStripOfACallableBondOrNote = "TCAL",
PrincipalStripFromANonCallableBondOrNote = "TPRN",
UsTreasuryNoteBond = "UST",
UsTreasuryBill = "USTB",
TermLoan = "TERM",
StructuredNotes = "STRUCT"
}
export declare enum StandInstDbType {
Other = 0,
DtcSid = 1,
ThomsonAlert = 2,
AGlobalCustodian = 3
}
export declare enum SettlDeliveryType {
VersusPayment = 0,
Free = 1
}
export declare enum AllocLinkType {
FXNetting = 0,
FXSwap = 1
}
export declare enum CoveredOrUncovered {
Covered = 0,
Uncovered = 1
}
export declare enum NotifyBrokerOfCredit {
No = "N",
Yes = "Y"
}
export declare enum AllocHandlInst {
Match = 1,
Forward = 2,
ForwardAndMatch = 3
}
export declare enum RoutingType {
TargetFirm = 1,
TargetList = 2,
BlockFirm = 3,
BlockList = 4
}
export declare enum Benchmark {
Curve = "1",
E5Yr = "2",
Old5 = "3",
E10Yr = "4",
Old10 = "5",
E30Yr = "6",
Old30 = "7",
E3MoLibor = "8",
E6MoLibor = "9"
}
export declare enum BenchmarkCurveName {
Swap = "SWAP",
Libid = "LIBID",
Other = "OTHER",
Treasury = "Treasury",
Euribor = "Euribor",
Pfandbriefe = "Pfandbriefe",
Futureswap = "FutureSWAP",
Muniaaa = "MuniAAA",
Libor = "LIBOR"
}
export declare enum StipulationType {
AbsolutePrepaymentSpeed = "ABS",
WeightedAverageLoanAge = "WALA",
WeightedAverageMaturity = "WAM",
ConstantPrepaymentRate = "CPR",
FinalCprOfHomeEquityPrepaymentCurve = "HEP",
WeightedAverageLife = "WAL",
OfManufacturedHousingPrepaymentCurve = "MHP",
SingleMonthlyMortality = "SMM",
MonthlyPrepaymentRate = "MPR",
OfBmaPrepaymentCurve = "PSA",
OfProspectusPrepaymentCurve = "PPC",
ConstantPrepaymentPenalty = "CPP",
LotVariance = "LOTVAR",
ConstantPrepaymentYield = "CPY",
WeightedAverageCoupon = "WAC",
YearOfIssue = "ISSUE",
MaturityYear = "MAT",
NumberOfPieces = "PIECES",
PoolsMaximum = "PMAX",
PoolsPerMillion = "PPM",
PoolsPerLot = "PPL",
PoolsPerTrade = "PPT",
ProductionYear = "PROD",
TradeVariance = "TRDVAR",
Geographics = "GEOG"
}
export declare enum YieldType {
TrueYieldTheYieldCalculatedWithCouponDatesMovedFromAWeekendOrHolidayToTheNextValidSettlementDate = "TRUE",
PreviousCloseYieldTheYieldOfABondBasedOnTheClosingPrice1DayAgo = "PREVCLOSE",
YieldToLongestAverage = "LONGEST",
YieldToLongestAverageLifeTheYieldAssumingOnlyMandatorySinksAreTakenThisResultsInALowerPaydownOfDebtTheYieldIsThenCalculatedToTheFinalPaymentDate = "LONGAVGLIFE",
YieldToMaturityTheYieldOfABondToItsMaturityDate = "MATURITY",
MarkToMarketYieldAnAdjustmentInTheValuationOfASecuritiesPortfolioToReflectTheCurrentMarketValuesOfTheRespectiveSecuritiesInThePortfolio = "MARK",
OpenAverageYieldTheAverageYieldOfTheRespectiveSecuritiesInThePortfolio = "OPENAVG",
YieldToNextPutTheYieldToTheDateAtWhichTheBondHolderCanNextPutTheBondToTheIssuer = "PUT",
ProceedsYieldTheCdEquivalentYieldWhenTheRemainingTimeToMaturityIsLessThanTwoYears = "PROCEEDS",
SemiAnnualYieldTheYieldOfABondWhoseCouponPaymentsAreReinvestedSemiAnnually = "SEMIANNUAL",
YieldToShortestAverageLifeSameAsAvglifeAbove = "SHORTAVGLIFE",
YieldToShortestAverage = "SHORTEST",
SimpleYieldTheYieldOfABondAssumingNoReinvestmentOfCouponPayments = "SIMPLE",
YieldToTenderDateTheYieldOnAMunicipalBondToItsMandatoryTenderDate = "TENDER",
YieldValueOf132TheAmountThatTheYieldWillChangeForA132ndChangeInPrice = "VALUE1/32",
