@boarteam/fix-dict-fix42 0.2.0 → 2.0.0
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/README.md +17 -2
- package/dist/index.cjs +1512 -0
- package/dist/index.cjs.map +1 -1
- package/dist/index.d.cts +3647 -3
- package/dist/index.d.ts +3647 -3
- package/dist/index.js +1405 -1
- package/dist/index.js.map +1 -1
- package/package.json +3 -3
package/dist/index.cjs
CHANGED
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@@ -1,5 +1,9 @@
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|
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1
1
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'use strict';
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2
2
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|
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3
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+
var fix = require('@boarteam/fix');
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4
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+
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5
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+
// src/index.ts
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6
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+
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3
7
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// src/dictionary.json
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4
8
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var dictionary_default = {
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5
9
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version: "FIX.4.2",
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@@ -14616,10 +14620,1518 @@ var MsgType = {
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14616
14620
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"TradingSessionStatus": "h",
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14617
14621
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"TradingSessionStatusRequest": "g"
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14618
14622
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};
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14623
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+
var TagNames = {
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14624
|
+
1: "Account",
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14625
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+
2: "AdvId",
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14626
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+
3: "AdvRefID",
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14627
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+
4: "AdvSide",
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14628
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+
5: "AdvTransType",
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14629
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+
6: "AvgPx",
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14630
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+
7: "BeginSeqNo",
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14631
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+
8: "BeginString",
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14632
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+
9: "BodyLength",
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14633
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+
10: "CheckSum",
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14634
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+
11: "ClOrdID",
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14635
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+
12: "Commission",
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14636
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+
13: "CommType",
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14637
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+
14: "CumQty",
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14638
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+
15: "Currency",
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14639
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+
16: "EndSeqNo",
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14640
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+
17: "ExecID",
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14641
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+
18: "ExecInst",
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14642
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+
19: "ExecRefID",
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|
14643
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+
20: "ExecTransType",
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14644
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+
21: "HandlInst",
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14645
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+
22: "IDSource",
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14646
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+
23: "IOIid",
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14647
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+
24: "IOIOthSvc",
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14648
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+
25: "IOIQltyInd",
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14649
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+
26: "IOIRefID",
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14650
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+
27: "IOIShares",
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14651
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+
28: "IOITransType",
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14652
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+
29: "LastCapacity",
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14653
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+
30: "LastMkt",
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14654
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+
31: "LastPx",
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14655
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+
32: "LastShares",
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14656
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+
33: "LinesOfText",
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14657
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+
34: "MsgSeqNum",
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14658
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+
35: "MsgType",
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14659
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+
36: "NewSeqNo",
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14660
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+
37: "OrderID",
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14661
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+
38: "OrderQty",
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14662
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+
39: "OrdStatus",
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14663
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+
40: "OrdType",
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14664
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+
41: "OrigClOrdID",
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14665
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+
42: "OrigTime",
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14666
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+
43: "PossDupFlag",
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14667
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+
44: "Price",
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14668
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+
45: "RefSeqNum",
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14669
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+
46: "RelatdSym",
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14670
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+
47: "Rule80A",
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14671
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+
48: "SecurityID",
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14672
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+
49: "SenderCompID",
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14673
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+
50: "SenderSubID",
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|
14674
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+
51: "SendingDate",
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|
14675
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+
52: "SendingTime",
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14676
