UNPKG

jspurefix

Version:
1,676 lines (1,516 loc) 40.7 kB
export enum AdvSide { Buy = 'B', Sell = 'S', Cross = 'X', Trade = 'T' } export enum AdvTransType { New = 'N', Cancel = 'C', Replace = 'R' } export enum CommType { PerShare = '1', Percentage = '2', Absolute = '3', E4 = '4', E5 = '5', PerBond = '6' } export enum ExecInst { Stayoffer = '0', Notheld = '1', Work = '2', Goalong = '3', Overday = '4', Held = '5', Partnotinit = '6', Strictscale = '7', Trytoscale = '8', Staybid = '9', Trytostop = 'Y', Midprcpeg = 'M', Markpeg = 'P', Cancelonsysfail = 'Q', Primpeg = 'R', Suspend = 'S', Custdispinst = 'U', Netting = 'V', Pegvwap = 'W', Tradealong = 'X', Percvol = 'D', Nocross = 'A', Openpeg = 'O', Callfirst = 'C', Nonnego = 'N', Dni = 'E', Dnr = 'F', Aon = 'G', Restateonsysfail = 'H', Institonly = 'I', Restateontradinghalt = 'J', Cancelontradinghalt = 'K', Lastpeg = 'L', Okcross = 'B' } export enum HandlInst { AutomatedExecutionOrderPrivateNoBrokerIntervention = '1', AutomatedExecutionOrderPublicBrokerInterventionOk = '2', ManualOrderBestExecution = '3' } export enum SecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociation = '9', Sicovam = 'E', Belgian = 'F', Valoren = 'D', Dutch = 'C', Wertpapier = 'B', BloombergSymbol = 'A', Common = 'G' } export enum IOIQltyInd { Medium = 'M', High = 'H', Low = 'L' } export enum IOIQty { 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', DerivativeSecurityList = 'AA', NewOrderAb = 'AB', MultilegOrderCancelReplace = 'AC', TradeCaptureReportRequest = 'AD', TradeCaptureReport = 'AE', OrderMassStatusRequest = 'AF', QuoteRequestReject = 'AG', RfqRequest = 'AH', QuoteStatusReport = 'AI', MassQuoteAcknowledgement = 'b', News = 'B', SecurityDefinitionRequest = 'c', Email = 'C', SecurityDefinition = 'd', OrderSingle = 'D', SecurityStatusRequest = 'e', OrderList = 'E', SecurityStatus = 'f', OrderCancelRequest = 'F', OrderCancelReplaceRequest = 'G', TradingSessionStatusRequest = 'g', TradingSessionStatus = 'h', OrderStatusRequest = 'H', MassQuote = 'i', BusinessMessageReject = 'j', Allocation = 'J', ListCancelRequest = 'K', BidRequest = 'k', BidResponse = 'l', ListExecute = 'L', ListStrikePrice = 'm', ListStatusRequest = 'M', ListStatus = 'N', XmlMessage = 'n', RegistrationInstructions = 'o', AllocationAck = 'P', RegistrationInstructionsResponse = 'p', OrderMassCancelRequest = 'q', DontKnowTrade = 'Q', OrderMassCancelReport = 'r', QuoteRequest = 'R', NewOrderS = 's', Quote = 'S', CrossOrderCancelReplaceRequest = 't', SettlementInstructions = 'T', CrossOrderCancelRequest = 'u', SecurityTypeRequest = 'v', MarketDataRequest = 'V', SecurityTypes = 'w', MarketDataSnapshotFullRefresh = 'W', SecurityListRequest = 'x', MarketDataIncrementalRefresh = 'X', SecurityList = 'y', MarketDataRequestReject = 'Y', DerivativeSecurityListRequest = 'z', 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', PreviouslyQuoted = 'D', OnClose = 'A', ForexC = 'C', ForexF = 'F', PreviouslyIndicated = 'E', ForexG = 'G', Funari = 'I', MarketIfTouched = 'J', MarketWithLeftoverAsLimit = 'K', PreviousFundValuationPoint = 'L', NextFundValuationPoint = 'M', Pegged = 'P', LimitOnClose = 'B', ForexH = 'H' } export enum PossDupFlag { No = 'N', Yes = 'Y' } export enum Rule80A { ProgramOrderNonIndexArbForOtherMember = 'N', ShortExemptTransactionB = 'B', ProgramOrderIndexArbForMemberFirmOrg = 'D', ShortExemptTransactionForPrincipal = 'E', ShortExemptTransactionF = 'F', ShortExemptTransactionH = 'H', IndividualInvestorSingleOrder = 'I', ProgramOrderIndexArbForIndividualCustomer = 'J', ProgramOrderNonIndexArbForIndividualCustomer = 'K', ProgramOrderIndexArbForOtherMember = 'M', AgencySingleOrder = 'A', ProprietaryTransactionsForCompetingMarketMakerThatIsAffiliatedWithTheClearingMember = 'O', Principal = 'P', TransactionsForTheAccountOfANonMemberCompetingMarketMaker = 'R', SpecialistTrades = 'S', TransactionsForTheAccountOfAnUnaffiliatedMembersCompetingMarketMaker = 'T', ProgramOrderIndexArbForOtherAgency = 'U', AllOtherOrdersAsAgentForOtherMember = 'W', ShortExemptTransactionForMemberCompetingMarketMakerNotAffiliatedWithTheFirmClearingTheTrade = 'X', ProgramOrderNonIndexArbForOtherAgency = 'Y', ShortExemptTransactionForNonMemberCompetingMarketMaker = 'Z', ShortExemptTransactionForMemberCompetingMarketMakerAffiliatedWithTheFirmClearingTheTrade = 'L', ProgramOrderNonIndexArbForMemberFirmOrg = 'C' } export enum Side { Buy = '1', Sell = '2', BuyMinus = '3', SellPlus = '4', SellShort = '5', SellShortExempt = '6', Undisclosed = '7', Cross = '8', CrossShort = '9', AsDefined = 'B', Opposite = 'C', CrossShortExempt = 'A' } 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 SettlmntTyp { Regular = '0', Cash = '1', NextDay = '2', TPlus2 = '3', TPlus3 = '4', TPlus4 = '5', Future = '6', WhenAndIfIssued = '7', SellersOption = '8', TPlus5 = '9', TPlus1 = 'A' } export enum AllocTransType { New = '0', Replace = '1', Cancel = '2', Preliminary = '3', Calculated = '4', CalculatedWithoutPreliminary = '5' } export enum PositionEffect { Fifo = 'F', Rolled = 'R', 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, Broker = 2, OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3, UnableToProcessOrderMassCancelRequest = 4, OrigordmodtimeDidNotMatchLastTransacttimeOfOrder = 5, DuplicateClordidReceived = 6 } export enum OrdRejReason { Broker = 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 } export enum IOIQualifier { AtTheOpen = 'O', CrossingOpportunity = 'X', Indication = 'W', Versus = 'V', ThroughTheDay = 'T', PortfolioShown = 'S', ReadyToTrade = 'R', AllOrNone = 'A', TakingAPosition = 'P', MoreBehind = 'M', Limit = 'L', InTouchWith = 'I', Vwap = 'D', AtTheClose = 'C', MarketOnClose = 'B', AtTheMarket = 'Q', AtTheMidpoint = 'Y', PreOpen = 'Z' } export enum ReportToExch { Yes = 'Y', No = 'N' } export enum LocateReqd { Yes = 'Y', No = 'N' } export enum ForexReq { Yes = 'Y', No = 'N' } export enum GapFillFlag { Yes = 'Y', No = 'N' } export enum DKReason { WrongSide = 'B', QuantityExceedsOrder = 'C', NoMatchingOrder = 'D', PriceExceedsLimit = 'E', Other = 'Z', UnknownSymbol = 'A' } export enum IOINaturalFlag { Yes = 'Y', No = 'N' } export enum MiscFeeType { Regulatory = '1', Tax = '2', LocalCommission = '3', ExchangeFees = '4', Stamp = '5', Levy = '6', Other = '7', Markup = '8', ConsumptionTax = '9' } export enum ResetSeqNumFlag { Yes = 'Y', No = 'N' } 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' } export enum SettlCurrFxRateCalc { Divide = 'D', Multiply = 'M' } export enum