jspurefix
Version:
pure node js fix engine
968 lines • 147 kB
JavaScript
"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.AllocHandlInst = exports.NotifyBrokerOfCredit = exports.CoveredOrUncovered = exports.PutOrCall = exports.AllocLinkType = exports.SettlDeliveryType = exports.StandInstDbType = exports.SecurityType = exports.SettlInstSource = exports.SettlInstTransType = exports.SettlInstMode = exports.SettlCurrFxRateCalc = exports.ExecType = exports.ResetSeqNumFlag = exports.MiscFeeType = exports.IOINaturalFlag = exports.DKReason = exports.GapFillFlag = exports.ForexReq = exports.LocateReqd = exports.ReportToExch = exports.IOIQualifier = exports.OrdRejReason = exports.CxlRejReason = exports.EncryptMethod = exports.PossResend = exports.EmailType = exports.AllocRejCode = exports.AllocStatus = exports.ProcessCode = exports.PositionEffect = exports.AllocTransType = exports.SettlType = exports.Urgency = exports.TimeInForce = exports.Side = exports.PossDupFlag = exports.OrdType = exports.OrdStatus = exports.MsgType = exports.LastCapacity = exports.IOITransType = exports.IOIQty = exports.IOIQltyInd = exports.SecurityIDSource = exports.HandlInst = exports.ExecInst = exports.CommType = exports.AdvTransType = exports.AdvSide = void 0;
exports.BasisPxType = exports.BidTradeType = exports.IncTaxInd = exports.ProgRptReqs = exports.ExchangeForPhysical = exports.LiquidityIndType = exports.SideValueInd = exports.BidDescriptorType = exports.BidType = exports.DiscretionInst = exports.MsgDirection = exports.BusinessRejectReason = exports.ExecRestatementReason = exports.SolicitedFlag = exports.BidRequestTransType = exports.SessionRejectReason = exports.MessageEncoding = exports.TradSesStatus = exports.TradSesMode = exports.TradSesMethod = exports.Adjustment = exports.DueToRelated = exports.InViewOfCommon = exports.HaltReasonChar = exports.SecurityTradingStatus = exports.UnsolicitedIndicator = exports.SecurityResponseType = exports.SecurityRequestType = exports.QuoteRequestType = exports.QuoteResponseLevel = exports.QuoteRejectReason = exports.QuoteCancelType = exports.QuoteStatus = exports.CorporateAction = exports.FinancialStatus = exports.OpenCloseSettlFlag = exports.DeleteReason = exports.MDReqRejReason = exports.MDUpdateAction = exports.TradeCondition = exports.QuoteCondition = exports.TickDirection = exports.MDEntryType = exports.AggregatedBook = exports.MDUpdateType = exports.SubscriptionRequestType = exports.TradedFlatSwitch = exports.YieldType = exports.StipulationType = exports.RoutingType = void 0;
exports.CustOrderCapacity = exports.AccountType = exports.ClearingInstruction = exports.OddLot = exports.MatchType = exports.MatchStatus = exports.PreviouslyReported = exports.TradeRequestType = exports.TradSesStatusRejReason = exports.MultiLegRptTypeReq = exports.SecurityRequestResult = exports.SecurityListRequestType = exports.NoSides = exports.CrossPrioritization = exports.CrossType = exports.MDImplicitDelete = exports.Scope = exports.CashMargin = exports.QuoteType = exports.MassCancelRejectReason = exports.MassCancelResponse = exports.MassCancelRequestType = exports.OrderRestrictions = exports.OrderCapacity = exports.OwnerType = exports.ContAmtType = exports.OwnershipType = exports.RegistTransType = exports.RegistRejReasonCode = exports.RegistStatus = exports.FundRenewWaiv = exports.TaxAdvantageType = exports.PaymentMethod = exports.ExecPriceType = exports.MoneyLaunderingStatus = exports.CancellationRights = exports.DistribPaymentMethod = exports.RoundingDirection = exports.TestMessageIndicator = exports.Product = exports.PartyRole = exports.PartyIDSource = exports.MultiLegReportingType = exports.CxlRejResponseTo = exports.ListExecInstType = exports.ListOrderStatus = exports.NetGrossInd = exports.ListStatusType = exports.GTBookingInst = exports.PriceType = void 0;