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+
53: "Shares",
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|
14677
|
+
54: "Side",
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|
14678
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+
55: "Symbol",
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|
14679
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+
56: "TargetCompID",
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|
14680
|
+
57: "TargetSubID",
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|
14681
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+
58: "Text",
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|
14682
|
+
59: "TimeInForce",
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|
14683
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+
60: "TransactTime",
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|
14684
|
+
61: "Urgency",
|
|
14685
|
+
62: "ValidUntilTime",
|
|
14686
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+
63: "SettlmntTyp",
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|
14687
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+
64: "FutSettDate",
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|
14688
|
+
65: "SymbolSfx",
|
|
14689
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+
66: "ListID",
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14690
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+
67: "ListSeqNo",
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14691
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+
68: "TotNoOrders",
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14692
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+
69: "ListExecInst",
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14693
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+
70: "AllocID",
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14694
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+
71: "AllocTransType",
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14695
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+
72: "RefAllocID",
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14696
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+
73: "NoOrders",
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14697
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+
74: "AvgPrxPrecision",
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14698
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+
75: "TradeDate",
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|
14699
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+
76: "ExecBroker",
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14700
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+
77: "OpenClose",
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14701
|
+
78: "NoAllocs",
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|
14702
|
+
79: "AllocAccount",
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|
14703
|
+
80: "AllocShares",
|
|
14704
|
+
81: "ProcessCode",
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|
14705
|
+
82: "NoRpts",
|
|
14706
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+
83: "RptSeq",
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14707
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+
84: "CxlQty",
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14708
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+
85: "NoDlvyInst",
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|
14709
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+
86: "DlvyInst",
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|
14710
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+
87: "AllocStatus",
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14711
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+
88: "AllocRejCode",
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|
14712
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+
89: "Signature",
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14713
|
+
90: "SecureDataLen",
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|
14714
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+
91: "SecureData",
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|
14715
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+
92: "BrokerOfCredit",
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|
14716
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+
93: "SignatureLength",
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|
14717
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+
94: "EmailType",
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|
14718
|
+
95: "RawDataLength",
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|
14719
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+
96: "RawData",
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|
14720
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+
97: "PossResend",
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14721
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+
98: "EncryptMethod",
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14722
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+
99: "StopPx",
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14723
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+
100: "ExDestination",
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14724
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+
102: "CxlRejReason",
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|
14725
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+
103: "OrdRejReason",
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14726
|
+
104: "IOIQualifier",
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|
14727
|
+
105: "WaveNo",
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14728
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+
106: "Issuer",
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14729
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+
107: "SecurityDesc",
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14730
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+
108: "HeartBtInt",
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14731
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+
109: "ClientID",
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14732
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+
110: "MinQty",
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|
14733
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+
111: "MaxFloor",
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|
14734
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+
112: "TestReqID",
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14735
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+
113: "ReportToExch",
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14736
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+
114: "LocateReqd",
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14737
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+
115: "OnBehalfOfCompID",
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14738
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+
116: "OnBehalfOfSubID",
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14739
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+
117: "QuoteID",
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14740
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+
118: "NetMoney",
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14741
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+
119: "SettlCurrAmt",
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14742
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+
120: "SettlCurrency",
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14743
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+
121: "ForexReq",
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14744
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+
122: "OrigSendingTime",
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14745
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+
123: "GapFillFlag",
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14746
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+
124: "NoExecs",
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|
14747
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+
125: "CxlType",
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|
14748
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+
126: "ExpireTime",
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|
14749
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+
127: "DKReason",
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14750
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+
128: "DeliverToCompID",
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14751
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+
