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 {
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
}