jspurefix
Version:
pure node js fix engine
1,018 lines (1,017 loc) • 24.6 kB
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",
Percent = "2",
Absolute = "3",
PercentageWaivedCashDiscount = "4",
PercentageWaivedEnhancedUnits = "5",
PointsPerBondOrContract = "6"
}
export declare enum ExecInst {
StayOnOfferSide = "0",
NotHeld = "1",
Work = "2",
GoAlong = "3",
OverTheDay = "4",
Held = "5",
ParticipateDoNotInitiate = "6",
StrictScale = "7",
TryToScale = "8",
StayOnBidSide = "9",
TryToStop = "Y",
MidPricePeg = "M",
MarketPeg = "P",
CancelOnSystemFailure = "Q",
PrimaryPeg = "R",
Suspend = "S",
CustomerDisplayInstruction = "U",
Netting = "V",
PegToVwap = "W",
TradeAlong = "X",
PercentOfVolume = "D",
NoCross = "A",
OpeningPeg = "O",
CallFirst = "C",
NonNegotiable = "N",
DoNotIncrease = "E",
DoNotReduce = "F",
AllOrNone = "G",
ReinstateOnSystemFailure = "H",
InstitutionsOnly = "I",
ReinstateOnTradingHalt = "J",
CancelOnTradingHalt = "K",
LastPeg = "L",
OkToCross = "B"
}
export declare enum ExecTransType {
New = "0",
Cancel = "1",
Correct = "2",
Status = "3"
}
export declare enum HandlInst {
AutomatedExecutionNoIntervention = "1",
AutomatedExecutionInterventionOk = "2",
ManualOrder = "3"
}
export declare enum IDSource {
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 IOIShares {
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",
Ioi = "6",
Advertisement = "7",
ExecutionReport = "8",
OrderCancelReject = "9",
QuoteStatusRequest = "a",
Logon = "A",
DerivativeSecurityList = "AA",
NewOrderMultileg = "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",
NewOrderSingle = "D",
SecurityStatusRequest = "e",
NewOrderList = "E",
SecurityStatus = "f",
OrderCancelRequest = "F",
OrderCancelReplaceRequest = "G",
TradingSessionStatusRequest = "g",
TradingSessionStatus = "h",
OrderStatusRequest = "H",
MassQuote = "i",
BusinessMessageReject = "j",
AllocationInstruction = "J",
ListCancelRequest = "K",
BidRequest = "k",
BidResponse = "l",
ListExecute = "L",
ListStrikePrice = "m",
ListStatusRequest = "M",
ListStatus = "N",
XmlNonFix = "n",
RegistrationInstructions = "o",
AllocationInstructionAck = "P",
RegistrationInstructionsResponse = "p",
OrderMassCancelRequest = "q",
DontKnowTrade = "Q",
OrderMassCancelReport = "r",
QuoteRequest = "R",
NewOrderCross = "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",
ForexMarket = "C",
ForexLimit = "F",
PreviouslyIndicated = "E",
ForexSwap = "G",
Funari = "I",
MarketIfTouched = "J",
MarketWithLeftOverAsLimit = "K",
PreviousFundValuationPoint = "L",
NextFundValuationPoint = "M",
Pegged = "P",
LimitOnClose = "B",
ForexPreviouslyQuoted = "H"
}
export declare enum PossDupFlag {
OriginalTransmission = "N",
PossibleDuplicate = "Y"
}
export declare enum Rule80A {
AgentForOtherMember = "N",
ShortExemptTransactionAType = "B",
ProgramOrderMember = "D",
ShortExemptTransactionForPrincipal = "E",
ShortExemptTransactionWType = "F",
ShortExemptTransactionIType = "H",
IndividualInvestor = "I",
ProprietaryAlgo = "J",
AgencyAlgo = "K",
ProgramOrderOtherMember = "M",
AgencySingleOrder = "A",
ProprietaryTransactionAffiliated = "O",
