jspurefix
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pure node js fix engine
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text/typescript
export enum AdvSide {
Buy = 'B',
Sell = 'S',
Trade = 'T',
Cross = 'X'
}
export enum AdvTransType {
Cancel = 'C',
New = 'N',
Replace = 'R'
}
export enum CommType {
PerShare = '1',
Percentage = '2',
Absolute = '3'
}
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',
InstitutionsOnly = 'I',
LastPeg = 'L',
MidPricePeg = 'M',
NonNegotiable = 'N',
OpeningPeg = 'O',
MarketPeg = 'P',
PrimaryPeg = 'R',
Suspend = 'S',
FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T',
CustomerDisplayInstruction = 'U',
Netting = 'V',
PegToVwap = 'W'
}
export enum ExecTransType {
New = '0',
Cancel = '1',
Correct = '2',
Status = '3'
}
export enum HandlInst {
AutomatedExecutionOrderPrivateNoBrokerIntervention = '1',
AutomatedExecutionOrderPublicBrokerInterventionOk = '2',
ManualOrderBestExecution = '3'
}
export enum IDSource {
Cusip = '1',
Sedol = '2',
Quik = '3',
IsinNumber = '4',
RicCode = '5',
IsoCurrencyCode = '6',
IsoCountryCode = '7',
ExchangeSymbol = '8',
ConsolidatedTapeAssociation = '9'
}
export enum IOIQltyInd {
High = 'H',
Low = 'L',
Medium = 'M'
}
export enum IOIShares {
Large = 'L',
Medium = 'M',
Small = 'S'
}
export enum IOITransType {
Cancel = 'C',
New = 'N',
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',
QuoteStatusRequest = 'a',
Logon = 'A',
News = 'B',
QuoteAcknowledgement = 'b',
Email = 'C',
SecurityDefinitionRequest = 'c',
OrderSingle = 'D',
SecurityDefinition = 'd',
OrderList = 'E',
SecurityStatusRequest = 'e',
SecurityStatus = 'f',
OrderCancelRequest = 'F',
OrderCancelReplaceRequest = 'G',
TradingSessionStatusRequest = 'g',
OrderStatusRequest = 'H',
TradingSessionStatus = 'h',
MassQuote = 'i',
BusinessMessageReject = 'j',
Allocation = 'J',
ListCancelRequest = 'K',
BidRequest = 'k',
BidResponse = 'l',
ListExecute = 'L',
ListStrikePrice = 'm',
ListStatusRequest = 'M',
ListStatus = 'N',
AllocationAck = 'P',
DontKnowTrade = 'Q',
QuoteRequest = 'R',
Quote = 'S',
SettlementInstructions = 'T',
MarketDataRequest = 'V',
MarketDataSnapshotFullRefresh = 'W',
MarketDataIncrementalRefresh = 'X',
MarketDataRequestReject = 'Y',
QuoteCancel = 'Z'
}
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',
ForexC = 'C',
PreviouslyQuoted = 'D',
PreviouslyIndicated = 'E',
ForexF = 'F',
ForexG = 'G',
ForexH = 'H',
Funari = 'I',
Pegged = 'P'
}
export enum PossDupFlag {
No = 'N',
Yes = 'Y'
}
export enum Rule80A {
AgencySingleOrder = 'A',
ShortExemptTransactionB = 'B',
ProgramOrderNonIndexArbForMemberFirmOrg = 'C',
ProgramOrderIndexArbForMemberFirmOrg = 'D',
RegisteredEquityMarketMakerTrades = 'E',
ShortExemptTransactionF = 'F',
ShortExemptTransactionH = 'H',
IndividualInvestorSingleOrder = 'I',
ProgramOrderIndexArbForIndividualCustomer = 'J',
ProgramOrderNonIndexArbForIndividualCustomer = 'K',
ShortExemptTransactionForMemberCompetingMarketMakerAffiliatedWithTheFirmClearingTheTrade = 'L',
ProgramOrderIndexArbForOtherMember = 'M',
ProgramOrderNonIndexArbForOtherMember = 'N',
CompetingDealerTradesO = 'O',
Principal = 'P',
CompetingDealerTradesR = 'R',
