@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.js
CHANGED
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@@ -11,7 +11,7 @@ var dictionary_default = {
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11
11
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int: {
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12
12
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name: "int",
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13
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base: "int",
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14
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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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14
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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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@@ -51,19 +51,18 @@ var dictionary_default = {
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name: "Boolean",
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base: "char",
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53
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parent: "char",
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54
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-
description: "char field containing one of two values
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54
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+
description: "char field containing one of two values: 'Y' = True/Yes 'N' = False/No"
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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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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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-
multiValueDelimiter: " "
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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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@@ -82,14 +81,14 @@ 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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85
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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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@@ -122,12 +121,13 @@ 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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125
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-
description: "int field representing a day during a particular
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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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@@ -145,19 +145,18 @@ var dictionary_default = {
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tag: 2,
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name: "AdvId",
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type: "String",
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148
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description: "Unique identifier of advertisement message
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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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149
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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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154
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-
description: "Reference identifier used with CANCEL and REPLACE transaction types
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154
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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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160
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-
description: "Broker's side of advertised trade",
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enumValues: [
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{
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value: "B",
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@@ -179,13 +178,13 @@ 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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188
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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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@@ -202,7 +201,8 @@ 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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@@ -250,7 +250,6 @@ 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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@@ -267,13 +266,14 @@ 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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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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@@ -291,13 +291,12 @@ 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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300
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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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@@ -367,7 +366,7 @@ var dictionary_default = {
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{
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value: "D",
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369
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name: "PercentOfVolume",
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370
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description: "Percent of volume (indicates that the sender does not want to be all
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369
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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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@@ -444,19 +443,19 @@ var dictionary_default = {
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name: "PegToVWAP",
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description: "Peg to VWAP"
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}
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447
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-
]
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446
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+
],
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447
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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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448
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},
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449
449
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"19": {
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450
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tag: 19,
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451
451
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name: "ExecRefID",
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452
452
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type: "String",
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453
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-
description: "Reference identifier used with Cancel and Correct transaction types
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453
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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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454
454
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},
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455
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"20": {
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tag: 20,
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457
457
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name: "ExecTransType",
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458
458
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type: "char",
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459
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-
description: "Identifies transaction type",
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460
459
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enumValues: [
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461
460
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{
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461
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value: "0",
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@@ -478,13 +477,13 @@ var dictionary_default = {
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478
477
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name: "Status",
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479
478
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description: "Status"
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480
479
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}
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481
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-
]
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480
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+
],
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481
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+
description: "Identifies transaction type"
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482
482
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},
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483
483
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"21": {
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484
484
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tag: 21,
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485
485
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name: "HandlInst",
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486
486
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type: "char",
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487
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-
description: "Instructions for order handling on Broker trading floor",
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488
487
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enumValues: [
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489
488
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{
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490
489
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value: "1",
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@@ -501,13 +500,13 @@ var dictionary_default = {
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501
500
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name: "ManualOrder",
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502
501
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description: "Manual order, best execution"
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503
502
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}
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504
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-
]
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503
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+
],
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504
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+
description: "Instructions for order handling on Broker trading floor"
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505
505
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},
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506
506
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"22": {
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507
507
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tag: 22,
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508
508
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name: "IDSource",
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509
509
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type: "String",
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510
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-
description: "Identifies class of alternative SecurityID",
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511
510
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enumValues: [
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512
511
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{
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513
512
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value: "1",
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@@ -554,13 +553,14 @@ var dictionary_default = {
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554
553
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name: "ConsolidatedTapeAssociation",
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555
554
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description: "Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)"
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556
555
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}
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557
|
-
]
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556
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+
],
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557
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+
description: "Identifies class of alternative SecurityID"
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558
558
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},
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559
559
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"23": {
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560
560
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tag: 23,
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561
561
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name: "IOIid",
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562
562
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type: "String",
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563
|
-
description: "Unique identifier of IOI message
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563
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+
description: "Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)"
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564
564
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},
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565
565
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"24": {
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566
566
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tag: 24,
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@@ -571,7 +571,6 @@ var dictionary_default = {
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571
571
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tag: 25,
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572
572
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name: "IOIQltyInd",
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573
573
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type: "char",
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574
|
-
description: "Relative quality of indication",
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575
574
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enumValues: [
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576
575
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{
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577
576
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value: "H",
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@@ -588,19 +587,19 @@ var dictionary_default = {
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588
587
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name: "Medium",
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589
588
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description: "Medium"
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590
589
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}
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591
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-
]
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590
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+
],
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591
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+
description: "Relative quality of indication"
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592
592
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},
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593
593
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"26": {
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594
594
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tag: 26,
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595
595
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name: "IOIRefID",
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596
596
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type: "String",
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597
|
-
description: "Reference identifier used with CANCEL and REPLACE, transaction types
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|
597
|
+
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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598
598
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},
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599
599
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"27": {
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600
600
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tag: 27,
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601
601
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name: "IOIShares",
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602
602
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type: "String",
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603
|
-
description: "Number of shares in numeric or relative size.",
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604
603
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enumValues: [
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605
604
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{
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606
605
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value: "L",
|
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@@ -617,13 +616,13 @@ var dictionary_default = {
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617
616
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name: "Small",
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618
617
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description: "Small"
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619
618
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}
|
|
620
|
-
]
|
|
619
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+
],
|
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620
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+
description: "Number of shares in numeric or relative size."
|
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621
621
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},
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622
622
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"28": {
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623
623
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tag: 28,
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624
624
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name: "IOITransType",
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625
625
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type: "char",
|
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626
|
-
description: "Identifies IOI message transaction type",
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627
626
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enumValues: [
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628
627
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{
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629
628
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value: "C",
|
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@@ -640,13 +639,13 @@ var dictionary_default = {
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640
639
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name: "Replace",
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641
640
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description: "Replace"
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|
642
641
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}
|
|
643
|
-
]
|
|
642
|
+
],
|
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643
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+
description: "Identifies IOI message transaction type"
|
|
644
644
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},
|
|
645
645
|
"29": {
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646
646
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tag: 29,
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647
647
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name: "LastCapacity",
|
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648
648
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type: "char",
|
|
649
|
-
description: "Broker capacity in order execution",
|
|
650
649
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enumValues: [
|
|
651
650
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{
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652
651
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value: "1",
|
|
@@ -668,7 +667,8 @@ var dictionary_default = {
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|
|
668
667
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name: "Principal",
|
|
669
668
|
description: "Principal"
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|
670
669
|
}
|
|
671
|
-
]
|
|
670
|
+
],
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671
|
+
description: "Broker capacity in order execution"
|
|
672
672
|
},
|
|
673
673
|
"30": {
|
|
674
674
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tag: 30,
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|
@@ -686,14 +686,14 @@ var dictionary_default = {
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|
686
686
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tag: 32,
|
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687
687
|
name: "LastShares",
|
|
688
688
|
type: "Qty",
|
|
689
|
-
description: "Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status)
|
|
689
|
+
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)"
|
|
690
690
|
},
|
|
691
691
|
"33": {
|
|
692
692
|
tag: 33,
|
|
693
693
|
name: "LinesOfText",
|
|
694
694
|
type: "int",
|
|
695
|
-
|
|
696
|
-
|
|
695
|
+
isGroupCounter: true,
|
|
696
|
+
description: "Identifies number of lines of text body"
|
|
697
697
|
},
|
|
698
698
|
"34": {
|
|
699
699
|
tag: 34,
|
|
@@ -705,7 +705,6 @@ var dictionary_default = {
|
|
|
705
705
|
tag: 35,
|
|
706
706
|
name: "MsgType",
|
|
707
707
|
type: "String",
|
|
708
|
-
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.',
|
|
709
708
|
enumValues: [
|
|
710
709
|
{
|
|
711
710
|
value: "0",
|
|
@@ -937,7 +936,8 @@ var dictionary_default = {
|
|
|
937
936
|
name: "QuoteCancel",
|
|
938
937
|
description: "Quote Cancel"
|
|
939
938
|
}
|
|
940
|
-
]
|
|
939
|
+
],
|
|
940
|
+
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.'
|
|
941
941
|
},
|
|
942
942
|
"36": {
|
|
943
943
|
tag: 36,
|
|
@@ -955,13 +955,12 @@ var dictionary_default = {
|
|
|
955
955
|
tag: 38,
|
|
956
956
|
name: "OrderQty",
|
|
957
957
|
type: "Qty",
|
|
958
|
-
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
|
|
958
|
+
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)"
|
|
959
959
|
},
|
|
960
960
|
"39": {
|
|
961
961
|
tag: 39,
|
|
962
962
|
name: "OrdStatus",
|
|
963
963
|
type: "char",
|
|
964
|
-
description: "Identifies current status of order.",
|
|
965
964
|
enumValues: [
|
|
966
965
|
{
|
|
967
966
|
value: "0",
|
|
@@ -1038,13 +1037,13 @@ var dictionary_default = {
|
|
|
1038
1037
|
name: "PendingReplace",
|
|
1039
1038
|
description: "Pending Replace (e.g. result of Order Cancel/Replace Request)"
|
|
1040
1039
|
}
|
|
1041
|
-
]
|
|
1040
|
+
],
|
|
1041
|
+
description: "Identifies current status of order."
|
|
1042
1042
|
},
|
|
1043
1043
|
"40": {
|
|
1044
1044
|
tag: 40,
|
|
1045
1045
|
name: "OrdType",
|
|
1046
1046
|
type: "char",
|
|
1047
|
-
description: "Order type.",
|
|
1048
1047
|
enumValues: [
|
|
1049
1048
|
{
|
|
1050
1049
|
value: "1",
|
|
@@ -1141,7 +1140,8 @@ var dictionary_default = {
|
|
|
1141
1140
|
name: "Pegged",
|
|
1142
1141
|
description: "Pegged"
|
|
1143
1142
|
}
|
|
1144
|
-
]
|
|
1143
|
+
],
|
|
1144
|
+
description: "Order type."
|
|
1145
1145
|
},
|
|
1146
1146
|
"41": {
|
|
1147
1147
|
tag: 41,
|
|
@@ -1159,7 +1159,6 @@ var dictionary_default = {
|
|
|
1159
1159
|
tag: 43,
|
|
1160
1160
|
name: "PossDupFlag",
|
|
1161
1161
|
type: "Boolean",
|
|
1162
|
-
description: "Indicates possible retransmission of message with this sequence number",
|
|
1163
1162
|
enumValues: [
|
|
1164
1163
|
{
|
|
1165
1164
|
value: "N",
|
|
@@ -1171,7 +1170,8 @@ var dictionary_default = {
|
|
|
1171
1170
|
name: "PossibleDuplicate",
|
|
1172
1171
|
description: "Possible duplicate"
|
|
1173
1172
|
}
|
|
1174
|
-
]
|
|
1173
|
+
],
|
|
1174
|
+
description: "Indicates possible retransmission of message with this sequence number"
|
|
1175
1175
|
},
|
|
1176
1176
|
"44": {
|
|
1177
1177
|
tag: 44,
|
|
@@ -1195,7 +1195,6 @@ var dictionary_default = {
|
|
|
1195
1195
|
tag: 47,
|
|
1196
1196
|
name: "Rule80A",
|
|
1197
1197
|
type: "char",
|
|
1198
|
-
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.',
|
|
1199
1198
|
enumValues: [
|
|
1200
1199
|
{
|
|
1201
1200
|
value: "A",
|
|
@@ -1312,7 +1311,8 @@ var dictionary_default = {
|
|
|
1312
1311
|
name: "ShortExemptTransactionNonMember",
|
|
1313
1312
|
description: "Short exempt transaction for non-member competing market-maker (refer to A and R types)"
|
|
1314
1313
|
}
|
|
1315
|
-
]
|
|
1314
|
+
],
|
|
1315
|
+
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.'
|
|
1316
1316
|
},
|
|
1317
1317
|
"48": {
|
|
1318
1318
|
tag: 48,
|
|
@@ -1348,13 +1348,12 @@ var dictionary_default = {
|
|
|
1348
1348
|
tag: 53,
|
|
1349
1349
|
name: "Shares",
|
|
1350
1350
|
type: "Qty",
|
|
1351
|
-
description: "Number of shares
|
|
1351
|
+
description: "Number of shares (Prior to FIX 4.2 this field was of type int)"
|
|
1352
1352
|
},
|
|
1353
1353
|
"54": {
|
|
1354
1354
|
tag: 54,
|
|
1355
1355
|
name: "Side",
|
|
1356
1356
|
type: "char",
|
|
1357
|
-
description: "Side of order",
|
|
1358
1357
|
enumValues: [
|
|
1359
1358
|
{
|
|
1360
1359
|
value: "1",
|
|
@@ -1401,7 +1400,8 @@ var dictionary_default = {
|
|
|
1401
1400
|
name: "CrossShort",
|
|
1402
1401
|
description: "Cross short"
|
|
1403
1402
|
}
|
|
1404
|
-
]
|
|
1403
|
+
],
|
|
1404
|
+
description: "Side of order"
|
|
1405
1405
|
},
|
|
1406
1406
|
"55": {
|
|
1407
1407
|
tag: 55,
|
|
@@ -1425,13 +1425,12 @@ var dictionary_default = {
|
|
|
1425
1425
|
tag: 58,
|
|
1426
1426
|
name: "Text",
|
|
1427
1427
|
type: "String",
|
|
1428
|
-
description: "Free format text string
|
|
1428
|
+
description: "Free format text string (Note: this field does not have a specified maximum length)"
|
|
1429
1429
|
},
|
|
1430
1430
|
"59": {
|
|
1431
1431
|
tag: 59,
|
|
1432
1432
|
name: "TimeInForce",
|
|
1433
1433
|
type: "char",
|
|
1434
|
-
description: "Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.",
|
|
1435
1434
|
enumValues: [
|
|
1436
1435
|
{
|
|
1437
1436
|
value: "0",
|
|
@@ -1468,7 +1467,8 @@ var dictionary_default = {
|
|
|
1468
1467
|
name: "GoodTillDate",
|
|
1469
1468
|
description: "Good Till Date"
|
|
1470
1469
|
}
|
|
1471
|
-
]
|
|
1470
|
+
],
|
|
1471
|
+
description: "Specifies how long the order remains in effect. Absence of this field is interpreted as DAY."
|
|
1472
1472
|
},
|
|
1473
1473
|
"60": {
|
|
1474
1474
|
tag: 60,
|
|
@@ -1480,7 +1480,6 @@ var dictionary_default = {
|
|
|
1480
1480
|
tag: 61,
|
|
1481
1481
|
name: "Urgency",
|
|
1482
1482
|
type: "char",
|
|
1483
|
-
description: "Urgency flag",
|
|
1484
1483
|
enumValues: [
|
|
1485
1484
|
{
|
|
1486
1485
|
value: "0",
|
|
@@ -1497,7 +1496,8 @@ var dictionary_default = {
|
|
|
1497
1496
|
name: "Background",
|
|
1498
1497
|
description: "Background"
|
|
1499
1498
|
}
|
|
1500
|
-
]
|
|
1499
|
+
],
|
|
1500
|
+
description: "Urgency flag"
|
|
1501
1501
|
},
|
|
1502
1502
|
"62": {
|
|
1503
1503
|
tag: 62,
|
|
@@ -1509,7 +1509,6 @@ var dictionary_default = {
|
|
|
1509
1509
|
tag: 63,
|
|
1510
1510
|
name: "SettlmntTyp",
|
|
1511
1511
|
type: "char",
|
|
1512
|
-
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.",
|
|
1513
1512
|
enumValues: [
|
|
1514
1513
|
{
|
|
1515
1514
|
value: "0",
|
|
@@ -1561,7 +1560,8 @@ var dictionary_default = {
|
|
|
1561
1560
|
name: "TPlus5",
|
|
1562
1561
|
description: "T+ 5"
|
|
1563
1562
|
}
|
|
1564
|
-
]
|
|
1563
|
+
],
|
|
1564
|
+
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."
