@boarteam/fix-dict-fix42 0.2.0 → 2.0.0

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package/dist/index.d.cts CHANGED
@@ -1,4 +1,5 @@
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- import { DictionaryJSON } from '@boarteam/fix';
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+ import * as _boarteam_fix from '@boarteam/fix';
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+ import { MessageView, DictionaryJSON, MessageFactory } from '@boarteam/fix';
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  /**
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  * The complete FIX.4.2 dictionary as data. Pass to `loadDictionary` from `@boarteam/fix`
@@ -416,6 +417,7 @@ declare const Tags: {
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  readonly EncodedListStatusText: 446;
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  };
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  type TagName = keyof typeof Tags;
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+ type MsgTypeName = keyof typeof MsgType;
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  /** `MsgType` (tag 35) values keyed by message name. */
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  declare const MsgType: {
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  readonly Advertisement: "7";
@@ -465,6 +467,3648 @@ declare const MsgType: {
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  readonly TradingSessionStatus: "h";
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  readonly TradingSessionStatusRequest: "g";
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  };
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- type MsgTypeName = keyof typeof MsgType;
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+ /**
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+ * Union of the on-the-wire `MsgType` values (`"A" | "0" | ...`) — the value-side
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+ * counterpart of `MsgTypeName` (which is the union of message *names*). Lets
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+ * consumers write `msgType: MsgType` in type positions.
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+ */
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+ type MsgType = (typeof MsgType)[keyof typeof MsgType];
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+ /**
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+ * Field names keyed by tag number — the reverse of `Tags`. Useful for log lines
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+ * and session-level `Reject` construction without loading the full dictionary:
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+ * `TagNames[55] === 'Symbol'`. `undefined` for tags outside the dictionary.
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+ */
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+ declare const TagNames: {
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+ readonly [tag: number]: TagName | undefined;
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+ };
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+ /**
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+ * Message names keyed by `MsgType` (tag 35) value — the reverse of `MsgType`.
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+ * `undefined` for values outside the dictionary.
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+ */
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+ declare const MsgTypeNames: {
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+ readonly [msgType: string]: MsgTypeName | undefined;
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+ };
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+ /** `Adjustment` (tag 334) values keyed by spec value name. */
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+ declare const Adjustment: {
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+ readonly Cancel: "1";
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+ readonly Error: "2";
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+ readonly Correction: "3";
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+ };
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+ type Adjustment = (typeof Adjustment)[keyof typeof Adjustment];
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+ /** `AdvSide` (tag 4) values keyed by spec value name. */
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+ declare const AdvSide: {
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+ readonly Buy: "B";
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+ readonly Sell: "S";
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+ readonly Trade: "T";
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+ readonly Cross: "X";
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+ };
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+ type AdvSide = (typeof AdvSide)[keyof typeof AdvSide];
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+ /** `AdvTransType` (tag 5) values keyed by spec value name. */
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+ declare const AdvTransType: {
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+ readonly Cancel: "C";
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+ readonly New: "N";
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+ readonly Replace: "R";
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+ };
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+ type AdvTransType = (typeof AdvTransType)[keyof typeof AdvTransType];
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+ /** `AggregatedBook` (tag 266) values keyed by spec value name. */
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+ declare const AggregatedBook: {
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+ readonly BookEntriesShouldNotBeAggregated: "N";
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+ readonly BookEntriesToBeAggregated: "Y";
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+ };
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+ type AggregatedBook = (typeof AggregatedBook)[keyof typeof AggregatedBook];
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+ /** `AllocHandlInst` (tag 209) values keyed by spec value name. */
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+ declare const AllocHandlInst: {
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+ readonly Match: "1";
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+ readonly Forward: "2";
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+ readonly ForwardAndMatch: "3";
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+ };
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+ type AllocHandlInst = (typeof AllocHandlInst)[keyof typeof AllocHandlInst];
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+ /** `AllocLinkType` (tag 197) values keyed by spec value name. */
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+ declare const AllocLinkType: {
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+ readonly FXNetting: "0";
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+ readonly FXSwap: "1";
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+ };
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+ type AllocLinkType = (typeof AllocLinkType)[keyof typeof AllocLinkType];
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+ /** `AllocRejCode` (tag 88) values keyed by spec value name. */
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+ declare const AllocRejCode: {
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+ readonly UnknownAccount: "0";
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+ readonly IncorrectQuantity: "1";
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+ readonly IncorrectAveragegPrice: "2";
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+ readonly UnknownExecutingBrokerMnemonic: "3";
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+ readonly CommissionDifference: "4";
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+ readonly UnknownOrderID: "5";
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+ readonly UnknownListID: "6";
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+ readonly OtherSeeText: "7";
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+ };
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+ type AllocRejCode = (typeof AllocRejCode)[keyof typeof AllocRejCode];
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+ /** `AllocStatus` (tag 87) values keyed by spec value name. */
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+ declare const AllocStatus: {
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+ readonly Accepted: "0";
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+ readonly BlockLevelReject: "1";
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+ readonly AccountLevelReject: "2";
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+ readonly Received: "3";
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+ };
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+ type AllocStatus = (typeof AllocStatus)[keyof typeof AllocStatus];
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+ /** `AllocTransType` (tag 71) values keyed by spec value name. */
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+ declare const AllocTransType: {
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+ readonly New: "0";
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+ readonly Replace: "1";
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+ readonly Cancel: "2";
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+ readonly Preliminary: "3";
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+ readonly Calculated: "4";
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+ readonly CalculatedWithoutPreliminary: "5";
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+ };
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+ type AllocTransType = (typeof AllocTransType)[keyof typeof AllocTransType];
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+ /** `BasisPxType` (tag 419) values keyed by spec value name. */
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+ declare const BasisPxType: {
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+ readonly ClosingPriceAtMorningSession: "2";
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+ readonly ClosingPrice: "3";
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+ readonly CurrentPrice: "4";
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+ readonly SQ: "5";
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+ readonly VWAPThroughADay: "6";
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+ readonly VWAPThroughAMorningSession: "7";
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+ readonly VWAPThroughAnAfternoonSession: "8";
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+ readonly VWAPThroughADayExcept: "9";
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+ readonly VWAPThroughAMorningSessionExcept: "A";
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+ readonly VWAPThroughAnAfternoonSessionExcept: "B";
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+ readonly Strike: "C";
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+ readonly Open: "D";
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+ readonly Others: "Z";
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+ };
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+ type BasisPxType = (typeof BasisPxType)[keyof typeof BasisPxType];
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+ /** `Benchmark` (tag 219) values keyed by spec value name. */
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+ declare const Benchmark: {
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+ readonly CURVE: "1";
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+ readonly FiveYR: "2";
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+ readonly OLD5: "3";
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+ readonly TenYR: "4";
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+ readonly OLD10: "5";
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+ readonly ThirtyYR: "6";
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+ readonly OLD30: "7";
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+ readonly ThreeMOLIBOR: "8";
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+ readonly SixMOLIBOR: "9";
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+ };
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+ type Benchmark = (typeof Benchmark)[keyof typeof Benchmark];
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+ /** `BidRequestTransType` (tag 374) values keyed by spec value name. */
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+ declare const BidRequestTransType: {
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+ readonly Cancel: "C";
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+ readonly New: "N";
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+ };
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+ type BidRequestTransType = (typeof BidRequestTransType)[keyof typeof BidRequestTransType];
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+ /** `BusinessRejectReason` (tag 380) values keyed by spec value name. */
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+ declare const BusinessRejectReason: {
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+ readonly Other: "0";
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+ readonly UnknownID: "1";
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+ readonly UnknownSecurity: "2";
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+ readonly UnsupportedMessageType: "3";
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+ readonly ApplicationNotAvailable: "4";
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+ readonly ConditionallyRequiredFieldMissing: "5";
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+ };
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+ type BusinessRejectReason = (typeof BusinessRejectReason)[keyof typeof BusinessRejectReason];
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+ /** `CommType` (tag 13) values keyed by spec value name. */
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+ declare const CommType: {
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+ readonly PerUnit: "1";
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+ readonly Percent: "2";
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+ readonly Absolute: "3";
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+ };
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+ type CommType = (typeof CommType)[keyof typeof CommType];
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+ /** `CorporateAction` (tag 292) values keyed by spec value name. */
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+ declare const CorporateAction: {
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+ readonly ExDividend: "A";
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+ readonly ExDistribution: "B";
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+ readonly ExRights: "C";
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+ readonly New: "D";
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+ readonly ExInterest: "E";
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+ };
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+ type CorporateAction = (typeof CorporateAction)[keyof typeof CorporateAction];
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+ /** `CoveredOrUncovered` (tag 203) values keyed by spec value name. */
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+ declare const CoveredOrUncovered: {
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+ readonly Covered: "0";
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+ readonly Uncovered: "1";
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+ };
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+ type CoveredOrUncovered = (typeof CoveredOrUncovered)[keyof typeof CoveredOrUncovered];
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+ /** `CustomerOrFirm` (tag 204) values keyed by spec value name. */
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+ declare const CustomerOrFirm: {
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+ readonly Customer: "0";
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+ readonly Firm: "1";
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+ };
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+ type CustomerOrFirm = (typeof CustomerOrFirm)[keyof typeof CustomerOrFirm];
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+ /** `CxlRejReason` (tag 102) values keyed by spec value name. */
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+ declare const CxlRejReason: {
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+ readonly TooLateToCancel: "0";
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+ readonly UnknownOrder: "1";
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+ readonly BrokerCredit: "2";
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+ readonly OrderAlreadyInPendingStatus: "3";
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+ };
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+ type CxlRejReason = (typeof CxlRejReason)[keyof typeof CxlRejReason];
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+ /** `CxlRejResponseTo` (tag 434) values keyed by spec value name. */
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+ declare const CxlRejResponseTo: {
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+ readonly OrderCancelRequest: "1";
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+ readonly OrderCancel: "2";
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+ };
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+ type CxlRejResponseTo = (typeof CxlRejResponseTo)[keyof typeof CxlRejResponseTo];
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+ /** `DeleteReason` (tag 285) values keyed by spec value name. */
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+ declare const DeleteReason: {
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+ readonly Cancellation: "0";
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+ readonly Error: "1";
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+ };
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+ type DeleteReason = (typeof DeleteReason)[keyof typeof DeleteReason];
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+ /** `DiscretionInst` (tag 388) values keyed by spec value name. */
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+ declare const DiscretionInst: {
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+ readonly RelatedToDisplayedPrice: "0";
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+ readonly RelatedToMarketPrice: "1";
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+ readonly RelatedToPrimaryPrice: "2";
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+ readonly RelatedToLocalPrimaryPrice: "3";
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+ readonly RelatedToMidpointPrice: "4";
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+ readonly RelatedToLastTradePrice: "5";
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+ };
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+ type DiscretionInst = (typeof DiscretionInst)[keyof typeof DiscretionInst];
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+ /** `DKReason` (tag 127) values keyed by spec value name. */
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+ declare const DKReason: {
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+ readonly UnknownSymbol: "A";
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+ readonly WrongSide: "B";
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+ readonly QuantityExceedsOrder: "C";
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+ readonly NoMatchingOrder: "D";
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+ readonly PriceExceedsLimit: "E";
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+ readonly Other: "Z";
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+ };