SettlInstMode { Default = '0', StandingInstructionsProvided = '1', SpecificAllocationAccountOverriding = '2', SpecificAllocationAccountStanding = '3', SpecificOrderForASingleAccount = '4' } export enum SettlInstTransType { New = 'N', Replace = 'R', Cancel = 'C' } export enum SettlInstSource { BrokersInstructions = '1', InstitutionsInstructions = '2', Investor = '3' } export enum SecurityType { CommercialPaper = 'CP', VariableRateDemandNote = 'VRDN', PlazosFijos = 'PZFJ', PromissoryNote = 'PN', Overnight = 'ONITE', MediumTermNotes = 'MTN', TaxExemptCommercialPaper = 'TECP', AmendedRestated = 'AMENDED', BridgeLoan = 'BRIDGE', LetterOfCredit = 'LOFC', SwingLineFacility = 'SWING', DebtorInPossession = 'DINP', Defaulted = 'DEFLTED', Withdrawn = 'WITHDRN', LiquidityNote = 'LQN', Matured = 'MATURED', DepositNotes = 'DN', Retired = 'RETIRED', BankersAcceptance = 'BA', BankNotes = 'BN', BillOfExchanges = 'BOX', CertificateOfDeposit = 'CD', CallLoans = 'CL', Replaced = 'REPLACD', MandatoryTender = 'MT', RevolverTermLoan = 'RVLVTRM', MortgagePrivatePlacement = 'MPP', ShortTermLoanNote = 'STN', MiscellaneousPassThrough = 'MPT', ToBeAnnounced = 'TBA', OtherAnticipationNotesBanGanEtc = 'AN', MortgageInterestOnly = 'MIO', CertificateOfParticipation = 'COFP', MortgageBackedSecurities = 'MBS', RevenueBonds = 'REV', SpecialAssessment = 'SPCLA', SpecialObligation = 'SPCLO', SpecialTax = 'SPCLT', TaxAnticipationNote = 'TAN', TaxAllocation = 'TAXA', CertificateOfObligation = 'COFO', TimeDeposit = 'TD', GeneralObligationBonds = 'GO', WildcardEntry = '?', Warrant = 'WAR', MutualFund = 'MF', MultiLegInstrument = 'MLEG', TaxRevenueAnticipationNote = 'TRAN', MortgagePrincipalOnly = 'MPO', RepurchaseAgreement = 'RP', NoSecurityType = 'NONE', ExtendedCommNote = 'XCN', AgencyPools = 'POOL', AssetBackedSecurities = 'ABS', CorpMortgageBackedSecurities = 'CMBS', CollateralizedMortgageObligation = 'CMO', IoetteMortgage = 'IET', ReverseRepurchaseAgreement = 'RVRP', ForeignExchangeContract = 'FOR', RevenueAnticipationNote = 'RAN', RevolverLoan = 'RVLV', FederalAgencyCoupon = 'FAC', FederalAgencyDiscountNote = 'FADN', PrivateExportFunding = 'PEF', CorporateBond = 'CORP', CorporatePrivatePlacement = 'CPP', ConvertibleBond = 'CB', DualCurrency = 'DUAL', IndexedLinked = 'XLINKD', YankeeCorporateBond = 'YANK', CommonStock = 'CS', PreferredStock = 'PS', BradyBond = 'BRADY', UsTreasuryBond = 'TBOND', InterestStripFromAnyBondOrNote = 'TINT', TreasuryInflationProtectedSecurities = 'TIPS', PrincipalStripOfACallableBondOrNote = 'TCAL', PrincipalStripFromANonCallableBondOrNote = 'TPRN', UsTreasuryNoteBond = 'UST', UsTreasuryBill = 'USTB', TermLoan = 'TERM', StructuredNotes = 'STRUCT' } export enum StandInstDbType { Other = 0, DtcSid = 1, ThomsonAlert = 2, AGlobalCustodian = 3 } export enum SettlDeliveryType { VersusPayment = 0, Free = 1 } export enum AllocLinkType { FXNetting = 0, FXSwap = 1 } export enum CoveredOrUncovered { Covered = 0, Uncovered = 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 BenchmarkCurveName { Swap = 'SWAP', Libid = 'LIBID', Other = 'OTHER', Treasury = 'Treasury', Euribor = 'Euribor', Pfandbriefe = 'Pfandbriefe', Futureswap = 'FutureSWAP', Muniaaa = 'MuniAAA', Libor = 'LIBOR' } export enum StipulationType { AbsolutePrepaymentSpeed = 'ABS', WeightedAverageLoanAge = 'WALA', WeightedAverageMaturity = 'WAM', ConstantPrepaymentRate = 'CPR', FinalCprOfHomeEquityPrepaymentCurve = 'HEP', WeightedAverageLife = 'WAL', OfManufacturedHousingPrepaymentCurve = 'MHP', SingleMonthlyMortality = 'SMM', MonthlyPrepaymentRate = 'MPR', OfBmaPrepaymentCurve = 'PSA', OfProspectusPrepaymentCurve = 'PPC', ConstantPrepaymentPenalty = 'CPP', LotVariance = 'LOTVAR', ConstantPrepaymentYield = 'CPY', WeightedAverageCoupon = 'WAC', YearOfIssue = 'ISSUE', MaturityYear = 'MAT', NumberOfPieces = 'PIECES', PoolsMaximum = 'PMAX', PoolsPerMillion = 'PPM', PoolsPerLot = 'PPL', PoolsPerTrade = 'PPT', ProductionYear = 'PROD', TradeVariance = 'TRDVAR', Geographics = 'GEOG' } export enum YieldType { TrueYieldTheYieldCalculatedWithCouponDatesMovedFromAWeekendOrHolidayToTheNextValidSettlementDate = 'TRUE', PreviousCloseYieldTheYieldOfABondBasedOnTheClosingPrice1DayAgo = 'PREVCLOSE', YieldToLongestAverage = 'LONGEST', YieldToLongestAverageLifeTheYieldAssumingOnlyMandatorySinksAreTakenThisResultsInALowerPaydownOfDebtTheYieldIsThenCalculatedToTheFinalPaymentDate = 'LONGAVGLIFE', YieldToMaturityTheYieldOfABondToItsMaturityDate = 'MATURITY', MarkToMarketYieldAnAdjustmentInTheValuationOfASecuritiesPortfolioToReflectTheCurrentMarketValuesOfTheRespectiveSecuritiesInThePortfolio = 'MARK', OpenAverageYieldTheAverageYieldOfTheRespectiveSecuritiesInThePortfolio = 'OPENAVG', YieldToNextPutTheYieldToTheDateAtWhichTheBondHolderCanNextPutTheBondToTheIssuer = 'PUT', ProceedsYieldTheCdEquivalentYieldWhenTheRemainingTimeToMaturityIsLessThanTwoYears = 'PROCEEDS', SemiAnnualYieldTheYieldOfABondWhoseCouponPaymentsAreReinvestedSemiAnnually = 'SEMIANNUAL', YieldToShortestAverageLifeSameAsAvglifeAbove = 'SHORTAVGLIFE', YieldToShortestAverage = 'SHORTEST', SimpleYieldTheYieldOfABondAssumingNoReinvestmentOfCouponPayments = 'SIMPLE', YieldToTenderDateTheYieldOnAMunicipalBondToItsMandatoryTenderDate = 'TENDER', YieldValueOf132TheAmountThatTheYieldWillChangeForA132ndChangeInPrice = 'VALUE1/32', YieldToWorstConventionTheLowestYieldToAllPossibleRedemptionDateScenarios = 'WORST', TaxEquivalentYieldTheAfterTaxYieldGrossedUpByTheMaximumFederalTaxRateOf396ForComparisonToTaxableYields = 'TAXEQUIV', AnnualYieldTheAnnualInterestOrDividendIncomeAnInvestmentEarnsExpressedAsAPercentageOfTheInvestmentsTotalValue = 'ANNUAL', ClosingYieldMostRecentYearTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentYearsEnd = 'LASTYEAR', YieldToNextRefund = 'NEXTREFUND', AfterTaxYield = 'AFTERTAX', YieldAtIssue = 'ATISSUE', YieldToAverageLifeTheYieldAssumingThatAllSinks = 'AVGLIFE', YieldToAverageMaturityTheYieldAchievedBySubstitutingABondsAverageMaturityForTheIssuesFinalMaturityDate = 'AVGMATURITY', BookYieldTheYieldOfASecurityCalculatedByUsingItsBookValueInsteadOfTheCurrentMarketPriceThisTermIsTypicallyUsedInTheUsDomesticMarket = 'BOOK', YieldToNextCallTheYieldOfABondToTheNextPossibleCallDate = 'CALL', YieldChangeSinceCloseTheChangeInTheYieldSinceThePreviousDaysClosingYield = 'CHANGE', CompoundYieldTheYieldOfCertainJapaneseBondsBasedOnItsPriceCertainJapaneseBondsHaveIrregularFirstOrLastCouponsAndTheYieldIsCalculatedCompoundForTheseIrregularPeriods = 