|
|
1565
1565
|
},
|
|
1566
1566
|
"64": {
|
|
1567
1567
|
tag: 64,
|
|
@@ -1573,7 +1573,7 @@ var dictionary_default = {
|
|
|
1573
1573
|
tag: 65,
|
|
1574
1574
|
name: "SymbolSfx",
|
|
1575
1575
|
type: "String",
|
|
1576
|
-
description: "Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType
|
|
1576
|
+
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"
|
|
1577
1577
|
},
|
|
1578
1578
|
"66": {
|
|
1579
1579
|
tag: 66,
|
|
@@ -1591,7 +1591,7 @@ var dictionary_default = {
|
|
|
1591
1591
|
tag: 68,
|
|
1592
1592
|
name: "TotNoOrders",
|
|
1593
1593
|
type: "int",
|
|
1594
|
-
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
|
|
1594
|
+
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")'
|
|
1595
1595
|
},
|
|
1596
1596
|
"69": {
|
|
1597
1597
|
tag: 69,
|
|
@@ -1603,13 +1603,12 @@ var dictionary_default = {
|
|
|
1603
1603
|
tag: 70,
|
|
1604
1604
|
name: "AllocID",
|
|
1605
1605
|
type: "String",
|
|
1606
|
-
description: "Unique identifier for allocation message
|
|
1606
|
+
description: "Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)"
|
|
1607
1607
|
},
|
|
1608
1608
|
"71": {
|
|
1609
1609
|
tag: 71,
|
|
1610
1610
|
name: "AllocTransType",
|
|
1611
1611
|
type: "char",
|
|
1612
|
-
description: "Identifies allocation transaction type",
|
|
1613
1612
|
enumValues: [
|
|
1614
1613
|
{
|
|
1615
1614
|
value: "0",
|
|
@@ -1641,20 +1640,21 @@ var dictionary_default = {
|
|
|
1641
1640
|
name: "CalculatedWithoutPreliminary",
|
|
1642
1641
|
description: "Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney)"
|
|
1643
1642
|
}
|
|
1644
|
-
]
|
|
1643
|
+
],
|
|
1644
|
+
description: "Identifies allocation transaction type"
|
|
1645
1645
|
},
|
|
1646
1646
|
"72": {
|
|
1647
1647
|
tag: 72,
|
|
1648
1648
|
name: "RefAllocID",
|
|
1649
1649
|
type: "String",
|
|
1650
|
-
description: "Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages
|
|
1650
|
+
description: "Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages. (Prior to FIX 4.1 this field was of type int)"
|
|
1651
1651
|
},
|
|
1652
1652
|
"73": {
|
|
1653
1653
|
tag: 73,
|
|
1654
1654
|
name: "NoOrders",
|
|
1655
1655
|
type: "int",
|
|
1656
|
-
|
|
1657
|
-
|
|
1656
|
+
isGroupCounter: true,
|
|
1657
|
+
description: "Indicates number of orders to be combined for average pricing and allocation."
|
|
1658
1658
|
},
|
|
1659
1659
|
"74": {
|
|
1660
1660
|
tag: 74,
|
|
@@ -1678,7 +1678,6 @@ var dictionary_default = {
|
|
|
1678
1678
|
tag: 77,
|
|
1679
1679
|
name: "OpenClose",
|
|
1680
1680
|
type: "char",
|
|
1681
|
-
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.",
|
|
1682
1681
|
enumValues: [
|
|
1683
1682
|
{
|
|
1684
1683
|
value: "C",
|
|
@@ -1690,14 +1689,15 @@ var dictionary_default = {
|
|
|
1690
1689
|
name: "Open",
|
|
1691
1690
|
description: "Open"
|
|
1692
1691
|
}
|
|
1693
|
-
]
|
|
1692
|
+
],
|
|
1693
|
+
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."
|
|
1694
1694
|
},
|
|
1695
1695
|
"78": {
|
|
1696
1696
|
tag: 78,
|
|
1697
1697
|
name: "NoAllocs",
|
|
1698
1698
|
type: "int",
|
|
1699
|
-
|
|
1700
|
-
|
|
1699
|
+
isGroupCounter: true,
|
|
1700
|
+
description: "Number of repeating AllocAccount/AllocPrice entries."
|
|
1701
1701
|
},
|
|
1702
1702
|
"79": {
|
|
1703
1703
|
tag: 79,
|
|
@@ -1709,13 +1709,12 @@ var dictionary_default = {
|
|
|
1709
1709
|
tag: 80,
|
|
1710
1710
|
name: "AllocShares",
|
|
1711
1711
|
type: "Qty",
|
|
1712
|
-
description: "Number of shares to be allocated to specific sub-account
|
|
1712
|
+
description: "Number of shares to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)"
|
|
1713
1713
|
},
|
|
1714
1714
|
"81": {
|
|
1715
1715
|
tag: 81,
|
|
1716
1716
|
name: "ProcessCode",
|
|
1717
1717
|
type: "char",
|
|
1718
|
-
description: "Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.",
|
|
1719
1718
|
enumValues: [
|
|
1720
1719
|
{
|
|
1721
1720
|
value: "0",
|
|
@@ -1752,7 +1751,8 @@ var dictionary_default = {
|
|
|
1752
1751
|
name: "PlanSponsor",
|
|
1753
1752
|
description: "plan sponsor"
|
|
1754
1753
|
}
|
|
1755
|
-
]
|
|
1754
|
+
],
|
|
1755
|
+
description: "Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade."
|
|
1756
1756
|
},
|
|
1757
1757
|
"82": {
|
|
1758
1758
|
tag: 82,
|
|
@@ -1770,25 +1770,24 @@ var dictionary_default = {
|
|
|
1770
1770
|
tag: 84,
|
|
1771
1771
|
name: "CxlQty",
|
|
1772
1772
|
type: "Qty",
|
|
1773
|
-
description: "Total number of shares canceled for this order
|
|
1773
|
+
description: "Total number of shares canceled for this order. (Prior to FIX 4.2 this field was of type int)"
|
|
1774
1774
|
},
|
|
1775
1775
|
"85": {
|
|
1776
1776
|
tag: 85,
|
|
1777
1777
|
name: "NoDlvyInst",
|
|
1778
1778
|
type: "int",
|
|
1779
|
-
description: "Number of delivery instruction fields to follow
|
|
1779
|
+
description: "Number of delivery instruction fields to follow No longer used. Included here for reference to prior versions."
|
|
1780
1780
|
},
|
|
1781
1781
|
"86": {
|
|
1782
1782
|
tag: 86,
|
|
1783
1783
|
name: "DlvyInst",
|
|
1784
1784
|
type: "String",
|
|
1785
|
-
description: "Free format text field to indicate delivery instructions
|
|
1785
|
+
description: "Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions."
|
|
1786
1786
|
},
|
|
1787
1787
|
"87": {
|
|
1788
1788
|
tag: 87,
|
|
1789
1789
|
name: "AllocStatus",
|
|
1790
1790
|
type: "int",
|
|
1791
|
-
description: "Identifies status of allocation.",
|
|
1792
1791
|
enumValues: [
|
|
1793
1792
|
{
|
|
1794
1793
|
value: "0",
|
|
@@ -1810,13 +1809,13 @@ var dictionary_default = {
|
|
|
1810
1809
|
name: "Received",
|
|
1811
1810
|
description: "received (received, not yet processed)"
|
|
1812
1811
|
}
|
|
1813
|
-
]
|
|
1812
|
+
],
|
|
1813
|
+
description: "Identifies status of allocation."
|
|
1814
1814
|
},
|
|
1815
1815
|
"88": {
|
|
1816
1816
|
tag: 88,
|
|
1817
1817
|
name: "AllocRejCode",
|
|
1818
1818
|
type: "int",
|
|
1819
|
-
description: "Identifies reason for rejection.",
|
|
1820
1819
|
enumValues: [
|
|
1821
1820
|
{
|
|
1822
1821
|
value: "0",
|
|
@@ -1858,14 +1857,15 @@ var dictionary_default = {
|
|
|
1858
1857
|
name: "OtherSeeText",
|
|
1859
1858
|
description: "other"
|
|
1860
1859
|
}
|
|
1861
|
-
]
|
|
1860
|
+
],
|
|
1861
|
+
description: "Identifies reason for rejection."
|
|
1862
1862
|
},
|
|
1863
1863
|
"89": {
|
|
1864
1864
|
tag: 89,
|
|
1865
1865
|
name: "Signature",
|
|
1866
1866
|
type: "data",
|
|
1867
|
-
|
|
1868
|
-
|
|
1867
|
+
lengthField: 93,
|
|
1868
|
+
description: "Electronic signature"
|
|
1869
1869
|
},
|
|
1870
1870
|
"90": {
|
|
1871
1871
|
tag: 90,
|
|
@@ -1877,8 +1877,8 @@ var dictionary_default = {
|
|
|
1877
1877
|
tag: 91,
|
|
1878
1878
|
name: "SecureData",
|
|
1879
1879
|
type: "data",
|
|
1880
|
-
|
|
1881
|
-
|
|
1880
|
+
lengthField: 90,
|
|
1881
|
+
description: "Actual encrypted data stream"
|
|
1882
1882
|
},
|
|
1883
1883
|
"92": {
|
|
1884
1884
|
tag: 92,
|
|
@@ -1896,7 +1896,6 @@ var dictionary_default = {
|
|
|
1896
1896
|
tag: 94,
|
|
1897
1897
|
name: "EmailType",
|
|
1898
1898
|
type: "char",
|
|
1899
|
-
description: "Email message type.",
|
|
1900
1899
|
enumValues: [
|
|
1901
1900
|
{
|
|
1902
1901
|
value: "0",
|
|
@@ -1913,7 +1912,8 @@ var dictionary_default = {
|
|
|
1913
1912
|
name: "AdminReply",
|
|
1914
1913
|
description: "Admin Reply"
|
|
1915
1914
|
}
|
|
1916
|
-
]
|
|
1915
|
+
],
|
|
1916
|
+
description: "Email message type."
|
|
1917
1917
|
},
|
|
1918
1918
|
"95": {
|
|
1919
1919
|
tag: 95,
|
|
@@ -1925,14 +1925,13 @@ var dictionary_default = {
|
|
|
1925
1925
|
tag: 96,
|
|
1926
1926
|
name: "RawData",
|
|
1927
1927
|
type: "data",
|
|
1928
|
-
|
|
1929
|
-
|
|
1928
|
+
lengthField: 95,
|
|
1929
|
+
description: "Unformatted raw data, can include bitmaps, word processor documents, etc."
|
|
1930
1930
|
},
|
|
1931
1931
|
"97": {
|
|
1932
1932
|
tag: 97,
|
|
1933
1933
|
name: "PossResend",
|
|
1934
1934
|
type: "Boolean",
|
|
1935
|
-
description: "Indicates that message may contain information that has been sent under another sequence number.",
|
|
1936
1935
|
enumValues: [
|
|
1937
1936
|
{
|
|
1938
1937
|
value: "N",
|
|
@@ -1944,13 +1943,13 @@ var dictionary_default = {
|
|
|
1944
1943
|
name: "PossibleResend",
|
|
1945
1944
|
description: "Possible resend"
|
|
1946
1945
|
}
|
|
1947
|
-
]
|
|
1946
|
+
],
|
|
1947
|
+
description: "Indicates that message may contain information that has been sent under another sequence number."
|
|
1948
1948
|
},
|
|
1949
1949
|
"98": {
|
|
1950
1950
|
tag: 98,
|
|
1951
1951
|
name: "EncryptMethod",
|
|
1952
1952
|
type: "int",
|
|
1953
|
-
description: "Method of encryption.",
|
|
1954
1953
|
enumValues: [
|
|
1955
1954
|
{
|
|
1956
1955
|
value: "0",
|
|
@@ -1980,14 +1979,15 @@ var dictionary_default = {
|
|
|
1980
1979
|
{
|
|
1981
1980
|
value: "5",
|
|
1982
1981
|
name: "PGPDESMD5",
|
|
1983
|
-
description: "PGP/DES-MD5 (see app note on FIX
|
|
1982
|
+
description: "PGP/DES-MD5 (see app note on FIX website)"
|
|
1984
1983
|
},
|
|
1985
1984
|
{
|
|
1986
1985
|
value: "6",
|
|
1987
1986
|
name: "PEM",
|
|
1988
|
-
description: "PEM/DES-MD5 (see app note on FIX
|
|
1987
|
+
description: "PEM/DES-MD5 (see app note on FIX website)"
|
|
1989
1988
|
}
|
|
1990
|
-
]
|
|
1989
|
+
],
|
|
1990
|
+
description: "Method of encryption."
|
|
1991
1991
|
},
|
|
1992
1992
|
"99": {
|
|
1993
1993
|
tag: 99,
|
|
@@ -1999,13 +1999,12 @@ var dictionary_default = {
|
|
|
1999
1999
|
tag: 100,
|
|
2000
2000
|
name: "ExDestination",
|
|
2001
2001
|
type: "Exchange",
|
|
2002
|
-
description: "Execution destination as defined by institution when order is entered
|
|
2002
|
+
description: "Execution destination as defined by institution when order is entered. Valid values: See Appendix C"
|
|
2003
2003
|
},
|
|
2004
2004
|
"102": {
|
|
2005
2005
|
tag: 102,
|
|
2006
2006
|
name: "CxlRejReason",
|
|
2007
2007
|
type: "int",
|
|
2008
|
-
description: "Code to identify reason for cancel rejection.",
|
|
2009
2008
|
enumValues: [
|
|
2010
2009
|
{
|
|
2011
2010
|
value: "0",
|
|
@@ -2027,13 +2026,13 @@ var dictionary_default = {
|
|
|
2027
2026
|
name: "OrderAlreadyInPendingStatus",
|
|
2028
2027
|
description: "Order already in Pending Cancel or Pending Replace status"
|
|
2029
2028
|
}
|
|
2030
|
-
]
|
|
2029
|
+
],
|
|
2030
|
+
description: "Code to identify reason for cancel rejection."