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+ type DKReason = (typeof DKReason)[keyof typeof DKReason];
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+ /** `DueToRelated` (tag 329) values keyed by spec value name. */
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+ declare const DueToRelated: {
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+ readonly NotRelatedToSecurityHalt: "N";
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+ readonly RelatedToSecurityHalt: "Y";
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+ };
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+ type DueToRelated = (typeof DueToRelated)[keyof typeof DueToRelated];
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+ /** `EmailType` (tag 94) values keyed by spec value name. */
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+ declare const EmailType: {
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+ readonly New: "0";
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+ readonly Reply: "1";
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+ readonly AdminReply: "2";
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+ };
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+ type EmailType = (typeof EmailType)[keyof typeof EmailType];
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+ /** `EncryptMethod` (tag 98) values keyed by spec value name. */
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+ declare const EncryptMethod: {
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+ readonly None: "0";
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+ readonly PKCS: "1";
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+ readonly DES: "2";
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+ readonly PKCSDES: "3";
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+ readonly PGPDES: "4";
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+ readonly PGPDESMD5: "5";
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+ readonly PEM: "6";
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+ };
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+ type EncryptMethod = (typeof EncryptMethod)[keyof typeof EncryptMethod];
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+ /** `ExchangeForPhysical` (tag 411) values keyed by spec value name. */
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+ declare const ExchangeForPhysical: {
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+ readonly False: "N";
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+ readonly True: "Y";
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+ };
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+ type ExchangeForPhysical = (typeof ExchangeForPhysical)[keyof typeof ExchangeForPhysical];
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+ /** `ExecInst` (tag 18) values keyed by spec value name. */
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+ declare const ExecInst: {
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+ readonly StayOnOfferSide: "0";
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+ readonly NotHeld: "1";
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+ readonly Work: "2";
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+ readonly GoAlong: "3";
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+ readonly OverTheDay: "4";
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+ readonly Held: "5";
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+ readonly ParticipateDoNotInitiate: "6";
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+ readonly StrictScale: "7";
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+ readonly TryToScale: "8";
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+ readonly StayOnBidSide: "9";
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+ readonly NoCross: "A";
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+ readonly OKToCross: "B";
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+ readonly CallFirst: "C";
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+ readonly PercentOfVolume: "D";
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+ readonly DoNotIncrease: "E";
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+ readonly DoNotReduce: "F";
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+ readonly AllOrNone: "G";
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+ readonly InstitutionsOnly: "I";
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+ readonly LastPeg: "L";
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+ readonly MidPricePeg: "M";
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+ readonly NonNegotiable: "N";
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+ readonly OpeningPeg: "O";
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+ readonly MarketPeg: "P";
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+ readonly PrimaryPeg: "R";
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+ readonly Suspend: "S";
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+ readonly FixedPegToLocalBestBidOrOfferAtTimeOfOrder: "T";
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+ readonly CustomerDisplayInstruction: "U";
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+ readonly Netting: "V";
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+ readonly PegToVWAP: "W";
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+ };
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+ type ExecInst = (typeof ExecInst)[keyof typeof ExecInst];
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+ /** `ExecRestatementReason` (tag 378) values keyed by spec value name. */
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+ declare const ExecRestatementReason: {
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+ readonly GTCorporateAction: "0";
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+ readonly GTRenewal: "1";
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+ readonly VerbalChange: "2";
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+ readonly RepricingOfOrder: "3";
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+ readonly BrokerOption: "4";
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+ readonly PartialDeclineOfOrderQty: "5";
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+ };
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+ type ExecRestatementReason = (typeof ExecRestatementReason)[keyof typeof ExecRestatementReason];
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+ /** `ExecTransType` (tag 20) values keyed by spec value name. */
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+ declare const ExecTransType: {
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+ readonly New: "0";
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+ readonly Cancel: "1";
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+ readonly Correct: "2";
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+ readonly Status: "3";
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+ };
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+ type ExecTransType = (typeof ExecTransType)[keyof typeof ExecTransType];
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+ /** `ExecType` (tag 150) values keyed by spec value name. */
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+ declare const ExecType: {
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+ readonly New: "0";
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+ readonly PartialFill: "1";
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+ readonly Fill: "2";
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+ readonly DoneForDay: "3";
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+ readonly Canceled: "4";
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+ readonly Replaced: "5";
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+ readonly PendingCancel: "6";
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+ readonly Stopped: "7";
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+ readonly Rejected: "8";
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+ readonly Suspended: "9";
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+ readonly PendingNew: "A";
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+ readonly Calculated: "B";
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+ readonly Expired: "C";
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+ readonly Restated: "D";
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+ readonly PendingReplace: "E";
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+ };
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+ type ExecType = (typeof ExecType)[keyof typeof ExecType];
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+ /** `FinancialStatus` (tag 291) values keyed by spec value name. */
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+ declare const FinancialStatus: {
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+ readonly Bankrupt: "1";
779
+ };
780
+ type FinancialStatus = (typeof FinancialStatus)[keyof typeof FinancialStatus];
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+ /** `ForexReq` (tag 121) values keyed by spec value name. */
782
+ declare const ForexReq: {
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+ readonly DoNotExecuteForexAfterSecurityTrade: "N";
784
+ readonly ExecuteForexAfterSecurityTrade: "Y";
785
+ };
786
+ type ForexReq = (typeof ForexReq)[keyof typeof ForexReq];
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+ /** `GapFillFlag` (tag 123) values keyed by spec value name. */
788
+ declare const GapFillFlag: {
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+ readonly SequenceReset: "N";
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+ readonly GapFillMessage: "Y";
791
+ };
792
+ type GapFillFlag = (typeof GapFillFlag)[keyof typeof GapFillFlag];
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+ /** `GTBookingInst` (tag 427) values keyed by spec value name. */
794
+ declare const GTBookingInst: {
795
+ readonly BookOutAllTradesOnDayOfExecution: "0";
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+ readonly AccumulateUntilFilledOrExpired: "1";
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+ readonly AccumulateUntilVerballlyNotifiedOtherwise: "2";
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+ };
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+ type GTBookingInst = (typeof GTBookingInst)[keyof typeof GTBookingInst];
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+ /** `HaltReason` (tag 327) values keyed by spec value name. */
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+ declare const HaltReason: {
802
+ readonly NewsDissemination: "D";
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+ readonly OrderInflux: "E";
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+ readonly OrderImbalance: "I";
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+ readonly AdditionalInformation: "M";
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+ readonly NewsPending: "P";
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+ readonly EquipmentChangeover: "X";
808
+ };
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+ type HaltReason = (typeof HaltReason)[keyof typeof HaltReason];
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+ /** `HandlInst` (tag 21) values keyed by spec value name. */
811
+ declare const HandlInst: {
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+ readonly AutomatedExecutionNoIntervention: "1";
813
+ readonly AutomatedExecutionInterventionOK: "2";
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+ readonly ManualOrder: "3";
815
+ };
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+ type HandlInst = (typeof HandlInst)[keyof typeof HandlInst];
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+ /** `IDSource` (tag 22) values keyed by spec value name. */
818
+ declare const IDSource: {
819
+ readonly CUSIP: "1";
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+ readonly SEDOL: "2";
821
+ readonly QUIK: "3";
822
+ readonly ISINNumber: "4";
823
+ readonly RICCode: "5";
824
+ readonly ISOCurrencyCode: "6";
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+ readonly ISOCountryCode: "7";
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+ readonly ExchangeSymbol: "8";
827
+ readonly ConsolidatedTapeAssociation: "9";
828
+ };
829
+ type IDSource = (typeof IDSource)[keyof typeof IDSource];
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+ /** `IncTaxInd` (tag 416) values keyed by spec value name. */
831
+ declare const IncTaxInd: {
832
+ readonly Net: "1";
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+ readonly Gross: "2";
834
+ };
835
+ type IncTaxInd = (typeof IncTaxInd)[keyof typeof IncTaxInd];
836
+ /** `InViewOfCommon` (tag 328) values keyed by spec value name. */
837
+ declare const InViewOfCommon: {
838
+ readonly HaltWasNotRelatedToAHaltOfTheCommonStock: "N";
839
+ readonly HaltWasDueToCommonStockBeingHalted: "Y";
840
+ };
841
+ type InViewOfCommon = (typeof InViewOfCommon)[keyof typeof InViewOfCommon];
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+ /** `IOINaturalFlag` (tag 130) values keyed by spec value name. */
843
+ declare const IOINaturalFlag: {
844
+ readonly NotNatural: "N";
845
+ readonly Natural: "Y";
846
+ };
847
+ type IOINaturalFlag = (typeof IOINaturalFlag)[keyof typeof IOINaturalFlag];
848
+ /** `IOIQltyInd` (tag 25) values keyed by spec value name. */
849
+ declare const IOIQltyInd: {
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+ readonly High: "H";
851
+ readonly Low: "L";
852
+ readonly Medium: "M";
853
+ };
854
+ type IOIQltyInd = (typeof IOIQltyInd)[keyof typeof IOIQltyInd];
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+ /** `IOIQualifier` (tag 104) values keyed by spec value name. */
856
+ declare const IOIQualifier: {
857
+ readonly AllOrNone: "A";
858
+ readonly AtTheClose: "C";
859
+ readonly InTouchWith: "I";
860
+ readonly Limit: "L";
861
+ readonly MoreBehind: "M";
862
+ readonly AtTheOpen: "O";
863
+ readonly TakingAPosition: "P";
864
+ readonly AtTheMarket: "Q";
865
+ readonly ReadyToTrade: "R";
866
+ readonly PortfolioShown: "S";
867
+ readonly ThroughTheDay: "T";
868
+ readonly Versus: "V";
869
+ readonly Indication: "W";
870
+ readonly CrossingOpportunity: "X";
871
+ readonly AtTheMidpoint: "Y";
872
+ readonly PreOpen: "Z";
873
+ };
874
+ type IOIQualifier = (typeof IOIQualifier)[keyof typeof IOIQualifier];
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+ /** `IOIShares` (tag 27) values keyed by spec value name. */
876
+ declare const IOIShares: {
877
+ readonly Large: "L";
878
+ readonly Medium: "M";
879
+ readonly Small: "S";
880
+ };
881
+ type IOIShares = (typeof IOIShares)[keyof typeof IOIShares];
882
+ /** `IOITransType` (tag 28) values keyed by spec value name. */
883
+ declare const IOITransType: {
884
+ readonly Cancel: "C";
885
+ readonly New: "N";
886
+ readonly Replace: "R";
887
+ };
888
+ type IOITransType = (typeof IOITransType)[keyof typeof IOITransType];
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+ /** `LastCapacity` (tag 29) values keyed by spec value name. */
890
+ declare const LastCapacity: {
891
+ readonly Agent: "1";
892
+ readonly CrossAsAgent: "2";
893
+ readonly CrossAsPrincipal: "3";
894
+ readonly Principal: "4";
895
+ };
896
+ type LastCapacity = (typeof LastCapacity)[keyof typeof LastCapacity];
897
+ /** `LiquidityIndType` (tag 409) values keyed by spec value name. */
898
+ declare const LiquidityIndType: {
899
+ readonly FiveDayMovingAverage: "1";
900
+ readonly TwentyDayMovingAverage: "2";
901
+ readonly NormalMarketSize: "3";
902
+ readonly Other: "4";
903
+ };
904
+ type LiquidityIndType = (typeof LiquidityIndType)[keyof typeof LiquidityIndType];
905
+ /** `ListExecInstType` (tag 433) values keyed by spec value name. */
906
+ declare const ListExecInstType: {
907
+ readonly Immediate: "1";
908
+ readonly WaitForInstruction: "2";
909
+ };
910
+ type ListExecInstType = (typeof ListExecInstType)[keyof typeof ListExecInstType];
911
+ /** `LocateReqd` (tag 114) values keyed by spec value name. */
912
+ declare const LocateReqd: {
913
+ readonly No: "N";
914
+ readonly Yes: "Y";
915
+ };
916
+ type LocateReqd = (typeof LocateReqd)[keyof typeof LocateReqd];
917
+ /** `MDEntryType` (tag 269) values keyed by spec value name. */
918
+ declare const MDEntryType: {
919
+ readonly Bid: "0";
920
+ readonly Offer: "1";
921
+ readonly Trade: "2";
922
+ readonly IndexValue: "3";
923
+ readonly OpeningPrice: "4";
924
+ readonly ClosingPrice: "5";
925
+ readonly SettlementPrice: "6";
926
+ readonly TradingSessionHighPrice: "7";
927
+ readonly TradingSessionLowPrice: "8";
928
+ readonly TradingSessionVWAPPrice: "9";
929
+ };
930
+ type MDEntryType = (typeof MDEntryType)[keyof typeof MDEntryType];
931
+ /** `MDReqRejReason` (tag 281) values keyed by spec value name. */
932
+ declare const MDReqRejReason: {
933
+ readonly UnknownSymbol: "0";
934
+ readonly DuplicateMDReqID: "1";
935
+ readonly InsufficientBandwidth: "2";
936
+ readonly InsufficientPermissions: "3";
937
+ readonly UnsupportedSubscriptionRequestType: "4";
938
+ readonly UnsupportedMarketDepth: "5";
939
+ readonly UnsupportedMDUpdateType: "6";
940
+ readonly UnsupportedAggregatedBook: "7";
941
+ readonly UnsupportedMDEntryType: "8";
942
+ };
943
+ type MDReqRejReason = (typeof MDReqRejReason)[keyof typeof MDReqRejReason];
944
+ /** `MDUpdateAction` (tag 279) values keyed by spec value name. */
945
+ declare const MDUpdateAction: {
946
+ readonly New: "0";
947
+ readonly Change: "1";
948
+ readonly Delete: "2";
949
+ };
950
+ type MDUpdateAction = (typeof MDUpdateAction)[keyof typeof MDUpdateAction];
951
+ /** `MDUpdateType` (tag 265) values keyed by spec value name. */
952
+ declare const MDUpdateType: {
953
+ readonly FullRefresh: "0";
954
+ readonly IncrementalRefresh: "1";
955
+ };
956
+ type MDUpdateType = (typeof MDUpdateType)[keyof typeof MDUpdateType];
957
+ /** `MessageEncoding` (tag 347) values keyed by spec value name. */
958
+ declare const MessageEncoding: {
959
+ readonly EUCJP: "EUC-JP";
960
+ readonly ISO2022JP: "ISO-2022-JP";
961
+ readonly ShiftJIS: "Shift_JIS";
962
+ readonly UTF8: "UTF-8";
963
+ };
964
+ type MessageEncoding = (typeof MessageEncoding)[keyof typeof MessageEncoding];
965
+ /** `MiscFeeType` (tag 139) values keyed by spec value name. */
966
+ declare const MiscFeeType: {
967
+ readonly Regulatory: "1";
968
+ readonly Tax: "2";
969
+ readonly LocalCommission: "3";
970
+ readonly ExchangeFees: "4";
971
+ readonly Stamp: "5";
972
+ readonly Levy: "6";
973
+ readonly Other: "7";
974
+ readonly Markup: "8";
975
+ readonly ConsumptionTax: "9";
976
+ };
977
+ type MiscFeeType = (typeof MiscFeeType)[keyof typeof MiscFeeType];
978
+ /** `MsgDirection` (tag 385) values keyed by spec value name. */
979
+ declare const MsgDirection: {
980
+ readonly Receive: "R";
981
+ readonly Send: "S";
982
+ };
983
+ type MsgDirection = (typeof MsgDirection)[keyof typeof MsgDirection];
984
+ /** `MultiLegReportingType` (tag 442) values keyed by spec value name. */
985
+ declare const MultiLegReportingType: {
986
+ readonly SingleSecurity: "1";
987
+ readonly IndividualLegOfAMultiLegSecurity: "2";
988
+ readonly MultiLegSecurity: "3";
989
+ };
990
+ type MultiLegReportingType = (typeof MultiLegReportingType)[keyof typeof MultiLegReportingType];
991
+ /** `NetGrossInd` (tag 430) values keyed by spec value name. */
992
+ declare const NetGrossInd: {
993
+ readonly Net: "1";
994
+ readonly Gross: "2";
995
+ };
996
+ type NetGrossInd = (typeof NetGrossInd)[keyof typeof NetGrossInd];
997
+ /** `NotifyBrokerOfCredit` (tag 208) values keyed by spec value name. */
998
+ declare const NotifyBrokerOfCredit: {
999
+ readonly DetailsShouldNotBeCommunicated: "N";
1000
+ readonly DetailsShouldBeCommunicated: "Y";
1001
+ };
1002
+ type NotifyBrokerOfCredit = (typeof NotifyBrokerOfCredit)[keyof typeof NotifyBrokerOfCredit];
1003
+ /** `OpenClose` (tag 77) values keyed by spec value name. */
1004
+ declare const OpenClose: {
1005
+ readonly Close: "C";
1006
+ readonly Open: "O";
1007
+ };
1008
+ type OpenClose = (typeof OpenClose)[keyof typeof OpenClose];
1009
+ /** `OpenCloseSettleFlag` (tag 286) values keyed by spec value name. */
1010
+ declare const OpenCloseSettleFlag: {