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 = exports.QuoteRequestRejectReason = exports.LegalConfirm = exports.PriorityIndicator = exports.WorkingIndicator = exports.ClearingFeeIndicator = exports.AllocType = exports.PreallocMethod = exports.BookingUnit = exports.DayBookingInst = exports.MassStatusReqType = void 0;
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.LastFragment = exports.MiscFeeBasis = exports.CPProgram = exports.InstrAttribType = exports.EventType = exports.AllocNoOrdersType = exports.TradeReportType = exports.QtyType = exports.ShortSaleReason = exports.PublishTrdIndicator = exports.LastLiquidityInd = exports.TargetStrategy = exports.DiscretionScope = exports.DiscretionRoundDirection = exports.DiscretionLimitType = exports.DiscretionOffsetType = exports.DiscretionMoveType = exports.PegScope = exports.PegRoundDirection = exports.PegLimitType = exports.PegOffsetType = exports.PegMoveType = exports.TrdType = exports.ExpirationCycle = exports.TradeAllocIndicator = exports.AvgPxIndicator = exports.ApplQueueAction = exports.ApplQueueResolution = 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["E4"] = "4";
CommType["E5"] = "5";
CommType["PointsPerBondOrContractSupplyContractmultiplier"] = "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["MidPricePeg"] = "M";
ExecInst["NonNegotiable"] = "N";
ExecInst["OpeningPeg"] = "O";
ExecInst["MarketPeg"] = "P";
ExecInst["CancelOnSystemFailure"] = "Q";
ExecInst["PrimaryPeg"] = "R";
ExecInst["Suspend"] = "S";
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 || (exports.ExecInst = ExecInst = {}));
var HandlInst;
(function (HandlInst) {
HandlInst["AutomatedExecutionOrderPrivateNoBrokerIntervention"] = "1";
HandlInst["AutomatedExecutionOrderPublicBrokerInterventionOk"] = "2";
HandlInst["ManualOrderBestExecution"] = "3";
})(HandlInst || (exports.HandlInst = HandlInst = {}));
var SecurityIDSource;
(function (SecurityIDSource) {
SecurityIDSource["Cusip"] = "1";
SecurityIDSource["Sedol"] = "2";
SecurityIDSource["Quik"] = "3";
SecurityIDSource["IsinNumber"] = "4";
SecurityIDSource["RicCode"] = "5";
SecurityIDSource["IsoCurrencyCode"] = "6";
SecurityIDSource["IsoCountryCode"] = "7";
SecurityIDSource["ExchangeSymbol"] = "8";
SecurityIDSource["ConsolidatedTapeAssociation"] = "9";
SecurityIDSource["BloombergSymbol"] = "A";
SecurityIDSource["Wertpapier"] = "B";
SecurityIDSource["Dutch"] = "C";
SecurityIDSource["Valoren"] = "D";
SecurityIDSource["Sicovam"] = "E";
SecurityIDSource["Belgian"] = "F";
SecurityIDSource["Common"] = "G";
SecurityIDSource["ClearingHouse"] = "H";
SecurityIDSource["IsdaFpmlProductSpecification"] = "I";
SecurityIDSource["OptionsPriceReportingAuthority"] = "J";
})(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["Small"] = "S";
IOIQty["Medium"] = "M";
IOIQty["Large"] = "L";
})(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["NewOrderS"] = "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["NewOrderAb"] = "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["NetworkBc"] = "BC";
MsgType["NetworkBd"] = "BD";
MsgType["UserRequest"] = "BE";
MsgType["UserResponse"] = "BF";
MsgType["CollateralInquiryAck"] = "BG";
MsgType["ConfirmationRequest"] = "BH";
})(MsgType || (exports.MsgType = MsgType = {}));
var OrdStatus;
(function (OrdStatus) {
OrdStatus["New"] = "0";
OrdStatus["PartiallyFilled"] = "1";
OrdStatus["Filled"] = "2";
OrdStatus["DoneForDay"] = "3";
OrdStatus["Canceled"] = "4";
OrdStatus["PendingCancel"] = "6";
OrdStatus["Stopped"] = "7";
OrdStatus["Rejected"] = "8";
OrdStatus["Suspended"] = "9";
OrdStatus["PendingNew"] = "A";
