UNPKG

jspurefix

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export enum AdvSide { Buy = 'B', Sell = 'S', Cross = 'X', Trade = 'T' } export enum AdvTransType { New = 'N', Cancel = 'C', Replace = 'R' } export enum CommType { PerUnit = '1', Percentage = '2', Absolute = '3', PercentageWaivedCashDiscount = '4', PercentageWaivedEnhancedUnits = '5', PointsPerBondOrOrContract = '6' } export enum ExecInst { StayOnOfferside = '0', NotHeld = '1', Work = '2', GoAlong = '3', OverTheDay = '4', Held = '5', ParticipateDontInitiate = '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', MidPrice = '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', RofexOrderHandler = 'x', CancelOnConnectionLoss = 'o' } export enum ExecTransType { New = '0', Cancel = '1', Correct = '2', Status = '3' } export enum HandlInst { AutomatedExecutionOrderPrivate = '1', AutomatedExecutionOrderPublic = '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', ClearingHouseClearingOrganization = 'H', IsdaFpmlProductSpecification = 'I', OptionsPriceReportingAuthority = 'J', IsdaFpmlProductUrl = 'K', LetterOfCredit = 'L', MarketPlaceAssignedIdentifier = 'M' } export enum IOIQltyInd { Low = 'L', Medium = 'M', High = 'H' } export enum IOIQty { E1000000000 = '0', 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' } export enum MsgType { Heartbeat = '0', TestRequest = '1', ResendRequest = '2', Reject = '3', SequenceReset = '4', Logout = '5', IndicationOfInterest = '6', Advertisement = '7', ExecutionReport = '8', OrderCancelReject = '9', Logon = 'A', News = 'B', Email = 'C', OrderSingle = 'D', OrderList = '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', MassQuoteAcknowledgement = 'b', SecurityDefinitionRequest = 'c', SecurityDefinition = 'd', SecurityStatusRequest = 'e', SecurityStatus = 'f', TradingSessionStatusRequest = 'g', TradingSessionStatus = 'h', MassQuote = 'i', BusinessMessageReject = 'j', BidRequest = 'k', BidResponse = 'l', ListStrikePrice = 'm', XmlMessage = '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', NetworkStatusRequest = 'BC', NetworkStatusResponse = 'BD', UserRequest = 'BE', UserResponse = 'BF', CollateralInquiryAck = 'BG', ConfirmationRequest = 'BH', TradingSessionListRequest = 'BI', TradingSessionList = 'BJ', SecurityListUpdateReport = 'BK', AdjustedPositionReport = 'BL', AllocationInstructionAlert = 'BM', ExecutionAcknowledgement = 'BN', ContraryIntentionReport = 'BO', SecurityDefinitionUpdateReport = 'BP', AccountListRequest = 'UALR', AccountList = 'UALT', AccountListIncremental = 'UALI' } 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', PendingApproval = 'F' } 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', StopLimitMerval = 'z' } 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' } export enum TimeInForce { Day = '0', GoodTillCancel = '1', AtTheOpening = '2', ImmediateOrCancel = '3', FillOrKill = '4', GoodTillCrossing = '5', GoodTillDate = '6', AtTheClose = '7' } 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', FxSpotNextSettlement = 'C', BrokenDate = 'B' } export enum SymbolSfx { WhenIssued = 'WI', AEucpWithLumpSumInterest = 'CD' } export enum AllocTransType { New = '0', Replace = '1', Cancel = '2', Preliminary = '3', Calculated = '4', CalculatedWithoutPreliminary = '5', Reversal = '6' } export enum PositionEffect { Open = 'O', Close = 'C', Rolled = 'R', Fifo = 'F' } 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 } export enum AllocRejCode { UnknownAccount = 0, IncorrectQuantity = 1, IncorrectAveragePrice = 2, UnknownExecutingBrokerMnemonic = 3, CommissionDifference = 4, UnknownOrderid = 5, UnknownListid = 6, Other = 7, IncorrectAllocatedQuantity = 8, CalculationDifference = 9, UnknownOrStaleExecId = 10, MismatchedDataValue = 11, UnknownClordid = 12, WarehouseRequestRejected = 13 } export enum EmailType { New = '0', Reply = '1', AdminReply = '2' } export enum EncryptMethod { NoneOther = 0, Pkcs = 1, Des = 2, PkcsDes = 3, PgpDes = 4, PgpDesMd5 = 5, PemDesMd5 = 6 } export