jspurefix
Version:
pure node js fix engine
2,063 lines (1,951 loc) • 163 kB
text/typescript
export enum AdvSide {
Buy = 'B',
Sell = 'S',
Trade = 'T',
Cross = 'X'
}
export enum AdvTransType {
New = 'N',
Cancel = 'C',
Replace = 'R'
}
export enum BeginString {
Fix42 = 'FIX.4.2',
Fix44 = 'FIX.4.4',
Fixt11 = 'FIXT.1.1'
}
export enum CommType {
PerUnit = '1',
Percent = '2',
Absolute = '3',
PercentageWaivedCashDiscount = '4',
PercentageWaivedEnhancedUnits = '5',
PointsPerBondOrContract = '6',
BasisPoints = '7',
AmountPerContract = '8'
}
export enum ExecInst {
StayOnOfferSide = '0',
NotHeld = '1',
Work = '2',
GoAlong = '3',
OverTheDay = '4',
Held = '5',
ParticipateDoNotInitiate = '6',
StrictScale = '7',
TryToScale = '8',
StayOnBidSide = '9',
NoCross = 'A',
OkToCross = 'B',
CallFirst = 'C',
PercentOfVolume = 'D',
DoNotIncrease = 'E',
DoNotReduce = 'F',
AllOrNone = 'G',
ReinstateOnSystemFailure = 'H',
InstitutionsOnly = 'I',
ReinstateOnTradingHalt = 'J',
CancelOnTradingHalt = 'K',
LastPeg = 'L',
MidPricePeg = 'M',
NonNegotiable = 'N',
OpeningPeg = 'O',
MarketPeg = 'P',
CancelOnSystemFailure = 'Q',
PrimaryPeg = 'R',
Suspend = 'S',
FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T',
CustomerDisplayInstruction = 'U',
Netting = 'V',
PegToVwap = 'W',
TradeAlong = 'X',
TryToStop = 'Y',
CancelIfNotBest = 'Z',
TrailingStopPeg = 'a',
StrictLimit = 'b',
IgnorePriceValidityChecks = 'c',
PegToLimitPrice = 'd',
WorkToTargetStrategy = 'e',
IntermarketSweep = 'f',
ExternalRoutingAllowed = 'g',
ExternalRoutingNotAllowed = 'h',
ImbalanceOnly = 'i',
SingleExecutionRequestedForBlockTrade = 'j',
BestExecution = 'k',
SuspendOnSystemFailure = 'l',
SuspendOnTradingHalt = 'm',
ReinstateOnConnectionLoss = 'n',
CancelOnConnectionLoss = 'o',
SuspendOnConnectionLoss = 'p',
Release = 'q',
ExecuteAsDeltaNeutral = 'r',
ExecuteAsDurationNeutral = 's',
ExecuteAsFxNeutral = 't',
MinGuaranteedFillEligible = 'u',
BypassNonDisplayLiquidity = 'v',
Lock = 'w',
IgnoreNotionalValueChecks = 'x',
TrdAtRefPx = 'y',
AllowFacilitation = 'z'
}
export enum HandlInst {
AutomatedExecutionNoIntervention = '1',
AutomatedExecutionInterventionOk = '2',
ManualOrder = '3'
}
export enum SecurityIDSource {
Cusip = '1',
Sedol = '2',
Quik = '3',
IsinNumber = '4',
RicCode = '5',
IsoCurrencyCode = '6',
IsoCountryCode = '7',
ExchangeSymbol = '8',
ConsolidatedTapeAssociation = '9',
BloombergSymbol = 'A',
Wertpapier = 'B',
Dutch = 'C',
Valoren = 'D',
Sicovam = 'E',
Belgian = 'F',
Common = 'G',
ClearingHouse = 'H',
IsdaFpMlSpecification = 'I',
OptionPriceReportingAuthority = 'J',
IsdaFpMlurl = 'K',
LetterOfCredit = 'L',
MarketplaceAssignedIdentifier = 'M',
MarkitRedEntityClip = 'N',
MarkitRedPairClip = 'P',
CftcCommodityCode = 'Q',
IsdaCommodityReferencePrice = 'R',
FinancialInstrumentGlobalIdentifier = 'S',
LegalEntityIdentifier = 'T',
Synthetic = 'U',
FidessaInstrumentMnemonic = 'V',
IndexName = 'W',
UniformSymbol = 'X',
DigitalTokenIdentifier = 'Y'
}
export enum IOIQltyInd {
High = 'H',
Low = 'L',
Medium = 'M'
}
export enum IOIQty {
Small = 'S',
Medium = 'M',
Large = 'L',
UndisclosedQuantity = 'U'
}
export enum IOITransType {
New = 'N',
Cancel = 'C',
Replace = 'R'
}
export enum LastCapacity {
Agent = '1',
CrossAsAgent = '2',
CrossAsPrincipal = '3',
Principal = '4',
RisklessPrincipal = '5'
}
export enum MsgType {
Heartbeat = '0',
TestRequest = '1',
ResendRequest = '2',
Reject = '3',
SequenceReset = '4',
Logout = '5',
Ioi = '6',
Advertisement = '7',
ExecutionReport = '8',
OrderCancelReject = '9',
Logon = 'A',
News = 'B',
Email = 'C',
NewOrderSingle = 'D',
NewOrderList = 'E',
OrderCancelRequest = 'F',
OrderCancelReplaceRequest = 'G',
OrderStatusRequest = 'H',
AllocationInstruction = 'J',
ListCancelRequest = 'K',
ListExecute = 'L',
ListStatusRequest = 'M',
ListStatus = 'N',
AllocationInstructionAck = 'P',
DontKnowTrade = 'Q',
QuoteRequest = 'R',
Quote = 'S',
SettlementInstructions = 'T',
MarketDataRequest = 'V',
MarketDataSnapshotFullRefresh = 'W',
MarketDataIncrementalRefresh = 'X',
MarketDataRequestReject = 'Y',
QuoteCancel = 'Z',
QuoteStatusRequest = 'a',
MassQuoteAck = 'b',
SecurityDefinitionRequest = 'c',
SecurityDefinition = 'd',
SecurityStatusRequest = 'e',
SecurityStatus = 'f',
TradingSessionStatusRequest = 'g',
TradingSessionStatus = 'h',
MassQuote = 'i',
BusinessMessageReject = 'j',
BidRequest = 'k',
BidResponse = 'l',
ListStrikePrice = 'm',
XmLnonFix = 'n',
RegistrationInstructions = 'o',
RegistrationInstructionsResponse = 'p',
OrderMassCancelRequest = 'q',
OrderMassCancelReport = 'r',
NewOrderCross = 's',
CrossOrderCancelReplaceRequest = 't',
CrossOrderCancelRequest = 'u',
SecurityTypeRequest = 'v',
SecurityTypes = 'w',
SecurityListRequest = 'x',
SecurityList = 'y',
DerivativeSecurityListRequest = 'z',
DerivativeSecurityList = 'AA',
NewOrderMultileg = 'AB',
MultilegOrderCancelReplace = 'AC',
TradeCaptureReportRequest = 'AD',
TradeCaptureReport = 'AE',
OrderMassStatusRequest = 'AF',
QuoteRequestReject = 'AG',
RfqRequest = 'AH',
QuoteStatusReport = 'AI',
QuoteResponse = 'AJ',
Confirmation = 'AK',
PositionMaintenanceRequest = 'AL',
PositionMaintenanceReport = 'AM',
RequestForPositions = 'AN',
RequestForPositionsAck = 'AO',
PositionReport = 'AP',
TradeCaptureReportRequestAck = 'AQ',
TradeCaptureReportAck = 'AR',
AllocationReport = 'AS',
AllocationReportAck = 'AT',
ConfirmationAck = 'AU',
SettlementInstructionRequest = 'AV',
AssignmentReport = 'AW',
CollateralRequest = 'AX',
CollateralAssignment = 'AY',
CollateralResponse = 'AZ',
CollateralReport = 'BA',
CollateralInquiry = 'BB',
NetworkCounterpartySystemStatusRequest = 'BC',
