@boarteam/fix-dict-fix42 0.1.0 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/NOTICE +12 -11
- package/THIRD-PARTY-NOTICES.txt +36 -0
- package/dist/index.cjs +333 -333
- package/dist/index.cjs.map +1 -1
- package/dist/index.js +333 -333
- package/dist/index.js.map +1 -1
- package/package.json +3 -2
package/dist/index.cjs
CHANGED
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@@ -13,7 +13,7 @@ var dictionary_default = {
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13
13
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int: {
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14
14
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name: "int",
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15
15
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base: "int",
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16
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-
description: 'Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23")
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16
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+
description: 'Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.'
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},
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float: {
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name: "float",
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@@ -53,19 +53,18 @@ var dictionary_default = {
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name: "Boolean",
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54
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base: "char",
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55
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parent: "char",
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56
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-
description: "char field containing one of two values
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56
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+
description: "char field containing one of two values: 'Y' = True/Yes 'N' = False/No"
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57
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},
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String: {
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name: "String",
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base: "String",
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61
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description: "Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case
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description: "Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case-sensitive."
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},
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MultipleStringValue: {
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name: "MultipleStringValue",
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base: "String",
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parent: "String",
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67
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-
multiValueDelimiter: " "
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68
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description: "String field containing one or more space delimited multiple character values."
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+
multiValueDelimiter: " "
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},
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Currency: {
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name: "Currency",
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@@ -84,14 +83,14 @@ var dictionary_default = {
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base: "String",
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parent: "String",
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formatPattern: "YYYYMMDD-HH:MM:SS[.sss]",
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87
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-
description: 'Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required
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description: 'Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required. Valid values: * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59 (without milliseconds). * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds).'
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},
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UTCTimeOnly: {
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name: "UTCTimeOnly",
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base: "String",
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parent: "String",
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formatPattern: "HH:MM:SS[.sss]",
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-
description: 'Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required
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description: 'Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. Valid values: * HH = 00-23, MM = 00-59, SS = 00-59. (without milliseconds) * HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds).'
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},
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LocalMktDate: {
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name: "LocalMktDate",
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@@ -124,12 +123,13 @@ var dictionary_default = {
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name: "DayOfMonth",
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base: "int",
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parent: "int",
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127
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-
description: "int field representing a day during a particular
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126
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description: "int field representing a day during a particular month (values 1 to 31)."
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},
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MultipleValueString: {
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name: "MultipleValueString",
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base: "String",
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multiValueDelimiter: " "
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multiValueDelimiter: " ",
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description: "String field containing one or more space delimited multiple character values."
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},
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Length: {
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name: "Length",
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@@ -147,19 +147,18 @@ var dictionary_default = {
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tag: 2,
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name: "AdvId",
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149
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type: "String",
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150
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-
description: "Unique identifier of advertisement message
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150
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+
description: "Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int)"
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151
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},
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"3": {
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tag: 3,
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name: "AdvRefID",
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type: "String",
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156
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-
description: "Reference identifier used with CANCEL and REPLACE transaction types
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156
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+
description: "Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int)"
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},
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"4": {
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tag: 4,
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name: "AdvSide",
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type: "char",
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162
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-
description: "Broker's side of advertised trade",
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163
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enumValues: [
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{
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value: "B",
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@@ -181,13 +180,13 @@ var dictionary_default = {
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name: "Cross",
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description: "Cross"
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}
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-
]
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+
],
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description: "Broker's side of advertised trade"
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},
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"5": {
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tag: 5,
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name: "AdvTransType",
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type: "String",
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190
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-
description: "Identifies advertisement message transaction type",
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enumValues: [
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{
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value: "C",
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@@ -204,7 +203,8 @@ var dictionary_default = {
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name: "Replace",
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description: "Replace"
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}
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-
]
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+
],
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description: "Identifies advertisement message transaction type"
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},
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"6": {
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tag: 6,
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@@ -252,7 +252,6 @@ var dictionary_default = {
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tag: 13,
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name: "CommType",
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type: "char",
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-
description: "Commission type",
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enumValues: [
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{
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value: "1",
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@@ -269,13 +268,14 @@ var dictionary_default = {
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name: "Absolute",
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description: "absolute"
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}
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-
]
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+
],
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description: "Commission type"
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},
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"14": {
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tag: 14,
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name: "CumQty",
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type: "Qty",
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-
description: "Total number of shares filled
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278
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description: "Total number of shares filled. (Prior to FIX 4.2 this field was of type int)"
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},
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"15": {
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tag: 15,
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@@ -293,13 +293,12 @@ var dictionary_default = {
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tag: 17,
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name: "ExecID",
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type: "String",
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-
description: "Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status))
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+
description: "Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)"
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},
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"18": {
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tag: 18,
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name: "ExecInst",
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type: "MultipleValueString",
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302
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-
description: "Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.",
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enumValues: [
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{
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value: "0",
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@@ -369,7 +368,7 @@ var dictionary_default = {
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369
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{
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value: "D",
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371
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name: "PercentOfVolume",
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372
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-
description: "Percent of volume (indicates that the sender does not want to be all
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371
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description: "Percent of volume (indicates that the sender does not want to be all the volume on the floor vs. a specific percentage)"
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},
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{
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value: "E",
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@@ -446,19 +445,19 @@ var dictionary_default = {
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name: "PegToVWAP",
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447
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description: "Peg to VWAP"
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448
447
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}
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449
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-
]
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448
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+
],
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449
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description: "Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space."
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450
450
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},
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451
451
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"19": {
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452
452
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tag: 19,
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453
453
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name: "ExecRefID",
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454
454
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type: "String",
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455
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-
description: "Reference identifier used with Cancel and Correct transaction types
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455
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description: "Reference identifier used with Cancel and Correct transaction types. (Prior to FIX 4.1 this field was of type int)"
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456
456
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},
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457
457
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"20": {
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tag: 20,
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459
459
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name: "ExecTransType",
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460
460
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type: "char",
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461
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-
description: "Identifies transaction type",
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462
461
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enumValues: [
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463
462
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{
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464
463
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value: "0",
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@@ -480,13 +479,13 @@ var dictionary_default = {
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480
479
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name: "Status",
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481
480
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description: "Status"
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482
481
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}
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483
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-
]
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482
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+
],
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483
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+
description: "Identifies transaction type"
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484
484
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},
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485
485
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"21": {
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486
486
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tag: 21,
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487
487
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name: "HandlInst",
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488
488
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type: "char",
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489
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-
description: "Instructions for order handling on Broker trading floor",
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490
489
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enumValues: [
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491
490
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{
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492
491
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value: "1",
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@@ -503,13 +502,13 @@ var dictionary_default = {
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503
502
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name: "ManualOrder",
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504
503
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description: "Manual order, best execution"
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505
504
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}
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506
|
-
]
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505
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+
],
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506
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+
description: "Instructions for order handling on Broker trading floor"
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507
507
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},
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508
508
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"22": {
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509
509
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tag: 22,
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510
510
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name: "IDSource",
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511
511
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type: "String",
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512
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-
description: "Identifies class of alternative SecurityID",
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513
512
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enumValues: [
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514
513
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{
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515
514
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value: "1",
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@@ -556,13 +555,14 @@ var dictionary_default = {
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556
555
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name: "ConsolidatedTapeAssociation",
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557
556
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description: "Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)"
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558
557
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}
|
|
559
|
-
]
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558
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+
],
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559
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+
description: "Identifies class of alternative SecurityID"
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560
560
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},
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561
561
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"23": {
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562
562
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tag: 23,
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563
563
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name: "IOIid",
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564
564
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type: "String",
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565
|
-
description: "Unique identifier of IOI message
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565
|
+
description: "Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)"
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566
566
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},
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567
567
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"24": {
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568
568
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tag: 24,
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@@ -573,7 +573,6 @@ var dictionary_default = {
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573
573
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tag: 25,
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574
574
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name: "IOIQltyInd",
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575
575
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type: "char",
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576
|
-
description: "Relative quality of indication",
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577
576
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enumValues: [
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578
577
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{
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579
578
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value: "H",
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@@ -590,19 +589,19 @@ var dictionary_default = {
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590
589
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name: "Medium",
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591
590
|
description: "Medium"
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592
591
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}
|
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593
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-
]
|
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592
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+
],
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593
|
+
description: "Relative quality of indication"
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594
594
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},
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595
595
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"26": {
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596
596
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tag: 26,
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597
597
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name: "IOIRefID",
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598
598
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type: "String",
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599
|
-
description: "Reference identifier used with CANCEL and REPLACE, transaction types
|
|
599
|
+
description: "Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int)"
|
|
600
600
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},
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601
601
|
"27": {
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602
602
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tag: 27,
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603
603
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name: "IOIShares",
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604
604
|
type: "String",
|
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605
|
-
description: "Number of shares in numeric or relative size.",
|
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606
605
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enumValues: [
|
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607
606
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{
|
|
608
607
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value: "L",
|
|
@@ -619,13 +618,13 @@ var dictionary_default = {
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|
|
619
618
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name: "Small",
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620
619
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description: "Small"
|
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621
620
|
}
|
|
622
|
-
]
|
|
621
|
+
],
|
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622
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+
description: "Number of shares in numeric or relative size."
|
|
623
623
|
},
|
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624
624
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"28": {
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625
625
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tag: 28,
|
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626
626
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name: "IOITransType",
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627
627
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type: "char",
|
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628
|
-
description: "Identifies IOI message transaction type",
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629
628
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enumValues: [
|
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630
629
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{
|
|
631
630
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value: "C",
|
|
@@ -642,13 +641,13 @@ var dictionary_default = {
|
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|
642
641
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name: "Replace",
|
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643
642
|
description: "Replace"
|
|
644
643
|
}
|
|
645
|
-
]
|
|
644
|
+
],
|
|
645
|
+
description: "Identifies IOI message transaction type"
|
|
646
646
|
},
|
|
647
647
|
"29": {
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648
648
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tag: 29,
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649
649
|
name: "LastCapacity",
|
|
650
650
|
type: "char",
|
|
651
|
-
description: "Broker capacity in order execution",
|
|
652
651
|
enumValues: [
|
|
653
652
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{
|
|
654
653
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value: "1",
|
|
@@ -670,7 +669,8 @@ var dictionary_default = {
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|
|
670
669
|
name: "Principal",
|
|
671
670
|
description: "Principal"
|
|
672
671
|
}
|
|
673
|
-
]
|
|
672
|
+
],
|
|
673
|
+
description: "Broker capacity in order execution"
|
|
674
674
|
},
|
|
675
675
|
"30": {
|
|
676
676
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tag: 30,
|
|
@@ -688,14 +688,14 @@ var dictionary_default = {
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|
|
688
688
|
tag: 32,
|
|
689
689
|
name: "LastShares",
|
|
690
690
|
type: "Qty",
|
|
691
|
-
description: "Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status)
|
|
691
|
+
description: "Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status) (Prior to FIX 4.2 this field was of type int)"
|
|
692
692
|
},
|
|
693
693
|
"33": {
|
|
694
694
|
tag: 33,
|
|
695
695
|
name: "LinesOfText",
|
|
696
696
|
type: "int",
|
|
697
|
-
|
|
698
|
-
|
|
697
|
+
isGroupCounter: true,
|
|
698
|
+
description: "Identifies number of lines of text body"
|
|
699
699
|
},
|
|
700
700
|
"34": {
|
|
701
701
|
tag: 34,
|
|
@@ -707,7 +707,6 @@ var dictionary_default = {
|
|
|
707
707
|
tag: 35,
|
|
708
708
|
name: "MsgType",
|
|
709
709
|
type: "String",
|
|
710
|
-
description: 'Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)\nNote: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.',
|
|
711
710
|
enumValues: [
|
|
712
711
|
{
|
|
713
712
|
value: "0",
|
|
@@ -939,7 +938,8 @@ var dictionary_default = {
|
|
|
939
938
|
name: "QuoteCancel",
|
|
940
939
|
description: "Quote Cancel"
|
|
941
940
|
}
|
|
942
|
-
]
|
|
941
|
+
],
|
|
942
|
+
description: 'Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.'
|
|
943
943
|
},
|
|
944
944
|
"36": {
|
|
945
945
|
tag: 36,
|
|
@@ -957,13 +957,12 @@ var dictionary_default = {
|
|
|
957
957
|
tag: 38,
|
|
958
958
|
name: "OrderQty",
|
|
959
959
|
type: "Qty",
|
|
960
|
-
description: "Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc
|
|
960
|
+
description: "Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc. (Prior to FIX 4.2 this field was of type int)"
|
|
961
961
|
},
|
|
962
962
|
"39": {
|
|
963
963
|
tag: 39,
|
|
964
964
|
name: "OrdStatus",
|
|
965
965
|
type: "char",
|
|
966
|
-
description: "Identifies current status of order.",
|
|
967
966
|
enumValues: [
|
|
968
967
|
{
|
|
969
968
|
value: "0",
|
|
@@ -1040,13 +1039,13 @@ var dictionary_default = {
|
|
|
1040
1039
|
name: "PendingReplace",
|
|
1041
1040
|
description: "Pending Replace (e.g. result of Order Cancel/Replace Request)"
|
|
1042
1041
|
}
|
|
1043
|
-
]
|
|
1042
|
+
],
|
|
1043
|
+
description: "Identifies current status of order."
|
|
1044
1044
|
},
|
|
1045
1045
|
"40": {
|
|
1046
1046
|
tag: 40,
|
|
1047
1047
|
name: "OrdType",
|
|
1048
1048
|
type: "char",
|
|
1049
|
-
description: "Order type.",
|
|
1050
1049
|
enumValues: [
|
|
1051
1050
|
{
|
|
1052
1051
|
value: "1",
|
|
@@ -1143,7 +1142,8 @@ var dictionary_default = {
|
|
|
1143
1142
|
name: "Pegged",
|
|
1144
1143
|
description: "Pegged"
|
|
1145
1144
|
}
|
|
1146
|
-
]
|
|
1145
|
+
],
|
|
1146
|
+
description: "Order type."
|
|
1147
1147
|
},
|
|
1148
1148
|
"41": {
|
|
1149
1149
|
tag: 41,
|
|
@@ -1161,7 +1161,6 @@ var dictionary_default = {
|
|
|
1161
1161
|
tag: 43,
|
|
1162
1162
|
name: "PossDupFlag",
|
|
1163
1163
|
type: "Boolean",
|
|
1164
|
-
description: "Indicates possible retransmission of message with this sequence number",
|
|
1165
1164
|
enumValues: [
|
|
1166
1165
|
{
|
|
1167
1166
|
value: "N",
|
|
@@ -1173,7 +1172,8 @@ var dictionary_default = {
|
|
|
1173
1172
|
name: "PossibleDuplicate",
|
|
1174
1173
|
description: "Possible duplicate"
|
|
1175
1174
|
}
|
|
1176
|
-
]
|
|
1175
|
+
],
|
|
1176
|
+
description: "Indicates possible retransmission of message with this sequence number"
|
|
1177
1177
|
},
|
|
1178
1178
|
"44": {
|
|
1179
1179
|
tag: 44,
|
|
@@ -1197,7 +1197,6 @@ var dictionary_default = {
|
|
|
1197
1197
|
tag: 47,
|
|
1198
1198
|
name: "Rule80A",
|
|
1199
1199
|
type: "char",
|
|
1200
|
-
description: 'Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.',
|
|
1201
1200
|
enumValues: [
|
|
1202
1201
|
{
|
|
1203
1202
|
value: "A",
|
|
@@ -1314,7 +1313,8 @@ var dictionary_default = {
|
|
|
1314
1313
|
name: "ShortExemptTransactionNonMember",
|
|
1315
1314
|
description: "Short exempt transaction for non-member competing market-maker (refer to A and R types)"
|
|
1316
1315
|
}
|
|
1317
|
-
]
|
|
1316
|
+
],
|
|
1317
|
+
description: 'Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.'