SpecialistTrades = 'S',
CompetingDealerTradesT = 'T',
ProgramOrderIndexArbForOtherAgency = 'U',
AllOtherOrdersAsAgentForOtherMember = 'W',
ShortExemptTransactionForMemberCompetingMarketMakerNotAffiliatedWithTheFirmClearingTheTrade = 'X',
ProgramOrderNonIndexArbForOtherAgency = 'Y',
ShortExemptTransactionForNonMemberCompetingMarketMaker = 'Z'
}
export enum Side {
Buy = '1',
Sell = '2',
BuyMinus = '3',
SellPlus = '4',
SellShort = '5',
SellShortExempt = '6',
Undisclosed = '7',
Cross = '8',
CrossShort = '9'
}
export enum TimeInForce {
Day = '0',
GoodTillCancel = '1',
AtTheOpening = '2',
ImmediateOrCancel = '3',
FillOrKill = '4',
GoodTillCrossing = '5',
GoodTillDate = '6'
}
export enum Urgency {
Normal = '0',
Flash = '1',
Background = '2'
}
export enum SettlmntTyp {
Regular = '0',
Cash = '1',
NextDay = '2',
TPlus2 = '3',
TPlus3 = '4',
TPlus4 = '5',
Future = '6',
WhenIssued = '7',
SellersOption = '8',
TPlus5 = '9'
}
export enum AllocTransType {
New = '0',
Replace = '1',
Cancel = '2',
Preliminary = '3',
Calculated = '4',
CalculatedWithoutPreliminary = '5'
}
export enum OpenClose {
Close = 'C',
Open = 'O'
}
export enum ProcessCode {
Regular = '0',
SoftDollar = '1',
StepIn = '2',
StepOut = '3',
SoftDollarStepIn = '4',
SoftDollarStepOut = '5',
PlanSponsor = '6'
}
export enum AllocStatus {
Accepted = 0,
Rejected = 1,
PartialAccept = 2,
Received = 3
}
export enum AllocRejCode {
UnknownAccount = 0,
IncorrectQuantity = 1,
IncorrectAveragePrice = 2,
UnknownExecutingBrokerMnemonic = 3,
CommissionDifference = 4,
UnknownOrderid = 5,
UnknownListid = 6,
Other = 7
}
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,
PemDesMd5 = 6
}
export enum CxlRejReason {
TooLateToCancel = 0,
UnknownOrder = 1,
BrokerOption = 2,
OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3
}
export enum OrdRejReason {
BrokerOption = 0,
UnknownSymbol = 1,
ExchangeClosed = 2,
OrderExceedsLimit = 3,
TooLateToEnter = 4,
UnknownOrder = 5,
DuplicateOrder = 6,
DuplicateOfAVerballyCommunicatedOrder = 7,
StaleOrder = 8
}
export enum IOIQualifier {
AllOrNone = 'A',
AtTheClose = 'C',
InTouchWith = 'I',
Limit = 'L',
MoreBehind = 'M',
AtTheOpen = 'O',
TakingAPosition = 'P',
AtTheMarket = 'Q',
ReadyToTrade = 'R',
PortfolioShowN = 'S',
ThroughTheDay = 'T',
Versus = 'V',
Indication = 'W',
CrossingOpportunity = 'X',
AtTheMidpoint = 'Y',
PreOpen = 'Z'
}
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',
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'
}
export enum ResetSeqNumFlag {
No = 'N',
Yes = 'Y'
}
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'
}
export enum SettlCurrFxRateCalc {
Multiply = 'M',
Divide = 'D'
}
export enum SettlInstMode {
Default = '0',
StandingInstructionsProvided = '1',
SpecificAllocationAccountOverriding = '2',
SpecificAllocationAccountStanding = '3'
}
export enum SettlInstTransType {
Cancel = 'C',
New = 'N',
Replace = 'R'
}
export enum SettlInstSource {
BrokersInstructions = '1',
InstitutionsInstructions = '2'
}
export enum SettlLocation {
Cedel = 'CED',
DepositoryTrustCompany = 'DTC',
Euroclear = 'EUR',
FederalBookEntry = 'FED',
LocalMarketSettleLocation = 'ISO Country Code',
Physical = 'PNY',