129: "DeliverToSubID",
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14752
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+
130: "IOINaturalFlag",
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14753
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+
131: "QuoteReqID",
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14754
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+
132: "BidPx",
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14755
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+
133: "OfferPx",
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14756
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+
134: "BidSize",
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14757
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+
135: "OfferSize",
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14758
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+
136: "NoMiscFees",
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14759
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+
137: "MiscFeeAmt",
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14760
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+
138: "MiscFeeCurr",
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|
14761
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+
139: "MiscFeeType",
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|
14762
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+
140: "PrevClosePx",
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14763
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+
141: "ResetSeqNumFlag",
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14764
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+
142: "SenderLocationID",
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14765
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+
143: "TargetLocationID",
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14766
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+
144: "OnBehalfOfLocationID",
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|
14767
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+
145: "DeliverToLocationID",
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|
14768
|
+
146: "NoRelatedSym",
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|
14769
|
+
147: "Subject",
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|
14770
|
+
148: "Headline",
|
|
14771
|
+
149: "URLLink",
|
|
14772
|
+
150: "ExecType",
|
|
14773
|
+
151: "LeavesQty",
|
|
14774
|
+
152: "CashOrderQty",
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|
14775
|
+
153: "AllocAvgPx",
|
|
14776
|
+
154: "AllocNetMoney",
|
|
14777
|
+
155: "SettlCurrFxRate",
|
|
14778
|
+
156: "SettlCurrFxRateCalc",
|
|
14779
|
+
157: "NumDaysInterest",
|
|
14780
|
+
158: "AccruedInterestRate",
|
|
14781
|
+
159: "AccruedInterestAmt",
|
|
14782
|
+
160: "SettlInstMode",
|
|
14783
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+
161: "AllocText",
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14784
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+
162: "SettlInstID",
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14785
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+
163: "SettlInstTransType",
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|
14786
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+
164: "EmailThreadID",
|
|
14787
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+
165: "SettlInstSource",
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|
14788
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+
166: "SettlLocation",
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14789
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+
167: "SecurityType",
|
|
14790
|
+
168: "EffectiveTime",
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|
14791
|
+
169: "StandInstDbType",
|
|
14792
|
+
170: "StandInstDbName",
|
|
14793
|
+
171: "StandInstDbID",
|
|
14794
|
+
172: "SettlDeliveryType",
|
|
14795
|
+
173: "SettlDepositoryCode",
|
|
14796
|
+
174: "SettlBrkrCode",
|
|
14797
|
+
175: "SettlInstCode",
|
|
14798
|
+
176: "SecuritySettlAgentName",
|
|
14799
|
+
177: "SecuritySettlAgentCode",
|
|
14800
|
+
178: "SecuritySettlAgentAcctNum",
|
|
14801
|
+
179: "SecuritySettlAgentAcctName",
|
|
14802
|
+
180: "SecuritySettlAgentContactName",
|
|
14803
|
+
181: "SecuritySettlAgentContactPhone",
|
|
14804
|
+
182: "CashSettlAgentName",
|
|
14805
|
+
183: "CashSettlAgentCode",
|
|
14806
|
+
184: "CashSettlAgentAcctNum",
|
|
14807
|
+
185: "CashSettlAgentAcctName",
|
|
14808
|
+
186: "CashSettlAgentContactName",
|
|
14809
|
+
187: "CashSettlAgentContactPhone",
|
|
14810
|
+
188: "BidSpotRate",
|
|
14811
|
+
189: "BidForwardPoints",
|
|
14812
|
+
190: "OfferSpotRate",
|
|
14813
|
+
191: "OfferForwardPoints",
|
|
14814
|
+
192: "OrderQty2",
|
|
14815
|
+
193: "FutSettDate2",
|
|
14816
|
+
194: "LastSpotRate",
|
|
14817
|
+
195: "LastForwardPoints",
|
|
14818
|
+
196: "AllocLinkID",
|
|
14819
|
+
197: "AllocLinkType",
|
|
14820
|
+
198: "SecondaryOrderID",
|
|
14821
|
+
199: "NoIOIQualifiers",
|
|
14822
|
+
200: "MaturityMonthYear",
|
|
14823
|
+
201: "PutOrCall",
|
|
14824
|
+
202: "StrikePrice",
|
|
14825
|
+
203: "CoveredOrUncovered",
|
|
14826
|
+
204: "CustomerOrFirm",
|
|
14827
|
+
205: "MaturityDay",
|
|
14828
|
+
206: "OptAttribute",
|
|
14829
|
+
207: "SecurityExchange",
|
|
14830
|
+
208: "NotifyBrokerOfCredit",
|
|
14831
|
+
209: "AllocHandlInst",
|
|
14832
|
+
210: "MaxShow",
|
|
14833
|
+
211: "PegDifference",
|
|
14834
|
+
212: "XmlDataLen",
|
|
14835
|
+
213: "XmlData",
|
|
14836
|
+
214: "SettlInstRefID",
|
|
14837
|
+
215: "NoRoutingIDs",
|
|
14838
|
+
216: "RoutingType",
|
|
14839
|
+
217: "RoutingID",
|
|
14840
|
+
218: "SpreadToBenchmark",
|
|
14841
|
+
219: "Benchmark",
|
|
14842
|
+
223: "CouponRate",
|
|
14843
|
+
231: "ContractMultiplier",
|
|
14844
|
+
262: "MDReqID",
|
|
14845
|
+
263: "SubscriptionRequestType",
|
|
14846
|
+
264: "MarketDepth",
|
|
14847
|
+
265: "MDUpdateType",
|
|
14848
|
+
266: "AggregatedBook",
|
|
14849
|
+
267: "NoMDEntryTypes",
|
|
14850
|
+
268: "NoMDEntries",
|
|
14851
|
+
269: "MDEntryType",
|
|
14852
|
+
270: "MDEntryPx",
|
|
14853
|
+
271: "MDEntrySize",
|
|
14854
|
+
272: "MDEntryDate",
|
|
14855
|
+
273: "MDEntryTime",
|
|
14856
|
+
274: "TickDirection",
|
|
14857
|
+
275: "MDMkt",
|
|
14858
|
+
276: "QuoteCondition",
|
|
14859
|
+
277: "TradeCondition",
|
|
14860
|
+
278: "MDEntryID",
|
|
14861
|
+
279: "MDUpdateAction",
|
|
14862
|
+
280: "MDEntryRefID",
|
|
14863
|
+
281: "MDReqRejReason",
|
|
14864
|
+
282: "MDEntryOriginator",
|
|
14865
|
+
283: "LocationID",
|
|
14866
|
+
284: "DeskID",
|
|
14867
|
+
285: "DeleteReason",
|
|
14868
|
+
286: "OpenCloseSettleFlag",
|
|
14869
|
+
287: "SellerDays",
|
|
14870
|
+
288: "MDEntryBuyer",
|
|
14871
|
+
289: "MDEntrySeller",
|
|
14872
|
+
290: "MDEntryPositionNo",
|
|
14873
|
+
291: "FinancialStatus",
|
|
14874
|
+
292: "CorporateAction",
|
|
14875
|
+
293: "DefBidSize",
|
|
14876
|
+
294: "DefOfferSize",
|
|
14877
|
+
295: "NoQuoteEntries",
|
|
14878
|
+
296: "NoQuoteSets",
|
|
14879
|
+
297: "QuoteAckStatus",
|
|
14880
|
+
298: "QuoteCancelType",
|
|
14881
|
+
299: "QuoteEntryID",
|
|
14882
|
+
300: "QuoteRejectReason",
|
|
14883
|
+
301: "QuoteResponseLevel",
|
|
14884
|
+
302: "QuoteSetID",
|
|
14885
|
+
303: "QuoteRequestType",
|
|
14886
|
+
304: "TotQuoteEntries",
|
|
14887
|
+
305: "UnderlyingIDSource",
|
|
14888
|
+
306: "UnderlyingIssuer",
|
|
14889
|
+
307: "UnderlyingSecurityDesc",
|
|
14890
|
+
308: "UnderlyingSecurityExchange",
|
|
14891
|
+
309: "UnderlyingSecurityID",
|
|
14892
|
+
310: "UnderlyingSecurityType",
|
|
14893
|
+
311: "UnderlyingSymbol",
|
|
14894
|
+
312: "UnderlyingSymbolSfx",
|
|
14895
|
+
313: "UnderlyingMaturityMonthYear",
|
|
14896
|
+
314: "UnderlyingMaturityDay",
|
|
14897
|
+
315: "UnderlyingPutOrCall",
|
|
14898
|
+
316: "UnderlyingStrikePrice",
|
|
14899
|
+
317: "UnderlyingOptAttribute",
|
|
14900
|
+
318: "UnderlyingCurrency",
|
|
14901
|
+
319: "RatioQty",
|
|
14902
|
+
320: "SecurityReqID",
|
|
14903
|
+
321: "SecurityRequestType",
|
|
14904
|
+
322: "SecurityResponseID",
|
|
14905
|
+
323: "SecurityResponseType",
|
|
14906
|
+
324: "SecurityStatusReqID",
|
|
14907
|
+
325: "UnsolicitedIndicator",
|
|
14908
|
+
326: "SecurityTradingStatus",
|
|
14909
|
+
327: "HaltReason",
|
|
14910
|
+
328: "InViewOfCommon",
|
|
14911
|
+
329: "DueToRelated",
|
|
14912
|
+
330: "BuyVolume",
|
|
14913
|
+
331: "SellVolume",
|
|
14914
|
+
332: "HighPx",
|
|
14915
|
+
333: "LowPx",
|
|
14916
|
+
334: "Adjustment",
|
|
14917
|
+
335: "TradSesReqID",
|
|
14918
|
+
336: "TradingSessionID",
|
|
14919
|
+
337: "ContraTrader",
|
|
14920
|
+
338: "TradSesMethod",
|
|
14921
|
+
339: "TradSesMode",
|
|
14922
|
+
340: "TradSesStatus",
|
|
14923
|
+
341: "TradSesStartTime",
|
|
14924
|
+
342: "TradSesOpenTime",
|
|
14925
|
+
343: "TradSesPreCloseTime",
|
|
14926
|
+
344: "TradSesCloseTime",
|
|
14927
|
+
345: "TradSesEndTime",
