jspurefix
Version:
pure node js fix engine
2,451 lines • 140 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.HaltReason = 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["Percent"] = "2";
CommType["Absolute"] = "3";
CommType["PercentageWaivedCashDiscount"] = "4";
CommType["PercentageWaivedEnhancedUnits"] = "5";
CommType["PointsPerBondOrContract"] = "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["ParticipateDoNotInitiate"] = "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["AutomatedExecutionNoIntervention"] = "1";
HandlInst["AutomatedExecutionInterventionOk"] = "2";
HandlInst["ManualOrder"] = "3";
})(HandlInst || (exports.HandlInst = HandlInst = {}));
var SecurityIDSource;
(function (SecurityIDSource) {
SecurityIDSource["Cusip"] = "1";
SecurityIDSource["Sedol"] = "2";
SecurityIDSource["Quik"] = "3";
SecurityIDSource["IsinNumber"] = "4";
SecurityIDSource["RicCode"] = "5";
SecurityIDSource["IsoCurrencyCode"] = "6";
SecurityIDSource["IsoCountryCode"] = "7";
SecurityIDSource["ExchangeSymbol"] = "8";
SecurityIDSource["ConsolidatedTapeAssociation"] = "9";
SecurityIDSource["BloombergSymbol"] = "A";
SecurityIDSource["Wertpapier"] = "B";
SecurityIDSource["Dutch"] = "C";
SecurityIDSource["Valoren"] = "D";
SecurityIDSource["Sicovam"] = "E";
SecurityIDSource["Belgian"] = "F";
SecurityIDSource["Common"] = "G";
SecurityIDSource["ClearingHouse"] = "H";
SecurityIDSource["IsdaFpMlSpecification"] = "I";
SecurityIDSource["OptionPriceReportingAuthority"] = "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["Ioi"] = "6";
MsgType["Advertisement"] = "7";
MsgType["ExecutionReport"] = "8";
MsgType["OrderCancelReject"] = "9";
MsgType["Logon"] = "A";
MsgType["News"] = "B";
MsgType["Email"] = "C";
MsgType["NewOrderSingle"] = "D";
MsgType["NewOrderList"] = "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["XmlNonFix"] = "n";
MsgType["RegistrationInstructions"] = "o";
MsgType["RegistrationInstructionsResponse"] = "p";
MsgType["OrderMassCancelRequest"] = "q";
MsgType["OrderMassCancelReport"] = "r";
MsgType["NewOrderCross"] = "s";
MsgType["CrossOrderCancelReplaceRequest"] = "t";
MsgType["CrossOrderCancelRequest"] = "u";
MsgType["SecurityTypeRequest"] = "v";
MsgType["SecurityTypes"] = "w";
MsgType["SecurityListRequest"] = "x";
MsgType["SecurityList"] = "y";
MsgType["DerivativeSecurityListRequest"] = "z";
MsgType["DerivativeSecurityList"] = "AA";
MsgType["NewOrderMultileg"] = "AB";
MsgType["MultilegOrderCancelReplace"] = "AC";
MsgType["TradeCaptureReportRequest"] = "AD";
MsgType["TradeCaptureReport"] = "AE";
MsgType["OrderMassStatusRequest"] = "AF";
MsgType["QuoteRequestReject"] = "AG";
MsgType["RfqRequest"] = "AH";
MsgType["QuoteStatusReport"] = "AI";
MsgType["QuoteResponse"] = "AJ";
MsgType["Confirmation"] = "AK";
MsgType["PositionMaintenanceRequest"] = "AL";
MsgType["PositionMaintenanceReport"] = "AM";
MsgType["RequestForPositions"] = "AN";
MsgType["RequestForPositionsAck"] = "AO";
MsgType["PositionReport"] = "AP";
MsgType["TradeCaptureReportRequestAck"] = "AQ";
MsgType["TradeCaptureReportAck"] = "AR";
MsgType["AllocationReport"] = "AS";
MsgType["AllocationReportAck"] = "AT";
MsgType["ConfirmationAck"] = "AU";
MsgType["SettlementInstructionRequest"] = "AV";
MsgType["AssignmentReport"] = "AW";
MsgType["CollateralRequest"] = "AX";
MsgType["CollateralAssignment"] = "AY";
MsgType["CollateralResponse"] = "AZ";
MsgType["CollateralReport"] = "BA";
MsgType["CollateralInquiry"] = "BB";
MsgType["NetworkCounterpartySystemStatusRequest"] = "BC";
MsgType["NetworkCounterpartySystemStatusResponse"] = "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["ForexSwap"] = "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["PossibleDuplicate"] = "Y";
PossDupFlag["OriginalTransmission"] = "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["IncorrectAveragegPrice"] = 2] = "IncorrectAveragegPrice";
AllocRejCode[AllocRejCode["UnknownExecutingBrokerMnemonic"] = 3] = "UnknownExecutingBrokerMnemonic";
AllocRejCode[AllocRejCode["CommissionDifference"] = 4] = "CommissionDifference";
AllocRejCode[AllocRejCode["UnknownOrderId"] = 5] = "UnknownOrderId";
AllocRejCode[AllocRejCode["UnknownListId"] = 6] = "UnknownListId";
AllocRejCode[AllocRejCode["OtherSeeText"] = 7] = "OtherSeeText";
AllocRejCode[AllocRejCode["IncorrectAllocatedQuantity"] = 8] = "IncorrectAllocatedQuantity";
AllocRejCode[AllocRejCode["CalculationDifference"] = 9] = "CalculationDifference";
AllocRejCode[AllocRejCode["UnknownOrStaleExecId"] = 10] = "UnknownOrStaleExecId";
AllocRejCode[AllocRejCode["MismatchedData"] = 11] = "MismatchedData";
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["PossibleResend"] = "Y";
PossResend["OriginalTransmission"] = "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["Pem"] = 6] = "Pem";
})(EncryptMethod || (exports.EncryptMethod = EncryptMethod = {}));
var CxlRejReason;
(function (CxlRejReason) {
CxlRejReason[CxlRejReason["TooLateToCancel"] = 0] = "TooLateToCancel";
CxlRejReason[CxlRejReason["UnknownOrder"] = 1] = "UnknownOrder";
CxlRejReason[CxlRejReason["BrokerCredit"] = 2] = "BrokerCredit";
CxlRejReason[CxlRejReason["OrderAlreadyInPendingStatus"] = 3] = "OrderAlreadyInPendingStatus";
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["BrokerCredit"] = 0] = "BrokerCredit";
OrdRejReason[OrdRejReason["UnknownSymbol"] = 1] = "UnknownSymbol";
OrdRejReason[OrdRejReason["ExchangeClosed"] = 2] = "ExchangeClosed";
OrdRejReason[OrdRejReason["OrderExceedsLimit"] = 3] = "OrderExceedsLimit";
OrdRejReason[OrdRejReason["TooLateToEnter"] = 4] = "TooLateToEnter";
OrdRejReason[OrdRejReason["UnknownOrder"] = 5] = "UnknownOrder";
OrdRejReason[OrdRejReason["DuplicateOrder"] = 6] = "DuplicateOrder";
OrdRejReason[OrdRejReason["DuplicateOfAVerballyCommunicatedOrder"] = 7] = "DuplicateOfAVerballyCommunicatedOrder";
OrdRejReason[OrdRejReason["StaleOrder"] = 8] = "StaleOrder";
OrdRejReason[OrdRejReason["TradeAlongRequired"] = 9] = "TradeAlongRequired";
OrdRejReason[OrdRejReason["InvalidInvestorId"] = 10] = "InvalidInvestorId";
OrdRejReason[OrdRejReason["UnsupportedOrderCharacteristic"] = 11] = "UnsupportedOrderCharacteristic";
OrdRejReason[OrdRejReason["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["ReceiverReports"] = "Y";
ReportToExch["SenderReports"] = "N";
})(ReportToExch || (exports.ReportToExch = ReportToExch = {}));
var LocateReqd;
(function (LocateReqd) {
LocateReqd["Yes"] = "Y";
LocateReqd["No"] = "N";
})(LocateReqd || (exports.LocateReqd = LocateReqd = {}));
var ForexReq;
(function (ForexReq) {
ForexReq["ExecuteForexAfterSecurityTrade"] = "Y";
ForexReq["DoNotExecuteForexAfterSecurityTrade"] = "N";
})(ForexReq || (exports.ForexReq = ForexReq = {}));
var GapFillFlag;
(function (GapFillFlag) {
GapFillFlag["GapFillMessage"] = "Y";
GapFillFlag["SequenceReset"] = "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["Natural"] = "Y";
IOINaturalFlag["NotNatural"] = "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["Replaced"] = "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["BrokerCredit"] = "1";
SettlInstSource["Institution"] = "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["UsTreasuryNoteOld"] = "UST";
SecurityType["UsTreasuryBillOld"] = "USTB";
SecurityType["UsTreasuryNote"] = "TNOTE";
SecurityType["UsTreasuryBill"] = "TBILL";
SecurityType["Repurchase"] = "REPO";
SecurityType["Forward"] = "FORWARD";
SecurityType["BuySellback"] = "BUYSELL";
SecurityType["SecuritiesLoan"] = "SECLOAN";
SecurityType["SecuritiesPledge"] = "SECPLEDGE";
SecurityType["TermLoan"] = "TERM";
SecurityType["RevolverLoan"] = "RVLV";
SecurityType["Revolver"] = "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["Amended"] = "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["Corp"] = "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["OtherAnticipationNotes"] = "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["Versus"] = 0] = "Versus";
SettlDeliveryType[SettlDeliveryType["Free"] = 1] = "Free";
SettlDeliveryType[SettlDeliveryType["TriParty"] = 2] = "TriParty";
SettlDeliveryType[SettlDeliveryType["HoldInCustody"] = 3] = "HoldInCustody";
})(SettlDeliveryType || (exports.SettlDeliveryType = SettlDeliveryType = {}));
var AllocLinkType;
(function (AllocLinkType) {
AllocLinkType[AllocLinkType["FxNetting"] = 0] = "FxNetting";
AllocLinkType[AllocLinkType["FxSwap"] = 1] = "FxSwap";
})(AllocLinkType || (exports.AllocLinkType = AllocLinkType = {}));
var PutOrCall;
(function (PutOrCall) {
PutOrCall[PutOrCall["Put"] = 0] = "Put";
PutOrCall[PutOrCall["Call"] = 1] = "Call";
})(PutOrCall || (exports.PutOrCall = PutOrCall = {}));
var CoveredOrUncovered;
(function (CoveredOrUncovered) {
CoveredOrUncovered[CoveredOrUncovered["Covered"] = 0] = "Covered";
CoveredOrUncovered[CoveredOrUncovered["Uncovered"] = 1] = "Uncovered";
})(CoveredOrUncovered || (exports.CoveredOrUncovered = CoveredOrUncovered = {}));
var NotifyBrokerOfCredit;
(function (NotifyBrokerOfCredit) {
NotifyBrokerOfCredit["DetailsShouldBeCommunicated"] = "Y";
NotifyBrokerOfCredit["DetailsShouldNotBeCommunicated"] = "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["AlternativeMinimumTax"] = "AMT";
StipulationType["AutoReinvestment"] = "AUTOREINV";
StipulationType["BankQualified"] = "BANKQUAL";
StipulationType["BargainConditions"] = "BGNCON";
StipulationType["CouponRange"] = "COUPON";
StipulationType["IsoCurrencyCode"] = "CURRENCY";
StipulationType["CustomStart"] = "CUSTOMDATE";
StipulationType["Geographics"] = "GEOG";
StipulationType["ValuationDiscount"] = "HAIRCUT";
StipulationType["Insured"] = "INSURED";
StipulationType["IssueDate"] = "ISSUE";
StipulationType["Issuer"] = "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["PaymentFrequency"] = "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["TypeOfRedemption"] = "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["WeightedAverageCoupon"] = "WAC";
StipulationType["WeightedAverageLifeCoupon"] = "WAL";
StipulationType["WeightedAverageLoanAge"] = "WALA";
StipulationType["WeightedAverageMaturity"] = "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["GvntEquivalentYield"] = "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["TradedFlat"] = "Y";
TradedFlatSwitch["NotTradedFlat"] = "N";
})(TradedFlatSwitch || (exports.TradedFlatSwitch = TradedFlatSwitch = {}));
var SubscriptionRequestType;
(function (SubscriptionRequestType) {
SubscriptionRequestType["Snapshot"] = "0";
SubscriptionRequestType["SnapshotAndUpdates"] = "1";
SubscriptionRequestType["DisablePreviousSnapshot"] = "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["BookEntriesToBeAggregated"] = "Y";
AggregatedBook["BookEntriesShouldNotBeAggregated"] = "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["Cancellation"] = "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["CancelForSymbol"] = 1] = "CancelForSymbol";
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["CancelForOneOrMoreSecurities"] = 1] = "CancelForOneOrMoreSecurities";
QuoteCancelType[QuoteCancelType["CancelForSecurityType"] = 2] = "CancelForSecurityType";
QuoteCancelType[QuoteCancelType["CancelForUnderlyingSecurity"] = 3] = "CancelForUnderlyingSecurity";
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["InvalidBid"] = 7] = "InvalidBid";
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["AcknowledgeEachQuoteMessage"] = 2] = "AcknowledgeEachQuoteMessage";
})(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["RequestSecurityIdentityForSpecifications"] = 1] = "RequestSecurityIdentityForSpecifications";
SecurityRequestType[SecurityRequestType["RequestListSecurityTypes"] = 2] = "RequestListSecurityTypes";
SecurityRequestType[SecurityRequestType["RequestListSecurities"] = 3] = "RequestListSecurities";
})(SecurityRequestType || (exports.SecurityRequestType = SecurityRequestType = {}));
var SecurityResponseType;
(function (SecurityResponseType) {
SecurityResponseType[SecurityResponseType["AcceptAsIs"] = 1] = "AcceptAsIs";
SecurityResponseType[SecurityResponseType["AcceptWithRevisions"] = 2] = "AcceptWithRevisions";
SecurityResponseType[SecurityResponseType["RejectSecurityProposal"] = 5] = "RejectSecurityProposal";
SecurityResponseType[SecurityResponseType["CannotMatchSelectionCriteria"] = 6] = "CannotMatchSelectionCriteria";
})(SecurityResponseType || (exports.SecurityResponseType = SecurityResponseType = {}));
var UnsolicitedIndicator;
(function (UnsolicitedIndicator) {
UnsolicitedIndicator["MessageIsBeingSentUnsolicited"] = "Y";