1011
+ readonly DailyOpen: "0";
1012
+ readonly SessionOpen: "1";
1013
+ readonly DeliverySettlementEntry: "2";
1014
+ };
1015
+ type OpenCloseSettleFlag = (typeof OpenCloseSettleFlag)[keyof typeof OpenCloseSettleFlag];
1016
+ /** `OrdRejReason` (tag 103) values keyed by spec value name. */
1017
+ declare const OrdRejReason: {
1018
+ readonly BrokerCredit: "0";
1019
+ readonly UnknownSymbol: "1";
1020
+ readonly ExchangeClosed: "2";
1021
+ readonly OrderExceedsLimit: "3";
1022
+ readonly TooLateToEnter: "4";
1023
+ readonly UnknownOrder: "5";
1024
+ readonly DuplicateOrder: "6";
1025
+ readonly DuplicateOfAVerballyCommunicatedOrder: "7";
1026
+ readonly StaleOrder: "8";
1027
+ };
1028
+ type OrdRejReason = (typeof OrdRejReason)[keyof typeof OrdRejReason];
1029
+ /** `OrdStatus` (tag 39) values keyed by spec value name. */
1030
+ declare const OrdStatus: {
1031
+ readonly New: "0";
1032
+ readonly PartiallyFilled: "1";
1033
+ readonly Filled: "2";
1034
+ readonly DoneForDay: "3";
1035
+ readonly Canceled: "4";
1036
+ readonly Replaced: "5";
1037
+ readonly PendingCancel: "6";
1038
+ readonly Stopped: "7";
1039
+ readonly Rejected: "8";
1040
+ readonly Suspended: "9";
1041
+ readonly PendingNew: "A";
1042
+ readonly Calculated: "B";
1043
+ readonly Expired: "C";
1044
+ readonly AcceptedForBidding: "D";
1045
+ readonly PendingReplace: "E";
1046
+ };
1047
+ type OrdStatus = (typeof OrdStatus)[keyof typeof OrdStatus];
1048
+ /** `OrdType` (tag 40) values keyed by spec value name. */
1049
+ declare const OrdType: {
1050
+ readonly Market: "1";
1051
+ readonly Limit: "2";
1052
+ readonly Stop: "3";
1053
+ readonly StopLimit: "4";
1054
+ readonly MarketOnClose: "5";
1055
+ readonly WithOrWithout: "6";
1056
+ readonly LimitOrBetter: "7";
1057
+ readonly LimitWithOrWithout: "8";
1058
+ readonly OnBasis: "9";
1059
+ readonly OnClose: "A";
1060
+ readonly LimitOnClose: "B";
1061
+ readonly ForexMarket: "C";
1062
+ readonly PreviouslyQuoted: "D";
1063
+ readonly PreviouslyIndicated: "E";
1064
+ readonly ForexLimit: "F";
1065
+ readonly ForexSwap: "G";
1066
+ readonly ForexPreviouslyQuoted: "H";
1067
+ readonly Funari: "I";
1068
+ readonly Pegged: "P";
1069
+ };
1070
+ type OrdType = (typeof OrdType)[keyof typeof OrdType];
1071
+ /** `PossDupFlag` (tag 43) values keyed by spec value name. */
1072
+ declare const PossDupFlag: {
1073
+ readonly OriginalTransmission: "N";
1074
+ readonly PossibleDuplicate: "Y";
1075
+ };
1076
+ type PossDupFlag = (typeof PossDupFlag)[keyof typeof PossDupFlag];
1077
+ /** `PossResend` (tag 97) values keyed by spec value name. */
1078
+ declare const PossResend: {
1079
+ readonly OriginalTransmission: "N";
1080
+ readonly PossibleResend: "Y";
1081
+ };
1082
+ type PossResend = (typeof PossResend)[keyof typeof PossResend];
1083
+ /** `PriceType` (tag 423) values keyed by spec value name. */
1084
+ declare const PriceType: {
1085
+ readonly Percentage: "1";
1086
+ readonly PerUnit: "2";
1087
+ readonly FixedAmount: "3";
1088
+ };
1089
+ type PriceType = (typeof PriceType)[keyof typeof PriceType];
1090
+ /** `ProcessCode` (tag 81) values keyed by spec value name. */
1091
+ declare const ProcessCode: {
1092
+ readonly Regular: "0";
1093
+ readonly SoftDollar: "1";
1094
+ readonly StepIn: "2";
1095
+ readonly StepOut: "3";
1096
+ readonly SoftDollarStepIn: "4";
1097
+ readonly SoftDollarStepOut: "5";
1098
+ readonly PlanSponsor: "6";
1099
+ };
1100
+ type ProcessCode = (typeof ProcessCode)[keyof typeof ProcessCode];
1101
+ /** `ProgRptReqs` (tag 414) values keyed by spec value name. */
1102
+ declare const ProgRptReqs: {
1103
+ readonly BuySideRequests: "1";
1104
+ readonly SellSideSends: "2";
1105
+ readonly RealTimeExecutionReports: "3";
1106
+ };
1107
+ type ProgRptReqs = (typeof ProgRptReqs)[keyof typeof ProgRptReqs];
1108
+ /** `PutOrCall` (tag 201) values keyed by spec value name. */
1109
+ declare const PutOrCall: {
1110
+ readonly Put: "0";
1111
+ readonly Call: "1";
1112
+ };
1113
+ type PutOrCall = (typeof PutOrCall)[keyof typeof PutOrCall];
1114
+ /** `QuoteAckStatus` (tag 297) values keyed by spec value name. */
1115
+ declare const QuoteAckStatus: {
1116
+ readonly Accepted: "0";
1117
+ readonly CancelForSymbol: "1";
1118
+ readonly CanceledForSecurityType: "2";
1119
+ readonly CanceledForUnderlying: "3";
1120
+ readonly CanceledAll: "4";
1121
+ readonly Rejected: "5";
1122
+ };
1123
+ type QuoteAckStatus = (typeof QuoteAckStatus)[keyof typeof QuoteAckStatus];
1124
+ /** `QuoteCancelType` (tag 298) values keyed by spec value name. */
1125
+ declare const QuoteCancelType: {
1126
+ readonly CancelForOneOrMoreSecurities: "1";
1127
+ readonly CancelForSecurityType: "2";
1128
+ readonly CancelForUnderlyingSecurity: "3";
1129
+ readonly CancelAllQuotes: "4";
1130
+ };
1131
+ type QuoteCancelType = (typeof QuoteCancelType)[keyof typeof QuoteCancelType];
1132
+ /** `QuoteCondition` (tag 276) values keyed by spec value name. */
1133
+ declare const QuoteCondition: {
1134
+ readonly Open: "A";
1135
+ readonly Closed: "B";
1136
+ readonly ExchangeBest: "C";
1137
+ readonly ConsolidatedBest: "D";
1138
+ readonly Locked: "E";
1139
+ readonly Crossed: "F";
1140
+ readonly Depth: "G";
1141
+ readonly FastTrading: "H";
1142
+ readonly NonFirm: "I";
1143
+ };
1144
+ type QuoteCondition = (typeof QuoteCondition)[keyof typeof QuoteCondition];
1145
+ /** `QuoteEntryRejectReason` (tag 368) values keyed by spec value name. */
1146
+ declare const QuoteEntryRejectReason: {
1147
+ readonly UnknownSymbol: "1";
1148
+ readonly Exchange: "2";
1149
+ readonly QuoteExceedsLimit: "3";
1150
+ readonly TooLateToEnter: "4";
1151
+ readonly UnknownQuote: "5";
1152
+ readonly DuplicateQuote: "6";
1153
+ readonly InvalidBidAskSpread: "7";
1154
+ readonly InvalidPrice: "8";
1155
+ readonly NotAuthorizedToQuoteSecurity: "9";
1156
+ };
1157
+ type QuoteEntryRejectReason = (typeof QuoteEntryRejectReason)[keyof typeof QuoteEntryRejectReason];
1158
+ /** `QuoteRejectReason` (tag 300) values keyed by spec value name. */
1159
+ declare const QuoteRejectReason: {
1160
+ readonly UnknownSymbol: "1";
1161
+ readonly Exchange: "2";
1162
+ readonly QuoteRequestExceedsLimit: "3";
1163
+ readonly TooLateToEnter: "4";
1164
+ readonly UnknownQuote: "5";
1165
+ readonly DuplicateQuote: "6";
1166
+ readonly InvalidBid: "7";
1167
+ readonly InvalidPrice: "8";
1168
+ readonly NotAuthorizedToQuoteSecurity: "9";
1169
+ };
1170
+ type QuoteRejectReason = (typeof QuoteRejectReason)[keyof typeof QuoteRejectReason];
1171
+ /** `QuoteRequestType` (tag 303) values keyed by spec value name. */
1172
+ declare const QuoteRequestType: {
1173
+ readonly Manual: "1";
1174
+ readonly Automatic: "2";
1175
+ };
1176
+ type QuoteRequestType = (typeof QuoteRequestType)[keyof typeof QuoteRequestType];
1177
+ /** `QuoteResponseLevel` (tag 301) values keyed by spec value name. */
1178
+ declare const QuoteResponseLevel: {
1179
+ readonly NoAcknowledgement: "0";
1180
+ readonly AcknowledgeOnlyNegativeOrErroneousQuotes: "1";
1181
+ readonly AcknowledgeEachQuoteMessage: "2";
1182
+ };
1183
+ type QuoteResponseLevel = (typeof QuoteResponseLevel)[keyof typeof QuoteResponseLevel];
1184
+ /** `ReportToExch` (tag 113) values keyed by spec value name. */
1185
+ declare const ReportToExch: {
1186
+ readonly SenderReports: "N";
1187
+ readonly ReceiverReports: "Y";
1188
+ };
1189
+ type ReportToExch = (typeof ReportToExch)[keyof typeof ReportToExch];
1190
+ /** `ResetSeqNumFlag` (tag 141) values keyed by spec value name. */
1191
+ declare const ResetSeqNumFlag: {
1192
+ readonly No: "N";
1193
+ readonly Yes: "Y";
1194
+ };
1195
+ type ResetSeqNumFlag = (typeof ResetSeqNumFlag)[keyof typeof ResetSeqNumFlag];
1196
+ /** `RoutingType` (tag 216) values keyed by spec value name. */
1197
+ declare const RoutingType: {
1198
+ readonly TargetFirm: "1";
1199
+ readonly TargetList: "2";
1200
+ readonly BlockFirm: "3";
1201
+ readonly BlockList: "4";
1202
+ };
1203
+ type RoutingType = (typeof RoutingType)[keyof typeof RoutingType];
1204
+ /** `Rule80A` (tag 47) values keyed by spec value name. */
1205
+ declare const Rule80A: {
1206
+ readonly AgencySingleOrder: "A";
1207
+ readonly ShortExemptTransactionAType: "B";
1208
+ readonly ProprietaryNonAlgo: "C";
1209
+ readonly ProgramOrderMember: "D";
1210
+ readonly ShortExemptTransactionForPrincipal: "E";
1211
+ readonly ShortExemptTransactionWType: "F";
1212
+ readonly ShortExemptTransactionIType: "H";
1213
+ readonly IndividualInvestor: "I";
1214
+ readonly ProprietaryAlgo: "J";
1215
+ readonly AgencyAlgo: "K";
1216
+ readonly ShortExemptTransactionMemberAffliated: "L";
1217
+ readonly ProgramOrderOtherMember: "M";
1218
+ readonly AgentForOtherMember: "N";
1219
+ readonly ProprietaryTransactionAffiliated: "O";
1220
+ readonly Principal: "P";
1221
+ readonly TransactionNonMember: "R";
1222
+ readonly SpecialistTrades: "S";
1223
+ readonly TransactionUnaffiliatedMember: "T";
1224
+ readonly AgencyIndexArb: "U";
1225
+ readonly AllOtherOrdersAsAgentForOtherMember: "W";
1226
+ readonly ShortExemptTransactionMemberNotAffliated: "X";
1227
+ readonly AgencyNonAlgo: "Y";
1228
+ readonly ShortExemptTransactionNonMember: "Z";
1229
+ };
1230
+ type Rule80A = (typeof Rule80A)[keyof typeof Rule80A];
1231
+ /** `SecurityRequestType` (tag 321) values keyed by spec value name. */
1232
+ declare const SecurityRequestType: {
1233
+ readonly RequestSecurityIdentityAndSpecifications: "0";
1234
+ readonly RequestSecurityIdentityForSpecifications: "1";
1235
+ readonly RequestListSecurityTypes: "2";
1236
+ readonly RequestListSecurities: "3";
1237
+ };
1238
+ type SecurityRequestType = (typeof SecurityRequestType)[keyof typeof SecurityRequestType];
1239
+ /** `SecurityResponseType` (tag 323) values keyed by spec value name. */
1240
+ declare const SecurityResponseType: {
1241
+ readonly AcceptAsIs: "1";
1242
+ readonly AcceptWithRevisions: "2";
1243
+ readonly ListOfSecurityTypesReturnedPerRequest: "3";
1244
+ readonly ListOfSecuritiesReturnedPerRequest: "4";
1245
+ readonly RejectSecurityProposal: "5";
1246
+ readonly CannotMatchSelectionCriteria: "6";
1247
+ };
1248
+ type SecurityResponseType = (typeof SecurityResponseType)[keyof typeof SecurityResponseType];
1249
+ /** `SecurityTradingStatus` (tag 326) values keyed by spec value name. */
1250
+ declare const SecurityTradingStatus: {
1251
+ readonly OpeningDelay: "1";
1252
+ readonly MarketOnCloseImbalanceSell: "10";
1253
+ readonly NoMarketImbalance: "12";
1254
+ readonly NoMarketOnCloseImbalance: "13";
1255
+ readonly ITSPreOpening: "14";
1256
+ readonly NewPriceIndication: "15";
1257
+ readonly TradeDisseminationTime: "16";
1258
+ readonly ReadyToTrade: "17";
1259
+ readonly NotAvailableForTrading: "18";
1260
+ readonly NotTradedOnThisMarket: "19";
1261
+ readonly TradingHalt: "2";
1262
+ readonly UnknownOrInvalid: "20";
1263
+ readonly Resume: "3";
1264
+ readonly NoOpen: "4";
1265
+ readonly PriceIndication: "5";
1266
+ readonly TradingRangeIndication: "6";
1267
+ readonly MarketImbalanceBuy: "7";
1268
+ readonly MarketImbalanceSell: "8";
1269
+ readonly MarketOnCloseImbalanceBuy: "9";
1270
+ };
1271
+ type SecurityTradingStatus = (typeof SecurityTradingStatus)[keyof typeof SecurityTradingStatus];
1272
+ /** `SecurityType` (tag 167) values keyed by spec value name. */
1273
+ declare const SecurityType: {
1274
+ readonly Wildcard: "?";
1275
+ readonly BankersAcceptance: "BA";
1276
+ readonly ConvertibleBond: "CB";
1277
+ readonly CertificateOfDeposit: "CD";
1278
+ readonly CollateralizedMortgageObligation: "CMO";
1279
+ readonly CorporateBond: "CORP";
1280
+ readonly CommercialPaper: "CP";
1281
+ readonly CorporatePrivatePlacement: "CPP";
1282
+ readonly CommonStock: "CS";
1283
+ readonly FederalHousingAuthority: "FHA";
1284
+ readonly FederalHomeLoan: "FHL";
1285
+ readonly FederalNationalMortgageAssociation: "FN";
1286
+ readonly ForeignExchangeContract: "FOR";
1287
+ readonly Future: "FUT";
1288
+ readonly GovernmentNationalMortgageAssociation: "GN";
1289
+ readonly TreasuriesAgencyDebenture: "GOVT";
1290
+ readonly IOETTEMortgage: "IET";
1291
+ readonly MutualFund: "MF";
1292
+ readonly MortgageInterestOnly: "MIO";
1293
+ readonly MortgagePrincipalOnly: "MPO";
1294
+ readonly MortgagePrivatePlacement: "MPP";
1295
+ readonly MiscellaneousPassThrough: "MPT";
1296
+ readonly MunicipalBond: "MUNI";
1297
+ readonly NoSecurityType: "NONE";
1298
+ readonly Option: "OPT";
1299
+ readonly PreferredStock: "PS";
1300
+ readonly RepurchaseAgreement: "RP";
1301
+ readonly ReverseRepurchaseAgreement: "RVRP";
1302
+ readonly StudentLoanMarketingAssociation: "SL";
1303
+ readonly TimeDeposit: "TD";
1304
+ readonly USTreasuryBillOld: "USTB";
1305
+ readonly Warrant: "WAR";
1306
+ readonly CatsTigersAndLions: "ZOO";
1307
+ };
1308
+ type SecurityType = (typeof SecurityType)[keyof typeof SecurityType];
1309
+ /** `SessionRejectReason` (tag 373) values keyed by spec value name. */
1310
+ declare const SessionRejectReason: {
1311
+ readonly InvalidTagNumber: "0";
1312
+ readonly RequiredTagMissing: "1";
1313
+ readonly SendingTimeAccuracyProblem: "10";
1314
+ readonly InvalidMsgType: "11";
1315
+ readonly TagNotDefinedForThisMessageType: "2";
1316
+ readonly UndefinedTag: "3";
1317
+ readonly TagSpecifiedWithoutAValue: "4";
1318
+ readonly ValueIsIncorrect: "5";
1319
+ readonly IncorrectDataFormatForValue: "6";
1320
+ readonly DecryptionProblem: "7";
1321
+ readonly SignatureProblem: "8";
1322
+ readonly CompIDProblem: "9";
1323
+ };
1324
+ type SessionRejectReason = (typeof SessionRejectReason)[keyof typeof SessionRejectReason];
1325
+ /** `SettlInstMode` (tag 160) values keyed by spec value name. */
1326
+ declare const SettlInstMode: {
1327
+ readonly Default: "0";
1328
+ readonly StandingInstructionsProvided: "1";
1329
+ readonly SpecificAllocationAccountOverriding: "2";
1330
+ readonly SpecificAllocationAccountStanding: "3";
1331
+ };
1332
+ type SettlInstMode = (typeof SettlInstMode)[keyof typeof SettlInstMode];
1333
+ /** `SettlInstSource` (tag 165) values keyed by spec value name. */
1334
+ declare const SettlInstSource: {
1335
+ readonly BrokerCredit: "1";
1336
+ readonly Institution: "2";
1337
+ };
1338
+ type SettlInstSource = (typeof SettlInstSource)[keyof typeof SettlInstSource];
1339
+ /** `SettlInstTransType` (tag 163) values keyed by spec value name. */
1340
+ declare const SettlInstTransType: {
1341
+ readonly Cancel: "C";
1342
+ readonly New: "N";
1343
+ readonly Replace: "R";
1344
+ };
1345
+ type SettlInstTransType = (typeof SettlInstTransType)[keyof typeof SettlInstTransType];
1346
+ /** `SettlLocation` (tag 166) values keyed by spec value name. */
1347
+ declare const SettlLocation: {
1348
+ readonly CEDEL: "CED";
1349
+ readonly DepositoryTrustCompany: "DTC";
1350
+ readonly EuroClear: "EUR";
1351
+ readonly FederalBookEntry: "FED";
1352
+ readonly LocalMarketSettleLocation: "ISO Country Code";
1353
+ readonly Physical: "PNY";
1354
+ readonly ParticipantTrustCompany: "PTC";
1355
+ };
1356
+ type SettlLocation = (typeof SettlLocation)[keyof typeof SettlLocation];
1357
+ /** `SettlmntTyp` (tag 63) values keyed by spec value name. */
1358
+ declare const SettlmntTyp: {
1359
+ readonly Regular: "0";
1360
+ readonly Cash: "1";
1361
+ readonly NextDay: "2";
1362
+ readonly TPlus2: "3";
1363
+ readonly TPlus3: "4";
1364
+ readonly TPlus4: "5";
1365
+ readonly Future: "6";
1366
+ readonly WhenAndIfIssued: "7";
1367
+ readonly SellersOption: "8";
1368
+ readonly TPlus5: "9";
1369
+ };
1370
+ type SettlmntTyp = (typeof SettlmntTyp)[keyof typeof SettlmntTyp];
1371
+ /** `Side` (tag 54) values keyed by spec value name. */
1372
+ declare const Side: {
1373
+ readonly Buy: "1";
1374
+ readonly Sell: "2";
1375
+ readonly BuyMinus: "3";
1376
+ readonly SellPlus: "4";
1377
+ readonly SellShort: "5";
1378
+ readonly SellShortExempt: "6";
1379
+ readonly Undisclosed: "7";
1380
+ readonly Cross: "8";
1381
+ readonly CrossShort: "9";
1382
+ };
1383
+ type Side = (typeof Side)[keyof typeof Side];
1384
+ /** `SolicitedFlag` (tag 377) values keyed by spec value name. */
1385
+ declare const SolicitedFlag: {
1386
+ readonly WasNotSolicited: "N";
1387
+ readonly WasSolicited: "Y";
1388
+ };
1389
+ type SolicitedFlag = (typeof SolicitedFlag)[keyof typeof SolicitedFlag];
1390
+ /** `StandInstDbType` (tag 169) values keyed by spec value name. */
1391
+ declare const StandInstDbType: {
1392
+ readonly Other: "0";
1393
+ readonly DTCSID: "1";
1394
+ readonly ThomsonALERT: "2";
1395
+ readonly AGlobalCustodian: "3";
1396
+ };
1397
+ type StandInstDbType = (typeof StandInstDbType)[keyof typeof StandInstDbType];
1398
+ /** `SubscriptionRequestType` (tag 263) values keyed by spec value name. */
1399
+ declare const SubscriptionRequestType: {
1400
+ readonly Snapshot: "0";
1401
+ readonly SnapshotAndUpdates: "1";
1402
+ readonly DisablePreviousSnapshot: "2";
1403
+ };
1404
+ type SubscriptionRequestType = (typeof SubscriptionRequestType)[keyof typeof SubscriptionRequestType];
1405
+ /** `TickDirection` (tag 274) values keyed by spec value name. */
1406
+ declare const TickDirection: {
1407
+ readonly PlusTick: "0";
1408
+ readonly ZeroPlusTick: "1";
1409
+ readonly MinusTick: "2";
1410
+ readonly ZeroMinusTick: "3";
1411
+ };
1412
+ type TickDirection = (typeof TickDirection)[keyof typeof TickDirection];
1413
+ /** `TimeInForce` (tag 59) values keyed by spec value name. */
1414
+ declare const TimeInForce: {
1415
+ readonly Day: "0";
1416
+ readonly GoodTillCancel: "1";
1417
+ readonly AtTheOpening: "2";
1418
+ readonly ImmediateOrCancel: "3";
1419
+ readonly FillOrKill: "4";
1420
+ readonly GoodTillCrossing: "5";
1421
+ readonly GoodTillDate: "6";
1422
+ };
1423
+ type TimeInForce = (typeof TimeInForce)[keyof typeof TimeInForce];
1424
+ /** `TradeCondition` (tag 277) values keyed by spec value name. */
1425
+ declare const TradeCondition: {
1426
+ readonly Cash: "A";
1427
+ readonly AveragePriceTrade: "B";
1428
+ readonly CashTrade: "C";
1429
+ readonly NextDay: "D";
1430
+ readonly Opening: "E";
1431
+ readonly IntradayTradeDetail: "F";
1432
+ readonly Rule127Trade: "G";
1433
+ readonly Rule155Trade: "H";
1434
+ readonly SoldLast: "I";
1435
+ readonly NextDayTrade: "J";
1436
+ readonly Opened: "K";
1437
+ readonly Seller: "L";
1438
+ readonly Sold: "M";
1439
+ readonly StoppedStock: "N";
1440
+ };
1441
+ type TradeCondition = (typeof TradeCondition)[keyof typeof TradeCondition];
1442
+ /** `TradeType` (tag 418) values keyed by spec value name. */
1443
+ declare const TradeType: {
1444
+ readonly Agency: "A";
1445
+ readonly VWAPGuarantee: "G";
1446
+ readonly GuaranteedClose: "J";
1447
+ readonly RiskTrade: "R";
1448
+ };
1449
+ type TradeType = (typeof TradeType)[keyof typeof TradeType];
1450
+ /** `TradSesMethod` (tag 338) values keyed by spec value name. */
1451
+ declare const TradSesMethod: {
1452
+ readonly Electronic: "1";
1453
+ readonly OpenOutcry: "2";
1454
+ readonly TwoParty: "3";
1455
+ };
1456
+ type TradSesMethod = (typeof TradSesMethod)[keyof typeof TradSesMethod];
1457
+ /** `TradSesMode` (tag 339) values keyed by spec value name. */
1458
+ declare const TradSesMode: {
1459
+ readonly Testing: "1";
1460
+ readonly Simulated: "2";
1461
+ readonly Production: "3";
1462
+ };
1463
+ type TradSesMode = (typeof TradSesMode)[keyof typeof TradSesMode];
1464
+ /** `TradSesStatus` (tag 340) values keyed by spec value name. */
1465
+ declare const TradSesStatus: {
1466
+ readonly Halted: "1";
1467
+ readonly Open: "2";
1468
+ readonly Closed: "3";
1469
+ readonly PreOpen: "4";
1470
+ readonly PreClose: "5";
1471
+ };
1472
+ type TradSesStatus = (typeof TradSesStatus)[keyof typeof TradSesStatus];
1473
+ /** `UnsolicitedIndicator` (tag 325) values keyed by spec value name. */
1474
+ declare const UnsolicitedIndicator: {
1475
+ readonly MessageIsBeingSentAsAResultOfAPriorRequest: "N";
1476
+ readonly MessageIsBeingSentUnsolicited: "Y";
1477
+ };
1478
+ type UnsolicitedIndicator = (typeof UnsolicitedIndicator)[keyof typeof UnsolicitedIndicator];
1479
+ /** `Urgency` (tag 61) values keyed by spec value name. */
1480
+ declare const Urgency: {
1481
+ readonly Normal: "0";
1482
+ readonly Flash: "1";
1483
+ readonly Background: "2";
1484
+ };
1485
+ type Urgency = (typeof Urgency)[keyof typeof Urgency];
1486
+ /**
1487
+ * Enumerated field values: field name → spec value name → on-the-wire string.