enum CxlRejReason { TooLateToCancel = 0, UnknownOrder = 1, BrokerExchangeOption = 2, OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3, UnableToProcessOrderMassCancelRequest = 4, OrigordmodtimeDidNotMatchLastTransacttimeOfOrder = 5, DuplicateClordidReceived = 6, InvalidPriceIncrement = 18, Other = 99 } export enum OrdRejReason { BrokerExchangeOption = 0, UnknownSymbol = 1, ExchangeClosed = 2, OrderExceedsLimit = 3, TooLateToEnter = 4, UnknownOrder = 5, DuplicateOrder = 6, DuplicateOfAVerballyCommunicatedOrder = 7, StaleOrder = 8, TradeAlongRequired = 9, InvalidInvestorId = 10, UnsupportedOrderCharacteristic = 11, SurveillenceOption = 12, IncorrectQuantity = 13, IncorrectAllocatedQuantity = 14, UnknownAccount = 15, InvalidPriceIncrement = 18, Other = 99 } export enum IOIQualifier { AllOrNone = 'A', MarketOnClose = 'B', AtTheClose = 'C', Vwap = 'D', InTouchWith = 'I', Limit = 'L', MoreBehind = 'M', AtTheOpen = 'O', TakingAPosition = 'P', AtTheMarket = 'Q', ReadyToTrade = 'R', PortfolioShown = 'S', ThroughTheDay = 'T', Versus = 'V', IndicationWorkingAway = 'W', CrossingOpportunity = 'X', AtTheMidpoint = 'Y', PreOpen = 'Z' } export enum CxlType { PartialCancel = 'P', FullRemainingQuantity = 'F' } export enum DKReason { UnknownSymbol = 'A', WrongSide = 'B', QuantityExceedsOrder = 'C', NoMatchingOrder = 'D', PriceExceedsLimit = 'E', CalculationDifference = 'F', Other = 'Z' } 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' } export enum ExecType { New = '0', PartialFill = '1', Fill = '2', DoneForDay = '3', Canceled = '4', Replace = '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' } 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 { BrokersInstructions = '1', InstitutionsInstructions = '2', Investor = '3' } export enum SettlLocation { Cedel = 'CED', DepositoryTrustCompany = 'DTC', Euroclear = 'EUR', FederalBookEntry = 'FED', LocalMarketSettleLocation = 'ISO', Physical = 'PNY', ParticipantTrustCompany = 'PTC' } export enum SecurityType { Wildcard = '?', AssetBackedSecurities = 'ABS', AmendedAndRestated = 'AMENDED', OtherAnticipationNotes = 'AN', BankersAcceptance = 'BA', BankNotes = 'BN', BillOfExchanges = 'BOX', BradyBond = 'BRADY', BridgeLoan = 'BRIDGE', BuySellback = 'BUYSELL', ConvertibleBond = 'CB', CertificateOfDeposit = 'CD', CallLoans = 'CL', CorpMortgageBackedSecurities = 'CMBS', CollateralizedMortgageObligation = 'CMO', CertificateOfObligation = 'COFO', CertificateOfParticipation = 'COFP', CorporateBond = 'CORP', CommercialPaper = 'CP', CorporatePrivatePlacement = 'CPP', CommonStock = 'CS', Defaulted = 'DEFLTED', DebtorInPossession = 'DINP', DepositNotes = 'DN', DualCurrency = 'DUAL', EuroCertificateOfDeposit = 'EUCD', EuroCorporateBond = 'EUCORP', EuroCommercialPaper = 'EUCP', EuroSovereigns = 'EUSOV', EuroSupranationalCoupons = 'EUSUPRA', FederalAgencyCoupon = 'FAC', FederalAgencyDiscountNote = 'FADN', ForeignExchangeContract = 'FOR', Forward = 'FORWARD', Future = 'FUT', GeneralObligationBonds = 'GO', IoetteMortgage = 'IET', LetterOfCredit = 'LOFC', LiquidityNote = 'LQN', Matured = 'MATURED', MortgageBackedSecurities = 'MBS', MutualFund = 'MF', MortgageInterestOnly = 'MIO', MultiLegInstrument = 'MLEG', MortgagePrincipalOnly = 'MPO', MortgagePrivatePlacement = 'MPP', MiscellaneousPassThrough = 'MPT', MandatoryTender = 'MT', MediumTermNotes = 'MTN', NoSecurityType = 'NONE', Overnight = 'ONITE', Option = 'OPT', PrivateExportFunding = 'PEF', Pfandbriefe = 'PFAND', PromissoryNote = 'PN', PreferredStock = 'PS', PlazosFijos = 'PZFJ', RevenueAnticipationNote = 'RAN', Replaced = 'REPLACD', Repurchase = 'REPO', Retired = 'RETIRED', RevenueBonds = 'REV', RevolverLoan = 'RVLV', RevolverTermLoan = 'RVLVTRM', SecuritiesLoan = 'SECLOAN', SecuritiesPledge = 'SECPLEDGE', SpecialAssessment = 'SPCLA', SpecialObligation = 'SPCLO', SpecialTax = 'SPCLT', ShortTermLoanNote = 'STN', StructuredNotes = 'STRUCT', UsdSupranationalCoupons = 'SUPRA', SwingLineFacility = 'SWING', TaxAnticipationNote = 'TAN', TaxAllocation = 'TAXA', ToBeAnnounced = 'TBA', UsTreasuryBill = 'TBILL', UsTreasuryBond = 'TBOND', PrincipalStripOfACallableBondOrNote = 'TCAL', TimeDeposit = 'TD', TaxExemptCommercialPaper = 'TECP', TermLoan = 'TERM', InterestStripFromAnyBondOrNote = 'TINT', TreasuryInflationProtectedSecurities = 'TIPS', UsTreasuryNote = 'TNOTE', PrincipalStripFromANonCallableBondOrNote = 'TPRN', TaxAndRevenueAnticipationNote = 'TRAN', UsTreasuryNote2 = 'UST', UsTreasuryBill2 = 'USTB', VariableRateDemandNote = 'VRDN', Warrant = 'WAR', Withdrawn = 'WITHDRN', Unknown = 'WLD', ExtendedCommNote = 'XCN', IndexedLinked = 'XLINKD', YankeeCorporateBond = 'YANK', YankeeCertificateOfDeposit = 'YCD', OptionsOnPhysical = 'OOP', OptionsOnFutures = 'OOF', Cash = 'CASH', QualifyingShares = 'QS' } export enum StandInstDbType { Other = 0, DtcSid = 1, ThomsonAlert = 2, AGlobalCustodian = 3, Accountnet = 4 } export enum SettlDeliveryType { VersusPayment = 0, Free = 1, TriParty = 2, HoldInCustody = 3 } export enum AllocLinkType { FXNetting = 0, FXSwap = 1 } export enum PutOrCall { Put = 0, Call = 1 } export enum CoveredOrUncovered { Covered = 0, Uncovered = 1 } export enum CustomerOrFirm { Customer = 0, Firm = 1 } export enum AllocHandlInst { Match = 1, Forward = 2, ForwardAndMatch = 3 } export enum RoutingType { TargetFirm = 1, TargetList = 2, BlockFirm = 3, BlockList = 4 } export enum Benchmark { Curve = '1', Fiveyr = '2', Old5 = '3', Tenyr = '4', Old10 = '5', Thirtyyr = '6', Old30 = '7', Threemolibor = '8', Sixmolibor = '9' } 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' } export enum StipulationType { AbsolutePrepaymentSpeed = 'ABS', Amt = 'AMT', AutoReinvestmentAtOrBetter = 'AUTOREINV', BankQualified = 'BANKQUAL', BargainConditions = 'BGNCON', CouponRange = 'COUPON', ConstantPrepaymentPenalty = 'CPP', ConstantPrepaymentRate = 'CPR', ConstantPrepaymentYield = 'CPY', IsoCurrencyCode = 'CURRENCY', CustomStartEndDate = 'CUSTOMDATE', GeographicsAndPercentRange = 'GEOG', ValuationDiscount = 'HAIRCUT', FinalCprOfHomeEquityPrepaymentCurve = 'HEP', Insured = 'INSURED', YearOrYearMonthOfIssue = 'ISSUE', IssuersTicker = 'ISSUER', IssueSizeRange = 'ISSUESIZE', LookbackDays = 'LOOKBACK', ExplicitLotIdentifier = 'LOT', LotVariance = 'LOTVAR', MaturityYearAndMonth = 'MAT', MaturityRange = 'MATURITY', MaximumSubstitutions = 'MAXSUBS', PercentOfManufacturedHousingPrepaymentCurve = 'MHP', MinimumDenomination = 'MINDNOM', MinimumIncrement = 'MININCR', MinimumQuantity = 'MINQTY', MonthlyPrepaymentRate = 'MPR', PaymentFrequencyCalendar = 'PAYFREQ', NumberOfPieces = 'PIECES', PoolsMaximum = 'PMAX', PercentOfProspectusPrepaymentCurve = 'PPC', PoolsPerLot = 'PPL', PoolsPerMillion = 'PPM', PoolsPerTrade = 'PPT', PriceRange = 'PRICE', PricingFrequency = 'PRICEFREQ', ProductionYear = 'PROD', CallProtection = 'PROTECT', PercentOfBmaPrepaymentCurve = 'PSA', Purpose = 'PURPOSE', BenchmarkPriceSource = 'PXSOURCE', RatingSourceAndRange = 'RATING', TypeOfRedemption = 'REDEMPTION', Restricted = 'RESTRICTED', MarketSector = 'SECTOR', SecuritytypeIncludedOrExcluded = 'SECTYPE', SingleMonthlyMortality = 'SMM', Structure = 'STRUCT', SubstitutionsFrequency = 'SUBSFREQ', SubstitutionsLeft = 'SUBSLEFT', FreeformText = 'TEXT', TradeVariance = 'TRDVAR', WeightedAverageCoupon = 'WAC', WeightedAverageLifeCoupon = 'WAL', WeightedAverageLoanAge = 'WALA', WeightedAverageMaturity = 'WAM', WholePool = 'WHOLE', YieldRange = 'YIELD' } export enum StipulationValue { SpecialCumDividend = 'CD', SpecialExDividend = 'XD', SpecialCumCoupon = 'CC', SpecialExCoupon = 'XC', SpecialCumBonus = 'CB', SpecialExBonus = 'XB', SpecialCumRights = 'CR', SpecialExRights = 'XR', SpecialCumCapitalRepayments = 'CP', SpecialExCapitalRepayments = 'XP', CashSettlement = 'CS', SpecialPrice = 'SP', ReportForEuropeanEquityMarketSecurities = 'TR', GuaranteedDelivery = 'GD' } export enum YieldType { AfterTaxYield = 'AFTERTAX', AnnualYield = 'ANNUAL', YieldAtIssue = 'ATISSUE', YieldToAverageMaturity = 'AVGMATURITY', BookYield = 'BOOK', YieldToNextCall = 'CALL', YieldChangeSinceClose = 'CHANGE', ClosingYield = 'CLOSE', CompoundYield = 'COMPOUND', CurrentYield = 'CURRENT', GovernmentEquivalentYield = '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', YieldValueOf132 = 'VALUE1_32', YieldToWorst = 'WORST' } export enum SubscriptionRequestType { Snapshot = '0', SnapshotPlusUpdates = '1', DisablePreviousSnapshotPlusUpdateRequest = '2' } export enum MDUpdateType { FullRefresh = 0, IncrementalRefresh = 1 } export enum MDEntryType { Bid = '0', Offer = '1', Trade = '2', IndexValue = '3', OpeningPrice = '4', ClosingPrice = '5', SettlementPrice = '6', TradingSessionHighPrice = '7', TradingSessionLowPrice = '8', TradingSessionVwapPrice = '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', TradeCount = 'v', TradeEffectiveVolume = 'w', TradeNominalVolume = 'x', OpenInterestDate = 'y', SettlementDate = 'z', FixingPrice = 'W' } export enum TickDirection { PlusTick = '0', ZeroPlusTick = '1', MinusTick = '2', ZeroMinusTick = '3' } export enum QuoteCondition { ReservedSam = '0', NoActiveSam = '1', Restricted = '2', NoMarketActivity = '1000', NoDataAvailable = '1001', NotApplicable = '1002', AmountThresholdExceeded = '1003', OpenActive = 'A', ClosedInactive = 'B', ExchangeBest = 'C', ConsolidatedBest = 'D', Locked = 'E', Crossed = 'F', Depth = 'G', FastTrading = 'H', NonFirm = 'I', ManualSlowQuote = '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', NoMarketActivity = '1000', NoDataAvailable = '1001', NotApplicable = '1002', CashMarket = 'A', AveragePriceTrade = 'B', CashTrade = 'C', NextDayMarket = 'D', OpeningReopeningTradeDetail = 'E', IntradayTradeDetail = 'F', Rule127 = 'G', Rule155 = 'H', SoldLast = 'I', NextDayTrade = 'J', Opened = 'K', Seller = 'L', Sold = 'M', StoppedStock = 'N', ImbalanceMoreBuyers = 'P', ImbalanceMoreSellers = 'Q', OpeningPrice = 'R', TradesResultingFromManualSlowQuote = 'Y', TradesResultingFromIntermarketSweep = 'Z', BargainCondition = 'S', ConvertedPriceIndicator = 'T', ExchangeLast = 'U', FinalPriceOfSession = 'V', ExPit = 'W', Crossed = 'X', 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', OfficalClosingPrice = 'AN', Crossed2 = 'AO', FastMarket = 'AP', AutomaticExecution = 'AQ', FormT = 'AR', BasketIndex = 'AS', BurstBasket = 'AT' } 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 { CancelationTradeBust = '0', Error = '1' } export enum OpenCloseSettlFlag { DailyOpenCloseSettlementEntry = '0', SessionOpenCloseSettlementEntry = '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' } export enum QuoteStatus { Accepted = 0, CanceledForSymbol = 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 } export enum QuoteCancelType { CancelForSymbol = 1, CancelForSecurityType = 2, CancelForUnderlyingSymbol = 3, CancelAllQuotes = 4, CancelQuoteSpecifiedInQuoteid = 5 } export enum QuoteRejectReason { UnknownSymbol = 1, ExchangeClosed = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, UnknownQuote = 5, DuplicateQuote = 6, InvalidBidAskSpread = 7, InvalidPrice = 8, NotAuthorizedToQuoteSecurity = 9, Other = 99 } export enum QuoteResponseLevel { NoAcknowledgement = 0, AcknowledgeOnlyNegativeOrErroneousQuotes = 1, AcknowledgeEachQuoteMessages = 2 } export enum QuoteRequestType { Manual = 1, Automatic = 2 } export enum SecurityRequestType { RequestSecurityIdentityAndSpecifications = 0, RequestSecurityIdentityForTheSpecificationsProvided = 1, RequestListSecurityTypes = 2, RequestListSecurities = 3 } export enum SecurityResponseType { AcceptSecurityProposalAsIs = 1, AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage = 2, ListOfSecurityTypesReturnedPerRequest = 3, ListOfSecuritiesReturnedPerRequest = 4, RejectSecurityProposal = 5, CanNotMatchSelectionCriteria = 6 } export enum SecurityTradingStatus { OpeningDelay = 1, TradingHalt = 2, Resume = 3, NoOpenNoResume = 4, PriceIndication = 5, TradingRangeIndication = 6, MarketImbalanceBuy = 7, MarketImbalanceSell = 8, MarketOnCloseImbalanceBuy = 