NetworkCounterpartySystemStatusResponse = 'BD',
UserRequest = 'BE',
UserResponse = 'BF',
CollateralInquiryAck = 'BG',
ConfirmationRequest = 'BH',
ContraryIntentionReport = 'BO',
SecurityDefinitionUpdateReport = 'BP',
SecurityListUpdateReport = 'BK',
AdjustedPositionReport = 'BL',
AllocationInstructionAlert = 'BM',
ExecutionAck = 'BN',
TradingSessionList = 'BJ',
TradingSessionListRequest = 'BI',
SettlementObligationReport = 'BQ',
DerivativeSecurityListUpdateReport = 'BR',
TradingSessionListUpdateReport = 'BS',
MarketDefinitionRequest = 'BT',
MarketDefinition = 'BU',
MarketDefinitionUpdateReport = 'BV',
ApplicationMessageRequest = 'BW',
ApplicationMessageRequestAck = 'BX',
ApplicationMessageReport = 'BY',
OrderMassActionReport = 'BZ',
OrderMassActionRequest = 'CA',
UserNotification = 'CB',
StreamAssignmentRequest = 'CC',
StreamAssignmentReport = 'CD',
StreamAssignmentReportAck = 'CE',
PartyDetailsListRequest = 'CF',
PartyDetailsListReport = 'CG',
MarginRequirementInquiry = 'CH',
MarginRequirementInquiryAck = 'CI',
MarginRequirementReport = 'CJ',
PartyDetailsListUpdateReport = 'CK',
PartyRiskLimitsRequest = 'CL',
PartyRiskLimitsReport = 'CM',
SecurityMassStatusRequest = 'CN',
SecurityMassStatus = 'CO',
AccountSummaryReport = 'CQ',
PartyRiskLimitsUpdateReport = 'CR',
PartyRiskLimitsDefinitionRequest = 'CS',
PartyRiskLimitsDefinitionRequestAck = 'CT',
PartyEntitlementsRequest = 'CU',
PartyEntitlementsReport = 'CV',
QuoteAck = 'CW',
PartyDetailsDefinitionRequest = 'CX',
PartyDetailsDefinitionRequestAck = 'CY',
PartyEntitlementsUpdateReport = 'CZ',
PartyEntitlementsDefinitionRequest = 'DA',
PartyEntitlementsDefinitionRequestAck = 'DB',
TradeMatchReport = 'DC',
TradeMatchReportAck = 'DD',
PartyRiskLimitsReportAck = 'DE',
PartyRiskLimitCheckRequest = 'DF',
PartyRiskLimitCheckRequestAck = 'DG',
PartyActionRequest = 'DH',
PartyActionReport = 'DI',
MassOrder = 'DJ',
MassOrderAck = 'DK',
PositionTransferInstruction = 'DL',
PositionTransferInstructionAck = 'DM',
PositionTransferReport = 'DN',
MarketDataStatisticsRequest = 'DO',
MarketDataStatisticsReport = 'DP',
CollateralReportAck = 'DQ',
MarketDataReport = 'DR',
CrossRequest = 'DS',
CrossRequestAck = 'DT',
AllocationInstructionAlertRequest = 'DU',
AllocationInstructionAlertRequestAck = 'DV',
TradeAggregationRequest = 'DW',
TradeAggregationReport = 'DX',
PayManagementReport = 'EA',
PayManagementReportAck = 'EB',
PayManagementRequest = 'DY',
PayManagementRequestAck = 'DZ'
}
export enum OrdStatus {
New = '0',
PartiallyFilled = '1',
Filled = '2',
DoneForDay = '3',
Canceled = '4',
Replaced = '5',
PendingCancel = '6',
Stopped = '7',
Rejected = '8',
Suspended = '9',
PendingNew = 'A',
Calculated = 'B',
Expired = 'C',
AcceptedForBidding = 'D',
PendingReplace = 'E'
}
export enum OrdType {
Market = '1',
Limit = '2',
Stop = '3',
StopLimit = '4',
MarketOnClose = '5',
WithOrWithout = '6',
LimitOrBetter = '7',
LimitWithOrWithout = '8',
OnBasis = '9',
OnClose = 'A',
LimitOnClose = 'B',
ForexMarket = 'C',
PreviouslyQuoted = 'D',
PreviouslyIndicated = 'E',
ForexLimit = 'F',
ForexSwap = 'G',
ForexPreviouslyQuoted = 'H',
Funari = 'I',
MarketIfTouched = 'J',
MarketWithLeftOverAsLimit = 'K',
PreviousFundValuationPoint = 'L',
NextFundValuationPoint = 'M',
Pegged = 'P',
CounterOrderSelection = 'Q',
StopOnBidOrOffer = 'R',
StopLimitOnBidOrOffer = 'S'
}
export enum PossDupFlag {
No = 'N',
Yes = 'Y'
}
export enum Side {
Buy = '1',
Sell = '2',
BuyMinus = '3',
SellPlus = '4',
SellShort = '5',
SellShortExempt = '6',
Undisclosed = '7',
Cross = '8',
CrossShort = '9',
CrossShortExempt = 'A',
AsDefined = 'B',
Opposite = 'C',
Subscribe = 'D',
Redeem = 'E',
Lend = 'F',
Borrow = 'G',
SellUndisclosed = 'H'
}
export enum TimeInForce {
Day = '0',
GoodTillCancel = '1',
AtTheOpening = '2',
ImmediateOrCancel = '3',
FillOrKill = '4',
GoodTillCrossing = '5',
GoodTillDate = '6',
AtTheClose = '7',
GoodThroughCrossing = '8',
AtCrossing = '9',
GoodForTime = 'A',
GoodForAuction = 'B',
GoodForMonth = 'C'
}
export enum Urgency {
Normal = '0',
Flash = '1',
Background = '2'
}
export enum SettlType {
Regular = '0',
Cash = '1',
NextDay = '2',
TPlus2 = '3',
TPlus3 = '4',
TPlus4 = '5',
Future = '6',
WhenAndIfIssued = '7',
SellersOption = '8',
TPlus5 = '9',
BrokenDate = 'B',
FxSpotNextSettlement = 'C'
}
export enum SymbolSfx {
EucpWithLumpSumInterest = 'CD',
WhenIssued = 'WI'
}
export enum AllocTransType {
New = '0',
Replace = '1',
Cancel = '2',
Preliminary = '3',
Calculated = '4',
CalculatedWithoutPreliminary = '5',
Reversal = '6'
}
export enum PositionEffect {
Close = 'C',
Fifo = 'F',
Open = 'O',
Rolled = 'R',
CloseButNotifyOnOpen = 'N',
Default = 'D'
}
export enum ProcessCode {
Regular = '0',
SoftDollar = '1',
StepIn = '2',
StepOut = '3',
SoftDollarStepIn = '4',
SoftDollarStepOut = '5',
PlanSponsor = '6'
}
export enum AllocStatus {
Accepted = 0,
BlockLevelReject = 1,
AccountLevelReject = 2,
Received = 3,
Incomplete = 4,
RejectedByIntermediary = 5,
AllocationPending = 6,
Reversed = 7,
CancelledByIntermediary = 8,
Claimed = 9,
Refused = 10,
PendingGiveUpApproval = 11,
Cancelled = 12,
PendingTakeUpApproval = 13,
ReversalPending = 14
}
export enum AllocRejCode {
UnknownAccount = 0,
IncorrectQuantity = 1,
IncorrectAveragePrice = 2,
UnknownExecutingBrokerMnemonic = 3,
CommissionDifference = 4,
UnknownOrderId = 5,
UnknownListId = 6,
OtherSeeText = 7,
IncorrectAllocatedQuantity = 8,
CalculationDifference = 9,
UnknownOrStaleExecId = 10,
MismatchedData = 11,
UnknownClOrdId = 12,
WarehouseRequestRejected = 13,
DuplicateOrMissingIndividualAllocId = 14,
TradeNotRecognized = 15,