1488
+ * `Enums.MDEntryType.BID === "0"`. Values are wire-verbatim strings even for
1489
+ * int-typed fields (`Enums.SessionRejectReason.INVALID_TAG_NUMBER === "0"`),
1490
+ * so they compare directly against tokenizer and parser output. Fields are
1491
+ * sorted by name; values keep the spec's order. Names that start with a digit
1492
+ * (`"401K"`) need bracket access. Each entry references the top-level const
1493
+ * of the same name (`Enums.MDEntryType === MDEntryType`).
1494
+ * Exceptions with no top-level const, inlined here: `MsgType` — see the note on each entry.
1495
+ */
1496
+ declare const Enums: {
1497
+ readonly Adjustment: {
1498
+ readonly Cancel: "1";
1499
+ readonly Error: "2";
1500
+ readonly Correction: "3";
1501
+ };
1502
+ readonly AdvSide: {
1503
+ readonly Buy: "B";
1504
+ readonly Sell: "S";
1505
+ readonly Trade: "T";
1506
+ readonly Cross: "X";
1507
+ };
1508
+ readonly AdvTransType: {
1509
+ readonly Cancel: "C";
1510
+ readonly New: "N";
1511
+ readonly Replace: "R";
1512
+ };
1513
+ readonly AggregatedBook: {
1514
+ readonly BookEntriesShouldNotBeAggregated: "N";
1515
+ readonly BookEntriesToBeAggregated: "Y";
1516
+ };
1517
+ readonly AllocHandlInst: {
1518
+ readonly Match: "1";
1519
+ readonly Forward: "2";
1520
+ readonly ForwardAndMatch: "3";
1521
+ };
1522
+ readonly AllocLinkType: {
1523
+ readonly FXNetting: "0";
1524
+ readonly FXSwap: "1";
1525
+ };
1526
+ readonly AllocRejCode: {
1527
+ readonly UnknownAccount: "0";
1528
+ readonly IncorrectQuantity: "1";
1529
+ readonly IncorrectAveragegPrice: "2";
1530
+ readonly UnknownExecutingBrokerMnemonic: "3";
1531
+ readonly CommissionDifference: "4";
1532
+ readonly UnknownOrderID: "5";
1533
+ readonly UnknownListID: "6";
1534
+ readonly OtherSeeText: "7";
1535
+ };
1536
+ readonly AllocStatus: {
1537
+ readonly Accepted: "0";
1538
+ readonly BlockLevelReject: "1";
1539
+ readonly AccountLevelReject: "2";
1540
+ readonly Received: "3";
1541
+ };
1542
+ readonly AllocTransType: {
1543
+ readonly New: "0";
1544
+ readonly Replace: "1";
1545
+ readonly Cancel: "2";
1546
+ readonly Preliminary: "3";
1547
+ readonly Calculated: "4";
1548
+ readonly CalculatedWithoutPreliminary: "5";
1549
+ };
1550
+ readonly BasisPxType: {
1551
+ readonly ClosingPriceAtMorningSession: "2";
1552
+ readonly ClosingPrice: "3";
1553
+ readonly CurrentPrice: "4";
1554
+ readonly SQ: "5";
1555
+ readonly VWAPThroughADay: "6";
1556
+ readonly VWAPThroughAMorningSession: "7";
1557
+ readonly VWAPThroughAnAfternoonSession: "8";
1558
+ readonly VWAPThroughADayExcept: "9";
1559
+ readonly VWAPThroughAMorningSessionExcept: "A";
1560
+ readonly VWAPThroughAnAfternoonSessionExcept: "B";
1561
+ readonly Strike: "C";
1562
+ readonly Open: "D";
1563
+ readonly Others: "Z";
1564
+ };
1565
+ readonly Benchmark: {
1566
+ readonly CURVE: "1";
1567
+ readonly FiveYR: "2";
1568
+ readonly OLD5: "3";
1569
+ readonly TenYR: "4";
1570
+ readonly OLD10: "5";
1571
+ readonly ThirtyYR: "6";
1572
+ readonly OLD30: "7";
1573
+ readonly ThreeMOLIBOR: "8";
1574
+ readonly SixMOLIBOR: "9";
1575
+ };
1576
+ readonly BidRequestTransType: {
1577
+ readonly Cancel: "C";
1578
+ readonly New: "N";
1579
+ };
1580
+ readonly BusinessRejectReason: {
1581
+ readonly Other: "0";
1582
+ readonly UnknownID: "1";
1583
+ readonly UnknownSecurity: "2";
1584
+ readonly UnsupportedMessageType: "3";
1585
+ readonly ApplicationNotAvailable: "4";
1586
+ readonly ConditionallyRequiredFieldMissing: "5";
1587
+ };
1588
+ readonly CommType: {
1589
+ readonly PerUnit: "1";
1590
+ readonly Percent: "2";
1591
+ readonly Absolute: "3";
1592
+ };
1593
+ readonly CorporateAction: {
1594
+ readonly ExDividend: "A";
1595
+ readonly ExDistribution: "B";
1596
+ readonly ExRights: "C";
1597
+ readonly New: "D";
1598
+ readonly ExInterest: "E";
1599
+ };
1600
+ readonly CoveredOrUncovered: {
1601
+ readonly Covered: "0";
1602
+ readonly Uncovered: "1";
1603
+ };
1604
+ readonly CustomerOrFirm: {
1605
+ readonly Customer: "0";
1606
+ readonly Firm: "1";
1607
+ };
1608
+ readonly CxlRejReason: {
1609
+ readonly TooLateToCancel: "0";
1610
+ readonly UnknownOrder: "1";
1611
+ readonly BrokerCredit: "2";
1612
+ readonly OrderAlreadyInPendingStatus: "3";
1613
+ };
1614
+ readonly CxlRejResponseTo: {
1615
+ readonly OrderCancelRequest: "1";
1616
+ readonly OrderCancel: "2";
1617
+ };
1618
+ readonly DeleteReason: {
1619
+ readonly Cancellation: "0";
1620
+ readonly Error: "1";
1621
+ };
1622
+ readonly DiscretionInst: {
1623
+ readonly RelatedToDisplayedPrice: "0";
1624
+ readonly RelatedToMarketPrice: "1";
1625
+ readonly RelatedToPrimaryPrice: "2";
1626
+ readonly RelatedToLocalPrimaryPrice: "3";
1627
+ readonly RelatedToMidpointPrice: "4";
1628
+ readonly RelatedToLastTradePrice: "5";
1629
+ };
1630
+ readonly DKReason: {
1631
+ readonly UnknownSymbol: "A";
1632
+ readonly WrongSide: "B";
1633
+ readonly QuantityExceedsOrder: "C";
1634
+ readonly NoMatchingOrder: "D";
1635
+ readonly PriceExceedsLimit: "E";
1636
+ readonly Other: "Z";
1637
+ };
1638
+ readonly DueToRelated: {
1639
+ readonly NotRelatedToSecurityHalt: "N";
1640
+ readonly RelatedToSecurityHalt: "Y";
1641
+ };
1642
+ readonly EmailType: {
1643
+ readonly New: "0";
1644
+ readonly Reply: "1";
1645
+ readonly AdminReply: "2";
1646
+ };
1647
+ readonly EncryptMethod: {
1648
+ readonly None: "0";
1649
+ readonly PKCS: "1";
1650
+ readonly DES: "2";
1651
+ readonly PKCSDES: "3";
1652
+ readonly PGPDES: "4";
1653
+ readonly PGPDESMD5: "5";
1654
+ readonly PEM: "6";
1655
+ };
1656
+ readonly ExchangeForPhysical: {
1657
+ readonly False: "N";
1658
+ readonly True: "Y";
1659
+ };
1660
+ readonly ExecInst: {
1661
+ readonly StayOnOfferSide: "0";
1662
+ readonly NotHeld: "1";
1663
+ readonly Work: "2";
1664
+ readonly GoAlong: "3";
1665
+ readonly OverTheDay: "4";
1666
+ readonly Held: "5";
1667
+ readonly ParticipateDoNotInitiate: "6";
1668
+ readonly StrictScale: "7";
1669
+ readonly TryToScale: "8";
1670
+ readonly StayOnBidSide: "9";
1671
+ readonly NoCross: "A";
1672
+ readonly OKToCross: "B";
1673
+ readonly CallFirst: "C";
1674
+ readonly PercentOfVolume: "D";
1675
+ readonly DoNotIncrease: "E";
1676
+ readonly DoNotReduce: "F";
1677
+ readonly AllOrNone: "G";
1678
+ readonly InstitutionsOnly: "I";
1679
+ readonly LastPeg: "L";
1680
+ readonly MidPricePeg: "M";
1681
+ readonly NonNegotiable: "N";
1682
+ readonly OpeningPeg: "O";
1683
+ readonly MarketPeg: "P";
1684
+ readonly PrimaryPeg: "R";
1685
+ readonly Suspend: "S";
1686
+ readonly FixedPegToLocalBestBidOrOfferAtTimeOfOrder: "T";
1687
+ readonly CustomerDisplayInstruction: "U";
1688
+ readonly Netting: "V";
1689
+ readonly PegToVWAP: "W";
1690
+ };
1691
+ readonly ExecRestatementReason: {
1692
+ readonly GTCorporateAction: "0";
1693
+ readonly GTRenewal: "1";
1694
+ readonly VerbalChange: "2";
1695
+ readonly RepricingOfOrder: "3";
1696
+ readonly BrokerOption: "4";
1697
+ readonly PartialDeclineOfOrderQty: "5";
1698
+ };
1699
+ readonly ExecTransType: {
1700
+ readonly New: "0";
1701
+ readonly Cancel: "1";
1702
+ readonly Correct: "2";
1703
+ readonly Status: "3";
1704
+ };
1705
+ readonly ExecType: {
1706
+ readonly New: "0";
1707
+ readonly PartialFill: "1";
1708
+ readonly Fill: "2";
1709
+ readonly DoneForDay: "3";
1710
+ readonly Canceled: "4";
1711
+ readonly Replaced: "5";
1712
+ readonly PendingCancel: "6";
1713
+ readonly Stopped: "7";
1714
+ readonly Rejected: "8";
1715
+ readonly Suspended: "9";
1716
+ readonly PendingNew: "A";
1717
+ readonly Calculated: "B";
1718
+ readonly Expired: "C";
1719
+ readonly Restated: "D";
1720
+ readonly PendingReplace: "E";
1721
+ };
1722
+ readonly FinancialStatus: {
1723
+ readonly Bankrupt: "1";
1724
+ };
1725
+ readonly ForexReq: {
1726
+ readonly DoNotExecuteForexAfterSecurityTrade: "N";
1727
+ readonly ExecuteForexAfterSecurityTrade: "Y";
1728
+ };
1729
+ readonly GapFillFlag: {
1730
+ readonly SequenceReset: "N";
1731
+ readonly GapFillMessage: "Y";
1732
+ };
1733
+ readonly GTBookingInst: {
1734
+ readonly BookOutAllTradesOnDayOfExecution: "0";
1735
+ readonly AccumulateUntilFilledOrExpired: "1";
1736
+ readonly AccumulateUntilVerballlyNotifiedOtherwise: "2";
1737
+ };
1738
+ readonly HaltReason: {
1739
+ readonly NewsDissemination: "D";
1740
+ readonly OrderInflux: "E";
1741
+ readonly OrderImbalance: "I";
1742
+ readonly AdditionalInformation: "M";
1743
+ readonly NewsPending: "P";
1744
+ readonly EquipmentChangeover: "X";
1745
+ };
1746
+ readonly HandlInst: {
1747
+ readonly AutomatedExecutionNoIntervention: "1";
1748
+ readonly AutomatedExecutionInterventionOK: "2";
1749
+ readonly ManualOrder: "3";
1750
+ };
1751
+ readonly IDSource: {
1752
+ readonly CUSIP: "1";
1753
+ readonly SEDOL: "2";
1754
+ readonly QUIK: "3";
1755
+ readonly ISINNumber: "4";
1756
+ readonly RICCode: "5";
1757
+ readonly ISOCurrencyCode: "6";
1758
+ readonly ISOCountryCode: "7";
1759
+ readonly ExchangeSymbol: "8";
1760
+ readonly ConsolidatedTapeAssociation: "9";
1761
+ };
1762
+ readonly IncTaxInd: {
1763
+ readonly Net: "1";
1764
+ readonly Gross: "2";
1765
+ };
1766
+ readonly InViewOfCommon: {
1767
+ readonly HaltWasNotRelatedToAHaltOfTheCommonStock: "N";
1768
+ readonly HaltWasDueToCommonStockBeingHalted: "Y";
1769
+ };
1770
+ readonly IOINaturalFlag: {
1771
+ readonly NotNatural: "N";
1772
+ readonly Natural: "Y";
1773
+ };
1774
+ readonly IOIQltyInd: {
1775
+ readonly High: "H";
1776
+ readonly Low: "L";
1777
+ readonly Medium: "M";
1778
+ };
1779
+ readonly IOIQualifier: {
1780
+ readonly AllOrNone: "A";
1781
+ readonly AtTheClose: "C";
1782
+ readonly InTouchWith: "I";
1783
+ readonly Limit: "L";
1784
+ readonly MoreBehind: "M";
1785
+ readonly AtTheOpen: "O";
1786
+ readonly TakingAPosition: "P";
1787
+ readonly AtTheMarket: "Q";
1788
+ readonly ReadyToTrade: "R";
1789
+ readonly PortfolioShown: "S";
1790
+ readonly ThroughTheDay: "T";
1791
+ readonly Versus: "V";
1792
+ readonly Indication: "W";
1793
+ readonly CrossingOpportunity: "X";
1794
+ readonly AtTheMidpoint: "Y";
1795
+ readonly PreOpen: "Z";
1796
+ };
1797
+ readonly IOIShares: {
1798
+ readonly Large: "L";
1799
+ readonly Medium: "M";
1800
+ readonly Small: "S";
1801
+ };
1802
+ readonly IOITransType: {
1803
+ readonly Cancel: "C";
1804
+ readonly New: "N";
1805
+ readonly Replace: "R";
1806
+ };
1807
+ readonly LastCapacity: {
1808
+ readonly Agent: "1";
1809
+ readonly CrossAsAgent: "2";
1810
+ readonly CrossAsPrincipal: "3";
1811
+ readonly Principal: "4";
1812
+ };
1813
+ readonly LiquidityIndType: {
1814
+ readonly FiveDayMovingAverage: "1";
1815
+ readonly TwentyDayMovingAverage: "2";
1816
+ readonly NormalMarketSize: "3";
1817
+ readonly Other: "4";
1818
+ };
1819
+ readonly ListExecInstType: {
1820
+ readonly Immediate: "1";
1821
+ readonly WaitForInstruction: "2";
1822
+ };
1823
+ readonly LocateReqd: {
1824
+ readonly No: "N";
1825
+ readonly Yes: "Y";
1826
+ };
1827
+ readonly MDEntryType: {
1828
+ readonly Bid: "0";
1829
+ readonly Offer: "1";
1830
+ readonly Trade: "2";
1831
+ readonly IndexValue: "3";
1832
+ readonly OpeningPrice: "4";
1833
+ readonly ClosingPrice: "5";
1834
+ readonly SettlementPrice: "6";
1835
+ readonly TradingSessionHighPrice: "7";
1836
+ readonly TradingSessionLowPrice: "8";
1837
+ readonly TradingSessionVWAPPrice: "9";
1838
+ };
1839
+ readonly MDReqRejReason: {
1840
+ readonly UnknownSymbol: "0";
1841
+ readonly DuplicateMDReqID: "1";
1842
+ readonly InsufficientBandwidth: "2";
1843
+ readonly InsufficientPermissions: "3";
1844
+ readonly UnsupportedSubscriptionRequestType: "4";
1845
+ readonly UnsupportedMarketDepth: "5";
1846
+ readonly UnsupportedMDUpdateType: "6";
1847
+ readonly UnsupportedAggregatedBook: "7";
1848
+ readonly UnsupportedMDEntryType: "8";
1849
+ };
1850
+ readonly MDUpdateAction: {
1851
+ readonly New: "0";
1852
+ readonly Change: "1";
1853
+ readonly Delete: "2";
1854
+ };
1855
+ readonly MDUpdateType: {
1856
+ readonly FullRefresh: "0";
1857
+ readonly IncrementalRefresh: "1";
1858
+ };
1859
+ readonly MessageEncoding: {
1860
+ readonly EUCJP: "EUC-JP";
1861
+ readonly ISO2022JP: "ISO-2022-JP";
1862
+ readonly ShiftJIS: "Shift_JIS";
1863
+ readonly UTF8: "UTF-8";
1864
+ };
1865
+ readonly MiscFeeType: {
1866
+ readonly Regulatory: "1";
1867
+ readonly Tax: "2";
1868
+ readonly LocalCommission: "3";
1869
+ readonly ExchangeFees: "4";
1870