'COMPOUND', CurrentYieldAnnualInterestOnABondDividedByTheMarketValueTheActualIncomeRateOfReturnAsOpposedToTheCouponRateExpressedAsAPercentage = 'CURRENT', TrueGrossYieldYieldCalculatedUsingThePriceIncludingAccruedInterestWhereCouponDatesAreMovedFromHolidaysAndWeekendsToTheNextTradingDay = 'GROSS', GovernmentEquivalentYieldAskYieldBasedOnSemiAnnualCouponsCompoundingInAllPeriodsAndActualActualCalendar = 'GOVTEQUIV', YieldWithInflationAssumptionBasedOnPriceTheReturnAnInvestorWouldRequireOnANormalBondThatWouldMakeTheRealReturnEqualToThatOfTheInflationIndexedBondAssumingAConstantInflationRate = 'INFLATION', InverseFloaterBondYieldInverseFloaterSemiAnnualBondEquivalentRate = 'INVERSEFLOATER', ClosingYieldMostRecentQuarterTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentQuartersEnd = 'LASTQUARTER', MostRecentClosingYieldTheLastAvailableYieldStoredInHistoryComputedUsingPrice = 'LASTCLOSE', ClosingYieldMostRecentMonthTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentMonthsEnd = 'LASTMONTH', ClosingYieldTheYieldOfABondBasedOnTheClosingPrice = 'CLOSE' } export enum TradedFlatSwitch { No = 'N', Yes = 'Y' } export enum SubscriptionRequestType { Snapshot = '0', SnapshotPlusUpdates = '1', DisablePreviousSnapshotPlusUpdateRequest = '2' } export enum MDUpdateType { FullRefresh = 0, IncrementalRefresh = 1 } export enum AggregatedBook { Yes = 'Y', No = 'N' } export enum MDEntryType { Bid = '0', Offer = '1', Trade = '2', IndexValue = '3', OpeningPrice = '4', ClosingPrice = '5', SettlementPrice = '6', TradingSessionHighPrice = '7', TradingSessionLowPrice = '8', TradingSessionVwapPrice = '9', Imbalance = 'A' } export enum TickDirection { PlusTick = '0', ZeroPlusTick = '1', MinusTick = '2', ZeroMinusTick = '3' } export enum QuoteCondition { Locked = 'E', NonFirm = 'I', FastTrading = 'H', Crossed = 'F', ConsolidatedBest = 'D', ExchangeBest = 'C', Closed = 'B', Open = 'A', Depth = 'G' } export enum TradeCondition { NextDayTrade = 'J', Opened = 'K', Seller = 'L', AveragePriceTrade = 'B', Sold = 'M', Rule155Trade = 'H', StoppedStock = 'N', ImbalanceMoreBuyers = 'P', ImbalanceMoreSellers = 'Q', OpeningPrice = 'R', SoldLast = 'I', Cash = 'A', CashTrade = 'C', Opening = 'E', IntradayTradeDetail = 'F', Rule127Trade = 'G', NextDay = 'D' } 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', UnsupportedTradingsessionid = '9', UnsupportedMdimplicitdelete = 'C', UnsupportedOpenclosesettleflag = 'B', UnsupportedScope = 'A' } export enum DeleteReason { Cancelation = '0', Error = '1' } export enum OpenCloseSettleFlag { DailyOpen = '0', SessionOpen = '1', DeliverySettlementPrice = '2', ExpectedPrice = '3', PriceFromPreviousBusinessDay = '4' } export enum FinancialStatus { Bankrupt = '1', PendingDelisting = '2' } export enum CorporateAction { ExDistribution = 'B', ExInterest = 'E', ExRights = 'C', ExDividend = 'A', New = 'D' } 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 } export enum QuoteCancelType { CancelForSymbol = 1, CancelForSecurityType = 2, CancelForUnderlyingSymbol = 3, CancelAllQuotes = 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 { Yes = 'Y', No = 'N' } 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, PreOpen = 21, OpeningRotation = 22, FastMarket = 23 } export enum HaltReasonChar { EquipmentChangeover = 