|
|
1318
1318
|
},
|
|
1319
1319
|
"48": {
|
|
1320
1320
|
tag: 48,
|
|
@@ -1350,13 +1350,12 @@ var dictionary_default = {
|
|
|
1350
1350
|
tag: 53,
|
|
1351
1351
|
name: "Shares",
|
|
1352
1352
|
type: "Qty",
|
|
1353
|
-
description: "Number of shares
|
|
1353
|
+
description: "Number of shares (Prior to FIX 4.2 this field was of type int)"
|
|
1354
1354
|
},
|
|
1355
1355
|
"54": {
|
|
1356
1356
|
tag: 54,
|
|
1357
1357
|
name: "Side",
|
|
1358
1358
|
type: "char",
|
|
1359
|
-
description: "Side of order",
|
|
1360
1359
|
enumValues: [
|
|
1361
1360
|
{
|
|
1362
1361
|
value: "1",
|
|
@@ -1403,7 +1402,8 @@ var dictionary_default = {
|
|
|
1403
1402
|
name: "CrossShort",
|
|
1404
1403
|
description: "Cross short"
|
|
1405
1404
|
}
|
|
1406
|
-
]
|
|
1405
|
+
],
|
|
1406
|
+
description: "Side of order"
|
|
1407
1407
|
},
|
|
1408
1408
|
"55": {
|
|
1409
1409
|
tag: 55,
|
|
@@ -1427,13 +1427,12 @@ var dictionary_default = {
|
|
|
1427
1427
|
tag: 58,
|
|
1428
1428
|
name: "Text",
|
|
1429
1429
|
type: "String",
|
|
1430
|
-
description: "Free format text string
|
|
1430
|
+
description: "Free format text string (Note: this field does not have a specified maximum length)"
|
|
1431
1431
|
},
|
|
1432
1432
|
"59": {
|
|
1433
1433
|
tag: 59,
|
|
1434
1434
|
name: "TimeInForce",
|
|
1435
1435
|
type: "char",
|
|
1436
|
-
description: "Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.",
|
|
1437
1436
|
enumValues: [
|
|
1438
1437
|
{
|
|
1439
1438
|
value: "0",
|
|
@@ -1470,7 +1469,8 @@ var dictionary_default = {
|
|
|
1470
1469
|
name: "GoodTillDate",
|
|
1471
1470
|
description: "Good Till Date"
|
|
1472
1471
|
}
|
|
1473
|
-
]
|
|
1472
|
+
],
|
|
1473
|
+
description: "Specifies how long the order remains in effect. Absence of this field is interpreted as DAY."
|
|
1474
1474
|
},
|
|
1475
1475
|
"60": {
|
|
1476
1476
|
tag: 60,
|
|
@@ -1482,7 +1482,6 @@ var dictionary_default = {
|
|
|
1482
1482
|
tag: 61,
|
|
1483
1483
|
name: "Urgency",
|
|
1484
1484
|
type: "char",
|
|
1485
|
-
description: "Urgency flag",
|
|
1486
1485
|
enumValues: [
|
|
1487
1486
|
{
|
|
1488
1487
|
value: "0",
|
|
@@ -1499,7 +1498,8 @@ var dictionary_default = {
|
|
|
1499
1498
|
name: "Background",
|
|
1500
1499
|
description: "Background"
|
|
1501
1500
|
}
|
|
1502
|
-
]
|
|
1501
|
+
],
|
|
1502
|
+
description: "Urgency flag"
|
|
1503
1503
|
},
|
|
1504
1504
|
"62": {
|
|
1505
1505
|
tag: 62,
|
|
@@ -1511,7 +1511,6 @@ var dictionary_default = {
|
|
|
1511
1511
|
tag: 63,
|
|
1512
1512
|
name: "SettlmntTyp",
|
|
1513
1513
|
type: "char",
|
|
1514
|
-
description: "Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.",
|
|
1515
1514
|
enumValues: [
|
|
1516
1515
|
{
|
|
1517
1516
|
value: "0",
|
|
@@ -1563,7 +1562,8 @@ var dictionary_default = {
|
|
|
1563
1562
|
name: "TPlus5",
|
|
1564
1563
|
description: "T+ 5"
|
|
1565
1564
|
}
|
|
1566
|
-
]
|
|
1565
|
+
],
|
|
1566
|
+
description: "Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution."
|
|
1567
1567
|
},
|
|
1568
1568
|
"64": {
|
|
1569
1569
|
tag: 64,
|
|
@@ -1575,7 +1575,7 @@ var dictionary_default = {
|
|
|
1575
1575
|
tag: 65,
|
|
1576
1576
|
name: "SymbolSfx",
|
|
1577
1577
|
type: "String",
|
|
1578
|
-
description: "Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType
|
|
1578
|
+
description: "Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory"
|
|
1579
1579
|
},
|
|
1580
1580
|
"66": {
|
|
1581
1581
|
tag: 66,
|
|
@@ -1593,7 +1593,7 @@ var dictionary_default = {
|
|
|
1593
1593
|
tag: 68,
|
|
1594
1594
|
name: "TotNoOrders",
|
|
1595
1595
|
type: "int",
|
|
1596
|
-
description: 'Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation
|
|
1596
|
+
description: 'Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds")'
|
|
1597
1597
|
},
|
|
1598
1598
|
"69": {
|
|
1599
1599
|
tag: 69,
|
|
@@ -1605,13 +1605,12 @@ var dictionary_default = {
|
|
|
1605
1605
|
tag: 70,
|
|
1606
1606
|
name: "AllocID",
|
|
1607
1607
|
type: "String",
|
|
1608
|
-
description: "Unique identifier for allocation message
|
|
1608
|
+
description: "Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)"
|
|
1609
1609
|
},
|
|
1610
1610
|
"71": {
|
|
1611
1611
|
tag: 71,
|
|
1612
1612
|
name: "AllocTransType",
|
|
1613
1613
|
type: "char",
|
|
1614
|
-
description: "Identifies allocation transaction type",
|
|
1615
1614
|
enumValues: [
|
|
1616
1615
|
{
|
|
1617
1616
|
value: "0",
|
|
@@ -1643,20 +1642,21 @@ var dictionary_default = {
|
|
|
1643
1642
|
name: "CalculatedWithoutPreliminary",
|
|
1644
1643
|
description: "Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney)"
|
|
1645
1644
|
}
|
|
1646
|
-
]
|
|
1645
|
+
],
|
|
1646
|
+
description: "Identifies allocation transaction type"
|
|
1647
1647
|
},
|
|
1648
1648
|
"72": {
|
|
1649
1649
|
tag: 72,
|
|
1650
1650
|
name: "RefAllocID",
|
|
1651
1651
|
type: "String",
|
|
1652
|
-
description: "Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages
|
|
1652
|
+
description: "Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages. (Prior to FIX 4.1 this field was of type int)"
|
|
1653
1653
|
},
|
|
1654
1654
|
"73": {
|
|
1655
1655
|
tag: 73,
|
|
1656
1656
|
name: "NoOrders",
|
|
1657
1657
|
type: "int",
|
|
1658
|
-
|
|
1659
|
-
|
|
1658
|
+
isGroupCounter: true,
|
|
1659
|
+
description: "Indicates number of orders to be combined for average pricing and allocation."
|
|
1660
1660
|
},
|
|
1661
1661
|
"74": {
|
|
1662
1662
|
tag: 74,
|
|
@@ -1680,7 +1680,6 @@ var dictionary_default = {
|
|
|
1680
1680
|
tag: 77,
|
|
1681
1681
|
name: "OpenClose",
|
|
1682
1682
|
type: "char",
|
|
1683
|
-
description: "Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.",
|
|
1684
1683
|
enumValues: [
|
|
1685
1684
|
{
|
|
1686
1685
|
value: "C",
|
|
@@ -1692,14 +1691,15 @@ var dictionary_default = {
|
|
|
1692
1691
|
name: "Open",
|
|
1693
1692
|
description: "Open"
|
|
1694
1693
|
}
|
|
1695
|
-
]
|
|
1694
|
+
],
|
|
1695
|
+
description: "Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together."
|
|
1696
1696
|
},
|
|
1697
1697
|
"78": {
|
|
1698
1698
|
tag: 78,
|
|
1699
1699
|
name: "NoAllocs",
|
|
1700
1700
|
type: "int",
|
|
1701
|
-
|
|
1702
|
-
|
|
1701
|
+
isGroupCounter: true,
|
|
1702
|
+
description: "Number of repeating AllocAccount/AllocPrice entries."
|
|
1703
1703
|
},
|
|
1704
1704
|
"79": {
|
|
1705
1705
|
tag: 79,
|
|
@@ -1711,13 +1711,12 @@ var dictionary_default = {
|
|
|
1711
1711
|
tag: 80,
|
|
1712
1712
|
name: "AllocShares",
|
|
1713
1713
|
type: "Qty",
|
|
1714
|
-
description: "Number of shares to be allocated to specific sub-account
|
|
1714
|
+
description: "Number of shares to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)"
|
|
1715
1715
|
},
|
|
1716
1716
|
"81": {
|
|
1717
1717
|
tag: 81,
|
|
1718
1718
|
name: "ProcessCode",
|
|
1719
1719
|
type: "char",
|
|
1720
|
-
description: "Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.",
|
|
1721
1720
|
enumValues: [
|
|
1722
1721
|
{
|
|
1723
1722
|
value: "0",
|
|
@@ -1754,7 +1753,8 @@ var dictionary_default = {
|
|
|
1754
1753
|
name: "PlanSponsor",
|
|
1755
1754
|
description: "plan sponsor"
|
|
1756
1755
|
}
|
|
1757
|
-
]
|
|
1756
|
+
],
|
|
1757
|
+
description: "Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade."
|
|
1758
1758
|
},
|
|
1759
1759
|
"82": {
|
|
1760
1760
|
tag: 82,
|
|
@@ -1772,25 +1772,24 @@ var dictionary_default = {
|
|
|
1772
1772
|
tag: 84,
|
|
1773
1773
|
name: "CxlQty",
|
|
1774
1774
|
type: "Qty",
|
|
1775
|
-
description: "Total number of shares canceled for this order
|
|
1775
|
+
description: "Total number of shares canceled for this order. (Prior to FIX 4.2 this field was of type int)"
|
|
1776
1776
|
},
|
|
1777
1777
|
"85": {
|
|
1778
1778
|
tag: 85,
|
|
1779
1779
|
name: "NoDlvyInst",
|
|
1780
1780
|
type: "int",
|
|
1781
|
-
description: "Number of delivery instruction fields to follow
|
|
1781
|
+
description: "Number of delivery instruction fields to follow No longer used. Included here for reference to prior versions."
|
|
1782
1782
|
},
|
|
1783
1783
|
"86": {
|
|
1784
1784
|
tag: 86,
|
|
1785
1785
|
name: "DlvyInst",
|
|
1786
1786
|
type: "String",
|
|
1787
|
-
description: "Free format text field to indicate delivery instructions
|
|
1787
|
+
description: "Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions."
|
|
1788
1788
|
},
|
|
1789
1789
|
"87": {
|
|
1790
1790
|
tag: 87,
|
|
1791
1791
|
name: "AllocStatus",
|
|
1792
1792
|
type: "int",
|
|
1793
|
-
description: "Identifies status of allocation.",
|
|
1794
1793
|
enumValues: [
|
|
1795
1794
|
{
|
|
1796
1795
|
value: "0",
|
|
@@ -1812,13 +1811,13 @@ var dictionary_default = {
|
|
|
1812
1811
|
name: "Received",
|
|
1813
1812
|
description: "received (received, not yet processed)"
|
|
1814
1813
|
}
|
|
1815
|
-
]
|
|
1814
|
+
],
|
|
1815
|
+
description: "Identifies status of allocation."
|
|
1816
1816
|
},
|
|
1817
1817
|
"88": {
|
|
1818
1818
|
tag: 88,
|
|
1819
1819
|
name: "AllocRejCode",
|
|
1820
1820
|
type: "int",
|
|
1821
|
-
description: "Identifies reason for rejection.",
|
|
1822
1821
|
enumValues: [
|
|
1823
1822
|
{
|
|
1824
1823
|
value: "0",
|
|
@@ -1860,14 +1859,15 @@ var dictionary_default = {
|
|
|
1860
1859
|
name: "OtherSeeText",
|
|
1861
1860
|
description: "other"
|
|
1862
1861
|
}
|
|
1863
|
-
]
|
|
1862
|
+
],
|
|
1863
|
+
description: "Identifies reason for rejection."
|
|
1864
1864
|
},
|
|
1865
1865
|
"89": {
|
|
1866
1866
|
tag: 89,
|
|
1867
1867
|
name: "Signature",
|
|
1868
1868
|
type: "data",
|
|
1869
|
-
|
|
1870
|
-
|
|
1869
|
+
lengthField: 93,
|
|
1870
|
+
description: "Electronic signature"
|
|
1871
1871
|
},
|
|
1872
1872
|
"90": {
|
|
1873
1873
|
tag: 90,
|
|
@@ -1879,8 +1879,8 @@ var dictionary_default = {
|
|
|
1879
1879
|
tag: 91,
|
|
1880
1880
|
name: "SecureData",
|
|
1881
1881
|
type: "data",
|
|
1882
|
-
|
|
1883
|
-
|
|
1882
|
+
lengthField: 90,
|
|
1883
|
+
description: "Actual encrypted data stream"
|
|
1884
1884
|
},
|
|
1885
1885
|
"92": {
|
|
1886
1886
|
tag: 92,
|
|
@@ -1898,7 +1898,6 @@ var dictionary_default = {
|
|
|
1898
1898
|
tag: 94,
|
|
1899
1899
|
name: "EmailType",
|
|
1900
1900
|
type: "char",
|
|
1901
|
-
description: "Email message type.",
|
|
1902
1901
|
enumValues: [
|
|
1903
1902
|
{
|
|
1904
1903
|
value: "0",
|
|
@@ -1915,7 +1914,8 @@ var dictionary_default = {
|
|
|
1915
1914
|
name: "AdminReply",
|
|
1916
1915
|
description: "Admin Reply"
|
|
1917
1916
|
}
|
|
1918
|
-
]
|
|
1917
|
+
],
|
|
1918
|
+
description: "Email message type."
|
|
1919
1919
|
},
|
|
1920
1920
|
"95": {
|
|
1921
1921
|
tag: 95,
|
|
@@ -1927,14 +1927,13 @@ var dictionary_default = {
|
|
|
1927
1927
|
tag: 96,
|
|
1928
1928
|
name: "RawData",
|
|
1929
1929
|
type: "data",
|
|
1930
|
-
|
|
1931
|
-
|
|
1930
|
+
lengthField: 95,
|
|
1931
|
+
description: "Unformatted raw data, can include bitmaps, word processor documents, etc."
|
|
1932
1932
|
},
|
|
1933
1933
|
"97": {
|
|
1934
1934
|
tag: 97,
|
|
1935
1935
|
name: "PossResend",
|
|
1936
1936
|
type: "Boolean",
|
|
1937
|
-
description: "Indicates that message may contain information that has been sent under another sequence number.",
|
|
1938
1937
|
enumValues: [
|
|
1939
1938
|
{
|
|
1940
1939
|
value: "N",
|
|
@@ -1946,13 +1945,13 @@ var dictionary_default = {
|
|
|
1946
1945
|
name: "PossibleResend",
|
|
1947
1946
|
description: "Possible resend"
|
|
1948
1947
|
}
|
|
1949
|
-
]
|
|
1948
|
+
],
|
|
1949
|
+
description: "Indicates that message may contain information that has been sent under another sequence number."