+ readonly Stamp: "5";
1871
+ readonly Levy: "6";
1872
+ readonly Other: "7";
1873
+ readonly Markup: "8";
1874
+ readonly ConsumptionTax: "9";
1875
+ };
1876
+ readonly MsgDirection: {
1877
+ readonly Receive: "R";
1878
+ readonly Send: "S";
1879
+ };
1880
+ readonly MsgType: {
1881
+ readonly Heartbeat: "0";
1882
+ readonly TestRequest: "1";
1883
+ readonly ResendRequest: "2";
1884
+ readonly Reject: "3";
1885
+ readonly SequenceReset: "4";
1886
+ readonly Logout: "5";
1887
+ readonly IOI: "6";
1888
+ readonly Advertisement: "7";
1889
+ readonly ExecutionReport: "8";
1890
+ readonly OrderCancelReject: "9";
1891
+ readonly QuoteStatusRequest: "a";
1892
+ readonly Logon: "A";
1893
+ readonly News: "B";
1894
+ readonly MassQuoteAcknowledgement: "b";
1895
+ readonly Email: "C";
1896
+ readonly SecurityDefinitionRequest: "c";
1897
+ readonly NewOrderSingle: "D";
1898
+ readonly SecurityDefinition: "d";
1899
+ readonly NewOrderList: "E";
1900
+ readonly SecurityStatusRequest: "e";
1901
+ readonly SecurityStatus: "f";
1902
+ readonly OrderCancelRequest: "F";
1903
+ readonly OrderCancelReplaceRequest: "G";
1904
+ readonly TradingSessionStatusRequest: "g";
1905
+ readonly OrderStatusRequest: "H";
1906
+ readonly TradingSessionStatus: "h";
1907
+ readonly MassQuote: "i";
1908
+ readonly BusinessMessageReject: "j";
1909
+ readonly AllocationInstruction: "J";
1910
+ readonly ListCancelRequest: "K";
1911
+ readonly BidRequest: "k";
1912
+ readonly BidResponse: "l";
1913
+ readonly ListExecute: "L";
1914
+ readonly ListStrikePrice: "m";
1915
+ readonly ListStatusRequest: "M";
1916
+ readonly ListStatus: "N";
1917
+ readonly AllocationInstructionAck: "P";
1918
+ readonly DontKnowTrade: "Q";
1919
+ readonly QuoteRequest: "R";
1920
+ readonly Quote: "S";
1921
+ readonly SettlementInstructions: "T";
1922
+ readonly MarketDataRequest: "V";
1923
+ readonly MarketDataSnapshotFullRefresh: "W";
1924
+ readonly MarketDataIncrementalRefresh: "X";
1925
+ readonly MarketDataRequestReject: "Y";
1926
+ readonly QuoteCancel: "Z";
1927
+ };
1928
+ readonly MultiLegReportingType: {
1929
+ readonly SingleSecurity: "1";
1930
+ readonly IndividualLegOfAMultiLegSecurity: "2";
1931
+ readonly MultiLegSecurity: "3";
1932
+ };
1933
+ readonly NetGrossInd: {
1934
+ readonly Net: "1";
1935
+ readonly Gross: "2";
1936
+ };
1937
+ readonly NotifyBrokerOfCredit: {
1938
+ readonly DetailsShouldNotBeCommunicated: "N";
1939
+ readonly DetailsShouldBeCommunicated: "Y";
1940
+ };
1941
+ readonly OpenClose: {
1942
+ readonly Close: "C";
1943
+ readonly Open: "O";
1944
+ };
1945
+ readonly OpenCloseSettleFlag: {
1946
+ readonly DailyOpen: "0";
1947
+ readonly SessionOpen: "1";
1948
+ readonly DeliverySettlementEntry: "2";
1949
+ };
1950
+ readonly OrdRejReason: {
1951
+ readonly BrokerCredit: "0";
1952
+ readonly UnknownSymbol: "1";
1953
+ readonly ExchangeClosed: "2";
1954
+ readonly OrderExceedsLimit: "3";
1955
+ readonly TooLateToEnter: "4";
1956
+ readonly UnknownOrder: "5";
1957
+ readonly DuplicateOrder: "6";
1958
+ readonly DuplicateOfAVerballyCommunicatedOrder: "7";
1959
+ readonly StaleOrder: "8";
1960
+ };
1961
+ readonly OrdStatus: {
1962
+ readonly New: "0";
1963
+ readonly PartiallyFilled: "1";
1964
+ readonly Filled: "2";
1965
+ readonly DoneForDay: "3";
1966
+ readonly Canceled: "4";
1967
+ readonly Replaced: "5";
1968
+ readonly PendingCancel: "6";
1969
+ readonly Stopped: "7";
1970
+ readonly Rejected: "8";
1971
+ readonly Suspended: "9";
1972
+ readonly PendingNew: "A";
1973
+ readonly Calculated: "B";
1974
+ readonly Expired: "C";
1975
+ readonly AcceptedForBidding: "D";
1976
+ readonly PendingReplace: "E";
1977
+ };
1978
+ readonly OrdType: {
1979
+ readonly Market: "1";
1980
+ readonly Limit: "2";
1981
+ readonly Stop: "3";
1982
+ readonly StopLimit: "4";
1983
+ readonly MarketOnClose: "5";
1984
+ readonly WithOrWithout: "6";
1985
+ readonly LimitOrBetter: "7";
1986
+ readonly LimitWithOrWithout: "8";
1987
+ readonly OnBasis: "9";
1988
+ readonly OnClose: "A";
1989
+ readonly LimitOnClose: "B";
1990
+ readonly ForexMarket: "C";
1991
+ readonly PreviouslyQuoted: "D";
1992
+ readonly PreviouslyIndicated: "E";
1993
+ readonly ForexLimit: "F";
1994
+ readonly ForexSwap: "G";
1995
+ readonly ForexPreviouslyQuoted: "H";
1996
+ readonly Funari: "I";
1997
+ readonly Pegged: "P";
1998
+ };
1999
+ readonly PossDupFlag: {
2000
+ readonly OriginalTransmission: "N";
2001
+ readonly PossibleDuplicate: "Y";
2002
+ };
2003
+ readonly PossResend: {
2004
+ readonly OriginalTransmission: "N";
2005
+ readonly PossibleResend: "Y";
2006
+ };
2007
+ readonly PriceType: {
2008
+ readonly Percentage: "1";
2009
+ readonly PerUnit: "2";
2010
+ readonly FixedAmount: "3";
2011
+ };
2012
+ readonly ProcessCode: {
2013
+ readonly Regular: "0";
2014
+ readonly SoftDollar: "1";
2015
+ readonly StepIn: "2";
2016
+ readonly StepOut: "3";
2017
+ readonly SoftDollarStepIn: "4";
2018
+ readonly SoftDollarStepOut: "5";
2019
+ readonly PlanSponsor: "6";
2020
+ };
2021
+ readonly ProgRptReqs: {
2022
+ readonly BuySideRequests: "1";
2023
+ readonly SellSideSends: "2";
2024
+ readonly RealTimeExecutionReports: "3";
2025
+ };
2026
+ readonly PutOrCall: {
2027
+ readonly Put: "0";
2028
+ readonly Call: "1";
2029
+ };
2030
+ readonly QuoteAckStatus: {
2031
+ readonly Accepted: "0";
2032
+ readonly CancelForSymbol: "1";
2033
+ readonly CanceledForSecurityType: "2";
2034
+ readonly CanceledForUnderlying: "3";
2035
+ readonly CanceledAll: "4";
2036
+ readonly Rejected: "5";
2037
+ };
2038
+ readonly QuoteCancelType: {
2039
+ readonly CancelForOneOrMoreSecurities: "1";
2040
+ readonly CancelForSecurityType: "2";
2041
+ readonly CancelForUnderlyingSecurity: "3";
2042
+ readonly CancelAllQuotes: "4";
2043
+ };
2044
+ readonly QuoteCondition: {
2045
+ readonly Open: "A";
2046
+ readonly Closed: "B";
2047
+ readonly ExchangeBest: "C";
2048
+ readonly ConsolidatedBest: "D";
2049
+ readonly Locked: "E";
2050
+ readonly Crossed: "F";
2051
+ readonly Depth: "G";
2052
+ readonly FastTrading: "H";
2053
+ readonly NonFirm: "I";
2054
+ };
2055
+ readonly QuoteEntryRejectReason: {
2056
+ readonly UnknownSymbol: "1";
2057
+ readonly Exchange: "2";
2058
+ readonly QuoteExceedsLimit: "3";
2059
+ readonly TooLateToEnter: "4";
2060
+ readonly UnknownQuote: "5";
2061
+ readonly DuplicateQuote: "6";
2062
+ readonly InvalidBidAskSpread: "7";
2063
+ readonly InvalidPrice: "8";
2064
+ readonly NotAuthorizedToQuoteSecurity: "9";
2065
+ };
2066
+ readonly QuoteRejectReason: {
2067
+ readonly UnknownSymbol: "1";
2068
+ readonly Exchange: "2";
2069
+ readonly QuoteRequestExceedsLimit: "3";
2070
+ readonly TooLateToEnter: "4";
2071
+ readonly UnknownQuote: "5";
2072
+ readonly DuplicateQuote: "6";
2073
+ readonly InvalidBid: "7";
2074
+ readonly InvalidPrice: "8";
2075
+ readonly NotAuthorizedToQuoteSecurity: "9";
2076
+ };
2077
+ readonly QuoteRequestType: {
2078
+ readonly Manual: "1";
2079
+ readonly Automatic: "2";
2080
+ };
2081
+ readonly QuoteResponseLevel: {
2082
+ readonly NoAcknowledgement: "0";
2083
+ readonly AcknowledgeOnlyNegativeOrErroneousQuotes: "1";
2084
+ readonly AcknowledgeEachQuoteMessage: "2";
2085
+ };
2086
+ readonly ReportToExch: {
2087
+ readonly SenderReports: "N";
2088
+ readonly ReceiverReports: "Y";
2089
+ };
2090
+ readonly ResetSeqNumFlag: {
2091
+ readonly No: "N";
2092
+ readonly Yes: "Y";
2093
+ };
2094
+ readonly RoutingType: {
2095
+ readonly TargetFirm: "1";
2096
+ readonly TargetList: "2";
2097
+ readonly BlockFirm: "3";
2098
+ readonly BlockList: "4";
2099
+ };
2100
+ readonly Rule80A: {
2101
+ readonly AgencySingleOrder: "A";
2102
+ readonly ShortExemptTransactionAType: "B";
2103
+ readonly ProprietaryNonAlgo: "C";
2104
+ readonly ProgramOrderMember: "D";
2105
+ readonly ShortExemptTransactionForPrincipal: "E";
2106
+ readonly ShortExemptTransactionWType: "F";
2107
+ readonly ShortExemptTransactionIType: "H";
2108
+ readonly IndividualInvestor: "I";
2109
+ readonly ProprietaryAlgo: "J";
2110
+ readonly AgencyAlgo: "K";
2111
+ readonly ShortExemptTransactionMemberAffliated: "L";
2112
+ readonly ProgramOrderOtherMember: "M";
2113
+ readonly AgentForOtherMember: "N";
2114
+ readonly ProprietaryTransactionAffiliated: "O";
2115
+ readonly Principal: "P";
2116
+ readonly TransactionNonMember: "R";
2117
+ readonly SpecialistTrades: "S";
2118
+ readonly TransactionUnaffiliatedMember: "T";
2119
+ readonly AgencyIndexArb: "U";
2120
+ readonly AllOtherOrdersAsAgentForOtherMember: "W";
2121
+ readonly ShortExemptTransactionMemberNotAffliated: "X";
2122
+ readonly AgencyNonAlgo: "Y";
2123
+ readonly ShortExemptTransactionNonMember: "Z";
2124
+ };
2125
+ readonly SecurityRequestType: {
2126
+ readonly RequestSecurityIdentityAndSpecifications: "0";
2127
+ readonly RequestSecurityIdentityForSpecifications: "1";
2128
+ readonly RequestListSecurityTypes: "2";
2129
+ readonly RequestListSecurities: "3";
2130
+ };
2131
+ readonly SecurityResponseType: {
2132
+ readonly AcceptAsIs: "1";
2133
+ readonly AcceptWithRevisions: "2";
2134
+ readonly ListOfSecurityTypesReturnedPerRequest: "3";
2135
+ readonly ListOfSecuritiesReturnedPerRequest: "4";
2136
+ readonly RejectSecurityProposal: "5";
2137
+ readonly CannotMatchSelectionCriteria: "6";
2138
+ };
2139
+ readonly SecurityTradingStatus: {
2140
+ readonly OpeningDelay: "1";
2141
+ readonly MarketOnCloseImbalanceSell: "10";
2142
+ readonly NoMarketImbalance: "12";
2143
+ readonly NoMarketOnCloseImbalance: "13";
2144
+ readonly ITSPreOpening: "14";
2145
+ readonly NewPriceIndication: "15";
2146
+ readonly TradeDisseminationTime: "16";
2147
+ readonly ReadyToTrade: "17";
2148
+ readonly NotAvailableForTrading: "18";
2149
+ readonly NotTradedOnThisMarket: "19";
2150
+ readonly TradingHalt: "2";
2151
+ readonly UnknownOrInvalid: "20";
2152
+ readonly Resume: "3";
2153
+ readonly NoOpen: "4";
2154
+ readonly PriceIndication: "5";
2155
+ readonly TradingRangeIndication: "6";
2156
+ readonly MarketImbalanceBuy: "7";
2157
+ readonly MarketImbalanceSell: "8";
2158
+ readonly MarketOnCloseImbalanceBuy: "9";
2159
+ };
2160
+ readonly SecurityType: {
2161
+ readonly Wildcard: "?";
2162
+ readonly BankersAcceptance: "BA";
2163
+ readonly ConvertibleBond: "CB";
2164
+ readonly CertificateOfDeposit: "CD";
2165
+ readonly CollateralizedMortgageObligation: "CMO";
2166
+ readonly CorporateBond: "CORP";
2167
+ readonly CommercialPaper: "CP";
2168
+ readonly CorporatePrivatePlacement: "CPP";
2169
+ readonly CommonStock: "CS";
2170
+ readonly FederalHousingAuthority: "FHA";
2171
+ readonly FederalHomeLoan: "FHL";
2172
+ readonly FederalNationalMortgageAssociation: "FN";
2173
+ readonly ForeignExchangeContract: "FOR";
2174
+ readonly Future: "FUT";
2175
+ readonly GovernmentNationalMortgageAssociation: "GN";
2176
+ readonly TreasuriesAgencyDebenture: "GOVT";
2177
+ readonly IOETTEMortgage: "IET";
2178
+ readonly MutualFund: "MF";
2179
+ readonly MortgageInterestOnly: "MIO";
2180
+ readonly MortgagePrincipalOnly: "MPO";
2181
+ readonly MortgagePrivatePlacement: "MPP";
2182
+ readonly MiscellaneousPassThrough: "MPT";
2183
+ readonly MunicipalBond: "MUNI";
2184
+ readonly NoSecurityType: "NONE";
2185
+ readonly Option: "OPT";
2186
+ readonly PreferredStock: "PS";
2187
+ readonly RepurchaseAgreement: "RP";
2188
+ readonly ReverseRepurchaseAgreement: "RVRP";
2189
+ readonly StudentLoanMarketingAssociation: "SL";
2190
+ readonly TimeDeposit: "TD";
2191
+ readonly USTreasuryBillOld: "USTB";
2192
+ readonly Warrant: "WAR";
2193
+ readonly CatsTigersAndLions: "ZOO";
2194
+ };
2195
+ readonly SessionRejectReason: {
2196
+ readonly InvalidTagNumber: "0";
2197
+ readonly RequiredTagMissing: "1";
2198
+ readonly SendingTimeAccuracyProblem: "10";
2199
+ readonly InvalidMsgType: "11";
2200
+ readonly TagNotDefinedForThisMessageType: "2";
2201
+ readonly UndefinedTag: "3";
2202
+ readonly TagSpecifiedWithoutAValue: "4";
2203
+ readonly ValueIsIncorrect: "5";
2204
+ readonly IncorrectDataFormatForValue: "6";
2205
+ readonly DecryptionProblem: "7";
2206
+ readonly SignatureProblem: "8";
2207
+ readonly CompIDProblem: "9";
2208
+ };
2209
+ readonly SettlInstMode: {
2210
+ readonly Default: "0";
2211
+ readonly StandingInstructionsProvided: "1";
2212
+ readonly SpecificAllocationAccountOverriding: "2";
2213
+ readonly SpecificAllocationAccountStanding: "3";
2214
+ };
2215
+ readonly SettlInstSource: {
2216