OrdStatus["Calculated"] = "B";
OrdStatus["Expired"] = "C";
OrdStatus["AcceptedForBidding"] = "D";
OrdStatus["PendingReplace"] = "E";
})(OrdStatus || (exports.OrdStatus = OrdStatus = {}));
var OrdType;
(function (OrdType) {
OrdType["Market"] = "1";
OrdType["Limit"] = "2";
OrdType["Stop"] = "3";
OrdType["StopLimit"] = "4";
OrdType["WithOrWithout"] = "6";
OrdType["LimitOrBetter"] = "7";
OrdType["LimitWithOrWithout"] = "8";
OrdType["OnBasis"] = "9";
OrdType["PreviouslyQuoted"] = "D";
OrdType["PreviouslyIndicated"] = "E";
OrdType["Forex"] = "G";
OrdType["Funari"] = "I";
OrdType["MarketIfTouched"] = "J";
OrdType["MarketWithLeftoverAsLimit"] = "K";
OrdType["PreviousFundValuationPoint"] = "L";
OrdType["NextFundValuationPoint"] = "M";
OrdType["Pegged"] = "P";
})(OrdType || (exports.OrdType = OrdType = {}));
var PossDupFlag;
(function (PossDupFlag) {
PossDupFlag["Yes"] = "Y";
PossDupFlag["No"] = "N";
})(PossDupFlag || (exports.PossDupFlag = PossDupFlag = {}));
var Side;
(function (Side) {
Side["Buy"] = "1";
Side["Sell"] = "2";
Side["BuyMinus"] = "3";
Side["SellPlus"] = "4";
Side["SellShort"] = "5";
Side["SellShortExempt"] = "6";
Side["Undisclosed"] = "7";
Side["Cross"] = "8";
Side["CrossShort"] = "9";
Side["CrossShortExempt"] = "A";
Side["AsDefined"] = "B";
Side["Opposite"] = "C";
Side["Subscribe"] = "D";
Side["Redeem"] = "E";
Side["Lend"] = "F";
Side["Borrow"] = "G";
})(Side || (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 || (exports.SettlType = SettlType = {}));
var AllocTransType;
(function (AllocTransType) {
AllocTransType["New"] = "0";
AllocTransType["Replace"] = "1";
AllocTransType["Cancel"] = "2";
})(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 || (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 PossResend;
(function (PossResend) {
PossResend["Yes"] = "Y";
PossResend["No"] = "N";
})(PossResend || (exports.PossResend = PossResend = {}));
var EncryptMethod;
(function (EncryptMethod) {
EncryptMethod[EncryptMethod["None"] = 0] = "None";
EncryptMethod[EncryptMethod["Pkcs"] = 1] = "Pkcs";
EncryptMethod[EncryptMethod["Des"] = 2] = "Des";
EncryptMethod[EncryptMethod["PkcsDes"] = 3] = "PkcsDes";
EncryptMethod[EncryptMethod["PgpDes"] = 4] = "PgpDes";
EncryptMethod[EncryptMethod["PgpDesMd5"] = 5] = "PgpDesMd5";
EncryptMethod[EncryptMethod["PemDesMd5"] = 6] = "PemDesMd5";
})(EncryptMethod || (exports.EncryptMethod = EncryptMethod = {}));
var CxlRejReason;
(function (CxlRejReason) {
CxlRejReason[CxlRejReason["TooLateToCancel"] = 0] = "TooLateToCancel";
CxlRejReason[CxlRejReason["UnknownOrder"] = 1] = "UnknownOrder";
CxlRejReason[CxlRejReason["Broker"] = 2] = "Broker";
CxlRejReason[CxlRejReason["OrderAlreadyInPendingCancelOrPendingReplaceStatus"] = 3] = "OrderAlreadyInPendingCancelOrPendingReplaceStatus";
CxlRejReason[CxlRejReason["UnableToProcessOrderMassCancelRequest"] = 4] = "UnableToProcessOrderMassCancelRequest";
CxlRejReason[CxlRejReason["Origordmodtime"] = 5] = "Origordmodtime";
CxlRejReason[CxlRejReason["DuplicateClordid"] = 6] = "DuplicateClordid";
CxlRejReason[CxlRejReason["Other"] = 99] = "Other";
})(CxlRejReason || (exports.CxlRejReason = CxlRejReason = {}));
var OrdRejReason;
(function (OrdRejReason) {
OrdRejReason[OrdRejReason["Broker"] = 0] = "Broker";
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["UnsupportedOrderCharacteristic12SurveillenceOption"] = 11] = "UnsupportedOrderCharacteristic12SurveillenceOption";
OrdRejReason[OrdRejReason["IncorrectQuantity"] = 13] = "IncorrectQuantity";
OrdRejReason[OrdRejReason["IncorrectAllocatedQuantity"] = 14] = "IncorrectAllocatedQuantity";
OrdRejReason[OrdRejReason["UnknownAccount"] = 15] = "UnknownAccount";
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["Indication"] = "W";