|
|
1950
1950
|
},
|
|
1951
1951
|
"98": {
|
|
1952
1952
|
tag: 98,
|
|
1953
1953
|
name: "EncryptMethod",
|
|
1954
1954
|
type: "int",
|
|
1955
|
-
description: "Method of encryption.",
|
|
1956
1955
|
enumValues: [
|
|
1957
1956
|
{
|
|
1958
1957
|
value: "0",
|
|
@@ -1982,14 +1981,15 @@ var dictionary_default = {
|
|
|
1982
1981
|
{
|
|
1983
1982
|
value: "5",
|
|
1984
1983
|
name: "PGPDESMD5",
|
|
1985
|
-
description: "PGP/DES-MD5 (see app note on FIX
|
|
1984
|
+
description: "PGP/DES-MD5 (see app note on FIX website)"
|
|
1986
1985
|
},
|
|
1987
1986
|
{
|
|
1988
1987
|
value: "6",
|
|
1989
1988
|
name: "PEM",
|
|
1990
|
-
description: "PEM/DES-MD5 (see app note on FIX
|
|
1989
|
+
description: "PEM/DES-MD5 (see app note on FIX website)"
|
|
1991
1990
|
}
|
|
1992
|
-
]
|
|
1991
|
+
],
|
|
1992
|
+
description: "Method of encryption."
|
|
1993
1993
|
},
|
|
1994
1994
|
"99": {
|
|
1995
1995
|
tag: 99,
|
|
@@ -2001,13 +2001,12 @@ var dictionary_default = {
|
|
|
2001
2001
|
tag: 100,
|
|
2002
2002
|
name: "ExDestination",
|
|
2003
2003
|
type: "Exchange",
|
|
2004
|
-
description: "Execution destination as defined by institution when order is entered
|
|
2004
|
+
description: "Execution destination as defined by institution when order is entered. Valid values: See Appendix C"
|
|
2005
2005
|
},
|
|
2006
2006
|
"102": {
|
|
2007
2007
|
tag: 102,
|
|
2008
2008
|
name: "CxlRejReason",
|
|
2009
2009
|
type: "int",
|
|
2010
|
-
description: "Code to identify reason for cancel rejection.",
|
|
2011
2010
|
enumValues: [
|
|
2012
2011
|
{
|
|
2013
2012
|
value: "0",
|
|
@@ -2029,13 +2028,13 @@ var dictionary_default = {
|
|
|
2029
2028
|
name: "OrderAlreadyInPendingStatus",
|
|
2030
2029
|
description: "Order already in Pending Cancel or Pending Replace status"
|
|
2031
2030
|
}
|
|
2032
|
-
]
|
|
2031
|
+
],
|
|
2032
|
+
description: "Code to identify reason for cancel rejection."
|
|
2033
2033
|
},
|
|
2034
2034
|
"103": {
|
|
2035
2035
|
tag: 103,
|
|
2036
2036
|
name: "OrdRejReason",
|
|
2037
2037
|
type: "int",
|
|
2038
|
-
description: "Code to identify reason for order rejection.",
|
|
2039
2038
|
enumValues: [
|
|
2040
2039
|
{
|
|
2041
2040
|
value: "0",
|
|
@@ -2082,13 +2081,13 @@ var dictionary_default = {
|
|
|
2082
2081
|
name: "StaleOrder",
|
|
2083
2082
|
description: "Stale Order"
|
|
2084
2083
|
}
|
|
2085
|
-
]
|
|
2084
|
+
],
|
|
2085
|
+
description: "Code to identify reason for order rejection."
|
|
2086
2086
|
},
|
|
2087
2087
|
"104": {
|
|
2088
2088
|
tag: 104,
|
|
2089
2089
|
name: "IOIQualifier",
|
|
2090
2090
|
type: "char",
|
|
2091
|
-
description: "Code to qualify IOI use.",
|
|
2092
2091
|
enumValues: [
|
|
2093
2092
|
{
|
|
2094
2093
|
value: "A",
|
|
@@ -2170,7 +2169,8 @@ var dictionary_default = {
|
|
|
2170
2169
|
name: "PreOpen",
|
|
2171
2170
|
description: "Pre-open"
|
|
2172
2171
|
}
|
|
2173
|
-
]
|
|
2172
|
+
],
|
|
2173
|
+
description: "Code to qualify IOI use."
|
|
2174
2174
|
},
|
|
2175
2175
|
"105": {
|
|
2176
2176
|
tag: 105,
|
|
@@ -2206,13 +2206,13 @@ var dictionary_default = {
|
|
|
2206
2206
|
tag: 110,
|
|
2207
2207
|
name: "MinQty",
|
|
2208
2208
|
type: "Qty",
|
|
2209
|
-
description: "Minimum quantity of an order to be executed
|
|
2209
|
+
description: "Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)"
|
|
2210
2210
|
},
|
|
2211
2211
|
"111": {
|
|
2212
2212
|
tag: 111,
|
|
2213
2213
|
name: "MaxFloor",
|
|
2214
2214
|
type: "Qty",
|
|
2215
|
-
description: "Maximum number of shares within an order to be shown on the exchange floor at any given time
|
|
2215
|
+
description: "Maximum number of shares within an order to be shown on the exchange floor at any given time. (Prior to FIX 4.2 this field was of type int)"
|
|
2216
2216
|
},
|
|
2217
2217
|
"112": {
|
|
2218
2218
|
tag: 112,
|
|
@@ -2224,7 +2224,6 @@ var dictionary_default = {
|
|
|
2224
2224
|
tag: 113,
|
|
2225
2225
|
name: "ReportToExch",
|
|
2226
2226
|
type: "Boolean",
|
|
2227
|
-
description: "Identifies party of trade responsible for exchange reporting.",
|
|
2228
2227
|
enumValues: [
|
|
2229
2228
|
{
|
|
2230
2229
|
value: "N",
|
|
@@ -2236,13 +2235,13 @@ var dictionary_default = {
|
|
|
2236
2235
|
name: "ReceiverReports",
|
|
2237
2236
|
description: "Indicates that party receiving message must report trade"
|
|
2238
2237
|
}
|
|
2239
|
-
]
|
|
2238
|
+
],
|
|
2239
|
+
description: "Identifies party of trade responsible for exchange reporting."
|
|
2240
2240
|
},
|
|
2241
2241
|
"114": {
|
|
2242
2242
|
tag: 114,
|
|
2243
2243
|
name: "LocateReqd",
|
|
2244
2244
|
type: "Boolean",
|
|
2245
|
-
description: "Indicates whether the broker is to locate the stock in conjunction with a short sell order.",
|
|
2246
2245
|
enumValues: [
|
|
2247
2246
|
{
|
|
2248
2247
|
value: "N",
|
|
@@ -2254,7 +2253,8 @@ var dictionary_default = {
|
|
|
2254
2253
|
name: "Yes",
|
|
2255
2254
|
description: "Indicates the broker is responsible for locating the stock"
|
|
2256
2255
|
}
|
|
2257
|
-
]
|
|
2256
|
+
],
|
|
2257
|
+
description: "Indicates whether the broker is to locate the stock in conjunction with a short sell order."
|
|
2258
2258
|
},
|
|
2259
2259
|
"115": {
|
|
2260
2260
|
tag: 115,
|
|
@@ -2296,7 +2296,6 @@ var dictionary_default = {
|
|
|
2296
2296
|
tag: 121,
|
|
2297
2297
|
name: "ForexReq",
|
|
2298
2298
|
type: "Boolean",
|
|
2299
|
-
description: "Indicates request for forex accommodation trade to be executed along with security transaction.",
|
|
2300
2299
|
enumValues: [
|
|
2301
2300
|
{
|
|
2302
2301
|
value: "N",
|
|
@@ -2308,7 +2307,8 @@ var dictionary_default = {
|
|
|
2308
2307
|
name: "ExecuteForexAfterSecurityTrade",
|
|
2309
2308
|
description: "Execute Forex after security trade"
|
|
2310
2309
|
}
|
|
2311
|
-
]
|
|
2310
|
+
],
|
|
2311
|
+
description: "Indicates request for forex accommodation trade to be executed along with security transaction."
|
|
2312
2312
|
},
|
|
2313
2313
|
"122": {
|
|
2314
2314
|
tag: 122,
|
|
@@ -2320,7 +2320,6 @@ var dictionary_default = {
|
|
|
2320
2320
|
tag: 123,
|
|
2321
2321
|
name: "GapFillFlag",
|
|
2322
2322
|
type: "Boolean",
|
|
2323
|
-
description: "Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.",
|
|
2324
2323
|
enumValues: [
|
|
2325
2324
|
{
|
|
2326
2325
|
value: "N",
|
|
@@ -2332,14 +2331,15 @@ var dictionary_default = {
|
|
|
2332
2331
|
name: "GapFillMessage",
|
|
2333
2332
|
description: "Gap Fill message, MsgSeqNum field valid"
|
|
2334
2333
|
}
|
|
2335
|
-
]
|
|
2334
|
+
],
|
|
2335
|
+
description: "Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent."
|
|
2336
2336
|
},
|
|
2337
2337
|
"124": {
|
|
2338
2338
|
tag: 124,
|
|
2339
2339
|
name: "NoExecs",
|
|
2340
2340
|
type: "int",
|
|
2341
|
-
|
|
2342
|
-
|
|
2341
|
+
isGroupCounter: true,
|
|
2342
|
+
description: "No of execution repeating group entries to follow."
|
|
2343
2343
|
},
|
|
2344
2344
|
"125": {
|
|
2345
2345
|
tag: 125,
|
|
@@ -2357,7 +2357,6 @@ var dictionary_default = {
|
|
|
2357
2357
|
tag: 127,
|
|
2358
2358
|
name: "DKReason",
|
|
2359
2359
|
type: "char",
|
|
2360
|
-
description: "Reason for execution rejection.",
|
|
2361
2360
|
enumValues: [
|
|
2362
2361
|
{
|
|
2363
2362
|
value: "A",
|
|
@@ -2389,7 +2388,8 @@ var dictionary_default = {
|
|
|
2389
2388
|
name: "Other",
|
|
2390
2389
|
description: "Other"
|
|
2391
2390
|
}
|
|
2392
|
-
]
|
|
2391
|
+
],
|
|
2392
|
+
description: "Reason for execution rejection."
|
|
2393
2393
|
},
|
|
2394
2394
|
"128": {
|
|
2395
2395
|
tag: 128,
|
|
@@ -2407,7 +2407,6 @@ var dictionary_default = {
|
|
|
2407
2407
|
tag: 130,
|
|
2408
2408
|
name: "IOINaturalFlag",
|
|
2409
2409
|
type: "Boolean",
|
|
2410
|
-
description: "Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.",
|
|
2411
2410
|
enumValues: [
|
|
2412
2411
|
{
|
|
2413
2412
|
value: "N",
|
|
@@ -2419,7 +2418,8 @@ var dictionary_default = {
|
|
|
2419
2418
|
name: "Natural",
|
|
2420
2419
|
description: "Natural"
|
|
2421
2420
|
}
|
|
2422
|
-
]
|
|
2421
|
+
],
|
|
2422
|
+
description: "Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity."
|
|
2423
2423
|
},
|
|
2424
2424
|
"131": {
|
|
2425
2425
|
tag: 131,
|
|
@@ -2443,20 +2443,20 @@ var dictionary_default = {
|
|
|
2443
2443
|
tag: 134,
|
|
2444
2444
|
name: "BidSize",
|
|
2445
2445
|
type: "Qty",
|
|
2446
|
-
description: "Quantity of bid
|
|
2446
|
+
description: "Quantity of bid (Prior to FIX 4.2 this field was of type int)"
|
|
2447
2447
|
},
|
|
2448
2448
|
"135": {
|
|
2449
2449
|
tag: 135,
|
|
2450
2450
|
name: "OfferSize",
|
|
2451
2451
|
type: "Qty",
|
|
2452
|
-
description: "Quantity of offer
|
|
2452
|
+
description: "Quantity of offer (Prior to FIX 4.2 this field was of type int)"
|
|
2453
2453
|
},
|
|
2454
2454
|
"136": {
|
|
2455
2455
|
tag: 136,
|
|
2456
2456
|
name: "NoMiscFees",
|
|
2457
2457
|
type: "int",
|
|
2458
|
-
|
|
2459
|
-
|
|
2458
|
+
isGroupCounter: true,
|
|
2459
|
+
description: "Number of repeating groups of miscellaneous fees"
|
|
2460
2460
|
},
|
|
2461
2461
|
"137": {
|
|
2462
2462
|
tag: 137,
|
|
@@ -2474,7 +2474,6 @@ var dictionary_default = {
|
|
|
2474
2474
|
tag: 139,
|
|
2475
2475
|
name: "MiscFeeType",
|
|
2476
2476
|
type: "char",
|
|
2477
|
-
description: "Indicates type of miscellaneous fee.",
|
|
2478
2477
|
enumValues: [
|
|
2479
2478
|
{
|
|
2480
2479
|
value: "1",
|
|
@@ -2521,7 +2520,8 @@ var dictionary_default = {
|
|
|
2521
2520
|
name: "ConsumptionTax",
|
|
2522
2521
|
description: "Consumption Tax"
|
|
2523
2522
|
}
|
|
2524
|
-
]
|
|
2523
|
+
],
|
|
2524
|
+
description: "Indicates type of miscellaneous fee."
|
|
2525
2525
|
},
|
|
2526
2526
|
"140": {
|
|
2527
2527
|
tag: 140,
|
|
@@ -2533,7 +2533,6 @@ var dictionary_default = {
|
|
|
2533
2533
|
tag: 141,
|
|
2534
2534
|
name: "ResetSeqNumFlag",
|
|
2535
2535
|
type: "Boolean",
|
|
2536
|
-
description: "Indicates that the both sides of the FIX session should reset sequence numbers.",
|
|
2537
2536
|
enumValues: [
|
|
2538
2537
|
{
|
|
2539
2538
|
value: "N",
|
|
@@ -2545,7 +2544,8 @@ var dictionary_default = {
|
|
|
2545
2544
|
name: "Yes",
|
|
2546
2545
|
description: "Yes, reset sequence numbers"
|
|
2547
2546
|
}
|
|
2548
|
-
]
|
|
2547
|
+
],
|
|
2548
|
+
description: "Indicates that the both sides of the FIX session should reset sequence numbers."
|
|
2549
2549
|
},
|
|
2550
2550
|
"142": {
|
|
2551
2551
|
tag: 142,
|
|
@@ -2575,8 +2575,8 @@ var dictionary_default = {
|
|
|
2575
2575
|
tag: 146,
|
|
2576
2576
|
name: "NoRelatedSym",
|
|
2577
2577
|
type: "int",
|
|
2578
|
-
|
|
2579
|
-
|
|
2578
|
+
isGroupCounter: true,
|
|
2579
|
+
description: "Specifies the number of repeating symbols specified."
