jspurefix
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pure node js fix engine
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text/typescript
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