'X', AdditionalInformation = 'M', OrderInflux = 'E', NewsPending = 'P', OrderImbalance = 'I', NewsDissemination = 'D' } export enum InViewOfCommon { Yes = 'Y', No = 'N' } export enum DueToRelated { Yes = 'Y', No = 'N' } 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 } export enum MessageEncoding { Utf8 = 'UTF-8', Iso2022Jp = 'ISO-2022-JP', EucJp = 'EUC-JP', ShiftJis = 'SHIFT_JIS' } 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 } export enum BidRequestTransType { New = 'N', Cancel = 'C' } export enum SolicitedFlag { No = 'N', Yes = 'Y' } export enum ExecRestatementReason { GtCorporateAction = 0, GtRenewal = 1, VerbalChange = 2, RepricingOfOrder = 3, BrokerOption = 4, PartialDeclineOfOrderqty = 5, CancelOnTradingHalt = 6, CancelOnSystemFailure = 7, Market = 8 } export enum BusinessRejectReason { Other = 0, UnkownId = 1, UnknownSecurity = 2, UnsupportedMessageType = 3, ApplicationNotAvailable = 4, ConditionallyRequiredFieldMissing = 5, NotAuthorized = 6, DelivertoFirmNotAvailableAtThisTime = 7 } export enum MsgDirection { Send = 'S', Receive = 'R' } export enum DiscretionInst { RelatedToDisplayedPrice = '0', RelatedToMarketPrice = '1', RelatedToPrimaryPrice = '2', RelatedToLocalPrimaryPrice = '3', RelatedToMidpointPrice = '4', RelatedToLastTradePrice = '5' } export enum BidType { NonDisclosedStyle = 1, DisclosedStyle = 2, NoBiddingProcess = 3 } export enum BidDescriptorType { Sector = 1, Country = 2, Index = 3 } export enum SideValueInd { Sidevalue1 = 1, Sidevalue2 = 2 } 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 { VwapGuarantee = 'G', Agency = 'A', GuaranteedClose = 'J', RiskTrade = 'R' } export enum BasisPxType { ClosingPriceAtMorningSession = '2', ClosingPrice = '3', CurrentPrice = '4', Sq = '5', VwapThroughADay = '6', VwapThroughAMorningSession = '7', VwapThroughAnAfternoonSession = '8', VwapThroughADayExceptYori = '9', Open = 'D', Others = 'Z', Strike = 'C', VwapThroughAnAfternoonSessionExceptYori = 'B', VwapThroughAMorningSessionExceptYori = 'A' } export enum PriceType { Percentage = 1, PerShare = 2, FixedAmount = 3, Discount = 4, Premium = 5, BasisPointsRelativeToBenchmark = 6, TedPrice = 7, TedYield = 8 } 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', TaiwaneseQualifiedForeignInvestorIdQfii = '2', TaiwaneseTradingAccount = '3', MalaysianCentralDepository = '4', ChineseBShare = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerIdentificationNumber = '8', AustralianBusinessNumber = '9', AustralianTaxFileNumber = 'A', IsoCountryCode = 'E', Bic = 'B', ProprietaryCustomCode = 'D', SettlementEntityLocation = 'F', GenerallyAcceptedMarketParticipantIdentifier = 'C' } 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 } 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 } export enum TestMessageIndicator { Yes = 'Y', No = 'N' } 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 CancellationRights { NoWaiverAgreement = 'M', NoExecutionOnly = 'N', Yes = 'Y', NoInstitutional = 'O' } export enum MoneyLaunderingStatus { ExemptBelowTheLimit = '1', ExemptClientMoneyTypeExemption = '2', ExemptAuthorisedCreditOrFinancialInstitution = '3', Passed = 'Y', NotChecked = 'N' } export enum ExecPriceType { SinglePrice = 'S', OfferPriceMinusAdjustmentAmount = 