DuplicateTrade = 16,
IncorrectOrMissingInstrument = 17,
IncorrectOrMissingSettlDate = 18,
IncorrectOrMissingFundIdOrFundName = 19,
IncorrectOrMissingSettlInstructions = 20,
IncorrectOrMissingFees = 21,
IncorrectOrMissingTax = 22,
UnknownOrMissingParty = 23,
IncorrectOrMissingSide = 24,
IncorrectOrMissingNetMoney = 25,
IncorrectOrMissingTradeDate = 26,
IncorrectOrMissingSettlCcyInstructions = 27,
IncorrectOrMissingProcessCode = 28,
Other = 99
}
export enum EmailType {
New = '0',
Reply = '1',
AdminReply = '2'
}
export enum PossResend {
No = 'N',
Yes = 'Y'
}
export enum EncryptMethod {
None = 0,
Pkcs = 1,
Des = 2,
Pkcsdes = 3,
Pgpdes = 4,
Pgpdesmd5 = 5,
Pem = 6
}
export enum CxlRejReason {
TooLateToCancel = 0,
UnknownOrder = 1,
BrokerCredit = 2,
OrderAlreadyInPendingStatus = 3,
UnableToProcessOrderMassCancelRequest = 4,
OrigOrdModTime = 5,
DuplicateClOrdId = 6,
PriceExceedsCurrentPrice = 7,
PriceExceedsCurrentPriceBand = 8,
InvalidPriceIncrement = 18,
Other = 99
}
export enum OrdRejReason {
BrokerCredit = 0,
UnknownSymbol = 1,
ExchangeClosed = 2,
OrderExceedsLimit = 3,
TooLateToEnter = 4,
UnknownOrder = 5,
DuplicateOrder = 6,
DuplicateOfAVerballyCommunicatedOrder = 7,
StaleOrder = 8,
TradeAlongRequired = 9,
InvalidInvestorId = 10,
UnsupportedOrderCharacteristic = 11,
SurveillanceOption = 12,
IncorrectQuantity = 13,
IncorrectAllocatedQuantity = 14,
UnknownAccount = 15,
PriceExceedsCurrentPriceBand = 16,
InvalidPriceIncrement = 18,
ReferencePriceNotAvailable = 19,
NotionalValueExceedsThreshold = 20,
AlgorithmRiskThresholdBreached = 21,
ShortSellNotPermitted = 22,
ShortSellSecurityPreBorrowRestriction = 23,
ShortSellAccountPreBorrowRestriction = 24,
InsufficientCreditLimit = 25,
ExceededClipSizeLimit = 26,
ExceededMaxNotionalOrderAmt = 27,
ExceededDv01Pv01Limit = 28,
ExceededCs01Limit = 29,
Other = 99
}
export enum IOIQualifier {
QuantityNegotiable = '1',
AllowLateBids = '2',
ImmediateOrCounter = '3',
AutoTrade = '4',
AllOrNone = 'A',
MarketOnClose = 'B',
AtTheClose = 'C',
Vwap = 'D',
Axe = 'E',
AxeOnBid = 'F',
AxeOnOffer = 'G',
ClientNaturalWorking = 'H',
InTouchWith = 'I',
PositionWanted = 'J',
MarketMaking = 'K',
Limit = 'L',
MoreBehind = 'M',
ClientNaturalBlock = 'N',
AtTheOpen = 'O',
TakingAPosition = 'P',
AtTheMarket = 'Q',
ReadyToTrade = 'R',
PortfolioShown = 'S',
ThroughTheDay = 'T',
Unwind = 'U',
Versus = 'V',
Indication = 'W',
CrossingOpportunity = 'X',
AtTheMidpoint = 'Y',
PreOpen = 'Z',
AutomaticSpot = 'a',
PlatformCalculatedSpot = 'b',
OutsideSpread = 'c',
DeferredSpot = 'd',
NegotiatedSpot = 'n'
}
export enum ReportToExch {
No = 'N',
Yes = 'Y'
}
export enum LocateReqd {
No = 'N',
Yes = 'Y'
}
export enum ForexReq {
No = 'N',
Yes = 'Y'
}
export enum GapFillFlag {
No = 'N',
Yes = 'Y'
}
export enum DKReason {
UnknownSymbol = 'A',
WrongSide = 'B',
QuantityExceedsOrder = 'C',
NoMatchingOrder = 'D',
PriceExceedsLimit = 'E',
CalculationDifference = 'F',
NoMatchingExecutionReport = 'G',
Other = 'Z'
}
export enum IOINaturalFlag {
No = 'N',
Yes = 'Y'
}
export enum MiscFeeType {
Regulatory = '1',
Tax = '2',
LocalCommission = '3',
ExchangeFees = '4',
Stamp = '5',
Levy = '6',
Other = '7',
Markup = '8',
ConsumptionTax = '9',
PerTransaction = '10',
Conversion = '11',
Agent = '12',
TransferFee = '13',
SecurityLending = '14',
TradeReporting = '15',
TaxOnPrincipalAmount = '16',
TaxOnAccruedInterestAmount = '17',
NewIssuanceFee = '18',
ServiceFee = '19',
OddLotFee = '20',
AuctionFee = '21',
ValueAddedTax = '22',
SalesTax = '23',
ExecutionFee = '24',
OrderEntryFee = '25',
OrderModificationFee = '26',
OrdersCancellationFee = '27',
MarketDataAccessFee = '28',
MarketDataTerminalFee = '29',
MarketDataVolumeFee = '30',
ClearingFee = '31',
SettlementFee = '32',
Rebates = '33',
Discounts = '34',
Payments = '35',
NonMonetaryPayments = '36'
}
export enum ResetSeqNumFlag {
No = 'N',
Yes = 'Y'
}
export enum ExecType {
New = '0',
DoneForDay = '3',
Canceled = '4',
Replaced = '5',
PendingCancel = '6',
Stopped = '7',
Rejected = '8',
Suspended = '9',
PendingNew = 'A',
Calculated = 'B',
Expired = 'C',
Restated = 'D',
PendingReplace = 'E',
Trade = 'F',
TradeCorrect = 'G',
TradeCancel = 'H',
OrderStatus = 'I',
TradeInAClearingHold = 'J',
TradeHasBeenReleasedToClearing = 'K',
TriggeredOrActivatedBySystem = 'L',
Locked = 'M',
Released = 'N'
}
export enum SettlCurrFxRateCalc {
Multiply = 'M',
Divide = 'D'
}
export enum SettlInstMode {
Default = '0',
StandingInstructionsProvided = '1',
SpecificAllocationAccountOverriding = '2',
SpecificAllocationAccountStanding = '3',
SpecificOrderForASingleAccount = '4',
RequestReject = '5'
}
export enum SettlInstTransType {
New = 'N',
Cancel = 'C',
Replace = 'R',
Restate = 'T'
}
export enum SettlInstSource {
BrokerCredit = '1',
Institution = '2',
Investor = '3'
}
export enum SecurityType {
UsTreasuryNoteOld = 'UST',
UsTreasuryBillOld = 'USTB',
EuroSupranationalCoupons = 'EUSUPRA',
FederalAgencyCoupon = 'FAC',
FederalAgencyDiscountNote = 'FADN',
PrivateExportFunding = 'PEF',
UsdSupranationalCoupons = 'SUPRA',
CorporateBond = 'CORP',
CorporatePrivatePlacement = 'CPP',
ConvertibleBond = 'CB',
DualCurrency = 'DUAL',
EuroCorporateBond = 'EUCORP',
EuroCorporateFloatingRateNotes = 'EUFRN',
UsCorporateFloatingRateNotes = 'FRN',
IndexedLinked = 'XLINKD',
StructuredNotes = 'STRUCT',
YankeeCorporateBond = 'YANK',
OffshoreIssuedChineseYuanCorporateBond = 'DIMSUMCORP',
PreferredCorporateBond = 'PRCORP',
ForeignExchangeContract = 'FOR',
NonDeliverableForward = 'FXNDF',
FxSpot = 'FXSPOT',
FxForward = 'FXFWD',
FxSwap = 'FXSWAP',
NonDeliverableSwap = 'FXNDS',