IOIQualifier["CrossingOpportunity"] = "X";
IOIQualifier["AtTheMidpoint"] = "Y";
IOIQualifier["PreOpen"] = "Z";
})(IOIQualifier || (exports.IOIQualifier = IOIQualifier = {}));
var ReportToExch;
(function (ReportToExch) {
ReportToExch["Yes"] = "Y";
ReportToExch["No"] = "N";
})(ReportToExch || (exports.ReportToExch = ReportToExch = {}));
var LocateReqd;
(function (LocateReqd) {
LocateReqd["Yes"] = "Y";
LocateReqd["No"] = "N";
})(LocateReqd || (exports.LocateReqd = LocateReqd = {}));
var ForexReq;
(function (ForexReq) {
ForexReq["Yes"] = "Y";
ForexReq["No"] = "N";
})(ForexReq || (exports.ForexReq = ForexReq = {}));
var GapFillFlag;
(function (GapFillFlag) {
GapFillFlag["Yes"] = "Y";
GapFillFlag["No"] = "N";
})(GapFillFlag || (exports.GapFillFlag = GapFillFlag = {}));
var DKReason;
(function (DKReason) {
DKReason["UnknownSymbol"] = "A";
DKReason["WrongSide"] = "B";
DKReason["QuantityExceedsOrder"] = "C";
DKReason["NoMatchingOrder"] = "D";
DKReason["PriceExceedsLimit"] = "E";
DKReason["CalculationDifference"] = "F";
DKReason["Other"] = "Z";
})(DKReason || (exports.DKReason = DKReason = {}));
var IOINaturalFlag;
(function (IOINaturalFlag) {
IOINaturalFlag["Yes"] = "Y";
IOINaturalFlag["No"] = "N";
})(IOINaturalFlag || (exports.IOINaturalFlag = IOINaturalFlag = {}));
var MiscFeeType;
(function (MiscFeeType) {
MiscFeeType["Regulatory"] = "1";
MiscFeeType["Tax"] = "2";
MiscFeeType["LocalCommission"] = "3";
MiscFeeType["ExchangeFees"] = "4";
MiscFeeType["Stamp"] = "5";
MiscFeeType["Levy"] = "6";
MiscFeeType["Other"] = "7";
MiscFeeType["Markup"] = "8";
MiscFeeType["ConsumptionTax"] = "9";
MiscFeeType["PerTransaction"] = "10";
MiscFeeType["Conversion"] = "11";
MiscFeeType["Agent"] = "12";
})(MiscFeeType || (exports.MiscFeeType = MiscFeeType = {}));
var ResetSeqNumFlag;
(function (ResetSeqNumFlag) {
ResetSeqNumFlag["Yes"] = "Y";
ResetSeqNumFlag["No"] = "N";
})(ResetSeqNumFlag || (exports.ResetSeqNumFlag = ResetSeqNumFlag = {}));
var ExecType;
(function (ExecType) {
ExecType["New"] = "0";
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 || (exports.ExecType = ExecType = {}));
var SettlCurrFxRateCalc;
(function (SettlCurrFxRateCalc) {
SettlCurrFxRateCalc["Multiply"] = "M";
SettlCurrFxRateCalc["Divide"] = "D";
})(SettlCurrFxRateCalc || (exports.SettlCurrFxRateCalc = SettlCurrFxRateCalc = {}));
var SettlInstMode;
(function (SettlInstMode) {
SettlInstMode["StandingInstructionsProvided"] = "1";
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 SecurityType;
(function (SecurityType) {
SecurityType["Future"] = "FUT";
SecurityType["Option"] = "OPT";
SecurityType["EuroSupranationalCoupons"] = "EUSUPRA";
SecurityType["FederalAgencyCoupon"] = "FAC";
SecurityType["FederalAgencyDiscountNote"] = "FADN";
SecurityType["PrivateExportFunding"] = "PEF";
SecurityType["UsdSupranationalCoupons"] = "SUPRA";
SecurityType["CorporateBond"] = "CORP";
SecurityType["CorporatePrivatePlacement"] = "CPP";
SecurityType["ConvertibleBond"] = "CB";
SecurityType["DualCurrency"] = "DUAL";
SecurityType["EuroCorporateBond"] = "EUCORP";
SecurityType["IndexedLinked"] = "XLINKD";
SecurityType["StructuredNotes"] = "STRUCT";
SecurityType["YankeeCorporateBond"] = "YANK";
SecurityType["ForeignExchangeContract"] = "FOR";
SecurityType["CommonStock"] = "CS";
SecurityType["PreferredStock"] = "PS";
SecurityType["BradyBond"] = "BRADY";
SecurityType["EuroSovereigns"] = "EUSOV";
SecurityType["UsTreasuryBond"] = "TBOND";
SecurityType["InterestStripFromAnyBondOrNote"] = "TINT";
SecurityType["TreasuryInflationProtectedSecurities"] = "TIPS";
SecurityType["PrincipalStripOfACallableBondOrNote"] = "TCAL";
SecurityType["PrincipalStripFromANonCallableBondOrNote"] = "TPRN";
SecurityType["UsTreasuryNoteUst"] = "UST";