UnsolicitedIndicator["MessageIsBeingSentAsAResultOfAPriorRequest"] = "N";
})(UnsolicitedIndicator || (exports.UnsolicitedIndicator = UnsolicitedIndicator = {}));
var SecurityTradingStatus;
(function (SecurityTradingStatus) {
SecurityTradingStatus[SecurityTradingStatus["OpeningDelay"] = 1] = "OpeningDelay";
SecurityTradingStatus[SecurityTradingStatus["TradingHalt"] = 2] = "TradingHalt";
SecurityTradingStatus[SecurityTradingStatus["Resume"] = 3] = "Resume";
SecurityTradingStatus[SecurityTradingStatus["NoOpen"] = 4] = "NoOpen";
SecurityTradingStatus[SecurityTradingStatus["PriceIndication"] = 5] = "PriceIndication";
SecurityTradingStatus[SecurityTradingStatus["TradingRangeIndication"] = 6] = "TradingRangeIndication";
SecurityTradingStatus[SecurityTradingStatus["MarketImbalanceBuy"] = 7] = "MarketImbalanceBuy";
SecurityTradingStatus[SecurityTradingStatus["MarketImbalanceSell"] = 8] = "MarketImbalanceSell";
SecurityTradingStatus[SecurityTradingStatus["MarketOnCloseImbalanceBuy"] = 9] = "MarketOnCloseImbalanceBuy";
SecurityTradingStatus[SecurityTradingStatus["MarketOnCloseImbalanceSell"] = 10] = "MarketOnCloseImbalanceSell";
SecurityTradingStatus[SecurityTradingStatus["NoMarketImbalance"] = 12] = "NoMarketImbalance";
SecurityTradingStatus[SecurityTradingStatus["NoMarketOnCloseImbalance"] = 13] = "NoMarketOnCloseImbalance";
SecurityTradingStatus[SecurityTradingStatus["ItsPreOpening"] = 14] = "ItsPreOpening";
SecurityTradingStatus[SecurityTradingStatus["NewPriceIndication"] = 15] = "NewPriceIndication";
SecurityTradingStatus[SecurityTradingStatus["TradeDisseminationTime"] = 16] = "TradeDisseminationTime";
SecurityTradingStatus[SecurityTradingStatus["ReadyToTrade"] = 17] = "ReadyToTrade";
SecurityTradingStatus[SecurityTradingStatus["NotAvailableForTrading"] = 18] = "NotAvailableForTrading";
SecurityTradingStatus[SecurityTradingStatus["NotTradedOnThisMarket"] = 19] = "NotTradedOnThisMarket";
SecurityTradingStatus[SecurityTradingStatus["UnknownOrInvalid"] = 20] = "UnknownOrInvalid";
SecurityTradingStatus[SecurityTradingStatus["PreOpen"] = 21] = "PreOpen";
SecurityTradingStatus[SecurityTradingStatus["OpeningRotation"] = 22] = "OpeningRotation";
SecurityTradingStatus[SecurityTradingStatus["FastMarket"] = 23] = "FastMarket";
})(SecurityTradingStatus || (exports.SecurityTradingStatus = SecurityTradingStatus = {}));
var HaltReason;
(function (HaltReason) {
HaltReason["OrderImbalance"] = "I";
HaltReason["EquipmentChangeover"] = "X";
HaltReason["NewsPending"] = "P";
HaltReason["NewsDissemination"] = "D";
HaltReason["OrderInflux"] = "E";
HaltReason["AdditionalInformation"] = "M";
})(HaltReason || (exports.HaltReason = HaltReason = {}));
var InViewOfCommon;
(function (InViewOfCommon) {
InViewOfCommon["HaltWasDueToCommonStockBeingHalted"] = "Y";
InViewOfCommon["HaltWasNotRelatedToAHaltOfTheCommonStock"] = "N";
})(InViewOfCommon || (exports.InViewOfCommon = InViewOfCommon = {}));
var DueToRelated;
(function (DueToRelated) {
DueToRelated["RelatedToSecurityHalt"] = "Y";
DueToRelated["NotRelatedToSecurityHalt"] = "N";
})(DueToRelated || (exports.DueToRelated = DueToRelated = {}));
var Adjustment;
(function (Adjustment) {
Adjustment[Adjustment["Cancel"] = 1] = "Cancel";
Adjustment[Adjustment["Error"] = 2] = "Error";
Adjustment[Adjustment["Correction"] = 3] = "Correction";
})(Adjustment || (exports.Adjustment = Adjustment = {}));
var TradSesMethod;
(function (TradSesMethod) {
TradSesMethod[TradSesMethod["Electronic"] = 1] = "Electronic";
TradSesMethod[TradSesMethod["OpenOutcry"] = 2] = "OpenOutcry";
TradSesMethod[TradSesMethod["TwoParty"] = 3] = "TwoParty";
})(TradSesMethod || (exports.TradSesMethod = TradSesMethod = {}));
var TradSesMode;
(function (TradSesMode) {
TradSesMode[TradSesMode["Testing"] = 1] = "Testing";
TradSesMode[TradSesMode["Simulated"] = 2] = "Simulated";
TradSesMode[TradSesMode["Production"] = 3] = "Production";
})(TradSesMode || (exports.TradSesMode = TradSesMode = {}));
var TradSesStatus;
(function (TradSesStatus) {
TradSesStatus[TradSesStatus["Unknown"] = 0] = "Unknown";
TradSesStatus[TradSesStatus["Halted"] = 1] = "Halted";
TradSesStatus[TradSesStatus["Open"] = 2] = "Open";
TradSesStatus[TradSesStatus["Closed"] = 3] = "Closed";
TradSesStatus[TradSesStatus["PreOpen"] = 4] = "PreOpen";
TradSesStatus[TradSesStatus["PreClose"] = 5] = "PreClose";
TradSesStatus[TradSesStatus["RequestRejected"] = 6] = "RequestRejected";
})(TradSesStatus || (exports.TradSesStatus = TradSesStatus = {}));
var MessageEncoding;
(function (MessageEncoding) {
MessageEncoding["Iso2022Jp"] = "ISO-2022-JP";
MessageEncoding["Eucjp"] = "EUC-JP";
MessageEncoding["ShiftJis"] = "Shift_JIS";
MessageEncoding["Utf8"] = "UTF-8";
})(MessageEncoding || (exports.MessageEncoding = MessageEncoding = {}));
var SessionRejectReason;
(function (SessionRejectReason) {
SessionRejectReason[SessionRejectReason["InvalidTagNumber"] = 0] = "InvalidTagNumber";
SessionRejectReason[SessionRejectReason["RequiredTagMissing"] = 1] = "RequiredTagMissing";
SessionRejectReason[SessionRejectReason["TagNotDefinedForThisMessageType"] = 2] = "TagNotDefinedForThisMessageType";
SessionRejectReason[SessionRejectReason["UndefinedTag"] = 3] = "UndefinedTag";
SessionRejectReason[SessionRejectReason["TagSpecifiedWithoutAValue"] = 4] = "TagSpecifiedWithoutAValue";
SessionRejectReason[SessionRejectReason["ValueIsIncorrect"] = 5] = "ValueIsIncorrect";
SessionRejectReason[SessionRejectReason["IncorrectDataFormatForValue"] = 6] = "IncorrectDataFormatForValue";
SessionRejectReason[SessionRejectReason["DecryptionProblem"] = 7] = "DecryptionProblem";
SessionRejectReason[SessionRejectReason["SignatureProblem"] = 8] = "SignatureProblem";
SessionRejectReason[SessionRejectReason["CompIdProblem"] = 9] = "CompIdProblem";
SessionRejectReason[SessionRejectReason["SendingTimeAccuracyProblem"] = 10] = "SendingTimeAccuracyProblem";
SessionRejectReason[SessionRejectReason["InvalidMsgType"] = 11] = "InvalidMsgType";
SessionRejectReason[SessionRejectReason["XmlValidationError"] = 12] = "XmlValidationError";
SessionRejectReason[SessionRejectReason["TagAppearsMoreThanOnce"] = 13] = "TagAppearsMoreThanOnce";
SessionRejectReason[SessionRejectReason["TagSpecifiedOutOfRequiredOrder"] = 14] = "TagSpecifiedOutOfRequiredOrder";
SessionRejectReason[SessionRejectReason["RepeatingGroupFieldsOutOfOrder"] = 15] = "RepeatingGroupFieldsOutOfOrder";
SessionRejectReason[SessionRejectReason["IncorrectNumInGroupCountForRepeatingGroup"] = 16] = "IncorrectNumInGroupCountForRepeatingGroup";
SessionRejectReason[SessionRejectReason["Non"] = 17] = "Non";
SessionRejectReason[SessionRejectReason["Other"] = 99] = "Other";
})(SessionRejectReason || (exports.SessionRejectReason = SessionRejectReason = {}));
var BidRequestTransType;
(function (BidRequestTransType) {
BidRequestTransType["New"] = "N";
BidRequestTransType["Cancel"] = "C";
})(BidRequestTransType || (exports.BidRequestTransType = BidRequestTransType = {}));
var SolicitedFlag;
(function (SolicitedFlag) {
SolicitedFlag["WasSolicited"] = "Y";
SolicitedFlag["WasNotSolicited"] = "N";
})(SolicitedFlag || (exports.SolicitedFlag = SolicitedFlag = {}));
var ExecRestatementReason;
(function (ExecRestatementReason) {
ExecRestatementReason[ExecRestatementReason["GtCorporateAction"] = 0] = "GtCorporateAction";
ExecRestatementReason[ExecRestatementReason["GtRenewal"] = 1] = "GtRenewal";
ExecRestatementReason[ExecRestatementReason["VerbalChange"] = 2] = "VerbalChange";
ExecRestatementReason[ExecRestatementReason["RepricingOfOrder"] = 3] = "RepricingOfOrder";
ExecRestatementReason[ExecRestatementReason["BrokerOption"] = 4] = "BrokerOption";
ExecRestatementReason[ExecRestatementReason["PartialDeclineOfOrderQty"] = 5] = "PartialDeclineOfOrderQty";
ExecRestatementReason[ExecRestatementReason["CancelOnTradingHalt"] = 6] = "CancelOnTradingHalt";
ExecRestatementReason[ExecRestatementReason["CancelOnSystemFailure"] = 7] = "CancelOnSystemFailure";
ExecRestatementReason[ExecRestatementReason["Market"] = 8] = "Market";
ExecRestatementReason[ExecRestatementReason["Canceled"] = 9] = "Canceled";
ExecRestatementReason[ExecRestatementReason["WarehouseRecap"] = 10] = "WarehouseRecap";
ExecRestatementReason[ExecRestatementReason["Other"] = 99] = "Other";
})(ExecRestatementReason || (exports.ExecRestatementReason = ExecRestatementReason = {}));
var BusinessRejectReason;
(function (BusinessRejectReason) {
BusinessRejectReason[BusinessRejectReason["Other"] = 0] = "Other";
BusinessRejectReason[BusinessRejectReason["UnknownId"] = 1] = "UnknownId";
BusinessRejectReason[BusinessRejectReason["UnknownSecurity"] = 2] = "UnknownSecurity";
BusinessRejectReason[BusinessRejectReason["UnsupportedMessageType"] = 3] = "UnsupportedMessageType";
BusinessRejectReason[BusinessRejectReason["ApplicationNotAvailable"] = 4] = "ApplicationNotAvailable";
BusinessRejectReason[BusinessRejectReason["ConditionallyRequiredFieldMissing"] = 5] = "ConditionallyRequiredFieldMissing";
BusinessRejectReason[BusinessRejectReason["NotAuthorized"] = 6] = "NotAuthorized";
BusinessRejectReason[BusinessRejectReason["DeliverToFirmNotAvailableAtThisTime"] = 7] = "DeliverToFirmNotAvailableAtThisTime";
})(BusinessRejectReason || (exports.BusinessRejectReason = BusinessRejectReason = {}));
var MsgDirection;
(function (MsgDirection) {
MsgDirection["Send"] = "S";
MsgDirection["Receive"] = "R";
})(MsgDirection || (exports.MsgDirection = MsgDirection = {}));
var DiscretionInst;
(function (DiscretionInst) {
DiscretionInst["RelatedToDisplayedPrice"] = "0";
DiscretionInst["RelatedToMarketPrice"] = "1";
DiscretionInst["RelatedToPrimaryPrice"] = "2";
DiscretionInst["RelatedToLocalPrimaryPrice"] = "3";
DiscretionInst["RelatedToMidpointPrice"] = "4";
DiscretionInst["RelatedToLastTradePrice"] = "5";
DiscretionInst["RelatedToVwap"] = "6";
})(DiscretionInst || (exports.DiscretionInst = DiscretionInst = {}));
var BidType;
(function (BidType) {
BidType[BidType["NonDisclosed"] = 1] = "NonDisclosed";
BidType[BidType["Disclosed"] = 2] = "Disclosed";
BidType[BidType["NoBiddingProcess"] = 3] = "NoBiddingProcess";
})(BidType || (exports.BidType = BidType = {}));
var BidDescriptorType;
(function (BidDescriptorType) {
BidDescriptorType[BidDescriptorType["Sector"] = 1] = "Sector";
BidDescriptorType[BidDescriptorType["Country"] = 2] = "Country";
BidDescriptorType[BidDescriptorType["Index"] = 3] = "Index";
})(BidDescriptorType || (exports.BidDescriptorType = BidDescriptorType = {}));
var SideValueInd;
(function (SideValueInd) {
SideValueInd[SideValueInd["SideValue1"] = 1] = "SideValue1";
SideValueInd[SideValueInd["SideValue2"] = 2] = "SideValue2";
})(SideValueInd || (exports.SideValueInd = SideValueInd = {}));
var LiquidityIndType;
(function (LiquidityIndType) {
LiquidityIndType[LiquidityIndType["FiveDayMovingAverage"] = 1] = "FiveDayMovingAverage";
LiquidityIndType[LiquidityIndType["TwentyDayMovingAverage"] = 2] = "TwentyDayMovingAverage";
LiquidityIndType[LiquidityIndType["NormalMarketSize"] = 3] = "NormalMarketSize";
LiquidityIndType[LiquidityIndType["Other"] = 4] = "Other";
})(LiquidityIndType || (exports.LiquidityIndType = LiquidityIndType = {}));
var ExchangeForPhysical;
(function (ExchangeForPhysical) {
ExchangeForPhysical["True"] = "Y";
ExchangeForPhysical["False"] = "N";
})(ExchangeForPhysical || (exports.ExchangeForPhysical = ExchangeForPhysical = {}));
var ProgRptReqs;
(function (ProgRptReqs) {
ProgRptReqs[ProgRptReqs["BuySideRequests"] = 1] = "BuySideRequests";
ProgRptReqs[ProgRptReqs["SellSideSends"] = 2] = "SellSideSends";
ProgRptReqs[ProgRptReqs["RealTimeExecutionReports"] = 3] = "RealTimeExecutionReports";
})(ProgRptReqs || (exports.ProgRptReqs = ProgRptReqs = {}));
var IncTaxInd;
(function (IncTaxInd) {
IncTaxInd[IncTaxInd["Net"] = 1] = "Net";
IncTaxInd[IncTaxInd["Gross"] = 2] = "Gross";
})(IncTaxInd || (exports.IncTaxInd = IncTaxInd = {}));
var BidTradeType;
(function (BidTradeType) {
BidTradeType["RiskTrade"] = "R";
BidTradeType["VwapGuarantee"] = "G";
BidTradeType["Agency"] = "A";
BidTradeType["GuaranteedClose"] = "J";
})(BidTradeType || (exports.BidTradeType = BidTradeType = {}));
var BasisPxType;
(function (BasisPxType) {
BasisPxType["ClosingPriceAtMorningSession"] = "2";
BasisPxType["ClosingPrice"] = "3";
BasisPxType["CurrentPrice"] = "4";
BasisPxType["Sq"] = "5";
BasisPxType["VwapThroughADay"] = "6";
BasisPxType["VwapThroughAMorningSession"] = "7";
BasisPxType["VwapThroughAnAfternoonSession"] = "8";
BasisPxType["VwapThroughADayExcept"] = "9";