|
|
2580
2580
|
},
|
|
2581
2581
|
"147": {
|
|
2582
2582
|
tag: 147,
|
|
@@ -2600,7 +2600,6 @@ var dictionary_default = {
|
|
|
2600
2600
|
tag: 150,
|
|
2601
2601
|
name: "ExecType",
|
|
2602
2602
|
type: "char",
|
|
2603
|
-
description: "Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)",
|
|
2604
2603
|
enumValues: [
|
|
2605
2604
|
{
|
|
2606
2605
|
value: "0",
|
|
@@ -2677,13 +2676,14 @@ var dictionary_default = {
|
|
|
2677
2676
|
name: "PendingReplace",
|
|
2678
2677
|
description: "Pending Replace (e.g. result of Order Cancel/Replace Request)"
|
|
2679
2678
|
}
|
|
2680
|
-
]
|
|
2679
|
+
],
|
|
2680
|
+
description: "Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)"
|
|
2681
2681
|
},
|
|
2682
2682
|
"151": {
|
|
2683
2683
|
tag: 151,
|
|
2684
2684
|
name: "LeavesQty",
|
|
2685
2685
|
type: "Qty",
|
|
2686
|
-
description: "Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty
|
|
2686
|
+
description: "Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. (Prior to FIX 4.2 this field was of type int)"
|
|
2687
2687
|
},
|
|
2688
2688
|
"152": {
|
|
2689
2689
|
tag: 152,
|
|
@@ -2737,7 +2737,6 @@ var dictionary_default = {
|
|
|
2737
2737
|
tag: 160,
|
|
2738
2738
|
name: "SettlInstMode",
|
|
2739
2739
|
type: "char",
|
|
2740
|
-
description: "Indicates mode used for Settlement Instructions",
|
|
2741
2740
|
enumValues: [
|
|
2742
2741
|
{
|
|
2743
2742
|
value: "0",
|
|
@@ -2759,7 +2758,8 @@ var dictionary_default = {
|
|
|
2759
2758
|
name: "SpecificAllocationAccountStanding",
|
|
2760
2759
|
description: "Specific Allocation Account Standing"
|
|
2761
2760
|
}
|
|
2762
|
-
]
|
|
2761
|
+
],
|
|
2762
|
+
description: "Indicates mode used for Settlement Instructions"
|
|
2763
2763
|
},
|
|
2764
2764
|
"161": {
|
|
2765
2765
|
tag: 161,
|
|
@@ -2777,7 +2777,6 @@ var dictionary_default = {
|
|
|
2777
2777
|
tag: 163,
|
|
2778
2778
|
name: "SettlInstTransType",
|
|
2779
2779
|
type: "char",
|
|
2780
|
-
description: "Settlement Instructions message transaction type",
|
|
2781
2780
|
enumValues: [
|
|
2782
2781
|
{
|
|
2783
2782
|
value: "C",
|
|
@@ -2794,7 +2793,8 @@ var dictionary_default = {
|
|
|
2794
2793
|
name: "Replace",
|
|
2795
2794
|
description: "Replace"
|
|
2796
2795
|
}
|
|
2797
|
-
]
|
|
2796
|
+
],
|
|
2797
|
+
description: "Settlement Instructions message transaction type"
|
|
2798
2798
|
},
|
|
2799
2799
|
"164": {
|
|
2800
2800
|
tag: 164,
|
|
@@ -2806,7 +2806,6 @@ var dictionary_default = {
|
|
|
2806
2806
|
tag: 165,
|
|
2807
2807
|
name: "SettlInstSource",
|
|
2808
2808
|
type: "char",
|
|
2809
|
-
description: "Indicates source of Settlement Instructions",
|
|
2810
2809
|
enumValues: [
|
|
2811
2810
|
{
|
|
2812
2811
|
value: "1",
|
|
@@ -2818,13 +2817,13 @@ var dictionary_default = {
|
|
|
2818
2817
|
name: "Institution",
|
|
2819
2818
|
description: "Institutions Instructions"
|
|
2820
2819
|
}
|
|
2821
|
-
]
|
|
2820
|
+
],
|
|
2821
|
+
description: "Indicates source of Settlement Instructions"
|
|
2822
2822
|
},
|
|
2823
2823
|
"166": {
|
|
2824
2824
|
tag: 166,
|
|
2825
2825
|
name: "SettlLocation",
|
|
2826
2826
|
type: "String",
|
|
2827
|
-
description: "Identifies Settlement Depository or Country Code (ISITC spec)",
|
|
2828
2827
|
enumValues: [
|
|
2829
2828
|
{
|
|
2830
2829
|
value: "CED",
|
|
@@ -2861,13 +2860,13 @@ var dictionary_default = {
|
|
|
2861
2860
|
name: "ParticipantTrustCompany",
|
|
2862
2861
|
description: "Participant Trust Company"
|
|
2863
2862
|
}
|
|
2864
|
-
]
|
|
2863
|
+
],
|
|
2864
|
+
description: "Identifies Settlement Depository or Country Code (ISITC spec) using ISO 3166 (2 character) representing the country of settlement."
|
|
2865
2865
|
},
|
|
2866
2866
|
"167": {
|
|
2867
2867
|
tag: 167,
|
|
2868
2868
|
name: "SecurityType",
|
|
2869
2869
|
type: "String",
|
|
2870
|
-
description: "Indicates type of security (ISITC spec)",
|
|
2871
2870
|
enumValues: [
|
|
2872
2871
|
{
|
|
2873
2872
|
value: "?",
|
|
@@ -3034,7 +3033,8 @@ var dictionary_default = {
|
|
|
3034
3033
|
name: "CatsTigersAndLions",
|
|
3035
3034
|
description: "Cats, Tigers & Lions (a real code: US Treasury Receipts)"
|
|
3036
3035
|
}
|
|
3037
|
-
]
|
|
3036
|
+
],
|
|
3037
|
+
description: "Indicates type of security (ISITC spec)"
|
|
3038
3038
|
},
|
|
3039
3039
|
"168": {
|
|
3040
3040
|
tag: 168,
|
|
@@ -3046,7 +3046,6 @@ var dictionary_default = {
|
|
|
3046
3046
|
tag: 169,
|
|
3047
3047
|
name: "StandInstDbType",
|
|
3048
3048
|
type: "int",
|
|
3049
|
-
description: "Identifies the Standing Instruction database used",
|
|
3050
3049
|
enumValues: [
|
|
3051
3050
|
{
|
|
3052
3051
|
value: "0",
|
|
@@ -3068,7 +3067,8 @@ var dictionary_default = {
|
|
|
3068
3067
|
name: "AGlobalCustodian",
|
|
3069
3068
|
description: "A Global Custodian (StandInstDbName must be provided)"
|
|
3070
3069
|
}
|
|
3071
|
-
]
|
|
3070
|
+
],
|
|
3071
|
+
description: "Identifies the Standing Instruction database used"
|
|
3072
3072
|
},
|
|
3073
3073
|
"170": {
|
|
3074
3074
|
tag: 170,
|
|
@@ -3206,13 +3206,13 @@ var dictionary_default = {
|
|
|
3206
3206
|
tag: 192,
|
|
3207
3207
|
name: "OrderQty2",
|
|
3208
3208
|
type: "Qty",
|
|
3209
|
-
description: "OrderQty of the future part of
|
|
3209
|
+
description: "OrderQty of the future part of an F/X swap order."
|
|
3210
3210
|
},
|
|
3211
3211
|
"193": {
|
|
3212
3212
|
tag: 193,
|
|
3213
3213
|
name: "FutSettDate2",
|
|
3214
3214
|
type: "LocalMktDate",
|
|
3215
|
-
description: "FutSettDate of the future part of
|
|
3215
|
+
description: "FutSettDate of the future part of an F/X swap order."
|
|
3216
3216
|
},
|
|
3217
3217
|
"194": {
|
|
3218
3218
|
tag: 194,
|
|
@@ -3236,7 +3236,6 @@ var dictionary_default = {
|
|
|
3236
3236
|
tag: 197,
|
|
3237
3237
|
name: "AllocLinkType",
|
|
3238
3238
|
type: "int",
|
|
3239
|
-
description: "Identifies the type of Allocation linkage when AllocLinkID is used.",
|
|
3240
3239
|
enumValues: [
|
|
3241
3240
|
{
|
|
3242
3241
|
value: "0",
|
|
@@ -3248,7 +3247,8 @@ var dictionary_default = {
|
|
|
3248
3247
|
name: "FXSwap",
|
|
3249
3248
|
description: "F/X Swap"
|
|
3250
3249
|
}
|
|
3251
|
-
]
|
|
3250
|
+
],
|
|
3251
|
+
description: "Identifies the type of Allocation linkage when AllocLinkID is used."
|
|
3252
3252
|
},
|
|
3253
3253
|
"198": {
|
|
3254
3254
|
tag: 198,
|
|
@@ -3260,20 +3260,19 @@ var dictionary_default = {
|
|
|
3260
3260
|
tag: 199,
|
|
3261
3261
|
name: "NoIOIQualifiers",
|
|
3262
3262
|
type: "int",
|
|
3263
|
-
|
|
3264
|
-
|
|
3263
|
+
isGroupCounter: true,
|
|
3264
|
+
description: "Number of repeating groups of IOIQualifiers."
|
|
3265
3265
|
},
|
|
3266
3266
|
"200": {
|
|
3267
3267
|
tag: 200,
|
|
3268
3268
|
name: "MaturityMonthYear",
|
|
3269
3269
|
type: "MonthYear",
|
|
3270
|
-
description: "Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified
|
|
3270
|
+
description: "Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified. Format: YYYYMM (i.e. 199903)"
|
|
3271
3271
|
},
|
|
3272
3272
|
"201": {
|
|
3273
3273
|
tag: 201,
|
|
3274
3274
|
name: "PutOrCall",
|
|
3275
3275
|
type: "int",
|
|
3276
|
-
description: "Indicates whether an Option is for a put or call.",
|
|
3277
3276
|
enumValues: [
|
|
3278
3277
|
{
|
|
3279
3278
|
value: "0",
|
|
@@ -3285,7 +3284,8 @@ var dictionary_default = {
|
|
|
3285
3284
|
name: "Call",
|
|
3286
3285
|
description: "Call"
|
|
3287
3286
|
}
|
|
3288
|
-
]
|
|
3287
|
+
],
|
|
3288
|
+
description: "Indicates whether an Option is for a put or call."
|
|
3289
3289
|
},
|
|
3290
3290
|
"202": {
|
|
3291
3291
|
tag: 202,
|
|
@@ -3297,7 +3297,6 @@ var dictionary_default = {
|
|
|
3297
3297
|
tag: 203,
|
|
3298
3298
|
name: "CoveredOrUncovered",
|
|
3299
3299
|
type: "int",
|
|
3300
|
-
description: "Used for options",
|
|
3301
3300
|
enumValues: [
|
|
3302
3301
|
{
|
|
3303
3302
|
value: "0",
|
|
@@ -3309,13 +3308,13 @@ var dictionary_default = {
|
|
|
3309
3308
|
name: "Uncovered",
|
|
3310
3309
|
description: "Uncovered"
|
|
3311
3310
|
}
|
|
3312
|
-
]
|
|
3311
|
+
],
|
|
3312
|
+
description: "Used for options"
|
|
3313
3313
|
},
|
|
3314
3314
|
"204": {
|
|
3315
3315
|
tag: 204,
|
|
3316
3316
|
name: "CustomerOrFirm",
|
|
3317
3317
|
type: "int",
|
|
3318
|
-
description: "Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.",
|
|
3319
3318
|
enumValues: [
|
|
3320
3319
|
{
|
|
3321
3320
|
value: "0",
|
|
@@ -3327,7 +3326,8 @@ var dictionary_default = {
|
|
|
3327
3326
|
name: "Firm",
|
|
3328
3327
|
description: "Firm"
|
|
3329
3328
|
}
|
|
3330
|
-
]
|
|
3329
|
+
],
|
|
3330
|
+
description: "Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself."
|
|
3331
3331
|
},
|
|
3332
3332
|
"205": {
|
|
3333
3333
|
tag: 205,
|
|
@@ -3351,7 +3351,6 @@ var dictionary_default = {
|
|
|
3351
3351
|
tag: 208,
|
|
3352
3352
|
name: "NotifyBrokerOfCredit",
|
|
3353
3353
|
type: "Boolean",
|
|
3354
|
-
description: "Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).",
|
|
3355
3354
|
enumValues: [
|
|
3356
3355
|
{
|
|
3357
3356
|
value: "N",
|
|
@@ -3363,13 +3362,13 @@ var dictionary_default = {
|
|
|
3363
3362
|
name: "DetailsShouldBeCommunicated",
|
|
3364
3363
|
description: "Details should be communicated"
|
|
3365
3364
|
}
|
|
3366
|
-
]
|
|
3365
|
+
],
|
|
3366
|
+
description: "Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker)."
|
|
3367
3367
|
},
|
|
3368
3368
|
"209": {
|
|
3369
3369
|
tag: 209,
|
|
3370
3370
|
name: "AllocHandlInst",
|
|
3371
3371
|
type: "int",
|
|
3372
|
-
description: "Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.",
|
|
3373
3372
|
enumValues: [
|
|
3374
3373
|
{
|
|
3375
3374
|
value: "1",
|
|
@@ -3386,13 +3385,14 @@ var dictionary_default = {
|
|
|
3386
3385
|
name: "ForwardAndMatch",
|
|
3387
3386
|
description: "Forward and Match"
|
|
3388
3387
|
}
|
|
3389
|
-
]
|
|
3388
|
+
],
|
|
3389
|
+
description: "Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details."
|
|
3390
3390
|
},
|
|
3391
3391
|
"210": {
|
|
3392
3392
|
tag: 210,
|
|
3393
3393
|
name: "MaxShow",
|
|
3394
3394
|
type: "Qty",
|
|
3395
|
-
description: "Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI)
|
|
3395
|
+
description: "Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)"
|
|
3396
3396
|
},
|
|
3397
3397
|
"211": {
|
|
3398
3398
|
tag: 211,
|
|
@@ -3410,8 +3410,8 @@ var dictionary_default = {
|
|
|
3410
3410
|
tag: 213,
|
|
3411
3411
|
name: "XmlData",
|
|
3412
3412
|
type: "data",
|
|
3413
|
-
|
|
3414
|
-
|
|
3413
|
+
lengthField: 212,
|
|
3414
|
+
description: "Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters."
|
|
3415
3415
|
},
|
|
3416
3416
|
"214": {
|
|
3417
3417
|
tag: 214,
|
|
@@ -3423,14 +3423,13 @@ var dictionary_default = {
|
|
|
3423
3423
|
tag: 215,
|
|
3424
3424
|
name: "NoRoutingIDs",
|
|
3425
3425
|
type: "int",
|
|
3426
|
-
|
|
3427
|
-
|
|
3426
|
+
isGroupCounter: true,
|
|
3427
|
+
description: "Number of repeating groups of RoutingID and RoutingType values. See Appendix L \u2013 Pre-Trade Message Targeting/Routing"
|
|
3428
3428
|
},
|
|
3429
3429
|
"216": {
|
|
3430
3430
|
tag: 216,
|
|
3431
3431
|
name: "RoutingType",
|
|
3432
3432
|
type: "int",
|
|
3433
|
-
description: "Indicates the type of RoutingID specified.",
|
|
3434
3433
|
enumValues: [
|
|
3435
3434
|
{
|
|
3436
3435
|
value: "1",
|
|
@@ -3452,7 +3451,8 @@ var dictionary_default = {
|
|
|
3452
3451
|
name: "BlockList",
|
|
3453
3452
|
description: "Block List"
|
|
3454
3453
|
}
|
|
3455
|
-
]
|
|
3454
|
+
],
|
|
3455
|
+
description: "Indicates the type of RoutingID specified."
|
|
3456
3456
|
},
|
|
3457
3457
|
"217": {
|
|
3458
3458
|
tag: 217,
|
|
@@ -3470,7 +3470,6 @@ var dictionary_default = {
|
|
|
3470
3470
|
tag: 219,
|
|
3471
3471
|
name: "Benchmark",
|
|
3472
3472
|
type: "char",
|
|
3473
|
-
description: "For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).",
|
|
3474
3473
|
enumValues: [
|
|
3475
3474
|
{
|
|
3476
3475
|
value: "1",
|
|
@@ -3517,7 +3516,8 @@ var dictionary_default = {
|
|
|
3517
3516
|
name: "SixMOLIBOR",
|
|
3518
3517
|
description: "6-MO-LIBOR"
|
|
3519
3518
|
}
|
|
3520
|
-
]
|
|
3519
|
+
],
|
|
3520
|
+
description: "For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field)."