SecurityType["UsTreasuryBillUstb"] = "USTB";
SecurityType["UsTreasuryNoteTnote"] = "TNOTE";
SecurityType["UsTreasuryBillTbill"] = "TBILL";
SecurityType["Repurchase"] = "REPO";
SecurityType["Forward"] = "FORWARD";
SecurityType["BuySellback"] = "BUYSELL";
SecurityType["SecuritiesLoan"] = "SECLOAN";
SecurityType["SecuritiesPledge"] = "SECPLEDGE";
SecurityType["TermLoan"] = "TERM";
SecurityType["RevolverLoan"] = "RVLV";
SecurityType["RevolverTermLoan"] = "RVLVTRM";
SecurityType["BridgeLoan"] = "BRIDGE";
SecurityType["LetterOfCredit"] = "LOFC";
SecurityType["SwingLineFacility"] = "SWING";
SecurityType["DebtorInPossession"] = "DINP";
SecurityType["Defaulted"] = "DEFLTED";
SecurityType["Withdrawn"] = "WITHDRN";
SecurityType["Replaced"] = "REPLACD";
SecurityType["Matured"] = "MATURED";
SecurityType["AmendedRestated"] = "AMENDED";
SecurityType["Retired"] = "RETIRED";
SecurityType["BankersAcceptance"] = "BA";
SecurityType["BankNotes"] = "BN";
SecurityType["BillOfExchanges"] = "BOX";
SecurityType["CertificateOfDeposit"] = "CD";
SecurityType["CallLoans"] = "CL";
SecurityType["CommercialPaper"] = "CP";
SecurityType["DepositNotes"] = "DN";
SecurityType["EuroCertificateOfDeposit"] = "EUCD";
SecurityType["EuroCommercialPaper"] = "EUCP";
SecurityType["LiquidityNote"] = "LQN";
SecurityType["MediumTermNotes"] = "MTN";
SecurityType["Overnight"] = "ONITE";
SecurityType["PromissoryNote"] = "PN";
SecurityType["PlazosFijos"] = "PZFJ";
SecurityType["ShortTermLoanNote"] = "STN";
SecurityType["TimeDeposit"] = "TD";
SecurityType["ExtendedCommNote"] = "XCN";
SecurityType["YankeeCertificateOfDeposit"] = "YCD";
SecurityType["AssetBackedSecurities"] = "ABS";
SecurityType["CorpMortgageBackedSecurities"] = "CMBS";
SecurityType["CollateralizedMortgageObligation"] = "CMO";
SecurityType["IoetteMortgage"] = "IET";
SecurityType["MortgageBackedSecurities"] = "MBS";
SecurityType["MortgageInterestOnly"] = "MIO";
SecurityType["MortgagePrincipalOnly"] = "MPO";
SecurityType["MortgagePrivatePlacement"] = "MPP";
SecurityType["MiscellaneousPassThrough"] = "MPT";
SecurityType["Pfandbriefe"] = "PFAND";
SecurityType["ToBeAnnounced"] = "TBA";
SecurityType["OtherAnticipationNotesBanGanEtc"] = "AN";
SecurityType["CertificateOfObligation"] = "COFO";
SecurityType["CertificateOfParticipation"] = "COFP";
SecurityType["GeneralObligationBonds"] = "GO";
SecurityType["MandatoryTender"] = "MT";
SecurityType["RevenueAnticipationNote"] = "RAN";
SecurityType["RevenueBonds"] = "REV";
SecurityType["SpecialAssessment"] = "SPCLA";
SecurityType["SpecialObligation"] = "SPCLO";
SecurityType["SpecialTax"] = "SPCLT";
SecurityType["TaxAnticipationNote"] = "TAN";
SecurityType["TaxAllocation"] = "TAXA";
SecurityType["TaxExemptCommercialPaper"] = "TECP";
SecurityType["TaxRevenueAnticipationNote"] = "TRAN";
SecurityType["VariableRateDemandNote"] = "VRDN";
SecurityType["Warrant"] = "WAR";
SecurityType["MutualFund"] = "MF";
SecurityType["MultiLegInstrument"] = "MLEG";
SecurityType["NoSecurityType"] = "NONE";
})(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["VersusPaymentDeliver"] = 0] = "VersusPaymentDeliver";
SettlDeliveryType[SettlDeliveryType["FreeDeliver"] = 1] = "FreeDeliver";
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 NotifyBrokerOfCredit;
(function (NotifyBrokerOfCredit) {
NotifyBrokerOfCredit["Yes"] = "Y";
NotifyBrokerOfCredit["No"] = "N";
})(NotifyBrokerOfCredit || (exports.NotifyBrokerOfCredit = NotifyBrokerOfCredit = {}));
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 StipulationType;
(function (StipulationType) {
StipulationType["Amt"] = "AMT";
StipulationType["AutoReinvestmentAtRateOrBetter"] = "AUTOREINV";
StipulationType["BankQualified"] = "BANKQUAL";
StipulationType["BargainConditionsSee"] = "BGNCON";