|
|
14928
|
+
346: "NumberOfOrders",
|
|
14929
|
+
347: "MessageEncoding",
|
|
14930
|
+
348: "EncodedIssuerLen",
|
|
14931
|
+
349: "EncodedIssuer",
|
|
14932
|
+
350: "EncodedSecurityDescLen",
|
|
14933
|
+
351: "EncodedSecurityDesc",
|
|
14934
|
+
352: "EncodedListExecInstLen",
|
|
14935
|
+
353: "EncodedListExecInst",
|
|
14936
|
+
354: "EncodedTextLen",
|
|
14937
|
+
355: "EncodedText",
|
|
14938
|
+
356: "EncodedSubjectLen",
|
|
14939
|
+
357: "EncodedSubject",
|
|
14940
|
+
358: "EncodedHeadlineLen",
|
|
14941
|
+
359: "EncodedHeadline",
|
|
14942
|
+
360: "EncodedAllocTextLen",
|
|
14943
|
+
361: "EncodedAllocText",
|
|
14944
|
+
362: "EncodedUnderlyingIssuerLen",
|
|
14945
|
+
363: "EncodedUnderlyingIssuer",
|
|
14946
|
+
364: "EncodedUnderlyingSecurityDescLen",
|
|
14947
|
+
365: "EncodedUnderlyingSecurityDesc",
|
|
14948
|
+
366: "AllocPrice",
|
|
14949
|
+
367: "QuoteSetValidUntilTime",
|
|
14950
|
+
368: "QuoteEntryRejectReason",
|
|
14951
|
+
369: "LastMsgSeqNumProcessed",
|
|
14952
|
+
370: "OnBehalfOfSendingTime",
|
|
14953
|
+
371: "RefTagID",
|
|
14954
|
+
372: "RefMsgType",
|
|
14955
|
+
373: "SessionRejectReason",
|
|
14956
|
+
374: "BidRequestTransType",
|
|
14957
|
+
375: "ContraBroker",
|
|
14958
|
+
376: "ComplianceID",
|
|
14959
|
+
377: "SolicitedFlag",
|
|
14960
|
+
378: "ExecRestatementReason",
|
|
14961
|
+
379: "BusinessRejectRefID",
|
|
14962
|
+
380: "BusinessRejectReason",
|
|
14963
|
+
381: "GrossTradeAmt",
|
|
14964
|
+
382: "NoContraBrokers",
|
|
14965
|
+
383: "MaxMessageSize",
|
|
14966
|
+
384: "NoMsgTypes",
|
|
14967
|
+
385: "MsgDirection",
|
|
14968
|
+
386: "NoTradingSessions",
|
|
14969
|
+
387: "TotalVolumeTraded",
|
|
14970
|
+
388: "DiscretionInst",
|
|
14971
|
+
389: "DiscretionOffset",
|
|
14972
|
+
390: "BidID",
|
|
14973
|
+
391: "ClientBidID",
|
|
14974
|
+
392: "ListName",
|
|
14975
|
+
393: "TotalNumSecurities",
|
|
14976
|
+
394: "BidType",
|
|
14977
|
+
395: "NumTickets",
|
|
14978
|
+
396: "SideValue1",
|
|
14979
|
+
397: "SideValue2",
|
|
14980
|
+
398: "NoBidDescriptors",
|
|
14981
|
+
399: "BidDescriptorType",
|
|
14982
|
+
400: "BidDescriptor",
|
|
14983
|
+
401: "SideValueInd",
|
|
14984
|
+
402: "LiquidityPctLow",
|
|
14985
|
+
403: "LiquidityPctHigh",
|
|
14986
|
+
404: "LiquidityValue",
|
|
14987
|
+
405: "EFPTrackingError",
|
|
14988
|
+
406: "FairValue",
|
|
14989
|
+
407: "OutsideIndexPct",
|
|
14990
|
+
408: "ValueOfFutures",
|
|
14991
|
+
409: "LiquidityIndType",
|
|
14992
|
+
410: "WtAverageLiquidity",
|
|
14993
|
+
411: "ExchangeForPhysical",
|
|
14994
|
+
412: "OutMainCntryUIndex",
|
|
14995
|
+
413: "CrossPercent",
|
|
14996
|
+
414: "ProgRptReqs",
|
|
14997
|
+
415: "ProgPeriodInterval",
|
|
14998
|
+
416: "IncTaxInd",
|
|
14999
|
+
417: "NumBidders",
|
|
15000
|
+
418: "TradeType",
|
|
15001
|
+
419: "BasisPxType",
|
|
15002
|
+
420: "NoBidComponents",
|
|
15003
|
+
421: "Country",
|
|
15004
|
+
422: "TotNoStrikes",
|
|
15005
|
+
423: "PriceType",
|
|
15006
|
+
424: "DayOrderQty",
|
|
15007
|
+
425: "DayCumQty",
|
|
15008
|
+
426: "DayAvgPx",
|
|
15009
|
+
427: "GTBookingInst",
|
|
15010
|
+
428: "NoStrikes",
|
|
15011
|
+
429: "ListStatusType",
|
|
15012
|
+
430: "NetGrossInd",
|
|
15013
|
+
431: "ListOrderStatus",
|
|
15014
|
+
432: "ExpireDate",
|
|
15015
|
+
433: "ListExecInstType",
|
|
15016
|
+
434: "CxlRejResponseTo",
|
|
15017
|
+
435: "UnderlyingCouponRate",
|
|
15018
|
+
436: "UnderlyingContractMultiplier",
|
|
15019
|
+
437: "ContraTradeQty",
|
|
15020
|
+
438: "ContraTradeTime",
|
|
15021
|
+
439: "ClearingFirm",
|
|
15022
|
+
440: "ClearingAccount",
|
|
15023
|
+
441: "LiquidityNumSecurities",
|
|
15024
|
+
442: "MultiLegReportingType",
|
|
15025
|
+
443: "StrikeTime",
|
|
15026
|
+
444: "ListStatusText",
|
|
15027
|
+
445: "EncodedListStatusTextLen",
|
|
15028
|
+
446: "EncodedListStatusText"
|
|
15029
|
+
};
|
|
15030
|
+
var MsgTypeNames = {
|
|
15031
|
+
"7": "Advertisement",
|
|
15032
|
+
"J": "Allocation",
|
|
15033
|
+
"P": "AllocationInstructionAck",
|
|
15034
|
+
"k": "BidRequest",
|
|
15035
|
+
"l": "BidResponse",
|
|
15036
|
+
"j": "BusinessMessageReject",
|
|
15037
|
+
"Q": "DontKnowTrade",
|
|
15038
|
+
"C": "Email",
|
|
15039
|
+
"8": "ExecutionReport",
|
|
15040
|
+
"0": "Heartbeat",
|
|
15041
|
+
"6": "IOI",
|
|
15042
|
+
"K": "ListCancelRequest",
|
|
15043
|
+
"L": "ListExecute",
|
|
15044
|
+
"N": "ListStatus",
|
|
15045
|
+
"M": "ListStatusRequest",
|
|
15046
|
+
"m": "ListStrikePrice",
|
|
15047
|
+
"A": "Logon",
|
|
15048
|
+
"5": "Logout",
|
|
15049
|
+
"X": "MarketDataIncrementalRefresh",
|
|
15050
|
+
"V": "MarketDataRequest",
|
|
15051
|
+
"Y": "MarketDataRequestReject",
|
|
15052
|
+
"W": "MarketDataSnapshotFullRefresh",
|
|
15053
|
+
"i": "MassQuote",
|
|
15054
|
+
"B": "News",
|
|
15055
|
+
"9": "OrderCancelReject",
|
|
15056
|
+
"G": "OrderCancelReplaceRequest",
|
|
15057
|
+
"F": "OrderCancelRequest",
|
|
15058
|
+
"E": "OrderList",
|
|
15059
|
+
"D": "OrderSingle",
|
|
15060
|
+
"H": "OrderStatusRequest",
|
|
15061
|
+
"S": "Quote",
|
|
15062
|
+
"b": "QuoteAcknowledgement",
|
|
15063
|
+
"Z": "QuoteCancel",
|
|
15064
|
+
"R": "QuoteRequest",
|
|
15065
|
+
"a": "QuoteStatusRequest",
|
|
15066
|
+
"3": "Reject",
|
|
15067
|
+
"2": "ResendRequest",
|
|
15068
|
+
"d": "SecurityDefinition",
|
|
15069
|
+
"c": "SecurityDefinitionRequest",
|
|
15070
|
+
"f": "SecurityStatus",
|
|
15071
|
+
"e": "SecurityStatusRequest",
|
|
15072
|
+
"4": "SequenceReset",
|
|
15073
|
+
"T": "SettlementInstructions",
|
|
15074
|
+
"1": "TestRequest",
|
|
15075
|
+
"h": "TradingSessionStatus",
|
|
15076
|
+
"g": "TradingSessionStatusRequest"
|
|
15077
|
+
};
|
|
15078
|
+
var Adjustment = {
|
|
15079
|
+
"Cancel": "1",
|
|
15080
|
+
"Error": "2",
|
|
15081
|
+
"Correction": "3"
|
|
15082
|
+
};
|
|
15083
|
+
var AdvSide = {
|
|
15084
|
+
"Buy": "B",
|
|
15085
|
+
"Sell": "S",
|
|
15086
|
+
"Trade": "T",
|
|
15087
|
+
"Cross": "X"
|
|
15088
|
+
};
|
|
15089
|
+
var AdvTransType = {
|
|
15090
|
+
"Cancel": "C",
|
|
15091
|
+
"New": "N",
|
|
15092
|
+
"Replace": "R"
|
|
15093
|
+
};
|
|
15094
|
+
var AggregatedBook = {
|
|
15095
|
+
"BookEntriesShouldNotBeAggregated": "N",
|
|
15096
|
+
"BookEntriesToBeAggregated": "Y"
|
|
15097
|
+
};
|
|
15098
|
+
var AllocHandlInst = {
|
|
15099
|
+
"Match": "1",
|
|
15100
|
+
"Forward": "2",
|
|
15101
|
+
"ForwardAndMatch": "3"
|
|
15102
|
+
};
|
|
15103
|
+
var AllocLinkType = {
|
|
15104
|
+
"FXNetting": "0",
|
|
15105
|
+
"FXSwap": "1"
|
|
15106
|
+
};
|
|
15107
|
+
var AllocRejCode = {
|
|
15108
|
+
"UnknownAccount": "0",
|
|
15109
|
+
"IncorrectQuantity": "1",
|
|
15110
|
+
"IncorrectAveragegPrice": "2",
|
|
15111
|
+
"UnknownExecutingBrokerMnemonic": "3",
|
|
15112
|
+
"CommissionDifference": "4",
|
|
15113
|
+
"UnknownOrderID": "5",
|
|
15114
|
+
"UnknownListID": "6",
|
|
15115
|
+
"OtherSeeText": "7"
|
|
15116
|
+
};
|
|
15117
|
+
var AllocStatus = {
|
|
15118
|
+
"Accepted": "0",
|
|
15119
|
+
"BlockLevelReject": "1",
|
|
15120
|
+
"AccountLevelReject": "2",
|
|
15121
|
+
"Received": "3"
|
|
15122
|
+
};
|
|
15123
|
+
var AllocTransType = {
|
|
15124
|
+
"New": "0",
|
|
15125
|
+
"Replace": "1",
|
|
15126
|
+
"Cancel": "2",
|
|
15127
|
+
"Preliminary": "3",
|
|
15128
|
+
"Calculated": "4",
|
|
15129
|
+
"CalculatedWithoutPreliminary": "5"
|
|
15130
|
+
};
|
|
15131
|
+
var BasisPxType = {
|
|
15132
|
+
"ClosingPriceAtMorningSession": "2",
|
|
15133
|
+
"ClosingPrice": "3",
|
|
15134
|
+
"CurrentPrice": "4",
|
|
15135
|
+
"SQ": "5",
|
|
15136
|
+
"VWAPThroughADay": "6",
|
|
15137
|
+
"VWAPThroughAMorningSession": "7",
|
|
15138
|
+
"VWAPThroughAnAfternoonSession": "8",
|
|
15139
|
+
"VWAPThroughADayExcept": "9",
|
|
15140
|
+
"VWAPThroughAMorningSessionExcept": "A",
|
|
15141
|
+
"VWAPThroughAnAfternoonSessionExcept": "B",
|
|
15142
|
+
"Strike": "C",
|
|
15143
|
+
"Open": "D",
|
|
15144
|
+
"Others": "Z"
|
|
15145
|
+
};
|
|
15146
|
+
var Benchmark = {
|
|
15147
|
+
"CURVE": "1",
|
|
15148
|
+
"FiveYR": "2",
|
|
15149
|
+
"OLD5": "3",
|
|
15150
|
+
"TenYR": "4",
|
|
15151
|
+
"OLD10": "5",
|
|
15152
|
+
"ThirtyYR": "6",
|
|
15153
|
+
"OLD30": "7",
|
|
15154
|
+
"ThreeMOLIBOR": "8",
|
|
15155
|
+
"SixMOLIBOR": "9"
|
|
15156
|
+
};
|
|
15157
|
+
var BidRequestTransType = {
|
|
15158
|
+
"Cancel": "C",
|
|
15159
|
+
"New": "N"
|
|
15160
|
+
};
|
|
15161
|
+
var BusinessRejectReason = {
|
|
15162
|
+
"Other": "0",
|
|
15163
|
+
"UnknownID": "1",
|
|
15164
|
+
"UnknownSecurity": "2",
|
|
15165
|
+
"UnsupportedMessageType": "3",
|
|
15166
|
+
"ApplicationNotAvailable": "4",
|
|
15167
|
+
"ConditionallyRequiredFieldMissing": "5"
|
|
15168
|
+
};
|
|
15169
|
+
var CommType = {
|
|
15170
|
+
"PerUnit": "1",
|
|
15171
|
+
"Percent": "2",
|
|
15172
|
+
"Absolute": "3"
|
|
15173
|
+
};
|
|
15174
|
+
var CorporateAction = {
|
|
15175
|
+
"ExDividend": "A",
|
|
15176
|
+
"ExDistribution": "B",
|
|
15177
|
+
"ExRights": "C",
|
|
15178
|
+
"New": "D",
|
|
15179
|
+
"ExInterest": "E"
|
|
15180
|
+
};
|
|
15181
|
+
var CoveredOrUncovered = {
|
|
15182
|
+
"Covered": "0",