|
|
3521
3521
|
},
|
|
3522
3522
|
"223": {
|
|
3523
3523
|
tag: 223,
|
|
@@ -3541,7 +3541,6 @@ var dictionary_default = {
|
|
|
3541
3541
|
tag: 263,
|
|
3542
3542
|
name: "SubscriptionRequestType",
|
|
3543
3543
|
type: "char",
|
|
3544
|
-
description: "Subscription Request Type",
|
|
3545
3544
|
enumValues: [
|
|
3546
3545
|
{
|
|
3547
3546
|
value: "0",
|
|
@@ -3558,7 +3557,8 @@ var dictionary_default = {
|
|
|
3558
3557
|
name: "DisablePreviousSnapshot",
|
|
3559
3558
|
description: "Disable previous Snapshot + Update Request (Unsubscribe)"
|
|
3560
3559
|
}
|
|
3561
|
-
]
|
|
3560
|
+
],
|
|
3561
|
+
description: "Subscription Request Type"
|
|
3562
3562
|
},
|
|
3563
3563
|
"264": {
|
|
3564
3564
|
tag: 264,
|
|
@@ -3570,7 +3570,6 @@ var dictionary_default = {
|
|
|
3570
3570
|
tag: 265,
|
|
3571
3571
|
name: "MDUpdateType",
|
|
3572
3572
|
type: "int",
|
|
3573
|
-
description: "Specifies the type of Market Data update.",
|
|
3574
3573
|
enumValues: [
|
|
3575
3574
|
{
|
|
3576
3575
|
value: "0",
|
|
@@ -3582,13 +3581,13 @@ var dictionary_default = {
|
|
|
3582
3581
|
name: "IncrementalRefresh",
|
|
3583
3582
|
description: "Incremental Refresh"
|
|
3584
3583
|
}
|
|
3585
|
-
]
|
|
3584
|
+
],
|
|
3585
|
+
description: "Specifies the type of Market Data update."
|
|
3586
3586
|
},
|
|
3587
3587
|
"266": {
|
|
3588
3588
|
tag: 266,
|
|
3589
3589
|
name: "AggregatedBook",
|
|
3590
3590
|
type: "Boolean",
|
|
3591
|
-
description: "Specifies whether or not book entries should be aggregated.",
|
|
3592
3591
|
enumValues: [
|
|
3593
3592
|
{
|
|
3594
3593
|
value: "N",
|
|
@@ -3600,27 +3599,27 @@ var dictionary_default = {
|
|
|
3600
3599
|
name: "BookEntriesToBeAggregated",
|
|
3601
3600
|
description: "one book entry per side per price"
|
|
3602
3601
|
}
|
|
3603
|
-
]
|
|
3602
|
+
],
|
|
3603
|
+
description: "Specifies whether or not book entries should be aggregated."
|
|
3604
3604
|
},
|
|
3605
3605
|
"267": {
|
|
3606
3606
|
tag: 267,
|
|
3607
3607
|
name: "NoMDEntryTypes",
|
|
3608
3608
|
type: "int",
|
|
3609
|
-
|
|
3610
|
-
|
|
3609
|
+
isGroupCounter: true,
|
|
3610
|
+
description: "Number of MDEntryType fields requested."
|
|
3611
3611
|
},
|
|
3612
3612
|
"268": {
|
|
3613
3613
|
tag: 268,
|
|
3614
3614
|
name: "NoMDEntries",
|
|
3615
3615
|
type: "int",
|
|
3616
|
-
|
|
3617
|
-
|
|
3616
|
+
isGroupCounter: true,
|
|
3617
|
+
description: "Number of entries in Market Data message."
|
|
3618
3618
|
},
|
|
3619
3619
|
"269": {
|
|
3620
3620
|
tag: 269,
|
|
3621
3621
|
name: "MDEntryType",
|
|
3622
3622
|
type: "char",
|
|
3623
|
-
description: "Type Market Data entry.",
|
|
3624
3623
|
enumValues: [
|
|
3625
3624
|
{
|
|
3626
3625
|
value: "0",
|
|
@@ -3672,7 +3671,8 @@ var dictionary_default = {
|
|
|
3672
3671
|
name: "TradingSessionVWAPPrice",
|
|
3673
3672
|
description: "Trading Session VWAP Price"
|
|
3674
3673
|
}
|
|
3675
|
-
]
|
|
3674
|
+
],
|
|
3675
|
+
description: "Type Market Data entry."
|
|
3676
3676
|
},
|
|
3677
3677
|
"270": {
|
|
3678
3678
|
tag: 270,
|
|
@@ -3702,7 +3702,6 @@ var dictionary_default = {
|
|
|
3702
3702
|
tag: 274,
|
|
3703
3703
|
name: "TickDirection",
|
|
3704
3704
|
type: "char",
|
|
3705
|
-
description: 'Direction of the "tick".',
|
|
3706
3705
|
enumValues: [
|
|
3707
3706
|
{
|
|
3708
3707
|
value: "0",
|
|
@@ -3724,19 +3723,19 @@ var dictionary_default = {
|
|
|
3724
3723
|
name: "ZeroMinusTick",
|
|
3725
3724
|
description: "Zero-Minus Tick"
|
|
3726
3725
|
}
|
|
3727
|
-
]
|
|
3726
|
+
],
|
|
3727
|
+
description: 'Direction of the "tick".'
|
|
3728
3728
|
},
|
|
3729
3729
|
"275": {
|
|
3730
3730
|
tag: 275,
|
|
3731
3731
|
name: "MDMkt",
|
|
3732
3732
|
type: "Exchange",
|
|
3733
|
-
description: "Market posting quote / trade
|
|
3733
|
+
description: "Market posting quote / trade. Valid values: See Appendix C"
|
|
3734
3734
|
},
|
|
3735
3735
|
"276": {
|
|
3736
3736
|
tag: 276,
|
|
3737
3737
|
name: "QuoteCondition",
|
|
3738
3738
|
type: "MultipleValueString",
|
|
3739
|
-
description: "Space-delimited list of conditions describing a quote.",
|
|
3740
3739
|
enumValues: [
|
|
3741
3740
|
{
|
|
3742
3741
|
value: "A",
|
|
@@ -3783,13 +3782,13 @@ var dictionary_default = {
|
|
|
3783
3782
|
name: "NonFirm",
|
|
3784
3783
|
description: "Non-Firm"
|
|
3785
3784
|
}
|
|
3786
|
-
]
|
|
3785
|
+
],
|
|
3786
|
+
description: "Space-delimited list of conditions describing a quote."
|
|
3787
3787
|
},
|
|
3788
3788
|
"277": {
|
|
3789
3789
|
tag: 277,
|
|
3790
3790
|
name: "TradeCondition",
|
|
3791
3791
|
type: "MultipleValueString",
|
|
3792
|
-
description: "Space-delimited list of conditions describing a trade",
|
|
3793
3792
|
enumValues: [
|
|
3794
3793
|
{
|
|
3795
3794
|
value: "A",
|
|
@@ -3861,7 +3860,8 @@ var dictionary_default = {
|
|
|
3861
3860
|
name: "StoppedStock",
|
|
3862
3861
|
description: "Stopped Stock (guarantee of price but does not execute the order)"
|
|
3863
3862
|
}
|
|
3864
|
-
]
|
|
3863
|
+
],
|
|
3864
|
+
description: "Space-delimited list of conditions describing a trade"
|
|
3865
3865
|
},
|
|
3866
3866
|
"278": {
|
|
3867
3867
|
tag: 278,
|
|
@@ -3873,7 +3873,6 @@ var dictionary_default = {
|
|
|
3873
3873
|
tag: 279,
|
|
3874
3874
|
name: "MDUpdateAction",
|
|
3875
3875
|
type: "char",
|
|
3876
|
-
description: "Type of Market Data update action.",
|
|
3877
3876
|
enumValues: [
|
|
3878
3877
|
{
|
|
3879
3878
|
value: "0",
|
|
@@ -3890,7 +3889,8 @@ var dictionary_default = {
|
|
|
3890
3889
|
name: "Delete",
|
|
3891
3890
|
description: "Delete"
|
|
3892
3891
|
}
|
|
3893
|
-
]
|
|
3892
|
+
],
|
|
3893
|
+
description: "Type of Market Data update action."
|
|
3894
3894
|
},
|
|
3895
3895
|
"280": {
|
|
3896
3896
|
tag: 280,
|
|
@@ -3902,7 +3902,6 @@ var dictionary_default = {
|
|
|
3902
3902
|
tag: 281,
|
|
3903
3903
|
name: "MDReqRejReason",
|
|
3904
3904
|
type: "char",
|
|
3905
|
-
description: "Reason for the rejection of a Market Data request.",
|
|
3906
3905
|
enumValues: [
|
|
3907
3906
|
{
|
|
3908
3907
|
value: "0",
|
|
@@ -3949,7 +3948,8 @@ var dictionary_default = {
|
|
|
3949
3948
|
name: "UnsupportedMDEntryType",
|
|
3950
3949
|
description: "Unsupported MDEntryType"
|
|
3951
3950
|
}
|
|
3952
|
-
]
|
|
3951
|
+
],
|
|
3952
|
+
description: "Reason for the rejection of a Market Data request."
|
|
3953
3953
|
},
|
|
3954
3954
|
"282": {
|
|
3955
3955
|
tag: 282,
|
|
@@ -3973,7 +3973,6 @@ var dictionary_default = {
|
|
|
3973
3973
|
tag: 285,
|
|
3974
3974
|
name: "DeleteReason",
|
|
3975
3975
|
type: "char",
|
|
3976
|
-
description: "Reason for deletion.",
|
|
3977
3976
|
enumValues: [
|
|
3978
3977
|
{
|
|
3979
3978
|
value: "0",
|
|
@@ -3985,13 +3984,13 @@ var dictionary_default = {
|
|
|
3985
3984
|
name: "Error",
|
|
3986
3985
|
description: "Error"
|
|
3987
3986
|
}
|
|
3988
|
-
]
|
|
3987
|
+
],
|
|
3988
|
+
description: "Reason for deletion."
|
|
3989
3989
|
},
|
|
3990
3990
|
"286": {
|
|
3991
3991
|
tag: 286,
|
|
3992
3992
|
name: "OpenCloseSettleFlag",
|
|
3993
3993
|
type: "char",
|
|
3994
|
-
description: "Flag that identifies a price.",
|
|
3995
3994
|
enumValues: [
|
|
3996
3995
|
{
|
|
3997
3996
|
value: "0",
|
|
@@ -4008,7 +4007,8 @@ var dictionary_default = {
|
|
|
4008
4007
|
name: "DeliverySettlementEntry",
|
|
4009
4008
|
description: "Delivery Settlement price"
|
|
4010
4009
|
}
|
|
4011
|
-
]
|
|
4010
|
+
],
|
|
4011
|
+
description: "Flag that identifies a price."
|
|
4012
4012
|
},
|
|
4013
4013
|
"287": {
|
|
4014
4014
|
tag: 287,
|
|
@@ -4038,20 +4038,19 @@ var dictionary_default = {
|
|
|
4038
4038
|
tag: 291,
|
|
4039
4039
|
name: "FinancialStatus",
|
|
4040
4040
|
type: "char",
|
|
4041
|
-
description: "Identifies a firm\u2019s financial status.",
|
|
4042
4041
|
enumValues: [
|
|
4043
4042
|
{
|
|
4044
4043
|
value: "1",
|
|
4045
4044
|
name: "Bankrupt",
|
|
4046
4045
|
description: "Bankrupt"
|
|
4047
4046
|
}
|
|
4048
|
-
]
|
|
4047
|
+
],
|
|
4048
|
+
description: "Identifies a firm\u2019s financial status."
|
|
4049
4049
|
},
|
|
4050
4050
|
"292": {
|
|
4051
4051
|
tag: 292,
|
|
4052
4052
|
name: "CorporateAction",
|
|
4053
4053
|
type: "char",
|
|
4054
|
-
description: "Identifies the type of Corporate Action.",
|
|
4055
4054
|
enumValues: [
|
|
4056
4055
|
{
|
|
4057
4056
|
value: "A",
|
|
@@ -4078,7 +4077,8 @@ var dictionary_default = {
|
|
|
4078
4077
|
name: "ExInterest",
|
|
4079
4078
|
description: "Ex-Interest"
|
|
4080
4079
|
}
|
|
4081
|
-
]
|
|
4080
|
+
],
|
|
4081
|
+
description: "Identifies the type of Corporate Action."
|
|
4082
4082
|
},
|
|
4083
4083
|
"293": {
|
|
4084
4084
|
tag: 293,
|
|
@@ -4096,21 +4096,20 @@ var dictionary_default = {
|
|
|
4096
4096
|
tag: 295,
|
|
4097
4097
|
name: "NoQuoteEntries",
|
|
4098
4098
|
type: "int",
|
|
4099
|
-
|
|
4100
|
-
|
|
4099
|
+
isGroupCounter: true,
|
|
4100
|
+
description: "The number of quote entries for a QuoteSet."
|
|
4101
4101
|
},
|
|
4102
4102
|
"296": {
|
|
4103
4103
|
tag: 296,
|
|
4104
4104
|
name: "NoQuoteSets",
|
|
4105
4105
|
type: "int",
|
|
4106
|
-
|
|
4107
|
-
|
|
4106
|
+
isGroupCounter: true,
|
|
4107
|
+
description: "The number of sets of quotes in the message."
|
|
4108
4108
|
},
|
|
4109
4109
|
"297": {
|
|
4110
4110
|
tag: 297,
|
|
4111
4111
|
name: "QuoteAckStatus",
|
|
4112
4112
|
type: "int",
|
|
4113
|
-
description: "Identifies the status of the quote acknowledgement.",
|
|
4114
4113
|
enumValues: [
|
|
4115
4114
|
{
|
|
4116
4115
|
value: "0",
|
|
@@ -4142,13 +4141,13 @@ var dictionary_default = {
|
|
|
4142
4141
|
name: "Rejected",
|
|
4143
4142
|
description: "Rejected"
|
|
4144
4143
|
}
|
|
4145
|
-
]
|
|
4144
|
+
],
|
|
4145
|
+
description: "Identifies the status of the quote acknowledgement."
|
|
4146
4146
|
},
|
|
4147
4147
|
"298": {
|
|
4148
4148
|
tag: 298,
|
|
4149
4149
|
name: "QuoteCancelType",
|
|
4150
4150
|
type: "int",
|
|
4151
|
-
description: "Identifies the type of quote cancel.",
|
|
4152
4151
|
enumValues: [
|
|
4153
4152
|
{
|
|
4154
4153
|
value: "1",
|
|
@@ -4170,7 +4169,8 @@ var dictionary_default = {
|
|
|
4170
4169
|
name: "CancelAllQuotes",
|
|
4171
4170
|
description: "Cancel for All Quotes"
|
|
4172
4171
|
}
|
|
4173
|
-
]
|
|
4172
|
+
],
|
|
4173
|
+
description: "Identifies the type of quote cancel."