'Q', OfferPriceMinusAdjustment = 'P', OfferPrice = 'O', CreationPricePlusAdjustmentAmount = 'E', CreationPricePlusAdjustment = 'D', CreationPrice = 'C', BidPrice = 'B' } export enum TradeReportTransType { New = 'N', Replace = 'R', Cancel = 'C' } 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 { NoneNotApplicable = 0, MaxiIsa = 1, Tessa = 2, MiniCashIsa = 3, MiniStocksAndSharesIsa = 4, MiniInsuranceIsa = 5, CurrentYearPayment = 6, PriorYearPayment = 7, AssetTransfer = 8, Employee = 9, EmployeeCurrentYear = 10, Employer = 11, EmployerCurrentYear = 12, NonFundPrototypeIra = 13, NonFundQualifiedPlan = 14, DefinedContributionPlan = 15, IndividualRetirementAccount = 16, IndividualRetirementAccountRollover = 17, Keogh = 18, ProfitSharingPlan = 19, E401K = 20, SelfDirectedIra = 21, E403 = 22, E457 = 23, RothIra24 = 24, RothIra25 = 25, RothConversionIra26 = 26, RothConversionIra27 = 27, EducationIra28 = 28, EducationIra29 = 29 } export enum FundRenewWaiv { No = 'N', Yes = 'Y' } export enum RegistStatus { Accept = 'A', Reminder = 'N', Reject = 'R', Held = 'H' } 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 } export enum RegistTransType { New = '0', Replace = '1', Cancel = '2' } export enum ContAmtType { CommissionAmount = 1, Commission = 2, InitialChargeAmount = 3, InitialCharge = 4, DiscountAmount = 5, Discount = 6, DilutionLevyAmount = 7, DilutionLevy = 8, ExitChargeAmount = 9, ExitCharge = 10, FundBasedRenewalCommission = 11, ProjectedFundValue = 12, FundBasedRenewalCommissionAmount13 = 13, FundBasedRenewalCommissionAmount14 = 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 { RisklessPrincipal = 'R', Individual = 'I', Principal = 'P', AgentForOtherMember = 'W', Agency = 'A', Proprietary = 'G' } 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' } export enum MassCancelResponse { CancelRequestRejected = '0', CancelOrdersForASecurity = '1', CancelOrdersForAnUnderlyingSecurity = '2', CancelOrdersForAProduct = '3', CancelOrdersForACficode = '4', CancelOrdersForASecuritytype = '5', CancelOrdersForATradingSession = '6', CancelAllOrders = '7' } export enum MassCancelRejectReason { MassCancelNotSupported = '0', InvalidOrUnknownSecurity = '1', InvalidOrUnknownUnderlying = '2', InvalidOrUnknownProduct = '3', InvalidOrUnknownCficode = '4', InvalidOrUnknownSecurityType = '5', InvalidOrUnknownTradingSession = '6' } export enum QuoteType { Indicative = 0, Tradeable = 1, RestrictedTradeable = 2 } export enum CashMargin { Cash = '1', MarginOpen = '2', MarginClose = '3' } export enum Scope { Local = '1', National = '2', Global = '3' } export enum MDImplicitDelete { Yes = 'Y', No = 'N' } export enum CrossType { CrossTradeWhichIsExecutedCompletelyOrNotBothSidesAreTreatedInTheSameMannerThisIsEquivalentToAnAllOrNone = 1, CrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelledOneSideIsFullyExecutedTheOtherSideIsPartiallyExecutedWithTheRemainderBeingCancelledThisIsEquivalentToAnImmediateOrCancelOnTheOtherSide = 2, CrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActiveOneSideOfTheCrossIsFullyExecuted = 3, CrossTradeIsExecutedWithExistingOrdersWithTheSamePrice = 4 } export enum CrossPrioritization { None = 0, BuysidePrioritized = 1, SellsidePrioritized = 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 