|
|
15183
|
+
"Uncovered": "1"
|
|
15184
|
+
};
|
|
15185
|
+
var CustomerOrFirm = {
|
|
15186
|
+
"Customer": "0",
|
|
15187
|
+
"Firm": "1"
|
|
15188
|
+
};
|
|
15189
|
+
var CxlRejReason = {
|
|
15190
|
+
"TooLateToCancel": "0",
|
|
15191
|
+
"UnknownOrder": "1",
|
|
15192
|
+
"BrokerCredit": "2",
|
|
15193
|
+
"OrderAlreadyInPendingStatus": "3"
|
|
15194
|
+
};
|
|
15195
|
+
var CxlRejResponseTo = {
|
|
15196
|
+
"OrderCancelRequest": "1",
|
|
15197
|
+
"OrderCancel": "2"
|
|
15198
|
+
};
|
|
15199
|
+
var DeleteReason = {
|
|
15200
|
+
"Cancellation": "0",
|
|
15201
|
+
"Error": "1"
|
|
15202
|
+
};
|
|
15203
|
+
var DiscretionInst = {
|
|
15204
|
+
"RelatedToDisplayedPrice": "0",
|
|
15205
|
+
"RelatedToMarketPrice": "1",
|
|
15206
|
+
"RelatedToPrimaryPrice": "2",
|
|
15207
|
+
"RelatedToLocalPrimaryPrice": "3",
|
|
15208
|
+
"RelatedToMidpointPrice": "4",
|
|
15209
|
+
"RelatedToLastTradePrice": "5"
|
|
15210
|
+
};
|
|
15211
|
+
var DKReason = {
|
|
15212
|
+
"UnknownSymbol": "A",
|
|
15213
|
+
"WrongSide": "B",
|
|
15214
|
+
"QuantityExceedsOrder": "C",
|
|
15215
|
+
"NoMatchingOrder": "D",
|
|
15216
|
+
"PriceExceedsLimit": "E",
|
|
15217
|
+
"Other": "Z"
|
|
15218
|
+
};
|
|
15219
|
+
var DueToRelated = {
|
|
15220
|
+
"NotRelatedToSecurityHalt": "N",
|
|
15221
|
+
"RelatedToSecurityHalt": "Y"
|
|
15222
|
+
};
|
|
15223
|
+
var EmailType = {
|
|
15224
|
+
"New": "0",
|
|
15225
|
+
"Reply": "1",
|
|
15226
|
+
"AdminReply": "2"
|
|
15227
|
+
};
|
|
15228
|
+
var EncryptMethod = {
|
|
15229
|
+
"None": "0",
|
|
15230
|
+
"PKCS": "1",
|
|
15231
|
+
"DES": "2",
|
|
15232
|
+
"PKCSDES": "3",
|
|
15233
|
+
"PGPDES": "4",
|
|
15234
|
+
"PGPDESMD5": "5",
|
|
15235
|
+
"PEM": "6"
|
|
15236
|
+
};
|
|
15237
|
+
var ExchangeForPhysical = {
|
|
15238
|
+
"False": "N",
|
|
15239
|
+
"True": "Y"
|
|
15240
|
+
};
|
|
15241
|
+
var ExecInst = {
|
|
15242
|
+
"StayOnOfferSide": "0",
|
|
15243
|
+
"NotHeld": "1",
|
|
15244
|
+
"Work": "2",
|
|
15245
|
+
"GoAlong": "3",
|
|
15246
|
+
"OverTheDay": "4",
|
|
15247
|
+
"Held": "5",
|
|
15248
|
+
"ParticipateDoNotInitiate": "6",
|
|
15249
|
+
"StrictScale": "7",
|
|
15250
|
+
"TryToScale": "8",
|
|
15251
|
+
"StayOnBidSide": "9",
|
|
15252
|
+
"NoCross": "A",
|
|
15253
|
+
"OKToCross": "B",
|
|
15254
|
+
"CallFirst": "C",
|
|
15255
|
+
"PercentOfVolume": "D",
|
|
15256
|
+
"DoNotIncrease": "E",
|
|
15257
|
+
"DoNotReduce": "F",
|
|
15258
|
+
"AllOrNone": "G",
|
|
15259
|
+
"InstitutionsOnly": "I",
|
|
15260
|
+
"LastPeg": "L",
|
|
15261
|
+
"MidPricePeg": "M",
|
|
15262
|
+
"NonNegotiable": "N",
|
|
15263
|
+
"OpeningPeg": "O",
|
|
15264
|
+
"MarketPeg": "P",
|
|
15265
|
+
"PrimaryPeg": "R",
|
|
15266
|
+
"Suspend": "S",
|
|
15267
|
+
"FixedPegToLocalBestBidOrOfferAtTimeOfOrder": "T",
|
|
15268
|
+
"CustomerDisplayInstruction": "U",
|
|
15269
|
+
"Netting": "V",
|
|
15270
|
+
"PegToVWAP": "W"
|
|
15271
|
+
};
|
|
15272
|
+
var ExecRestatementReason = {
|
|
15273
|
+
"GTCorporateAction": "0",
|
|
15274
|
+
"GTRenewal": "1",
|
|
15275
|
+
"VerbalChange": "2",
|
|
15276
|
+
"RepricingOfOrder": "3",
|
|
15277
|
+
"BrokerOption": "4",
|
|
15278
|
+
"PartialDeclineOfOrderQty": "5"
|
|
15279
|
+
};
|
|
15280
|
+
var ExecTransType = {
|
|
15281
|
+
"New": "0",
|
|
15282
|
+
"Cancel": "1",
|
|
15283
|
+
"Correct": "2",
|
|
15284
|
+
"Status": "3"
|
|
15285
|
+
};
|
|
15286
|
+
var ExecType = {
|
|
15287
|
+
"New": "0",
|
|
15288
|
+
"PartialFill": "1",
|
|
15289
|
+
"Fill": "2",
|
|
15290
|
+
"DoneForDay": "3",
|
|
15291
|
+
"Canceled": "4",
|
|
15292
|
+
"Replaced": "5",
|
|
15293
|
+
"PendingCancel": "6",
|
|
15294
|
+
"Stopped": "7",
|
|
15295
|
+
"Rejected": "8",
|
|
15296
|
+
"Suspended": "9",
|
|
15297
|
+
"PendingNew": "A",
|
|
15298
|
+
"Calculated": "B",
|
|
15299
|
+
"Expired": "C",
|
|
15300
|
+
"Restated": "D",
|
|
15301
|
+
"PendingReplace": "E"
|
|
15302
|
+
};
|
|
15303
|
+
var FinancialStatus = {
|
|
15304
|
+
"Bankrupt": "1"
|
|
15305
|
+
};
|
|
15306
|
+
var ForexReq = {
|
|
15307
|
+
"DoNotExecuteForexAfterSecurityTrade": "N",
|
|
15308
|
+
"ExecuteForexAfterSecurityTrade": "Y"
|
|
15309
|
+
};
|
|
15310
|
+
var GapFillFlag = {
|
|
15311
|
+
"SequenceReset": "N",
|
|
15312
|
+
"GapFillMessage": "Y"
|
|
15313
|
+
};
|
|
15314
|
+
var GTBookingInst = {
|
|
15315
|
+
"BookOutAllTradesOnDayOfExecution": "0",
|
|
15316
|
+
"AccumulateUntilFilledOrExpired": "1",
|
|
15317
|
+
"AccumulateUntilVerballlyNotifiedOtherwise": "2"
|
|
15318
|
+
};
|
|
15319
|
+
var HaltReason = {
|
|
15320
|
+
"NewsDissemination": "D",
|
|
15321
|
+
"OrderInflux": "E",
|
|
15322
|
+
"OrderImbalance": "I",
|
|
15323
|
+
"AdditionalInformation": "M",
|
|
15324
|
+
"NewsPending": "P",
|
|
15325
|
+
"EquipmentChangeover": "X"
|
|
15326
|
+
};
|
|
15327
|
+
var HandlInst = {
|
|
15328
|
+
"AutomatedExecutionNoIntervention": "1",
|
|
15329
|
+
"AutomatedExecutionInterventionOK": "2",
|
|
15330
|
+
"ManualOrder": "3"
|
|
15331
|
+
};
|
|
15332
|
+
var IDSource = {
|
|
15333
|
+
"CUSIP": "1",
|
|
15334
|
+
"SEDOL": "2",
|
|
15335
|
+
"QUIK": "3",
|
|
15336
|
+
"ISINNumber": "4",
|
|
15337
|
+
"RICCode": "5",
|
|
15338
|
+
"ISOCurrencyCode": "6",
|
|
15339
|
+
"ISOCountryCode": "7",
|
|
15340
|
+
"ExchangeSymbol": "8",
|
|
15341
|
+
"ConsolidatedTapeAssociation": "9"
|
|
15342
|
+
};
|
|
15343
|
+
var IncTaxInd = {
|
|
15344
|
+
"Net": "1",
|
|
15345
|
+
"Gross": "2"
|
|
15346
|
+
};
|
|
15347
|
+
var InViewOfCommon = {
|
|
15348
|
+
"HaltWasNotRelatedToAHaltOfTheCommonStock": "N",
|
|
15349
|
+
"HaltWasDueToCommonStockBeingHalted": "Y"
|
|
15350
|
+
};
|
|
15351
|
+
var IOINaturalFlag = {
|
|
15352
|
+
"NotNatural": "N",
|
|
15353
|
+
"Natural": "Y"
|
|
15354
|
+
};
|
|
15355
|
+
var IOIQltyInd = {
|
|
15356
|
+
"High": "H",
|
|
15357
|
+
"Low": "L",
|
|
15358
|
+
"Medium": "M"
|
|
15359
|
+
};
|
|
15360
|
+
var IOIQualifier = {
|
|
15361
|
+
"AllOrNone": "A",
|
|
15362
|
+
"AtTheClose": "C",
|
|
15363
|
+
"InTouchWith": "I",
|
|
15364
|
+
"Limit": "L",
|
|
15365
|
+
"MoreBehind": "M",
|
|
15366
|
+
"AtTheOpen": "O",
|
|
15367
|
+
"TakingAPosition": "P",
|
|
15368
|
+
"AtTheMarket": "Q",
|
|
15369
|
+
"ReadyToTrade": "R",
|
|
15370
|
+
"PortfolioShown": "S",
|
|
15371
|
+
"ThroughTheDay": "T",
|
|
15372
|
+
"Versus": "V",
|
|
15373
|
+
"Indication": "W",
|
|
15374
|
+
"CrossingOpportunity": "X",
|
|
15375
|
+
"AtTheMidpoint": "Y",
|
|
15376
|
+
"PreOpen": "Z"
|
|
15377
|
+
};
|
|
15378
|
+
var IOIShares = {
|
|
15379
|
+
"Large": "L",
|
|
15380
|
+
"Medium": "M",
|
|
15381
|
+
"Small": "S"
|
|
15382
|
+
};
|
|
15383
|
+
var IOITransType = {
|
|
15384
|
+
"Cancel": "C",
|
|
15385
|
+
"New": "N",
|
|
15386
|
+
"Replace": "R"
|
|
15387
|
+
};
|
|
15388
|
+
var LastCapacity = {
|
|
15389
|
+
"Agent": "1",
|
|
15390
|
+
"CrossAsAgent": "2",
|
|
15391
|
+
"CrossAsPrincipal": "3",
|
|
15392
|
+
"Principal": "4"
|
|
15393
|
+
};
|
|
15394
|
+
var LiquidityIndType = {
|
|
15395
|
+
"FiveDayMovingAverage": "1",
|
|
15396
|
+
"TwentyDayMovingAverage": "2",
|
|
15397
|
+
"NormalMarketSize": "3",
|
|
15398
|
+
"Other": "4"
|
|
15399
|
+
};
|
|
15400
|
+
var ListExecInstType = {
|
|
15401
|
+
"Immediate": "1",
|
|
15402
|
+
"WaitForInstruction": "2"
|
|
15403
|
+
};
|
|
15404
|
+
var LocateReqd = {
|
|
15405
|
+
"No": "N",
|
|
15406
|
+
"Yes": "Y"
|
|
15407
|
+
};
|
|
15408
|
+
var MDEntryType = {
|
|
15409
|
+
"Bid": "0",
|
|
15410
|
+
"Offer": "1",
|
|
15411
|
+
"Trade": "2",
|
|
15412
|
+
"IndexValue": "3",
|
|
15413
|
+
"OpeningPrice": "4",
|
|
15414
|
+
"ClosingPrice": "5",
|
|
15415
|
+
"SettlementPrice": "6",
|
|
15416
|
+
"TradingSessionHighPrice": "7",
|
|
15417
|
+
"TradingSessionLowPrice": "8",
|
|
15418
|
+
"TradingSessionVWAPPrice": "9"
|
|
15419
|
+
};
|
|
15420
|
+
var MDReqRejReason = {
|
|
15421
|
+
"UnknownSymbol": "0",
|
|
15422
|
+
"DuplicateMDReqID": "1",
|
|
15423
|
+
"InsufficientBandwidth": "2",
|
|
15424
|
+
"InsufficientPermissions": "3",
|
|
15425
|
+
"UnsupportedSubscriptionRequestType": "4",
|
|
15426
|
+
"UnsupportedMarketDepth": "5",
|
|
15427
|
+
"UnsupportedMDUpdateType": "6",
|
|
15428
|
+
"UnsupportedAggregatedBook": "7",
|
|
15429
|
+
"UnsupportedMDEntryType": "8"
|
|
15430
|
+
};
|
|
15431
|
+
var MDUpdateAction = {
|
|
15432
|
+
"New": "0",
|
|
15433
|
+
"Change": "1",
|
|
15434
|
+
"Delete": "2"
|
|
15435
|
+
};
|
|
15436
|
+
var MDUpdateType = {
|
|
15437
|
+
"FullRefresh": "0",
|
|
15438
|
+
"IncrementalRefresh": "1"
|
|
15439
|
+
};
|
|
15440
|
+
var MessageEncoding = {
|
|
15441
|
+
"EUCJP": "EUC-JP",
|
|
15442
|
+
"ISO2022JP": "ISO-2022-JP",
|
|
15443
|
+
"ShiftJIS": "Shift_JIS",
|
|
15444
|
+
"UTF8": "UTF-8"
|
|
15445
|
+
};
|
|
15446
|
+
var MiscFeeType = {
|
|
15447
|
+
"Regulatory": "1",
|
|
15448
|
+
"Tax": "2",
|
|
15449
|
+
"LocalCommission": "3",
|
|
15450
|
+
"ExchangeFees": "4",
|
|
15451
|
+
"Stamp": "5",
|
|
15452
|
+
"Levy": "6",
|
|
15453
|
+
"Other": "7",
|
|
15454
|
+
"Markup": "8",
|
|
15455
|
+
"ConsumptionTax": "9"
|
|
15456
|
+
};
|
|
15457
|
+
var MsgDirection = {
|
|
15458
|
+
"Receive": "R",
|
|
15459
|
+
"Send": "S"