BasisPxType["VwapThroughAMorningSessionExcept"] = "A";
BasisPxType["VwapThroughAnAfternoonSessionExcept"] = "B";
BasisPxType["Strike"] = "C";
BasisPxType["Open"] = "D";
BasisPxType["Others"] = "Z";
})(BasisPxType || (exports.BasisPxType = BasisPxType = {}));
var PriceType;
(function (PriceType) {
PriceType[PriceType["Percentage"] = 1] = "Percentage";
PriceType[PriceType["PerUnit"] = 2] = "PerUnit";
PriceType[PriceType["FixedAmount"] = 3] = "FixedAmount";
PriceType[PriceType["Discount"] = 4] = "Discount";
PriceType[PriceType["Premium"] = 5] = "Premium";
PriceType[PriceType["Spread"] = 6] = "Spread";
PriceType[PriceType["TedPrice"] = 7] = "TedPrice";
PriceType[PriceType["TedYield"] = 8] = "TedYield";
PriceType[PriceType["Yield"] = 9] = "Yield";
PriceType[PriceType["FixedCabinetTradePrice"] = 10] = "FixedCabinetTradePrice";
PriceType[PriceType["VariableCabinetTradePrice"] = 11] = "VariableCabinetTradePrice";
})(PriceType || (exports.PriceType = PriceType = {}));
var GTBookingInst;
(function (GTBookingInst) {
GTBookingInst[GTBookingInst["BookOutAllTradesOnDayOfExecution"] = 0] = "BookOutAllTradesOnDayOfExecution";
GTBookingInst[GTBookingInst["AccumulateUntilFilledOrExpired"] = 1] = "AccumulateUntilFilledOrExpired";
GTBookingInst[GTBookingInst["AccumulateUntilVerballlyNotifiedOtherwise"] = 2] = "AccumulateUntilVerballlyNotifiedOtherwise";
})(GTBookingInst || (exports.GTBookingInst = GTBookingInst = {}));
var ListStatusType;
(function (ListStatusType) {
ListStatusType[ListStatusType["Ack"] = 1] = "Ack";
ListStatusType[ListStatusType["Response"] = 2] = "Response";
ListStatusType[ListStatusType["Timed"] = 3] = "Timed";
ListStatusType[ListStatusType["ExecStarted"] = 4] = "ExecStarted";
ListStatusType[ListStatusType["AllDone"] = 5] = "AllDone";
ListStatusType[ListStatusType["Alert"] = 6] = "Alert";
})(ListStatusType || (exports.ListStatusType = ListStatusType = {}));
var NetGrossInd;
(function (NetGrossInd) {
NetGrossInd[NetGrossInd["Net"] = 1] = "Net";
NetGrossInd[NetGrossInd["Gross"] = 2] = "Gross";
})(NetGrossInd || (exports.NetGrossInd = NetGrossInd = {}));
var ListOrderStatus;
(function (ListOrderStatus) {
ListOrderStatus[ListOrderStatus["InBiddingProcess"] = 1] = "InBiddingProcess";
ListOrderStatus[ListOrderStatus["ReceivedForExecution"] = 2] = "ReceivedForExecution";
ListOrderStatus[ListOrderStatus["Executing"] = 3] = "Executing";
ListOrderStatus[ListOrderStatus["Cancelling"] = 4] = "Cancelling";
ListOrderStatus[ListOrderStatus["Alert"] = 5] = "Alert";
ListOrderStatus[ListOrderStatus["AllDone"] = 6] = "AllDone";
ListOrderStatus[ListOrderStatus["Reject"] = 7] = "Reject";
})(ListOrderStatus || (exports.ListOrderStatus = ListOrderStatus = {}));
var ListExecInstType;
(function (ListExecInstType) {
ListExecInstType["Immediate"] = "1";
ListExecInstType["WaitForInstruction"] = "2";
ListExecInstType["SellDriven"] = "3";
ListExecInstType["BuyDrivenCashTopUp"] = "4";
ListExecInstType["BuyDrivenCashWithdraw"] = "5";
})(ListExecInstType || (exports.ListExecInstType = ListExecInstType = {}));
var CxlRejResponseTo;
(function (CxlRejResponseTo) {
CxlRejResponseTo["OrderCancelRequest"] = "1";
CxlRejResponseTo["OrderCancel"] = "2";
})(CxlRejResponseTo || (exports.CxlRejResponseTo = CxlRejResponseTo = {}));
var MultiLegReportingType;
(function (MultiLegReportingType) {
MultiLegReportingType["SingleSecurity"] = "1";
MultiLegReportingType["IndividualLegOfAMultiLegSecurity"] = "2";
MultiLegReportingType["MultiLegSecurity"] = "3";
})(MultiLegReportingType || (exports.MultiLegReportingType = MultiLegReportingType = {}));
var PartyIDSource;
(function (PartyIDSource) {
PartyIDSource["KoreanInvestorId"] = "1";
PartyIDSource["TaiwaneseForeignInvestorId"] = "2";
PartyIDSource["TaiwaneseTradingAcct"] = "3";
PartyIDSource["MalaysianCentralDepository"] = "4";
PartyIDSource["ChineseInvestorId"] = "5";
PartyIDSource["UkNationalInsuranceOrPensionNumber"] = "6";
PartyIDSource["UsSocialSecurityNumber"] = "7";
PartyIDSource["UsEmployerOrTaxIdNumber"] = "8";
PartyIDSource["AustralianBusinessNumber"] = "9";
PartyIDSource["Bic"] = "B";
PartyIDSource["GeneralIdentifier"] = "C";
PartyIDSource["Proprietary"] = "D";
PartyIDSource["IsoCountryCode"] = "E";
PartyIDSource["SettlementEntityLocation"] = "F";
PartyIDSource["Mic"] = "G";
PartyIDSource["CsdParticipant"] = "H";
PartyIDSource["AustralianTaxFileNumber"] = "A";
PartyIDSource["IsitcAcronym"] = "I";
})(PartyIDSource || (exports.PartyIDSource = PartyIDSource = {}));
var PartyRole;
(function (PartyRole) {
PartyRole[PartyRole["ExecutingFirm"] = 1] = "ExecutingFirm";
PartyRole[PartyRole["BrokerOfCredit"] = 2] = "BrokerOfCredit";
PartyRole[PartyRole["ClientId"] = 3] = "ClientId";
PartyRole[PartyRole["ClearingFirm"] = 4] = "ClearingFirm";
PartyRole[PartyRole["InvestorId"] = 5] = "InvestorId";
PartyRole[PartyRole["IntroducingFirm"] = 6] = "IntroducingFirm";
PartyRole[PartyRole["EnteringFirm"] = 7] = "EnteringFirm";
PartyRole[PartyRole["Locate"] = 8] = "Locate";
PartyRole[PartyRole["FundManagerClientId"] = 9] = "FundManagerClientId";
PartyRole[PartyRole["SettlementLocation"] = 10] = "SettlementLocation";
PartyRole[PartyRole["OrderOriginationTrader"] = 11] = "OrderOriginationTrader";
PartyRole[PartyRole["ExecutingTrader"] = 12] = "ExecutingTrader";
PartyRole[PartyRole["OrderOriginationFirm"] = 13] = "OrderOriginationFirm";
PartyRole[PartyRole["GiveupClearingFirm"] = 14] = "GiveupClearingFirm";
PartyRole[PartyRole["CorrespondantClearingFirm"] = 15] = "CorrespondantClearingFirm";
PartyRole[PartyRole["ExecutingSystem"] = 16] = "ExecutingSystem";
PartyRole[PartyRole["ContraFirm"] = 17] = "ContraFirm";
PartyRole[PartyRole["ContraClearingFirm"] = 18] = "ContraClearingFirm";
PartyRole[PartyRole["SponsoringFirm"] = 19] = "SponsoringFirm";
PartyRole[PartyRole["UnderlyingContraFirm"] = 20] = "UnderlyingContraFirm";
PartyRole[PartyRole["ClearingOrganization"] = 21] = "ClearingOrganization";
PartyRole[PartyRole["Exchange"] = 22] = "Exchange";
PartyRole[PartyRole["CustomerAccount"] = 24] = "CustomerAccount";
PartyRole[PartyRole["CorrespondentClearingOrganization"] = 25] = "CorrespondentClearingOrganization";
PartyRole[PartyRole["CorrespondentBroker"] = 26] = "CorrespondentBroker";
PartyRole[PartyRole["Buyer"] = 27] = "Buyer";
PartyRole[PartyRole["Custodian"] = 28] = "Custodian";
PartyRole[PartyRole["Intermediary"] = 29] = "Intermediary";
PartyRole[PartyRole["Agent"] = 30] = "Agent";
PartyRole[PartyRole["SubCustodian"] = 31] = "SubCustodian";
PartyRole[PartyRole["Beneficiary"] = 32] = "Beneficiary";
PartyRole[PartyRole["InterestedParty"] = 33] = "InterestedParty";
PartyRole[PartyRole["RegulatoryBody"] = 34] = "RegulatoryBody";
PartyRole[PartyRole["LiquidityProvider"] = 35] = "LiquidityProvider";
PartyRole[PartyRole["EnteringTrader"] = 36] = "EnteringTrader";
PartyRole[PartyRole["ContraTrader"] = 37] = "ContraTrader";
PartyRole[PartyRole["PositionAccount"] = 38] = "PositionAccount";
})(PartyRole || (exports.PartyRole = PartyRole = {}));
var Product;
(function (Product) {
Product[Product["Agency"] = 1] = "Agency";
Product[Product["Commodity"] = 2] = "Commodity";
Product[Product["Corporate"] = 3] = "Corporate";
Product[Product["Currency"] = 4] = "Currency";
Product[Product["Equity"] = 5] = "Equity";
Product[Product["Government"] = 6] = "Government";
Product[Product["Index"] = 7] = "Index";
Product[Product["Loan"] = 8] = "Loan";
Product[Product["Moneymarket"] = 9] = "Moneymarket";
Product[Product["Mortgage"] = 10] = "Mortgage";
Product[Product["Municipal"] = 11] = "Municipal";
Product[Product["Other"] = 12] = "Other";
Product[Product["Financing"] = 13] = "Financing";
})(Product || (exports.Product = Product = {}));
var TestMessageIndicator;
(function (TestMessageIndicator) {
TestMessageIndicator["True"] = "Y";
TestMessageIndicator["Fales"] = "N";
})(TestMessageIndicator || (exports.TestMessageIndicator = TestMessageIndicator = {}));
var RoundingDirection;
(function (RoundingDirection) {
RoundingDirection["RoundToNearest"] = "0";
RoundingDirection["RoundDown"] = "1";
RoundingDirection["RoundUp"] = "2";
})(RoundingDirection || (exports.RoundingDirection = RoundingDirection = {}));
var DistribPaymentMethod;
(function (DistribPaymentMethod) {
DistribPaymentMethod[DistribPaymentMethod["Crest"] = 1] = "Crest";
DistribPaymentMethod[DistribPaymentMethod["Nscc"] = 2] = "Nscc";
DistribPaymentMethod[DistribPaymentMethod["Euroclear"] = 3] = "Euroclear";
DistribPaymentMethod[DistribPaymentMethod["Clearstream"] = 4] = "Clearstream";
DistribPaymentMethod[DistribPaymentMethod["Cheque"] = 5] = "Cheque";
DistribPaymentMethod[DistribPaymentMethod["TelegraphicTransfer"] = 6] = "TelegraphicTransfer";
DistribPaymentMethod[DistribPaymentMethod["FedWire"] = 7] = "FedWire";
DistribPaymentMethod[DistribPaymentMethod["DirectCredit"] = 8] = "DirectCredit";
DistribPaymentMethod[DistribPaymentMethod["AchCredit"] = 9] = "AchCredit";
DistribPaymentMethod[DistribPaymentMethod["Bpay"] = 10] = "Bpay";
DistribPaymentMethod[DistribPaymentMethod["HighValueClearingSystemHvacs"] = 11] = "HighValueClearingSystemHvacs";
DistribPaymentMethod[DistribPaymentMethod["ReinvestInFund"] = 12] = "ReinvestInFund";
})(DistribPaymentMethod || (exports.DistribPaymentMethod = DistribPaymentMethod = {}));
var CancellationRights;
(function (CancellationRights) {
CancellationRights["Yes"] = "Y";
CancellationRights["NoExecutionOnly"] = "N";
CancellationRights["NoWaiverAgreement"] = "M";
CancellationRights["NoInstitutional"] = "O";
})(CancellationRights || (exports.CancellationRights = CancellationRights = {}));
var MoneyLaunderingStatus;
(function (MoneyLaunderingStatus) {
MoneyLaunderingStatus["ExemptBelowLimit"] = "1";
MoneyLaunderingStatus["ExemptMoneyType"] = "2";
MoneyLaunderingStatus["ExemptAuthorised"] = "3";
MoneyLaunderingStatus["Passed"] = "Y";
MoneyLaunderingStatus["NotChecked"] = "N";
})(MoneyLaunderingStatus || (exports.MoneyLaunderingStatus = MoneyLaunderingStatus = {}));
var ExecPriceType;
(function (ExecPriceType) {
ExecPriceType["BidPrice"] = "B";
ExecPriceType["CreationPrice"] = "C";
ExecPriceType["CreationPricePlusAdjustmentPercent"] = "D";
ExecPriceType["CreationPricePlusAdjustmentAmount"] = "E";
ExecPriceType["OfferPrice"] = "O";
ExecPriceType["OfferPriceMinusAdjustmentPercent"] = "P";
ExecPriceType["OfferPriceMinusAdjustmentAmount"] = "Q";
ExecPriceType["SinglePrice"] = "S";
})(ExecPriceType || (exports.ExecPriceType = ExecPriceType = {}));
var PaymentMethod;
(function (PaymentMethod) {
PaymentMethod[PaymentMethod["Crest"] = 1] = "Crest";
PaymentMethod[PaymentMethod["Nscc"] = 2] = "Nscc";
PaymentMethod[PaymentMethod["Euroclear"] = 3] = "Euroclear";
PaymentMethod[PaymentMethod["Clearstream"] = 4] = "Clearstream";
PaymentMethod[PaymentMethod["Cheque"] = 5] = "Cheque";
PaymentMethod[PaymentMethod["TelegraphicTransfer"] = 6] = "TelegraphicTransfer";
PaymentMethod[PaymentMethod["FedWire"] = 7] = "FedWire";
PaymentMethod[PaymentMethod["DebitCard"] = 8] = "DebitCard";
PaymentMethod[PaymentMethod["DirectDebit"] = 9] = "DirectDebit";
PaymentMethod[PaymentMethod["DirectCredit"] = 10] = "DirectCredit";
PaymentMethod[PaymentMethod["CreditCard"] = 11] = "CreditCard";
PaymentMethod[PaymentMethod["AchDebit"] = 12] = "AchDebit";
PaymentMethod[PaymentMethod["AchCredit"] = 13] = "AchCredit";
PaymentMethod[PaymentMethod["Bpay"] = 14] = "Bpay";
PaymentMethod[PaymentMethod["HighValueClearingSystem"] = 15] = "HighValueClearingSystem";
})(PaymentMethod || (exports.PaymentMethod = PaymentMethod = {}));
var TaxAdvantageType;
(function (TaxAdvantageType) {
TaxAdvantageType[TaxAdvantageType["None"] = 0] = "None";
TaxAdvantageType[TaxAdvantageType["MaxiIsa"] = 1] = "MaxiIsa";
TaxAdvantageType[TaxAdvantageType["Tessa"] = 2] = "Tessa";
TaxAdvantageType[TaxAdvantageType["MiniCashIsa"] = 3] = "MiniCashIsa";
TaxAdvantageType[TaxAdvantageType["MiniStocksAndSharesIsa"] = 4] = "MiniStocksAndSharesIsa";
TaxAdvantageType[TaxAdvantageType["MiniInsuranceIsa"] = 5] = "MiniInsuranceIsa";
TaxAdvantageType[TaxAdvantageType["CurrentYearPayment"] = 6] = "CurrentYearPayment";
TaxAdvantageType[TaxAdvantageType["PriorYearPayment"] = 7] = "PriorYearPayment";
TaxAdvantageType[TaxAdvantageType["AssetTransfer"] = 8] = "AssetTransfer";
TaxAdvantageType[TaxAdvantageType["EmployeePriorYear"] = 9] = "EmployeePriorYear";
TaxAdvantageType[TaxAdvantageType["EmployeeCurrentYear"] = 10] = "EmployeeCurrentYear";
TaxAdvantageType[TaxAdvantageType["EmployerPriorYear"] = 11] = "EmployerPriorYear";