|
|
2031
2031
|
},
|
|
2032
2032
|
"103": {
|
|
2033
2033
|
tag: 103,
|
|
2034
2034
|
name: "OrdRejReason",
|
|
2035
2035
|
type: "int",
|
|
2036
|
-
description: "Code to identify reason for order rejection.",
|
|
2037
2036
|
enumValues: [
|
|
2038
2037
|
{
|
|
2039
2038
|
value: "0",
|
|
@@ -2080,13 +2079,13 @@ var dictionary_default = {
|
|
|
2080
2079
|
name: "StaleOrder",
|
|
2081
2080
|
description: "Stale Order"
|
|
2082
2081
|
}
|
|
2083
|
-
]
|
|
2082
|
+
],
|
|
2083
|
+
description: "Code to identify reason for order rejection."
|
|
2084
2084
|
},
|
|
2085
2085
|
"104": {
|
|
2086
2086
|
tag: 104,
|
|
2087
2087
|
name: "IOIQualifier",
|
|
2088
2088
|
type: "char",
|
|
2089
|
-
description: "Code to qualify IOI use.",
|
|
2090
2089
|
enumValues: [
|
|
2091
2090
|
{
|
|
2092
2091
|
value: "A",
|
|
@@ -2168,7 +2167,8 @@ var dictionary_default = {
|
|
|
2168
2167
|
name: "PreOpen",
|
|
2169
2168
|
description: "Pre-open"
|
|
2170
2169
|
}
|
|
2171
|
-
]
|
|
2170
|
+
],
|
|
2171
|
+
description: "Code to qualify IOI use."
|
|
2172
2172
|
},
|
|
2173
2173
|
"105": {
|
|
2174
2174
|
tag: 105,
|
|
@@ -2204,13 +2204,13 @@ var dictionary_default = {
|
|
|
2204
2204
|
tag: 110,
|
|
2205
2205
|
name: "MinQty",
|
|
2206
2206
|
type: "Qty",
|
|
2207
|
-
description: "Minimum quantity of an order to be executed
|
|
2207
|
+
description: "Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)"
|
|
2208
2208
|
},
|
|
2209
2209
|
"111": {
|
|
2210
2210
|
tag: 111,
|
|
2211
2211
|
name: "MaxFloor",
|
|
2212
2212
|
type: "Qty",
|
|
2213
|
-
description: "Maximum number of shares within an order to be shown on the exchange floor at any given time
|
|
2213
|
+
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)"
|
|
2214
2214
|
},
|
|
2215
2215
|
"112": {
|
|
2216
2216
|
tag: 112,
|
|
@@ -2222,7 +2222,6 @@ var dictionary_default = {
|
|
|
2222
2222
|
tag: 113,
|
|
2223
2223
|
name: "ReportToExch",
|
|
2224
2224
|
type: "Boolean",
|
|
2225
|
-
description: "Identifies party of trade responsible for exchange reporting.",
|
|
2226
2225
|
enumValues: [
|
|
2227
2226
|
{
|
|
2228
2227
|
value: "N",
|
|
@@ -2234,13 +2233,13 @@ var dictionary_default = {
|
|
|
2234
2233
|
name: "ReceiverReports",
|
|
2235
2234
|
description: "Indicates that party receiving message must report trade"
|
|
2236
2235
|
}
|
|
2237
|
-
]
|
|
2236
|
+
],
|
|
2237
|
+
description: "Identifies party of trade responsible for exchange reporting."
|
|
2238
2238
|
},
|
|
2239
2239
|
"114": {
|
|
2240
2240
|
tag: 114,
|
|
2241
2241
|
name: "LocateReqd",
|
|
2242
2242
|
type: "Boolean",
|
|
2243
|
-
description: "Indicates whether the broker is to locate the stock in conjunction with a short sell order.",
|
|
2244
2243
|
enumValues: [
|
|
2245
2244
|
{
|
|
2246
2245
|
value: "N",
|
|
@@ -2252,7 +2251,8 @@ var dictionary_default = {
|
|
|
2252
2251
|
name: "Yes",
|
|
2253
2252
|
description: "Indicates the broker is responsible for locating the stock"
|
|
2254
2253
|
}
|
|
2255
|
-
]
|
|
2254
|
+
],
|
|
2255
|
+
description: "Indicates whether the broker is to locate the stock in conjunction with a short sell order."
|
|
2256
2256
|
},
|
|
2257
2257
|
"115": {
|
|
2258
2258
|
tag: 115,
|
|
@@ -2294,7 +2294,6 @@ var dictionary_default = {
|
|
|
2294
2294
|
tag: 121,
|
|
2295
2295
|
name: "ForexReq",
|
|
2296
2296
|
type: "Boolean",
|
|
2297
|
-
description: "Indicates request for forex accommodation trade to be executed along with security transaction.",
|
|
2298
2297
|
enumValues: [
|
|
2299
2298
|
{
|
|
2300
2299
|
value: "N",
|
|
@@ -2306,7 +2305,8 @@ var dictionary_default = {
|
|
|
2306
2305
|
name: "ExecuteForexAfterSecurityTrade",
|
|
2307
2306
|
description: "Execute Forex after security trade"
|
|
2308
2307
|
}
|
|
2309
|
-
]
|
|
2308
|
+
],
|
|
2309
|
+
description: "Indicates request for forex accommodation trade to be executed along with security transaction."
|
|
2310
2310
|
},
|
|
2311
2311
|
"122": {
|
|
2312
2312
|
tag: 122,
|
|
@@ -2318,7 +2318,6 @@ var dictionary_default = {
|
|
|
2318
2318
|
tag: 123,
|
|
2319
2319
|
name: "GapFillFlag",
|
|
2320
2320
|
type: "Boolean",
|
|
2321
|
-
description: "Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.",
|
|
2322
2321
|
enumValues: [
|
|
2323
2322
|
{
|
|
2324
2323
|
value: "N",
|
|
@@ -2330,14 +2329,15 @@ var dictionary_default = {
|
|
|
2330
2329
|
name: "GapFillMessage",
|
|
2331
2330
|
description: "Gap Fill message, MsgSeqNum field valid"
|
|
2332
2331
|
}
|
|
2333
|
-
]
|
|
2332
|
+
],
|
|
2333
|
+
description: "Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent."
|
|
2334
2334
|
},
|
|
2335
2335
|
"124": {
|
|
2336
2336
|
tag: 124,
|
|
2337
2337
|
name: "NoExecs",
|
|
2338
2338
|
type: "int",
|
|
2339
|
-
|
|
2340
|
-
|
|
2339
|
+
isGroupCounter: true,
|
|
2340
|
+
description: "No of execution repeating group entries to follow."
|
|
2341
2341
|
},
|
|
2342
2342
|
"125": {
|
|
2343
2343
|
tag: 125,
|
|
@@ -2355,7 +2355,6 @@ var dictionary_default = {
|
|
|
2355
2355
|
tag: 127,
|
|
2356
2356
|
name: "DKReason",
|
|
2357
2357
|
type: "char",
|
|
2358
|
-
description: "Reason for execution rejection.",
|
|
2359
2358
|
enumValues: [
|
|
2360
2359
|
{
|
|
2361
2360
|
value: "A",
|
|
@@ -2387,7 +2386,8 @@ var dictionary_default = {
|
|
|
2387
2386
|
name: "Other",
|
|
2388
2387
|
description: "Other"
|
|
2389
2388
|
}
|
|
2390
|
-
]
|
|
2389
|
+
],
|
|
2390
|
+
description: "Reason for execution rejection."
|
|
2391
2391
|
},
|
|
2392
2392
|
"128": {
|
|
2393
2393
|
tag: 128,
|
|
@@ -2405,7 +2405,6 @@ var dictionary_default = {
|
|
|
2405
2405
|
tag: 130,
|
|
2406
2406
|
name: "IOINaturalFlag",
|
|
2407
2407
|
type: "Boolean",
|
|
2408
|
-
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.",
|
|
2409
2408
|
enumValues: [
|
|
2410
2409
|
{
|
|
2411
2410
|
value: "N",
|
|
@@ -2417,7 +2416,8 @@ var dictionary_default = {
|
|
|
2417
2416
|
name: "Natural",
|
|
2418
2417
|
description: "Natural"
|
|
2419
2418
|
}
|
|
2420
|
-
]
|
|
2419
|
+
],
|
|
2420
|
+
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."
|
|
2421
2421
|
},
|
|
2422
2422
|
"131": {
|
|
2423
2423
|
tag: 131,
|
|
@@ -2441,20 +2441,20 @@ var dictionary_default = {
|
|
|
2441
2441
|
tag: 134,
|
|
2442
2442
|
name: "BidSize",
|
|
2443
2443
|
type: "Qty",
|
|
2444
|
-
description: "Quantity of bid
|
|
2444
|
+
description: "Quantity of bid (Prior to FIX 4.2 this field was of type int)"
|
|
2445
2445
|
},
|
|
2446
2446
|
"135": {
|
|
2447
2447
|
tag: 135,
|
|
2448
2448
|
name: "OfferSize",
|
|
2449
2449
|
type: "Qty",
|
|
2450
|
-
description: "Quantity of offer
|
|
2450
|
+
description: "Quantity of offer (Prior to FIX 4.2 this field was of type int)"
|
|
2451
2451
|
},
|
|
2452
2452
|
"136": {
|
|
2453
2453
|
tag: 136,
|
|
2454
2454
|
name: "NoMiscFees",
|
|
2455
2455
|
type: "int",
|
|
2456
|
-
|
|
2457
|
-
|
|
2456
|
+
isGroupCounter: true,
|
|
2457
|
+
description: "Number of repeating groups of miscellaneous fees"
|
|
2458
2458
|
},
|
|
2459
2459
|
"137": {
|
|
2460
2460
|
tag: 137,
|
|
@@ -2472,7 +2472,6 @@ var dictionary_default = {
|
|
|
2472
2472
|
tag: 139,
|
|
2473
2473
|
name: "MiscFeeType",
|
|
2474
2474
|
type: "char",
|
|
2475
|
-
description: "Indicates type of miscellaneous fee.",
|
|
2476
2475
|
enumValues: [
|
|
2477
2476
|
{
|
|
2478
2477
|
value: "1",
|
|
@@ -2519,7 +2518,8 @@ var dictionary_default = {
|
|
|
2519
2518
|
name: "ConsumptionTax",
|
|
2520
2519
|
description: "Consumption Tax"
|
|
2521
2520
|
}
|
|
2522
|
-
]
|
|
2521
|
+
],
|
|
2522
|
+
description: "Indicates type of miscellaneous fee."
|
|
2523
2523
|
},
|
|
2524
2524
|
"140": {
|
|
2525
2525
|
tag: 140,
|
|
@@ -2531,7 +2531,6 @@ var dictionary_default = {
|
|
|
2531
2531
|
tag: 141,
|
|
2532
2532
|
name: "ResetSeqNumFlag",
|
|
2533
2533
|
type: "Boolean",
|
|
2534
|
-
description: "Indicates that the both sides of the FIX session should reset sequence numbers.",
|
|
2535
2534
|
enumValues: [
|
|
2536
2535
|
{
|
|
2537
2536
|
value: "N",
|
|
@@ -2543,7 +2542,8 @@ var dictionary_default = {
|
|
|
2543
2542
|
name: "Yes",
|
|
2544
2543
|
description: "Yes, reset sequence numbers"
|
|
2545
2544
|
}
|
|
2546
|
-
]
|
|
2545
|
+
],
|
|
2546
|
+
description: "Indicates that the both sides of the FIX session should reset sequence numbers."
|
|
2547
2547
|
},
|
|
2548
2548
|
"142": {
|
|
2549
2549
|
tag: 142,
|
|
@@ -2573,8 +2573,8 @@ var dictionary_default = {
|
|
|
2573
2573
|
tag: 146,
|
|
2574
2574
|
name: "NoRelatedSym",
|
|
2575
2575
|
type: "int",
|
|
2576
|
-
|
|
2577
|
-
|
|
2576
|
+
isGroupCounter: true,
|
|
2577
|
+
description: "Specifies the number of repeating symbols specified."
|
|
2578
2578
|
},
|
|
2579
2579
|
"147": {
|
|
2580
2580
|
tag: 147,
|
|
@@ -2598,7 +2598,6 @@ var dictionary_default = {
|
|
|
2598
2598
|
tag: 150,
|
|
2599
2599
|
name: "ExecType",
|
|
2600
2600
|
type: "char",
|
|
2601
|
-
description: "Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)",
|
|
2602
2601
|
enumValues: [
|
|
2603
2602
|
{
|
|
2604
2603
|
value: "0",
|
|
@@ -2675,13 +2674,14 @@ var dictionary_default = {
|
|
|
2675
2674
|
name: "PendingReplace",
|
|
2676
2675
|
description: "Pending Replace (e.g. result of Order Cancel/Replace Request)"
|
|
2677
2676
|
}
|
|
2678
|
-
]
|
|
2677
|
+
],
|
|
2678
|
+
description: "Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)"
|
|
2679
2679
|
},
|
|
2680
2680
|
"151": {
|
|
2681
2681
|
tag: 151,
|
|
2682
2682
|
name: "LeavesQty",
|
|
2683
2683
|
type: "Qty",
|
|
2684
|
-
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
|
|
2684
|
+
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)"
|
|
2685
2685
|
},
|
|
2686
2686
|
"152": {
|
|
2687
2687
|
tag: 152,
|
|
@@ -2735,7 +2735,6 @@ var dictionary_default = {
|
|
|
2735
2735
|
tag: 160,
|
|
2736
2736
|
name: "SettlInstMode",
|
|
2737
2737
|
type: "char",
|
|
2738
|
-
description: "Indicates mode used for Settlement Instructions",
|
|
2739
2738
|
enumValues: [
|
|
2740
2739
|
{
|
|
2741
2740
|
value: "0",
|
|
@@ -2757,7 +2756,8 @@ var dictionary_default = {
|
|
|
2757
2756
|
name: "SpecificAllocationAccountStanding",
|
|
2758
2757
|
description: "Specific Allocation Account Standing"
|
|
2759
2758
|
}
|
|
2760
|
-
]
|
|
2759
|
+
],
|
|
2760
|
+
description: "Indicates mode used for Settlement Instructions"
|
|
2761
2761
|
},
|
|
2762
2762
|
"161": {
|
|
2763
2763
|
tag: 161,
|
|
@@ -2775,7 +2775,6 @@ var dictionary_default = {
|
|
|
2775
2775
|
tag: 163,
|
|
2776
2776
|
name: "SettlInstTransType",
|
|
2777
2777
|
type: "char",
|
|
2778
|
-
description: "Settlement Instructions message transaction type",
|
|
2779
2778
|
enumValues: [
|
|
2780
2779
|
{
|
|
2781
2780
|
value: "C",
|
|
@@ -2792,7 +2791,8 @@ var dictionary_default = {
|
|
|
2792
2791
|
name: "Replace",
|
|
2793
2792
|
description: "Replace"
|
|
2794
2793
|
}
|
|
2795
|
-
]
|
|
2794
|
+
],
|
|
2795
|
+
description: "Settlement Instructions message transaction type"
|
|
2796
2796
|
},
|
|
2797
2797
|
"164": {
|
|
2798
2798
|
tag: 164,
|
|
@@ -2804,7 +2804,6 @@ var dictionary_default = {
|
|
|
2804
2804
|
tag: 165,
|
|
2805
2805
|
name: "SettlInstSource",
|
|
2806
2806
|
type: "char",
|
|
2807
|
-
description: "Indicates source of Settlement Instructions",
|
|
2808
2807
|
enumValues: [
|
|
2809
2808
|
{
|
|
2810
2809
|
value: "1",
|
|
@@ -2816,13 +2815,13 @@ var dictionary_default = {
|
|
|
2816
2815
|
name: "Institution",
|
|
2817
2816
|
description: "Institutions Instructions"
|
|
2818
2817
|
}
|
|
2819
|
-
]
|
|
2818
|
+
],
|
|
2819
|
+
description: "Indicates source of Settlement Instructions"
|
|
2820
2820
|
},
|
|
2821
2821
|
"166": {
|
|
2822
2822
|
tag: 166,
|
|
2823
2823
|
name: "SettlLocation",
|
|
2824
2824
|
type: "String",
|
|
2825
|
-
description: "Identifies Settlement Depository or Country Code (ISITC spec)",
|
|
2826
2825
|
enumValues: [
|
|
2827
2826
|
{
|
|
2828
2827
|
value: "CED",
|
|
@@ -2859,13 +2858,13 @@ var dictionary_default = {
|
|
|
2859
2858
|
name: "ParticipantTrustCompany",
|
|
2860
2859
|
description: "Participant Trust Company"
|
|
2861
2860
|
}
|
|
2862
|
-
]
|
|
2861
|
+
],
|
|
2862
|
+
description: "Identifies Settlement Depository or Country Code (ISITC spec) using ISO 3166 (2 character) representing the country of settlement."