+ readonly BrokerCredit: "1";
2217
+ readonly Institution: "2";
2218
+ };
2219
+ readonly SettlInstTransType: {
2220
+ readonly Cancel: "C";
2221
+ readonly New: "N";
2222
+ readonly Replace: "R";
2223
+ };
2224
+ readonly SettlLocation: {
2225
+ readonly CEDEL: "CED";
2226
+ readonly DepositoryTrustCompany: "DTC";
2227
+ readonly EuroClear: "EUR";
2228
+ readonly FederalBookEntry: "FED";
2229
+ readonly LocalMarketSettleLocation: "ISO Country Code";
2230
+ readonly Physical: "PNY";
2231
+ readonly ParticipantTrustCompany: "PTC";
2232
+ };
2233
+ readonly SettlmntTyp: {
2234
+ readonly Regular: "0";
2235
+ readonly Cash: "1";
2236
+ readonly NextDay: "2";
2237
+ readonly TPlus2: "3";
2238
+ readonly TPlus3: "4";
2239
+ readonly TPlus4: "5";
2240
+ readonly Future: "6";
2241
+ readonly WhenAndIfIssued: "7";
2242
+ readonly SellersOption: "8";
2243
+ readonly TPlus5: "9";
2244
+ };
2245
+ readonly Side: {
2246
+ readonly Buy: "1";
2247
+ readonly Sell: "2";
2248
+ readonly BuyMinus: "3";
2249
+ readonly SellPlus: "4";
2250
+ readonly SellShort: "5";
2251
+ readonly SellShortExempt: "6";
2252
+ readonly Undisclosed: "7";
2253
+ readonly Cross: "8";
2254
+ readonly CrossShort: "9";
2255
+ };
2256
+ readonly SolicitedFlag: {
2257
+ readonly WasNotSolicited: "N";
2258
+ readonly WasSolicited: "Y";
2259
+ };
2260
+ readonly StandInstDbType: {
2261
+ readonly Other: "0";
2262
+ readonly DTCSID: "1";
2263
+ readonly ThomsonALERT: "2";
2264
+ readonly AGlobalCustodian: "3";
2265
+ };
2266
+ readonly SubscriptionRequestType: {
2267
+ readonly Snapshot: "0";
2268
+ readonly SnapshotAndUpdates: "1";
2269
+ readonly DisablePreviousSnapshot: "2";
2270
+ };
2271
+ readonly TickDirection: {
2272
+ readonly PlusTick: "0";
2273
+ readonly ZeroPlusTick: "1";
2274
+ readonly MinusTick: "2";
2275
+ readonly ZeroMinusTick: "3";
2276
+ };
2277
+ readonly TimeInForce: {
2278
+ readonly Day: "0";
2279
+ readonly GoodTillCancel: "1";
2280
+ readonly AtTheOpening: "2";
2281
+ readonly ImmediateOrCancel: "3";
2282
+ readonly FillOrKill: "4";
2283
+ readonly GoodTillCrossing: "5";
2284
+ readonly GoodTillDate: "6";
2285
+ };
2286
+ readonly TradeCondition: {
2287
+ readonly Cash: "A";
2288
+ readonly AveragePriceTrade: "B";
2289
+ readonly CashTrade: "C";
2290
+ readonly NextDay: "D";
2291
+ readonly Opening: "E";
2292
+ readonly IntradayTradeDetail: "F";
2293
+ readonly Rule127Trade: "G";
2294
+ readonly Rule155Trade: "H";
2295
+ readonly SoldLast: "I";
2296
+ readonly NextDayTrade: "J";
2297
+ readonly Opened: "K";
2298
+ readonly Seller: "L";
2299
+ readonly Sold: "M";
2300
+ readonly StoppedStock: "N";
2301
+ };
2302
+ readonly TradeType: {
2303
+ readonly Agency: "A";
2304
+ readonly VWAPGuarantee: "G";
2305
+ readonly GuaranteedClose: "J";
2306
+ readonly RiskTrade: "R";
2307
+ };
2308
+ readonly TradSesMethod: {
2309
+ readonly Electronic: "1";
2310
+ readonly OpenOutcry: "2";
2311
+ readonly TwoParty: "3";
2312
+ };
2313
+ readonly TradSesMode: {
2314
+ readonly Testing: "1";
2315
+ readonly Simulated: "2";
2316
+ readonly Production: "3";
2317
+ };
2318
+ readonly TradSesStatus: {
2319
+ readonly Halted: "1";
2320
+ readonly Open: "2";
2321
+ readonly Closed: "3";
2322
+ readonly PreOpen: "4";
2323
+ readonly PreClose: "5";
2324
+ };
2325
+ readonly UnsolicitedIndicator: {
2326
+ readonly MessageIsBeingSentAsAResultOfAPriorRequest: "N";
2327
+ readonly MessageIsBeingSentUnsolicited: "Y";
2328
+ };
2329
+ readonly Urgency: {
2330
+ readonly Normal: "0";
2331
+ readonly Flash: "1";
2332
+ readonly Background: "2";
2333
+ };
2334
+ };
2335
+ type EnumFieldName = keyof typeof Enums;
2336
+ /** One `NoIOIQualifiers` (199) repeating-group entry. */
2337
+ interface IOI_NoIOIQualifiersEntry {
2338
+ IOIQualifier?: IOIQualifier;
2339
+ }
2340
+ /** One `NoRoutingIDs` (215) repeating-group entry. */
2341
+ interface IOI_NoRoutingIDsEntry {
2342
+ RoutingType?: RoutingType | number;
2343
+ RoutingID?: string;
2344
+ }
2345
+ /** One `NoContraBrokers` (382) repeating-group entry. */
2346
+ interface ExecutionReport_NoContraBrokersEntry {
2347
+ ContraBroker?: string;
2348
+ ContraTrader?: string;
2349
+ ContraTradeQty?: number | string;
2350
+ ContraTradeTime?: string;
2351
+ }
2352
+ /** One `NoMsgTypes` (384) repeating-group entry. */
2353
+ interface Logon_NoMsgTypesEntry {
2354
+ RefMsgType?: string;
2355
+ MsgDirection?: MsgDirection;
2356
+ }
2357
+ /** One `NoRoutingIDs` (215) repeating-group entry. */
2358
+ interface News_NoRoutingIDsEntry {
2359
+ RoutingType?: RoutingType | number;
2360
+ RoutingID?: string;
2361
+ }
2362
+ /** One `NoRelatedSym` (146) repeating-group entry. */
2363
+ interface News_NoRelatedSymEntry {
2364
+ RelatdSym?: string;
2365
+ SymbolSfx?: string;
2366
+ SecurityID?: string;
2367
+ IDSource?: IDSource;
2368
+ SecurityType?: SecurityType;
2369
+ MaturityMonthYear?: string;
2370
+ MaturityDay?: number | string;
2371
+ PutOrCall?: PutOrCall | number;
2372
+ StrikePrice?: number | string;
2373
+ OptAttribute?: string;
2374
+ ContractMultiplier?: number | string;
2375
+ CouponRate?: number | string;
2376
+ SecurityExchange?: string;
2377
+ Issuer?: string;
2378
+ EncodedIssuerLen?: number | string;
2379
+ EncodedIssuer?: string;
2380
+ SecurityDesc?: string;
2381
+ EncodedSecurityDescLen?: number | string;
2382
+ EncodedSecurityDesc?: string;
2383
+ }
2384
+ /** One `LinesOfText` (33) repeating-group entry. */
2385
+ interface News_LinesOfTextEntry {
2386
+ Text: string;
2387
+ EncodedTextLen?: number | string;
2388
+ EncodedText?: string;
2389
+ }
2390
+ /** One `NoRoutingIDs` (215) repeating-group entry. */
2391
+ interface Email_NoRoutingIDsEntry {
2392
+ RoutingType?: RoutingType | number;
2393
+ RoutingID?: string;
2394
+ }
2395
+ /** One `NoRelatedSym` (146) repeating-group entry. */
2396
+ interface Email_NoRelatedSymEntry {
2397
+ RelatdSym?: string;
2398
+ SymbolSfx?: string;
2399
+ SecurityID?: string;
2400
+ IDSource?: IDSource;
2401
+ SecurityType?: SecurityType;
2402
+ MaturityMonthYear?: string;
2403
+ MaturityDay?: number | string;
2404
+ PutOrCall?: PutOrCall | number;
2405
+ StrikePrice?: number | string;
2406
+ OptAttribute?: string;
2407
+ ContractMultiplier?: number | string;
2408
+ CouponRate?: number | string;
2409
+ SecurityExchange?: string;
2410
+ Issuer?: string;
2411
+ EncodedIssuerLen?: number | string;
2412
+ EncodedIssuer?: string;
2413
+ SecurityDesc?: string;
2414
+ EncodedSecurityDescLen?: number | string;
2415
+ EncodedSecurityDesc?: string;
2416
+ }
2417
+ /** One `LinesOfText` (33) repeating-group entry. */
2418
+ interface Email_LinesOfTextEntry {
2419
+ Text: string;
2420
+ EncodedTextLen?: number | string;
2421
+ EncodedText?: string;
2422
+ }
2423
+ /** One `NoAllocs` (78) repeating-group entry. */
2424
+ interface OrderSingle_NoAllocsEntry {
2425
+ AllocAccount?: string;
2426
+ AllocShares?: number | string;
2427
+ }
2428
+ /** One `NoTradingSessions` (386) repeating-group entry. */
2429
+ interface OrderSingle_NoTradingSessionsEntry {
2430
+ TradingSessionID?: string;
2431
+ }
2432
+ /** One `NoAllocs` (78) repeating-group entry. */
2433
+ interface OrderList_NoOrders_NoAllocsEntry {
2434
+ AllocAccount?: string;
2435
+ AllocShares?: number | string;
2436
+ }
2437
+ /** One `NoTradingSessions` (386) repeating-group entry. */
2438
+ interface OrderList_NoOrders_NoTradingSessionsEntry {
2439
+ TradingSessionID?: string;
2440
+ }
2441
+ /** One `NoOrders` (73) repeating-group entry. */
2442
+ interface OrderList_NoOrdersEntry {
2443
+ ClOrdID: string;
2444
+ ListSeqNo: number | string;
2445
+ SettlInstMode?: SettlInstMode;
2446
+ ClientID?: string;
2447
+ ExecBroker?: string;
2448
+ Account?: string;
2449
+ NoAllocs?: OrderList_NoOrders_NoAllocsEntry[];
2450
+ SettlmntTyp?: SettlmntTyp;
2451
+ FutSettDate?: string;
2452
+ HandlInst?: HandlInst;
2453
+ ExecInst?: string;
2454
+ MinQty?: number | string;
2455
+ MaxFloor?: number | string;
2456
+ ExDestination?: string;
2457
+ NoTradingSessions?: OrderList_NoOrders_NoTradingSessionsEntry[];
2458
+ ProcessCode?: ProcessCode;
2459
+ Symbol: string;
2460
+ SymbolSfx?: string;
2461
+ SecurityID?: string;
2462
+ IDSource?: IDSource;
2463
+ SecurityType?: SecurityType;
2464
+ MaturityMonthYear?: string;
2465
+ MaturityDay?: number | string;
2466
+ PutOrCall?: PutOrCall | number;
2467
+ StrikePrice?: number | string;
2468
+ OptAttribute?: string;
2469
+ ContractMultiplier?: number | string;
2470
+ CouponRate?: number | string;
2471
+ SecurityExchange?: string;
2472
+ Issuer?: string;
2473
+ EncodedIssuerLen?: number | string;
2474
+ EncodedIssuer?: string;
2475
+ SecurityDesc?: string;
2476
+ EncodedSecurityDescLen?: number | string;
2477
+ EncodedSecurityDesc?: string;
2478
+ PrevClosePx?: number | string;
2479
+ Side: Side;
2480
+ SideValueInd?: number | string;
2481
+ LocateReqd?: boolean;
2482
+ TransactTime?: string;
2483
+ OrderQty?: number | string;
2484
+ CashOrderQty?: number | string;
2485
+ OrdType?: OrdType;
2486
+ Price?: number | string;
2487
+ StopPx?: number | string;
2488
+ Currency?: string;
2489
+ ComplianceID?: string;
2490
+ SolicitedFlag?: boolean;
2491
+ IOIid?: string;
2492
+ QuoteID?: string;
2493
+ TimeInForce?: TimeInForce;
2494
+ EffectiveTime?: string;
2495
+ ExpireDate?: string;
2496
+ ExpireTime?: string;
2497
+ GTBookingInst?: GTBookingInst | number;
2498
+ Commission?: number | string;
2499
+ CommType?: CommType;
2500
+ Rule80A?: Rule80A;
2501
+ ForexReq?: boolean;
2502
+ SettlCurrency?: string;
2503
+ Text?: string;
2504
+ EncodedTextLen?: number | string;
2505
+ EncodedText?: string;
2506
+ FutSettDate2?: string;
2507
+ OrderQty2?: number | string;
2508
+ OpenClose?: OpenClose;
2509
+ CoveredOrUncovered?: CoveredOrUncovered | number;
2510
+ CustomerOrFirm?: CustomerOrFirm | number;
2511
+ MaxShow?: number | string;
2512
+ PegDifference?: number | string;
2513
+ DiscretionInst?: DiscretionInst;
2514
+ DiscretionOffset?: number | string;
2515
+ ClearingFirm?: string;
2516
+ ClearingAccount?: string;
2517
+ }
2518
+ /** One `NoAllocs` (78) repeating-group entry. */
2519
+ interface OrderCancelReplaceRequest_NoAllocsEntry {
2520
+ AllocAccount?: string;
2521
+ AllocShares?: number | string;
2522
+ }
2523
+ /** One `NoTradingSessions` (386) repeating-group entry. */
2524
+ interface OrderCancelReplaceRequest_NoTradingSessionsEntry {
2525
+ TradingSessionID?: string;
2526
+ }
2527
+ /** One `NoOrders` (73) repeating-group entry. */
2528
+ interface Allocation_NoOrdersEntry {
2529
+ ClOrdID?: string;
2530
+ OrderID?: string;
2531
+ SecondaryOrderID?: string;
2532
+ ListID?: string;
2533
+ WaveNo?: string;
2534
+ }
2535
+ /** One `NoExecs` (124) repeating-group entry. */
2536
+ interface Allocation_NoExecsEntry {
2537
+ LastShares?: number | string;
2538
+ ExecID?: string;
2539
+ LastPx?: number | string;
2540
+ LastCapacity?: LastCapacity;
2541
+ }
2542
+ /** One `NoMiscFees` (136) repeating-group entry. */
2543
+ interface Allocation_NoAllocs_NoMiscFeesEntry {
2544
+ MiscFeeAmt?: number | string;
2545
+ MiscFeeCurr?: string;
2546
+ MiscFeeType?: MiscFeeType;
2547
+ }
2548
+ /** One `NoAllocs` (78) repeating-group entry. */
2549
+ interface Allocation_NoAllocsEntry {
2550
+ AllocAccount?: string;
2551
+ AllocPrice?: number | string;
2552
+ AllocShares: number | string;
2553
+ ProcessCode?: ProcessCode;
2554
+ BrokerOfCredit?: string;
2555
+ NotifyBrokerOfCredit?: boolean;
2556
+ AllocHandlInst?: AllocHandlInst | number;
2557
+ AllocText?: string;
2558
+ EncodedAllocTextLen?: number | string;
2559
+ EncodedAllocText?: string;
2560
+ ExecBroker?: string;
2561
+ ClientID?: string;
2562
+ Commission?: number | string;
2563
+ CommType?: CommType;
2564
+ AllocAvgPx?: number | string;
2565
+ AllocNetMoney?: number | string;
2566
+ SettlCurrAmt?: number | string;
2567
+ SettlCurrency?: string;
2568
+ SettlCurrFxRate?: number | string;
2569
+ SettlCurrFxRateCalc?: string;
2570
+ AccruedInterestAmt?: number | string;
2571
+ SettlInstMode?: SettlInstMode;
2572
+ NoMiscFees?: Allocation_NoAllocs_NoMiscFeesEntry[];
2573
+ }
2574
+ /** One `NoOrders` (73) repeating-group entry. */
2575
+ interface ListStatus_NoOrdersEntry {
2576
+ ClOrdID: string;
2577
+ CumQty: number | string;
2578
+ OrdStatus: OrdStatus;
2579
+ LeavesQty: number | string;
2580
+ CxlQty: number | string;
2581
+ AvgPx: number | string;
2582
+ OrdRejReason?: OrdRejReason | number;