TaxAdvantageType[TaxAdvantageType["EmployerCurrentYear"] = 12] = "EmployerCurrentYear";
TaxAdvantageType[TaxAdvantageType["NonFundPrototypeIra"] = 13] = "NonFundPrototypeIra";
TaxAdvantageType[TaxAdvantageType["NonFundQualifiedPlan"] = 14] = "NonFundQualifiedPlan";
TaxAdvantageType[TaxAdvantageType["DefinedContributionPlan"] = 15] = "DefinedContributionPlan";
TaxAdvantageType[TaxAdvantageType["Ira"] = 16] = "Ira";
TaxAdvantageType[TaxAdvantageType["IraRollover"] = 17] = "IraRollover";
TaxAdvantageType[TaxAdvantageType["Keogh"] = 18] = "Keogh";
TaxAdvantageType[TaxAdvantageType["ProfitSharingPlan"] = 19] = "ProfitSharingPlan";
TaxAdvantageType[TaxAdvantageType["Us401K"] = 20] = "Us401K";
TaxAdvantageType[TaxAdvantageType["SelfDirectedIra"] = 21] = "SelfDirectedIra";
TaxAdvantageType[TaxAdvantageType["Us403B"] = 22] = "Us403B";
TaxAdvantageType[TaxAdvantageType["Us457"] = 23] = "Us457";
TaxAdvantageType[TaxAdvantageType["RothIraPrototype"] = 24] = "RothIraPrototype";
TaxAdvantageType[TaxAdvantageType["RothIraNonPrototype"] = 25] = "RothIraNonPrototype";
TaxAdvantageType[TaxAdvantageType["RothConversionIraPrototype"] = 26] = "RothConversionIraPrototype";
TaxAdvantageType[TaxAdvantageType["RothConversionIraNonPrototype"] = 27] = "RothConversionIraNonPrototype";
TaxAdvantageType[TaxAdvantageType["EducationIraPrototype"] = 28] = "EducationIraPrototype";
TaxAdvantageType[TaxAdvantageType["EducationIraNonPrototype"] = 29] = "EducationIraNonPrototype";
})(TaxAdvantageType || (exports.TaxAdvantageType = TaxAdvantageType = {}));
var FundRenewWaiv;
(function (FundRenewWaiv) {
FundRenewWaiv["Yes"] = "Y";
FundRenewWaiv["No"] = "N";
})(FundRenewWaiv || (exports.FundRenewWaiv = FundRenewWaiv = {}));
var RegistStatus;
(function (RegistStatus) {
RegistStatus["Accepted"] = "A";
RegistStatus["Rejected"] = "R";
RegistStatus["Held"] = "H";
RegistStatus["Reminder"] = "N";
})(RegistStatus || (exports.RegistStatus = RegistStatus = {}));
var RegistRejReasonCode;
(function (RegistRejReasonCode) {
RegistRejReasonCode[RegistRejReasonCode["InvalidAccountType"] = 1] = "InvalidAccountType";
RegistRejReasonCode[RegistRejReasonCode["InvalidTaxExemptType"] = 2] = "InvalidTaxExemptType";
RegistRejReasonCode[RegistRejReasonCode["InvalidOwnershipType"] = 3] = "InvalidOwnershipType";
RegistRejReasonCode[RegistRejReasonCode["NoRegDetails"] = 4] = "NoRegDetails";
RegistRejReasonCode[RegistRejReasonCode["InvalidRegSeqNo"] = 5] = "InvalidRegSeqNo";
RegistRejReasonCode[RegistRejReasonCode["InvalidRegDetails"] = 6] = "InvalidRegDetails";
RegistRejReasonCode[RegistRejReasonCode["InvalidMailingDetails"] = 7] = "InvalidMailingDetails";
RegistRejReasonCode[RegistRejReasonCode["InvalidMailingInstructions"] = 8] = "InvalidMailingInstructions";
RegistRejReasonCode[RegistRejReasonCode["InvalidInvestorId"] = 9] = "InvalidInvestorId";
RegistRejReasonCode[RegistRejReasonCode["InvalidInvestorIdSource"] = 10] = "InvalidInvestorIdSource";
RegistRejReasonCode[RegistRejReasonCode["InvalidDateOfBirth"] = 11] = "InvalidDateOfBirth";
RegistRejReasonCode[RegistRejReasonCode["InvalidCountry"] = 12] = "InvalidCountry";
RegistRejReasonCode[RegistRejReasonCode["InvalidDistribInstns"] = 13] = "InvalidDistribInstns";
RegistRejReasonCode[RegistRejReasonCode["InvalidPercentage"] = 14] = "InvalidPercentage";
RegistRejReasonCode[RegistRejReasonCode["InvalidPaymentMethod"] = 15] = "InvalidPaymentMethod";
RegistRejReasonCode[RegistRejReasonCode["InvalidAccountName"] = 16] = "InvalidAccountName";
RegistRejReasonCode[RegistRejReasonCode["InvalidAgentCode"] = 17] = "InvalidAgentCode";
RegistRejReasonCode[RegistRejReasonCode["InvalidAccountNum"] = 18] = "InvalidAccountNum";
RegistRejReasonCode[RegistRejReasonCode["Other"] = 99] = "Other";
})(RegistRejReasonCode || (exports.RegistRejReasonCode = RegistRejReasonCode = {}));
var RegistTransType;
(function (RegistTransType) {
RegistTransType["New"] = "0";
RegistTransType["Replace"] = "1";
RegistTransType["Cancel"] = "2";
})(RegistTransType || (exports.RegistTransType = RegistTransType = {}));
var OwnershipType;
(function (OwnershipType) {
OwnershipType["JointTrustees"] = "2";
OwnershipType["JointInvestors"] = "J";
OwnershipType["TenantsInCommon"] = "T";
})(OwnershipType || (exports.OwnershipType = OwnershipType = {}));
var ContAmtType;
(function (ContAmtType) {
ContAmtType[ContAmtType["CommissionAmount"] = 1] = "CommissionAmount";
ContAmtType[ContAmtType["CommissionPercent"] = 2] = "CommissionPercent";
ContAmtType[ContAmtType["InitialChargeAmount"] = 3] = "InitialChargeAmount";
ContAmtType[ContAmtType["InitialChargePercent"] = 4] = "InitialChargePercent";
ContAmtType[ContAmtType["DiscountAmount"] = 5] = "DiscountAmount";
ContAmtType[ContAmtType["DiscountPercent"] = 6] = "DiscountPercent";
ContAmtType[ContAmtType["DilutionLevyAmount"] = 7] = "DilutionLevyAmount";
ContAmtType[ContAmtType["DilutionLevyPercent"] = 8] = "DilutionLevyPercent";
ContAmtType[ContAmtType["ExitChargeAmount"] = 9] = "ExitChargeAmount";
ContAmtType[ContAmtType["ExitChargePercent"] = 10] = "ExitChargePercent";
ContAmtType[ContAmtType["FundBasedRenewalCommissionPercent"] = 11] = "FundBasedRenewalCommissionPercent";
ContAmtType[ContAmtType["ProjectedFundValue"] = 12] = "ProjectedFundValue";
ContAmtType[ContAmtType["FundBasedRenewalCommissionOnOrder"] = 13] = "FundBasedRenewalCommissionOnOrder";
ContAmtType[ContAmtType["FundBasedRenewalCommissionOnFund"] = 14] = "FundBasedRenewalCommissionOnFund";
ContAmtType[ContAmtType["NetSettlementAmount"] = 15] = "NetSettlementAmount";
})(ContAmtType || (exports.ContAmtType = ContAmtType = {}));
var OwnerType;
(function (OwnerType) {
OwnerType[OwnerType["IndividualInvestor"] = 1] = "IndividualInvestor";
OwnerType[OwnerType["PublicCompany"] = 2] = "PublicCompany";
OwnerType[OwnerType["PrivateCompany"] = 3] = "PrivateCompany";
OwnerType[OwnerType["IndividualTrustee"] = 4] = "IndividualTrustee";
OwnerType[OwnerType["CompanyTrustee"] = 5] = "CompanyTrustee";
OwnerType[OwnerType["PensionPlan"] = 6] = "PensionPlan";
OwnerType[OwnerType["CustodianUnderGiftsToMinorsAct"] = 7] = "CustodianUnderGiftsToMinorsAct";
OwnerType[OwnerType["Trusts"] = 8] = "Trusts";
OwnerType[OwnerType["Fiduciaries"] = 9] = "Fiduciaries";
OwnerType[OwnerType["NetworkingSubAccount"] = 10] = "NetworkingSubAccount";
OwnerType[OwnerType["NonProfitOrganization"] = 11] = "NonProfitOrganization";
OwnerType[OwnerType["CorporateBody"] = 12] = "CorporateBody";
OwnerType[OwnerType["Nominee"] = 13] = "Nominee";
})(OwnerType || (exports.OwnerType = OwnerType = {}));
var OrderCapacity;
(function (OrderCapacity) {
OrderCapacity["Agency"] = "A";
OrderCapacity["Proprietary"] = "G";
OrderCapacity["Individual"] = "I";
OrderCapacity["Principal"] = "P";
OrderCapacity["RisklessPrincipal"] = "R";
OrderCapacity["AgentForOtherMember"] = "W";
})(OrderCapacity || (exports.OrderCapacity = OrderCapacity = {}));
var OrderRestrictions;
(function (OrderRestrictions) {
OrderRestrictions["ProgramTrade"] = "1";
OrderRestrictions["IndexArbitrage"] = "2";
OrderRestrictions["NonIndexArbitrage"] = "3";
OrderRestrictions["CompetingMarketMaker"] = "4";
OrderRestrictions["ActingAsMarketMakerOrSpecialistInSecurity"] = "5";
OrderRestrictions["ActingAsMarketMakerOrSpecialistInUnderlying"] = "6";
OrderRestrictions["ForeignEntity"] = "7";
OrderRestrictions["ExternalMarketParticipant"] = "8";
OrderRestrictions["ExternalInterConnectedMarketLinkage"] = "9";
OrderRestrictions["RisklessArbitrage"] = "A";
})(OrderRestrictions || (exports.OrderRestrictions = OrderRestrictions = {}));
var MassCancelRequestType;
(function (MassCancelRequestType) {
MassCancelRequestType["CancelOrdersForASecurity"] = "1";
MassCancelRequestType["CancelOrdersForAnUnderlyingSecurity"] = "2";
MassCancelRequestType["CancelOrdersForAProduct"] = "3";
MassCancelRequestType["CancelOrdersForAcfiCode"] = "4";
MassCancelRequestType["CancelOrdersForASecurityType"] = "5";
MassCancelRequestType["CancelOrdersForATradingSession"] = "6";
MassCancelRequestType["CancelAllOrders"] = "7";
})(MassCancelRequestType || (exports.MassCancelRequestType = MassCancelRequestType = {}));
var MassCancelResponse;
(function (MassCancelResponse) {
MassCancelResponse["CancelRequestRejected"] = "0";
MassCancelResponse["CancelOrdersForASecurity"] = "1";
MassCancelResponse["CancelOrdersForAnUnderlyingSecurity"] = "2";
MassCancelResponse["CancelOrdersForAProduct"] = "3";
MassCancelResponse["CancelOrdersForAcfiCode"] = "4";
MassCancelResponse["CancelOrdersForASecurityType"] = "5";
MassCancelResponse["CancelOrdersForATradingSession"] = "6";
MassCancelResponse["CancelAllOrders"] = "7";
})(MassCancelResponse || (exports.MassCancelResponse = MassCancelResponse = {}));
var MassCancelRejectReason;
(function (MassCancelRejectReason) {
MassCancelRejectReason["MassCancelNotSupported"] = "0";
MassCancelRejectReason["InvalidOrUnknownSecurity"] = "1";
MassCancelRejectReason["InvalidOrUnkownUnderlyingSecurity"] = "2";
MassCancelRejectReason["InvalidOrUnknownProduct"] = "3";
MassCancelRejectReason["InvalidOrUnknownCfiCode"] = "4";
MassCancelRejectReason["InvalidOrUnknownSecurityType"] = "5";
MassCancelRejectReason["InvalidOrUnknownTradingSession"] = "6";
MassCancelRejectReason["Other"] = "99";
})(MassCancelRejectReason || (exports.MassCancelRejectReason = MassCancelRejectReason = {}));
var QuoteType;
(function (QuoteType) {
QuoteType[QuoteType["Indicative"] = 0] = "Indicative";
QuoteType[QuoteType["Tradeable"] = 1] = "Tradeable";
QuoteType[QuoteType["RestrictedTradeable"] = 2] = "RestrictedTradeable";
QuoteType[QuoteType["Counter"] = 3] = "Counter";
})(QuoteType || (exports.QuoteType = QuoteType = {}));
var CashMargin;
(function (CashMargin) {
CashMargin["Cash"] = "1";
CashMargin["MarginOpen"] = "2";
CashMargin["MarginClose"] = "3";
})(CashMargin || (exports.CashMargin = CashMargin = {}));
var Scope;
(function (Scope) {
Scope["LocalMarket"] = "1";
Scope["National"] = "2";
Scope["Global"] = "3";
})(Scope || (exports.Scope = Scope = {}));
var MDImplicitDelete;
(function (MDImplicitDelete) {
MDImplicitDelete["Yes"] = "Y";
MDImplicitDelete["No"] = "N";
})(MDImplicitDelete || (exports.MDImplicitDelete = MDImplicitDelete = {}));
var CrossType;
(function (CrossType) {
CrossType[CrossType["CrossAon"] = 1] = "CrossAon";
CrossType[CrossType["CrossIoc"] = 2] = "CrossIoc";
CrossType[CrossType["CrossOneSide"] = 3] = "CrossOneSide";
CrossType[CrossType["CrossSamePrice"] = 4] = "CrossSamePrice";
})(CrossType || (exports.CrossType = CrossType = {}));
var CrossPrioritization;
(function (CrossPrioritization) {
CrossPrioritization[CrossPrioritization["None"] = 0] = "None";
CrossPrioritization[CrossPrioritization["BuySideIsPrioritized"] = 1] = "BuySideIsPrioritized";
CrossPrioritization[CrossPrioritization["SellSideIsPrioritized"] = 2] = "SellSideIsPrioritized";
})(CrossPrioritization || (exports.CrossPrioritization = CrossPrioritization = {}));
var NoSides;
(function (NoSides) {
NoSides[NoSides["OneSide"] = 1] = "OneSide";
NoSides[NoSides["BothSides"] = 2] = "BothSides";
})(NoSides || (exports.NoSides = NoSides = {}));
var SecurityListRequestType;
(function (SecurityListRequestType) {
SecurityListRequestType[SecurityListRequestType["Symbol"] = 0] = "Symbol";
SecurityListRequestType[SecurityListRequestType["SecurityTypeAnd"] = 1] = "SecurityTypeAnd";
SecurityListRequestType[SecurityListRequestType["Product"] = 2] = "Product";
SecurityListRequestType[SecurityListRequestType["TradingSessionId"] = 3] = "TradingSessionId";
SecurityListRequestType[SecurityListRequestType["AllSecurities"] = 4] = "AllSecurities";
})(SecurityListRequestType || (exports.SecurityListRequestType = SecurityListRequestType = {}));
var SecurityRequestResult;
(function (SecurityRequestResult) {
SecurityRequestResult[SecurityRequestResult["ValidRequest"] = 0] = "ValidRequest";
SecurityRequestResult[SecurityRequestResult["InvalidOrUnsupportedRequest"] = 1] = "InvalidOrUnsupportedRequest";
SecurityRequestResult[SecurityRequestResult["NoInstrumentsFound"] = 2] = "NoInstrumentsFound";
SecurityRequestResult[SecurityRequestResult["NotAuthorizedToRetrieveInstrumentData"] = 3] = "NotAuthorizedToRetrieveInstrumentData";
SecurityRequestResult[SecurityRequestResult["InstrumentDataTemporarilyUnavailable"] = 4] = "InstrumentDataTemporarilyUnavailable";
SecurityRequestResult[SecurityRequestResult["RequestForInstrumentDataNotSupported"] = 5] = "RequestForInstrumentDataNotSupported";
})(SecurityRequestResult || (exports.SecurityRequestResult = SecurityRequestResult = {}));