ParticipantTrustCompany = 'PTC'
}
export enum SecurityType {
WildcardEntry = '?',
BankersAcceptance = 'BA',
ConvertibleBond = 'CB',
CertificateOfDeposit = 'CD',
CollateralizeMortgageObligation = 'CMO',
CorporateBond = 'CORP',
CommercialPaper = 'CP',
CorporatePrivatePlacement = 'CPP',
CommonStock = 'CS',
FederalHousingAuthority = 'FHA',
FederalHomeLoan = 'FHL',
FederalNationalMortgageAssociation = 'FN',
ForeignExchangeContract = 'FOR',
Future = 'FUT',
GovernmentNationalMortgageAssociation = 'GN',
TreasuriesPlusAgencyDebenture = 'GOVT',
MortgageIoette = 'IET',
MutualFund = 'MF',
MortgageInterestOnly = 'MIO',
MortgagePrincipalOnly = 'MPO',
MortgagePrivatePlacement = 'MPP',
MiscellaneousPassThru = 'MPT',
MunicipalBond = 'MUNI',
NoIsitcSecurityType = 'NONE',
Option = 'OPT',
PreferredStock = 'PS',
RepurchaseAgreement = 'RP',
ReverseRepurchaseAgreement = 'RVRP',
StudentLoanMarketingAssociation = 'SL',
TimeDeposit = 'TD',
UsTreasuryBill = 'USTB',
Warrant = 'WAR',
CatsTigersLions = 'ZOO'
}
export enum StandInstDbType {
Other = 0,
DtcSid = 1,
ThomsonAlert = 2,
AGlobalCustodian = 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 NotifyBrokerOfCredit {
No = 'N',
Yes = 'Y'
}
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',
E5Yr = '2',
Old5 = '3',
E10Yr = '4',
Old10 = '5',
E30Yr = '6',
Old30 = '7',
E3MoLibor = '8',
E6MoLibor = '9'
}
export enum SubscriptionRequestType {
Snapshot = '0',
SnapshotPlusUpdates = '1',
DisablePreviousSnapshotPlusUpdateRequest = '2'
}
export enum MDUpdateType {
FullRefresh = 0,
IncrementalRefresh = 1
}
export enum AggregatedBook {
No = 'N',
Yes = 'Y'
}
export enum MDEntryType {
Bid = '0',
Offer = '1',
Trade = '2',
IndexValue = '3',
OpeningPrice = '4',
ClosingPrice = '5',
SettlementPrice = '6',
TradingSessionHighPrice = '7',
TradingSessionLowPrice = '8',
TradingSessionVwapPrice = '9'
}
export enum TickDirection {
PlusTick = '0',
ZeroPlusTick = '1',
MinusTick = '2',
ZeroMinusTick = '3'
}
export enum QuoteCondition {
Open = 'A',
Closed = 'B',
ExchangeBest = 'C',
ConsolidatedBest = 'D',
Locked = 'E',
Crossed = 'F',
Depth = 'G',
FastTrading = 'H',
NonFirm = 'I'
}
export enum TradeCondition {
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'
}
export enum MDUpdateAction {
New = '0',
Change = '1',
Delete = '2'
}
export enum MDReqRejReason {
UnknownSymbol = '0',
DuplicateMdreqid = '1',
InsufficientBandwidth = '2',
InsufficientPermissions = '3',
UnsupportedSubscriptionrequesttype = '4',
UnsupportedMarketdepth = '5',
UnsupportedMdupdatetype = '6',
UnsupportedAggregatedbook = '7',
UnsupportedMdentrytype = '8'
}
export enum DeleteReason {
Cancelation = '0',
Error = '1'
}
export enum OpenCloseSettleFlag {
DailyOpen = '0',
SessionOpen = '1',
DeliverySettlementPrice = '2'
}
export enum FinancialStatus {
Bankrupt = '1'
}
export enum CorporateAction {
ExDividend = 'A',
ExDistribution = 'B',
ExRights = 'C',
New = 'D',
ExInterest = 'E'
}
export enum QuoteAckStatus {
Accepted = 0,
CanceledForSymbol = 1,
CanceledForSecurityType = 2,
CanceledForUnderlying = 3,
CanceledAll = 4,
Rejected = 5
}
export enum QuoteCancelType {
CancelForSymbol = 1,
CancelForSecurityType = 2,