FxBankNote = 'FXBN',
ForeignCurrencyDiscountNote = 'FXDN',
Cap = 'CAP',
CreditDefaultSwap = 'CDS',
Collar = 'CLLR',
CommoditySwap = 'CMDTYSWAP',
Exotic = 'EXOTIC',
OptionsOnCombo = 'OOC',
Floor = 'FLR',
Fra = 'FRA',
Future = 'FUT',
DerivativeForward = 'FWD',
InterestRateSwap = 'IRS',
TotalReturnSwap = 'TRS',
LoanLease = 'LOANLEASE',
OptionsOnFutures = 'OOF',
OptionsOnPhysical = 'OOP',
Option = 'OPT',
SpotForward = 'SPOTFWD',
SwapOption = 'SWAPTION',
Transmission = 'XMISSION',
Index = 'INDEX',
BondBasket = 'BDBSKT',
ContractForDifference = 'CFD',
CorrelationSwap = 'CRLTNSWAP',
DiviendSwap = 'DVDNDSWAP',
EquityBasket = 'EQBSKT',
EquityForward = 'EQFWD',
ReturnSwap = 'RTRNSWAP',
VarianceSwap = 'VARSWAP',
PortfolioSwaps = 'PRTFLIOSWAP',
FuturesOnASwap = 'FUTSWAP',
ForwardsOnASwap = 'FWDSWAP',
ForwardFreightAgreement = 'FWDFRTAGMT',
SpreadBetting = 'SPREADBET',
ExchangeTradedCommodity = 'ETC',
CommonStock = 'CS',
PreferredStock = 'PS',
DepositoryReceipts = 'DR',
Repurchase = 'REPO',
Forward = 'FORWARD',
BuySellback = 'BUYSELL',
SecuritiesLoan = 'SECLOAN',
SecuritiesPledge = 'SECPLEDGE',
DeliveryVersusPledge = 'DVPLDG',
CollateralBasket = 'COLLBSKT',
StructuredFinanceProduct = 'SFP',
MarginLoan = 'MRGNLOAN',
BradyBond = 'BRADY',
CanadianTreasuryNotes = 'CAN',
CanadianTreasuryBills = 'CTB',
EuroSovereigns = 'EUSOV',
CanadianProvincialBonds = 'PROV',
TreasuryBill = 'TB',
UsTreasuryBond = 'TBOND',
InterestStripFromAnyBondOrNote = 'TINT',
UsTreasuryBill = 'TBILL',
TreasuryInflationProtectedSecurities = 'TIPS',
PrincipalStripOfACallableBondOrNote = 'TCAL',
PrincipalStripFromANonCallableBondOrNote = 'TPRN',
UsTreasuryNote = 'TNOTE',
OffshoreIssuedChineseYuanSovereignBond = 'DIMSUMSOV',
SovereignBond = 'SOV',
UsTreasuryFloatingRateNote = 'TFRN',
TermLoan = 'TERM',
RevolverLoan = 'RVLV',
Revolver = 'RVLVTRM',
BridgeLoan = 'BRIDGE',
LetterOfCredit = 'LOFC',
SwingLineFacility = 'SWING',
DebtorInPossession = 'DINP',
Defaulted = 'DEFLTED',
Withdrawn = 'WITHDRN',
Replaced = 'REPLACD',
Matured = 'MATURED',
Amended = 'AMENDED',
Retired = 'RETIRED',
BankersAcceptance = 'BA',
BankDepositoryNote = 'BDN',
BankNotes = 'BN',
BillOfExchanges = 'BOX',
CanadianMoneyMarkets = 'CAMM',
CertificateOfDeposit = 'CD',
CallLoans = 'CL',
CommercialPaper = 'CP',
DepositNotes = 'DN',
EuroCertificateOfDeposit = 'EUCD',
EuroCommercialPaper = 'EUCP',
LiquidityNote = 'LQN',
MediumTermNotes = 'MTN',
Overnight = 'ONITE',
PromissoryNote = 'PN',
ShortTermLoanNote = 'STN',
PlazosFijos = 'PZFJ',
SecuredLiquidityNote = 'SLQN',
TimeDeposit = 'TD',
TermLiquidityNote = 'TLQN',
ExtendedCommNote = 'XCN',
YankeeCertificateOfDeposit = 'YCD',
BankAcceptedBill = 'BAB',
ShortTermBankNote = 'BNST',
CallableCommercialPaper = 'CLCP',
CommercialNote = 'CN',
InterestBearingCommercialPaper = 'CPIB',
EuroMediumTermNote = 'EUMTN',
EuroNegotiableCommercialPaper = 'EUNCP',
EuroStructuredLiquidityNote = 'EUSTLQN',
EuroTimeDeposit = 'EUTD',
JumboCertificateOfDeposit = 'JCD',
MoneyMarketFund = 'MMF',
MasterNote = 'MN',
NegotiableCertificateOfDeposit = 'NCD',
NegotiableCommercialPaper = 'NCP',
RetailCertificateOfDeposit = 'RCD',
TermDepositReceipt = 'TDR',
AssetBackedSecurities = 'ABS',
CanadianMortgageBonds = 'CMB',
Corp = 'CMBS',
CollateralizedMortgageObligation = 'CMO',
IoetteMortgage = 'IET',
MortgageBackedSecurities = 'MBS',
MortgageInterestOnly = 'MIO',
MortgagePrincipalOnly = 'MPO',
MortgagePrivatePlacement = 'MPP',
MiscellaneousPassThrough = 'MPT',
Pfandbrief = 'PFAND',
ToBeAnnounced = 'TBA',
OtherAnticipationNotes = 'AN',
CertificateOfObligation = 'COFO',
CertificateOfParticipation = 'COFP',
GeneralObligationBonds = 'GO',
MandatoryTender = 'MT',
RevenueAnticipationNote = 'RAN',
RevenueBonds = 'REV',
SpecialAssessment = 'SPCLA',
SpecialObligation = 'SPCLO',
SpecialTax = 'SPCLT',
TaxAnticipationNote = 'TAN',
TaxAllocation = 'TAXA',
TaxExemptCommercialPaper = 'TECP',
TaxableMunicipalCp = 'TMCP',
TaxRevenueAnticipationNote = 'TRAN',
VariableRateDemandNote = 'VRDN',
Warrant = 'WAR',
MunicipalInterestBearingCommercialPaper = 'MCPIB',
TaxableMunicipalBond = 'TMB',
VariableRateDemandObligation = 'VRDO',
MutualFund = 'MF',
MultilegInstrument = 'MLEG',
NoSecurityType = 'NONE',
Wildcard = '?',
Cash = 'CASH',
Other = 'Other',
ExchangeTradedNote = 'ETN',
SecuritizedDerivative = 'SECDERIV',
ExchangeTradedFund = 'ETF',
DigitalAsset = 'DIGITAL'
}
export enum StandInstDbType {
Other = 0,
Dtcsid = 1,
ThomsonAlert = 2,
AGlobalCustodian = 3,
AccountNet = 4
}
export enum SettlDeliveryType {
Versus = 0,
Free = 1,
TriParty = 2,
HoldInCustody = 3
}
export enum AllocLinkType {
FxNetting = 0,
FxSwap = 1
}
export enum PutOrCall {
Put = 0,
Call = 1,
Other = 2,
Chooser = 3
}
export enum CoveredOrUncovered {
Covered = 0,
Uncovered = 1
}
export enum NotifyBrokerOfCredit {
No = 'N',
Yes = 'Y'
}
export enum AllocHandlInst {
Match = 1,
Forward = 2,
ForwardAndMatch = 3,
AutoClaimGiveUp = 4
}
export enum RoutingType {
TargetFirm = 1,
TargetList = 2,
BlockFirm = 3,
BlockList = 4,
TargetPerson = 5,
BlockPerson = 6
}
export enum BenchmarkCurveName {
Eonia = 'EONIA',
Eurepo = 'EUREPO',
Euribor = 'Euribor',
FutureSwap = 'FutureSWAP',
Libid = 'LIBID',
Libor = 'LIBOR',
MuniAaa = 'MuniAAA',
Other = 'OTHER',
Pfandbriefe = 'Pfandbriefe',
Sonia = 'SONIA',
Swap = 'SWAP',
Treasury = 'Treasury',
FedFundRateEffective = 'FEDEFF',
FedOpen = 'FEDOPEN',
Euribor2 = 'EURIBOR',
Aubsw = 'AUBSW',
Bubor = 'BUBOR',
Cdor = 'CDOR',
Cibor = 'CIBOR',
Eoniaswap = 'EONIASWAP',
Estr = 'ESTR',
Eurodollar = 'EURODOLLAR',
Euroswiss = 'EUROSWISS',
Gcfrepo = 'GCFREPO',
Isdafix = 'ISDAFIX',
Jibar = 'JIBAR',