|
|
15460
|
+
};
|
|
15461
|
+
var MultiLegReportingType = {
|
|
15462
|
+
"SingleSecurity": "1",
|
|
15463
|
+
"IndividualLegOfAMultiLegSecurity": "2",
|
|
15464
|
+
"MultiLegSecurity": "3"
|
|
15465
|
+
};
|
|
15466
|
+
var NetGrossInd = {
|
|
15467
|
+
"Net": "1",
|
|
15468
|
+
"Gross": "2"
|
|
15469
|
+
};
|
|
15470
|
+
var NotifyBrokerOfCredit = {
|
|
15471
|
+
"DetailsShouldNotBeCommunicated": "N",
|
|
15472
|
+
"DetailsShouldBeCommunicated": "Y"
|
|
15473
|
+
};
|
|
15474
|
+
var OpenClose = {
|
|
15475
|
+
"Close": "C",
|
|
15476
|
+
"Open": "O"
|
|
15477
|
+
};
|
|
15478
|
+
var OpenCloseSettleFlag = {
|
|
15479
|
+
"DailyOpen": "0",
|
|
15480
|
+
"SessionOpen": "1",
|
|
15481
|
+
"DeliverySettlementEntry": "2"
|
|
15482
|
+
};
|
|
15483
|
+
var OrdRejReason = {
|
|
15484
|
+
"BrokerCredit": "0",
|
|
15485
|
+
"UnknownSymbol": "1",
|
|
15486
|
+
"ExchangeClosed": "2",
|
|
15487
|
+
"OrderExceedsLimit": "3",
|
|
15488
|
+
"TooLateToEnter": "4",
|
|
15489
|
+
"UnknownOrder": "5",
|
|
15490
|
+
"DuplicateOrder": "6",
|
|
15491
|
+
"DuplicateOfAVerballyCommunicatedOrder": "7",
|
|
15492
|
+
"StaleOrder": "8"
|
|
15493
|
+
};
|
|
15494
|
+
var OrdStatus = {
|
|
15495
|
+
"New": "0",
|
|
15496
|
+
"PartiallyFilled": "1",
|
|
15497
|
+
"Filled": "2",
|
|
15498
|
+
"DoneForDay": "3",
|
|
15499
|
+
"Canceled": "4",
|
|
15500
|
+
"Replaced": "5",
|
|
15501
|
+
"PendingCancel": "6",
|
|
15502
|
+
"Stopped": "7",
|
|
15503
|
+
"Rejected": "8",
|
|
15504
|
+
"Suspended": "9",
|
|
15505
|
+
"PendingNew": "A",
|
|
15506
|
+
"Calculated": "B",
|
|
15507
|
+
"Expired": "C",
|
|
15508
|
+
"AcceptedForBidding": "D",
|
|
15509
|
+
"PendingReplace": "E"
|
|
15510
|
+
};
|
|
15511
|
+
var OrdType = {
|
|
15512
|
+
"Market": "1",
|
|
15513
|
+
"Limit": "2",
|
|
15514
|
+
"Stop": "3",
|
|
15515
|
+
"StopLimit": "4",
|
|
15516
|
+
"MarketOnClose": "5",
|
|
15517
|
+
"WithOrWithout": "6",
|
|
15518
|
+
"LimitOrBetter": "7",
|
|
15519
|
+
"LimitWithOrWithout": "8",
|
|
15520
|
+
"OnBasis": "9",
|
|
15521
|
+
"OnClose": "A",
|
|
15522
|
+
"LimitOnClose": "B",
|
|
15523
|
+
"ForexMarket": "C",
|
|
15524
|
+
"PreviouslyQuoted": "D",
|
|
15525
|
+
"PreviouslyIndicated": "E",
|
|
15526
|
+
"ForexLimit": "F",
|
|
15527
|
+
"ForexSwap": "G",
|
|
15528
|
+
"ForexPreviouslyQuoted": "H",
|
|
15529
|
+
"Funari": "I",
|
|
15530
|
+
"Pegged": "P"
|
|
15531
|
+
};
|
|
15532
|
+
var PossDupFlag = {
|
|
15533
|
+
"OriginalTransmission": "N",
|
|
15534
|
+
"PossibleDuplicate": "Y"
|
|
15535
|
+
};
|
|
15536
|
+
var PossResend = {
|
|
15537
|
+
"OriginalTransmission": "N",
|
|
15538
|
+
"PossibleResend": "Y"
|
|
15539
|
+
};
|
|
15540
|
+
var PriceType = {
|
|
15541
|
+
"Percentage": "1",
|
|
15542
|
+
"PerUnit": "2",
|
|
15543
|
+
"FixedAmount": "3"
|
|
15544
|
+
};
|
|
15545
|
+
var ProcessCode = {
|
|
15546
|
+
"Regular": "0",
|
|
15547
|
+
"SoftDollar": "1",
|
|
15548
|
+
"StepIn": "2",
|
|
15549
|
+
"StepOut": "3",
|
|
15550
|
+
"SoftDollarStepIn": "4",
|
|
15551
|
+
"SoftDollarStepOut": "5",
|
|
15552
|
+
"PlanSponsor": "6"
|
|
15553
|
+
};
|
|
15554
|
+
var ProgRptReqs = {
|
|
15555
|
+
"BuySideRequests": "1",
|
|
15556
|
+
"SellSideSends": "2",
|
|
15557
|
+
"RealTimeExecutionReports": "3"
|
|
15558
|
+
};
|
|
15559
|
+
var PutOrCall = {
|
|
15560
|
+
"Put": "0",
|
|
15561
|
+
"Call": "1"
|
|
15562
|
+
};
|
|
15563
|
+
var QuoteAckStatus = {
|
|
15564
|
+
"Accepted": "0",
|
|
15565
|
+
"CancelForSymbol": "1",
|
|
15566
|
+
"CanceledForSecurityType": "2",
|
|
15567
|
+
"CanceledForUnderlying": "3",
|
|
15568
|
+
"CanceledAll": "4",
|
|
15569
|
+
"Rejected": "5"
|
|
15570
|
+
};
|
|
15571
|
+
var QuoteCancelType = {
|
|
15572
|
+
"CancelForOneOrMoreSecurities": "1",
|
|
15573
|
+
"CancelForSecurityType": "2",
|
|
15574
|
+
"CancelForUnderlyingSecurity": "3",
|
|
15575
|
+
"CancelAllQuotes": "4"
|
|
15576
|
+
};
|
|
15577
|
+
var QuoteCondition = {
|
|
15578
|
+
"Open": "A",
|
|
15579
|
+
"Closed": "B",
|
|
15580
|
+
"ExchangeBest": "C",
|
|
15581
|
+
"ConsolidatedBest": "D",
|
|
15582
|
+
"Locked": "E",
|
|
15583
|
+
"Crossed": "F",
|
|
15584
|
+
"Depth": "G",
|
|
15585
|
+
"FastTrading": "H",
|
|
15586
|
+
"NonFirm": "I"
|
|
15587
|
+
};
|
|
15588
|
+
var QuoteEntryRejectReason = {
|
|
15589
|
+
"UnknownSymbol": "1",
|
|
15590
|
+
"Exchange": "2",
|
|
15591
|
+
"QuoteExceedsLimit": "3",
|
|
15592
|
+
"TooLateToEnter": "4",
|
|
15593
|
+
"UnknownQuote": "5",
|
|
15594
|
+
"DuplicateQuote": "6",
|
|
15595
|
+
"InvalidBidAskSpread": "7",
|
|
15596
|
+
"InvalidPrice": "8",
|
|
15597
|
+
"NotAuthorizedToQuoteSecurity": "9"
|
|
15598
|
+
};
|
|
15599
|
+
var QuoteRejectReason = {
|
|
15600
|
+
"UnknownSymbol": "1",
|
|
15601
|
+
"Exchange": "2",
|
|
15602
|
+
"QuoteRequestExceedsLimit": "3",
|
|
15603
|
+
"TooLateToEnter": "4",
|
|
15604
|
+
"UnknownQuote": "5",
|
|
15605
|
+
"DuplicateQuote": "6",
|
|
15606
|
+
"InvalidBid": "7",
|
|
15607
|
+
"InvalidPrice": "8",
|
|
15608
|
+
"NotAuthorizedToQuoteSecurity": "9"
|
|
15609
|
+
};
|
|
15610
|
+
var QuoteRequestType = {
|
|
15611
|
+
"Manual": "1",
|
|
15612
|
+
"Automatic": "2"
|
|
15613
|
+
};
|
|
15614
|
+
var QuoteResponseLevel = {
|
|
15615
|
+
"NoAcknowledgement": "0",
|
|
15616
|
+
"AcknowledgeOnlyNegativeOrErroneousQuotes": "1",
|
|
15617
|
+
"AcknowledgeEachQuoteMessage": "2"
|
|
15618
|
+
};
|
|
15619
|
+
var ReportToExch = {
|
|
15620
|
+
"SenderReports": "N",
|
|
15621
|
+
"ReceiverReports": "Y"
|
|
15622
|
+
};
|
|
15623
|
+
var ResetSeqNumFlag = {
|
|
15624
|
+
"No": "N",
|
|
15625
|
+
"Yes": "Y"
|
|
15626
|
+
};
|
|
15627
|
+
var RoutingType = {
|
|
15628
|
+
"TargetFirm": "1",
|
|
15629
|
+
"TargetList": "2",
|
|
15630
|
+
"BlockFirm": "3",
|
|
15631
|
+
"BlockList": "4"
|
|
15632
|
+
};
|
|
15633
|
+
var Rule80A = {
|
|
15634
|
+
"AgencySingleOrder": "A",
|
|
15635
|
+
"ShortExemptTransactionAType": "B",
|
|
15636
|
+
"ProprietaryNonAlgo": "C",
|
|
15637
|
+
"ProgramOrderMember": "D",
|
|
15638
|
+
"ShortExemptTransactionForPrincipal": "E",
|
|
15639
|
+
"ShortExemptTransactionWType": "F",
|
|
15640
|
+
"ShortExemptTransactionIType": "H",
|
|
15641
|
+
"IndividualInvestor": "I",
|
|
15642
|
+
"ProprietaryAlgo": "J",
|
|
15643
|
+
"AgencyAlgo": "K",
|
|
15644
|
+
"ShortExemptTransactionMemberAffliated": "L",
|
|
15645
|
+
"ProgramOrderOtherMember": "M",
|
|
15646
|
+
"AgentForOtherMember": "N",
|
|
15647
|
+
"ProprietaryTransactionAffiliated": "O",
|
|
15648
|
+
"Principal": "P",
|
|
15649
|
+
"TransactionNonMember": "R",
|
|
15650
|
+
"SpecialistTrades": "S",
|
|
15651
|
+
"TransactionUnaffiliatedMember": "T",
|
|
15652
|
+
"AgencyIndexArb": "U",
|
|
15653
|
+
"AllOtherOrdersAsAgentForOtherMember": "W",
|
|
15654
|
+
"ShortExemptTransactionMemberNotAffliated": "X",
|
|
15655
|
+
"AgencyNonAlgo": "Y",
|
|
15656
|
+
"ShortExemptTransactionNonMember": "Z"
|
|
15657
|
+
};
|
|
15658
|
+
var SecurityRequestType = {
|
|
15659
|
+
"RequestSecurityIdentityAndSpecifications": "0",
|
|
15660
|
+
"RequestSecurityIdentityForSpecifications": "1",
|
|
15661
|
+
"RequestListSecurityTypes": "2",
|
|
15662
|
+
"RequestListSecurities": "3"
|
|
15663
|
+
};
|
|
15664
|
+
var SecurityResponseType = {
|
|
15665
|
+
"AcceptAsIs": "1",
|
|
15666
|
+
"AcceptWithRevisions": "2",
|
|
15667
|
+
"ListOfSecurityTypesReturnedPerRequest": "3",
|
|
15668
|
+
"ListOfSecuritiesReturnedPerRequest": "4",
|
|
15669
|
+
"RejectSecurityProposal": "5",
|
|
15670
|
+
"CannotMatchSelectionCriteria": "6"
|
|
15671
|
+
};
|
|
15672
|
+
var SecurityTradingStatus = {
|
|
15673
|
+
"OpeningDelay": "1",
|
|
15674
|
+
"MarketOnCloseImbalanceSell": "10",
|
|
15675
|
+
"NoMarketImbalance": "12",
|
|
15676
|
+
"NoMarketOnCloseImbalance": "13",
|
|
15677
|
+
"ITSPreOpening": "14",
|
|
15678
|
+
"NewPriceIndication": "15",
|
|
15679
|
+
"TradeDisseminationTime": "16",
|
|
15680
|
+
"ReadyToTrade": "17",
|
|
15681
|
+
"NotAvailableForTrading": "18",
|
|
15682
|
+
"NotTradedOnThisMarket": "19",
|
|
15683
|
+
"TradingHalt": "2",
|
|
15684
|
+
"UnknownOrInvalid": "20",
|
|
15685
|
+
"Resume": "3",
|
|
15686
|
+
"NoOpen": "4",
|
|
15687
|
+
"PriceIndication": "5",
|
|
15688
|
+
"TradingRangeIndication": "6",
|
|
15689
|
+
"MarketImbalanceBuy": "7",
|
|
15690
|
+
"MarketImbalanceSell": "8",
|
|
15691
|
+
"MarketOnCloseImbalanceBuy": "9"
|
|
15692
|
+
};
|
|
15693
|
+
var SecurityType = {
|
|
15694
|
+
"Wildcard": "?",
|
|
15695
|
+
"BankersAcceptance": "BA",
|
|
15696
|
+
"ConvertibleBond": "CB",
|
|
15697
|
+
"CertificateOfDeposit": "CD",
|
|
15698
|
+
"CollateralizedMortgageObligation": "CMO",
|
|
15699
|
+
"CorporateBond": "CORP",
|
|
15700
|
+
"CommercialPaper": "CP",
|
|
15701
|
+
"CorporatePrivatePlacement": "CPP",
|
|
15702
|
+
"CommonStock": "CS",
|
|
15703
|
+
"FederalHousingAuthority": "FHA",
|
|
15704
|
+
"FederalHomeLoan": "FHL",
|
|
15705
|
+
"FederalNationalMortgageAssociation": "FN",
|
|
15706
|
+
"ForeignExchangeContract": "FOR",
|
|
15707
|
+
"Future": "FUT",
|
|
15708
|
+
"GovernmentNationalMortgageAssociation": "GN",
|
|
15709
|
+
"TreasuriesAgencyDebenture": "GOVT",
|
|
15710
|
+