YieldToWorstConventionTheLowestYieldToAllPossibleRedemptionDateScenarios = "WORST",
TaxEquivalentYieldTheAfterTaxYieldGrossedUpByTheMaximumFederalTaxRateOf396ForComparisonToTaxableYields = "TAXEQUIV",
AnnualYieldTheAnnualInterestOrDividendIncomeAnInvestmentEarnsExpressedAsAPercentageOfTheInvestmentsTotalValue = "ANNUAL",
ClosingYieldMostRecentYearTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentYearsEnd = "LASTYEAR",
YieldToNextRefund = "NEXTREFUND",
AfterTaxYield = "AFTERTAX",
YieldAtIssue = "ATISSUE",
YieldToAverageLifeTheYieldAssumingThatAllSinks = "AVGLIFE",
YieldToAverageMaturityTheYieldAchievedBySubstitutingABondsAverageMaturityForTheIssuesFinalMaturityDate = "AVGMATURITY",
BookYieldTheYieldOfASecurityCalculatedByUsingItsBookValueInsteadOfTheCurrentMarketPriceThisTermIsTypicallyUsedInTheUsDomesticMarket = "BOOK",
YieldToNextCallTheYieldOfABondToTheNextPossibleCallDate = "CALL",
YieldChangeSinceCloseTheChangeInTheYieldSinceThePreviousDaysClosingYield = "CHANGE",
CompoundYieldTheYieldOfCertainJapaneseBondsBasedOnItsPriceCertainJapaneseBondsHaveIrregularFirstOrLastCouponsAndTheYieldIsCalculatedCompoundForTheseIrregularPeriods = "COMPOUND",
CurrentYieldAnnualInterestOnABondDividedByTheMarketValueTheActualIncomeRateOfReturnAsOpposedToTheCouponRateExpressedAsAPercentage = "CURRENT",
TrueGrossYieldYieldCalculatedUsingThePriceIncludingAccruedInterestWhereCouponDatesAreMovedFromHolidaysAndWeekendsToTheNextTradingDay = "GROSS",
GovernmentEquivalentYieldAskYieldBasedOnSemiAnnualCouponsCompoundingInAllPeriodsAndActualActualCalendar = "GOVTEQUIV",
YieldWithInflationAssumptionBasedOnPriceTheReturnAnInvestorWouldRequireOnANormalBondThatWouldMakeTheRealReturnEqualToThatOfTheInflationIndexedBondAssumingAConstantInflationRate = "INFLATION",
InverseFloaterBondYieldInverseFloaterSemiAnnualBondEquivalentRate = "INVERSEFLOATER",
ClosingYieldMostRecentQuarterTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentQuartersEnd = "LASTQUARTER",
MostRecentClosingYieldTheLastAvailableYieldStoredInHistoryComputedUsingPrice = "LASTCLOSE",
ClosingYieldMostRecentMonthTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentMonthsEnd = "LASTMONTH",
ClosingYieldTheYieldOfABondBasedOnTheClosingPrice = "CLOSE"
}
export declare enum TradedFlatSwitch {
No = "N",
Yes = "Y"
}
export declare enum SubscriptionRequestType {
Snapshot = "0",
SnapshotPlusUpdates = "1",
DisablePreviousSnapshotPlusUpdateRequest = "2"
}
export declare enum MDUpdateType {
FullRefresh = 0,
IncrementalRefresh = 1
}
export declare enum AggregatedBook {
Yes = "Y",
No = "N"
}
export declare enum MDEntryType {
Bid = "0",
Offer = "1",
Trade = "2",
IndexValue = "3",
OpeningPrice = "4",
ClosingPrice = "5",
SettlementPrice = "6",
TradingSessionHighPrice = "7",
TradingSessionLowPrice = "8",
TradingSessionVwapPrice = "9",
Imbalance = "A"
}
export declare enum TickDirection {
PlusTick = "0",
ZeroPlusTick = "1",
MinusTick = "2",
ZeroMinusTick = "3"
}
export declare enum QuoteCondition {
Locked = "E",
NonFirm = "I",
FastTrading = "H",
Crossed = "F",
ConsolidatedBest = "D",
ExchangeBest = "C",
Closed = "B",
Open = "A",
Depth = "G"
}
export declare enum TradeCondition {
NextDayTrade = "J",
Opened = "K",
Seller = "L",
AveragePriceTrade = "B",
Sold = "M",
Rule155Trade = "H",
StoppedStock = "N",
ImbalanceMoreBuyers = "P",