Principal = "P",
TransactionNonMember = "R",
SpecialistTrades = "S",
TransactionUnaffiliatedMember = "T",
AgencyIndexArb = "U",
AllOtherOrdersAsAgentForOtherMember = "W",
ShortExemptTransactionMemberNotAffliated = "X",
AgencyNonAlgo = "Y",
ShortExemptTransactionNonMember = "Z",
ShortExemptTransactionMemberAffliated = "L",
ProprietaryNonAlgo = "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",
T1 = "A"
}
export declare enum AllocTransType {
New = "0",
Replace = "1",
Cancel = "2",
Preliminary = "3",
Calculated = "4",
CalculatedWithoutPreliminary = "5"
}
export declare enum OpenClose {
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,
BlockLevelReject = 1,
AccountLevelReject = 2,
Received = 3
}
export declare enum AllocRejCode {
UnknownAccount = 0,
IncorrectQuantity = 1,
IncorrectAveragegPrice = 2,
UnknownExecutingBrokerMnemonic = 3,
CommissionDifference = 4,
UnknownOrderId = 5,
UnknownListId = 6,
OtherSeeText = 7
}
export declare enum EmailType {
New = "0",
Reply = "1",
AdminReply = "2"
}
export declare enum PossResend {
OriginalTransmission = "N",
PossibleResend = "Y"
}
export declare enum EncryptMethod {
None = 0,
Pkcs = 1,
Des = 2,
Pkcsdes = 3,
Pgpdes = 4,
Pgpdesmd5 = 5,
Pem = 6
}
export declare enum CxlRejReason {
TooLateToCancel = 0,
UnknownOrder = 1,
BrokerCredit = 2,
OrderAlreadyInPendingStatus = 3,
UnableToProcessOrderMassCancelRequest = 4,
OrigOrdModTime = 5,
DuplicateClOrdId = 6
}
export declare enum OrdRejReason {
BrokerCredit = 0,
UnknownSymbol = 1,
ExchangeClosed = 2,
OrderExceedsLimit = 3,
TooLateToEnter = 4,
UnknownOrder = 5,
DuplicateOrder = 6,
DuplicateOfAVerballyCommunicatedOrder = 7,
StaleOrder = 8,
TradeAlongRequired = 9,
InvalidInvestorId = 10,
UnsupportedOrderCharacteristic = 11,
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 {
ReceiverReports = "Y",
SenderReports = "N"
}
export declare enum LocateReqd {
Yes = "Y",
No = "N"
}
export declare enum ForexReq {
ExecuteForexAfterSecurityTrade = "Y",
DoNotExecuteForexAfterSecurityTrade = "N"
}
export declare enum GapFillFlag {
GapFillMessage = "Y",
SequenceReset = "N"
}
export declare enum DKReason {
WrongSide = "B",
QuantityExceedsOrder = "C",
NoMatchingOrder = "D",
PriceExceedsLimit = "E",
Other = "Z",
UnknownSymbol = "A"
}
export declare enum IOINaturalFlag {
Natural = "Y",
NotNatural = "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",
Replaced = "5",
PendingCancel = "6",
Stopped = "7",
Rejected = "8",
Suspended = "9",
PendingNew = "A",
Calculated = "B",
Expired = "C",
Restated = "D",
PendingReplace = "E",
Trade = "F",
TradeCorrect = "G",
TradeCancel = "H",
OrderStatus = "I"
}
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 {
BrokerCredit = "1",
Institution = "2",
Investor = "3"
}
export declare enum SettlLocation {
FederalBookEntry = "FED",
LocalMarketSettleLocation = "ISO Country Code",
Physical = "PNY",
EuroClear = "EUR",
DepositoryTrustCompany = "DTC",
Cedel = "CED",
ParticipantTrustCompany = "PTC"
}
export declare enum SecurityType {
CommercialPaper = "CP",
VariableRateDemandNote = "VRDN",
PlazosFijos = "PZFJ",
PromissoryNote = "PN",
Overnight = "ONITE",
