UNPKG

jspurefix

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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