TradSesStatusRejReason { UnknownOrInvalidTradingsessionid = 1 } export enum TradeRequestType { AllTrades = 0, MatchedTradesMatchingCriteriaProvidedOnRequest = 1, UnmatchedTradesThatMatchCriteria = 2, UnreportedTradesThatMatchCriteria = 3, AdvisoriesThatMatchCriteria = 4 } export enum PreviouslyReported { No = 'N', Yes = 'Y' } export enum MatchStatus { ComparedMatchedOrAffirmed = '0', UncomparedUnmatchedOrUnaffirmed = '1', AdvisoryOrAlert = '2' } export enum MatchType { SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS5 = 'S5', ActM1Match = 'M1', ActM6Match = 'M6', ActDefaultAfterM2 = 'M5', ActAcceptedTrade = 'M3', SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS2 = 'S2', SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS3 = 'S3', SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS4 = 'S4', ActM2Match = 'M2', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadges = 'A2', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadgesAndExecutionTime = 'A3', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAnd = 'A4', ComparedRecordsResultingFromStampedAdvisoriesOrSpecialist = 'AQ', NonAct = 'MT', ActDefaultTrade = 'M4', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadgesAndExecutionTime = 'A1', SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarizedS1 = 'S1', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusExecutionTime = 'A5' } 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 } export enum AccountType { AccountIsCarriedOnCustomerSideOfBooks = 1, AccountIsCarriedOnNonCustomerSideOfBooks = 2, HouseTrader = 3, FloorTrader = 4, AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6, AccountIsHouseTraderAndIsCrossMargined = 7, JointBackofficeAccount = 8 } 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' } export enum BookingUnit { EachPartialExecutionIsABookableUnit = '0', AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder = '1', AggregateExecutionsForThisSymbolSideAndSettlementDate = '2' } export enum PreallocMethod { ProRata = '0', DoNotProRataDiscussFirst = '1' } export enum AllocType { BuysideCalculated = 1, BuysidePreliminary = 2, SellsideCalculatedUsingPreliminary = 3, SellsideCalculatedWithoutPreliminary = 4, BuysideReadyToBook5 = 5, BuysideReadyToBook6 = 6 } export enum ClearingFeeIndicator { E1stYearDelegateTradingForHisOwnAccount = '1', E2ndYearDelegateTradingForHisOwnAccount = '2', E3rdYearDelegateTradingForHisOwnAccount = '3', E4thYearDelegateTradingForHisOwnAccount = '4', E5thYearDelegateTradingForHisOwnAccount = '5', E6thYearAndBeyondDelegateTradingForHisOwnAccount = '9', E106HAnd106JFirms = 'H', AllOtherOwnershipTypes = 'M', GimIdemAndComMembershipInterestHolders = 'I', FullAndAssociateMemberTradingForOwnAccountAndAsFloor = 'F', EquityMemberAndClearingMember = 'E', NonMemberAndCustomer = 'C', CboeMember = 'B', LesseeAnd106FEmployees = 'L' } export enum WorkingIndicator { No = 'N', Yes = 'Y' } export enum PriorityIndicator { PriorityUnchanged = 0, LostPriorityAsResultOfOrderChange = 1 } export enum LegalConfirm { Yes = 'Y', No = 'N' } export enum QuoteRequestRejectReason { UnknownSymbol = 1, Exchange = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, InvalidPrice = 5, NotAuthorizedToRequestQuote = 6 }