|
|
2863
2863
|
},
|
|
2864
2864
|
"167": {
|
|
2865
2865
|
tag: 167,
|
|
2866
2866
|
name: "SecurityType",
|
|
2867
2867
|
type: "String",
|
|
2868
|
-
description: "Indicates type of security (ISITC spec)",
|
|
2869
2868
|
enumValues: [
|
|
2870
2869
|
{
|
|
2871
2870
|
value: "?",
|
|
@@ -3032,7 +3031,8 @@ var dictionary_default = {
|
|
|
3032
3031
|
name: "CatsTigersAndLions",
|
|
3033
3032
|
description: "Cats, Tigers & Lions (a real code: US Treasury Receipts)"
|
|
3034
3033
|
}
|
|
3035
|
-
]
|
|
3034
|
+
],
|
|
3035
|
+
description: "Indicates type of security (ISITC spec)"
|
|
3036
3036
|
},
|
|
3037
3037
|
"168": {
|
|
3038
3038
|
tag: 168,
|
|
@@ -3044,7 +3044,6 @@ var dictionary_default = {
|
|
|
3044
3044
|
tag: 169,
|
|
3045
3045
|
name: "StandInstDbType",
|
|
3046
3046
|
type: "int",
|
|
3047
|
-
description: "Identifies the Standing Instruction database used",
|
|
3048
3047
|
enumValues: [
|
|
3049
3048
|
{
|
|
3050
3049
|
value: "0",
|
|
@@ -3066,7 +3065,8 @@ var dictionary_default = {
|
|
|
3066
3065
|
name: "AGlobalCustodian",
|
|
3067
3066
|
description: "A Global Custodian (StandInstDbName must be provided)"
|
|
3068
3067
|
}
|
|
3069
|
-
]
|
|
3068
|
+
],
|
|
3069
|
+
description: "Identifies the Standing Instruction database used"
|
|
3070
3070
|
},
|
|
3071
3071
|
"170": {
|
|
3072
3072
|
tag: 170,
|
|
@@ -3204,13 +3204,13 @@ var dictionary_default = {
|
|
|
3204
3204
|
tag: 192,
|
|
3205
3205
|
name: "OrderQty2",
|
|
3206
3206
|
type: "Qty",
|
|
3207
|
-
description: "OrderQty of the future part of
|
|
3207
|
+
description: "OrderQty of the future part of an F/X swap order."
|
|
3208
3208
|
},
|
|
3209
3209
|
"193": {
|
|
3210
3210
|
tag: 193,
|
|
3211
3211
|
name: "FutSettDate2",
|
|
3212
3212
|
type: "LocalMktDate",
|
|
3213
|
-
description: "FutSettDate of the future part of
|
|
3213
|
+
description: "FutSettDate of the future part of an F/X swap order."
|
|
3214
3214
|
},
|
|
3215
3215
|
"194": {
|
|
3216
3216
|
tag: 194,
|
|
@@ -3234,7 +3234,6 @@ var dictionary_default = {
|
|
|
3234
3234
|
tag: 197,
|
|
3235
3235
|
name: "AllocLinkType",
|
|
3236
3236
|
type: "int",
|
|
3237
|
-
description: "Identifies the type of Allocation linkage when AllocLinkID is used.",
|
|
3238
3237
|
enumValues: [
|
|
3239
3238
|
{
|
|
3240
3239
|
value: "0",
|
|
@@ -3246,7 +3245,8 @@ var dictionary_default = {
|
|
|
3246
3245
|
name: "FXSwap",
|
|
3247
3246
|
description: "F/X Swap"
|
|
3248
3247
|
}
|
|
3249
|
-
]
|
|
3248
|
+
],
|
|
3249
|
+
description: "Identifies the type of Allocation linkage when AllocLinkID is used."
|
|
3250
3250
|
},
|
|
3251
3251
|
"198": {
|
|
3252
3252
|
tag: 198,
|
|
@@ -3258,20 +3258,19 @@ var dictionary_default = {
|
|
|
3258
3258
|
tag: 199,
|
|
3259
3259
|
name: "NoIOIQualifiers",
|
|
3260
3260
|
type: "int",
|
|
3261
|
-
|
|
3262
|
-
|
|
3261
|
+
isGroupCounter: true,
|
|
3262
|
+
description: "Number of repeating groups of IOIQualifiers."
|
|
3263
3263
|
},
|
|
3264
3264
|
"200": {
|
|
3265
3265
|
tag: 200,
|
|
3266
3266
|
name: "MaturityMonthYear",
|
|
3267
3267
|
type: "MonthYear",
|
|
3268
|
-
description: "Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified
|
|
3268
|
+
description: "Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified. Format: YYYYMM (i.e. 199903)"
|
|
3269
3269
|
},
|
|
3270
3270
|
"201": {
|
|
3271
3271
|
tag: 201,
|
|
3272
3272
|
name: "PutOrCall",
|
|
3273
3273
|
type: "int",
|
|
3274
|
-
description: "Indicates whether an Option is for a put or call.",
|
|
3275
3274
|
enumValues: [
|
|
3276
3275
|
{
|
|
3277
3276
|
value: "0",
|
|
@@ -3283,7 +3282,8 @@ var dictionary_default = {
|
|
|
3283
3282
|
name: "Call",
|
|
3284
3283
|
description: "Call"
|
|
3285
3284
|
}
|
|
3286
|
-
]
|
|
3285
|
+
],
|
|
3286
|
+
description: "Indicates whether an Option is for a put or call."
|
|
3287
3287
|
},
|
|
3288
3288
|
"202": {
|
|
3289
3289
|
tag: 202,
|
|
@@ -3295,7 +3295,6 @@ var dictionary_default = {
|
|
|
3295
3295
|
tag: 203,
|
|
3296
3296
|
name: "CoveredOrUncovered",
|
|
3297
3297
|
type: "int",
|
|
3298
|
-
description: "Used for options",
|
|
3299
3298
|
enumValues: [
|
|
3300
3299
|
{
|
|
3301
3300
|
value: "0",
|
|
@@ -3307,13 +3306,13 @@ var dictionary_default = {
|
|
|
3307
3306
|
name: "Uncovered",
|
|
3308
3307
|
description: "Uncovered"
|
|
3309
3308
|
}
|
|
3310
|
-
]
|
|
3309
|
+
],
|
|
3310
|
+
description: "Used for options"
|
|
3311
3311
|
},
|
|
3312
3312
|
"204": {
|
|
3313
3313
|
tag: 204,
|
|
3314
3314
|
name: "CustomerOrFirm",
|
|
3315
3315
|
type: "int",
|
|
3316
|
-
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.",
|
|
3317
3316
|
enumValues: [
|
|
3318
3317
|
{
|
|
3319
3318
|
value: "0",
|
|
@@ -3325,7 +3324,8 @@ var dictionary_default = {
|
|
|
3325
3324
|
name: "Firm",
|
|
3326
3325
|
description: "Firm"
|
|
3327
3326
|
}
|
|
3328
|
-
]
|
|
3327
|
+
],
|
|
3328
|
+
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."
|
|
3329
3329
|
},
|
|
3330
3330
|
"205": {
|
|
3331
3331
|
tag: 205,
|
|
@@ -3349,7 +3349,6 @@ var dictionary_default = {
|
|
|
3349
3349
|
tag: 208,
|
|
3350
3350
|
name: "NotifyBrokerOfCredit",
|
|
3351
3351
|
type: "Boolean",
|
|
3352
|
-
description: "Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).",
|
|
3353
3352
|
enumValues: [
|
|
3354
3353
|
{
|
|
3355
3354
|
value: "N",
|
|
@@ -3361,13 +3360,13 @@ var dictionary_default = {
|
|
|
3361
3360
|
name: "DetailsShouldBeCommunicated",
|
|
3362
3361
|
description: "Details should be communicated"
|
|
3363
3362
|
}
|
|
3364
|
-
]
|
|
3363
|
+
],
|
|
3364
|
+
description: "Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker)."
|
|
3365
3365
|
},
|
|
3366
3366
|
"209": {
|
|
3367
3367
|
tag: 209,
|
|
3368
3368
|
name: "AllocHandlInst",
|
|
3369
3369
|
type: "int",
|
|
3370
|
-
description: "Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.",
|
|
3371
3370
|
enumValues: [
|
|
3372
3371
|
{
|
|
3373
3372
|
value: "1",
|
|
@@ -3384,13 +3383,14 @@ var dictionary_default = {
|
|
|
3384
3383
|
name: "ForwardAndMatch",
|
|
3385
3384
|
description: "Forward and Match"
|
|
3386
3385
|
}
|
|
3387
|
-
]
|
|
3386
|
+
],
|
|
3387
|
+
description: "Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details."
|
|
3388
3388
|
},
|
|
3389
3389
|
"210": {
|
|
3390
3390
|
tag: 210,
|
|
3391
3391
|
name: "MaxShow",
|
|
3392
3392
|
type: "Qty",
|
|
3393
|
-
description: "Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI)
|
|
3393
|
+
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)"
|
|
3394
3394
|
},
|
|
3395
3395
|
"211": {
|
|
3396
3396
|
tag: 211,
|
|
@@ -3408,8 +3408,8 @@ var dictionary_default = {
|
|
|
3408
3408
|
tag: 213,
|
|
3409
3409
|
name: "XmlData",
|
|
3410
3410
|
type: "data",
|
|
3411
|
-
|
|
3412
|
-
|
|
3411
|
+
lengthField: 212,
|
|
3412
|
+
description: "Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters."
|
|
3413
3413
|
},
|
|
3414
3414
|
"214": {
|
|
3415
3415
|
tag: 214,
|
|
@@ -3421,14 +3421,13 @@ var dictionary_default = {
|
|
|
3421
3421
|
tag: 215,
|
|
3422
3422
|
name: "NoRoutingIDs",
|
|
3423
3423
|
type: "int",
|
|
3424
|
-
|
|
3425
|
-
|
|
3424
|
+
isGroupCounter: true,
|
|
3425
|
+
description: "Number of repeating groups of RoutingID and RoutingType values. See Appendix L \u2013 Pre-Trade Message Targeting/Routing"
|
|
3426
3426
|
},
|
|
3427
3427
|
"216": {
|
|
3428
3428
|
tag: 216,
|
|
3429
3429
|
name: "RoutingType",
|
|
3430
3430
|
type: "int",
|
|
3431
|
-
description: "Indicates the type of RoutingID specified.",
|
|
3432
3431
|
enumValues: [
|
|
3433
3432
|
{
|
|
3434
3433
|
value: "1",
|
|
@@ -3450,7 +3449,8 @@ var dictionary_default = {
|
|
|
3450
3449
|
name: "BlockList",
|
|
3451
3450
|
description: "Block List"
|
|
3452
3451
|
}
|
|
3453
|
-
]
|
|
3452
|
+
],
|
|
3453
|
+
description: "Indicates the type of RoutingID specified."
|
|
3454
3454
|
},
|
|
3455
3455
|
"217": {
|
|
3456
3456
|
tag: 217,
|
|
@@ -3468,7 +3468,6 @@ var dictionary_default = {
|
|
|
3468
3468
|
tag: 219,
|
|
3469
3469
|
name: "Benchmark",
|
|
3470
3470
|
type: "char",
|
|
3471
|
-
description: "For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).",
|
|
3472
3471
|
enumValues: [
|
|
3473
3472
|
{
|
|
3474
3473
|
value: "1",
|
|
@@ -3515,7 +3514,8 @@ var dictionary_default = {
|
|
|
3515
3514
|
name: "SixMOLIBOR",
|
|
3516
3515
|
description: "6-MO-LIBOR"
|
|
3517
3516
|
}
|
|
3518
|
-
]
|
|
3517
|
+
],
|
|
3518
|
+
description: "For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field)."
|
|
3519
3519
|
},
|
|
3520
3520
|
"223": {
|
|
3521
3521
|
tag: 223,
|
|
@@ -3539,7 +3539,6 @@ var dictionary_default = {
|
|
|
3539
3539
|
tag: 263,
|
|
3540
3540
|
name: "SubscriptionRequestType",
|
|
3541
3541
|
type: "char",
|
|
3542
|
-
description: "Subscription Request Type",
|
|
3543
3542
|
enumValues: [
|
|
3544
3543
|
{
|
|
3545
3544
|
value: "0",
|
|
@@ -3556,7 +3555,8 @@ var dictionary_default = {
|
|
|
3556
3555
|
name: "DisablePreviousSnapshot",
|
|
3557
3556
|
description: "Disable previous Snapshot + Update Request (Unsubscribe)"
|
|
3558
3557
|
}
|
|
3559
|
-
]
|
|
3558
|
+
],
|
|
3559
|
+
description: "Subscription Request Type"
|
|
3560
3560
|
},
|
|
3561
3561
|
"264": {
|
|
3562
3562
|
tag: 264,
|
|
@@ -3568,7 +3568,6 @@ var dictionary_default = {
|
|
|
3568
3568
|
tag: 265,
|
|
3569
3569
|
name: "MDUpdateType",
|
|
3570
3570
|
type: "int",
|
|
3571
|
-
description: "Specifies the type of Market Data update.",
|
|
3572
3571
|
enumValues: [
|
|
3573
3572
|
{
|
|
3574
3573
|
value: "0",
|
|
@@ -3580,13 +3579,13 @@ var dictionary_default = {
|
|
|
3580
3579
|
name: "IncrementalRefresh",
|
|
3581
3580
|
description: "Incremental Refresh"
|
|
3582
3581
|
}
|
|
3583
|
-
]
|
|
3582
|
+
],
|
|
3583
|
+
description: "Specifies the type of Market Data update."