9, MarketOnCloseImbalanceSell = 10, NotAssigned = 11, NoMarketImbalance = 12, NoMarketOnCloseImbalance = 13, ItsPreOpening = 14, NewPriceIndication = 15, TradeDisseminationTime = 16, ReadyToTradeStartOfSession = 17, NotAvailableForTradingEndOfSession = 18, NotTradedOnThisMarket = 19, UnknownOrInvalid = 20, PreOpen = 21, OpeningRotation = 22, FastMarket = 23 } export enum HaltReason { NewsDissemination = 'D', OrderInflux = 'E', OrderImbalance = 'I', AdditionalInformation = 'M', NewsPending = 'P', EquipmentChangeover = 'X' } export enum Adjustment { Cancel = 1, Error = 2, Correction = 3 } export enum TradSesMethod { Electronic = 1, OpenOutcry = 2, TwoParty = 3 } 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, Disabled = 7 } export enum MessageEncoding { Iso2022Jp = 'ISO-2022-JP', EucJp = 'EUC-JP', ShiftJis = 'SHIFT_JIS', Utf8 = 'UTF-8' } export enum QuoteEntryRejectReason { UnknownSymbol = 1, ExchangeClosed = 2, QuoteExceedsLimit = 3, TooLateToEnter = 4, UnknownQuote = 5, DuplicateQuote = 6, InvalidBidAskSpread = 7, InvalidPrice = 8, NotAuthorizedToQuoteSecurity = 9, Other = 99 } 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, Other = 99 } export enum BidRequestTransType { Cancel = 'C', New = 'N' } export enum ExecRestatementReason { GtCorporateAction = 0, GtRenewalRestatement = 1, VerbalChange = 2, RepricingOfOrder = 3, BrokerOption = 4, PartialDeclineOfOrderqty = 5, CancelOnTradingHalt = 6, CancelOnSystemFailure = 7, MarketOption = 8, CanceledNotBest = 9, WarehouseRecap = 10, PegRefresh = 11, Other = 99 } export enum BusinessRejectReason { Other = 0, UnkownId = 1, UnknownSecurity = 2, UnsupportedMessageType = 3, ApplicationNotAvailable = 4, ConditionallyRequiredFieldMissing = 5, NotAuthorized = 6, DelivertoFirmNotAvailableAtThisTime = 7, ThrottleLimitExceeded = 8, 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, DisclosedStyle = 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 ProgRptReqs { BuysideExplicitlyRequestsStatusUsingStatusrequest = 1, SellsidePeriodicallySendsStatusUsingListstatus = 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', VwapThroughADayExceptYori = '9', VwapThroughAMorningSessionExceptYori = 'A', VwapThroughAnAfternoonSessionExceptYori = '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, ProductTicksInHalfs = 13, ProductTicksInFourths = 14, ProductTicksInEights = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyForths = 18, ProductTicksInOneTwentyEights = 19 } export enum GTBookingInst { BookOutAllTradesOnDayOfExecution = 0, AccumulateExecutionsUntilOrderIsFilledOrExpires = 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, Canceling = 4, Alert = 5, AllDone = 6, Reject = 7 } export enum ListExecInstType { Immediate = '1', WaitForExecuteInstruction = '2', ExchangeSwitchCivOrderSellDriven = '3', ExchangeSwitchCivOrderBuyDrivenCashTopUp = '4', ExchangeSwitchCivOrderBuyDrivenCashWithdraw = '5' } export enum CxlRejResponseTo { OrderCancelRequest = '1', OrderCancelReplaceRequest = '2' } export enum MultiLegReportingType { SingleSecurity = '1', IndividualLegOfAMultiLegSecurity = '2', MultiLegSecurity = '3' } export enum PartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAccount = '3', MalaysianCentralDepositoryNumber = '4', ChineseBShare = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerIdentificationNumber = '8', AustralianBusinessNumber = '9', AustralianTaxFileNumber = 'A', Bic = 'B', GenerallyAcceptedMarketParticipantIdentifier = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', SettlementEntityLocation = 'F', Mic = 'G', CsdParticipantMemberCode = 'H', DirectedBroker = 'I' } export enum PartyRole { ExecutingFirm = 1, BrokerOfCredit = 2, ClientId = 3, ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirm = 8, FundManagerClientId = 9, SettlementLocation = 10, OrderOriginationTrader = 11, ExecutingTrader = 12, OrderOriginationFirm = 13, GiveupClearingFirm = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSeller = 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, ForiegnFirm = 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, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidity = 70, CompetentAuthorityOfTheTransaction = 71, ReportingIntermediary = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, GiveUpFirm = 95, TakeUpFirm = 96 } export enum Product { Agency = 1, Commodity = 2, Corporate = 3, Currency = 4, Equity = 5, Government = 6, Index = 7, Loan = 8, Moneymarket = 9, Mortgage = 10, Municipal = 11, Other = 12, Financing = 13 } export enum QuantityType { Shares = 1, Bonds = 2, Currentface = 3, Originalface = 4, Currency = 5, Contracts = 6, Other = 7, Par = 8 } export enum RoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } export enum DistribPaymentMethod { Crest = 1, Nscc = 2, Euroclear = 3, Clearstream = 4, Cheque = 5, TelegraphicTransfer = 6, Fedwire = 7, DirectCredit = 8, AchCredit = 9, Bpay = 10, HighValueClearingSystemHvacs = 11, ReinvestInFund = 12 } export enum CancellationRights { NoExecutionOnly = 'N', NoWaiverAgreement = 'M', NoInstitutional = 'O', Yes = 'Y' } export enum MoneyLaunderingStatus { ExemptBelowTheLimit = '1', ExemptClientMoneyTypeExemption = '2', ExemptAuthorisedCreditOrFinancialInstitution = '3', Passed = 'Y', NotChecked = 'N' } export enum ExecPriceType { BidPrice = 'B', CreationPrice = 'C', CreationPricePlusAdjustmentPercent = 'D', CreationPricePlusAdjustmentAmount = 'E', OfferPrice = 'O', OfferPriceMinusAdjustmentPercent = 'P', OfferPriceMinusAdjustmentAmount = 'Q', SinglePrice = 'S' } export enum TradeReportTransType { New = 0, Cancel = 1, Replace = 2, Release = 3, Reverse = 4, CancelDueToBackOutOfTrade = 5 } export enum PaymentMethod { Crest = 1, Nscc = 2, Euroclear = 3, Clearstream = 4, Cheque = 5, TelegraphicTransfer = 6, Fedwire = 7, DebitCard = 8, DirectDebit = 9, DirectCredit = 10, CreditCard = 11, AchDebit = 12, AchCredit = 13, Bpay = 14, HighValueClearingSystem = 15 } export enum TaxAdvantageType { None = 0, MaxiIsa = 1, Tessa = 2, MiniCashIsa = 3, MiniStocksAndSharesIsa = 4, MiniInsuranceIsa = 5, CurrentYearPayment = 6, PriorYearPayment = 7, AssetTransfer = 8, EmployeePriorYear = 9, Employee = 10, Employer = 11, Employer2 = 12, NonFundPrototypeIra = 13, NonFundQualifiedPlan = 14, DefinedContributionPlan = 15, IndividualRetirementAccount = 16, IndividualRetirementAccount2 = 17, Keogh = 18, ProfitSharingPlan = 19, E401K = 20, SelfDirectedIra = 21, E403B = 22, E457 = 23, RothIra = 24, RothIra2 = 25, RothConversionIra = 26, RothConversionIra2 = 27, EducationIra = 28, EducationIra2 = 29, Other = 999 } export enum FundRenewWaiv { No = 'N', Yes = 'Y' } export enum RegistStatus { Accepted = 'A', Rejected = 'R', Held = 'H', Reminder = 'N' } export enum RegistRejReasonCode { InvalidUnacceptableAccountType = 1, InvalidUnacceptableTaxExemptType = 2, InvalidUnacceptableOwnershipType = 3, InvalidUnacceptableNoRegDetls = 4, InvalidUnacceptableRegSeqNo = 5, InvalidUnacceptableRegDtls = 6, InvalidUnacceptableMailingDtls = 7, InvalidUnacceptableMailingInst = 8, InvalidUnacceptableInvestorId = 9, InvalidUnacceptableInvestorIdSource = 10, InvalidUnacceptableDateOfBirth = 11, InvalidUnacceptableInvestorCountryOfResidence = 12, InvalidUnacceptableNodistribinstns = 13, InvalidUnacceptableDistribPercentage = 14, InvalidUnacceptableDistribPaymentMethod = 15, InvalidUnacceptableCashDistribAgentAcctName = 16, InvalidUnacceptableCashDistribAgentCode = 17, InvalidUnacceptableCashDistribAgentAcctNum = 18, Other = 99 } export enum RegistTransType { New = '0', Replace = '1', Cancel = '2' } export enum OwnershipType { JointTrustees = '2', JointInvestors = 'J', TenantsInCommon = 'T' } export enum ContAmtType { CommissionAmount = 1, CommissionPercent = 2, InitialChargeAmount = 3, InitialChargePercent = 4, DiscountAmount = 5, DiscountPercent = 6, DilutionLevyAmount = 7, DilutionLevyPercent = 8, ExitChargeAmount = 9, ExitChargePercent = 10, FundBasedRenewalCommissionPercent = 11, ProjectedFundValue = 12, FundBasedRenewalCommissionAmount = 13, FundBasedRenewalCommissionAmount2 = 14, NetSettlementAmount = 15 } export enum OwnerType { IndividualInvestor = 1, PublicCompany = 2, PrivateCompany = 3, IndividualTrustee = 4, CompanyTrustee = 5, PensionPlan = 6, CustodianUnderGiftsToMinorsAct = 7, Trusts = 8, Fiduciaries = 9, NetworkingSubAccount = 10, NonProfitOrganization = 11, CorporateBody = 12, Nominee = 13 } export enum OrderCapacity { Agency = 'A', Proprietary = 'G', Individual = 'I', Principal = 'P', RisklessPrincipal = 'R', AgentForOtherMember = 'W' } export enum OrderRestrictions { ProgramTrade = '1', IndexArbitrage = '2', NonIndexArbitrage = '3', CompetingMarketMaker = '4', ActingAsMarketMakerOrSpecialistInTheSecurity = '5', ActingAsMarketMakerOrSpecialistInTheUnderlyingSecurityOfADerivativeSecurity = '6', ForeignEntity = '7', ExternalMarketParticipant = '8', ExternalInterConnectedMarketLinkage = '9', RisklessArbitrage = 'A' } export enum MassCancelRequestType { CancelOrdersForASecurity = '1', CancelOrdersForAnUnderlyingSecurity = '2', CancelOrdersForAProduct = '3', CancelOrdersForACficode = '4', CancelOrdersForASecuritytype = '5', CancelOrdersForATradingSession = '6', CancelAllOrders = '7', CancelOrdersForAMarket = '8', CancelOrdersForAMarketSegment = '9', CancelOrdersForASecurityGroup = 'A', CancelOrdersForASecurityB = 'B', CancelForIssuerOfUnderlyingSecurity = 'C' } export enum MassCancelResponse { CancelRequestRejected = '0', CancelOrdersForASecurity = '1', CancelOrdersForAnUnderlyingSecurity = '2', CancelOrdersForAProduct = '3', CancelOrdersForACficode = '4', CancelOrdersForASecuritytype = '5', CancelOrdersForATradingSession = '6', CancelAllOrders = '7', CancelOrdersForAMarket = '8', CancelOrdersForAMarketSegment = '9', CancelOrdersForASecurityGroup = 'A', CancelOrdersForASecurityB = 'B', CancelForIssuerOfUnderlyingSecurity = 'C' } export enum MassCancelRejectReason { MassCancelNotSupported = 0, InvalidOrUnknownSecurity = 1, InvalidOrUnknownUnderlying = 2, InvalidOrUnknownProduct = 3, InvalidOrUnknownCficode = 4, InvalidOrUnknownSecurityType = 5, InvalidOrUnknownTradingSession = 6, InvalidOrUnknownMarket = 7, InvalidOrUnknownMarketSegment = 8, InvalidOrUnknownSecurityGroup = 9, Other = 99 } export enum QuoteType { Indicative = 0, Tradeable = 1, RestrictedTradeable = 2, Counter = 3 } export enum CashMargin { Cash = '1', MarginOpen = '2', MarginClose = '3' } export enum Scope { Local = '1', National = '2', Global = '3' } export enum CrossType { CrossTradeWhichIsExecutedCompletelyOrNot = 1, CrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelled = 2, CrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActive = 3, CrossTradeIsExecutedWithExistingOrdersWithTheSamePrice = 4 } export enum CrossPrioritization { None = 0, BuySideIsPrioritized = 1, SellSideIsPrioritized = 2 } export enum NoSides { OneSide = 1, BothSides = 2 } export enum SecurityListRequestType { Symbol = 0, SecuritytypeAndOrCficode = 1, Product = 2, Tradingsessionid = 3, AllSecurities = 4 } export enum SecurityRequestResult { ValidRequest = 0, InvalidOrUnsupportedRequest = 1, NoInstrumentsFoundThatMatchSelectionCriteria = 2, NotAuthorizedToRetrieveInstrumentData = 3, InstrumentDataTemporarilyUnavailable = 4, RequestForInstrumentDataNotSupported = 5 } export enum MultiLegRptTypeReq { ReportByMulitlegSecurityOnly = 0, ReportByMultilegSecurityAndByInstrumentLegsBelongingToTheMultilegSecurity = 1, ReportByInstrumentLegsBelongingToTheMultilegSecurityOnly = 2 } export enum TradSesStatusRejReason { UnknownOrInvalidTradingsessionid = 1, Other = 99 } export enum TradeRequestType { AllTrades = 0, MatchedTradesMatchingCriteriaProvidedOnRequest = 1, UnmatchedTradesThatMatchCriteria = 2, UnreportedTradesThatMatchCriteria = 3, AdvisoriesThatMatchCriteria = 4 } export enum MatchStatus { ComparedMatchedOrAffirmed = '0', UncomparedUnmatchedOrUnaffirmed = '1', AdvisoryOrAlert = '2' } export enum MatchType { OnePartyTradeReport = '1', TwoPartyTradeReport = '2', ConfirmedTradeReport = '3', AutoMatch = '4', CrossAuction = '5', CounterOrderSelection = '6', CallAuction = '7', OnePartyPrivatelyNegotiatedTradeReport = '60', TwoPartyPrivatelyNegotiatedTradeReport = '61', ContinuousAutoMatch = '62', CrossAuction2 = '63', CounterOrderSelection2 = '64', CallAuction2 = '65', ExactPlusFourBadgesAndExecutionTime = 'A1', ExactPlusFourBadges = 'A2', ExactPlusTwoBadgesAndExecutionTime = 'A3', ExactPlusTwoBadges = 'A4', ExactPlusExecutionTime = 'A5', ActAcceptedTrade = 'M3', ActDefaultTrade = 'M4', ActDefaultAfterM2 = 'M5', ActM6Match = 'M6', ComparedRecordsResultingFromStampedAdvisoriesOrSpecialistAcceptsPairOffs = 'AQ', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimesActM1Match = 'M1', SummarizedMatchMinusBadgesAndTimesActM2Match = 'M2', OcsLockedInNonAct = 'MT', SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummaried = 'S1', SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized = 'S2', SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized = 'S3', SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized = 'S4', SummarizedMatchUsingA5ExactMatchCriteriaExceptQuantityIsSummarized = 'S5' } export enum ClearingInstruction { ProcessNormally = 0, ExcludeFromAllNetting = 1, BilateralNettingOnly = 2, ExClearing = 3, SpecialTrade = 4, MultilateralNetting = 5, ClearAgainstCentralCounterparty = 6, ExcludeFromCentralCounterparty = 7, ManualMode = 8, AutomaticPostingMode = 9, AutomaticGiveUpMode = 10, QualifiedServiceRepresentativeQsr = 11, CustomerTrade = 12, SelfClearing = 13 } export enum AccountType { AccountIsCarriedOnCustomerSideOfBooks = 1, AccountIsCarriedOnNonCustomerSideOfBooks = 2, HouseTrader = 3, FloorTrader = 4, AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6, AccountIsHouseTraderAndIsCrossMargined = 7, JointBackofficeAccount = 8 } export enum CustOrderCapacity { MemberTradingForTheirOwnAccount = 1, ClearingFirmTradingForItsProprietaryAccount = 2, MemberTradingForAnotherMember = 3, AllOther = 4 } export enum MassStatusReqType { StatusForOrdersForASecurity = 1, StatusForOrdersForAnUnderlyingSecurity = 2, StatusForOrdersForAProduct = 3, StatusForOrdersForACficode = 4, StatusForOrdersForASecuritytype = 5, StatusForOrdersForATradingSession = 6, StatusForAllOrders = 7, StatusForOrdersForAPartyid = 8 } export enum DayBookingInst { CanTriggerBookingWithoutReferenceToTheOrderInitiator = '0', SpeakWithOrderInitiatorBeforeBooking = '1', Accumulate = '2' } export enum BookingUnit { EachPartialExecutionIsABookableUnit = '0', AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder = '1', AggregateExecutionsForThisSymbolSideAndSettlementDate = '2' } export enum PreallocMethod { ProRata = '0', DoNotProRata = '1' } export enum AllocType { Calculated = 1, Preliminary = 2, SellsideCalculatedUsingPreliminary = 3, SellsideCalculatedWithoutPreliminary = 4, ReadyToBookSingleOrder = 5, BuysideReadyToBook = 6, WarehouseInstruction = 7, RequestToIntermediary = 8, Accept = 9, Reject = 10, AcceptPending = 11, IncompleteGroup = 12, CompleteGroup = 13, ReversalPending = 14 } export enum ClearingFeeIndicator { E1stYearDelegateTradingForOwnAccount = '1', E2ndYearDelegateTradingForOwnAccount = '2', E3rdYearDelegateTradingForOwnAccount = '3', E4thYearDelegateTradingForOwnAccount = '4', E5thYearDelegateTradingForOwnAccount = '5', E6thYearDelegateTradingForOwnAccount = '9', CboeMember = 'B', NonMemberAndCustomer = 'C', EquityMemberAndClearingMember = 'E', FullAndAssociateMemberTradingForOwnAccountAndAsFloorBrokers = 'F', Firms106HAnd106J = 'H', GimIdemAndComMembershipInterestHolders = 'I', LesseeAnd106FEmployees = 'L', AllOtherOwnershipTypes = 'M' } export enum PriorityIndicator { PriorityUnchanged = 0, LostPriorityAsResultOfOrderChange = 1 } export enum SecDefStatus { PendingApproval = 0, Approved = 1, Rejected = 2, UnauthorizedRequest = 3, InvalidDefinitionRequest = 4 } export enum QuoteRequestRejectReason { UnknownSymbol = 1, ExchangeClosed = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, InvalidPrice