StipulationType["CouponRange"] = "COUPON";
StipulationType["IsoCurrencyCode"] = "CURRENCY";
StipulationType["CustomStartEndDate"] = "CUSTOMDATE";
StipulationType["GeographicsAndRange"] = "GEOG";
StipulationType["ValuationDiscount"] = "HAIRCUT";
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["MinimumQuantity"] = "MINQTY";
StipulationType["MinimumIncrement"] = "MININCR";
StipulationType["MinimumDenomination"] = "MINDNOM";
StipulationType["PaymentFrequencyCalendar"] = "PAYFREQ";
StipulationType["NumberOfPieces"] = "PIECES";
StipulationType["PoolsMaximum"] = "PMAX";
StipulationType["PoolsPerMillion"] = "PPM";
StipulationType["PoolsPerLot"] = "PPL";
StipulationType["PoolsPerTrade"] = "PPT";
StipulationType["PriceRange"] = "PRICE";
StipulationType["PricingFrequency"] = "PRICEFREQ";
StipulationType["ProductionYear"] = "PROD";
StipulationType["CallProtection"] = "PROTECT";
StipulationType["Purpose"] = "PURPOSE";
StipulationType["BenchmarkPriceSource"] = "PXSOURCE";
StipulationType["RatingSourceAndRange"] = "RATING";
StipulationType["TypeOfRedemptionValuesAreNoncallableCallablePrefundedEscrowedtomaturityPutableConvertible"] = "REDEMPTION";
StipulationType["Restricted"] = "RESTRICTED";
StipulationType["MarketSector"] = "SECTOR";
StipulationType["SecuritytypeIncludedOrExcluded"] = "SECTYPE";
StipulationType["Structure"] = "STRUCT";
StipulationType["SubstitutionsFrequency"] = "SUBSFREQ";
StipulationType["SubstitutionsLeft"] = "SUBSLEFT";
StipulationType["FreeformText"] = "TEXT";
StipulationType["TradeVariance"] = "TRDVAR";
StipulationType["WeightedAverageCouponvalueInPercent"] = "WAC";
StipulationType["WeightedAverageLifeCouponValueInPercent"] = "WAL";
StipulationType["WeightedAverageLoanAgeValueInMonths"] = "WALA";
StipulationType["WeightedAverageMaturityValueInMonths"] = "WAM";
StipulationType["WholePool"] = "WHOLE";
StipulationType["YieldRange"] = "YIELD";
})(StipulationType || (exports.StipulationType = StipulationType = {}));
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["TrueGrossYield"] = "GROSS";
YieldType["GovernmentEquivalentYield"] = "GOVTEQUIV";
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["YieldToNextPut"] = "PUT";
YieldType["PreviousCloseYield"] = "PREVCLOSE";
YieldType["ProceedsYield"] = "PROCEEDS";
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 TradedFlatSwitch;
(function (TradedFlatSwitch) {
TradedFlatSwitch["Yes"] = "Y";
TradedFlatSwitch["No"] = "N";
})(TradedFlatSwitch || (exports.TradedFlatSwitch = TradedFlatSwitch = {}));
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 AggregatedBook;
(function (AggregatedBook) {
AggregatedBook["Yes"] = "Y";
AggregatedBook["No"] = "N";
})(AggregatedBook || (exports.AggregatedBook = AggregatedBook = {}));
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 || (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["Open"] = "A";
QuoteCondition["Closed"] = "B";
QuoteCondition["ExchangeBest"] = "C";
QuoteCondition["ConsolidatedBest"] = "D";
QuoteCondition["Locked"] = "E";
QuoteCondition["Crossed"] = "F";
QuoteCondition["Depth"] = "G";
QuoteCondition["FastTrading"] = "H";
QuoteCondition["NonFirm"] = "I";
})(QuoteCondition || (exports.QuoteCondition = QuoteCondition = {}));
var TradeCondition;
(function (TradeCondition) {
TradeCondition["Cash"] = "A";
TradeCondition["AveragePriceTrade"] = "B";
TradeCondition["CashTrade"] = "C";
TradeCondition["NextDay"] = "D";
TradeCondition["Opening"] = "E";
TradeCondition["IntradayTradeDetail"] = "F";
TradeCondition["Rule127Trade"] = "G";
TradeCondition["Rule155Trade"] = "H";
TradeCondition["SoldLast"] = "I";
TradeCondition["NextDayTrade"] = "J";
TradeCondition["Opened"] = "K";
TradeCondition["Seller"] = "L";
TradeCondition["Sold"] = "M";