|
|
3584
3584
|
},
|
|
3585
3585
|
"266": {
|
|
3586
3586
|
tag: 266,
|
|
3587
3587
|
name: "AggregatedBook",
|
|
3588
3588
|
type: "Boolean",
|
|
3589
|
-
description: "Specifies whether or not book entries should be aggregated.",
|
|
3590
3589
|
enumValues: [
|
|
3591
3590
|
{
|
|
3592
3591
|
value: "N",
|
|
@@ -3598,27 +3597,27 @@ var dictionary_default = {
|
|
|
3598
3597
|
name: "BookEntriesToBeAggregated",
|
|
3599
3598
|
description: "one book entry per side per price"
|
|
3600
3599
|
}
|
|
3601
|
-
]
|
|
3600
|
+
],
|
|
3601
|
+
description: "Specifies whether or not book entries should be aggregated."
|
|
3602
3602
|
},
|
|
3603
3603
|
"267": {
|
|
3604
3604
|
tag: 267,
|
|
3605
3605
|
name: "NoMDEntryTypes",
|
|
3606
3606
|
type: "int",
|
|
3607
|
-
|
|
3608
|
-
|
|
3607
|
+
isGroupCounter: true,
|
|
3608
|
+
description: "Number of MDEntryType fields requested."
|
|
3609
3609
|
},
|
|
3610
3610
|
"268": {
|
|
3611
3611
|
tag: 268,
|
|
3612
3612
|
name: "NoMDEntries",
|
|
3613
3613
|
type: "int",
|
|
3614
|
-
|
|
3615
|
-
|
|
3614
|
+
isGroupCounter: true,
|
|
3615
|
+
description: "Number of entries in Market Data message."
|
|
3616
3616
|
},
|
|
3617
3617
|
"269": {
|
|
3618
3618
|
tag: 269,
|
|
3619
3619
|
name: "MDEntryType",
|
|
3620
3620
|
type: "char",
|
|
3621
|
-
description: "Type Market Data entry.",
|
|
3622
3621
|
enumValues: [
|
|
3623
3622
|
{
|
|
3624
3623
|
value: "0",
|
|
@@ -3670,7 +3669,8 @@ var dictionary_default = {
|
|
|
3670
3669
|
name: "TradingSessionVWAPPrice",
|
|
3671
3670
|
description: "Trading Session VWAP Price"
|
|
3672
3671
|
}
|
|
3673
|
-
]
|
|
3672
|
+
],
|
|
3673
|
+
description: "Type Market Data entry."
|
|
3674
3674
|
},
|
|
3675
3675
|
"270": {
|
|
3676
3676
|
tag: 270,
|
|
@@ -3700,7 +3700,6 @@ var dictionary_default = {
|
|
|
3700
3700
|
tag: 274,
|
|
3701
3701
|
name: "TickDirection",
|
|
3702
3702
|
type: "char",
|
|
3703
|
-
description: 'Direction of the "tick".',
|
|
3704
3703
|
enumValues: [
|
|
3705
3704
|
{
|
|
3706
3705
|
value: "0",
|
|
@@ -3722,19 +3721,19 @@ var dictionary_default = {
|
|
|
3722
3721
|
name: "ZeroMinusTick",
|
|
3723
3722
|
description: "Zero-Minus Tick"
|
|
3724
3723
|
}
|
|
3725
|
-
]
|
|
3724
|
+
],
|
|
3725
|
+
description: 'Direction of the "tick".'
|
|
3726
3726
|
},
|
|
3727
3727
|
"275": {
|
|
3728
3728
|
tag: 275,
|
|
3729
3729
|
name: "MDMkt",
|
|
3730
3730
|
type: "Exchange",
|
|
3731
|
-
description: "Market posting quote / trade
|
|
3731
|
+
description: "Market posting quote / trade. Valid values: See Appendix C"
|
|
3732
3732
|
},
|
|
3733
3733
|
"276": {
|
|
3734
3734
|
tag: 276,
|
|
3735
3735
|
name: "QuoteCondition",
|
|
3736
3736
|
type: "MultipleValueString",
|
|
3737
|
-
description: "Space-delimited list of conditions describing a quote.",
|
|
3738
3737
|
enumValues: [
|
|
3739
3738
|
{
|
|
3740
3739
|
value: "A",
|
|
@@ -3781,13 +3780,13 @@ var dictionary_default = {
|
|
|
3781
3780
|
name: "NonFirm",
|
|
3782
3781
|
description: "Non-Firm"
|
|
3783
3782
|
}
|
|
3784
|
-
]
|
|
3783
|
+
],
|
|
3784
|
+
description: "Space-delimited list of conditions describing a quote."
|
|
3785
3785
|
},
|
|
3786
3786
|
"277": {
|
|
3787
3787
|
tag: 277,
|
|
3788
3788
|
name: "TradeCondition",
|
|
3789
3789
|
type: "MultipleValueString",
|
|
3790
|
-
description: "Space-delimited list of conditions describing a trade",
|
|
3791
3790
|
enumValues: [
|
|
3792
3791
|
{
|
|
3793
3792
|
value: "A",
|
|
@@ -3859,7 +3858,8 @@ var dictionary_default = {
|
|
|
3859
3858
|
name: "StoppedStock",
|
|
3860
3859
|
description: "Stopped Stock (guarantee of price but does not execute the order)"
|
|
3861
3860
|
}
|
|
3862
|
-
]
|
|
3861
|
+
],
|
|
3862
|
+
description: "Space-delimited list of conditions describing a trade"
|
|
3863
3863
|
},
|
|
3864
3864
|
"278": {
|
|
3865
3865
|
tag: 278,
|
|
@@ -3871,7 +3871,6 @@ var dictionary_default = {
|
|
|
3871
3871
|
tag: 279,
|
|
3872
3872
|
name: "MDUpdateAction",
|
|
3873
3873
|
type: "char",
|
|
3874
|
-
description: "Type of Market Data update action.",
|
|
3875
3874
|
enumValues: [
|
|
3876
3875
|
{
|
|
3877
3876
|
value: "0",
|
|
@@ -3888,7 +3887,8 @@ var dictionary_default = {
|
|
|
3888
3887
|
name: "Delete",
|
|
3889
3888
|
description: "Delete"
|
|
3890
3889
|
}
|
|
3891
|
-
]
|
|
3890
|
+
],
|
|
3891
|
+
description: "Type of Market Data update action."
|
|
3892
3892
|
},
|
|
3893
3893
|
"280": {
|
|
3894
3894
|
tag: 280,
|
|
@@ -3900,7 +3900,6 @@ var dictionary_default = {
|
|
|
3900
3900
|
tag: 281,
|
|
3901
3901
|
name: "MDReqRejReason",
|
|
3902
3902
|
type: "char",
|
|
3903
|
-
description: "Reason for the rejection of a Market Data request.",
|
|
3904
3903
|
enumValues: [
|
|
3905
3904
|
{
|
|
3906
3905
|
value: "0",
|
|
@@ -3947,7 +3946,8 @@ var dictionary_default = {
|
|
|
3947
3946
|
name: "UnsupportedMDEntryType",
|
|
3948
3947
|
description: "Unsupported MDEntryType"
|
|
3949
3948
|
}
|
|
3950
|
-
]
|
|
3949
|
+
],
|
|
3950
|
+
description: "Reason for the rejection of a Market Data request."
|
|
3951
3951
|
},
|
|
3952
3952
|
"282": {
|
|
3953
3953
|
tag: 282,
|
|
@@ -3971,7 +3971,6 @@ var dictionary_default = {
|
|
|
3971
3971
|
tag: 285,
|
|
3972
3972
|
name: "DeleteReason",
|
|
3973
3973
|
type: "char",
|
|
3974
|
-
description: "Reason for deletion.",
|
|
3975
3974
|
enumValues: [
|
|
3976
3975
|
{
|
|
3977
3976
|
value: "0",
|
|
@@ -3983,13 +3982,13 @@ var dictionary_default = {
|
|
|
3983
3982
|
name: "Error",
|
|
3984
3983
|
description: "Error"
|
|
3985
3984
|
}
|
|
3986
|
-
]
|
|
3985
|
+
],
|
|
3986
|
+
description: "Reason for deletion."
|
|
3987
3987
|
},
|
|
3988
3988
|
"286": {
|
|
3989
3989
|
tag: 286,
|
|
3990
3990
|
name: "OpenCloseSettleFlag",
|
|
3991
3991
|
type: "char",
|
|
3992
|
-
description: "Flag that identifies a price.",
|
|
3993
3992
|
enumValues: [
|
|
3994
3993
|
{
|
|
3995
3994
|
value: "0",
|
|
@@ -4006,7 +4005,8 @@ var dictionary_default = {
|
|
|
4006
4005
|
name: "DeliverySettlementEntry",
|
|
4007
4006
|
description: "Delivery Settlement price"
|
|
4008
4007
|
}
|
|
4009
|
-
]
|
|
4008
|
+
],
|
|
4009
|
+
description: "Flag that identifies a price."
|
|
4010
4010
|
},
|
|
4011
4011
|
"287": {
|
|
4012
4012
|
tag: 287,
|
|
@@ -4036,20 +4036,19 @@ var dictionary_default = {
|
|
|
4036
4036
|
tag: 291,
|
|
4037
4037
|
name: "FinancialStatus",
|
|
4038
4038
|
type: "char",
|
|
4039
|
-
description: "Identifies a firm\u2019s financial status.",
|
|
4040
4039
|
enumValues: [
|
|
4041
4040
|
{
|
|
4042
4041
|
value: "1",
|
|
4043
4042
|
name: "Bankrupt",
|
|
4044
4043
|
description: "Bankrupt"
|
|
4045
4044
|
}
|
|
4046
|
-
]
|
|
4045
|
+
],
|
|
4046
|
+
description: "Identifies a firm\u2019s financial status."
|
|
4047
4047
|
},
|
|
4048
4048
|
"292": {
|
|
4049
4049
|
tag: 292,
|
|
4050
4050
|
name: "CorporateAction",
|
|
4051
4051
|
type: "char",
|
|
4052
|
-
description: "Identifies the type of Corporate Action.",
|
|
4053
4052
|
enumValues: [
|
|
4054
4053
|
{
|
|
4055
4054
|
value: "A",
|
|
@@ -4076,7 +4075,8 @@ var dictionary_default = {
|
|
|
4076
4075
|
name: "ExInterest",
|
|
4077
4076
|
description: "Ex-Interest"
|
|
4078
4077
|
}
|
|
4079
|
-
]
|
|
4078
|
+
],
|
|
4079
|
+
description: "Identifies the type of Corporate Action."
|
|
4080
4080
|
},
|
|
4081
4081
|
"293": {
|
|
4082
4082
|
tag: 293,
|
|
@@ -4094,21 +4094,20 @@ var dictionary_default = {
|
|
|
4094
4094
|
tag: 295,
|
|
4095
4095
|
name: "NoQuoteEntries",
|
|
4096
4096
|
type: "int",
|
|
4097
|
-
|
|
4098
|
-
|
|
4097
|
+
isGroupCounter: true,
|
|
4098
|
+
description: "The number of quote entries for a QuoteSet."
|
|
4099
4099
|
},
|
|
4100
4100
|
"296": {
|
|
4101
4101
|
tag: 296,
|
|
4102
4102
|
name: "NoQuoteSets",
|
|
4103
4103
|
type: "int",
|
|
4104
|
-
|
|
4105
|
-
|
|
4104
|
+
isGroupCounter: true,
|
|
4105
|
+
description: "The number of sets of quotes in the message."
|
|
4106
4106
|
},
|
|
4107
4107
|
"297": {
|
|
4108
4108
|
tag: 297,
|
|
4109
4109
|
name: "QuoteAckStatus",
|
|
4110
4110
|
type: "int",
|
|
4111
|
-
description: "Identifies the status of the quote acknowledgement.",
|
|
4112
4111
|
enumValues: [
|
|
4113
4112
|
{
|
|
4114
4113
|
value: "0",
|
|
@@ -4140,13 +4139,13 @@ var dictionary_default = {
|
|
|
4140
4139
|
name: "Rejected",
|
|
4141
4140
|
description: "Rejected"
|
|
4142
4141
|
}
|
|
4143
|
-
]
|
|
4142
|
+
],
|
|
4143
|
+
description: "Identifies the status of the quote acknowledgement."
|
|
4144
4144
|
},
|
|
4145
4145
|
"298": {
|
|
4146
4146
|
tag: 298,
|
|
4147
4147
|
name: "QuoteCancelType",
|
|
4148
4148
|
type: "int",
|
|
4149
|
-
description: "Identifies the type of quote cancel.",
|
|
4150
4149
|
enumValues: [
|
|
4151
4150
|
{
|
|
4152
4151
|
value: "1",
|
|
@@ -4168,7 +4167,8 @@ var dictionary_default = {
|
|
|
4168
4167
|
name: "CancelAllQuotes",
|
|
4169
4168
|
description: "Cancel for All Quotes"
|
|
4170
4169
|
}
|
|
4171
|
-
]
|
|
4170
|
+
],
|
|
4171
|
+
description: "Identifies the type of quote cancel."
|
|
4172
4172
|
},
|
|
4173
4173
|
"299": {
|
|
4174
4174
|
tag: 299,
|
|
@@ -4180,7 +4180,6 @@ var dictionary_default = {
|
|
|
4180
4180
|
tag: 300,
|
|
4181
4181
|
name: "QuoteRejectReason",
|
|
4182
4182
|
type: "int",
|
|
4183
|
-
description: "Reason Quote was rejected:",
|
|
4184
4183
|
enumValues: [
|
|
4185
4184
|
{
|
|
4186
4185
|
value: "1",
|
|
@@ -4227,13 +4226,13 @@ var dictionary_default = {
|
|
|
4227
4226
|
name: "NotAuthorizedToQuoteSecurity",
|
|
4228
4227
|
description: "Not authorized to quote security"
|
|
4229
4228
|
}
|
|
4230
|
-
]
|
|
4229
|
+
],
|
|
4230
|
+
description: "Reason Quote was rejected:"
|
|
4231
4231
|
},
|
|
4232
4232
|
"301": {
|
|
4233
4233
|
tag: 301,
|
|
4234
4234
|
name: "QuoteResponseLevel",
|
|
4235
4235
|
type: "int",
|
|
4236
|
-
description: "Level of Response requested from receiver of quote messages.",
|
|
4237
4236
|
enumValues: [
|
|
4238
4237
|
{
|
|
4239
4238
|
value: "0",
|
|
@@ -4250,7 +4249,8 @@ var dictionary_default = {
|
|
|
4250
4249
|
name: "AcknowledgeEachQuoteMessage",
|
|
4251
4250
|
description: "Acknowledge each quote messages"
|
|
4252
4251
|
}
|
|
4253
|
-
]
|
|
4252
|
+
],
|
|
4253
|
+
description: "Level of Response requested from receiver of quote messages."