ImbalanceMoreSellers = "Q",
OpeningPrice = "R",
SoldLast = "I",
Cash = "A",
CashTrade = "C",
Opening = "E",
IntradayTradeDetail = "F",
Rule127Trade = "G",
NextDay = "D"
}
export declare enum MDUpdateAction {
New = "0",
Change = "1",
Delete = "2"
}
export declare enum MDReqRejReason {
UnknownSymbol = "0",
DuplicateMdreqid = "1",
InsufficientBandwidth = "2",
InsufficientPermissions = "3",
UnsupportedSubscriptionrequesttype = "4",
UnsupportedMarketdepth = "5",
UnsupportedMdupdatetype = "6",
UnsupportedAggregatedbook = "7",
UnsupportedMdentrytype = "8",
UnsupportedTradingsessionid = "9",
UnsupportedMdimplicitdelete = "C",
UnsupportedOpenclosesettleflag = "B",
UnsupportedScope = "A"
}
export declare enum DeleteReason {
Cancelation = "0",
Error = "1"
}
export declare enum OpenCloseSettleFlag {
DailyOpen = "0",
SessionOpen = "1",
DeliverySettlementPrice = "2",
ExpectedPrice = "3",
PriceFromPreviousBusinessDay = "4"
}
export declare enum FinancialStatus {
Bankrupt = "1",
PendingDelisting = "2"
}
export declare enum CorporateAction {
ExDistribution = "B",
ExInterest = "E",
ExRights = "C",
ExDividend = "A",
New = "D"
}
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
}
export declare enum QuoteCancelType {
CancelForSymbol = 1,
CancelForSecurityType = 2,
CancelForUnderlyingSymbol = 3,
CancelAllQuotes = 4
}
export declare enum QuoteRejectReason {
UnknownSymbol = 1,
Exchange = 2,
QuoteRequestExceedsLimit = 3,
TooLateToEnter = 4,
UnknownQuote = 5,
DuplicateQuote = 6,
InvalidBidAskSpread = 7,
InvalidPrice = 8,
NotAuthorizedToQuoteSecurity = 9
}
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 UnsolicitedIndicator {
Yes = "Y",
No = "N"
}
export declare enum SecurityTradingStatus {
OpeningDelay = 1,
TradingHalt = 2,
Resume = 3,
NoOpenNoResume = 4,
PriceIndication = 5,
TradingRangeIndication = 6,
MarketImbalanceBuy = 7,
MarketImbalanceSell = 8,
MarketOnCloseImbalanceBuy = 9,
MarketOnCloseImbalanceSell = 10,
NoMarketImbalance = 12,
NoMarketOnCloseImbalance = 13,
ItsPreOpening = 14,
NewPriceIndication = 15,
TradeDisseminationTime = 16,
ReadyToTrade = 17,
NotAvailableForTrading = 18,
NotTradedOnThisMarket = 19,
UnknownOrInvalid = 20,
PreOpen = 21,
OpeningRotation = 22,
FastMarket = 23
}
export declare enum HaltReasonChar {
EquipmentChangeover = "X",
AdditionalInformation = "M",
OrderInflux = "E",
NewsPending = "P",
OrderImbalance = "I",
NewsDissemination = "D"
}
export declare enum InViewOfCommon {
Yes = "Y",
No = "N"
}
export declare enum DueToRelated {
Yes = "Y",
No = "N"
}
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
}
export declare enum MessageEncoding {
Utf8 = "UTF-8",
Iso2022Jp = "ISO-2022-JP",
EucJp = "EUC-JP",
ShiftJis = "SHIFT_JIS"
}
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
}
export declare enum BidRequestTransType {
New = "N",
Cancel = "C"
}
export declare enum SolicitedFlag {
No = "N",
Yes = "Y"
}
export declare enum ExecRestatementReason {
GtCorporateAction = 0,
GtRenewal = 1,
VerbalChange = 2,
RepricingOfOrder = 3,
BrokerOption = 4,
PartialDeclineOfOrderqty = 5,
CancelOnTradingHalt = 6,
CancelOnSystemFailure = 7,
Market = 8
}
export declare enum BusinessRejectReason {
Other = 0,
UnkownId = 1,
UnknownSecurity = 2,
UnsupportedMessageType = 3,
ApplicationNotAvailable = 4,