Mosprim = 'MOSPRIM',
Nibor = 'NIBOR',
Pribor = 'PRIBOR',
Sofr = 'SOFR',
Stibor = 'STIBOR',
Telbor = 'TELBOR',
Tibor = 'TIBOR',
Wibor = 'WIBOR',
Aonia = 'AONIA',
Aoniar = 'AONIA-R',
Bkbm = 'BKBM',
Cd19D = 'CD91D',
Corra = 'CORRA',
Dirrtn = 'DIRR-TN',
Eibor = 'EIBOR',
FixingRepoRate = 'FixingRepoRate',
Hibor = 'HIBOR',
Ibr = 'IBR',
Klibor = 'KLIBOR',
Mibor = 'MIBOR',
Nzonia = 'NZONIA',
Phiref = 'PHIREF',
Reibor = 'REIBOR',
Saibor = 'SAIBOR',
Saron = 'SARON',
Sora = 'SORA',
Tlref = 'TLREF',
Tiie = 'TIIE',
Thbfix = 'THBFIX',
Tonar = 'TONAR'
}
export enum StipulationType {
AlternativeMinimumTax = 'AMT',
AutoReinvestment = 'AUTOREINV',
BankQualified = 'BANKQUAL',
BargainConditions = 'BGNCON',
CouponRange = 'COUPON',
IsoCurrencyCode = 'CURRENCY',
CustomStart = 'CUSTOMDATE',
Geographics = 'GEOG',
ValuationDiscount = 'HAIRCUT',
Insured = 'INSURED',
IssueDate = 'ISSUE',
Issuer = 'ISSUER',
IssueSizeRange = 'ISSUESIZE',
LookbackDays = 'LOOKBACK',
ExplicitLotIdentifier = 'LOT',
LotVariance = 'LOTVAR',
MaturityYearAndMonth = 'MAT',
MaturityRange = 'MATURITY',
MaximumSubstitutions = 'MAXSUBS',
MinimumDenomination = 'MINDNOM',
MinimumIncrement = 'MININCR',
MinimumQuantity = 'MINQTY',
PaymentFrequency = 'PAYFREQ',
NumberOfPieces = 'PIECES',
PoolsMaximum = 'PMAX',
PoolsPerLot = 'PPL',
PoolsPerMillion = 'PPM',
PoolsPerTrade = 'PPT',
PriceRange = 'PRICE',
PricingFrequency = 'PRICEFREQ',
ProductionYear = 'PROD',
CallProtection = 'PROTECT',
Purpose = 'PURPOSE',
BenchmarkPriceSource = 'PXSOURCE',
RatingSourceAndRange = 'RATING',
TypeOfRedemption = 'REDEMPTION',
Restricted = 'RESTRICTED',
MarketSector = 'SECTOR',
SecurityTypeIncludedOrExcluded = 'SECTYPE',
Structure = 'STRUCT',
SubstitutionsFrequency = 'SUBSFREQ',
SubstitutionsLeft = 'SUBSLEFT',
FreeformText = 'TEXT',
TradeVariance = 'TRDVAR',
WeightedAverageCoupon = 'WAC',
WeightedAverageLifeCoupon = 'WAL',
WeightedAverageLoanAge = 'WALA',
WeightedAverageMaturity = 'WAM',
WholePool = 'WHOLE',
YieldRange = 'YIELD',
OriginalAmount = 'ORIGAMT',
PoolEffectiveDate = 'POOLEFFDT',
PoolInitialFactor = 'POOLINITFCTR',
Tranche = 'TRANCHE',
Substitution = 'SUBSTITUTION',
Multexchfllbck = 'MULTEXCHFLLBCK',
Compsecfllbck = 'COMPSECFLLBCK',
Locljrsdctn = 'LOCLJRSDCTN',
Relvjrsdctn = 'RELVJRSDCTN',
IncurredRecovery = 'INCURRCVY',
AdditionalTerm = 'ADDTRM',
ModifiedEquityDelivery = 'MODEQTYDLVY',
NoReferenceOblication = 'NOREFOBLIG',
UnknownReferenceObligation = 'UNKREFOBLIG',
AllGuarantees = 'ALLGUARANTEES',
ReferencePrice = 'REFPX',
ReferencePolicy = 'REFPOLICY',
SecuredList = 'SECRDLIST',
AverageFicoScore = 'AVFICO',
AverageLoanSize = 'AVSIZE',
MaximumLoanBalance = 'MAXBAL',
PoolIdentifier = 'POOL',
TypeOfRollTrade = 'ROLLTYPE',
ReferenceToRollingOrClosingTrade = 'REFTRADE',
PrincipalOfRollingOrClosingTrade = 'REFPRIN',
InterestOfRollingOrClosingTrade = 'REFINT',
AvailableOfferQuantityToBeShownToTheStreet = 'AVAILQTY',
BrokerCredit = 'BROKERCREDIT',
OfferPriceToBeShownToInternalBrokers = 'INTERNALPX',
OfferQuantityToBeShownToInternalBrokers = 'INTERNALQTY',
TheMinimumResidualOfferQuantity = 'LEAVEQTY',
MaximumOrderSize = 'MAXORDQTY',
OrderQuantityIncrement = 'ORDRINCR',
PrimaryOrSecondaryMarketIndicator = 'PRIMARY',
BrokerSalesCreditOverride = 'SALESCREDITOVR',
TraderCredit = 'TRADERCREDIT',
DiscountRate = 'DISCOUNT',
YieldToMaturity = 'YTM',
InterestPayoffOfRollingOrAmendingTrade = 'PAYOFF',
AbsolutePrepaymentSpeed = 'ABS',
ConstantPrepaymentPenalty = 'CPP',
ConstantPrepaymentRate = 'CPR',
ConstantPrepaymentYield = 'CPY',
FinalCprOfHomeEquityPrepaymentCurve = 'HEP',
PercentOfManufacturedHousingPrepaymentCurve = 'MHP',
MonthlyPrepaymentRate = 'MPR',
PercentOfProspectusPrepaymentCurve = 'PPC',
PercentOfBmaPrepaymentCurve = 'PSA',
SingleMonthlyMortality = 'SMM'
}
export enum YieldType {
AfterTaxYield = 'AFTERTAX',
AnnualYield = 'ANNUAL',
YieldAtIssue = 'ATISSUE',
YieldToAverageMaturity = 'AVGMATURITY',
BookYield = 'BOOK',
YieldToNextCall = 'CALL',
YieldChangeSinceClose = 'CHANGE',
ClosingYield = 'CLOSE',
CompoundYield = 'COMPOUND',
CurrentYield = 'CURRENT',
GvntEquivalentYield = 'GOVTEQUIV',
TrueGrossYield = 'GROSS',
YieldWithInflationAssumption = 'INFLATION',
InverseFloaterBondYield = 'INVERSEFLOATER',
MostRecentClosingYield = 'LASTCLOSE',
ClosingYieldMostRecentMonth = 'LASTMONTH',
ClosingYieldMostRecentQuarter = 'LASTQUARTER',
ClosingYieldMostRecentYear = 'LASTYEAR',
YieldToLongestAverageLife = 'LONGAVGLIFE',
MarkToMarketYield = 'MARK',
YieldToMaturity = 'MATURITY',
YieldToNextRefund = 'NEXTREFUND',
OpenAverageYield = 'OPENAVG',
PreviousCloseYield = 'PREVCLOSE',
ProceedsYield = 'PROCEEDS',
YieldToNextPut = 'PUT',
SemiAnnualYield = 'SEMIANNUAL',
YieldToShortestAverageLife = 'SHORTAVGLIFE',
SimpleYield = 'SIMPLE',
TaxEquivalentYield = 'TAXEQUIV',
YieldToTenderDate = 'TENDER',
TrueYield = 'TRUE',
YieldValueOf32Nds = 'VALUE1_32',
YieldToWorst = 'WORST'
}
export enum TradedFlatSwitch {
No = 'N',
Yes = 'Y'
}
export enum SubscriptionRequestType {
Snapshot = '0',
SnapshotAndUpdates = '1',
DisablePreviousSnapshot = '2'
}
export enum MDUpdateType {
FullRefresh = 0,
IncrementalRefresh = 1
}
export enum AggregatedBook {
Yes = 'Y',
No = 'N'
}
export enum MDEntryType {
Bid = '0',
Offer = '1',
Trade = '2',
IndexValue = '3',
OpeningPrice = '4',
ClosingPrice = '5',
SettlementPrice = '6',
TradingSessionHighPrice = '7',
TradingSessionLowPrice = '8',
Vwap = '9',
Imbalance = 'A',
TradeVolume = 'B',
OpenInterest = 'C',
CompositeUnderlyingPrice = 'D',
SimulatedSellPrice = 'E',
SimulatedBuyPrice = 'F',
MarginRate = 'G',
MidPrice = 'H',
EmptyBook = 'J',