|
|
4254
4254
|
},
|
|
4255
4255
|
"302": {
|
|
4256
4256
|
tag: 302,
|
|
@@ -4262,7 +4262,6 @@ var dictionary_default = {
|
|
|
4262
4262
|
tag: 303,
|
|
4263
4263
|
name: "QuoteRequestType",
|
|
4264
4264
|
type: "int",
|
|
4265
|
-
description: "Indicates the type of Quote Request being generated",
|
|
4266
4265
|
enumValues: [
|
|
4267
4266
|
{
|
|
4268
4267
|
value: "1",
|
|
@@ -4274,7 +4273,8 @@ var dictionary_default = {
|
|
|
4274
4273
|
name: "Automatic",
|
|
4275
4274
|
description: "Automatic"
|
|
4276
4275
|
}
|
|
4277
|
-
]
|
|
4276
|
+
],
|
|
4277
|
+
description: "Indicates the type of Quote Request being generated"
|
|
4278
4278
|
},
|
|
4279
4279
|
"304": {
|
|
4280
4280
|
tag: 304,
|
|
@@ -4292,13 +4292,13 @@ var dictionary_default = {
|
|
|
4292
4292
|
tag: 306,
|
|
4293
4293
|
name: "UnderlyingIssuer",
|
|
4294
4294
|
type: "String",
|
|
4295
|
-
description: "Underlying security\u2019s Issuer
|
|
4295
|
+
description: "Underlying security\u2019s Issuer. See Issuer field for description"
|
|
4296
4296
|
},
|
|
4297
4297
|
"307": {
|
|
4298
4298
|
tag: 307,
|
|
4299
4299
|
name: "UnderlyingSecurityDesc",
|
|
4300
4300
|
type: "String",
|
|
4301
|
-
description: "Underlying security\u2019s SecurityDesc
|
|
4301
|
+
description: "Underlying security\u2019s SecurityDesc. See SecurityDesc field for description"
|
|
4302
4302
|
},
|
|
4303
4303
|
"308": {
|
|
4304
4304
|
tag: 308,
|
|
@@ -4310,7 +4310,7 @@ var dictionary_default = {
|
|
|
4310
4310
|
tag: 309,
|
|
4311
4311
|
name: "UnderlyingSecurityID",
|
|
4312
4312
|
type: "String",
|
|
4313
|
-
description: "Underlying security\u2019s SecurityID
|
|
4313
|
+
description: "Underlying security\u2019s SecurityID. See SecurityID field for description"
|
|
4314
4314
|
},
|
|
4315
4315
|
"310": {
|
|
4316
4316
|
tag: 310,
|
|
@@ -4322,49 +4322,49 @@ var dictionary_default = {
|
|
|
4322
4322
|
tag: 311,
|
|
4323
4323
|
name: "UnderlyingSymbol",
|
|
4324
4324
|
type: "String",
|
|
4325
|
-
description: "Underlying security\u2019s Symbol
|
|
4325
|
+
description: "Underlying security\u2019s Symbol. See Symbol field for description"
|
|
4326
4326
|
},
|
|
4327
4327
|
"312": {
|
|
4328
4328
|
tag: 312,
|
|
4329
4329
|
name: "UnderlyingSymbolSfx",
|
|
4330
4330
|
type: "String",
|
|
4331
|
-
description: "Underlying security\u2019s SymbolSfx
|
|
4331
|
+
description: "Underlying security\u2019s SymbolSfx. See SymbolSfx field for description"
|
|
4332
4332
|
},
|
|
4333
4333
|
"313": {
|
|
4334
4334
|
tag: 313,
|
|
4335
4335
|
name: "UnderlyingMaturityMonthYear",
|
|
4336
4336
|
type: "MonthYear",
|
|
4337
|
-
description: "Underlying security\u2019s MaturityMonthYear. Required if UnderlyingMaturityDay is specified
|
|
4337
|
+
description: "Underlying security\u2019s MaturityMonthYear. Required if UnderlyingMaturityDay is specified. See MaturityMonthYear field for description"
|
|
4338
4338
|
},
|
|
4339
4339
|
"314": {
|
|
4340
4340
|
tag: 314,
|
|
4341
4341
|
name: "UnderlyingMaturityDay",
|
|
4342
4342
|
type: "DayOfMonth",
|
|
4343
|
-
description: "Underlying security\u2019s MaturityDay
|
|
4343
|
+
description: "Underlying security\u2019s MaturityDay. See MaturityDay field for description"
|
|
4344
4344
|
},
|
|
4345
4345
|
"315": {
|
|
4346
4346
|
tag: 315,
|
|
4347
4347
|
name: "UnderlyingPutOrCall",
|
|
4348
4348
|
type: "int",
|
|
4349
|
-
description: "Underlying security\u2019s PutOrCall
|
|
4349
|
+
description: "Underlying security\u2019s PutOrCall. See PutOrCall field for description"
|
|
4350
4350
|
},
|
|
4351
4351
|
"316": {
|
|
4352
4352
|
tag: 316,
|
|
4353
4353
|
name: "UnderlyingStrikePrice",
|
|
4354
4354
|
type: "Price",
|
|
4355
|
-
description: "Underlying security\u2019s StrikePrice
|
|
4355
|
+
description: "Underlying security\u2019s StrikePrice. See StrikePrice field for description"
|
|
4356
4356
|
},
|
|
4357
4357
|
"317": {
|
|
4358
4358
|
tag: 317,
|
|
4359
4359
|
name: "UnderlyingOptAttribute",
|
|
4360
4360
|
type: "char",
|
|
4361
|
-
description: "Underlying security\u2019s OptAttribute
|
|
4361
|
+
description: "Underlying security\u2019s OptAttribute. See OptAttribute field for description"
|
|
4362
4362
|
},
|
|
4363
4363
|
"318": {
|
|
4364
4364
|
tag: 318,
|
|
4365
4365
|
name: "UnderlyingCurrency",
|
|
4366
4366
|
type: "Currency",
|
|
4367
|
-
description: "Underlying security\u2019s Currency
|
|
4367
|
+
description: "Underlying security\u2019s Currency. See Currency field for description and valid values"
|
|
4368
4368
|
},
|
|
4369
4369
|
"319": {
|
|
4370
4370
|
tag: 319,
|
|
@@ -4382,7 +4382,6 @@ var dictionary_default = {
|
|
|
4382
4382
|
tag: 321,
|
|
4383
4383
|
name: "SecurityRequestType",
|
|
4384
4384
|
type: "int",
|
|
4385
|
-
description: "Type of Security Definition Request.",
|
|
4386
4385
|
enumValues: [
|
|
4387
4386
|
{
|
|
4388
4387
|
value: "0",
|
|
@@ -4404,7 +4403,8 @@ var dictionary_default = {
|
|
|
4404
4403
|
name: "RequestListSecurities",
|
|
4405
4404
|
description: "Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange is provided then only list Securities for the specific type)"
|
|
4406
4405
|
}
|
|
4407
|
-
]
|
|
4406
|
+
],
|
|
4407
|
+
description: "Type of Security Definition Request."
|
|
4408
4408
|
},
|
|
4409
4409
|
"322": {
|
|
4410
4410
|
tag: 322,
|
|
@@ -4416,7 +4416,6 @@ var dictionary_default = {
|
|
|
4416
4416
|
tag: 323,
|
|
4417
4417
|
name: "SecurityResponseType",
|
|
4418
4418
|
type: "int",
|
|
4419
|
-
description: "Type of Security Definition message response.",
|
|
4420
4419
|
enumValues: [
|
|
4421
4420
|
{
|
|
4422
4421
|
value: "1",
|
|
@@ -4448,7 +4447,8 @@ var dictionary_default = {
|
|
|
4448
4447
|
name: "CannotMatchSelectionCriteria",
|
|
4449
4448
|
description: "Can not match selection criteria"
|
|
4450
4449
|
}
|
|
4451
|
-
]
|
|
4450
|
+
],
|
|
4451
|
+
description: "Type of Security Definition message response."
|
|
4452
4452
|
},
|
|
4453
4453
|
"324": {
|
|
4454
4454
|
tag: 324,
|
|
@@ -4460,7 +4460,6 @@ var dictionary_default = {
|
|
|
4460
4460
|
tag: 325,
|
|
4461
4461
|
name: "UnsolicitedIndicator",
|
|
4462
4462
|
type: "Boolean",
|
|
4463
|
-
description: "Indicates whether or not message is being sent as a result of a subscription request or not.",
|
|
4464
4463
|
enumValues: [
|
|
4465
4464
|
{
|
|
4466
4465
|
value: "N",
|
|
@@ -4472,13 +4471,13 @@ var dictionary_default = {
|
|
|
4472
4471
|
name: "MessageIsBeingSentUnsolicited",
|
|
4473
4472
|
description: "Message is being sent unsolicited"
|
|
4474
4473
|
}
|
|
4475
|
-
]
|
|
4474
|
+
],
|
|
4475
|
+
description: "Indicates whether or not message is being sent as a result of a subscription request or not."
|
|
4476
4476
|
},
|
|
4477
4477
|
"326": {
|
|
4478
4478
|
tag: 326,
|
|
4479
4479
|
name: "SecurityTradingStatus",
|
|
4480
4480
|
type: "int",
|
|
4481
|
-
description: "Identifies the trading status applicable to the transaction.",
|
|
4482
4481
|
enumValues: [
|
|
4483
4482
|
{
|
|
4484
4483
|
value: "1",
|
|
@@ -4575,13 +4574,13 @@ var dictionary_default = {
|
|
|
4575
4574
|
name: "MarketOnCloseImbalanceBuy",
|
|
4576
4575
|
description: "Market On Close Imbalance Buy"
|
|
4577
4576
|
}
|
|
4578
|
-
]
|
|
4577
|
+
],
|
|
4578
|
+
description: "Identifies the trading status applicable to the transaction."
|
|
4579
4579
|
},
|
|
4580
4580
|
"327": {
|
|
4581
4581
|
tag: 327,
|
|
4582
4582
|
name: "HaltReason",
|
|
4583
4583
|
type: "char",
|
|
4584
|
-
description: "Denotes the reason for the Opening Delay or Trading Halt.",
|
|
4585
4584
|
enumValues: [
|
|
4586
4585
|
{
|
|
4587
4586
|
value: "D",
|
|
@@ -4613,13 +4612,13 @@ var dictionary_default = {
|
|
|
4613
4612
|
name: "EquipmentChangeover",
|
|
4614
4613
|
description: "Equipment Changeover"
|
|
4615
4614
|
}
|
|
4616
|
-
]
|
|
4615
|
+
],
|
|
4616
|
+
description: "Denotes the reason for the Opening Delay or Trading Halt."
|
|
4617
4617
|
},
|
|
4618
4618
|
"328": {
|
|
4619
4619
|
tag: 328,
|
|
4620
4620
|
name: "InViewOfCommon",
|
|
4621
4621
|
type: "Boolean",
|
|
4622
|
-
description: "Indicates whether or not the halt was due to Common Stock trading being halted.",
|
|
4623
4622
|
enumValues: [
|
|
4624
4623
|
{
|
|
4625
4624
|
value: "N",
|
|
@@ -4631,13 +4630,13 @@ var dictionary_default = {
|
|
|
4631
4630
|
name: "HaltWasDueToCommonStockBeingHalted",
|
|
4632
4631
|
description: "Halt was due to common stock being halted"
|
|
4633
4632
|
}
|
|
4634
|
-
]
|
|
4633
|
+
],
|
|
4634
|
+
description: "Indicates whether or not the halt was due to Common Stock trading being halted."
|
|
4635
4635
|
},
|
|
4636
4636
|
"329": {
|
|
4637
4637
|
tag: 329,
|
|
4638
4638
|
name: "DueToRelated",
|
|
4639
4639
|
type: "Boolean",
|
|
4640
|
-
description: "Indicates whether or not the halt was due to the Related Security being halted.",
|
|
4641
4640
|
enumValues: [
|
|
4642
4641
|
{
|
|
4643
4642
|
value: "N",
|
|
@@ -4649,7 +4648,8 @@ var dictionary_default = {
|
|
|
4649
4648
|
name: "RelatedToSecurityHalt",
|
|
4650
4649
|
description: "Halt was due to related security being halted"
|
|
4651
4650
|
}
|
|
4652
|
-
]
|
|
4651
|
+
],
|
|
4652
|
+
description: "Indicates whether or not the halt was due to the Related Security being halted."
|
|
4653
4653
|
},
|
|
4654
4654
|
"330": {
|
|
4655
4655
|
tag: 330,
|
|
@@ -4679,7 +4679,6 @@ var dictionary_default = {
|
|
|
4679
4679
|
tag: 334,
|
|
4680
4680
|
name: "Adjustment",
|
|
4681
4681
|
type: "int",
|
|
4682
|
-
description: "Identifies the type of adjustment.",
|
|
4683
4682
|
enumValues: [
|
|
4684
4683
|
{
|
|
4685
4684
|
value: "1",
|
|
@@ -4696,7 +4695,8 @@ var dictionary_default = {
|
|
|
4696
4695
|
name: "Correction",
|
|
4697
4696
|
description: "Correction"
|
|
4698
4697
|
}
|
|
4699
|
-
]
|
|
4698
|
+
],
|
|
4699
|
+
description: "Identifies the type of adjustment."
|
|
4700
4700
|
},
|
|
4701
4701
|
"335": {
|
|
4702
4702
|
tag: 335,
|
|
@@ -4708,7 +4708,7 @@ var dictionary_default = {
|
|
|
4708
4708
|
tag: 336,
|
|
4709
4709
|
name: "TradingSessionID",
|
|
4710
4710
|
type: "String",
|
|
4711
|
-
description: 'Identifier for Trading Session
|
|
4711
|
+
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.'
|
|
4712
4712
|
},
|
|
4713
4713
|
"337": {
|
|
4714
4714
|
tag: 337,
|
|
@@ -4720,7 +4720,6 @@ var dictionary_default = {
|
|
|
4720
4720
|
tag: 338,
|
|
4721
4721
|
name: "TradSesMethod",
|
|
4722
4722
|
type: "int",
|
|
4723
|
-
description: "Method of trading",
|
|
4724
4723
|
enumValues: [
|
|
4725
4724
|
{
|
|
4726
4725
|
value: "1",
|
|
@@ -4737,13 +4736,13 @@ var dictionary_default = {
|
|
|
4737
4736
|
name: "TwoParty",
|
|
4738
4737
|
description: "Two Party"
|
|
4739
4738
|
}
|
|
4740
|
-
]
|
|
4739
|
+
],
|
|
4740
|
+
description: "Method of trading"
|
|
4741
4741
|
},
|
|
4742
4742
|
"339": {
|
|
4743
4743
|
tag: 339,
|
|
4744
4744
|
name: "TradSesMode",
|
|
4745
4745
|
type: "int",
|
|
4746
|
-
description: "Trading Session Mode",
|
|
4747
4746
|
enumValues: [
|
|
4748
4747
|
{
|
|
4749
4748
|
value: "1",
|
|
@@ -4760,13 +4759,13 @@ var dictionary_default = {
|
|
|
4760
4759
|
name: "Production",
|
|
4761
4760
|
description: "Production"
|
|
4762
4761
|
}
|
|
4763
|
-
]
|
|
4762
|
+
],
|
|
4763
|
+
description: "Trading Session Mode"
|
|
4764
4764
|
},
|
|
4765
4765
|
"340": {
|
|
4766
4766
|
tag: 340,
|
|
4767
4767
|
name: "TradSesStatus",
|
|
4768
4768
|
type: "int",
|
|
4769
|
-
description: "State of the trading session.",
|
|
4770
4769
|
enumValues: [
|
|
4771
4770
|
{
|
|
4772
4771
|
value: "1",
|
|
@@ -4793,7 +4792,8 @@ var dictionary_default = {
|
|
|
4793
4792
|
name: "PreClose",
|
|
4794
4793
|
description: "Pre-Close"
|
|
4795
4794
|
}
|
|
4796
|
-
]
|
|
4795
|
+
],
|
|
4796
|
+
description: "State of the trading session."