ConditionallyRequiredFieldMissing = 5,
NotAuthorized = 6,
DelivertoFirmNotAvailableAtThisTime = 7
}
export declare enum MsgDirection {
Send = "S",
Receive = "R"
}
export declare enum DiscretionInst {
RelatedToDisplayedPrice = "0",
RelatedToMarketPrice = "1",
RelatedToPrimaryPrice = "2",
RelatedToLocalPrimaryPrice = "3",
RelatedToMidpointPrice = "4",
RelatedToLastTradePrice = "5"
}
export declare enum BidType {
NonDisclosedStyle = 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 {
E5DayMovingAverage = 1,
E20DayMovingAverage = 2,
NormalMarketSize = 3,
Other = 4
}
export declare enum ExchangeForPhysical {
No = "N",
Yes = "Y"
}
export declare enum ProgRptReqs {
BuysideExplicitlyRequestsStatusUsingStatusrequest = 1,
SellsidePeriodicallySendsStatusUsingListstatusPeriodOptionallySpecifiedInProgressperiod = 2,
RealTimeExecutionReports = 3
}
export declare enum IncTaxInd {
Net = 1,
Gross = 2
}
export declare enum TradeType {
VwapGuarantee = "G",
Agency = "A",
GuaranteedClose = "J",
RiskTrade = "R"
}
export declare enum BasisPxType {
ClosingPriceAtMorningSession = "2",
ClosingPrice = "3",
CurrentPrice = "4",
Sq = "5",
VwapThroughADay = "6",
VwapThroughAMorningSession = "7",
VwapThroughAnAfternoonSession = "8",
VwapThroughADayExceptYori = "9",
Open = "D",
Others = "Z",
Strike = "C",
VwapThroughAnAfternoonSessionExceptYori = "B",
VwapThroughAMorningSessionExceptYori = "A"
}
export declare enum PriceType {
Percentage = 1,
PerShare = 2,
FixedAmount = 3,
Discount = 4,
Premium = 5,
BasisPointsRelativeToBenchmark = 6,
TedPrice = 7,
TedYield = 8
}
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",
TaiwaneseQualifiedForeignInvestorIdQfii = "2",
TaiwaneseTradingAccount = "3",
MalaysianCentralDepository = "4",
ChineseBShare = "5",
UkNationalInsuranceOrPensionNumber = "6",
UsSocialSecurityNumber = "7",
UsEmployerIdentificationNumber = "8",
AustralianBusinessNumber = "9",
AustralianTaxFileNumber = "A",
IsoCountryCode = "E",
Bic = "B",
ProprietaryCustomCode = "D",
SettlementEntityLocation = "F",
GenerallyAcceptedMarketParticipantIdentifier = "C"
}
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
}
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
}
export declare enum TestMessageIndicator {
Yes = "Y",
No = "N"
}
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 CancellationRights {
NoWaiverAgreement = "M",
NoExecutionOnly = "N",
Yes = "Y",
NoInstitutional = "O"
}
export declare enum MoneyLaunderingStatus {
ExemptBelowTheLimit = "1",
ExemptClientMoneyTypeExemption = "2",
ExemptAuthorisedCreditOrFinancialInstitution = "3",
Passed = "Y",
NotChecked = "N"
}
export declare enum ExecPriceType {
SinglePrice = "S",
OfferPriceMinusAdjustmentAmount = "Q",
OfferPriceMinusAdjustment = "P",
OfferPrice = "O",
CreationPricePlusAdjustmentAmount = "E",
CreationPricePlusAdjustment = "D",
CreationPrice = "C",
BidPrice = "B"
}
export declare enum TradeReportTransType {
New = "N",
Replace = "R",
Cancel = "C"
}
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 {
NoneNotApplicable = 0,
MaxiIsa = 1,
Tessa = 2,
MiniCashIsa = 3,
MiniStocksAndSharesIsa = 4,
MiniInsuranceIsa = 5,
CurrentYearPayment = 6,
PriorYearPayment = 7,
AssetTransfer = 8,
Employee = 9,
EmployeeCurrentYear = 10,
Employer = 11,
EmployerCurrentYear = 12,