var MultiLegRptTypeReq;
(function (MultiLegRptTypeReq) {
MultiLegRptTypeReq[MultiLegRptTypeReq["ReportByMulitlegSecurityOnly"] = 0] = "ReportByMulitlegSecurityOnly";
MultiLegRptTypeReq[MultiLegRptTypeReq["ReportByMultilegSecurityAndInstrumentLegs"] = 1] = "ReportByMultilegSecurityAndInstrumentLegs";
MultiLegRptTypeReq[MultiLegRptTypeReq["ReportByInstrumentLegsOnly"] = 2] = "ReportByInstrumentLegsOnly";
})(MultiLegRptTypeReq || (exports.MultiLegRptTypeReq = MultiLegRptTypeReq = {}));
var TradSesStatusRejReason;
(function (TradSesStatusRejReason) {
TradSesStatusRejReason[TradSesStatusRejReason["UnknownOrInvalidTradingSessionId"] = 1] = "UnknownOrInvalidTradingSessionId";
TradSesStatusRejReason[TradSesStatusRejReason["Other"] = 99] = "Other";
})(TradSesStatusRejReason || (exports.TradSesStatusRejReason = TradSesStatusRejReason = {}));
var TradeRequestType;
(function (TradeRequestType) {
TradeRequestType[TradeRequestType["AllTrades"] = 0] = "AllTrades";
TradeRequestType[TradeRequestType["MatchedTradesMatchingCriteria"] = 1] = "MatchedTradesMatchingCriteria";
TradeRequestType[TradeRequestType["UnmatchedTradesThatMatchCriteria"] = 2] = "UnmatchedTradesThatMatchCriteria";
TradeRequestType[TradeRequestType["UnreportedTradesThatMatchCriteria"] = 3] = "UnreportedTradesThatMatchCriteria";
TradeRequestType[TradeRequestType["AdvisoriesThatMatchCriteria"] = 4] = "AdvisoriesThatMatchCriteria";
})(TradeRequestType || (exports.TradeRequestType = TradeRequestType = {}));
var PreviouslyReported;
(function (PreviouslyReported) {
PreviouslyReported["PerviouslyReportedToCounterparty"] = "Y";
PreviouslyReported["NotReportedToCounterparty"] = "N";
})(PreviouslyReported || (exports.PreviouslyReported = PreviouslyReported = {}));
var MatchStatus;
(function (MatchStatus) {
MatchStatus["Compared"] = "0";
MatchStatus["Uncompared"] = "1";
MatchStatus["AdvisoryOrAlert"] = "2";
})(MatchStatus || (exports.MatchStatus = MatchStatus = {}));
var MatchType;
(function (MatchType) {
MatchType["ExactMatchPlus4BadgesExecTime"] = "A1";
MatchType["ExactMatchPlus4Badges"] = "A2";
MatchType["ExactMatchPlus2BadgesExecTime"] = "A3";
MatchType["ExactMatchPlus2Badges"] = "A4";
MatchType["ExactMatchPlusExecTime"] = "A5";
MatchType["StampedAdvisoriesOrSpecialistAccepts"] = "AQ";
MatchType["A1ExactMatchSummarizedQuantity"] = "S1";
MatchType["A2ExactMatchSummarizedQuantity"] = "S2";
MatchType["A3ExactMatchSummarizedQuantity"] = "S3";
MatchType["A4ExactMatchSummarizedQuantity"] = "S4";
MatchType["A5ExactMatchSummarizedQuantity"] = "S5";
MatchType["ExactMatchMinusBadgesTimes"] = "M1";
MatchType["SummarizedMatchMinusBadgesTimes"] = "M2";
MatchType["OcsLockedIn"] = "MT";
MatchType["ActAcceptedTrade"] = "M3";
MatchType["ActDefaultTrade"] = "M4";
MatchType["ActDefaultAfterM2"] = "M5";
MatchType["Actm6Match"] = "M6";
})(MatchType || (exports.MatchType = MatchType = {}));
var OddLot;
(function (OddLot) {
OddLot["TreatAsOddLot"] = "Y";
OddLot["TreatAsRoundLot"] = "N";
})(OddLot || (exports.OddLot = OddLot = {}));
var ClearingInstruction;
(function (ClearingInstruction) {
ClearingInstruction[ClearingInstruction["ProcessNormally"] = 0] = "ProcessNormally";
ClearingInstruction[ClearingInstruction["ExcludeFromAllNetting"] = 1] = "ExcludeFromAllNetting";
ClearingInstruction[ClearingInstruction["BilateralNettingOnly"] = 2] = "BilateralNettingOnly";
ClearingInstruction[ClearingInstruction["ExClearing"] = 3] = "ExClearing";
ClearingInstruction[ClearingInstruction["SpecialTrade"] = 4] = "SpecialTrade";
ClearingInstruction[ClearingInstruction["MultilateralNetting"] = 5] = "MultilateralNetting";
ClearingInstruction[ClearingInstruction["ClearAgainstCentralCounterparty"] = 6] = "ClearAgainstCentralCounterparty";
ClearingInstruction[ClearingInstruction["ExcludeFromCentralCounterparty"] = 7] = "ExcludeFromCentralCounterparty";
ClearingInstruction[ClearingInstruction["ManualMode"] = 8] = "ManualMode";
ClearingInstruction[ClearingInstruction["AutomaticPostingMode"] = 9] = "AutomaticPostingMode";
ClearingInstruction[ClearingInstruction["AutomaticGiveUpMode"] = 10] = "AutomaticGiveUpMode";
ClearingInstruction[ClearingInstruction["QualifiedServiceRepresentativeQsr"] = 11] = "QualifiedServiceRepresentativeQsr";
ClearingInstruction[ClearingInstruction["CustomerTrade"] = 12] = "CustomerTrade";
ClearingInstruction[ClearingInstruction["SelfClearing"] = 13] = "SelfClearing";
})(ClearingInstruction || (exports.ClearingInstruction = ClearingInstruction = {}));
var AccountType;
(function (AccountType) {
AccountType[AccountType["CarriedCustomerSide"] = 1] = "CarriedCustomerSide";
AccountType[AccountType["CarriedNonCustomerSide"] = 2] = "CarriedNonCustomerSide";
AccountType[AccountType["HouseTrader"] = 3] = "HouseTrader";
AccountType[AccountType["FloorTrader"] = 4] = "FloorTrader";
AccountType[AccountType["CarriedNonCustomerSideCrossMargined"] = 6] = "CarriedNonCustomerSideCrossMargined";
AccountType[AccountType["HouseTraderCrossMargined"] = 7] = "HouseTraderCrossMargined";
AccountType[AccountType["JointBackOfficeAccount"] = 8] = "JointBackOfficeAccount";
})(AccountType || (exports.AccountType = AccountType = {}));
var CustOrderCapacity;
(function (CustOrderCapacity) {
CustOrderCapacity[CustOrderCapacity["MemberTradingForTheirOwnAccount"] = 1] = "MemberTradingForTheirOwnAccount";
CustOrderCapacity[CustOrderCapacity["ClearingFirmTradingForItsProprietaryAccount"] = 2] = "ClearingFirmTradingForItsProprietaryAccount";
CustOrderCapacity[CustOrderCapacity["MemberTradingForAnotherMember"] = 3] = "MemberTradingForAnotherMember";
CustOrderCapacity[CustOrderCapacity["AllOther"] = 4] = "AllOther";
})(CustOrderCapacity || (exports.CustOrderCapacity = CustOrderCapacity = {}));
var MassStatusReqType;
(function (MassStatusReqType) {
MassStatusReqType[MassStatusReqType["StatusForOrdersForASecurity"] = 1] = "StatusForOrdersForASecurity";
MassStatusReqType[MassStatusReqType["StatusForOrdersForAnUnderlyingSecurity"] = 2] = "StatusForOrdersForAnUnderlyingSecurity";
MassStatusReqType[MassStatusReqType["StatusForOrdersForAProduct"] = 3] = "StatusForOrdersForAProduct";
MassStatusReqType[MassStatusReqType["StatusForOrdersForAcfiCode"] = 4] = "StatusForOrdersForAcfiCode";
MassStatusReqType[MassStatusReqType["StatusForOrdersForASecurityType"] = 5] = "StatusForOrdersForASecurityType";
MassStatusReqType[MassStatusReqType["StatusForOrdersForATradingSession"] = 6] = "StatusForOrdersForATradingSession";
MassStatusReqType[MassStatusReqType["StatusForAllOrders"] = 7] = "StatusForAllOrders";
MassStatusReqType[MassStatusReqType["StatusForOrdersForAPartyId"] = 8] = "StatusForOrdersForAPartyId";
})(MassStatusReqType || (exports.MassStatusReqType = MassStatusReqType = {}));
var DayBookingInst;
(function (DayBookingInst) {
DayBookingInst["Auto"] = "0";
DayBookingInst["SpeakWithOrderInitiatorBeforeBooking"] = "1";
DayBookingInst["Accumulate"] = "2";
})(DayBookingInst || (exports.DayBookingInst = DayBookingInst = {}));
var BookingUnit;
(function (BookingUnit) {
BookingUnit["EachPartialExecutionIsABookableUnit"] = "0";
BookingUnit["AggregatePartialExecutionsOnThisOrder"] = "1";
BookingUnit["AggregateExecutionsForThisSymbol"] = "2";
})(BookingUnit || (exports.BookingUnit = BookingUnit = {}));
var PreallocMethod;
(function (PreallocMethod) {
PreallocMethod["ProRata"] = "0";
PreallocMethod["DoNotProRata"] = "1";
})(PreallocMethod || (exports.PreallocMethod = PreallocMethod = {}));
var AllocType;
(function (AllocType) {
AllocType[AllocType["Calculated"] = 1] = "Calculated";
AllocType[AllocType["Preliminary"] = 2] = "Preliminary";
AllocType[AllocType["ReadyToBook"] = 5] = "ReadyToBook";
AllocType[AllocType["WarehouseInstruction"] = 7] = "WarehouseInstruction";
AllocType[AllocType["RequestToIntermediary"] = 8] = "RequestToIntermediary";
})(AllocType || (exports.AllocType = AllocType = {}));
var ClearingFeeIndicator;
(function (ClearingFeeIndicator) {
ClearingFeeIndicator["FirstYearDelegate"] = "1";
ClearingFeeIndicator["SecondYearDelegate"] = "2";
ClearingFeeIndicator["ThirdYearDelegate"] = "3";
ClearingFeeIndicator["FourthYearDelegate"] = "4";
ClearingFeeIndicator["FifthYearDelegate"] = "5";
ClearingFeeIndicator["SixthYearDelegate"] = "9";
ClearingFeeIndicator["CboeMember"] = "B";
ClearingFeeIndicator["NonMemberAndCustomer"] = "C";
ClearingFeeIndicator["EquityMemberAndClearingMember"] = "E";
ClearingFeeIndicator["FullAndAssociateMember"] = "F";
ClearingFeeIndicator["Firms106HAnd106J"] = "H";
ClearingFeeIndicator["Gim"] = "I";
ClearingFeeIndicator["Lessee106FEmployees"] = "L";
ClearingFeeIndicator["AllOtherOwnershipTypes"] = "M";
})(ClearingFeeIndicator || (exports.ClearingFeeIndicator = ClearingFeeIndicator = {}));
var WorkingIndicator;
(function (WorkingIndicator) {
WorkingIndicator["Working"] = "Y";
WorkingIndicator["NotWorking"] = "N";
})(WorkingIndicator || (exports.WorkingIndicator = WorkingIndicator = {}));
var PriorityIndicator;
(function (PriorityIndicator) {
PriorityIndicator[PriorityIndicator["PriorityUnchanged"] = 0] = "PriorityUnchanged";
PriorityIndicator[PriorityIndicator["LostPriorityAsResultOfOrderChange"] = 1] = "LostPriorityAsResultOfOrderChange";
})(PriorityIndicator || (exports.PriorityIndicator = PriorityIndicator = {}));
var LegalConfirm;
(function (LegalConfirm) {
LegalConfirm["LegalConfirm"] = "Y";
LegalConfirm["DoesNotConsituteALegalConfirm"] = "N";
})(LegalConfirm || (exports.LegalConfirm = LegalConfirm = {}));
var QuoteRequestRejectReason;
(function (QuoteRequestRejectReason) {
QuoteRequestRejectReason[QuoteRequestRejectReason["UnknownSymbol"] = 1] = "UnknownSymbol";
QuoteRequestRejectReason[QuoteRequestRejectReason["Exchange"] = 2] = "Exchange";
QuoteRequestRejectReason[QuoteRequestRejectReason["QuoteRequestExceedsLimit"] = 3] = "QuoteRequestExceedsLimit";
QuoteRequestRejectReason[QuoteRequestRejectReason["TooLateToEnter"] = 4] = "TooLateToEnter";
QuoteRequestRejectReason[QuoteRequestRejectReason["InvalidPrice"] = 5] = "InvalidPrice";
QuoteRequestRejectReason[QuoteRequestRejectReason["NotAuthorizedToRequestQuote"] = 6] = "NotAuthorizedToRequestQuote";
QuoteRequestRejectReason[QuoteRequestRejectReason["NoMatchForInquiry"] = 7] = "NoMatchForInquiry";
QuoteRequestRejectReason[QuoteRequestRejectReason["NoMarketForInstrument"] = 8] = "NoMarketForInstrument";
QuoteRequestRejectReason[QuoteRequestRejectReason["NoInventory"] = 9] = "NoInventory";
QuoteRequestRejectReason[QuoteRequestRejectReason["Pass"] = 10] = "Pass";
QuoteRequestRejectReason[QuoteRequestRejectReason["Other"] = 99] = "Other";
})(QuoteRequestRejectReason || (exports.QuoteRequestRejectReason = QuoteRequestRejectReason = {}));
var AcctIDSource;
(function (AcctIDSource) {
AcctIDSource[AcctIDSource["Bic"] = 1] = "Bic";
AcctIDSource[AcctIDSource["SidCode"] = 2] = "SidCode";
AcctIDSource[AcctIDSource["Tfm"] = 3] = "Tfm";
AcctIDSource[AcctIDSource["Omgeo"] = 4] = "Omgeo";
AcctIDSource[AcctIDSource["DtccCode"] = 5] = "DtccCode";
AcctIDSource[AcctIDSource["Other"] = 99] = "Other";
})(AcctIDSource || (exports.AcctIDSource = AcctIDSource = {}));
var ConfirmStatus;
(function (ConfirmStatus) {
ConfirmStatus[ConfirmStatus["Received"] = 1] = "Received";
ConfirmStatus[ConfirmStatus["MismatchedAccount"] = 2] = "MismatchedAccount";
ConfirmStatus[ConfirmStatus["MissingSettlementInstructions"] = 3] = "MissingSettlementInstructions";
ConfirmStatus[ConfirmStatus["Confirmed"] = 4] = "Confirmed";
ConfirmStatus[ConfirmStatus["RequestRejected"] = 5] = "RequestRejected";
})(ConfirmStatus || (exports.ConfirmStatus = ConfirmStatus = {}));
var ConfirmTransType;
(function (ConfirmTransType) {
ConfirmTransType[ConfirmTransType["New"] = 0] = "New";
ConfirmTransType[ConfirmTransType["Replace"] = 1] = "Replace";
ConfirmTransType[ConfirmTransType["Cancel"] = 2] = "Cancel";
})(ConfirmTransType || (exports.ConfirmTransType = ConfirmTransType = {}));
var DeliveryForm;
(function (DeliveryForm) {
DeliveryForm[DeliveryForm["BookEntry"] = 1] = "BookEntry";
DeliveryForm[DeliveryForm["Bearer"] = 2] = "Bearer";
})(DeliveryForm || (exports.DeliveryForm = DeliveryForm = {}));
var LegSwapType;
(function (LegSwapType) {
LegSwapType[LegSwapType["ParForPar"] = 1] = "ParForPar";
LegSwapType[LegSwapType["ModifiedDuration"] = 2] = "ModifiedDuration";
LegSwapType[LegSwapType["Risk"] = 4] = "Risk";
LegSwapType[LegSwapType["Proceeds"] = 5] = "Proceeds";
})(LegSwapType || (exports.LegSwapType = LegSwapType = {}));
var QuotePriceType;
(function (QuotePriceType) {