|
|
4174
4174
|
},
|
|
4175
4175
|
"299": {
|
|
4176
4176
|
tag: 299,
|
|
@@ -4182,7 +4182,6 @@ var dictionary_default = {
|
|
|
4182
4182
|
tag: 300,
|
|
4183
4183
|
name: "QuoteRejectReason",
|
|
4184
4184
|
type: "int",
|
|
4185
|
-
description: "Reason Quote was rejected:",
|
|
4186
4185
|
enumValues: [
|
|
4187
4186
|
{
|
|
4188
4187
|
value: "1",
|
|
@@ -4229,13 +4228,13 @@ var dictionary_default = {
|
|
|
4229
4228
|
name: "NotAuthorizedToQuoteSecurity",
|
|
4230
4229
|
description: "Not authorized to quote security"
|
|
4231
4230
|
}
|
|
4232
|
-
]
|
|
4231
|
+
],
|
|
4232
|
+
description: "Reason Quote was rejected:"
|
|
4233
4233
|
},
|
|
4234
4234
|
"301": {
|
|
4235
4235
|
tag: 301,
|
|
4236
4236
|
name: "QuoteResponseLevel",
|
|
4237
4237
|
type: "int",
|
|
4238
|
-
description: "Level of Response requested from receiver of quote messages.",
|
|
4239
4238
|
enumValues: [
|
|
4240
4239
|
{
|
|
4241
4240
|
value: "0",
|
|
@@ -4252,7 +4251,8 @@ var dictionary_default = {
|
|
|
4252
4251
|
name: "AcknowledgeEachQuoteMessage",
|
|
4253
4252
|
description: "Acknowledge each quote messages"
|
|
4254
4253
|
}
|
|
4255
|
-
]
|
|
4254
|
+
],
|
|
4255
|
+
description: "Level of Response requested from receiver of quote messages."
|
|
4256
4256
|
},
|
|
4257
4257
|
"302": {
|
|
4258
4258
|
tag: 302,
|
|
@@ -4264,7 +4264,6 @@ var dictionary_default = {
|
|
|
4264
4264
|
tag: 303,
|
|
4265
4265
|
name: "QuoteRequestType",
|
|
4266
4266
|
type: "int",
|
|
4267
|
-
description: "Indicates the type of Quote Request being generated",
|
|
4268
4267
|
enumValues: [
|
|
4269
4268
|
{
|
|
4270
4269
|
value: "1",
|
|
@@ -4276,7 +4275,8 @@ var dictionary_default = {
|
|
|
4276
4275
|
name: "Automatic",
|
|
4277
4276
|
description: "Automatic"
|
|
4278
4277
|
}
|
|
4279
|
-
]
|
|
4278
|
+
],
|
|
4279
|
+
description: "Indicates the type of Quote Request being generated"
|
|
4280
4280
|
},
|
|
4281
4281
|
"304": {
|
|
4282
4282
|
tag: 304,
|
|
@@ -4294,13 +4294,13 @@ var dictionary_default = {
|
|
|
4294
4294
|
tag: 306,
|
|
4295
4295
|
name: "UnderlyingIssuer",
|
|
4296
4296
|
type: "String",
|
|
4297
|
-
description: "Underlying security\u2019s Issuer
|
|
4297
|
+
description: "Underlying security\u2019s Issuer. See Issuer field for description"
|
|
4298
4298
|
},
|
|
4299
4299
|
"307": {
|
|
4300
4300
|
tag: 307,
|
|
4301
4301
|
name: "UnderlyingSecurityDesc",
|
|
4302
4302
|
type: "String",
|
|
4303
|
-
description: "Underlying security\u2019s SecurityDesc
|
|
4303
|
+
description: "Underlying security\u2019s SecurityDesc. See SecurityDesc field for description"
|
|
4304
4304
|
},
|
|
4305
4305
|
"308": {
|
|
4306
4306
|
tag: 308,
|
|
@@ -4312,7 +4312,7 @@ var dictionary_default = {
|
|
|
4312
4312
|
tag: 309,
|
|
4313
4313
|
name: "UnderlyingSecurityID",
|
|
4314
4314
|
type: "String",
|
|
4315
|
-
description: "Underlying security\u2019s SecurityID
|
|
4315
|
+
description: "Underlying security\u2019s SecurityID. See SecurityID field for description"
|
|
4316
4316
|
},
|
|
4317
4317
|
"310": {
|
|
4318
4318
|
tag: 310,
|
|
@@ -4324,49 +4324,49 @@ var dictionary_default = {
|
|
|
4324
4324
|
tag: 311,
|
|
4325
4325
|
name: "UnderlyingSymbol",
|
|
4326
4326
|
type: "String",
|
|
4327
|
-
description: "Underlying security\u2019s Symbol
|
|
4327
|
+
description: "Underlying security\u2019s Symbol. See Symbol field for description"
|
|
4328
4328
|
},
|
|
4329
4329
|
"312": {
|
|
4330
4330
|
tag: 312,
|
|
4331
4331
|
name: "UnderlyingSymbolSfx",
|
|
4332
4332
|
type: "String",
|
|
4333
|
-
description: "Underlying security\u2019s SymbolSfx
|
|
4333
|
+
description: "Underlying security\u2019s SymbolSfx. See SymbolSfx field for description"
|
|
4334
4334
|
},
|
|
4335
4335
|
"313": {
|
|
4336
4336
|
tag: 313,
|
|
4337
4337
|
name: "UnderlyingMaturityMonthYear",
|
|
4338
4338
|
type: "MonthYear",
|
|
4339
|
-
description: "Underlying security\u2019s MaturityMonthYear. Required if UnderlyingMaturityDay is specified
|
|
4339
|
+
description: "Underlying security\u2019s MaturityMonthYear. Required if UnderlyingMaturityDay is specified. See MaturityMonthYear field for description"
|
|
4340
4340
|
},
|
|
4341
4341
|
"314": {
|
|
4342
4342
|
tag: 314,
|
|
4343
4343
|
name: "UnderlyingMaturityDay",
|
|
4344
4344
|
type: "DayOfMonth",
|
|
4345
|
-
description: "Underlying security\u2019s MaturityDay
|
|
4345
|
+
description: "Underlying security\u2019s MaturityDay. See MaturityDay field for description"
|
|
4346
4346
|
},
|
|
4347
4347
|
"315": {
|
|
4348
4348
|
tag: 315,
|
|
4349
4349
|
name: "UnderlyingPutOrCall",
|
|
4350
4350
|
type: "int",
|
|
4351
|
-
description: "Underlying security\u2019s PutOrCall
|
|
4351
|
+
description: "Underlying security\u2019s PutOrCall. See PutOrCall field for description"
|
|
4352
4352
|
},
|
|
4353
4353
|
"316": {
|
|
4354
4354
|
tag: 316,
|
|
4355
4355
|
name: "UnderlyingStrikePrice",
|
|
4356
4356
|
type: "Price",
|
|
4357
|
-
description: "Underlying security\u2019s StrikePrice
|
|
4357
|
+
description: "Underlying security\u2019s StrikePrice. See StrikePrice field for description"
|
|
4358
4358
|
},
|
|
4359
4359
|
"317": {
|
|
4360
4360
|
tag: 317,
|
|
4361
4361
|
name: "UnderlyingOptAttribute",
|
|
4362
4362
|
type: "char",
|
|
4363
|
-
description: "Underlying security\u2019s OptAttribute
|
|
4363
|
+
description: "Underlying security\u2019s OptAttribute. See OptAttribute field for description"
|
|
4364
4364
|
},
|
|
4365
4365
|
"318": {
|
|
4366
4366
|
tag: 318,
|
|
4367
4367
|
name: "UnderlyingCurrency",
|
|
4368
4368
|
type: "Currency",
|
|
4369
|
-
description: "Underlying security\u2019s Currency
|
|
4369
|
+
description: "Underlying security\u2019s Currency. See Currency field for description and valid values"
|
|
4370
4370
|
},
|
|
4371
4371
|
"319": {
|
|
4372
4372
|
tag: 319,
|
|
@@ -4384,7 +4384,6 @@ var dictionary_default = {
|
|
|
4384
4384
|
tag: 321,
|
|
4385
4385
|
name: "SecurityRequestType",
|
|
4386
4386
|
type: "int",
|
|
4387
|
-
description: "Type of Security Definition Request.",
|
|
4388
4387
|
enumValues: [
|
|
4389
4388
|
{
|
|
4390
4389
|
value: "0",
|
|
@@ -4406,7 +4405,8 @@ var dictionary_default = {
|
|
|
4406
4405
|
name: "RequestListSecurities",
|
|
4407
4406
|
description: "Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange is provided then only list Securities for the specific type)"
|
|
4408
4407
|
}
|
|
4409
|
-
]
|
|
4408
|
+
],
|
|
4409
|
+
description: "Type of Security Definition Request."
|
|
4410
4410
|
},
|
|
4411
4411
|
"322": {
|
|
4412
4412
|
tag: 322,
|
|
@@ -4418,7 +4418,6 @@ var dictionary_default = {
|
|
|
4418
4418
|
tag: 323,
|
|
4419
4419
|
name: "SecurityResponseType",
|
|
4420
4420
|
type: "int",
|
|
4421
|
-
description: "Type of Security Definition message response.",
|
|
4422
4421
|
enumValues: [
|
|
4423
4422
|
{
|
|
4424
4423
|
value: "1",
|
|
@@ -4450,7 +4449,8 @@ var dictionary_default = {
|
|
|
4450
4449
|
name: "CannotMatchSelectionCriteria",
|
|
4451
4450
|
description: "Can not match selection criteria"
|
|
4452
4451
|
}
|
|
4453
|
-
]
|
|
4452
|
+
],
|
|
4453
|
+
description: "Type of Security Definition message response."
|
|
4454
4454
|
},
|
|
4455
4455
|
"324": {
|
|
4456
4456
|
tag: 324,
|
|
@@ -4462,7 +4462,6 @@ var dictionary_default = {
|
|
|
4462
4462
|
tag: 325,
|
|
4463
4463
|
name: "UnsolicitedIndicator",
|
|
4464
4464
|
type: "Boolean",
|
|
4465
|
-
description: "Indicates whether or not message is being sent as a result of a subscription request or not.",
|
|
4466
4465
|
enumValues: [
|
|
4467
4466
|
{
|
|
4468
4467
|
value: "N",
|
|
@@ -4474,13 +4473,13 @@ var dictionary_default = {
|
|
|
4474
4473
|
name: "MessageIsBeingSentUnsolicited",
|
|
4475
4474
|
description: "Message is being sent unsolicited"
|
|
4476
4475
|
}
|
|
4477
|
-
]
|
|
4476
|
+
],
|
|
4477
|
+
description: "Indicates whether or not message is being sent as a result of a subscription request or not."
|
|
4478
4478
|
},
|
|
4479
4479
|
"326": {
|
|
4480
4480
|
tag: 326,
|
|
4481
4481
|
name: "SecurityTradingStatus",
|
|
4482
4482
|
type: "int",
|
|
4483
|
-
description: "Identifies the trading status applicable to the transaction.",
|
|
4484
4483
|
enumValues: [
|
|
4485
4484
|
{
|
|
4486
4485
|
value: "1",
|
|
@@ -4577,13 +4576,13 @@ var dictionary_default = {
|
|
|
4577
4576
|
name: "MarketOnCloseImbalanceBuy",
|
|
4578
4577
|
description: "Market On Close Imbalance Buy"
|
|
4579
4578
|
}
|
|
4580
|
-
]
|
|
4579
|
+
],
|
|
4580
|
+
description: "Identifies the trading status applicable to the transaction."
|
|
4581
4581
|
},
|
|
4582
4582
|
"327": {
|
|
4583
4583
|
tag: 327,
|
|
4584
4584
|
name: "HaltReason",
|
|
4585
4585
|
type: "char",
|
|
4586
|
-
description: "Denotes the reason for the Opening Delay or Trading Halt.",
|
|
4587
4586
|
enumValues: [
|
|
4588
4587
|
{
|
|
4589
4588
|
value: "D",
|
|
@@ -4615,13 +4614,13 @@ var dictionary_default = {
|
|
|
4615
4614
|
name: "EquipmentChangeover",
|
|
4616
4615
|
description: "Equipment Changeover"
|
|
4617
4616
|
}
|
|
4618
|
-
]
|
|
4617
|
+
],
|
|
4618
|
+
description: "Denotes the reason for the Opening Delay or Trading Halt."
|
|
4619
4619
|
},
|
|
4620
4620
|
"328": {
|
|
4621
4621
|
tag: 328,
|
|
4622
4622
|
name: "InViewOfCommon",
|
|
4623
4623
|
type: "Boolean",
|
|
4624
|
-
description: "Indicates whether or not the halt was due to Common Stock trading being halted.",
|
|
4625
4624
|
enumValues: [
|
|
4626
4625
|
{
|
|
4627
4626
|
value: "N",
|
|
@@ -4633,13 +4632,13 @@ var dictionary_default = {
|
|
|
4633
4632
|
name: "HaltWasDueToCommonStockBeingHalted",
|
|
4634
4633
|
description: "Halt was due to common stock being halted"
|
|
4635
4634
|
}
|
|
4636
|
-
]
|
|
4635
|
+
],
|
|
4636
|
+
description: "Indicates whether or not the halt was due to Common Stock trading being halted."
|
|
4637
4637
|
},
|
|
4638
4638
|
"329": {
|
|
4639
4639
|
tag: 329,
|
|
4640
4640
|
name: "DueToRelated",
|
|
4641
4641
|
type: "Boolean",
|
|
4642
|
-
description: "Indicates whether or not the halt was due to the Related Security being halted.",
|
|
4643
4642
|
enumValues: [
|
|
4644
4643
|
{
|
|
4645
4644
|
value: "N",
|
|
@@ -4651,7 +4650,8 @@ var dictionary_default = {
|
|
|
4651
4650
|
name: "RelatedToSecurityHalt",
|
|
4652
4651
|
description: "Halt was due to related security being halted"
|
|
4653
4652
|
}
|
|
4654
|
-
]
|
|
4653
|
+
],
|
|
4654
|
+
description: "Indicates whether or not the halt was due to the Related Security being halted."
|
|
4655
4655
|
},
|
|
4656
4656
|
"330": {
|
|
4657
4657
|
tag: 330,
|
|
@@ -4681,7 +4681,6 @@ var dictionary_default = {
|
|
|
4681
4681
|
tag: 334,
|
|
4682
4682
|
name: "Adjustment",
|
|
4683
4683
|
type: "int",
|
|
4684
|
-
description: "Identifies the type of adjustment.",
|
|
4685
4684
|
enumValues: [
|
|
4686
4685
|
{
|
|
4687
4686
|
value: "1",
|
|
@@ -4698,7 +4697,8 @@ var dictionary_default = {
|
|
|
4698
4697
|
name: "Correction",
|
|
4699
4698
|
description: "Correction"
|
|
4700
4699
|
}
|
|
4701
|
-
]
|
|
4700
|
+
],
|
|
4701
|
+
description: "Identifies the type of adjustment."
|
|
4702
4702
|
},
|
|
4703
4703
|
"335": {
|
|
4704
4704
|
tag: 335,
|
|
@@ -4710,7 +4710,7 @@ var dictionary_default = {
|
|
|
4710
4710
|
tag: 336,
|
|
4711
4711
|
name: "TradingSessionID",
|
|
4712
4712
|
type: "String",
|
|
4713
|
-
description: 'Identifier for Trading Session
|
|
4713
|
+
description: 'Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc). Values should be bi-laterally agreed to between counterparties.'
|
|
4714
4714
|
},
|
|
4715
4715
|
"337": {
|
|
4716
4716
|
tag: 337,
|
|
@@ -4722,7 +4722,6 @@ var dictionary_default = {
|
|
|
4722
4722
|
tag: 338,
|
|
4723
4723
|
name: "TradSesMethod",
|
|
4724
4724
|
type: "int",
|
|
4725
|
-
description: "Method of trading",
|
|
4726
4725
|
enumValues: [
|
|
4727
4726
|
{
|
|
4728
4727
|
value: "1",
|
|
@@ -4739,13 +4738,13 @@ var dictionary_default = {
|
|
|
4739
4738
|
name: "TwoParty",
|
|
4740
4739
|
description: "Two Party"
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|
4741
4740
|
}
|
|
4742
|
-
]
|
|
4741
|
+
],
|
|
4742
|
+
description: "Method of trading"
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|
4743
4743
|
},
|
|
4744
4744
|
"339": {
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|
4745
4745
|
tag: 339,
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|
4746
4746
|
name: "TradSesMode",
|
|
4747
4747
|
type: "int",
|
|
4748
|
-
description: "Trading Session Mode",
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|
4749
4748
|
enumValues: [
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|
4750
4749
|
{
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|
4751
4750
|
value: "1",
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|
@@ -4762,13 +4761,13 @@ var dictionary_default = {
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|
|
4762
4761
|
name: "Production",
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|
4763
4762
|
description: "Production"
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|
4764
4763
|
}
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|
4765
|
-
]
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|
4764
|
+
],
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|
4765
|
+
description: "Trading Session Mode"
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|
4766
4766
|
},
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|
4767
4767
|
"340": {
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4768
4768
|
tag: 340,
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|
4769
4769
|
name: "TradSesStatus",
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|
4770
4770
|
type: "int",
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|
4771
|
-
description: "State of the trading session.",
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4772
4771
|
enumValues: [
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|
4773
4772
|
{
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|
4774
4773
|
value: "1",
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|
@@ -4795,7 +4794,8 @@ var dictionary_default = {
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|
|
4795
4794
|
name: "PreClose",
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4796
4795
|
description: "Pre-Close"
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|
4797
4796
|
}
|
|
4798
|
-
]
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|
4797
|
+
],
|
|
4798
|
+
description: "State of the trading session."