SettleHighPrice = 'K',
SettleLowPrice = 'L',
PriorSettlePrice = 'M',
SessionHighBid = 'N',
SessionLowOffer = 'O',
EarlyPrices = 'P',
AuctionClearingPrice = 'Q',
SwapValueFactor = 'S',
DailyValueAdjustmentForLongPositions = 'R',
CumulativeValueAdjustmentForLongPositions = 'T',
DailyValueAdjustmentForShortPositions = 'U',
CumulativeValueAdjustmentForShortPositions = 'V',
FixingPrice = 'W',
CashRate = 'X',
RecoveryRate = 'Y',
RecoveryRateForLong = 'Z',
RecoveryRateForShort = 'a',
MarketBid = 'b',
MarketOffer = 'c',
ShortSaleMinPrice = 'd',
PreviousClosingPrice = 'e',
ThresholdLimitPriceBanding = 'g',
DailyFinancingValue = 'h',
AccruedFinancingValue = 'i',
Twap = 't'
}
export enum TickDirection {
PlusTick = '0',
ZeroPlusTick = '1',
MinusTick = '2',
ZeroMinusTick = '3'
}
export enum QuoteCondition {
ReservedSam = '0',
NoActiveSam = '1',
Restricted = '2',
RestOfBookVwap = '3',
BetterPricesInConditionalOrders = '4',
MedianPrice = '5',
FullCurve = '6',
FlatCurve = '7',
Open = 'A',
Closed = 'B',
ExchangeBest = 'C',
ConsolidatedBest = 'D',
Locked = 'E',
Crossed = 'F',
Depth = 'G',
FastTrading = 'H',
NonFirm = 'I',
Manual = 'L',
OutrightPrice = 'J',
ImpliedPrice = 'K',
DepthOnOffer = 'M',
DepthOnBid = 'N',
Closing = 'O',
NewsDissemination = 'P',
TradingRange = 'Q',
OrderInflux = 'R',
DueToRelated = 'S',
NewsPending = 'T',
AdditionalInfo = 'U',
AdditionalInfoDueToRelated = 'V',
Resume = 'W',
ViewOfCommon = 'X',
VolumeAlert = 'Y',
OrderImbalance = 'Z',
EquipmentChangeover = 'a',
NoOpen = 'b',
RegularEth = 'c',
AutomaticExecution = 'd',
AutomaticExecutionEth = 'e',
FastMarketEth = 'f',
InactiveEth = 'g',
Rotation = 'h',
RotationEth = 'i',
Halt = 'j',
HaltEth = 'k',
DueToNewsDissemination = 'l',
DueToNewsPending = 'm',
TradingResume = 'n',
OutOfSequence = 'o',
BidSpecialist = 'p',
OfferSpecialist = 'q',
BidOfferSpecialist = 'r',
EndOfDaySam = 's',
ForbiddenSam = 't',
FrozenSam = 'u',
PreOpeningSam = 'v',
OpeningSam = 'w',
OpenSam = 'x',
SurveillanceSam = 'y',
SuspendedSam = 'z'
}
export enum TradeCondition {
Cancel = '0',
ImpliedTrade = '1',
MarketplaceEnteredTrade = '2',
MultiAssetClassMultilegTrade = '3',
MultilegToMultilegTrade = '4',
ShortSaleMinPrice = '5',
Benchmark = '6',
Cash = 'A',
AveragePriceTrade = 'B',
CashTrade = 'C',
NextDay = 'D',
Opening = 'E',
IntradayTradeDetail = 'F',
Rule127Trade = 'G',
Rule155Trade = 'H',
SoldLast = 'I',
NextDayTrade = 'J',
Opened = 'K',
Seller = 'L',
Sold = 'M',
StoppedStock = 'N',
ImbalanceMoreBuyers = 'P',
ImbalanceMoreSellers = 'Q',
OpeningPrice = 'R',
BargainCondition = 'S',
ConvertedPriceIndicator = 'T',
ExchangeLast = 'U',
FinalPriceOfSession = 'V',
ExPit = 'W',
Crossed = 'X',
TradesResultingFromManual = 'Y',
TradesResultingFromIntermarketSweep = 'Z',
VolumeOnly = 'a',
DirectPlus = 'b',
Acquisition = 'c',
Bunched = 'd',
Distribution = 'e',
BunchedSale = 'f',
SplitTrade = 'g',
CancelStopped = 'h',
CancelEth = 'i',
CancelStoppedEth = 'j',
OutOfSequenceEth = 'k',
CancelLastEth = 'l',
SoldLastSaleEth = 'm',
CancelLast = 'n',
SoldLastSale = 'o',
CancelOpen = 'p',
CancelOpenEth = 'q',
OpenedSaleEth = 'r',
CancelOnly = 's',
CancelOnlyEth = 't',
LateOpenEth = 'u',
AutoExecutionEth = 'v',
Reopen = 'w',
ReopenEth = 'x',
Adjusted = 'y',
AdjustedEth = 'z',
Spread = 'AA',
SpreadEth = 'AB',
Straddle = 'AC',
StraddleEth = 'AD',
Stopped = 'AE',
StoppedEth = 'AF',
RegularEth = 'AG',
Combo = 'AH',
ComboEth = 'AI',
OfficialClosingPrice = 'AJ',
PriorReferencePrice = 'AK',
StoppedSoldLast = 'AL',
StoppedOutOfSequence = 'AM',
OfficialClosingPriceDup = 'AN',
CrossedOld = 'AO',
FastMarket = 'AP',
AutomaticExecution = 'AQ',
FormT = 'AR',
BasketIndex = 'AS',
BurstBasket = 'AT',
TradeThroughExempt = 'AU',
QuoteSpread = 'AV',
LastAuctionPrice = 'AW',
HighPrice = 'AX',
LowPrice = 'AY',
SystematicInternaliser = 'AZ',
AwayMarket = 'BA',
MidpointPrice = 'BB',
TradedBeforeIssueDate = 'BC',
PreviousClosingPrice = 'BD',
NationalBestBidOffer = 'BE'
}
export enum MDUpdateAction {
New = '0',
Change = '1',
Delete = '2',
DeleteThru = '3',
DeleteFrom = '4',
Overlay = '5'
}
export enum MDReqRejReason {
UnknownSymbol = '0',
DuplicateMdReqId = '1',
InsufficientBandwidth = '2',
InsufficientPermissions = '3',
UnsupportedSubscriptionRequestType = '4',
UnsupportedMarketDepth = '5',
UnsupportedMdUpdateType = '6',
UnsupportedAggregatedBook = '7',
UnsupportedMdEntryType = '8',
UnsupportedTradingSessionId = '9',
UnsupportedScope = 'A',
UnsupportedOpenCloseSettleFlag = 'B',
UnsupportedMdImplicitDelete = 'C',
InsufficientCredit = 'D'
}
export enum DeleteReason {
Cancellation = '0',
Error = '1'
}
export enum OpenCloseSettlFlag {
DailyOpen = '0',
SessionOpen = '1',
DeliverySettlementEntry = '2',
ExpectedEntry = '3',
EntryFromPreviousBusinessDay = '4',
TheoreticalPriceValue = '5'
}
export enum FinancialStatus {
Bankrupt = '1',
PendingDelisting = '2',
Restricted = '3'
}
export enum CorporateAction {
ExDividend = 'A',
ExDistribution = 'B',
ExRights = 'C',
New = 'D',
ExInterest = 'E',
CashDividend = 'F',
StockDividend = 'G',
NonIntegerStockSplit = 'H',
ReverseStockSplit = 'I',
StandardIntegerStockSplit = 'J',
PositionConsolidation = 'K',
LiquidationReorganization = 'L',
MergerReorganization = 'M',
RightsOffering = 'N',
ShareholderMeeting = 'O',
Spinoff = 'P',
TenderOffer = 'Q',
Warrant = 'R',
SpecialAction = 'S',
SymbolConversion = 'T',
Cusip = 'U',
LeapRollover = 'V',
SuccessionEvent = 'W'
}
export enum QuoteStatus {
Accepted = 0,
CancelForSymbol = 1,
CanceledForSecurityType = 2,
CanceledForUnderlying = 3,
CanceledAll = 4,
Rejected = 5,
RemovedFromMarket = 6,
Expired = 7,
Query = 8,