"IOETTEMortgage": "IET",
|
|
15711
|
+
"MutualFund": "MF",
|
|
15712
|
+
"MortgageInterestOnly": "MIO",
|
|
15713
|
+
"MortgagePrincipalOnly": "MPO",
|
|
15714
|
+
"MortgagePrivatePlacement": "MPP",
|
|
15715
|
+
"MiscellaneousPassThrough": "MPT",
|
|
15716
|
+
"MunicipalBond": "MUNI",
|
|
15717
|
+
"NoSecurityType": "NONE",
|
|
15718
|
+
"Option": "OPT",
|
|
15719
|
+
"PreferredStock": "PS",
|
|
15720
|
+
"RepurchaseAgreement": "RP",
|
|
15721
|
+
"ReverseRepurchaseAgreement": "RVRP",
|
|
15722
|
+
"StudentLoanMarketingAssociation": "SL",
|
|
15723
|
+
"TimeDeposit": "TD",
|
|
15724
|
+
"USTreasuryBillOld": "USTB",
|
|
15725
|
+
"Warrant": "WAR",
|
|
15726
|
+
"CatsTigersAndLions": "ZOO"
|
|
15727
|
+
};
|
|
15728
|
+
var SessionRejectReason = {
|
|
15729
|
+
"InvalidTagNumber": "0",
|
|
15730
|
+
"RequiredTagMissing": "1",
|
|
15731
|
+
"SendingTimeAccuracyProblem": "10",
|
|
15732
|
+
"InvalidMsgType": "11",
|
|
15733
|
+
"TagNotDefinedForThisMessageType": "2",
|
|
15734
|
+
"UndefinedTag": "3",
|
|
15735
|
+
"TagSpecifiedWithoutAValue": "4",
|
|
15736
|
+
"ValueIsIncorrect": "5",
|
|
15737
|
+
"IncorrectDataFormatForValue": "6",
|
|
15738
|
+
"DecryptionProblem": "7",
|
|
15739
|
+
"SignatureProblem": "8",
|
|
15740
|
+
"CompIDProblem": "9"
|
|
15741
|
+
};
|
|
15742
|
+
var SettlInstMode = {
|
|
15743
|
+
"Default": "0",
|
|
15744
|
+
"StandingInstructionsProvided": "1",
|
|
15745
|
+
"SpecificAllocationAccountOverriding": "2",
|
|
15746
|
+
"SpecificAllocationAccountStanding": "3"
|
|
15747
|
+
};
|
|
15748
|
+
var SettlInstSource = {
|
|
15749
|
+
"BrokerCredit": "1",
|
|
15750
|
+
"Institution": "2"
|
|
15751
|
+
};
|
|
15752
|
+
var SettlInstTransType = {
|
|
15753
|
+
"Cancel": "C",
|
|
15754
|
+
"New": "N",
|
|
15755
|
+
"Replace": "R"
|
|
15756
|
+
};
|
|
15757
|
+
var SettlLocation = {
|
|
15758
|
+
"CEDEL": "CED",
|
|
15759
|
+
"DepositoryTrustCompany": "DTC",
|
|
15760
|
+
"EuroClear": "EUR",
|
|
15761
|
+
"FederalBookEntry": "FED",
|
|
15762
|
+
"LocalMarketSettleLocation": "ISO Country Code",
|
|
15763
|
+
"Physical": "PNY",
|
|
15764
|
+
"ParticipantTrustCompany": "PTC"
|
|
15765
|
+
};
|
|
15766
|
+
var SettlmntTyp = {
|
|
15767
|
+
"Regular": "0",
|
|
15768
|
+
"Cash": "1",
|
|
15769
|
+
"NextDay": "2",
|
|
15770
|
+
"TPlus2": "3",
|
|
15771
|
+
"TPlus3": "4",
|
|
15772
|
+
"TPlus4": "5",
|
|
15773
|
+
"Future": "6",
|
|
15774
|
+
"WhenAndIfIssued": "7",
|
|
15775
|
+
"SellersOption": "8",
|
|
15776
|
+
"TPlus5": "9"
|
|
15777
|
+
};
|
|
15778
|
+
var Side = {
|
|
15779
|
+
"Buy": "1",
|
|
15780
|
+
"Sell": "2",
|
|
15781
|
+
"BuyMinus": "3",
|
|
15782
|
+
"SellPlus": "4",
|
|
15783
|
+
"SellShort": "5",
|
|
15784
|
+
"SellShortExempt": "6",
|
|
15785
|
+
"Undisclosed": "7",
|
|
15786
|
+
"Cross": "8",
|
|
15787
|
+
"CrossShort": "9"
|
|
15788
|
+
};
|
|
15789
|
+
var SolicitedFlag = {
|
|
15790
|
+
"WasNotSolicited": "N",
|
|
15791
|
+
"WasSolicited": "Y"
|
|
15792
|
+
};
|
|
15793
|
+
var StandInstDbType = {
|
|
15794
|
+
"Other": "0",
|
|
15795
|
+
"DTCSID": "1",
|
|
15796
|
+
"ThomsonALERT": "2",
|
|
15797
|
+
"AGlobalCustodian": "3"
|
|
15798
|
+
};
|
|
15799
|
+
var SubscriptionRequestType = {
|
|
15800
|
+
"Snapshot": "0",
|
|
15801
|
+
"SnapshotAndUpdates": "1",
|
|
15802
|
+
"DisablePreviousSnapshot": "2"
|
|
15803
|
+
};
|
|
15804
|
+
var TickDirection = {
|
|
15805
|
+
"PlusTick": "0",
|
|
15806
|
+
"ZeroPlusTick": "1",
|
|
15807
|
+
"MinusTick": "2",
|
|
15808
|
+
"ZeroMinusTick": "3"
|
|
15809
|
+
};
|
|
15810
|
+
var TimeInForce = {
|
|
15811
|
+
"Day": "0",
|
|
15812
|
+
"GoodTillCancel": "1",
|
|
15813
|
+
"AtTheOpening": "2",
|
|
15814
|
+
"ImmediateOrCancel": "3",
|
|
15815
|
+
"FillOrKill": "4",
|
|
15816
|
+
"GoodTillCrossing": "5",
|
|
15817
|
+
"GoodTillDate": "6"
|
|
15818
|
+
};
|
|
15819
|
+
var TradeCondition = {
|
|
15820
|
+
"Cash": "A",
|
|
15821
|
+
"AveragePriceTrade": "B",
|
|
15822
|
+
"CashTrade": "C",
|
|
15823
|
+
"NextDay": "D",
|
|
15824
|
+
"Opening": "E",
|
|
15825
|
+
"IntradayTradeDetail": "F",
|
|
15826
|
+
"Rule127Trade": "G",
|
|
15827
|
+
"Rule155Trade": "H",
|
|
15828
|
+
"SoldLast": "I",
|
|
15829
|
+
"NextDayTrade": "J",
|
|
15830
|
+
"Opened": "K",
|
|
15831
|
+
"Seller": "L",
|
|
15832
|
+
"Sold": "M",
|
|
15833
|
+
"StoppedStock": "N"
|
|
15834
|
+
};
|
|
15835
|
+
var TradeType = {
|
|
15836
|
+
"Agency": "A",
|
|
15837
|
+
"VWAPGuarantee": "G",
|
|
15838
|
+
"GuaranteedClose": "J",
|
|
15839
|
+
"RiskTrade": "R"
|
|
15840
|
+
};
|
|
15841
|
+
var TradSesMethod = {
|
|
15842
|
+
"Electronic": "1",
|
|
15843
|
+
"OpenOutcry": "2",
|
|
15844
|
+
"TwoParty": "3"
|
|
15845
|
+
};
|
|
15846
|
+
var TradSesMode = {
|
|
15847
|
+
"Testing": "1",
|
|
15848
|
+
"Simulated": "2",
|
|
15849
|
+
"Production": "3"
|
|
15850
|
+
};
|
|
15851
|
+
var TradSesStatus = {
|
|
15852
|
+
"Halted": "1",
|
|
15853
|
+
"Open": "2",
|
|
15854
|
+
"Closed": "3",
|
|
15855
|
+
"PreOpen": "4",
|
|
15856
|
+
"PreClose": "5"
|
|
15857
|
+
};
|
|
15858
|
+
var UnsolicitedIndicator = {
|
|
15859
|
+
"MessageIsBeingSentAsAResultOfAPriorRequest": "N",
|
|
15860
|
+
"MessageIsBeingSentUnsolicited": "Y"
|
|
15861
|
+
};
|
|
15862
|
+
var Urgency = {
|
|
15863
|
+
"Normal": "0",
|
|
15864
|
+
"Flash": "1",
|
|
15865
|
+
"Background": "2"
|
|
15866
|
+
};
|
|
15867
|
+
var Enums = {
|
|
15868
|
+
"Adjustment": Adjustment,
|
|
15869
|
+
"AdvSide": AdvSide,
|
|
15870
|
+
"AdvTransType": AdvTransType,
|
|
15871
|
+
"AggregatedBook": AggregatedBook,
|
|
15872
|
+
"AllocHandlInst": AllocHandlInst,
|
|
15873
|
+
"AllocLinkType": AllocLinkType,
|
|
15874
|
+
"AllocRejCode": AllocRejCode,
|
|
15875
|
+
"AllocStatus": AllocStatus,
|
|
15876
|
+
"AllocTransType": AllocTransType,
|
|
15877
|
+
"BasisPxType": BasisPxType,
|
|
15878
|
+
"Benchmark": Benchmark,
|
|
15879
|
+
"BidRequestTransType": BidRequestTransType,
|
|
15880
|
+
"BusinessRejectReason": BusinessRejectReason,
|
|
15881
|
+
"CommType": CommType,
|
|
15882
|
+
"CorporateAction": CorporateAction,
|
|
15883
|
+
"CoveredOrUncovered": CoveredOrUncovered,
|
|
15884
|
+
"CustomerOrFirm": CustomerOrFirm,
|
|
15885
|
+
"CxlRejReason": CxlRejReason,
|
|
15886
|
+
"CxlRejResponseTo": CxlRejResponseTo,
|
|
15887
|
+
"DeleteReason": DeleteReason,
|
|
15888
|
+
"DiscretionInst": DiscretionInst,
|
|
15889
|
+
"DKReason": DKReason,
|
|
15890
|
+
"DueToRelated": DueToRelated,
|
|
15891
|
+
"EmailType": EmailType,
|
|
15892
|
+
"EncryptMethod": EncryptMethod,
|
|
15893
|
+
"ExchangeForPhysical": ExchangeForPhysical,
|
|
15894
|
+
"ExecInst": ExecInst,
|
|
15895
|
+
"ExecRestatementReason": ExecRestatementReason,
|
|
15896
|
+
"ExecTransType": ExecTransType,
|
|
15897
|
+
"ExecType": ExecType,
|
|
15898
|
+
"FinancialStatus": FinancialStatus,
|
|
15899
|
+
"ForexReq": ForexReq,
|
|
15900
|
+
"GapFillFlag": GapFillFlag,
|
|
15901
|
+
"GTBookingInst": GTBookingInst,
|
|
15902
|
+
"HaltReason": HaltReason,
|
|
15903
|
+
"HandlInst": HandlInst,
|
|
15904
|
+
"IDSource": IDSource,
|
|
15905
|
+
"IncTaxInd": IncTaxInd,
|
|
15906
|
+
"InViewOfCommon": InViewOfCommon,
|
|
15907
|
+
"IOINaturalFlag": IOINaturalFlag,
|
|
15908
|
+
"IOIQltyInd": IOIQltyInd,
|
|
15909
|
+
"IOIQualifier": IOIQualifier,
|
|
15910
|
+
"IOIShares": IOIShares,
|
|
15911
|
+
"IOITransType": IOITransType,
|
|
15912
|
+
"LastCapacity": LastCapacity,
|
|
15913
|
+
"LiquidityIndType": LiquidityIndType,
|
|
15914
|
+
"ListExecInstType": ListExecInstType,
|
|
15915
|
+
"LocateReqd": LocateReqd,
|
|
15916
|
+
"MDEntryType": MDEntryType,
|
|
15917
|
+
"MDReqRejReason": MDReqRejReason,
|
|
15918
|
+
"MDUpdateAction": MDUpdateAction,
|
|
15919
|
+
"MDUpdateType": MDUpdateType,
|
|
15920
|
+
"MessageEncoding": MessageEncoding,
|
|
15921
|
+
"MiscFeeType": MiscFeeType,
|
|
15922
|
+
"MsgDirection": MsgDirection,
|
|
15923
|
+
// inlined — top-level export skipped: the field name collides with another export of this package
|
|
15924
|
+
"MsgType": {
|
|
15925
|
+
"Heartbeat": "0",
|
|
15926
|
+
"TestRequest": "1",
|
|
15927
|
+
"ResendRequest": "2",
|
|
15928
|
+
"Reject": "3",
|
|
15929
|
+
"SequenceReset": "4",
|
|
15930
|
+
"Logout": "5",
|
|
15931
|
+
"IOI": "6",
|
|
15932
|
+
"Advertisement": "7",
|
|
15933
|
+
"ExecutionReport": "8",
|
|
15934
|
+
"OrderCancelReject": "9",
|
|
15935
|
+
"QuoteStatusRequest": "a",
|
|
15936
|
+
"Logon": "A",
|
|
15937
|
+
"News": "B",
|
|
15938
|
+
"MassQuoteAcknowledgement": "b",
|
|
15939
|
+
"Email": "C",
|
|
15940
|
+
"SecurityDefinitionRequest": "c",
|
|
15941
|
+
"NewOrderSingle": "D",
|
|
15942
|
+
"SecurityDefinition": "d",
|
|
15943
|
+
"NewOrderList": "E",
|
|
15944
|
+
"SecurityStatusRequest": "e",
|
|
15945
|
+
"SecurityStatus": "f",
|
|
15946
|
+
"OrderCancelRequest": "F",
|
|
15947
|
+
"OrderCancelReplaceRequest": "G",
|
|
15948
|
+
"TradingSessionStatusRequest": "g",
|
|
15949
|
+
"OrderStatusRequest": "H",
|
|
15950
|
+
"TradingSessionStatus": "h",
|
|
15951
|
+
"MassQuote": "i",
|
|
15952
|
+
"BusinessMessageReject": "j",
|
|
15953
|
+
"AllocationInstruction": "J",
|
|
15954
|
+
"ListCancelRequest": "K",
|
|
15955