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|
4799
4799
|
},
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4800
4800
|
"341": {
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|
4801
4801
|
tag: 341,
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@@ -4837,7 +4837,6 @@ var dictionary_default = {
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4837
4837
|
tag: 347,
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4838
4838
|
name: "MessageEncoding",
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4839
4839
|
type: "String",
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|
4840
|
-
description: 'Type of message encoding (non-ASCII (non-English) characters) used in a message\u2019s "Encoded" fields.',
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|
4841
4840
|
enumValues: [
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4842
4841
|
{
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4843
4842
|
value: "EUC-JP",
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|
@@ -4859,7 +4858,8 @@ var dictionary_default = {
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4859
4858
|
name: "UTF8",
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|
4860
4859
|
description: "(for using Unicode)"
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4861
4860
|
}
|
|
4862
|
-
]
|
|
4861
|
+
],
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|
4862
|
+
description: 'Type of message encoding (non-ASCII (non-English) characters) used in a message\u2019s "Encoded" fields.'
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4863
4863
|
},
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4864
4864
|
"348": {
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4865
4865
|
tag: 348,
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@@ -4871,8 +4871,8 @@ var dictionary_default = {
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4871
4871
|
tag: 349,
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4872
4872
|
name: "EncodedIssuer",
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|
4873
4873
|
type: "data",
|
|
4874
|
-
|
|
4875
|
-
|
|
4874
|
+
lengthField: 348,
|
|
4875
|
+
description: "Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field."
|
|
4876
4876
|
},
|
|
4877
4877
|
"350": {
|
|
4878
4878
|
tag: 350,
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|
@@ -4884,8 +4884,8 @@ var dictionary_default = {
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|
4884
4884
|
tag: 351,
|
|
4885
4885
|
name: "EncodedSecurityDesc",
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|
4886
4886
|
type: "data",
|
|
4887
|
-
|
|
4888
|
-
|
|
4887
|
+
lengthField: 350,
|
|
4888
|
+
description: "Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field."
|
|
4889
4889
|
},
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|
4890
4890
|
"352": {
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|
4891
4891
|
tag: 352,
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|
@@ -4897,8 +4897,8 @@ var dictionary_default = {
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|
4897
4897
|
tag: 353,
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|
4898
4898
|
name: "EncodedListExecInst",
|
|
4899
4899
|
type: "data",
|
|
4900
|
-
|
|
4901
|
-
|
|
4900
|
+
lengthField: 352,
|
|
4901
|
+
description: "Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListExecInst field."
|
|
4902
4902
|
},
|
|
4903
4903
|
"354": {
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|
4904
4904
|
tag: 354,
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|
@@ -4910,8 +4910,8 @@ var dictionary_default = {
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4910
4910
|
tag: 355,
|
|
4911
4911
|
name: "EncodedText",
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|
4912
4912
|
type: "data",
|
|
4913
|
-
|
|
4914
|
-
|
|
4913
|
+
lengthField: 354,
|
|
4914
|
+
description: "Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field."
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|
4915
4915
|
},
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4916
4916
|
"356": {
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4917
4917
|
tag: 356,
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|
@@ -4923,8 +4923,8 @@ var dictionary_default = {
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|
|
4923
4923
|
tag: 357,
|
|
4924
4924
|
name: "EncodedSubject",
|
|
4925
4925
|
type: "data",
|
|
4926
|
-
|
|
4927
|
-
|
|
4926
|
+
lengthField: 356,
|
|
4927
|
+
description: "Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Subject field."
|
|
4928
4928
|
},
|
|
4929
4929
|
"358": {
|
|
4930
4930
|
tag: 358,
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|
@@ -4936,8 +4936,8 @@ var dictionary_default = {
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|
|
4936
4936
|
tag: 359,
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|
4937
4937
|
name: "EncodedHeadline",
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|
4938
4938
|
type: "data",
|
|
4939
|
-
|
|
4940
|
-
|
|
4939
|
+
lengthField: 358,
|
|
4940
|
+
description: "Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Headline field."
|
|
4941
4941
|
},
|
|
4942
4942
|
"360": {
|
|
4943
4943
|
tag: 360,
|
|
@@ -4949,8 +4949,8 @@ var dictionary_default = {
|
|
|
4949
4949
|
tag: 361,
|
|
4950
4950
|
name: "EncodedAllocText",
|
|
4951
4951
|
type: "data",
|
|
4952
|
-
|
|
4953
|
-
|
|
4952
|
+
lengthField: 360,
|
|
4953
|
+
description: "Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the AllocText field."
|
|
4954
4954
|
},
|
|
4955
4955
|
"362": {
|
|
4956
4956
|
tag: 362,
|
|
@@ -4962,8 +4962,8 @@ var dictionary_default = {
|
|
|
4962
4962
|
tag: 363,
|
|
4963
4963
|
name: "EncodedUnderlyingIssuer",
|
|
4964
4964
|
type: "data",
|
|
4965
|
-
|
|
4966
|
-
|
|
4965
|
+
lengthField: 362,
|
|
4966
|
+
description: "Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field."
|
|
4967
4967
|
},
|
|
4968
4968
|
"364": {
|
|
4969
4969
|
tag: 364,
|
|
@@ -4975,8 +4975,8 @@ var dictionary_default = {
|
|
|
4975
4975
|
tag: 365,
|
|
4976
4976
|
name: "EncodedUnderlyingSecurityDesc",
|
|
4977
4977
|
type: "data",
|
|
4978
|
-
|
|
4979
|
-
|
|
4978
|
+
lengthField: 364,
|
|
4979
|
+
description: "Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field."
|
|
4980
4980
|
},
|
|
4981
4981
|
"366": {
|
|
4982
4982
|
tag: 366,
|
|
@@ -4994,7 +4994,6 @@ var dictionary_default = {
|
|
|
4994
4994
|
tag: 368,
|
|
4995
4995
|
name: "QuoteEntryRejectReason",
|
|
4996
4996
|
type: "int",
|
|
4997
|
-
description: "Reason Quote Entry was rejected:",
|
|
4998
4997
|
enumValues: [
|
|
4999
4998
|
{
|
|
5000
4999
|
value: "1",
|
|
@@ -5041,7 +5040,8 @@ var dictionary_default = {
|
|
|
5041
5040
|
name: "NotAuthorizedToQuoteSecurity",
|
|
5042
5041
|
description: "Not authorized to quote security"
|
|
5043
5042
|
}
|
|
5044
|
-
]
|
|
5043
|
+
],
|
|
5044
|
+
description: "Reason Quote Entry was rejected:"
|
|
5045
5045
|
},
|
|
5046
5046
|
"369": {
|
|
5047
5047
|
tag: 369,
|
|
@@ -5071,7 +5071,6 @@ var dictionary_default = {
|
|
|
5071
5071
|
tag: 373,
|
|
5072
5072
|
name: "SessionRejectReason",
|
|
5073
5073
|
type: "int",
|
|
5074
|
-
description: "Code to identify reason for a session-level Reject message.",
|
|
5075
5074
|
enumValues: [
|
|
5076
5075
|
{
|
|
5077
5076
|
value: "0",
|
|
@@ -5133,13 +5132,13 @@ var dictionary_default = {
|
|
|
5133
5132
|
name: "CompIDProblem",
|
|
5134
5133
|
description: "CompID problem"
|
|
5135
5134
|
}
|
|
5136
|
-
]
|
|
5135
|
+
],
|
|
5136
|
+
description: "Code to identify reason for a session-level Reject message."
|
|
5137
5137
|
},
|
|
5138
5138
|
"374": {
|
|
5139
5139
|
tag: 374,
|
|
5140
5140
|
name: "BidRequestTransType",
|
|
5141
5141
|
type: "char",
|
|
5142
|
-
description: "Identifies the Bid Request message type.",
|
|
5143
5142
|
enumValues: [
|
|
5144
5143
|
{
|
|
5145
5144
|
value: "C",
|
|
@@ -5151,7 +5150,8 @@ var dictionary_default = {
|
|
|
5151
5150
|
name: "New",
|
|
5152
5151
|
description: "New"
|
|
5153
5152
|
}
|
|
5154
|
-
]
|
|
5153
|
+
],
|
|
5154
|
+
description: "Identifies the Bid Request message type."
|
|
5155
5155
|
},
|
|
5156
5156
|
"375": {
|
|
5157
5157
|
tag: 375,
|
|
@@ -5169,7 +5169,6 @@ var dictionary_default = {
|
|
|
5169
5169
|
tag: 377,
|
|
5170
5170
|
name: "SolicitedFlag",
|
|
5171
5171
|
type: "Boolean",
|
|
5172
|
-
description: "Indicates whether or not the order was solicited.",
|
|
5173
5172
|
enumValues: [
|
|
5174
5173
|
{
|
|
5175
5174
|
value: "N",
|
|
@@ -5179,15 +5178,15 @@ var dictionary_default = {
|
|
|
5179
5178
|
{
|
|
5180
5179
|
value: "Y",
|
|
5181
5180
|
name: "WasSolicited",
|
|
5182
|
-
description: "Was
|
|
5181
|
+
description: "Was solicited"
|
|
5183
5182
|
}
|
|
5184
|
-
]
|
|
5183
|
+
],
|
|
5184
|
+
description: "Indicates whether or not the order was solicited."
|
|
5185
5185
|
},
|
|
5186
5186
|
"378": {
|
|
5187
5187
|
tag: 378,
|
|
5188
5188
|
name: "ExecRestatementReason",
|
|
5189
5189
|
type: "int",
|
|
5190
|
-
description: "Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.",
|
|
5191
5190
|
enumValues: [
|
|
5192
5191
|
{
|
|
5193
5192
|
value: "0",
|
|
@@ -5219,7 +5218,8 @@ var dictionary_default = {
|
|
|
5219
5218
|
name: "PartialDeclineOfOrderQty",
|
|
5220
5219
|
description: "Partial decline of OrderQty (e.g. exchange-initiated partial cancel)"
|
|
5221
5220
|
}
|
|
5222
|
-
]
|
|
5221
|
+
],
|
|
5222
|
+
description: "Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel."
|
|
5223
5223
|
},
|
|
5224
5224
|
"379": {
|
|
5225
5225
|
tag: 379,
|
|
@@ -5231,7 +5231,6 @@ var dictionary_default = {
|
|
|
5231
5231
|
tag: 380,
|
|
5232
5232
|
name: "BusinessRejectReason",
|
|
5233
5233
|
type: "int",
|
|
5234
|
-
description: "Code to identify reason for a Business Message Reject message.",
|
|
5235
5234
|
enumValues: [
|
|
5236
5235
|
{
|
|
5237
5236
|
value: "0",
|
|
@@ -5241,7 +5240,7 @@ var dictionary_default = {
|
|
|
5241
5240
|
{
|
|
5242
5241
|
value: "1",
|
|
5243
5242
|
name: "UnknownID",
|
|
5244
|
-
description: "
|
|
5243
|
+
description: "Unknown ID"
|
|
5245
5244
|
},
|
|
5246
5245
|
{
|
|
5247
5246
|
value: "2",
|
|
@@ -5263,7 +5262,8 @@ var dictionary_default = {
|
|
|
5263
5262
|
name: "ConditionallyRequiredFieldMissing",
|
|
5264
5263
|
description: "Conditionally Required Field Missing"
|
|
5265
5264
|
}
|
|
5266
|
-
]
|
|
5265
|
+
],
|
|
5266
|
+
description: "Code to identify reason for a Business Message Reject message."
|
|
5267
5267
|
},
|
|
5268
5268
|
"381": {
|
|
5269
5269
|
tag: 381,
|
|
@@ -5275,8 +5275,8 @@ var dictionary_default = {
|
|
|
5275
5275
|
tag: 382,
|
|
5276
5276
|
name: "NoContraBrokers",
|
|
5277
5277
|
type: "int",
|
|
5278
|
-
|
|
5279
|
-
|
|
5278
|
+
isGroupCounter: true,
|
|
5279
|
+
description: "The number of ContraBroker entries."
|
|
5280
5280
|
},
|
|
5281
5281
|
"383": {
|
|
5282
5282
|
tag: 383,
|
|
@@ -5288,14 +5288,13 @@ var dictionary_default = {
|
|
|
5288
5288
|
tag: 384,
|
|
5289
5289
|
name: "NoMsgTypes",
|
|
5290
5290
|
type: "int",
|
|
5291
|
-
|
|
5292
|
-
|
|
5291
|
+
isGroupCounter: true,
|
|
5292
|
+
description: "Number of MsgTypes in repeating group."
|
|
5293
5293
|
},
|
|
5294
5294
|
"385": {
|
|
5295
5295
|
tag: 385,
|
|
5296
5296
|
name: "MsgDirection",
|
|
5297
5297
|
type: "char",
|
|
5298
|
-
description: "Specifies the direction of the messsage.",
|
|
5299
5298
|
enumValues: [
|
|
5300
5299
|
{
|
|
5301
5300
|
value: "R",
|
|
@@ -5307,14 +5306,15 @@ var dictionary_default = {
|
|
|
5307
5306
|
name: "Send",
|
|
5308
5307
|
description: "Send"
|
|
5309
5308
|
}
|
|
5310
|
-
]
|
|
5309
|
+
],
|
|
5310
|
+
description: "Specifies the direction of the message."
|
|
5311
5311
|
},
|
|
5312
5312
|
"386": {
|
|
5313
5313
|
tag: 386,
|
|
5314
5314
|
name: "NoTradingSessions",
|
|
5315
5315
|
type: "int",
|
|
5316
|
-
|
|
5317
|
-
|
|
5316
|
+
isGroupCounter: true,
|
|
5317
|
+
description: "Number of TradingSessionIDs in repeating group."