MediumTermNotes = "MTN",
TaxExemptCommercialPaper = "TECP",
Amended = "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",
Revolver = "RVLVTRM",
MortgagePrivatePlacement = "MPP",
ShortTermLoanNote = "STN",
MiscellaneousPassThrough = "MPT",
ToBeAnnounced = "TBA",
OtherAnticipationNotes = "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",
Wildcard = "?",
Warrant = "WAR",
MutualFund = "MF",
MultilegInstrument = "MLEG",
TaxRevenueAnticipationNote = "TRAN",
MortgagePrincipalOnly = "MPO",
RepurchaseAgreement = "RP",
NoSecurityType = "NONE",
ExtendedCommNote = "XCN",
AgencyPools = "POOL",
AssetBackedSecurities = "ABS",
Corp = "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",
UsTreasuryNoteOld = "UST",
UsTreasuryBillOld = "USTB",
TermLoan = "TERM",
StructuredNotes = "STRUCT"
}
export declare enum StandInstDbType {
Other = 0,
Dtcsid = 1,
ThomsonAlert = 2,
AGlobalCustodian = 3
}
export declare enum SettlDeliveryType {
Versus = 0,
Free = 1
}
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 NotifyBrokerOfCredit {
DetailsShouldNotBeCommunicated = "N",
DetailsShouldBeCommunicated = "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",
FiveYr = "2",
Old5 = "3",
TenYr = "4",
Old10 = "5",
ThirtyYr = "6",
Old30 = "7",
ThreeMolibor = "8",
SixMolibor = "9"
}
export declare enum SubscriptionRequestType {
Snapshot = "0",
SnapshotAndUpdates = "1",
DisablePreviousSnapshot = "2"
}
export declare enum MDUpdateType {
FullRefresh = 0,
IncrementalRefresh = 1
}
export declare enum AggregatedBook {
BookEntriesToBeAggregated = "Y",
BookEntriesShouldNotBeAggregated = "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 {
Cancellation = "0",
Error = "1"
}
export declare enum OpenCloseSettleFlag {
DailyOpen = "0",
SessionOpen = "1",
DeliverySettlementEntry = "2",
ExpectedEntry = "3",
EntryFromPreviousBusinessDay = "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 QuoteAckStatus {
Accepted = 0,
CancelForSymbol = 1,
CanceledForSecurityType = 2,
CanceledForUnderlying = 3,
CanceledAll = 4,
Rejected = 5,
RemovedFromMarket = 6,
Expired = 7,
Query = 8,
QuoteNotFound = 9,
Pending = 10
}
export declare enum QuoteCancelType {
CancelForOneOrMoreSecurities = 1,
CancelForSecurityType = 2,
CancelForUnderlyingSecurity = 3,
CancelAllQuotes = 4
}
export declare enum QuoteRejectReason {
UnknownSymbol = 1,
Exchange = 2,
QuoteRequestExceedsLimit = 3,
TooLateToEnter = 4,
UnknownQuote = 5,
DuplicateQuote = 6,
InvalidBid = 7,
InvalidPrice = 8,
NotAuthorizedToQuoteSecurity = 9
}
export declare enum QuoteResponseLevel {
NoAcknowledgement = 0,
AcknowledgeOnlyNegativeOrErroneousQuotes = 1,
AcknowledgeEachQuoteMessage = 2
}
export declare enum QuoteRequestType {
Manual = 1,
Automatic = 2
}
export declare enum SecurityRequestType {
RequestSecurityIdentityAndSpecifications = 0,
RequestSecurityIdentityForSpecifications = 1,
RequestListSecurityTypes = 2,
RequestListSecurities = 3
}
export declare enum SecurityResponseType {
AcceptAsIs = 1,
AcceptWithRevisions = 2,
ListOfSecurityTypesReturnedPerRequest = 3,
ListOfSecuritiesReturnedPerRequest = 4,
RejectSecurityProposal = 5,