CancelForUnderlyingSymbol = 3,
CancelForAllQuotes = 4
}
export enum QuoteRejectReason {
UnknownSymbol = 1,
Exchange = 2,
QuoteRequestExceedsLimit = 3,
TooLateToEnter = 4,
UnknownQuote = 5,
DuplicateQuote = 6,
InvalidBidAskSpread = 7,
InvalidPrice = 8,
NotAuthorizedToQuoteSecurity = 9
}
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 UnsolicitedIndicator {
No = 'N',
Yes = 'Y'
}
export enum SecurityTradingStatus {
OpeningDelay = 1,
TradingHalt = 2,
Resume = 3,
NoOpenNoResume = 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
}
export enum HaltReasonChar {
NewsDissemination = 'D',
OrderInflux = 'E',
OrderImbalance = 'I',
AdditionalInformation = 'M',
NewsPending = 'P',
EquipmentChangeover = 'X'
}
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 TradSesMethod {
Electronic = 1,
OpenOutcry = 2,
TwoParty = 3
}
export enum TradSesMode {
Testing = 1,
Simulated = 2,
Production = 3
}
export enum TradSesStatus {
Halted = 1,
Open = 2,
Closed = 3,
PreOpen = 4,
PreClose = 5
}
export enum MessageEncoding {
EucJp = 'EUC-JP',
Iso2022Jp = 'ISO-2022-JP',
ShiftJis = 'SHIFT_JIS',
Utf8 = 'UTF-8'
}
export enum QuoteEntryRejectReason {
UnknownSymbol = 1,
Exchange = 2,
QuoteExceedsLimit = 3,
TooLateToEnter = 4,
UnknownQuote = 5,
DuplicateQuote = 6,
InvalidBidAskSpread = 7,
InvalidPrice = 8,
NotAuthorizedToQuoteSecurity = 9
}
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
}
export enum BidRequestTransType {
Cancel = 'C',
No = 'N'
}
export enum SolicitedFlag {
No = 'N',
Yes = 'Y'
}
export enum ExecRestatementReason {
GtCorporateAction = 0,
GtRenewal = 1,
VerbalChange = 2,
RepricingOfOrder = 3,
BrokerOption = 4,
PartialDeclineOfOrderqty = 5
}
export enum BusinessRejectReason {
Other = 0,
UnkownId = 1,
UnknownSecurity = 2,
UnsupportedMessageType = 3,
ApplicationNotAvailable = 4,
ConditionallyRequiredFieldMissing = 5
}
export enum MsgDirection {
Receive = 'R',
Send = 'S'
}
export enum DiscretionInst {
RelatedToDisplayedPrice = '0',
RelatedToMarketPrice = '1',
RelatedToPrimaryPrice = '2',
RelatedToLocalPrimaryPrice = '3',
RelatedToMidpointPrice = '4',
RelatedToLastTradePrice = '5'
}
export enum LiquidityIndType {
E5DayMovingAverage = 1,
E20DayMovingAverage = 2,
NormalMarketSize = 3,
Other = 4
}
export enum ExchangeForPhysical {
No = 'N',
Yes = 'Y'
}
export enum ProgRptReqs {
BuysideExplicitlyRequestsStatusUsingStatusrequest = 1,
SellsidePeriodicallySendsStatusUsingListstatusPeriodOptionallySpecifiedInProgressperiod = 2,
RealTimeExecutionReports = 3
}
export enum IncTaxInd {
Net = 1,
Gross = 2
}
export enum TradeType {
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,
PerShare = 2,
FixedAmount = 3
}
export enum GTBookingInst {
BookOutAllTradesOnDayOfExecution = 0,
AccumulateExecutionsUntilOrderIsFilledOrExpires = 1,
AccumulateUntilVerballyNotifiedOtherwise = 2
}
export enum NetGrossInd {
Net = 1,
Gross = 2
}
export enum ListExecInstType {
Immediate = '1',
WaitForExecuteInstruction = '2'
}
export enum CxlRejResponseTo {
OrderCancelRequest = '1',
OrderCancelReplaceRequest = '2'
}
export enum MultiLegReportingType {
SingleSecurity = '1',
IndividualLegOfAMultiLegSecurity = '2',
MultiLegSecurity = '3'
}