|
|
4797
4797
|
},
|
|
4798
4798
|
"341": {
|
|
4799
4799
|
tag: 341,
|
|
@@ -4835,7 +4835,6 @@ var dictionary_default = {
|
|
|
4835
4835
|
tag: 347,
|
|
4836
4836
|
name: "MessageEncoding",
|
|
4837
4837
|
type: "String",
|
|
4838
|
-
description: 'Type of message encoding (non-ASCII (non-English) characters) used in a message\u2019s "Encoded" fields.',
|
|
4839
4838
|
enumValues: [
|
|
4840
4839
|
{
|
|
4841
4840
|
value: "EUC-JP",
|
|
@@ -4857,7 +4856,8 @@ var dictionary_default = {
|
|
|
4857
4856
|
name: "UTF8",
|
|
4858
4857
|
description: "(for using Unicode)"
|
|
4859
4858
|
}
|
|
4860
|
-
]
|
|
4859
|
+
],
|
|
4860
|
+
description: 'Type of message encoding (non-ASCII (non-English) characters) used in a message\u2019s "Encoded" fields.'
|
|
4861
4861
|
},
|
|
4862
4862
|
"348": {
|
|
4863
4863
|
tag: 348,
|
|
@@ -4869,8 +4869,8 @@ var dictionary_default = {
|
|
|
4869
4869
|
tag: 349,
|
|
4870
4870
|
name: "EncodedIssuer",
|
|
4871
4871
|
type: "data",
|
|
4872
|
-
|
|
4873
|
-
|
|
4872
|
+
lengthField: 348,
|
|
4873
|
+
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."
|
|
4874
4874
|
},
|
|
4875
4875
|
"350": {
|
|
4876
4876
|
tag: 350,
|
|
@@ -4882,8 +4882,8 @@ var dictionary_default = {
|
|
|
4882
4882
|
tag: 351,
|
|
4883
4883
|
name: "EncodedSecurityDesc",
|
|
4884
4884
|
type: "data",
|
|
4885
|
-
|
|
4886
|
-
|
|
4885
|
+
lengthField: 350,
|
|
4886
|
+
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."
|
|
4887
4887
|
},
|
|
4888
4888
|
"352": {
|
|
4889
4889
|
tag: 352,
|
|
@@ -4895,8 +4895,8 @@ var dictionary_default = {
|
|
|
4895
4895
|
tag: 353,
|
|
4896
4896
|
name: "EncodedListExecInst",
|
|
4897
4897
|
type: "data",
|
|
4898
|
-
|
|
4899
|
-
|
|
4898
|
+
lengthField: 352,
|
|
4899
|
+
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."
|
|
4900
4900
|
},
|
|
4901
4901
|
"354": {
|
|
4902
4902
|
tag: 354,
|
|
@@ -4908,8 +4908,8 @@ var dictionary_default = {
|
|
|
4908
4908
|
tag: 355,
|
|
4909
4909
|
name: "EncodedText",
|
|
4910
4910
|
type: "data",
|
|
4911
|
-
|
|
4912
|
-
|
|
4911
|
+
lengthField: 354,
|
|
4912
|
+
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."
|
|
4913
4913
|
},
|
|
4914
4914
|
"356": {
|
|
4915
4915
|
tag: 356,
|
|
@@ -4921,8 +4921,8 @@ var dictionary_default = {
|
|
|
4921
4921
|
tag: 357,
|
|
4922
4922
|
name: "EncodedSubject",
|
|
4923
4923
|
type: "data",
|
|
4924
|
-
|
|
4925
|
-
|
|
4924
|
+
lengthField: 356,
|
|
4925
|
+
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."
|
|
4926
4926
|
},
|
|
4927
4927
|
"358": {
|
|
4928
4928
|
tag: 358,
|
|
@@ -4934,8 +4934,8 @@ var dictionary_default = {
|
|
|
4934
4934
|
tag: 359,
|
|
4935
4935
|
name: "EncodedHeadline",
|
|
4936
4936
|
type: "data",
|
|
4937
|
-
|
|
4938
|
-
|
|
4937
|
+
lengthField: 358,
|
|
4938
|
+
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."
|
|
4939
4939
|
},
|
|
4940
4940
|
"360": {
|
|
4941
4941
|
tag: 360,
|
|
@@ -4947,8 +4947,8 @@ var dictionary_default = {
|
|
|
4947
4947
|
tag: 361,
|
|
4948
4948
|
name: "EncodedAllocText",
|
|
4949
4949
|
type: "data",
|
|
4950
|
-
|
|
4951
|
-
|
|
4950
|
+
lengthField: 360,
|
|
4951
|
+
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."
|
|
4952
4952
|
},
|
|
4953
4953
|
"362": {
|
|
4954
4954
|
tag: 362,
|
|
@@ -4960,8 +4960,8 @@ var dictionary_default = {
|
|
|
4960
4960
|
tag: 363,
|
|
4961
4961
|
name: "EncodedUnderlyingIssuer",
|
|
4962
4962
|
type: "data",
|
|
4963
|
-
|
|
4964
|
-
|
|
4963
|
+
lengthField: 362,
|
|
4964
|
+
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."
|
|
4965
4965
|
},
|
|
4966
4966
|
"364": {
|
|
4967
4967
|
tag: 364,
|
|
@@ -4973,8 +4973,8 @@ var dictionary_default = {
|
|
|
4973
4973
|
tag: 365,
|
|
4974
4974
|
name: "EncodedUnderlyingSecurityDesc",
|
|
4975
4975
|
type: "data",
|
|
4976
|
-
|
|
4977
|
-
|
|
4976
|
+
lengthField: 364,
|
|
4977
|
+
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."
|
|
4978
4978
|
},
|
|
4979
4979
|
"366": {
|
|
4980
4980
|
tag: 366,
|
|
@@ -4992,7 +4992,6 @@ var dictionary_default = {
|
|
|
4992
4992
|
tag: 368,
|
|
4993
4993
|
name: "QuoteEntryRejectReason",
|
|
4994
4994
|
type: "int",
|
|
4995
|
-
description: "Reason Quote Entry was rejected:",
|
|
4996
4995
|
enumValues: [
|
|
4997
4996
|
{
|
|
4998
4997
|
value: "1",
|
|
@@ -5039,7 +5038,8 @@ var dictionary_default = {
|
|
|
5039
5038
|
name: "NotAuthorizedToQuoteSecurity",
|
|
5040
5039
|
description: "Not authorized to quote security"
|
|
5041
5040
|
}
|
|
5042
|
-
]
|
|
5041
|
+
],
|
|
5042
|
+
description: "Reason Quote Entry was rejected:"
|
|
5043
5043
|
},
|
|
5044
5044
|
"369": {
|
|
5045
5045
|
tag: 369,
|
|
@@ -5069,7 +5069,6 @@ var dictionary_default = {
|
|
|
5069
5069
|
tag: 373,
|
|
5070
5070
|
name: "SessionRejectReason",
|
|
5071
5071
|
type: "int",
|
|
5072
|
-
description: "Code to identify reason for a session-level Reject message.",
|
|
5073
5072
|
enumValues: [
|
|
5074
5073
|
{
|
|
5075
5074
|
value: "0",
|
|
@@ -5131,13 +5130,13 @@ var dictionary_default = {
|
|
|
5131
5130
|
name: "CompIDProblem",
|
|
5132
5131
|
description: "CompID problem"
|
|
5133
5132
|
}
|
|
5134
|
-
]
|
|
5133
|
+
],
|
|
5134
|
+
description: "Code to identify reason for a session-level Reject message."
|
|
5135
5135
|
},
|
|
5136
5136
|
"374": {
|
|
5137
5137
|
tag: 374,
|
|
5138
5138
|
name: "BidRequestTransType",
|
|
5139
5139
|
type: "char",
|
|
5140
|
-
description: "Identifies the Bid Request message type.",
|
|
5141
5140
|
enumValues: [
|
|
5142
5141
|
{
|
|
5143
5142
|
value: "C",
|
|
@@ -5149,7 +5148,8 @@ var dictionary_default = {
|
|
|
5149
5148
|
name: "New",
|
|
5150
5149
|
description: "New"
|
|
5151
5150
|
}
|
|
5152
|
-
]
|
|
5151
|
+
],
|
|
5152
|
+
description: "Identifies the Bid Request message type."
|
|
5153
5153
|
},
|
|
5154
5154
|
"375": {
|
|
5155
5155
|
tag: 375,
|
|
@@ -5167,7 +5167,6 @@ var dictionary_default = {
|
|
|
5167
5167
|
tag: 377,
|
|
5168
5168
|
name: "SolicitedFlag",
|
|
5169
5169
|
type: "Boolean",
|
|
5170
|
-
description: "Indicates whether or not the order was solicited.",
|
|
5171
5170
|
enumValues: [
|
|
5172
5171
|
{
|
|
5173
5172
|
value: "N",
|
|
@@ -5177,15 +5176,15 @@ var dictionary_default = {
|
|
|
5177
5176
|
{
|
|
5178
5177
|
value: "Y",
|
|
5179
5178
|
name: "WasSolicited",
|
|
5180
|
-
description: "Was
|
|
5179
|
+
description: "Was solicited"
|
|
5181
5180
|
}
|
|
5182
|
-
]
|
|
5181
|
+
],
|
|
5182
|
+
description: "Indicates whether or not the order was solicited."
|
|
5183
5183
|
},
|
|
5184
5184
|
"378": {
|
|
5185
5185
|
tag: 378,
|
|
5186
5186
|
name: "ExecRestatementReason",
|
|
5187
5187
|
type: "int",
|
|
5188
|
-
description: "Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.",
|
|
5189
5188
|
enumValues: [
|
|
5190
5189
|
{
|
|
5191
5190
|
value: "0",
|
|
@@ -5217,7 +5216,8 @@ var dictionary_default = {
|
|
|
5217
5216
|
name: "PartialDeclineOfOrderQty",
|
|
5218
5217
|
description: "Partial decline of OrderQty (e.g. exchange-initiated partial cancel)"
|
|
5219
5218
|
}
|
|
5220
|
-
]
|
|
5219
|
+
],
|
|
5220
|
+
description: "Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel."
|
|
5221
5221
|
},
|
|
5222
5222
|
"379": {
|
|
5223
5223
|
tag: 379,
|
|
@@ -5229,7 +5229,6 @@ var dictionary_default = {
|
|
|
5229
5229
|
tag: 380,
|
|
5230
5230
|
name: "BusinessRejectReason",
|
|
5231
5231
|
type: "int",
|
|
5232
|
-
description: "Code to identify reason for a Business Message Reject message.",
|
|
5233
5232
|
enumValues: [
|
|
5234
5233
|
{
|
|
5235
5234
|
value: "0",
|
|
@@ -5239,7 +5238,7 @@ var dictionary_default = {
|
|
|
5239
5238
|
{
|
|
5240
5239
|
value: "1",
|
|
5241
5240
|
name: "UnknownID",
|
|
5242
|
-
description: "
|
|
5241
|
+
description: "Unknown ID"
|
|
5243
5242
|
},
|
|
5244
5243
|
{
|
|
5245
5244
|
value: "2",
|
|
@@ -5261,7 +5260,8 @@ var dictionary_default = {
|
|
|
5261
5260
|
name: "ConditionallyRequiredFieldMissing",
|
|
5262
5261
|
description: "Conditionally Required Field Missing"
|
|
5263
5262
|
}
|
|
5264
|
-
]
|
|
5263
|
+
],
|
|
5264
|
+
description: "Code to identify reason for a Business Message Reject message."
|
|
5265
5265
|
},
|
|
5266
5266
|
"381": {
|
|
5267
5267
|
tag: 381,
|
|
@@ -5273,8 +5273,8 @@ var dictionary_default = {
|
|
|
5273
5273
|
tag: 382,
|
|
5274
5274
|
name: "NoContraBrokers",
|
|
5275
5275
|
type: "int",
|
|
5276
|
-
|
|
5277
|
-
|
|
5276
|
+
isGroupCounter: true,
|
|
5277
|
+
description: "The number of ContraBroker entries."
|
|
5278
5278
|
},
|
|
5279
5279
|
"383": {
|
|
5280
5280
|
tag: 383,
|
|
@@ -5286,14 +5286,13 @@ var dictionary_default = {
|
|
|
5286
5286
|
tag: 384,
|
|
5287
5287
|
name: "NoMsgTypes",
|
|
5288
5288
|
type: "int",
|
|
5289
|
-
|
|
5290
|
-
|
|
5289
|
+
isGroupCounter: true,
|
|
5290
|
+
description: "Number of MsgTypes in repeating group."
|
|
5291
5291
|
},
|
|
5292
5292
|
"385": {
|
|
5293
5293
|
tag: 385,
|
|
5294
5294
|
name: "MsgDirection",
|
|
5295
5295
|
type: "char",
|
|
5296
|
-
description: "Specifies the direction of the messsage.",
|
|
5297
5296
|
enumValues: [
|
|
5298
5297
|
{
|
|
5299
5298
|
value: "R",
|
|
@@ -5305,14 +5304,15 @@ var dictionary_default = {
|
|
|
5305
5304
|
name: "Send",
|
|
5306
5305
|
description: "Send"
|
|
5307
5306
|
}
|
|
5308
|
-
]
|
|
5307
|
+
],
|
|
5308
|
+
description: "Specifies the direction of the message."
|
|
5309
5309
|
},
|
|
5310
5310
|
"386": {
|
|
5311
5311
|
tag: 386,
|
|
5312
5312
|
name: "NoTradingSessions",
|
|
5313
5313
|
type: "int",
|
|
5314
|
-
|
|
5315
|
-
|
|
5314
|
+
isGroupCounter: true,
|
|
5315
|
+
description: "Number of TradingSessionIDs in repeating group."
|
|
5316
5316
|
},
|
|
5317
5317
|
"387": {
|
|
5318
5318
|
tag: 387,
|
|
@@ -5324,7 +5324,6 @@ var dictionary_default = {
|
|
|
5324
5324
|
tag: 388,
|
|
5325
5325
|
name: "DiscretionInst",
|
|
5326
5326
|
type: "char",
|
|
5327
|
-
description: "Code to identify the price a DiscretionOffset is related to and should be mathematically added to.",
|
|
5328
5327
|
enumValues: [
|
|
5329
5328
|
{
|
|
5330
5329
|
value: "0",
|
|
@@ -5356,7 +5355,8 @@ var dictionary_default = {
|
|
|
5356
5355
|
name: "RelatedToLastTradePrice",
|
|
5357
5356
|
description: "Related to last trade price"
|
|
5358
5357
|
}
|
|
5359
|
-
]
|
|
5358
|
+
],
|
|
5359
|
+
description: "Code to identify the price a DiscretionOffset is related to and should be mathematically added to."