CannotMatchSelectionCriteria = 6
}
export declare enum UnsolicitedIndicator {
MessageIsBeingSentUnsolicited = "Y",
MessageIsBeingSentAsAResultOfAPriorRequest = "N"
}
export declare enum SecurityTradingStatus {
OpeningDelay = 1,
TradingHalt = 2,
Resume = 3,
NoOpen = 4,
PriceIndication = 5,
TradingRangeIndication = 6,
MarketImbalanceBuy = 7,
MarketImbalanceSell = 8,
MarketOnCloseImbalanceBuy = 9,
MarketOnCloseImbalanceSell = 10,
NoMarketImbalance = 12,
NoMarketOnCloseImbalance = 13,
ItsPreOpening = 14,
NewPriceIndication = 15,
TradeDisseminationTime = 16,
ReadyToTrade = 17,
NotAvailableForTrading = 18,
NotTradedOnThisMarket = 19,
UnknownOrInvalid = 20,
PreOpen = 21,
OpeningRotation = 22,
FastMarket = 23
}
export declare enum HaltReason {
EquipmentChangeover = "X",
AdditionalInformation = "M",
OrderInflux = "E",
NewsPending = "P",
OrderImbalance = "I",
NewsDissemination = "D"
}
export declare enum InViewOfCommon {
HaltWasDueToCommonStockBeingHalted = "Y",
HaltWasNotRelatedToAHaltOfTheCommonStock = "N"
}
export declare enum DueToRelated {
RelatedToSecurityHalt = "Y",
NotRelatedToSecurityHalt = "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,
Non = 17
}
export declare enum BidRequestTransType {
New = "N",
Cancel = "C"
}
export declare enum SolicitedFlag {
WasNotSolicited = "N",
WasSolicited = "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,
UnknownId = 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 {
NonDisclosed = 1,
Disclosed = 2,
NoBiddingProcess = 3
}
export declare enum BidDescriptorType {
Sector = 1,
Country = 2,
Index = 3
}
export declare enum SideValueInd {
SideValue1 = 1,
SideValue2 = 2
}
export declare enum LiquidityIndType {
FiveDayMovingAverage = 1,
TwentyDayMovingAverage = 2,
NormalMarketSize = 3,
Other = 4
}
export declare enum ExchangeForPhysical {
False = "N",
True = "Y"
}
export declare enum ProgRptReqs {
BuySideRequests = 1,
SellSideSends = 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",
VwapThroughADayExcept = "9",
Open = "D",
Others = "Z",
Strike = "C",
VwapThroughAnAfternoonSessionExcept = "B",
VwapThroughAMorningSessionExcept = "A"
}
export declare enum PriceType {
Percentage = 1,
PerUnit = 2,
FixedAmount = 3,
Discount = 4,
Premium = 5,
Spread = 6,
TedPrice = 7,
TedYield = 8
}
export declare enum GTBookingInst {
BookOutAllTradesOnDayOfExecution = 0,
AccumulateUntilFilledOrExpired = 1,
AccumulateUntilVerballlyNotifiedOtherwise = 2
}
export declare enum ListStatusType {
Ack = 1,
Response = 2,
Timed = 3,
ExecStarted = 4,
AllDone = 5,
Alert = 6
}
export declare enum NetGrossInd {
Net = 1,
Gross = 2
}
export declare enum ListOrderStatus {
InBiddingProcess = 1,
ReceivedForExecution = 2,
Executing = 3,
Cancelling = 4,
Alert = 5,
AllDone = 6,
Reject = 7
}
export declare enum ListExecInstType {
Immediate = "1",
WaitForInstruction = "2",
SellDriven = "3",
BuyDrivenCashTopUp = "4",
BuyDrivenCashWithdraw = "5"
}
export declare enum CxlRejResponseTo {
OrderCancelRequest = "1",
OrderCancel = "2"
}
export declare enum MultiLegReportingType {
SingleSecurity = "1",
IndividualLegOfAMultiLegSecurity = "2",
MultiLegSecurity = "3"
}