QuotePriceType[QuotePriceType["Percent"] = 1] = "Percent";
QuotePriceType[QuotePriceType["PerShare"] = 2] = "PerShare";
QuotePriceType[QuotePriceType["FixedAmount"] = 3] = "FixedAmount";
QuotePriceType[QuotePriceType["Discount"] = 4] = "Discount";
QuotePriceType[QuotePriceType["Premium"] = 5] = "Premium";
QuotePriceType[QuotePriceType["Spread"] = 6] = "Spread";
QuotePriceType[QuotePriceType["TedPrice"] = 7] = "TedPrice";
QuotePriceType[QuotePriceType["TedYield"] = 8] = "TedYield";
QuotePriceType[QuotePriceType["YieldSpread"] = 9] = "YieldSpread";
QuotePriceType[QuotePriceType["Yield"] = 10] = "Yield";
})(QuotePriceType || (exports.QuotePriceType = QuotePriceType = {}));
var QuoteRespType;
(function (QuoteRespType) {
QuoteRespType[QuoteRespType["Hit"] = 1] = "Hit";
QuoteRespType[QuoteRespType["Counter"] = 2] = "Counter";
QuoteRespType[QuoteRespType["Expired"] = 3] = "Expired";
QuoteRespType[QuoteRespType["Cover"] = 4] = "Cover";
QuoteRespType[QuoteRespType["DoneAway"] = 5] = "DoneAway";
QuoteRespType[QuoteRespType["Pass"] = 6] = "Pass";
})(QuoteRespType || (exports.QuoteRespType = QuoteRespType = {}));
var PosType;
(function (PosType) {
PosType["TransactionQuantity"] = "TQ";
PosType["IntraSpreadQty"] = "IAS";
PosType["InterSpreadQty"] = "IES";
PosType["EndOfDayQty"] = "FIN";
PosType["StartOfDayQty"] = "SOD";
PosType["OptionExerciseQty"] = "EX";
PosType["OptionAssignment"] = "AS";
PosType["TransactionFromExercise"] = "TX";
PosType["TransactionFromAssignment"] = "TA";
PosType["PitTradeQty"] = "PIT";
PosType["TransferTradeQty"] = "TRF";
PosType["ElectronicTradeQty"] = "ETR";
PosType["AllocationTradeQty"] = "ALC";
PosType["AdjustmentQty"] = "PA";
PosType["AsOfTradeQty"] = "ASF";
PosType["DeliveryQty"] = "DLV";
PosType["TotalTransactionQty"] = "TOT";
PosType["CrossMarginQty"] = "XM";
PosType["IntegralSplit"] = "SPL";
})(PosType || (exports.PosType = PosType = {}));
var PosQtyStatus;
(function (PosQtyStatus) {
PosQtyStatus[PosQtyStatus["Submitted"] = 0] = "Submitted";
PosQtyStatus[PosQtyStatus["Accepted"] = 1] = "Accepted";
PosQtyStatus[PosQtyStatus["Rejected"] = 2] = "Rejected";
})(PosQtyStatus || (exports.PosQtyStatus = PosQtyStatus = {}));
var PosAmtType;
(function (PosAmtType) {
PosAmtType["FinalMarkToMarketAmount"] = "FMTM";
PosAmtType["IncrementalMarkToMarketAmount"] = "IMTM";
PosAmtType["TradeVariationAmount"] = "TVAR";
PosAmtType["StartOfDayMarkToMarketAmount"] = "SMTM";
PosAmtType["PremiumAmount"] = "PREM";
PosAmtType["CashResidualAmount"] = "CRES";
PosAmtType["CashAmount"] = "CASH";
PosAmtType["ValueAdjustedAmount"] = "VADJ";
})(PosAmtType || (exports.PosAmtType = PosAmtType = {}));
var PosTransType;
(function (PosTransType) {
PosTransType[PosTransType["Exercise"] = 1] = "Exercise";
PosTransType[PosTransType["DoNotExercise"] = 2] = "DoNotExercise";
PosTransType[PosTransType["PositionAdjustment"] = 3] = "PositionAdjustment";
PosTransType[PosTransType["PositionChangeSubmission"] = 4] = "PositionChangeSubmission";
PosTransType[PosTransType["Pledge"] = 5] = "Pledge";
})(PosTransType || (exports.PosTransType = PosTransType = {}));
var PosMaintAction;
(function (PosMaintAction) {
PosMaintAction[PosMaintAction["New"] = 1] = "New";
PosMaintAction[PosMaintAction["Replace"] = 2] = "Replace";
PosMaintAction[PosMaintAction["Cancel"] = 3] = "Cancel";
})(PosMaintAction || (exports.PosMaintAction = PosMaintAction = {}));
var SettlSessID;
(function (SettlSessID) {
SettlSessID["Intraday"] = "ITD";
SettlSessID["RegularTradingHours"] = "RTH";
SettlSessID["ElectronicTradingHours"] = "ETH";
})(SettlSessID || (exports.SettlSessID = SettlSessID = {}));
var AdjustmentType;
(function (AdjustmentType) {
AdjustmentType[AdjustmentType["ProcessRequestAsMarginDisposition"] = 0] = "ProcessRequestAsMarginDisposition";
AdjustmentType[AdjustmentType["DeltaPlus"] = 1] = "DeltaPlus";
AdjustmentType[AdjustmentType["DeltaMinus"] = 2] = "DeltaMinus";
AdjustmentType[AdjustmentType["Final"] = 3] = "Final";
})(AdjustmentType || (exports.AdjustmentType = AdjustmentType = {}));
var PosMaintStatus;
(function (PosMaintStatus) {
PosMaintStatus[PosMaintStatus["Accepted"] = 0] = "Accepted";
PosMaintStatus[PosMaintStatus["AcceptedWithWarnings"] = 1] = "AcceptedWithWarnings";
PosMaintStatus[PosMaintStatus["Rejected"] = 2] = "Rejected";
PosMaintStatus[PosMaintStatus["Completed"] = 3] = "Completed";
PosMaintStatus[PosMaintStatus["CompletedWithWarnings"] = 4] = "CompletedWithWarnings";
})(PosMaintStatus || (exports.PosMaintStatus = PosMaintStatus = {}));
var PosMaintResult;
(function (PosMaintResult) {
PosMaintResult[PosMaintResult["SuccessfulCompletion"] = 0] = "SuccessfulCompletion";
PosMaintResult[PosMaintResult["Rejected"] = 1] = "Rejected";
PosMaintResult[PosMaintResult["Other"] = 99] = "Other";
})(PosMaintResult || (exports.PosMaintResult = PosMaintResult = {}));
var PosReqType;
(function (PosReqType) {
PosReqType[PosReqType["Positions"] = 0] = "Positions";
PosReqType[PosReqType["Trades"] = 1] = "Trades";
PosReqType[PosReqType["Exercises"] = 2] = "Exercises";
PosReqType[PosReqType["Assignments"] = 3] = "Assignments";
})(PosReqType || (exports.PosReqType = PosReqType = {}));
var ResponseTransportType;
(function (ResponseTransportType) {
ResponseTransportType[ResponseTransportType["Inband"] = 0] = "Inband";
ResponseTransportType[ResponseTransportType["OutOfBand"] = 1] = "OutOfBand";
})(ResponseTransportType || (exports.ResponseTransportType = ResponseTransportType = {}));
var PosReqResult;
(function (PosReqResult) {
PosReqResult[PosReqResult["ValidRequest"] = 0] = "ValidRequest";
PosReqResult[PosReqResult["InvalidOrUnsupportedRequest"] = 1] = "InvalidOrUnsupportedRequest";
PosReqResult[PosReqResult["NoPositionsFoundThatMatchCriteria"] = 2] = "NoPositionsFoundThatMatchCriteria";
PosReqResult[PosReqResult["NotAuthorizedToRequestPositions"] = 3] = "NotAuthorizedToRequestPositions";
PosReqResult[PosReqResult["RequestForPositionNotSupported"] = 4] = "RequestForPositionNotSupported";
PosReqResult[PosReqResult["Other"] = 99] = "Other";
})(PosReqResult || (exports.PosReqResult = PosReqResult = {}));
var PosReqStatus;
(function (PosReqStatus) {
PosReqStatus[PosReqStatus["Completed"] = 0] = "Completed";
PosReqStatus[PosReqStatus["CompletedWithWarnings"] = 1] = "CompletedWithWarnings";
PosReqStatus[PosReqStatus["Rejected"] = 2] = "Rejected";
})(PosReqStatus || (exports.PosReqStatus = PosReqStatus = {}));
var SettlPriceType;
(function (SettlPriceType) {
SettlPriceType[SettlPriceType["Final"] = 1] = "Final";
SettlPriceType[SettlPriceType["Theoretical"] = 2] = "Theoretical";
})(SettlPriceType || (exports.SettlPriceType = SettlPriceType = {}));
var AssignmentMethod;
(function (AssignmentMethod) {
AssignmentMethod["Random"] = "R";
AssignmentMethod["ProRata"] = "P";
})(AssignmentMethod || (exports.AssignmentMethod = AssignmentMethod = {}));
var ExerciseMethod;
(function (ExerciseMethod) {
ExerciseMethod["Automatic"] = "A";
ExerciseMethod["Manual"] = "M";
})(ExerciseMethod || (exports.ExerciseMethod = ExerciseMethod = {}));
var TradeRequestResult;
(function (TradeRequestResult) {
TradeRequestResult[TradeRequestResult["Successful"] = 0] = "Successful";
TradeRequestResult[TradeRequestResult["InvalidOrUnknownInstrument"] = 1] = "InvalidOrUnknownInstrument";
TradeRequestResult[TradeRequestResult["InvalidTypeOfTradeRequested"] = 2] = "InvalidTypeOfTradeRequested";
TradeRequestResult[TradeRequestResult["InvalidParties"] = 3] = "InvalidParties";
TradeRequestResult[TradeRequestResult["InvalidTransportTypeRequested"] = 4] = "InvalidTransportTypeRequested";
TradeRequestResult[TradeRequestResult["InvalidDestinationRequested"] = 5] = "InvalidDestinationRequested";
TradeRequestResult[TradeRequestResult["TradeRequestTypeNotSupported"] = 8] = "TradeRequestTypeNotSupported";
TradeRequestResult[TradeRequestResult["NotAuthorized"] = 9] = "NotAuthorized";
TradeRequestResult[TradeRequestResult["Other"] = 99] = "Other";
})(TradeRequestResult || (exports.TradeRequestResult = TradeRequestResult = {}));
var TradeRequestStatus;
(function (TradeRequestStatus) {
TradeRequestStatus[TradeRequestStatus["Accepted"] = 0] = "Accepted";
TradeRequestStatus[TradeRequestStatus["Completed"] = 1] = "Completed";
TradeRequestStatus[TradeRequestStatus["Rejected"] = 2] = "Rejected";
})(TradeRequestStatus || (exports.TradeRequestStatus = TradeRequestStatus = {}));
var TradeReportRejectReason;
(function (TradeReportRejectReason) {
TradeReportRejectReason[TradeReportRejectReason["Successful"] = 0] = "Successful";
TradeReportRejectReason[TradeReportRejectReason["InvalidPartyOnformation"] = 1] = "InvalidPartyOnformation";
TradeReportRejectReason[TradeReportRejectReason["UnknownInstrument"] = 2] = "UnknownInstrument";
TradeReportRejectReason[TradeReportRejectReason["UnauthorizedToReportTrades"] = 3] = "UnauthorizedToReportTrades";
TradeReportRejectReason[TradeReportRejectReason["InvalidTradeType"] = 4] = "InvalidTradeType";
TradeReportRejectReason[TradeReportRejectReason["Other"] = 99] = "Other";
})(TradeReportRejectReason || (exports.TradeReportRejectReason = TradeReportRejectReason = {}));
var SideMultiLegReportingType;
(function (SideMultiLegReportingType) {
SideMultiLegReportingType[SideMultiLegReportingType["SingleSecurity"] = 1] = "SingleSecurity";
SideMultiLegReportingType[SideMultiLegReportingType["IndividualLegOfAMultilegSecurity"] = 2] = "IndividualLegOfAMultilegSecurity";
SideMultiLegReportingType[SideMultiLegReportingType["MultilegSecurity"] = 3] = "MultilegSecurity";
})(SideMultiLegReportingType || (exports.SideMultiLegReportingType = SideMultiLegReportingType = {}));
var TrdRegTimestampType;
(function (TrdRegTimestampType) {
TrdRegTimestampType[TrdRegTimestampType["ExecutionTime"] = 1] = "ExecutionTime";
TrdRegTimestampType[TrdRegTimestampType["TimeIn"] = 2] = "TimeIn";
TrdRegTimestampType[TrdRegTimestampType["TimeOut"] = 3] = "TimeOut";
TrdRegTimestampType[TrdRegTimestampType["BrokerReceipt"] = 4] = "BrokerReceipt";
TrdRegTimestampType[TrdRegTimestampType["BrokerExecution"] = 5] = "BrokerExecution";
})(TrdRegTimestampType || (exports.TrdRegTimestampType = TrdRegTimestampType = {}));
var ConfirmType;
(function (ConfirmType) {
ConfirmType[ConfirmType["Status"] = 1] = "Status";
ConfirmType[ConfirmType["Confirmation"] = 2] = "Confirmation";
ConfirmType[ConfirmType["ConfirmationRequestRejected"] = 3] = "ConfirmationRequestRejected";
})(ConfirmType || (exports.ConfirmType = ConfirmType = {}));
var ConfirmRejReason;
(function (ConfirmRejReason) {
ConfirmRejReason[ConfirmRejReason["MismatchedAccount"] = 1] = "MismatchedAccount";
ConfirmRejReason[ConfirmRejReason["MissingSettlementInstructions"] = 2] = "MissingSettlementInstructions";
ConfirmRejReason[ConfirmRejReason["Other"] = 99] = "Other";
})(ConfirmRejReason || (exports.ConfirmRejReason = ConfirmRejReason = {}));
var BookingType;
(function (BookingType) {
BookingType[BookingType["RegularBooking"] = 0] = "RegularBooking";
BookingType[BookingType["Cfd"] = 1] = "Cfd";
BookingType[BookingType["TotalReturnSwap"] = 2] = "TotalReturnSwap";
})(BookingType || (exports.BookingType = BookingType = {}));
var AllocSettlInstType;
(function (AllocSettlInstType) {
AllocSettlInstType[AllocSettlInstType["UseDefaultInstructions"] = 0] = "UseDefaultInstructions";
AllocSettlInstType[AllocSettlInstType["DeriveFromParametersProvided"] = 1] = "DeriveFromParametersProvided";
AllocSettlInstType[AllocSettlInstType["FullDetailsProvided"] = 2] = "FullDetailsProvided";
AllocSettlInstType[AllocSettlInstType["SsidbiDsProvided"] = 3] = "SsidbiDsProvided";
AllocSettlInstType[AllocSettlInstType["PhoneForInstructions"] = 4] = "PhoneForInstructions";
})(AllocSettlInstType || (exports.AllocSettlInstType = AllocSettlInstType = {}));
var DlvyInstType;
(function (DlvyInstType) {
DlvyInstType["Securities"] = "S";
DlvyInstType["Cash"] = "C";
})(DlvyInstType || (exports.DlvyInstType = DlvyInstType = {}));
var TerminationType;
(function (TerminationType) {
TerminationType[TerminationType["Overnight"] = 1] = "Overnight";
TerminationType[TerminationType["Term"] = 2] = "Term";
TerminationType[TerminationType["Flexible"] = 3] = "Flexible";
TerminationType[TerminationType["Open"] = 4] = "Open";
})(TerminationType || (exports.TerminationType = TerminationType = {}));
var SettlInstReqRejCode;
(function (SettlInstReqRejCode) {
SettlInstReqRejCode[SettlInstReqRejCode["UnableToProcessRequest"] = 0] = "UnableToProcessRequest";
SettlInstReqRejCode[SettlInstReqRejCode["UnknownAccount"] = 1] = "UnknownAccount";