|
+
"BidRequest": "k",
|
|
15956
|
+
"BidResponse": "l",
|
|
15957
|
+
"ListExecute": "L",
|
|
15958
|
+
"ListStrikePrice": "m",
|
|
15959
|
+
"ListStatusRequest": "M",
|
|
15960
|
+
"ListStatus": "N",
|
|
15961
|
+
"AllocationInstructionAck": "P",
|
|
15962
|
+
"DontKnowTrade": "Q",
|
|
15963
|
+
"QuoteRequest": "R",
|
|
15964
|
+
"Quote": "S",
|
|
15965
|
+
"SettlementInstructions": "T",
|
|
15966
|
+
"MarketDataRequest": "V",
|
|
15967
|
+
"MarketDataSnapshotFullRefresh": "W",
|
|
15968
|
+
"MarketDataIncrementalRefresh": "X",
|
|
15969
|
+
"MarketDataRequestReject": "Y",
|
|
15970
|
+
"QuoteCancel": "Z"
|
|
15971
|
+
},
|
|
15972
|
+
"MultiLegReportingType": MultiLegReportingType,
|
|
15973
|
+
"NetGrossInd": NetGrossInd,
|
|
15974
|
+
"NotifyBrokerOfCredit": NotifyBrokerOfCredit,
|
|
15975
|
+
"OpenClose": OpenClose,
|
|
15976
|
+
"OpenCloseSettleFlag": OpenCloseSettleFlag,
|
|
15977
|
+
"OrdRejReason": OrdRejReason,
|
|
15978
|
+
"OrdStatus": OrdStatus,
|
|
15979
|
+
"OrdType": OrdType,
|
|
15980
|
+
"PossDupFlag": PossDupFlag,
|
|
15981
|
+
"PossResend": PossResend,
|
|
15982
|
+
"PriceType": PriceType,
|
|
15983
|
+
"ProcessCode": ProcessCode,
|
|
15984
|
+
"ProgRptReqs": ProgRptReqs,
|
|
15985
|
+
"PutOrCall": PutOrCall,
|
|
15986
|
+
"QuoteAckStatus": QuoteAckStatus,
|
|
15987
|
+
"QuoteCancelType": QuoteCancelType,
|
|
15988
|
+
"QuoteCondition": QuoteCondition,
|
|
15989
|
+
"QuoteEntryRejectReason": QuoteEntryRejectReason,
|
|
15990
|
+
"QuoteRejectReason": QuoteRejectReason,
|
|
15991
|
+
"QuoteRequestType": QuoteRequestType,
|
|
15992
|
+
"QuoteResponseLevel": QuoteResponseLevel,
|
|
15993
|
+
"ReportToExch": ReportToExch,
|
|
15994
|
+
"ResetSeqNumFlag": ResetSeqNumFlag,
|
|
15995
|
+
"RoutingType": RoutingType,
|
|
15996
|
+
"Rule80A": Rule80A,
|
|
15997
|
+
"SecurityRequestType": SecurityRequestType,
|
|
15998
|
+
"SecurityResponseType": SecurityResponseType,
|
|
15999
|
+
"SecurityTradingStatus": SecurityTradingStatus,
|
|
16000
|
+
"SecurityType": SecurityType,
|
|
16001
|
+
"SessionRejectReason": SessionRejectReason,
|
|
16002
|
+
"SettlInstMode": SettlInstMode,
|
|
16003
|
+
"SettlInstSource": SettlInstSource,
|
|
16004
|
+
"SettlInstTransType": SettlInstTransType,
|
|
16005
|
+
"SettlLocation": SettlLocation,
|
|
16006
|
+
"SettlmntTyp": SettlmntTyp,
|
|
16007
|
+
"Side": Side,
|
|
16008
|
+
"SolicitedFlag": SolicitedFlag,
|
|
16009
|
+
"StandInstDbType": StandInstDbType,
|
|
16010
|
+
"SubscriptionRequestType": SubscriptionRequestType,
|
|
16011
|
+
"TickDirection": TickDirection,
|
|
16012
|
+
"TimeInForce": TimeInForce,
|
|
16013
|
+
"TradeCondition": TradeCondition,
|
|
16014
|
+
"TradeType": TradeType,
|
|
16015
|
+
"TradSesMethod": TradSesMethod,
|
|
16016
|
+
"TradSesMode": TradSesMode,
|
|
16017
|
+
"TradSesStatus": TradSesStatus,
|
|
16018
|
+
"UnsolicitedIndicator": UnsolicitedIndicator,
|
|
16019
|
+
"Urgency": Urgency
|
|
16020
|
+
};
|
|
16021
|
+
var message = fix.messageFactory(dictionary);
|
|
16022
|
+
var isMessageType = fix.messageTypeGuard();
|
|
14619
16023
|
|
|
16024
|
+
exports.Adjustment = Adjustment;
|
|
16025
|
+
exports.AdvSide = AdvSide;
|
|
16026
|
+
exports.AdvTransType = AdvTransType;
|
|
16027
|
+
exports.AggregatedBook = AggregatedBook;
|
|
16028
|
+
exports.AllocHandlInst = AllocHandlInst;
|
|
16029
|
+
exports.AllocLinkType = AllocLinkType;
|
|
16030
|
+
exports.AllocRejCode = AllocRejCode;
|
|
16031
|
+
exports.AllocStatus = AllocStatus;
|
|
16032
|
+
exports.AllocTransType = AllocTransType;
|
|
16033
|
+
exports.BasisPxType = BasisPxType;
|
|
16034
|
+
exports.Benchmark = Benchmark;
|
|
16035
|
+
exports.BidRequestTransType = BidRequestTransType;
|
|
16036
|
+
exports.BusinessRejectReason = BusinessRejectReason;
|
|
16037
|
+
exports.CommType = CommType;
|
|
16038
|
+
exports.CorporateAction = CorporateAction;
|
|
16039
|
+
exports.CoveredOrUncovered = CoveredOrUncovered;
|
|
16040
|
+
exports.CustomerOrFirm = CustomerOrFirm;
|
|
16041
|
+
exports.CxlRejReason = CxlRejReason;
|
|
16042
|
+
exports.CxlRejResponseTo = CxlRejResponseTo;
|
|
14620
16043
|
exports.DICTIONARY_VERSION = DICTIONARY_VERSION;
|
|
16044
|
+
exports.DKReason = DKReason;
|
|
16045
|
+
exports.DeleteReason = DeleteReason;
|
|
16046
|
+
exports.DiscretionInst = DiscretionInst;
|
|
16047
|
+
exports.DueToRelated = DueToRelated;
|
|
16048
|
+
exports.EmailType = EmailType;
|
|
16049
|
+
exports.EncryptMethod = EncryptMethod;
|
|
16050
|
+
exports.Enums = Enums;
|
|
16051
|
+
exports.ExchangeForPhysical = ExchangeForPhysical;
|
|
16052
|
+
exports.ExecInst = ExecInst;
|
|
16053
|
+
exports.ExecRestatementReason = ExecRestatementReason;
|
|
16054
|
+
exports.ExecTransType = ExecTransType;
|
|
16055
|
+
exports.ExecType = ExecType;
|
|
16056
|
+
exports.FinancialStatus = FinancialStatus;
|
|
16057
|
+
exports.ForexReq = ForexReq;
|
|
16058
|
+
exports.GTBookingInst = GTBookingInst;
|
|
16059
|
+
exports.GapFillFlag = GapFillFlag;
|
|
16060
|
+
exports.HaltReason = HaltReason;
|
|
16061
|
+
exports.HandlInst = HandlInst;
|
|
16062
|
+
exports.IDSource = IDSource;
|
|
16063
|
+
exports.IOINaturalFlag = IOINaturalFlag;
|
|
16064
|
+
exports.IOIQltyInd = IOIQltyInd;
|
|
16065
|
+
exports.IOIQualifier = IOIQualifier;
|
|
16066
|
+
exports.IOIShares = IOIShares;
|
|
16067
|
+
exports.IOITransType = IOITransType;
|
|
16068
|
+
exports.InViewOfCommon = InViewOfCommon;
|
|
16069
|
+
exports.IncTaxInd = IncTaxInd;
|
|
16070
|
+
exports.LastCapacity = LastCapacity;
|
|
16071
|
+
exports.LiquidityIndType = LiquidityIndType;
|
|
16072
|
+
exports.ListExecInstType = ListExecInstType;
|
|
16073
|
+
exports.LocateReqd = LocateReqd;
|
|
16074
|
+
exports.MDEntryType = MDEntryType;
|
|
16075
|
+
exports.MDReqRejReason = MDReqRejReason;
|
|
16076
|
+
exports.MDUpdateAction = MDUpdateAction;
|
|
16077
|
+
exports.MDUpdateType = MDUpdateType;
|
|
16078
|
+
exports.MessageEncoding = MessageEncoding;
|
|
16079
|
+
exports.MiscFeeType = MiscFeeType;
|
|
16080
|
+
exports.MsgDirection = MsgDirection;
|
|
14621
16081
|
exports.MsgType = MsgType;
|
|
16082
|
+
exports.MsgTypeNames = MsgTypeNames;
|
|
16083
|
+
exports.MultiLegReportingType = MultiLegReportingType;
|
|
16084
|
+
exports.NetGrossInd = NetGrossInd;
|
|
16085
|
+
exports.NotifyBrokerOfCredit = NotifyBrokerOfCredit;
|
|
16086
|
+
exports.OpenClose = OpenClose;
|
|
16087
|
+
exports.OpenCloseSettleFlag = OpenCloseSettleFlag;
|
|
16088
|
+
exports.OrdRejReason = OrdRejReason;
|
|
16089
|
+
exports.OrdStatus = OrdStatus;
|
|
16090
|
+
exports.OrdType = OrdType;
|
|
16091
|
+
exports.PossDupFlag = PossDupFlag;
|
|
16092
|
+
exports.PossResend = PossResend;
|
|
16093
|
+
exports.PriceType = PriceType;
|
|
16094
|
+
exports.ProcessCode = ProcessCode;
|
|
16095
|
+
exports.ProgRptReqs = ProgRptReqs;
|
|
16096
|
+
exports.PutOrCall = PutOrCall;
|
|
16097
|
+
exports.QuoteAckStatus = QuoteAckStatus;
|
|
16098
|
+
exports.QuoteCancelType = QuoteCancelType;
|
|
16099
|
+
exports.QuoteCondition = QuoteCondition;
|
|
16100
|
+
exports.QuoteEntryRejectReason = QuoteEntryRejectReason;
|
|
16101
|
+
exports.QuoteRejectReason = QuoteRejectReason;
|
|
16102
|
+
exports.QuoteRequestType = QuoteRequestType;
|
|
16103
|
+
exports.QuoteResponseLevel = QuoteResponseLevel;
|
|
16104
|
+
exports.ReportToExch = ReportToExch;
|
|
16105
|
+
exports.ResetSeqNumFlag = ResetSeqNumFlag;
|
|
16106
|
+
exports.RoutingType = RoutingType;
|
|
16107
|
+
exports.Rule80A = Rule80A;
|
|
16108
|
+
exports.SecurityRequestType = SecurityRequestType;
|
|
16109
|
+
exports.SecurityResponseType = SecurityResponseType;
|
|
16110
|
+
exports.SecurityTradingStatus = SecurityTradingStatus;
|
|
16111
|
+
exports.SecurityType = SecurityType;
|
|
16112
|
+
exports.SessionRejectReason = SessionRejectReason;
|
|
16113
|
+
exports.SettlInstMode = SettlInstMode;
|
|
16114
|
+
exports.SettlInstSource = SettlInstSource;
|
|
16115
|
+
exports.SettlInstTransType = SettlInstTransType;
|
|
16116
|
+
exports.SettlLocation = SettlLocation;
|
|
16117
|
+
exports.SettlmntTyp = SettlmntTyp;
|
|
16118
|
+
exports.Side = Side;
|
|
16119
|
+
exports.SolicitedFlag = SolicitedFlag;
|
|
16120
|
+
exports.StandInstDbType = StandInstDbType;
|
|
16121
|
+
exports.SubscriptionRequestType = SubscriptionRequestType;
|
|
16122
|
+
exports.TagNames = TagNames;
|
|
14622
16123
|
exports.Tags = Tags;
|
|
16124
|
+
exports.TickDirection = TickDirection;
|
|
16125
|
+
exports.TimeInForce = TimeInForce;
|
|
16126
|
+
exports.TradSesMethod = TradSesMethod;
|
|
16127
|
+
exports.TradSesMode = TradSesMode;
|
|
16128
|
+
exports.TradSesStatus = TradSesStatus;
|
|
16129
|
+
exports.TradeCondition = TradeCondition;
|
|
16130
|
+
exports.TradeType = TradeType;
|
|
16131
|
+
exports.UnsolicitedIndicator = UnsolicitedIndicator;
|
|
16132
|
+
exports.Urgency = Urgency;
|
|
14623
16133
|
exports.dictionary = dictionary;
|
|
16134
|
+
exports.isMessageType = isMessageType;
|
|
16135
|
+
exports.message = message;
|
|
14624
16136
|
//# sourceMappingURL=index.cjs.map
|
|
14625
16137
|
//# sourceMappingURL=index.cjs.map
|