NonFundPrototypeIra = 13,
NonFundQualifiedPlan = 14,
DefinedContributionPlan = 15,
IndividualRetirementAccount = 16,
IndividualRetirementAccountRollover = 17,
Keogh = 18,
ProfitSharingPlan = 19,
E401K = 20,
SelfDirectedIra = 21,
E403 = 22,
E457 = 23,
RothIra24 = 24,
RothIra25 = 25,
RothConversionIra26 = 26,
RothConversionIra27 = 27,
EducationIra28 = 28,
EducationIra29 = 29
}
export declare enum FundRenewWaiv {
No = "N",
Yes = "Y"
}
export declare enum RegistStatus {
Accept = "A",
Reminder = "N",
Reject = "R",
Held = "H"
}
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
}
export declare enum RegistTransType {
New = "0",
Replace = "1",
Cancel = "2"
}
export declare enum ContAmtType {
CommissionAmount = 1,
Commission = 2,
InitialChargeAmount = 3,
InitialCharge = 4,
DiscountAmount = 5,
Discount = 6,
DilutionLevyAmount = 7,
DilutionLevy = 8,
ExitChargeAmount = 9,
ExitCharge = 10,
FundBasedRenewalCommission = 11,
ProjectedFundValue = 12,
FundBasedRenewalCommissionAmount13 = 13,
FundBasedRenewalCommissionAmount14 = 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 {
RisklessPrincipal = "R",
Individual = "I",
Principal = "P",
AgentForOtherMember = "W",
Agency = "A",
Proprietary = "G"
}
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"
}
export declare enum MassCancelResponse {
CancelRequestRejected = "0",
CancelOrdersForASecurity = "1",
CancelOrdersForAnUnderlyingSecurity = "2",
CancelOrdersForAProduct = "3",
CancelOrdersForACficode = "4",
CancelOrdersForASecuritytype = "5",
CancelOrdersForATradingSession = "6",
CancelAllOrders = "7"
}
export declare enum MassCancelRejectReason {
MassCancelNotSupported = "0",
InvalidOrUnknownSecurity = "1",
InvalidOrUnknownUnderlying = "2",
InvalidOrUnknownProduct = "3",
InvalidOrUnknownCficode = "4",
InvalidOrUnknownSecurityType = "5",
InvalidOrUnknownTradingSession = "6"
}
export declare enum QuoteType {
Indicative = 0,
Tradeable = 1,
RestrictedTradeable = 2
}
export declare enum CashMargin {
Cash = "1",
MarginOpen = "2",
MarginClose = "3"
}
export declare enum Scope {
Local = "1",
National = "2",
Global = "3"
}
export declare enum MDImplicitDelete {
Yes = "Y",
No = "N"
}
export declare enum CrossType {
CrossTradeWhichIsExecutedCompletelyOrNotBothSidesAreTreatedInTheSameMannerThisIsEquivalentToAnAllOrNone = 1,
CrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelledOneSideIsFullyExecutedTheOtherSideIsPartiallyExecutedWithTheRemainderBeingCancelledThisIsEquivalentToAnImmediateOrCancelOnTheOtherSide = 2,
CrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActiveOneSideOfTheCrossIsFullyExecuted = 3,
CrossTradeIsExecutedWithExistingOrdersWithTheSamePrice = 4
}
export declare enum CrossPrioritization {
None = 0,
BuysidePrioritized = 1,
SellsidePrioritized = 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 TradSesStatusRejReason {
UnknownOrInvalidTradingsessionid = 1
}
export declare enum TradeRequestType {
AllTrades = 0,
MatchedTradesMatchingCriteriaProvidedOnRequest = 1,
UnmatchedTradesThatMatchCriteria = 2,
UnreportedTradesThatMatchCriteria = 3,
AdvisoriesThatMatchCriteria = 4
}
export declare enum PreviouslyReported {
No = "N",
Yes = "Y"
}
export declare enum MatchStatus {
ComparedMatchedOrAffirmed = "0",
UncomparedUnmatchedOrUnaffirmed = "1",
AdvisoryOrAlert = "2"