QuoteNotFound = 9,
Pending = 10,
Pass = 11,
LockedMarketWarning = 12,
CrossMarketWarning = 13,
CanceledDueToLockMarket = 14,
CanceledDueToCrossMarket = 15,
Active = 16,
Canceled = 17,
UnsolicitedQuoteReplenishment = 18,
PendingEndTrade = 19,
TooLateToEnd = 20,
Traded = 21,
TradedAndRemoved = 22,
ContractTerminates = 23
}
export enum QuoteCancelType {
CancelForOneOrMoreSecurities = 1,
CancelForSecurityType = 2,
CancelForUnderlyingSecurity = 3,
CancelAllQuotes = 4,
CancelSpecifiedSingleQuote = 5,
CancelByTypeOfQuote = 6,
CancelForSecurityIssuer = 7,
CancelForIssuerOfUnderlyingSecurity = 8
}
export enum QuoteRejectReason {
UnknownSymbol = 1,
Exchange = 2,
QuoteRequestExceedsLimit = 3,
TooLateToEnter = 4,
UnknownQuote = 5,
DuplicateQuote = 6,
InvalidBid = 7,
InvalidPrice = 8,
NotAuthorizedToQuoteSecurity = 9,
PriceExceedsCurrentPriceBand = 10,
QuoteLocked = 11,
InvalidOrUnknownSecurityIssuer = 12,
InvalidOrUnknownIssuerOfUnderlyingSecurity = 13,
NotionalValueExceedsThreshold = 14,
PriceExceedsCurrentPriceBandDepr = 15,
ReferencePriceNotAvailable = 16,
InsufficientCreditLimit = 17,
ExceededClipSizeLimit = 18,
ExceededMaxNotionalOrderAmt = 19,
ExceededDv01Pv01Limit = 20,
ExceededCs01Limit = 21,
Other = 99
}
export enum QuoteResponseLevel {
NoAcknowledgement = 0,
AcknowledgeOnlyNegativeOrErroneousQuotes = 1,
AcknowledgeEachQuoteMessage = 2,
SummaryAcknowledgement = 3
}
export enum QuoteRequestType {
Manual = 1,
Automatic = 2,
ConfirmQuote = 3
}
export enum SecurityRequestType {
RequestSecurityIdentityAndSpecifications = 0,
RequestSecurityIdentityForSpecifications = 1,
RequestListSecurityTypes = 2,
RequestListSecurities = 3,
Symbol = 4,
SecurityTypeAndOrCfiCode = 5,
Product = 6,
TradingSessionId = 7,
AllSecurities = 8,
MarketIdOrMarketId = 9
}
export enum SecurityResponseType {
AcceptAsIs = 1,
AcceptWithRevisions = 2,
ListOfSecurityTypesReturnedPerRequest = 3,
ListOfSecuritiesReturnedPerRequest = 4,
RejectSecurityProposal = 5,
CannotMatchSelectionCriteria = 6
}
export enum UnsolicitedIndicator {
No = 'N',
Yes = 'Y'
}
export enum SecurityTradingStatus {
OpeningDelay = 1,
TradingHalt = 2,
Resume = 3,
NoOpen = 4,
PriceIndication = 5,
TradingRangeIndication = 6,
MarketImbalanceBuy = 7,
MarketImbalanceSell = 8,
MarketOnCloseImbalanceBuy = 9,
MarketOnCloseImbalanceSell = 10,
NoMarketImbalance = 12,
NoMarketOnCloseImbalance = 13,
ItsPreOpening = 14,
NewPriceIndication = 15,
TradeDisseminationTime = 16,
ReadyToTrade = 17,
NotAvailableForTrading = 18,
NotTradedOnThisMarket = 19,
UnknownOrInvalid = 20,
PreOpen = 21,
OpeningRotation = 22,
FastMarket = 23,
PreCross = 24,
Cross = 25,
PostClose = 26,
NoCancel = 27
}
export enum HaltReasonInt {
NewsDissemination = 0,
OrderInflux = 1,
OrderImbalance = 2,
AdditionalInformation = 3,
NewsPending = 4,
EquipmentChangeover = 5
}
export enum InViewOfCommon {
No = 'N',
Yes = 'Y'
}
export enum DueToRelated {
No = 'N',
Yes = 'Y'
}
export enum Adjustment {
Cancel = 1,
Error = 2,
Correction = 3
}
export enum TradingSessionID {
Day = '1',
HalfDay = '2',
Morning = '3',
Afternoon = '4',
Evening = '5',
AfterHours = '6',
Holiday = '7'
}
export enum TradSesMethod {
Electronic = 1,
OpenOutcry = 2,
TwoParty = 3,
Voice = 4
}
export enum TradSesMode {
Testing = 1,
Simulated = 2,
Production = 3
}
export enum TradSesStatus {
Unknown = 0,
Halted = 1,
Open = 2,
Closed = 3,
PreOpen = 4,
PreClose = 5,
RequestRejected = 6
}
export enum SessionRejectReason {
InvalidTagNumber = 0,
RequiredTagMissing = 1,
TagNotDefinedForThisMessageType = 2,
UndefinedTag = 3,
TagSpecifiedWithoutAValue = 4,
ValueIsIncorrect = 5,
IncorrectDataFormatForValue = 6,
DecryptionProblem = 7,
SignatureProblem = 8,
CompIdProblem = 9,
SendingTimeAccuracyProblem = 10,
InvalidMsgType = 11,
XmlValidationError = 12,
TagAppearsMoreThanOnce = 13,
TagSpecifiedOutOfRequiredOrder = 14,
RepeatingGroupFieldsOutOfOrder = 15,
IncorrectNumInGroupCountForRepeatingGroup = 16,
NonDataValueIncludesFieldDelimiter = 17,
InvalidUnsupportedApplVer = 18,
Other = 99
}
export enum BidRequestTransType {
Cancel = 'C',
New = 'N'
}
export enum SolicitedFlag {
No = 'N',
Yes = 'Y'
}
export enum ExecRestatementReason {
GtCorporateAction = 0,
GtRenewal = 1,
VerbalChange = 2,
RepricingOfOrder = 3,
BrokerOption = 4,
PartialDeclineOfOrderQty = 5,
CancelOnTradingHalt = 6,
CancelOnSystemFailure = 7,
Market = 8,
Canceled = 9,
WarehouseRecap = 10,
PegRefresh = 11,
CancelOnConnectionLoss = 12,
CancelOnLogout = 13,
AssignTimePriority = 14,
CancelledForTradePriceViolation = 15,
CancelledForCrossImbalance = 16,
CxldSmp = 17,
CxldSmpAggressive = 18,
CxldSmpPassive = 19,
CxldSmpAggressivePassive = 20,
Other = 99
}
export enum BusinessRejectReason {
Other = 0,
UnknownId = 1,
UnknownSecurity = 2,
UnsupportedMessageType = 3,
ApplicationNotAvailable = 4,
ConditionallyRequiredFieldMissing = 5,
NotAuthorized = 6,
DeliverToFirmNotAvailableAtThisTime = 7,
ThrottleLimitExceeded = 8,
ThrottleLimitExceededSessionDisconnected = 9,
ThrottledMessagesRejectedOnRequest = 10,
InvalidPriceIncrement = 18
}
export enum MsgDirection {
Receive = 'R',
Send = 'S'
}
export enum DiscretionInst {
RelatedToDisplayedPrice = '0',
RelatedToMarketPrice = '1',
RelatedToPrimaryPrice = '2',
RelatedToLocalPrimaryPrice = '3',
RelatedToMidpointPrice = '4',
RelatedToLastTradePrice = '5',
RelatedToVwap = '6',
AveragePriceGuarantee = '7'
}
export enum BidType {
NonDisclosed = 1,
Disclosed = 2,
NoBiddingProcess = 3
}
export enum BidDescriptorType {
Sector = 1,
Country = 2,
Index = 3
}
export enum SideValueInd {
SideValue1 = 1,
SideValue2 = 2
}
export enum LiquidityIndType {