TradeCondition["StoppedStock"] = "N";
TradeCondition["ImbalanceMoreBuyers"] = "P";
TradeCondition["ImbalanceMoreSellers"] = "Q";
TradeCondition["OpeningPrice"] = "R";
})(TradeCondition || (exports.TradeCondition = TradeCondition = {}));
var MDUpdateAction;
(function (MDUpdateAction) {
MDUpdateAction["New"] = "0";
MDUpdateAction["Change"] = "1";
MDUpdateAction["Delete"] = "2";
})(MDUpdateAction || (exports.MDUpdateAction = MDUpdateAction = {}));
var MDReqRejReason;
(function (MDReqRejReason) {
MDReqRejReason["UnknownSymbol"] = "0";
MDReqRejReason["DuplicateMdreqid"] = "1";
MDReqRejReason["InsufficientBandwidth"] = "2";
MDReqRejReason["InsufficientPermissions"] = "3";
MDReqRejReason["UnsupportedSubscriptionrequesttype"] = "4";
MDReqRejReason["UnsupportedMarketdepth"] = "5";
MDReqRejReason["UnsupportedMdupdatetype"] = "6";
MDReqRejReason["UnsupportedAggregatedbook"] = "7";
MDReqRejReason["UnsupportedMdentrytype"] = "8";
MDReqRejReason["UnsupportedTradingsessionid"] = "9";
MDReqRejReason["UnsupportedScope"] = "A";
MDReqRejReason["UnsupportedOpenclosesettleflag"] = "B";
MDReqRejReason["UnsupportedMdimplicitdelete"] = "C";
})(MDReqRejReason || (exports.MDReqRejReason = MDReqRejReason = {}));
var DeleteReason;
(function (DeleteReason) {
DeleteReason["Cancelation"] = "0";
DeleteReason["Error"] = "1";
})(DeleteReason || (exports.DeleteReason = DeleteReason = {}));
var OpenCloseSettlFlag;
(function (OpenCloseSettlFlag) {
OpenCloseSettlFlag["DailyOpen"] = "0";
OpenCloseSettlFlag["SessionOpen"] = "1";
OpenCloseSettlFlag["DeliverySettlementEntry"] = "2";
OpenCloseSettlFlag["ExpectedEntry"] = "3";
OpenCloseSettlFlag["EntryFromPreviousBusinessDay"] = "4";
OpenCloseSettlFlag["TheoreticalPriceValue"] = "5";
})(OpenCloseSettlFlag || (exports.OpenCloseSettlFlag = OpenCloseSettlFlag = {}));
var FinancialStatus;
(function (FinancialStatus) {
FinancialStatus["Bankrupt"] = "1";
FinancialStatus["PendingDelisting"] = "2";
})(FinancialStatus || (exports.FinancialStatus = FinancialStatus = {}));
var CorporateAction;
(function (CorporateAction) {
CorporateAction["ExDividend"] = "A";
CorporateAction["ExDistribution"] = "B";
CorporateAction["ExRights"] = "C";
CorporateAction["New"] = "D";
CorporateAction["ExInterest"] = "E";
})(CorporateAction || (exports.CorporateAction = CorporateAction = {}));
var QuoteStatus;
(function (QuoteStatus) {
QuoteStatus[QuoteStatus["Accepted"] = 0] = "Accepted";
QuoteStatus[QuoteStatus["CanceledForSymbol"] = 1] = "CanceledForSymbol";
QuoteStatus[QuoteStatus["CanceledForSecurityType"] = 2] = "CanceledForSecurityType";
QuoteStatus[QuoteStatus["CanceledForUnderlying"] = 3] = "CanceledForUnderlying";
QuoteStatus[QuoteStatus["CanceledAll"] = 4] = "CanceledAll";
QuoteStatus[QuoteStatus["Rejected"] = 5] = "Rejected";
QuoteStatus[QuoteStatus["RemovedFromMarket"] = 6] = "RemovedFromMarket";
QuoteStatus[QuoteStatus["Expired"] = 7] = "Expired";
QuoteStatus[QuoteStatus["Query"] = 8] = "Query";
QuoteStatus[QuoteStatus["QuoteNotFound"] = 9] = "QuoteNotFound";
QuoteStatus[QuoteStatus["Pending"] = 10] = "Pending";
QuoteStatus[QuoteStatus["Pass"] = 11] = "Pass";
QuoteStatus[QuoteStatus["LockedMarketWarning"] = 12] = "LockedMarketWarning";
QuoteStatus[QuoteStatus["CrossMarketWarning"] = 13] = "CrossMarketWarning";
QuoteStatus[QuoteStatus["CanceledDueToLockMarket"] = 14] = "CanceledDueToLockMarket";
QuoteStatus[QuoteStatus["CanceledDueToCrossMarket"] = 15] = "CanceledDueToCrossMarket";
})(QuoteStatus || (exports.QuoteStatus = QuoteStatus = {}));
var QuoteCancelType;
(function (QuoteCancelType) {
QuoteCancelType[QuoteCancelType["CancelForSymbol"] = 1] = "CancelForSymbol";
QuoteCancelType[QuoteCancelType["CancelForSecurityType"] = 2] = "CancelForSecurityType";