}
export declare enum MatchType {
SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS5 = "S5",
ActM1Match = "M1",
ActM6Match = "M6",
ActDefaultAfterM2 = "M5",
ActAcceptedTrade = "M3",
SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS2 = "S2",
SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS3 = "S3",
SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS4 = "S4",
ActM2Match = "M2",
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadges = "A2",
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadgesAndExecutionTime = "A3",
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAnd = "A4",
ComparedRecordsResultingFromStampedAdvisoriesOrSpecialist = "AQ",
NonAct = "MT",
ActDefaultTrade = "M4",
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadgesAndExecutionTime = "A1",
SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS1 = "S1",
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusExecutionTime = "A5"
}
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
}
export declare enum AccountType {
AccountIsCarriedOnCustomerSideOfBooks = 1,
AccountIsCarriedOnNonCustomerSideOfBooks = 2,
HouseTrader = 3,
FloorTrader = 4,
AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6,
AccountIsHouseTraderAndIsCrossMargined = 7,
JointBackofficeAccount = 8
}
export declare enum MassStatusReqType {
StatusForOrdersForASecurity = 1,
StatusForOrdersForAnUnderlyingSecurity = 2,
StatusForOrdersForAProduct = 3,
StatusForOrdersForACficode = 4,
StatusForOrdersForASecuritytype = 5,
StatusForOrdersForATradingSession = 6,
StatusForAllOrders = 7,
StatusForOrdersForAPartyid = 8
}
export declare enum DayBookingInst {
CanTriggerBookingWithoutReferenceToTheOrderInitiator = "0",
SpeakWithOrderInitiatorBeforeBooking = "1"
}
export declare enum BookingUnit {
EachPartialExecutionIsABookableUnit = "0",
AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder = "1",
AggregateExecutionsForThisSymbolSideAndSettlementDate = "2"
}
export declare enum PreallocMethod {
ProRata = "0",
DoNotProRataDiscussFirst = "1"
}
export declare enum AllocType {
BuysideCalculated = 1,
BuysidePreliminary = 2,
SellsideCalculatedUsingPreliminary = 3,
SellsideCalculatedWithoutPreliminary = 4,
BuysideReadyToBook5 = 5,
BuysideReadyToBook6 = 6
}
export declare enum ClearingFeeIndicator {
E1stYearDelegateTradingForHisOwnAccount = "1",
E2ndYearDelegateTradingForHisOwnAccount = "2",
E3rdYearDelegateTradingForHisOwnAccount = "3",
E4thYearDelegateTradingForHisOwnAccount = "4",
E5thYearDelegateTradingForHisOwnAccount = "5",
E6thYearAndBeyondDelegateTradingForHisOwnAccount = "9",
E106HAnd106JFirms = "H",
AllOtherOwnershipTypes = "M",
GimIdemAndComMembershipInterestHolders = "I",
FullAndAssociateMemberTradingForOwnAccountAndAsFloor = "F",
EquityMemberAndClearingMember = "E",
NonMemberAndCustomer = "C",
CboeMember = "B",
LesseeAnd106FEmployees = "L"
}
export declare enum WorkingIndicator {
No = "N",
Yes = "Y"
}
export declare enum PriorityIndicator {
PriorityUnchanged = 0,
LostPriorityAsResultOfOrderChange = 1
}
export declare enum LegalConfirm {
Yes = "Y",
No = "N"
}
export declare enum QuoteRequestRejectReason {
UnknownSymbol = 1,
Exchange = 2,
QuoteRequestExceedsLimit = 3,
TooLateToEnter = 4,
InvalidPrice = 5,
NotAuthorizedToRequestQuote = 6
}