FiveDayMovingAverage = 1,
TwentyDayMovingAverage = 2,
NormalMarketSize = 3,
Other = 4
}
export enum ExchangeForPhysical {
No = 'N',
Yes = 'Y'
}
export enum ProgRptReqs {
BuySideRequests = 1,
SellSideSends = 2,
RealTimeExecutionReports = 3
}
export enum IncTaxInd {
Net = 1,
Gross = 2
}
export enum BidTradeType {
Agency = 'A',
VwapGuarantee = 'G',
GuaranteedClose = 'J',
RiskTrade = 'R'
}
export enum BasisPxType {
ClosingPriceAtMorningSession = '2',
ClosingPrice = '3',
CurrentPrice = '4',
Sq = '5',
VwapThroughADay = '6',
VwapThroughAMorningSession = '7',
VwapThroughAnAfternoonSession = '8',
VwapThroughADayExcept = '9',
VwapThroughAMorningSessionExcept = 'A',
VwapThroughAnAfternoonSessionExcept = 'B',
Strike = 'C',
Open = 'D',
Others = 'Z'
}
export enum PriceType {
Percentage = 1,
PerUnit = 2,
FixedAmount = 3,
Discount = 4,
Premium = 5,
Spread = 6,
TedPrice = 7,
TedYield = 8,
Yield = 9,
FixedCabinetTradePrice = 10,
VariableCabinetTradePrice = 11,
PriceSpread = 12,
ProductTicksInHalves = 13,
ProductTicksInFourths = 14,
ProductTicksInEighths = 15,
ProductTicksInSixteenths = 16,
ProductTicksInThirtySeconds = 17,
ProductTicksInSixtyFourths = 18,
ProductTicksInOneTwentyEighths = 19,
NormalRateRepresentation = 20,
InverseRateRepresentation = 21,
BasisPoints = 22,
UpfrontPoints = 23,
InterestRate = 24,
PercentageNotional = 25
}
export enum GTBookingInst {
BookOutAllTradesOnDayOfExecution = 0,
AccumulateUntilFilledOrExpired = 1,
AccumulateUntilVerballyNotifiedOtherwise = 2
}
export enum ListStatusType {
Ack = 1,
Response = 2,
Timed = 3,
ExecStarted = 4,
AllDone = 5,
Alert = 6
}
export enum NetGrossInd {
Net = 1,
Gross = 2
}
export enum ListOrderStatus {
InBiddingProcess = 1,
ReceivedForExecution = 2,
Executing = 3,
Cancelling = 4,
Alert = 5,
AllDone = 6,
Reject = 7
}
export enum ListExecInstType {
Immediate = '1',
WaitForInstruction = '2',
SellDriven = '3',
BuyDrivenCashTopUp = '4',
BuyDrivenCashWithdraw = '5'
}
export enum CxlRejResponseTo {
OrderCancelRequest = '1',
OrderCancelReplaceRequest = '2'
}
export enum MultiLegReportingType {
SingleSecurity = '1',
IndividualLegOfAMultiLegSecurity = '2',
MultiLegSecurity = '3'
}
export enum PartyIDSource {
KoreanInvestorId = '1',
TaiwaneseForeignInvestorId = '2',
TaiwaneseTradingAcct = '3',
MalaysianCentralDepository = '4',
ChineseInvestorId = '5',
UkNationalInsuranceOrPensionNumber = '6',
UsSocialSecurityNumber = '7',
UsEmployerOrTaxIdNumber = '8',
AustralianBusinessNumber = '9',
AustralianTaxFileNumber = 'A',
TaxId = 'J',
IsitcAcronym = 'I',
Bic = 'B',
GeneralIdentifier = 'C',
Proprietary = 'D',
IsoCountryCode = 'E',
SettlementEntityLocation = 'F',
Mic = 'G',
CsdParticipant = 'H',
AustralianCompanyNumber = 'K',
AustralianRegisteredBodyNumber = 'L',
CftcReportingFirmIdentifier = 'M',
LegalEntityIdentifier = 'N',
InterimIdentifier = 'O',
ShortCodeIdentifier = 'P',
NationalIdNaturalPerson = 'Q',
IndiaPermanentAccountNumber = 'R',
Fdid = 'S',
Spsaid = 'T',
MasterSpsaid = 'U'
}
export enum PartyRole {
ExecutingFirm = 1,
BrokerOfCredit = 2,
ClientId = 3,
ClearingFirm = 4,
InvestorId = 5,
IntroducingFirm = 6,
EnteringFirm = 7,
Locate = 8,
FundManagerClientId = 9,
SettlementLocation = 10,
OrderOriginationTrader = 11,
ExecutingTrader = 12,
OrderOriginationFirm = 13,
GiveupClearingFirmDepr = 14,
CorrespondantClearingFirm = 15,
ExecutingSystem = 16,
ContraFirm = 17,
ContraClearingFirm = 18,
SponsoringFirm = 19,
UnderlyingContraFirm = 20,
ClearingOrganization = 21,
Exchange = 22,
CustomerAccount = 24,
CorrespondentClearingOrganization = 25,
CorrespondentBroker = 26,
Buyer = 27,
Custodian = 28,
Intermediary = 29,
Agent = 30,
SubCustodian = 31,
Beneficiary = 32,
InterestedParty = 33,
RegulatoryBody = 34,
LiquidityProvider = 35,
EnteringTrader = 36,
ContraTrader = 37,
PositionAccount = 38,
ContraInvestorId = 39,
TransferToFirm = 40,
ContraPositionAccount = 41,
ContraExchange = 42,
InternalCarryAccount = 43,
OrderEntryOperatorId = 44,
SecondaryAccountNumber = 45,
ForeignFirm = 46,
ThirdPartyAllocationFirm = 47,
ClaimingAccount = 48,
AssetManager = 49,
PledgorAccount = 50,
PledgeeAccount = 51,
LargeTraderReportableAccount = 52,
TraderMnemonic = 53,
SenderLocation = 54,
SessionId = 55,
AcceptableCounterparty = 56,
UnacceptableCounterparty = 57,
EnteringUnit = 58,
ExecutingUnit = 59,
IntroducingBroker = 60,
QuoteOriginator = 61,
ReportOriginator = 62,
SystematicInternaliser = 63,
MultilateralTradingFacility = 64,
RegulatedMarket = 65,
MarketMaker = 66,
InvestmentFirm = 67,
HostCompetentAuthority = 68,
HomeCompetentAuthority = 69,
CompetentAuthorityLiquidity = 70,
CompetentAuthorityTransactionVenue = 71,
ReportingIntermediary = 72,
ExecutionVenue = 73,
MarketDataEntryOriginator = 74,
LocationId = 75,
DeskId = 76,
MarketDataMarket = 77,
AllocationEntity = 78,
PrimeBroker = 79,
StepOutFirm = 80,
BrokerClearingId = 81,
CentralRegistrationDepository = 82,
ClearingAccount = 83,
AcceptableSettlingCounterparty = 84,
UnacceptableSettlingCounterparty = 85,
ClsMemberBank = 86,
InConcertGroup = 87,
InConcertControllingEntity = 88,
LargePositionsReportingAccount = 89,
SettlementFirm = 90,
SettlementAccount = 91,
ReportingMarketCenter = 92,
RelatedReportingMarketCenter = 93,
AwayMarket = 94,
GiveupTradingFirm = 95,
TakeupTradingFirm = 96,
GiveupClearingFirm = 97,
TakeupClearingFirm = 98,
OriginatingMarket = 99,
MarginAccount = 100,
CollateralAssetAccount = 101,
DataRepository = 102,
CalculationAgent = 103,
ExerciseNoticeSender = 104,
ExerciseNoticeReceiver = 105,
RateReferenceBank = 106,
Correspondent = 107,
BeneficiaryBank = 109,
Borrower = 110,
PrimaryObligat