2583
+ Text?: string;
2584
+ EncodedTextLen?: number | string;
2585
+ EncodedText?: string;
2586
+ }
2587
+ /** One `NoRelatedSym` (146) repeating-group entry. */
2588
+ interface QuoteRequest_NoRelatedSymEntry {
2589
+ Symbol: string;
2590
+ SymbolSfx?: string;
2591
+ SecurityID?: string;
2592
+ IDSource?: IDSource;
2593
+ SecurityType?: SecurityType;
2594
+ MaturityMonthYear?: string;
2595
+ MaturityDay?: number | string;
2596
+ PutOrCall?: PutOrCall | number;
2597
+ StrikePrice?: number | string;
2598
+ OptAttribute?: string;
2599
+ ContractMultiplier?: number | string;
2600
+ CouponRate?: number | string;
2601
+ SecurityExchange?: string;
2602
+ Issuer?: string;
2603
+ EncodedIssuerLen?: number | string;
2604
+ EncodedIssuer?: string;
2605
+ SecurityDesc?: string;
2606
+ EncodedSecurityDescLen?: number | string;
2607
+ EncodedSecurityDesc?: string;
2608
+ PrevClosePx?: number | string;
2609
+ QuoteRequestType?: QuoteRequestType | number;
2610
+ TradingSessionID?: string;
2611
+ Side?: Side;
2612
+ OrderQty?: number | string;
2613
+ FutSettDate?: string;
2614
+ OrdType?: OrdType;
2615
+ FutSettDate2?: string;
2616
+ OrderQty2?: number | string;
2617
+ ExpireTime?: string;
2618
+ TransactTime?: string;
2619
+ Currency?: string;
2620
+ }
2621
+ /** One `NoMDEntryTypes` (267) repeating-group entry. */
2622
+ interface MarketDataRequest_NoMDEntryTypesEntry {
2623
+ MDEntryType: MDEntryType;
2624
+ }
2625
+ /** One `NoRelatedSym` (146) repeating-group entry. */
2626
+ interface MarketDataRequest_NoRelatedSymEntry {
2627
+ Symbol: string;
2628
+ SymbolSfx?: string;
2629
+ SecurityID?: string;
2630
+ IDSource?: IDSource;
2631
+ SecurityType?: SecurityType;
2632
+ MaturityMonthYear?: string;
2633
+ MaturityDay?: number | string;
2634
+ PutOrCall?: PutOrCall | number;
2635
+ StrikePrice?: number | string;
2636
+ OptAttribute?: string;
2637
+ ContractMultiplier?: number | string;
2638
+ CouponRate?: number | string;
2639
+ SecurityExchange?: string;
2640
+ Issuer?: string;
2641
+ EncodedIssuerLen?: number | string;
2642
+ EncodedIssuer?: string;
2643
+ SecurityDesc?: string;
2644
+ EncodedSecurityDescLen?: number | string;
2645
+ EncodedSecurityDesc?: string;
2646
+ TradingSessionID?: string;
2647
+ }
2648
+ /** One `NoMDEntries` (268) repeating-group entry. */
2649
+ interface MarketDataSnapshotFullRefresh_NoMDEntriesEntry {
2650
+ MDEntryType: MDEntryType;
2651
+ MDEntryPx: number | string;
2652
+ Currency?: string;
2653
+ MDEntrySize?: number | string;
2654
+ MDEntryDate?: string;
2655
+ MDEntryTime?: string;
2656
+ TickDirection?: TickDirection;
2657
+ MDMkt?: string;
2658
+ TradingSessionID?: string;
2659
+ QuoteCondition?: string;
2660
+ TradeCondition?: string;
2661
+ MDEntryOriginator?: string;
2662
+ LocationID?: string;
2663
+ DeskID?: string;
2664
+ OpenCloseSettleFlag?: OpenCloseSettleFlag;
2665
+ TimeInForce?: TimeInForce;
2666
+ ExpireDate?: string;
2667
+ ExpireTime?: string;
2668
+ MinQty?: number | string;
2669
+ ExecInst?: string;
2670
+ SellerDays?: number | string;
2671
+ OrderID?: string;
2672
+ QuoteEntryID?: string;
2673
+ MDEntryBuyer?: string;
2674
+ MDEntrySeller?: string;
2675
+ NumberOfOrders?: number | string;
2676
+ MDEntryPositionNo?: number | string;
2677
+ Text?: string;
2678
+ EncodedTextLen?: number | string;
2679
+ EncodedText?: string;
2680
+ }
2681
+ /** One `NoMDEntries` (268) repeating-group entry. */
2682
+ interface MarketDataIncrementalRefresh_NoMDEntriesEntry {
2683
+ MDUpdateAction: MDUpdateAction;
2684
+ DeleteReason?: DeleteReason;
2685
+ MDEntryType?: MDEntryType;
2686
+ MDEntryID?: string;
2687
+ MDEntryRefID?: string;
2688
+ Symbol?: string;
2689
+ SymbolSfx?: string;
2690
+ SecurityID?: string;
2691
+ IDSource?: IDSource;
2692
+ SecurityType?: SecurityType;
2693
+ MaturityMonthYear?: string;
2694
+ MaturityDay?: number | string;
2695
+ PutOrCall?: PutOrCall | number;
2696
+ StrikePrice?: number | string;
2697
+ OptAttribute?: string;
2698
+ ContractMultiplier?: number | string;
2699
+ CouponRate?: number | string;
2700
+ SecurityExchange?: string;
2701
+ Issuer?: string;
2702
+ EncodedIssuerLen?: number | string;
2703
+ EncodedIssuer?: string;
2704
+ SecurityDesc?: string;
2705
+ EncodedSecurityDescLen?: number | string;
2706
+ EncodedSecurityDesc?: string;
2707
+ FinancialStatus?: FinancialStatus;
2708
+ CorporateAction?: CorporateAction;
2709
+ MDEntryPx?: number | string;
2710
+ Currency?: string;
2711
+ MDEntrySize?: number | string;
2712
+ MDEntryDate?: string;
2713
+ MDEntryTime?: string;
2714
+ TickDirection?: TickDirection;
2715
+ MDMkt?: string;
2716
+ TradingSessionID?: string;
2717
+ QuoteCondition?: string;
2718
+ TradeCondition?: string;
2719
+ MDEntryOriginator?: string;
2720
+ LocationID?: string;
2721
+ DeskID?: string;
2722
+ OpenCloseSettleFlag?: OpenCloseSettleFlag;
2723
+ TimeInForce?: TimeInForce;
2724
+ ExpireDate?: string;
2725
+ ExpireTime?: string;
2726
+ MinQty?: number | string;
2727
+ ExecInst?: string;
2728
+ SellerDays?: number | string;
2729
+ OrderID?: string;
2730
+ QuoteEntryID?: string;
2731
+ MDEntryBuyer?: string;
2732
+ MDEntrySeller?: string;
2733
+ NumberOfOrders?: number | string;
2734
+ MDEntryPositionNo?: number | string;
2735
+ TotalVolumeTraded?: number | string;
2736
+ Text?: string;
2737
+ EncodedTextLen?: number | string;
2738
+ EncodedText?: string;
2739
+ }
2740
+ /** One `NoQuoteEntries` (295) repeating-group entry. */
2741
+ interface QuoteCancel_NoQuoteEntriesEntry {
2742
+ Symbol: string;
2743
+ SymbolSfx?: string;
2744
+ SecurityID?: string;
2745
+ IDSource?: IDSource;
2746
+ SecurityType?: SecurityType;
2747
+ MaturityMonthYear?: string;
2748
+ MaturityDay?: number | string;
2749
+ PutOrCall?: PutOrCall | number;
2750
+ StrikePrice?: number | string;
2751
+ OptAttribute?: string;
2752
+ ContractMultiplier?: number | string;
2753
+ CouponRate?: number | string;
2754
+ SecurityExchange?: string;
2755
+ Issuer?: string;
2756
+ EncodedIssuerLen?: number | string;
2757
+ EncodedIssuer?: string;
2758
+ SecurityDesc?: string;
2759
+ EncodedSecurityDescLen?: number | string;
2760
+ EncodedSecurityDesc?: string;
2761
+ UnderlyingSymbol?: string;
2762
+ }
2763
+ /** One `NoQuoteEntries` (295) repeating-group entry. */
2764
+ interface QuoteAcknowledgement_NoQuoteSets_NoQuoteEntriesEntry {
2765
+ QuoteEntryID?: string;
2766
+ Symbol?: string;
2767
+ SymbolSfx?: string;
2768
+ SecurityID?: string;
2769
+ IDSource?: IDSource;
2770
+ SecurityType?: SecurityType;
2771
+ MaturityMonthYear?: string;
2772
+ MaturityDay?: number | string;
2773
+ PutOrCall?: PutOrCall | number;
2774
+ StrikePrice?: number | string;
2775
+ OptAttribute?: string;
2776
+ ContractMultiplier?: number | string;
2777
+ CouponRate?: number | string;
2778
+ SecurityExchange?: string;
2779
+ Issuer?: string;
2780
+ EncodedIssuerLen?: number | string;
2781
+ EncodedIssuer?: string;
2782
+ SecurityDesc?: string;
2783
+ EncodedSecurityDescLen?: number | string;
2784
+ EncodedSecurityDesc?: string;
2785
+ QuoteEntryRejectReason?: QuoteEntryRejectReason | number;
2786
+ }
2787
+ /** One `NoQuoteSets` (296) repeating-group entry. */
2788
+ interface QuoteAcknowledgement_NoQuoteSetsEntry {
2789
+ QuoteSetID?: string;
2790
+ UnderlyingSymbol?: string;
2791
+ UnderlyingSymbolSfx?: string;
2792
+ UnderlyingSecurityID?: string;
2793
+ UnderlyingIDSource?: string;
2794
+ UnderlyingSecurityType?: string;
2795
+ UnderlyingMaturityMonthYear?: string;
2796
+ UnderlyingMaturityDay?: number | string;
2797
+ UnderlyingPutOrCall?: number | string;
2798
+ UnderlyingStrikePrice?: number | string;
2799
+ UnderlyingOptAttribute?: string;
2800
+ UnderlyingContractMultiplier?: number | string;
2801
+ UnderlyingCouponRate?: number | string;
2802
+ UnderlyingSecurityExchange?: string;
2803
+ UnderlyingIssuer?: string;
2804
+ EncodedUnderlyingIssuerLen?: number | string;
2805
+ EncodedUnderlyingIssuer?: string;
2806
+ UnderlyingSecurityDesc?: string;
2807
+ EncodedUnderlyingSecurityDescLen?: number | string;
2808
+ EncodedUnderlyingSecurityDesc?: string;
2809
+ TotQuoteEntries?: number | string;
2810
+ NoQuoteEntries?: QuoteAcknowledgement_NoQuoteSets_NoQuoteEntriesEntry[];
2811
+ }
2812
+ /** One `NoRelatedSym` (146) repeating-group entry. */
2813
+ interface SecurityDefinitionRequest_NoRelatedSymEntry {
2814
+ UnderlyingSymbol?: string;
2815
+ UnderlyingSymbolSfx?: string;
2816
+ UnderlyingSecurityID?: string;
2817
+ UnderlyingIDSource?: string;
2818
+ UnderlyingSecurityType?: string;
2819
+ UnderlyingMaturityMonthYear?: string;
2820
+ UnderlyingMaturityDay?: number | string;
2821
+ UnderlyingPutOrCall?: number | string;
2822
+ UnderlyingStrikePrice?: number | string;
2823
+ UnderlyingOptAttribute?: string;
2824
+ UnderlyingContractMultiplier?: number | string;
2825
+ UnderlyingCouponRate?: number | string;
2826
+ UnderlyingSecurityExchange?: string;
2827
+ UnderlyingIssuer?: string;
2828
+ EncodedUnderlyingIssuerLen?: number | string;
2829
+ EncodedUnderlyingIssuer?: string;
2830
+ UnderlyingSecurityDesc?: string;
2831
+ EncodedUnderlyingSecurityDescLen?: number | string;
2832
+ EncodedUnderlyingSecurityDesc?: string;
2833
+ RatioQty?: number | string;
2834
+ Side?: Side;
2835
+ UnderlyingCurrency?: string;
2836
+ }
2837
+ /** One `NoRelatedSym` (146) repeating-group entry. */
2838
+ interface SecurityDefinition_NoRelatedSymEntry {
2839
+ UnderlyingSymbol?: string;
2840
+ UnderlyingSymbolSfx?: string;
2841
+ UnderlyingSecurityID?: string;
2842
+ UnderlyingIDSource?: string;
2843
+ UnderlyingSecurityType?: string;
2844
+ UnderlyingMaturityMonthYear?: string;
2845
+ UnderlyingMaturityDay?: number | string;
2846
+ UnderlyingPutOrCall?: number | string;
2847
+ UnderlyingStrikePrice?: number | string;
2848
+ UnderlyingOptAttribute?: string;
2849
+ UnderlyingContractMultiplier?: number | string;
2850
+ UnderlyingCouponRate?: number | string;
2851
+ UnderlyingSecurityExchange?: string;
2852
+ UnderlyingIssuer?: string;
2853
+ EncodedUnderlyingIssuerLen?: number | string;
2854
+ EncodedUnderlyingIssuer?: string;
2855
+ UnderlyingSecurityDesc?: string;
2856
+ EncodedUnderlyingSecurityDescLen?: number | string;
2857
+ EncodedUnderlyingSecurityDesc?: string;
2858
+ RatioQty?: number | string;
2859
+ Side?: Side;
2860
+ UnderlyingCurrency?: string;
2861
+ }
2862
+ /** One `NoQuoteEntries` (295) repeating-group entry. */
2863
+ interface MassQuote_NoQuoteSets_NoQuoteEntriesEntry {
2864
+ QuoteEntryID: string;
2865
+ Symbol?: string;
2866
+ SymbolSfx?: string;
2867
+ SecurityID?: string;
2868
+ IDSource?: IDSource;
2869
+ SecurityType?: SecurityType;
2870
+ MaturityMonthYear?: string;
2871
+ MaturityDay?: number | string;
2872
+ PutOrCall?: PutOrCall | number;
2873
+ StrikePrice?: number | string;
2874
+ OptAttribute?: string;
2875
+ ContractMultiplier?: number | string;
2876
+ CouponRate?: number | string;
2877
+ SecurityExchange?: string;
2878
+ Issuer?: string;
2879
+ EncodedIssuerLen?: number | string;
2880
+ EncodedIssuer?: string;
2881
+ SecurityDesc?: string;
2882
+ EncodedSecurityDescLen?: number | string;
2883
+ EncodedSecurityDesc?: string;
2884
+ BidPx?: number | string;
2885
+ OfferPx?: number | string;
2886
+ BidSize?: number | string;
2887
+ OfferSize?: number | string;
2888
+ ValidUntilTime?: string;
2889
+ BidSpotRate?: number | string;
2890
+ OfferSpotRate?: number | string;
2891
+ BidForwardPoints?: number | string;
2892
+ OfferForwardPoints?: number | string;
2893
+ TransactTime?: string;
2894
+ TradingSessionID?: string;
2895
+ FutSettDate?: string;
2896
+ OrdType?: OrdType;
2897
+ FutSettDate2?: string;
2898
+ OrderQty2?: number | string;
2899
+ Currency?: string;
2900
+ }
2901
+ /** One `NoQuoteSets` (296) repeating-group entry. */
2902
+ interface MassQuote_NoQuoteSetsEntry {
2903
+ QuoteSetID: string;
2904
+ UnderlyingSymbol: string;
2905
+ UnderlyingSymbolSfx?: string;
2906
+ UnderlyingSecurityID?: string;
2907
+ UnderlyingIDSource?: string;
2908
+ UnderlyingSecurityType?: string;
2909
+ UnderlyingMaturityMonthYear?: string;
2910
+ UnderlyingMaturityDay?: number | string;
2911
+ UnderlyingPutOrCall?: number | string;
2912
+ UnderlyingStrikePrice?: number | string;
2913
+ UnderlyingOptAttribute?: string;
2914
+ UnderlyingContractMultiplier?: number | string;
2915
+ UnderlyingCouponRate?: number | string;
2916
+ UnderlyingSecurityExchange?: string;
2917