SettlInstReqRejCode[SettlInstReqRejCode["NoMatchingSettlementInstructionsFound"] = 2] = "NoMatchingSettlementInstructionsFound";
SettlInstReqRejCode[SettlInstReqRejCode["Other"] = 99] = "Other";
})(SettlInstReqRejCode || (exports.SettlInstReqRejCode = SettlInstReqRejCode = {}));
var AllocReportType;
(function (AllocReportType) {
AllocReportType[AllocReportType["SellsideCalculatedUsingPreliminary"] = 3] = "SellsideCalculatedUsingPreliminary";
AllocReportType[AllocReportType["SellsideCalculatedWithoutPreliminary"] = 4] = "SellsideCalculatedWithoutPreliminary";
AllocReportType[AllocReportType["WarehouseRecap"] = 5] = "WarehouseRecap";
AllocReportType[AllocReportType["RequestToIntermediary"] = 8] = "RequestToIntermediary";
})(AllocReportType || (exports.AllocReportType = AllocReportType = {}));
var AllocCancReplaceReason;
(function (AllocCancReplaceReason) {
AllocCancReplaceReason[AllocCancReplaceReason["OriginalDetailsIncomplete"] = 1] = "OriginalDetailsIncomplete";
AllocCancReplaceReason[AllocCancReplaceReason["ChangeInUnderlyingOrderDetails"] = 2] = "ChangeInUnderlyingOrderDetails";
AllocCancReplaceReason[AllocCancReplaceReason["Other"] = 99] = "Other";
})(AllocCancReplaceReason || (exports.AllocCancReplaceReason = AllocCancReplaceReason = {}));
var AllocAccountType;
(function (AllocAccountType) {
AllocAccountType[AllocAccountType["CarriedCustomerSide"] = 1] = "CarriedCustomerSide";
AllocAccountType[AllocAccountType["CarriedNonCustomerSide"] = 2] = "CarriedNonCustomerSide";
AllocAccountType[AllocAccountType["HouseTrader"] = 3] = "HouseTrader";
AllocAccountType[AllocAccountType["FloorTrader"] = 4] = "FloorTrader";
AllocAccountType[AllocAccountType["CarriedNonCustomerSideCrossMargined"] = 6] = "CarriedNonCustomerSideCrossMargined";
AllocAccountType[AllocAccountType["HouseTraderCrossMargined"] = 7] = "HouseTraderCrossMargined";
AllocAccountType[AllocAccountType["JointBackOfficeAccount"] = 8] = "JointBackOfficeAccount";
})(AllocAccountType || (exports.AllocAccountType = AllocAccountType = {}));
var PartySubIDType;
(function (PartySubIDType) {
PartySubIDType[PartySubIDType["Firm"] = 1] = "Firm";
PartySubIDType[PartySubIDType["Person"] = 2] = "Person";
PartySubIDType[PartySubIDType["System"] = 3] = "System";
PartySubIDType[PartySubIDType["Application"] = 4] = "Application";
PartySubIDType[PartySubIDType["FullLegalNameOfFirm"] = 5] = "FullLegalNameOfFirm";
PartySubIDType[PartySubIDType["PostalAddress"] = 6] = "PostalAddress";
PartySubIDType[PartySubIDType["PhoneNumber"] = 7] = "PhoneNumber";
PartySubIDType[PartySubIDType["EmailAddress"] = 8] = "EmailAddress";
PartySubIDType[PartySubIDType["ContactName"] = 9] = "ContactName";
PartySubIDType[PartySubIDType["SecuritiesAccountNumber"] = 10] = "SecuritiesAccountNumber";
PartySubIDType[PartySubIDType["RegistrationNumber"] = 11] = "RegistrationNumber";
PartySubIDType[PartySubIDType["RegisteredAddressForConfirmation"] = 12] = "RegisteredAddressForConfirmation";
PartySubIDType[PartySubIDType["RegulatoryStatus"] = 13] = "RegulatoryStatus";
PartySubIDType[PartySubIDType["RegistrationName"] = 14] = "RegistrationName";
PartySubIDType[PartySubIDType["CashAccountNumber"] = 15] = "CashAccountNumber";
PartySubIDType[PartySubIDType["Bic"] = 16] = "Bic";
PartySubIDType[PartySubIDType["CsdParticipantMemberCode"] = 17] = "CsdParticipantMemberCode";
PartySubIDType[PartySubIDType["RegisteredAddress"] = 18] = "RegisteredAddress";
PartySubIDType[PartySubIDType["FundAccountName"] = 19] = "FundAccountName";
PartySubIDType[PartySubIDType["TelexNumber"] = 20] = "TelexNumber";
PartySubIDType[PartySubIDType["FaxNumber"] = 21] = "FaxNumber";
PartySubIDType[PartySubIDType["SecuritiesAccountName"] = 22] = "SecuritiesAccountName";
PartySubIDType[PartySubIDType["CashAccountName"] = 23] = "CashAccountName";
PartySubIDType[PartySubIDType["Department"] = 24] = "Department";
PartySubIDType[PartySubIDType["LocationDesk"] = 25] = "LocationDesk";
PartySubIDType[PartySubIDType["PositionAccountType"] = 26] = "PositionAccountType";
})(PartySubIDType || (exports.PartySubIDType = PartySubIDType = {}));
var AllocIntermedReqType;
(function (AllocIntermedReqType) {
AllocIntermedReqType[AllocIntermedReqType["PendingAccept"] = 1] = "PendingAccept";
AllocIntermedReqType[AllocIntermedReqType["PendingRelease"] = 2] = "PendingRelease";
AllocIntermedReqType[AllocIntermedReqType["PendingReversal"] = 3] = "PendingReversal";
AllocIntermedReqType[AllocIntermedReqType["Accept"] = 4] = "Accept";
AllocIntermedReqType[AllocIntermedReqType["BlockLevelReject"] = 5] = "BlockLevelReject";
AllocIntermedReqType[AllocIntermedReqType["AccountLevelReject"] = 6] = "AccountLevelReject";
})(AllocIntermedReqType || (exports.AllocIntermedReqType = AllocIntermedReqType = {}));
var ApplQueueResolution;
(function (ApplQueueResolution) {
ApplQueueResolution[ApplQueueResolution["NoActionTaken"] = 0] = "NoActionTaken";
ApplQueueResolution[ApplQueueResolution["QueueFlushed"] = 1] = "QueueFlushed";
ApplQueueResolution[ApplQueueResolution["OverlayLast"] = 2] = "OverlayLast";
ApplQueueResolution[ApplQueueResolution["EndSession"] = 3] = "EndSession";
})(ApplQueueResolution || (exports.ApplQueueResolution = ApplQueueResolution = {}));
var ApplQueueAction;
(function (ApplQueueAction) {
ApplQueueAction[ApplQueueAction["NoActionTaken"] = 0] = "NoActionTaken";
ApplQueueAction[ApplQueueAction["QueueFlushed"] = 1] = "QueueFlushed";
ApplQueueAction[ApplQueueAction["OverlayLast"] = 2] = "OverlayLast";
ApplQueueAction[ApplQueueAction["EndSession"] = 3] = "EndSession";
})(ApplQueueAction || (exports.ApplQueueAction = ApplQueueAction = {}));
var AvgPxIndicator;
(function (AvgPxIndicator) {
AvgPxIndicator[AvgPxIndicator["NoAveragePricing"] = 0] = "NoAveragePricing";
AvgPxIndicator[AvgPxIndicator["Trade"] = 1] = "Trade";
AvgPxIndicator[AvgPxIndicator["LastTrade"] = 2] = "LastTrade";
})(AvgPxIndicator || (exports.AvgPxIndicator = AvgPxIndicator = {}));
var TradeAllocIndicator;
(function (TradeAllocIndicator) {
TradeAllocIndicator[TradeAllocIndicator["AllocationNotRequired"] = 0] = "AllocationNotRequired";
TradeAllocIndicator[TradeAllocIndicator["AllocationRequired"] = 1] = "AllocationRequired";
TradeAllocIndicator[TradeAllocIndicator["UseAllocationProvidedWithTheTrade"] = 2] = "UseAllocationProvidedWithTheTrade";
})(TradeAllocIndicator || (exports.TradeAllocIndicator = TradeAllocIndicator = {}));
var ExpirationCycle;
(function (ExpirationCycle) {
ExpirationCycle[ExpirationCycle["ExpireOnTradingSessionClose"] = 0] = "ExpireOnTradingSessionClose";
ExpirationCycle[ExpirationCycle["ExpireOnTradingSessionOpen"] = 1] = "ExpireOnTradingSessionOpen";
})(ExpirationCycle || (exports.ExpirationCycle = ExpirationCycle = {}));
var TrdType;
(function (TrdType) {
TrdType[TrdType["RegularTrade"] = 0] = "RegularTrade";
TrdType[TrdType["BlockTrade"] = 1] = "BlockTrade";
TrdType[TrdType["Efp"] = 2] = "Efp";
TrdType[TrdType["Transfer"] = 3] = "Transfer";
TrdType[TrdType["LateTrade"] = 4] = "LateTrade";
TrdType[TrdType["TTrade"] = 5] = "TTrade";
TrdType[TrdType["WeightedAveragePriceTrade"] = 6] = "WeightedAveragePriceTrade";
TrdType[TrdType["BunchedTrade"] = 7] = "BunchedTrade";
TrdType[TrdType["LateBunchedTrade"] = 8] = "LateBunchedTrade";
TrdType[TrdType["PriorReferencePriceTrade"] = 9] = "PriorReferencePriceTrade";
TrdType[TrdType["AfterHoursTrade"] = 10] = "AfterHoursTrade";
})(TrdType || (exports.TrdType = TrdType = {}));
var PegMoveType;
(function (PegMoveType) {
PegMoveType[PegMoveType["Floating"] = 0] = "Floating";
PegMoveType[PegMoveType["Fixed"] = 1] = "Fixed";
})(PegMoveType || (exports.PegMoveType = PegMoveType = {}));
var PegOffsetType;
(function (PegOffsetType) {
PegOffsetType[PegOffsetType["Price"] = 0] = "Price";
PegOffsetType[PegOffsetType["BasisPoints"] = 1] = "BasisPoints";
PegOffsetType[PegOffsetType["Ticks"] = 2] = "Ticks";
PegOffsetType[PegOffsetType["PriceTier"] = 3] = "PriceTier";
})(PegOffsetType || (exports.PegOffsetType = PegOffsetType = {}));
var PegLimitType;
(function (PegLimitType) {
PegLimitType[PegLimitType["OrBetter"] = 0] = "OrBetter";
PegLimitType[PegLimitType["Strict"] = 1] = "Strict";
PegLimitType[PegLimitType["OrWorse"] = 2] = "OrWorse";
})(PegLimitType || (exports.PegLimitType = PegLimitType = {}));
var PegRoundDirection;
(function (PegRoundDirection) {
PegRoundDirection[PegRoundDirection["MoreAggressive"] = 1] = "MoreAggressive";
PegRoundDirection[PegRoundDirection["MorePassive"] = 2] = "MorePassive";
})(PegRoundDirection || (exports.PegRoundDirection = PegRoundDirection = {}));
var PegScope;
(function (PegScope) {
PegScope[PegScope["Local"] = 1] = "Local";
PegScope[PegScope["National"] = 2] = "National";
PegScope[PegScope["Global"] = 3] = "Global";
PegScope[PegScope["NationalExcludingLocal"] = 4] = "NationalExcludingLocal";
})(PegScope || (exports.PegScope = PegScope = {}));
var DiscretionMoveType;
(function (DiscretionMoveType) {
DiscretionMoveType[DiscretionMoveType["Floating"] = 0] = "Floating";
DiscretionMoveType[DiscretionMoveType["Fixed"] = 1] = "Fixed";
})(DiscretionMoveType || (exports.DiscretionMoveType = DiscretionMoveType = {}));
var DiscretionOffsetType;
(function (DiscretionOffsetType) {
DiscretionOffsetType[DiscretionOffsetType["Price"] = 0] = "Price";
DiscretionOffsetType[DiscretionOffsetType["BasisPoints"] = 1] = "BasisPoints";
DiscretionOffsetType[DiscretionOffsetType["Ticks"] = 2] = "Ticks";
DiscretionOffsetType[DiscretionOffsetType["PriceTier"] = 3] = "PriceTier";
})(DiscretionOffsetType || (exports.DiscretionOffsetType = DiscretionOffsetType = {}));
var DiscretionLimitType;
(function (DiscretionLimitType) {
DiscretionLimitType[DiscretionLimitType["OrBetter"] = 0] = "OrBetter";
DiscretionLimitType[DiscretionLimitType["Strict"] = 1] = "Strict";
DiscretionLimitType[DiscretionLimitType["OrWorse"] = 2] = "OrWorse";
})(DiscretionLimitType || (exports.DiscretionLimitType = DiscretionLimitType = {}));
var DiscretionRoundDirection;
(function (DiscretionRoundDirection) {
DiscretionRoundDirection[DiscretionRoundDirection["MoreAggressive"] = 1] = "MoreAggressive";
DiscretionRoundDirection[DiscretionRoundDirection["MorePassive"] = 2] = "MorePassive";
})(DiscretionRoundDirection || (exports.DiscretionRoundDirection = DiscretionRoundDirection = {}));
var DiscretionScope;
(function (DiscretionScope) {
DiscretionScope[DiscretionScope["Local"] = 1] = "Local";
DiscretionScope[DiscretionScope["National"] = 2] = "National";
DiscretionScope[DiscretionScope["Global"] = 3] = "Global";
DiscretionScope[DiscretionScope["NationalExcludingLocal"] = 4] = "NationalExcludingLocal";
})(DiscretionScope || (exports.DiscretionScope = DiscretionScope = {}));
var TargetStrategy;
(function (TargetStrategy) {
TargetStrategy[TargetStrategy["Vwap"] = 1] = "Vwap";
TargetStrategy[TargetStrategy["Participate"] = 2] = "Participate";
TargetStrategy[TargetStrategy["MininizeMarketImpact"] = 3] = "MininizeMarketImpact";
})(TargetStrategy || (exports.TargetStrategy = TargetStrategy = {}));
var LastLiquidityInd;
(function (LastLiquidityInd) {
LastLiquidityInd[LastLiquidityInd["AddedLiquidity"] = 1] = "AddedLiquidity";
LastLiquidityInd[LastLiquidityInd["RemovedLiquidity"] = 2] = "RemovedLiquidity";
LastLiquidityInd[LastLiquidityInd["LiquidityRoutedOut"] = 3] = "LiquidityRoutedOut";
})(LastLiquidityInd || (exports.LastLiquidityInd = LastLiquidityInd = {}));
var PublishTrdIndicator;
(function (PublishTrdIndicator) {
PublishTrdIndicator["ReportTrade"] = "Y";
PublishTrdIndicator["DoNotReportTrade"] = "N";
})(PublishTrdIndicator || (exports.PublishTrdIndicator = PublishTrdIndicator = {}));
var ShortSaleReason;
(function (ShortSaleReason) {
ShortSaleReason[ShortSaleReason["DealerSoldShort"] = 0] = "DealerSoldShort";
ShortSaleReason[ShortSaleReason["DealerSoldShortExempt"] = 1] = "DealerSoldShortExempt";
ShortSaleReason[ShortSaleReason["SellingCustomerSoldShort"] = 2] = "SellingCustomerSoldShort";
ShortSaleReason[ShortSaleReason["SellingCustomerSoldShortExempt"] = 3] = "SellingCustomerSoldShortExempt";
ShortSaleReason[ShortSaleReason["QualifiedServiceRepresentative"] = 4] = "QualifiedServiceRepresentative";
ShortSaleReason[ShortSaleReason["QsrOrAguContraSideSoldShortExempt"] = 5] = "QsrOrAguContraSideSoldShortExempt";
})(ShortSaleReason || (exports.ShortSaleReason = ShortSaleReason = {}));
var QtyType;
(function (QtyType) {
QtyType[QtyType["Units"] = 0] = "Units";
QtyType[QtyType["Contracts"] = 1] = "Contracts";
})(QtyType || (exports.QtyType = QtyType = {}));
var TradeReportType;