|
|
5360
5360
|
},
|
|
5361
5361
|
"389": {
|
|
5362
5362
|
tag: 389,
|
|
@@ -5416,8 +5416,8 @@ var dictionary_default = {
|
|
|
5416
5416
|
tag: 398,
|
|
5417
5417
|
name: "NoBidDescriptors",
|
|
5418
5418
|
type: "int",
|
|
5419
|
-
|
|
5420
|
-
|
|
5419
|
+
isGroupCounter: true,
|
|
5420
|
+
description: "Number of BidDescriptor entries."
|
|
5421
5421
|
},
|
|
5422
5422
|
"399": {
|
|
5423
5423
|
tag: 399,
|
|
@@ -5483,7 +5483,6 @@ var dictionary_default = {
|
|
|
5483
5483
|
tag: 409,
|
|
5484
5484
|
name: "LiquidityIndType",
|
|
5485
5485
|
type: "int",
|
|
5486
|
-
description: "Code to identify the type of liquidity indicator.",
|
|
5487
5486
|
enumValues: [
|
|
5488
5487
|
{
|
|
5489
5488
|
value: "1",
|
|
@@ -5505,7 +5504,8 @@ var dictionary_default = {
|
|
|
5505
5504
|
name: "Other",
|
|
5506
5505
|
description: "Other"
|
|
5507
5506
|
}
|
|
5508
|
-
]
|
|
5507
|
+
],
|
|
5508
|
+
description: "Code to identify the type of liquidity indicator."
|
|
5509
5509
|
},
|
|
5510
5510
|
"410": {
|
|
5511
5511
|
tag: 410,
|
|
@@ -5517,7 +5517,6 @@ var dictionary_default = {
|
|
|
5517
5517
|
tag: 411,
|
|
5518
5518
|
name: "ExchangeForPhysical",
|
|
5519
5519
|
type: "Boolean",
|
|
5520
|
-
description: "Indicates whether or not to exchange for phsyical.",
|
|
5521
5520
|
enumValues: [
|
|
5522
5521
|
{
|
|
5523
5522
|
value: "N",
|
|
@@ -5529,7 +5528,8 @@ var dictionary_default = {
|
|
|
5529
5528
|
name: "True",
|
|
5530
5529
|
description: "True"
|
|
5531
5530
|
}
|
|
5532
|
-
]
|
|
5531
|
+
],
|
|
5532
|
+
description: "Indicates whether or not to exchange for physical."
|
|
5533
5533
|
},
|
|
5534
5534
|
"412": {
|
|
5535
5535
|
tag: 412,
|
|
@@ -5547,7 +5547,6 @@ var dictionary_default = {
|
|
|
5547
5547
|
tag: 414,
|
|
5548
5548
|
name: "ProgRptReqs",
|
|
5549
5549
|
type: "int",
|
|
5550
|
-
description: "Code to identify the desired frequency of progress reports.",
|
|
5551
5550
|
enumValues: [
|
|
5552
5551
|
{
|
|
5553
5552
|
value: "1",
|
|
@@ -5564,7 +5563,8 @@ var dictionary_default = {
|
|
|
5564
5563
|
name: "RealTimeExecutionReports",
|
|
5565
5564
|
description: "Real-time execution reports (to be discouraged)"
|
|
5566
5565
|
}
|
|
5567
|
-
]
|
|
5566
|
+
],
|
|
5567
|
+
description: "Code to identify the desired frequency of progress reports."
|
|
5568
5568
|
},
|
|
5569
5569
|
"415": {
|
|
5570
5570
|
tag: 415,
|
|
@@ -5576,7 +5576,6 @@ var dictionary_default = {
|
|
|
5576
5576
|
tag: 416,
|
|
5577
5577
|
name: "IncTaxInd",
|
|
5578
5578
|
type: "int",
|
|
5579
|
-
description: "Code to represent whether value is net (inclusive of tax) or gross.",
|
|
5580
5579
|
enumValues: [
|
|
5581
5580
|
{
|
|
5582
5581
|
value: "1",
|
|
@@ -5588,7 +5587,8 @@ var dictionary_default = {
|
|
|
5588
5587
|
name: "Gross",
|
|
5589
5588
|
description: "Gross"
|
|
5590
5589
|
}
|
|
5591
|
-
]
|
|
5590
|
+
],
|
|
5591
|
+
description: "Code to represent whether value is net (inclusive of tax) or gross."
|
|
5592
5592
|
},
|
|
5593
5593
|
"417": {
|
|
5594
5594
|
tag: 417,
|
|
@@ -5600,7 +5600,6 @@ var dictionary_default = {
|
|
|
5600
5600
|
tag: 418,
|
|
5601
5601
|
name: "TradeType",
|
|
5602
5602
|
type: "char",
|
|
5603
|
-
description: "Code to represent the type of trade.",
|
|
5604
5603
|
enumValues: [
|
|
5605
5604
|
{
|
|
5606
5605
|
value: "A",
|
|
@@ -5622,13 +5621,13 @@ var dictionary_default = {
|
|
|
5622
5621
|
name: "RiskTrade",
|
|
5623
5622
|
description: "Risk Trade"
|
|
5624
5623
|
}
|
|
5625
|
-
]
|
|
5624
|
+
],
|
|
5625
|
+
description: "Code to represent the type of trade."
|
|
5626
5626
|
},
|
|
5627
5627
|
"419": {
|
|
5628
5628
|
tag: 419,
|
|
5629
5629
|
name: "BasisPxType",
|
|
5630
5630
|
type: "char",
|
|
5631
|
-
description: "Code to represent the basis price type.",
|
|
5632
5631
|
enumValues: [
|
|
5633
5632
|
{
|
|
5634
5633
|
value: "2",
|
|
@@ -5695,14 +5694,15 @@ var dictionary_default = {
|
|
|
5695
5694
|
name: "Others",
|
|
5696
5695
|
description: "Others"
|
|
5697
5696
|
}
|
|
5698
|
-
]
|
|
5697
|
+
],
|
|
5698
|
+
description: "Code to represent the basis price type."
|
|
5699
5699
|
},
|
|
5700
5700
|
"420": {
|
|
5701
5701
|
tag: 420,
|
|
5702
5702
|
name: "NoBidComponents",
|
|
5703
5703
|
type: "int",
|
|
5704
|
-
|
|
5705
|
-
|
|
5704
|
+
isGroupCounter: true,
|
|
5705
|
+
description: "Indicates the number of list entries."
|
|
5706
5706
|
},
|
|
5707
5707
|
"421": {
|
|
5708
5708
|
tag: 421,
|
|
@@ -5720,7 +5720,6 @@ var dictionary_default = {
|
|
|
5720
5720
|
tag: 423,
|
|
5721
5721
|
name: "PriceType",
|
|
5722
5722
|
type: "int",
|
|
5723
|
-
description: "Code to represent the price type.",
|
|
5724
5723
|
enumValues: [
|
|
5725
5724
|
{
|
|
5726
5725
|
value: "1",
|
|
@@ -5737,7 +5736,8 @@ var dictionary_default = {
|
|
|
5737
5736
|
name: "FixedAmount",
|
|
5738
5737
|
description: "Fixed Amount (absolute value)"
|
|
5739
5738
|
}
|
|
5740
|
-
]
|
|
5739
|
+
],
|
|
5740
|
+
description: "Code to represent the price type."
|
|
5741
5741
|
},
|
|
5742
5742
|
"424": {
|
|
5743
5743
|
tag: 424,
|
|
@@ -5761,7 +5761,6 @@ var dictionary_default = {
|
|
|
5761
5761
|
tag: 427,
|
|
5762
5762
|
name: "GTBookingInst",
|
|
5763
5763
|
type: "int",
|
|
5764
|
-
description: "Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.",
|
|
5765
5764
|
enumValues: [
|
|
5766
5765
|
{
|
|
5767
5766
|
value: "0",
|
|
@@ -5778,14 +5777,15 @@ var dictionary_default = {
|
|
|
5778
5777
|
name: "AccumulateUntilVerballlyNotifiedOtherwise",
|
|
5779
5778
|
description: "accumulate until verbally notified otherwise"
|
|
5780
5779
|
}
|
|
5781
|
-
]
|
|
5780
|
+
],
|
|
5781
|
+
description: "Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate."
|
|
5782
5782
|
},
|
|
5783
5783
|
"428": {
|
|
5784
5784
|
tag: 428,
|
|
5785
5785
|
name: "NoStrikes",
|
|
5786
5786
|
type: "int",
|
|
5787
|
-
|
|
5788
|
-
|
|
5787
|
+
isGroupCounter: true,
|
|
5788
|
+
description: "Number of list strike price entries."
|
|
5789
5789
|
},
|
|
5790
5790
|
"429": {
|
|
5791
5791
|
tag: 429,
|
|
@@ -5797,7 +5797,6 @@ var dictionary_default = {
|
|
|
5797
5797
|
tag: 430,
|
|
5798
5798
|
name: "NetGrossInd",
|
|
5799
5799
|
type: "int",
|
|
5800
|
-
description: "Code to represent whether value is net (inclusive of tax) or gross.",
|
|
5801
5800
|
enumValues: [
|
|
5802
5801
|
{
|
|
5803
5802
|
value: "1",
|
|
@@ -5809,7 +5808,8 @@ var dictionary_default = {
|
|
|
5809
5808
|
name: "Gross",
|
|
5810
5809
|
description: "Gross"
|
|
5811
5810
|
}
|
|
5812
|
-
]
|
|
5811
|
+
],
|
|
5812
|
+
description: "Code to represent whether value is net (inclusive of tax) or gross."
|
|
5813
5813
|
},
|
|
5814
5814
|
"431": {
|
|
5815
5815
|
tag: 431,
|
|
@@ -5827,7 +5827,6 @@ var dictionary_default = {
|
|
|
5827
5827
|
tag: 433,
|
|
5828
5828
|
name: "ListExecInstType",
|
|
5829
5829
|
type: "char",
|
|
5830
|
-
description: "Identifies the type of ListExecInst.",
|
|
5831
5830
|
enumValues: [
|
|
5832
5831
|
{
|
|
5833
5832
|
value: "1",
|
|
@@ -5839,13 +5838,13 @@ var dictionary_default = {
|
|
|
5839
5838
|
name: "WaitForInstruction",
|
|
5840
5839
|
description: "Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)"
|
|
5841
5840
|
}
|
|
5842
|
-
]
|
|
5841
|
+
],
|
|
5842
|
+
description: "Identifies the type of ListExecInst."
|
|
5843
5843
|
},
|
|
5844
5844
|
"434": {
|
|
5845
5845
|
tag: 434,
|
|
5846
5846
|
name: "CxlRejResponseTo",
|
|
5847
5847
|
type: "char",
|
|
5848
|
-
description: "Identifies the type of request that a Cancel Reject is in response to.",
|
|
5849
5848
|
enumValues: [
|
|
5850
5849
|
{
|
|
5851
5850
|
value: "1",
|
|
@@ -5857,19 +5856,20 @@ var dictionary_default = {
|
|
|
5857
5856
|
name: "OrderCancel",
|
|
5858
5857
|
description: "Order Cancel/Replace Request"
|
|
5859
5858
|
}
|
|
5860
|
-
]
|
|
5859
|
+
],
|
|
5860
|
+
description: "Identifies the type of request that a Cancel Reject is in response to."
|
|
5861
5861
|
},
|
|
5862
5862
|
"435": {
|
|
5863
5863
|
tag: 435,
|
|
5864
5864
|
name: "UnderlyingCouponRate",
|
|
5865
5865
|
type: "float",
|
|
5866
|
-
description: "Underlying security\u2019s CouponRate
|
|
5866
|
+
description: "Underlying security\u2019s CouponRate. See CouponRate field for description"
|
|
5867
5867
|
},
|
|
5868
5868
|
"436": {
|
|
5869
5869
|
tag: 436,
|
|
5870
5870
|
name: "UnderlyingContractMultiplier",
|
|
5871
5871
|
type: "float",
|
|
5872
|
-
description: "Underlying security\u2019s ContractMultiplier
|
|
5872
|
+
description: "Underlying security\u2019s ContractMultiplier. See ContractMultiplier field for description"
|
|
5873
5873
|
},
|
|
5874
5874
|
"437": {
|
|
5875
5875
|
tag: 437,
|
|
@@ -5881,7 +5881,7 @@ var dictionary_default = {
|
|
|
5881
5881
|
tag: 438,
|
|
5882
5882
|
name: "ContraTradeTime",
|
|
5883
5883
|
type: "UTCTimestamp",
|
|
5884
|
-
description: '
|
|
5884
|
+
description: 'Identifies the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")'
|
|
5885
5885
|
},
|
|
5886
5886
|
"439": {
|
|
5887
5887
|
tag: 439,
|
|
@@ -5893,19 +5893,18 @@ var dictionary_default = {
|
|
|
5893
5893
|
tag: 440,
|
|
5894
5894
|
name: "ClearingAccount",
|
|
5895
5895
|
type: "String",
|
|
5896
|
-
description: "Supplemental accounting information
|
|
5896
|
+
description: "Supplemental accounting information forwarded to clearing house/firm."
|
|
5897
5897
|
},
|
|
5898
5898
|
"441": {
|
|
5899
5899
|
tag: 441,
|
|
5900
5900
|
name: "LiquidityNumSecurities",
|
|
5901
5901
|
type: "int",
|
|
5902
|
-
description: "Number of
|
|
5902
|
+
description: "Number of Securities between LiquidityPctLow and LiquidityPctHigh in Currency."
|
|
5903
5903
|
},
|
|
5904
5904
|
"442": {
|
|
5905
5905
|
tag: 442,
|
|
5906
5906
|
name: "MultiLegReportingType",
|
|
5907
5907
|
type: "char",
|
|
5908
|
-
description: "Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).",
|
|
5909
5908
|
enumValues: [
|
|
5910
5909
|
{
|
|
5911
5910
|
value: "1",
|
|
@@ -5922,7 +5921,8 @@ var dictionary_default = {
|
|
|
5922
5921
|
name: "MultiLegSecurity",
|
|
5923
5922
|
description: "Multi-leg security"
|
|
5924
5923
|
}
|
|
5925
|
-
]
|
|
5924
|
+
],
|
|
5925
|
+
description: "Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.)."
|
|
5926
5926
|
},
|
|
5927
5927
|
"443": {
|
|
5928
5928
|
tag: 443,
|
|
@@ -5946,8 +5946,8 @@ var dictionary_default = {
|
|
|
5946
5946
|
tag: 446,
|
|
5947
5947
|
name: "EncodedListStatusText",
|
|
5948
5948
|
type: "data",
|
|
5949
|
-
|
|
5950
|
-
|
|
5949
|
+
lengthField: 445,
|
|
5950
|
+
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."
|
|
5951
5951
|
}
|
|
5952
5952
|
},
|
|
5953
5953
|
components: {
|