|
|
5318
5318
|
},
|
|
5319
5319
|
"387": {
|
|
5320
5320
|
tag: 387,
|
|
@@ -5326,7 +5326,6 @@ var dictionary_default = {
|
|
|
5326
5326
|
tag: 388,
|
|
5327
5327
|
name: "DiscretionInst",
|
|
5328
5328
|
type: "char",
|
|
5329
|
-
description: "Code to identify the price a DiscretionOffset is related to and should be mathematically added to.",
|
|
5330
5329
|
enumValues: [
|
|
5331
5330
|
{
|
|
5332
5331
|
value: "0",
|
|
@@ -5358,7 +5357,8 @@ var dictionary_default = {
|
|
|
5358
5357
|
name: "RelatedToLastTradePrice",
|
|
5359
5358
|
description: "Related to last trade price"
|
|
5360
5359
|
}
|
|
5361
|
-
]
|
|
5360
|
+
],
|
|
5361
|
+
description: "Code to identify the price a DiscretionOffset is related to and should be mathematically added to."
|
|
5362
5362
|
},
|
|
5363
5363
|
"389": {
|
|
5364
5364
|
tag: 389,
|
|
@@ -5418,8 +5418,8 @@ var dictionary_default = {
|
|
|
5418
5418
|
tag: 398,
|
|
5419
5419
|
name: "NoBidDescriptors",
|
|
5420
5420
|
type: "int",
|
|
5421
|
-
|
|
5422
|
-
|
|
5421
|
+
isGroupCounter: true,
|
|
5422
|
+
description: "Number of BidDescriptor entries."
|
|
5423
5423
|
},
|
|
5424
5424
|
"399": {
|
|
5425
5425
|
tag: 399,
|
|
@@ -5485,7 +5485,6 @@ var dictionary_default = {
|
|
|
5485
5485
|
tag: 409,
|
|
5486
5486
|
name: "LiquidityIndType",
|
|
5487
5487
|
type: "int",
|
|
5488
|
-
description: "Code to identify the type of liquidity indicator.",
|
|
5489
5488
|
enumValues: [
|
|
5490
5489
|
{
|
|
5491
5490
|
value: "1",
|
|
@@ -5507,7 +5506,8 @@ var dictionary_default = {
|
|
|
5507
5506
|
name: "Other",
|
|
5508
5507
|
description: "Other"
|
|
5509
5508
|
}
|
|
5510
|
-
]
|
|
5509
|
+
],
|
|
5510
|
+
description: "Code to identify the type of liquidity indicator."
|
|
5511
5511
|
},
|
|
5512
5512
|
"410": {
|
|
5513
5513
|
tag: 410,
|
|
@@ -5519,7 +5519,6 @@ var dictionary_default = {
|
|
|
5519
5519
|
tag: 411,
|
|
5520
5520
|
name: "ExchangeForPhysical",
|
|
5521
5521
|
type: "Boolean",
|
|
5522
|
-
description: "Indicates whether or not to exchange for phsyical.",
|
|
5523
5522
|
enumValues: [
|
|
5524
5523
|
{
|
|
5525
5524
|
value: "N",
|
|
@@ -5531,7 +5530,8 @@ var dictionary_default = {
|
|
|
5531
5530
|
name: "True",
|
|
5532
5531
|
description: "True"
|
|
5533
5532
|
}
|
|
5534
|
-
]
|
|
5533
|
+
],
|
|
5534
|
+
description: "Indicates whether or not to exchange for physical."
|
|
5535
5535
|
},
|
|
5536
5536
|
"412": {
|
|
5537
5537
|
tag: 412,
|
|
@@ -5549,7 +5549,6 @@ var dictionary_default = {
|
|
|
5549
5549
|
tag: 414,
|
|
5550
5550
|
name: "ProgRptReqs",
|
|
5551
5551
|
type: "int",
|
|
5552
|
-
description: "Code to identify the desired frequency of progress reports.",
|
|
5553
5552
|
enumValues: [
|
|
5554
5553
|
{
|
|
5555
5554
|
value: "1",
|
|
@@ -5566,7 +5565,8 @@ var dictionary_default = {
|
|
|
5566
5565
|
name: "RealTimeExecutionReports",
|
|
5567
5566
|
description: "Real-time execution reports (to be discouraged)"
|
|
5568
5567
|
}
|
|
5569
|
-
]
|
|
5568
|
+
],
|
|
5569
|
+
description: "Code to identify the desired frequency of progress reports."
|
|
5570
5570
|
},
|
|
5571
5571
|
"415": {
|
|
5572
5572
|
tag: 415,
|
|
@@ -5578,7 +5578,6 @@ var dictionary_default = {
|
|
|
5578
5578
|
tag: 416,
|
|
5579
5579
|
name: "IncTaxInd",
|
|
5580
5580
|
type: "int",
|
|
5581
|
-
description: "Code to represent whether value is net (inclusive of tax) or gross.",
|
|
5582
5581
|
enumValues: [
|
|
5583
5582
|
{
|
|
5584
5583
|
value: "1",
|
|
@@ -5590,7 +5589,8 @@ var dictionary_default = {
|
|
|
5590
5589
|
name: "Gross",
|
|
5591
5590
|
description: "Gross"
|
|
5592
5591
|
}
|
|
5593
|
-
]
|
|
5592
|
+
],
|
|
5593
|
+
description: "Code to represent whether value is net (inclusive of tax) or gross."
|
|
5594
5594
|
},
|
|
5595
5595
|
"417": {
|
|
5596
5596
|
tag: 417,
|
|
@@ -5602,7 +5602,6 @@ var dictionary_default = {
|
|
|
5602
5602
|
tag: 418,
|
|
5603
5603
|
name: "TradeType",
|
|
5604
5604
|
type: "char",
|
|
5605
|
-
description: "Code to represent the type of trade.",
|
|
5606
5605
|
enumValues: [
|
|
5607
5606
|
{
|
|
5608
5607
|
value: "A",
|
|
@@ -5624,13 +5623,13 @@ var dictionary_default = {
|
|
|
5624
5623
|
name: "RiskTrade",
|
|
5625
5624
|
description: "Risk Trade"
|
|
5626
5625
|
}
|
|
5627
|
-
]
|
|
5626
|
+
],
|
|
5627
|
+
description: "Code to represent the type of trade."
|
|
5628
5628
|
},
|
|
5629
5629
|
"419": {
|
|
5630
5630
|
tag: 419,
|
|
5631
5631
|
name: "BasisPxType",
|
|
5632
5632
|
type: "char",
|
|
5633
|
-
description: "Code to represent the basis price type.",
|
|
5634
5633
|
enumValues: [
|
|
5635
5634
|
{
|
|
5636
5635
|
value: "2",
|
|
@@ -5697,14 +5696,15 @@ var dictionary_default = {
|
|
|
5697
5696
|
name: "Others",
|
|
5698
5697
|
description: "Others"
|
|
5699
5698
|
}
|
|
5700
|
-
]
|
|
5699
|
+
],
|
|
5700
|
+
description: "Code to represent the basis price type."
|
|
5701
5701
|
},
|
|
5702
5702
|
"420": {
|
|
5703
5703
|
tag: 420,
|
|
5704
5704
|
name: "NoBidComponents",
|
|
5705
5705
|
type: "int",
|
|
5706
|
-
|
|
5707
|
-
|
|
5706
|
+
isGroupCounter: true,
|
|
5707
|
+
description: "Indicates the number of list entries."
|
|
5708
5708
|
},
|
|
5709
5709
|
"421": {
|
|
5710
5710
|
tag: 421,
|
|
@@ -5722,7 +5722,6 @@ var dictionary_default = {
|
|
|
5722
5722
|
tag: 423,
|
|
5723
5723
|
name: "PriceType",
|
|
5724
5724
|
type: "int",
|
|
5725
|
-
description: "Code to represent the price type.",
|
|
5726
5725
|
enumValues: [
|
|
5727
5726
|
{
|
|
5728
5727
|
value: "1",
|
|
@@ -5739,7 +5738,8 @@ var dictionary_default = {
|
|
|
5739
5738
|
name: "FixedAmount",
|
|
5740
5739
|
description: "Fixed Amount (absolute value)"
|
|
5741
5740
|
}
|
|
5742
|
-
]
|
|
5741
|
+
],
|
|
5742
|
+
description: "Code to represent the price type."
|
|
5743
5743
|
},
|
|
5744
5744
|
"424": {
|
|
5745
5745
|
tag: 424,
|
|
@@ -5763,7 +5763,6 @@ var dictionary_default = {
|
|
|
5763
5763
|
tag: 427,
|
|
5764
5764
|
name: "GTBookingInst",
|
|
5765
5765
|
type: "int",
|
|
5766
|
-
description: "Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.",
|
|
5767
5766
|
enumValues: [
|
|
5768
5767
|
{
|
|
5769
5768
|
value: "0",
|
|
@@ -5780,14 +5779,15 @@ var dictionary_default = {
|
|
|
5780
5779
|
name: "AccumulateUntilVerballlyNotifiedOtherwise",
|
|
5781
5780
|
description: "accumulate until verbally notified otherwise"
|
|
5782
5781
|
}
|
|
5783
|
-
]
|
|
5782
|
+
],
|
|
5783
|
+
description: "Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate."
|
|
5784
5784
|
},
|
|
5785
5785
|
"428": {
|
|
5786
5786
|
tag: 428,
|
|
5787
5787
|
name: "NoStrikes",
|
|
5788
5788
|
type: "int",
|
|
5789
|
-
|
|
5790
|
-
|
|
5789
|
+
isGroupCounter: true,
|
|
5790
|
+
description: "Number of list strike price entries."
|
|
5791
5791
|
},
|
|
5792
5792
|
"429": {
|
|
5793
5793
|
tag: 429,
|
|
@@ -5799,7 +5799,6 @@ var dictionary_default = {
|
|
|
5799
5799
|
tag: 430,
|
|
5800
5800
|
name: "NetGrossInd",
|
|
5801
5801
|
type: "int",
|
|
5802
|
-
description: "Code to represent whether value is net (inclusive of tax) or gross.",
|
|
5803
5802
|
enumValues: [
|
|
5804
5803
|
{
|
|
5805
5804
|
value: "1",
|
|
@@ -5811,7 +5810,8 @@ var dictionary_default = {
|
|
|
5811
5810
|
name: "Gross",
|
|
5812
5811
|
description: "Gross"
|
|
5813
5812
|
}
|
|
5814
|
-
]
|
|
5813
|
+
],
|
|
5814
|
+
description: "Code to represent whether value is net (inclusive of tax) or gross."
|
|
5815
5815
|
},
|
|
5816
5816
|
"431": {
|
|
5817
5817
|
tag: 431,
|
|
@@ -5829,7 +5829,6 @@ var dictionary_default = {
|
|
|
5829
5829
|
tag: 433,
|
|
5830
5830
|
name: "ListExecInstType",
|
|
5831
5831
|
type: "char",
|
|
5832
|
-
description: "Identifies the type of ListExecInst.",
|
|
5833
5832
|
enumValues: [
|
|
5834
5833
|
{
|
|
5835
5834
|
value: "1",
|
|
@@ -5841,13 +5840,13 @@ var dictionary_default = {
|
|
|
5841
5840
|
name: "WaitForInstruction",
|
|
5842
5841
|
description: "Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)"
|
|
5843
5842
|
}
|
|
5844
|
-
]
|
|
5843
|
+
],
|
|
5844
|
+
description: "Identifies the type of ListExecInst."
|
|
5845
5845
|
},
|
|
5846
5846
|
"434": {
|
|
5847
5847
|
tag: 434,
|
|
5848
5848
|
name: "CxlRejResponseTo",
|
|
5849
5849
|
type: "char",
|
|
5850
|
-
description: "Identifies the type of request that a Cancel Reject is in response to.",
|
|
5851
5850
|
enumValues: [
|
|
5852
5851
|
{
|
|
5853
5852
|
value: "1",
|
|
@@ -5859,19 +5858,20 @@ var dictionary_default = {
|
|
|
5859
5858
|
name: "OrderCancel",
|
|
5860
5859
|
description: "Order Cancel/Replace Request"
|
|
5861
5860
|
}
|
|
5862
|
-
]
|
|
5861
|
+
],
|
|
5862
|
+
description: "Identifies the type of request that a Cancel Reject is in response to."
|
|
5863
5863
|
},
|
|
5864
5864
|
"435": {
|
|
5865
5865
|
tag: 435,
|
|
5866
5866
|
name: "UnderlyingCouponRate",
|
|
5867
5867
|
type: "float",
|
|
5868
|
-
description: "Underlying security\u2019s CouponRate
|
|
5868
|
+
description: "Underlying security\u2019s CouponRate. See CouponRate field for description"
|
|
5869
5869
|
},
|
|
5870
5870
|
"436": {
|
|
5871
5871
|
tag: 436,
|
|
5872
5872
|
name: "UnderlyingContractMultiplier",
|
|
5873
5873
|
type: "float",
|
|
5874
|
-
description: "Underlying security\u2019s ContractMultiplier
|
|
5874
|
+
description: "Underlying security\u2019s ContractMultiplier. See ContractMultiplier field for description"
|
|
5875
5875
|
},
|
|
5876
5876
|
"437": {
|
|
5877
5877
|
tag: 437,
|
|
@@ -5883,7 +5883,7 @@ var dictionary_default = {
|
|
|
5883
5883
|
tag: 438,
|
|
5884
5884
|
name: "ContraTradeTime",
|
|
5885
5885
|
type: "UTCTimestamp",
|
|
5886
|
-
description: '
|
|
5886
|
+
description: 'Identifies the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")'
|
|
5887
5887
|
},
|
|
5888
5888
|
"439": {
|
|
5889
5889
|
tag: 439,
|
|
@@ -5895,19 +5895,18 @@ var dictionary_default = {
|
|
|
5895
5895
|
tag: 440,
|
|
5896
5896
|
name: "ClearingAccount",
|
|
5897
5897
|
type: "String",
|
|
5898
|
-
description: "Supplemental accounting information
|
|
5898
|
+
description: "Supplemental accounting information forwarded to clearing house/firm."
|
|
5899
5899
|
},
|
|
5900
5900
|
"441": {
|
|
5901
5901
|
tag: 441,
|
|
5902
5902
|
name: "LiquidityNumSecurities",
|
|
5903
5903
|
type: "int",
|
|
5904
|
-
description: "Number of
|
|
5904
|
+
description: "Number of Securities between LiquidityPctLow and LiquidityPctHigh in Currency."
|
|
5905
5905
|
},
|
|
5906
5906
|
"442": {
|
|
5907
5907
|
tag: 442,
|
|
5908
5908
|
name: "MultiLegReportingType",
|
|
5909
5909
|
type: "char",
|
|
5910
|
-
description: "Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).",
|
|
5911
5910
|
enumValues: [
|
|
5912
5911
|
{
|
|
5913
5912
|
value: "1",
|
|
@@ -5924,7 +5923,8 @@ var dictionary_default = {
|
|
|
5924
5923
|
name: "MultiLegSecurity",
|
|
5925
5924
|
description: "Multi-leg security"
|
|
5926
5925
|
}
|
|
5927
|
-
]
|
|
5926
|
+
],
|
|
5927
|
+
description: "Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.)."
|
|
5928
5928
|
},
|
|
5929
5929
|
"443": {
|
|
5930
5930
|
tag: 443,
|
|
@@ -5948,8 +5948,8 @@ var dictionary_default = {
|
|
|
5948
5948
|
tag: 446,
|
|
5949
5949
|
name: "EncodedListStatusText",
|
|
5950
5950
|
type: "data",
|
|
5951
|
-
|
|
5952
|
-
|
|
5951
|
+
lengthField: 445,
|
|
5952
|
+
description: "Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListStatusText field."
|
|
5953
5953
|
}
|
|
5954
5954
|
},
|
|
5955
5955
|
components: {
|