(function (TradeReportType) {
TradeReportType[TradeReportType["Submit"] = 0] = "Submit";
TradeReportType[TradeReportType["Alleged"] = 1] = "Alleged";
TradeReportType[TradeReportType["Accept"] = 2] = "Accept";
TradeReportType[TradeReportType["Decline"] = 3] = "Decline";
TradeReportType[TradeReportType["Addendum"] = 4] = "Addendum";
TradeReportType[TradeReportType["No"] = 5] = "No";
TradeReportType[TradeReportType["TradeReportCancel"] = 6] = "TradeReportCancel";
TradeReportType[TradeReportType["LockedIn"] = 7] = "LockedIn";
})(TradeReportType || (exports.TradeReportType = TradeReportType = {}));
var AllocNoOrdersType;
(function (AllocNoOrdersType) {
AllocNoOrdersType[AllocNoOrdersType["NotSpecified"] = 0] = "NotSpecified";
AllocNoOrdersType[AllocNoOrdersType["ExplicitListProvided"] = 1] = "ExplicitListProvided";
})(AllocNoOrdersType || (exports.AllocNoOrdersType = AllocNoOrdersType = {}));
var EventType;
(function (EventType) {
EventType[EventType["Put"] = 1] = "Put";
EventType[EventType["Call"] = 2] = "Call";
EventType[EventType["Tender"] = 3] = "Tender";
EventType[EventType["SinkingFundCall"] = 4] = "SinkingFundCall";
EventType[EventType["Other"] = 99] = "Other";
})(EventType || (exports.EventType = EventType = {}));
var InstrAttribType;
(function (InstrAttribType) {
InstrAttribType[InstrAttribType["Flat"] = 1] = "Flat";
InstrAttribType[InstrAttribType["ZeroCoupon"] = 2] = "ZeroCoupon";
InstrAttribType[InstrAttribType["InterestBearing"] = 3] = "InterestBearing";
InstrAttribType[InstrAttribType["NoPeriodicPayments"] = 4] = "NoPeriodicPayments";
InstrAttribType[InstrAttribType["VariableRate"] = 5] = "VariableRate";
InstrAttribType[InstrAttribType["LessFeeForPut"] = 6] = "LessFeeForPut";
InstrAttribType[InstrAttribType["SteppedCoupon"] = 7] = "SteppedCoupon";
InstrAttribType[InstrAttribType["CouponPeriod"] = 8] = "CouponPeriod";
InstrAttribType[InstrAttribType["When"] = 9] = "When";
InstrAttribType[InstrAttribType["OriginalIssueDiscount"] = 10] = "OriginalIssueDiscount";
InstrAttribType[InstrAttribType["Callable"] = 11] = "Callable";
InstrAttribType[InstrAttribType["EscrowedToMaturity"] = 12] = "EscrowedToMaturity";
InstrAttribType[InstrAttribType["EscrowedToRedemptionDate"] = 13] = "EscrowedToRedemptionDate";
InstrAttribType[InstrAttribType["PreRefunded"] = 14] = "PreRefunded";
InstrAttribType[InstrAttribType["InDefault"] = 15] = "InDefault";
InstrAttribType[InstrAttribType["Unrated"] = 16] = "Unrated";
InstrAttribType[InstrAttribType["Taxable"] = 17] = "Taxable";
InstrAttribType[InstrAttribType["Indexed"] = 18] = "Indexed";
InstrAttribType[InstrAttribType["SubjectToAlternativeMinimumTax"] = 19] = "SubjectToAlternativeMinimumTax";
InstrAttribType[InstrAttribType["OriginalIssueDiscountPrice"] = 20] = "OriginalIssueDiscountPrice";
InstrAttribType[InstrAttribType["CallableBelowMaturityValue"] = 21] = "CallableBelowMaturityValue";
InstrAttribType[InstrAttribType["CallableWithoutNotice"] = 22] = "CallableWithoutNotice";
InstrAttribType[InstrAttribType["Text"] = 99] = "Text";
})(InstrAttribType || (exports.InstrAttribType = InstrAttribType = {}));
var CPProgram;
(function (CPProgram) {
CPProgram[CPProgram["Program3A3"] = 1] = "Program3A3";
CPProgram[CPProgram["Program42"] = 2] = "Program42";
CPProgram[CPProgram["Other"] = 99] = "Other";
})(CPProgram || (exports.CPProgram = CPProgram = {}));
var MiscFeeBasis;
(function (MiscFeeBasis) {
MiscFeeBasis[MiscFeeBasis["Absolute"] = 0] = "Absolute";
MiscFeeBasis[MiscFeeBasis["PerUnit"] = 1] = "PerUnit";
MiscFeeBasis[MiscFeeBasis["Percentage"] = 2] = "Percentage";
})(MiscFeeBasis || (exports.MiscFeeBasis = MiscFeeBasis = {}));
var LastFragment;
(function (LastFragment) {
LastFragment["LastMessage"] = "Y";
LastFragment["NotLastMessage"] = "N";
})(LastFragment || (exports.LastFragment = LastFragment = {}));
var CollAsgnReason;
(function (CollAsgnReason) {
CollAsgnReason[CollAsgnReason["Initial"] = 0] = "Initial";
CollAsgnReason[CollAsgnReason["Scheduled"] = 1] = "Scheduled";
CollAsgnReason[CollAsgnReason["TimeWarning"] = 2] = "TimeWarning";
CollAsgnReason[CollAsgnReason["MarginDeficiency"] = 3] = "MarginDeficiency";
CollAsgnReason[CollAsgnReason["MarginExcess"] = 4] = "MarginExcess";
CollAsgnReason[CollAsgnReason["ForwardCollateralDemand"] = 5] = "ForwardCollateralDemand";
CollAsgnReason[CollAsgnReason["EventOfDefault"] = 6] = "EventOfDefault";
CollAsgnReason[CollAsgnReason["AdverseTaxEvent"] = 7] = "AdverseTaxEvent";
})(CollAsgnReason || (exports.CollAsgnReason = CollAsgnReason = {}));
var CollInquiryQualifier;
(function (CollInquiryQualifier) {
CollInquiryQualifier[CollInquiryQualifier["TradeDate"] = 0] = "TradeDate";
CollInquiryQualifier[CollInquiryQualifier["GcInstrument"] = 1] = "GcInstrument";
CollInquiryQualifier[CollInquiryQualifier["CollateralInstrument"] = 2] = "CollateralInstrument";
CollInquiryQualifier[CollInquiryQualifier["SubstitutionEligible"] = 3] = "SubstitutionEligible";
CollInquiryQualifier[CollInquiryQualifier["NotAssigned"] = 4] = "NotAssigned";
CollInquiryQualifier[CollInquiryQualifier["PartiallyAssigned"] = 5] = "PartiallyAssigned";
CollInquiryQualifier[CollInquiryQualifier["FullyAssigned"] = 6] = "FullyAssigned";
CollInquiryQualifier[CollInquiryQualifier["OutstandingTrades"] = 7] = "OutstandingTrades";
})(CollInquiryQualifier || (exports.CollInquiryQualifier = CollInquiryQualifier = {}));
var CollAsgnTransType;
(function (CollAsgnTransType) {
CollAsgnTransType[CollAsgnTransType["New"] = 0] = "New";
CollAsgnTransType[CollAsgnTransType["Replace"] = 1] = "Replace";
CollAsgnTransType[CollAsgnTransType["Cancel"] = 2] = "Cancel";
CollAsgnTransType[CollAsgnTransType["Release"] = 3] = "Release";
CollAsgnTransType[CollAsgnTransType["Reverse"] = 4] = "Reverse";
})(CollAsgnTransType || (exports.CollAsgnTransType = CollAsgnTransType = {}));
var CollAsgnRespType;
(function (CollAsgnRespType) {
CollAsgnRespType[CollAsgnRespType["Received"] = 0] = "Received";
CollAsgnRespType[CollAsgnRespType["Accepted"] = 1] = "Accepted";
CollAsgnRespType[CollAsgnRespType["Declined"] = 2] = "Declined";
CollAsgnRespType[CollAsgnRespType["Rejected"] = 3] = "Rejected";
})(CollAsgnRespType || (exports.CollAsgnRespType = CollAsgnRespType = {}));
var CollAsgnRejectReason;
(function (CollAsgnRejectReason) {
CollAsgnRejectReason[CollAsgnRejectReason["UnknownDeal"] = 0] = "UnknownDeal";
CollAsgnRejectReason[CollAsgnRejectReason["UnknownOrInvalidInstrument"] = 1] = "UnknownOrInvalidInstrument";
CollAsgnRejectReason[CollAsgnRejectReason["UnauthorizedTransaction"] = 2] = "UnauthorizedTransaction";
CollAsgnRejectReason[CollAsgnRejectReason["InsufficientCollateral"] = 3] = "InsufficientCollateral";
CollAsgnRejectReason[CollAsgnRejectReason["InvalidTypeOfCollateral"] = 4] = "InvalidTypeOfCollateral";
CollAsgnRejectReason[CollAsgnRejectReason["ExcessiveSubstitution"] = 5] = "ExcessiveSubstitution";
CollAsgnRejectReason[CollAsgnRejectReason["Other"] = 99] = "Other";
})(CollAsgnRejectReason || (exports.CollAsgnRejectReason = CollAsgnRejectReason = {}));
var CollStatus;
(function (CollStatus) {
CollStatus[CollStatus["Unassigned"] = 0] = "Unassigned";
CollStatus[CollStatus["PartiallyAssigned"] = 1] = "PartiallyAssigned";
CollStatus[CollStatus["AssignmentProposed"] = 2] = "AssignmentProposed";
CollStatus[CollStatus["Assigned"] = 3] = "Assigned";
CollStatus[CollStatus["Challenged"] = 4] = "Challenged";
})(CollStatus || (exports.CollStatus = CollStatus = {}));
var DeliveryType;
(function (DeliveryType) {
DeliveryType[DeliveryType["VersusPayment"] = 0] = "VersusPayment";
DeliveryType[DeliveryType["Free"] = 1] = "Free";
DeliveryType[DeliveryType["TriParty"] = 2] = "TriParty";
DeliveryType[DeliveryType["HoldInCustody"] = 3] = "HoldInCustody";
})(DeliveryType || (exports.DeliveryType = DeliveryType = {}));
var UserRequestType;
(function (UserRequestType) {
UserRequestType[UserRequestType["LogOnUser"] = 1] = "LogOnUser";
UserRequestType[UserRequestType["LogOffUser"] = 2] = "LogOffUser";
UserRequestType[UserRequestType["ChangePasswordForUser"] = 3] = "ChangePasswordForUser";
UserRequestType[UserRequestType["RequestIndividualUserStatus"] = 4] = "RequestIndividualUserStatus";
})(UserRequestType || (exports.UserRequestType = UserRequestType = {}));
var UserStatus;
(function (UserStatus) {
UserStatus[UserStatus["LoggedIn"] = 1] = "LoggedIn";
UserStatus[UserStatus["NotLoggedIn"] = 2] = "NotLoggedIn";
UserStatus[UserStatus["UserNotRecognised"] = 3] = "UserNotRecognised";
UserStatus[UserStatus["PasswordIncorrect"] = 4] = "PasswordIncorrect";
UserStatus[UserStatus["PasswordChanged"] = 5] = "PasswordChanged";
UserStatus[UserStatus["Other"] = 6] = "Other";
})(UserStatus || (exports.UserStatus = UserStatus = {}));
var StatusValue;
(function (StatusValue) {
StatusValue[StatusValue["Connected"] = 1] = "Connected";
StatusValue[StatusValue["NotConnectedUnexpected"] = 2] = "NotConnectedUnexpected";
StatusValue[StatusValue["NotConnectedExpected"] = 3] = "NotConnectedExpected";
StatusValue[StatusValue["InProcess"] = 4] = "InProcess";
})(StatusValue || (exports.StatusValue = StatusValue = {}));
var NetworkRequestType;
(function (NetworkRequestType) {
NetworkRequestType[NetworkRequestType["Snapshot"] = 1] = "Snapshot";
NetworkRequestType[NetworkRequestType["Subscribe"] = 2] = "Subscribe";
NetworkRequestType[NetworkRequestType["StopSubscribing"] = 4] = "StopSubscribing";
NetworkRequestType[NetworkRequestType["LevelOfDetail"] = 8] = "LevelOfDetail";
})(NetworkRequestType || (exports.NetworkRequestType = NetworkRequestType = {}));
var NetworkStatusResponseType;
(function (NetworkStatusResponseType) {
NetworkStatusResponseType[NetworkStatusResponseType["Full"] = 1] = "Full";
NetworkStatusResponseType[NetworkStatusResponseType["IncrementalUpdate"] = 2] = "IncrementalUpdate";
})(NetworkStatusResponseType || (exports.NetworkStatusResponseType = NetworkStatusResponseType = {}));
var TrdRptStatus;
(function (TrdRptStatus) {
TrdRptStatus[TrdRptStatus["Accepted"] = 0] = "Accepted";
TrdRptStatus[TrdRptStatus["Rejected"] = 1] = "Rejected";
})(TrdRptStatus || (exports.TrdRptStatus = TrdRptStatus = {}));
var AffirmStatus;
(function (AffirmStatus) {
AffirmStatus[AffirmStatus["Received"] = 1] = "Received";
AffirmStatus[AffirmStatus["ConfirmRejected"] = 2] = "ConfirmRejected";
AffirmStatus[AffirmStatus["Affirmed"] = 3] = "Affirmed";
})(AffirmStatus || (exports.AffirmStatus = AffirmStatus = {}));
var CollAction;
(function (CollAction) {
CollAction[CollAction["Retain"] = 0] = "Retain";
CollAction[CollAction["Add"] = 1] = "Add";
CollAction[CollAction["Remove"] = 2] = "Remove";
})(CollAction || (exports.CollAction = CollAction = {}));
var CollInquiryStatus;
(function (CollInquiryStatus) {
CollInquiryStatus[CollInquiryStatus["Accepted"] = 0] = "Accepted";
CollInquiryStatus[CollInquiryStatus["AcceptedWithWarnings"] = 1] = "AcceptedWithWarnings";
CollInquiryStatus[CollInquiryStatus["Completed"] = 2] = "Completed";
CollInquiryStatus[CollInquiryStatus["CompletedWithWarnings"] = 3] = "CompletedWithWarnings";
CollInquiryStatus[CollInquiryStatus["Rejected"] = 4] = "Rejected";
})(CollInquiryStatus || (exports.CollInquiryStatus = CollInquiryStatus = {}));
var CollInquiryResult;
(function (CollInquiryResult) {
CollInquiryResult[CollInquiryResult["Successful"] = 0] = "Successful";
CollInquiryResult[CollInquiryResult["InvalidOrUnknownInstrument"] = 1] = "InvalidOrUnknownInstrument";
CollInquiryResult[CollInquiryResult["InvalidOrUnknownCollateralType"] = 2] = "InvalidOrUnknownCollateralType";
CollInquiryResult[CollInquiryResult["InvalidParties"] = 3] = "InvalidParties";
CollInquiryResult[CollInquiryResult["InvalidTransportTypeRequested"] = 4] = "InvalidTransportTypeRequested";
CollInquiryResult[CollInquiryResult["InvalidDestinationRequested"] = 5] = "InvalidDestinationRequested";
CollInquiryResult[CollInquiryResult["NoCollateralFoundForTheTradeSpecified"] = 6] = "NoCollateralFoundForTheTradeSpecified";
CollInquiryResult[CollInquiryResult["NoCollateralFoundForTheOrderSpecified"] = 7] = "NoCollateralFoundForTheOrderSpecified";
CollInquiryResult[CollInquiryResult["CollateralInquiryTypeNotSupported"] = 8] = "CollateralInquiryTypeNotSupported";
CollInquiryResult[CollInquiryResult["UnauthorizedForCollateralInquiry"] = 9] = "UnauthorizedForCollateralInquiry";
CollInquiryResult[CollInquiryResult["Other"] = 99] = "Other";
})(CollInquiryResult || (exports.CollInquiryResult = CollInquiryResult = {}));
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