QuoteCancelType[QuoteCancelType["CancelForUnderlyingSymbol"] = 3] = "CancelForUnderlyingSymbol";
QuoteCancelType[QuoteCancelType["CancelAllQuotes"] = 4] = "CancelAllQuotes";
})(QuoteCancelType || (exports.QuoteCancelType = QuoteCancelType = {}));
var QuoteRejectReason;
(function (QuoteRejectReason) {
QuoteRejectReason[QuoteRejectReason["UnknownSymbol"] = 1] = "UnknownSymbol";
QuoteRejectReason[QuoteRejectReason["Exchange"] = 2] = "Exchange";
QuoteRejectReason[QuoteRejectReason["QuoteRequestExceedsLimit"] = 3] = "QuoteRequestExceedsLimit";
QuoteRejectReason[QuoteRejectReason["TooLateToEnter"] = 4] = "TooLateToEnter";
QuoteRejectReason[QuoteRejectReason["UnknownQuote"] = 5] = "UnknownQuote";
QuoteRejectReason[QuoteRejectReason["DuplicateQuote"] = 6] = "DuplicateQuote";
QuoteRejectReason[QuoteRejectReason["InvalidBidAskSpread"] = 7] = "InvalidBidAskSpread";
QuoteRejectReason[QuoteRejectReason["InvalidPrice"] = 8] = "InvalidPrice";
QuoteRejectReason[QuoteRejectReason["NotAuthorizedToQuoteSecurity"] = 9] = "NotAuthorizedToQuoteSecurity";
QuoteRejectReason[QuoteRejectReason["Other"] = 99] = "Other";
})(QuoteRejectReason || (exports.QuoteRejectReason = QuoteRejectReason = {}));
var QuoteResponseLevel;
(function (QuoteResponseLevel) {
QuoteResponseLevel[QuoteResponseLevel["NoAcknowledgement"] = 0] = "NoAcknowledgement";
QuoteResponseLevel[QuoteResponseLevel["AcknowledgeOnlyNegativeOrErroneousQuotes"] = 1] = "AcknowledgeOnlyNegativeOrErroneousQuotes";
QuoteResponseLevel[QuoteResponseLevel["AcknowledgeEachQuoteMessages"] = 2] = "AcknowledgeEachQuoteMessages";
})(QuoteResponseLevel || (exports.QuoteResponseLevel = QuoteResponseLevel = {}));
var QuoteRequestType;
(function (QuoteRequestType) {
QuoteRequestType[QuoteRequestType["Manual"] = 1] = "Manual";
QuoteRequestType[QuoteRequestType["Automatic"] = 2] = "Automatic";
})(QuoteRequestType || (exports.QuoteRequestType = QuoteRequestType = {}));
var SecurityRequestType;
(function (SecurityRequestType) {
SecurityRequestType[SecurityRequestType["RequestSecurityIdentityAndSpecifications"] = 0] = "RequestSecurityIdentityAndSpecifications";
SecurityRequestType[SecurityRequestType["RequestSecurityIdentityForTheSpecificationsProvided"] = 1] = "RequestSecurityIdentityForTheSpecificationsProvided";
SecurityRequestType[SecurityRequestType["RequestListSecurityTypes"] = 2] = "RequestListSecurityTypes";
SecurityRequestType[SecurityRequestType["RequestListSecurities"] = 3] = "RequestListSecurities";
})(SecurityRequestType || (exports.SecurityRequestType = SecurityRequestType = {}));
var SecurityResponseType;
(function (SecurityResponseType) {
SecurityResponseType[SecurityResponseType["AcceptSecurityProposalAsIs"] = 1] = "AcceptSecurityProposalAsIs";
SecurityResponseType[SecurityResponseType["AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage"] = 2] = "AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage";
SecurityResponseType[SecurityResponseType["RejectSecurityProposal"] = 5] = "RejectSecurityProposal";
SecurityResponseType[SecurityResponseType["CanNotMatchSelectionCriteria"] = 6] = "CanNotMatchSelectionCriteria";
})(SecurityResponseType || (exports.SecurityResponseType = SecurityResponseType = {}));
var UnsolicitedIndicator;
(function (UnsolicitedIndicator) {
UnsolicitedIndicator["Yes"] = "Y";
UnsolicitedIndicator["No"] = "N";
})(UnsolicitedIndicator || (exports.UnsolicitedIndicator = UnsolicitedIndicator = {}));
var SecurityTradingStatus;
(function (SecurityTradingStatus) {
SecurityTradingStatus[SecurityTradingStatus["OpeningDelay"] = 1] = "OpeningDelay";
SecurityTradingStatus[SecurityTradingStatus["TradingHalt"] = 2] = "TradingHalt";
SecurityTradingStatus[SecurityTradingStatus["Resume"] = 3] = "Resume";
SecurityTrading