+ UnderlyingIssuer?: string;
2918
+ EncodedUnderlyingIssuerLen?: number | string;
2919
+ EncodedUnderlyingIssuer?: string;
2920
+ UnderlyingSecurityDesc?: string;
2921
+ EncodedUnderlyingSecurityDescLen?: number | string;
2922
+ EncodedUnderlyingSecurityDesc?: string;
2923
+ QuoteSetValidUntilTime?: string;
2924
+ TotQuoteEntries: number | string;
2925
+ NoQuoteEntries: MassQuote_NoQuoteSets_NoQuoteEntriesEntry[];
2926
+ }
2927
+ /** One `NoBidDescriptors` (398) repeating-group entry. */
2928
+ interface BidRequest_NoBidDescriptorsEntry {
2929
+ BidDescriptorType?: number | string;
2930
+ BidDescriptor?: string;
2931
+ SideValueInd?: number | string;
2932
+ LiquidityValue?: number | string;
2933
+ LiquidityNumSecurities?: number | string;
2934
+ LiquidityPctLow?: number | string;
2935
+ LiquidityPctHigh?: number | string;
2936
+ EFPTrackingError?: number | string;
2937
+ FairValue?: number | string;
2938
+ OutsideIndexPct?: number | string;
2939
+ ValueOfFutures?: number | string;
2940
+ }
2941
+ /** One `NoBidComponents` (420) repeating-group entry. */
2942
+ interface BidRequest_NoBidComponentsEntry {
2943
+ ListID?: string;
2944
+ Side?: Side;
2945
+ TradingSessionID?: string;
2946
+ NetGrossInd?: NetGrossInd | number;
2947
+ SettlmntTyp?: SettlmntTyp;
2948
+ FutSettDate?: string;
2949
+ Account?: string;
2950
+ }
2951
+ /** One `NoBidComponents` (420) repeating-group entry. */
2952
+ interface BidResponse_NoBidComponentsEntry {
2953
+ Commission: number | string;
2954
+ CommType: CommType;
2955
+ ListID?: string;
2956
+ Country?: string;
2957
+ Side?: Side;
2958
+ Price?: number | string;
2959
+ PriceType?: PriceType | number;
2960
+ FairValue?: number | string;
2961
+ NetGrossInd?: NetGrossInd | number;
2962
+ SettlmntTyp?: SettlmntTyp;
2963
+ FutSettDate?: string;
2964
+ TradingSessionID?: string;
2965
+ Text?: string;
2966
+ EncodedTextLen?: number | string;
2967
+ EncodedText?: string;
2968
+ }
2969
+ /** One `NoStrikes` (428) repeating-group entry. */
2970
+ interface ListStrikePrice_NoStrikesEntry {
2971
+ Symbol: string;
2972
+ SymbolSfx?: string;
2973
+ SecurityID?: string;
2974
+ IDSource?: IDSource;
2975
+ SecurityType?: SecurityType;
2976
+ MaturityMonthYear?: string;
2977
+ MaturityDay?: number | string;
2978
+ PutOrCall?: PutOrCall | number;
2979
+ StrikePrice?: number | string;
2980
+ OptAttribute?: string;
2981
+ ContractMultiplier?: number | string;
2982
+ CouponRate?: number | string;
2983
+ SecurityExchange?: string;
2984
+ Issuer?: string;
2985
+ EncodedIssuerLen?: number | string;
2986
+ EncodedIssuer?: string;
2987
+ SecurityDesc?: string;
2988
+ EncodedSecurityDescLen?: number | string;
2989
+ EncodedSecurityDesc?: string;
2990
+ PrevClosePx?: number | string;
2991
+ ClOrdID?: string;
2992
+ Side?: Side;
2993
+ Price: number | string;
2994
+ Currency?: string;
2995
+ Text?: string;
2996
+ EncodedTextLen?: number | string;
2997
+ EncodedText?: string;
2998
+ }
2999
+ /** `Heartbeat` (`0`) message body — settable fields/groups, excluding the header/trailer envelope. */
3000
+ type HeartbeatBody = {
3001
+ TestReqID?: string;
3002
+ };
3003
+ /** `TestRequest` (`1`) message body — settable fields/groups, excluding the header/trailer envelope. */
3004
+ type TestRequestBody = {
3005
+ TestReqID: string;
3006
+ };
3007
+ /** `ResendRequest` (`2`) message body — settable fields/groups, excluding the header/trailer envelope. */
3008
+ type ResendRequestBody = {
3009
+ BeginSeqNo: number | string;
3010
+ EndSeqNo: number | string;
3011
+ };
3012
+ /** `Reject` (`3`) message body — settable fields/groups, excluding the header/trailer envelope. */
3013
+ type RejectBody = {
3014
+ RefSeqNum: number | string;
3015
+ RefTagID?: number | string;
3016
+ RefMsgType?: string;
3017
+ SessionRejectReason?: SessionRejectReason | number;
3018
+ Text?: string;
3019
+ EncodedTextLen?: number | string;
3020
+ EncodedText?: string;
3021
+ };
3022
+ /** `SequenceReset` (`4`) message body — settable fields/groups, excluding the header/trailer envelope. */
3023
+ type SequenceResetBody = {
3024
+ GapFillFlag?: boolean;
3025
+ NewSeqNo: number | string;
3026
+ };
3027
+ /** `Logout` (`5`) message body — settable fields/groups, excluding the header/trailer envelope. */
3028
+ type LogoutBody = {
3029
+ Text?: string;
3030
+ EncodedTextLen?: number | string;
3031
+ EncodedText?: string;
3032
+ };
3033
+ /** `IOI` (`6`) message body — settable fields/groups, excluding the header/trailer envelope. */
3034
+ type IOIBody = {
3035
+ IOIid: string;
3036
+ IOITransType: IOITransType;
3037
+ IOIRefID?: string;
3038
+ Symbol: string;
3039
+ SymbolSfx?: string;
3040
+ SecurityID?: string;
3041
+ IDSource?: IDSource;
3042
+ SecurityType?: SecurityType;
3043
+ MaturityMonthYear?: string;
3044
+ MaturityDay?: number | string;
3045
+ PutOrCall?: PutOrCall | number;
3046
+ StrikePrice?: number | string;
3047
+ OptAttribute?: string;
3048
+ ContractMultiplier?: number | string;
3049
+ CouponRate?: number | string;
3050
+ SecurityExchange?: string;
3051
+ Issuer?: string;
3052
+ EncodedIssuerLen?: number | string;
3053
+ EncodedIssuer?: string;
3054
+ SecurityDesc?: string;
3055
+ EncodedSecurityDescLen?: number | string;
3056
+ EncodedSecurityDesc?: string;
3057
+ Side: Side;
3058
+ IOIShares: IOIShares;
3059
+ Price?: number | string;
3060
+ Currency?: string;
3061
+ ValidUntilTime?: string;
3062
+ IOIQltyInd?: IOIQltyInd;
3063
+ IOINaturalFlag?: boolean;
3064
+ NoIOIQualifiers?: IOI_NoIOIQualifiersEntry[];
3065
+ Text?: string;
3066
+ EncodedTextLen?: number | string;
3067
+ EncodedText?: string;
3068
+ TransactTime?: string;
3069
+ URLLink?: string;
3070
+ NoRoutingIDs?: IOI_NoRoutingIDsEntry[];
3071
+ SpreadToBenchmark?: number | string;
3072
+ Benchmark?: Benchmark;
3073
+ };
3074
+ /** `Advertisement` (`7`) message body — settable fields/groups, excluding the header/trailer envelope. */
3075
+ type AdvertisementBody = {
3076
+ AdvId: string;
3077
+ AdvTransType: AdvTransType;
3078
+ AdvRefID?: string;
3079
+ Symbol: string;
3080
+ SymbolSfx?: string;
3081
+ SecurityID?: string;
3082
+ IDSource?: IDSource;
3083
+ SecurityType?: SecurityType;
3084
+ MaturityMonthYear?: string;
3085
+ MaturityDay?: number | string;
3086
+ PutOrCall?: PutOrCall | number;
3087
+ StrikePrice?: number | string;
3088
+ OptAttribute?: string;
3089
+ ContractMultiplier?: number | string;
3090
+ CouponRate?: number | string;
3091
+ SecurityExchange?: string;
3092
+ Issuer?: string;
3093
+ EncodedIssuerLen?: number | string;
3094
+ EncodedIssuer?: string;
3095
+ SecurityDesc?: string;
3096
+ EncodedSecurityDescLen?: number | string;
3097
+ EncodedSecurityDesc?: string;
3098
+ AdvSide: AdvSide;
3099
+ Shares: number | string;
3100
+ Price?: number | string;
3101
+ Currency?: string;
3102
+ TradeDate?: string;
3103
+ TransactTime?: string;
3104
+ Text?: string;
3105
+ EncodedTextLen?: number | string;
3106
+ EncodedText?: string;
3107
+ URLLink?: string;
3108
+ LastMkt?: string;
3109
+ TradingSessionID?: string;
3110
+ };
3111
+ /** `ExecutionReport` (`8`) message body — settable fields/groups, excluding the header/trailer envelope. */
3112
+ type ExecutionReportBody = {
3113
+ OrderID: string;
3114
+ SecondaryOrderID?: string;
3115
+ ClOrdID?: string;
3116
+ OrigClOrdID?: string;
3117
+ ClientID?: string;
3118
+ ExecBroker?: string;
3119
+ NoContraBrokers?: ExecutionReport_NoContraBrokersEntry[];
3120
+ ListID?: string;
3121
+ ExecID: string;
3122
+ ExecTransType: ExecTransType;
3123
+ ExecRefID?: string;
3124
+ ExecType: ExecType;
3125
+ OrdStatus: OrdStatus;
3126
+ OrdRejReason?: OrdRejReason | number;
3127
+ ExecRestatementReason?: ExecRestatementReason | number;
3128
+ Account?: string;
3129
+ SettlmntTyp?: SettlmntTyp;
3130
+ FutSettDate?: string;
3131
+ Symbol: string;
3132
+ SymbolSfx?: string;
3133
+ SecurityID?: string;
3134
+ IDSource?: IDSource;
3135
+ SecurityType?: SecurityType;
3136
+ MaturityMonthYear?: string;
3137
+ MaturityDay?: number | string;
3138
+ PutOrCall?: PutOrCall | number;
3139
+ StrikePrice?: number | string;
3140
+ OptAttribute?: string;
3141
+ ContractMultiplier?: number | string;
3142
+ CouponRate?: number | string;
3143
+ SecurityExchange?: string;
3144
+ Issuer?: string;
3145
+ EncodedIssuerLen?: number | string;
3146
+ EncodedIssuer?: string;
3147
+ SecurityDesc?: string;
3148
+ EncodedSecurityDescLen?: number | string;
3149
+ EncodedSecurityDesc?: string;
3150
+ Side: Side;
3151
+ OrderQty?: number | string;
3152
+ CashOrderQty?: number | string;
3153
+ OrdType?: OrdType;
3154
+ Price?: number | string;
3155
+ StopPx?: number | string;
3156
+ PegDifference?: number | string;
3157
+ DiscretionInst?: DiscretionInst;
3158
+ DiscretionOffset?: number | string;
3159
+ Currency?: string;
3160
+ ComplianceID?: string;
3161
+ SolicitedFlag?: boolean;
3162
+ TimeInForce?: TimeInForce;
3163
+ EffectiveTime?: string;
3164
+ ExpireDate?: string;
3165
+ ExpireTime?: string;
3166
+ ExecInst?: string;
3167
+ Rule80A?: Rule80A;
3168
+ LastShares?: number | string;
3169
+ LastPx?: number | string;
3170
+ LastSpotRate?: number | string;
3171
+ LastForwardPoints?: number | string;
3172
+ LastMkt?: string;
3173
+ TradingSessionID?: string;
3174
+ LastCapacity?: LastCapacity;
3175
+ LeavesQty: number | string;
3176
+ CumQty: number | string;
3177
+ AvgPx: number | string;
3178
+ DayOrderQty?: number | string;
3179
+ DayCumQty?: number | string;
3180
+ DayAvgPx?: number | string;
3181
+ GTBookingInst?: GTBookingInst | number;
3182
+ TradeDate?: string;
3183
+ TransactTime?: string;
3184
+ ReportToExch?: boolean;
3185
+ Commission?: number | string;
3186
+ CommType?: CommType;
3187
+ GrossTradeAmt?: number | string;
3188
+ SettlCurrAmt?: number | string;
3189
+ SettlCurrency?: string;
3190
+ SettlCurrFxRate?: number | string;
3191
+ SettlCurrFxRateCalc?: string;
3192
+ HandlInst?: HandlInst;
3193
+ MinQty?: number | string;
3194
+ MaxFloor?: number | string;
3195
+ OpenClose?: OpenClose;
3196
+ MaxShow?: number | string;
3197
+ Text?: string;
3198
+ EncodedTextLen?: number | string;
3199
+ EncodedText?: string;
3200
+ FutSettDate2?: string;
3201
+ OrderQty2?: number | string;
3202
+ ClearingFirm?: string;
3203
+ ClearingAccount?: string;
3204
+ MultiLegReportingType?: MultiLegReportingType;
3205
+ };
3206
+ /** `OrderCancelReject` (`9`) message body — settable fields/groups, excluding the header/trailer envelope. */
3207
+ type OrderCancelRejectBody = {
3208
+ OrderID: string;
3209
+ SecondaryOrderID?: string;
3210
+ ClOrdID: string;
3211
+ OrigClOrdID: string;
3212
+ OrdStatus: OrdStatus;
3213
+ ClientID?: string;
3214
+ ExecBroker?: string;
3215
+ ListID?: string;
3216
+ Account?: string;
3217
+ TransactTime?: string;
3218
+ CxlRejResponseTo: CxlRejResponseTo;
3219
+ CxlRejReason?: CxlRejReason | number;
3220
+ Text?: string;
3221
+ EncodedTextLen?: number | string;
3222
+ EncodedText?: string;
3223
+ };
3224
+ /** `Logon` (`A`) message body — settable fields/groups, excluding the header/trailer envelope. */
3225
+ type LogonBody = {
3226
+ EncryptMethod: EncryptMethod | number;
3227
+ HeartBtInt: number | string;
3228
+ RawDataLength?: number | string;
3229
+ RawData?: string;
3230
+ ResetSeqNumFlag?: boolean;
3231
+ MaxMessageSize?: number | string;
3232
+ NoMsgTypes?: Logon_NoMsgTypesEntry[];
3233
+ };
3234
+ /** `News` (`B`) message body — settable fields/groups, excluding the header/trailer envelope. */
3235
+ type NewsBody = {
3236
+ OrigTime?: string;
3237
+ Urgency?: Urgency;
3238
+ Headline: string;
3239
+ EncodedHeadlineLen?: number | string;
3240
+ EncodedHeadline?: string;
3241
+ NoRoutingIDs?: News_NoRoutingIDsEntry[];
3242
+ NoRelatedSym?: News_NoRelatedSymEntry[];
3243
+ LinesOfText: News_LinesOfTextEntry[];
3244
+ URLLink?: string;
3245
+ RawDataLength?: number | string;
3246
+ RawData?: string;
3247
+ };
3248
+ /** `Email` (`C`) message body — settable fields/groups, excluding the header/trailer envelope. */
3249
+ type EmailBody = {
3250
+ EmailThreadID: string;
3251
+ EmailType: EmailType;
3252
+ OrigTime?: string;
3253
+ Subject: string;
3254
+ EncodedSubjectLen?: number | string;
3255
+ EncodedSubject?: string;
3256
+ NoRoutingIDs?: Email_NoRoutingIDsEntry[];
3257
+ NoRelatedSym?: Email_NoRelatedSymEntry[];
3258
+ OrderID?: string;
3259
+ ClOrdID?: string;
3260
+ LinesOfText: Email_LinesOfTextEntry[];
3261
+ RawDataLength?: number | string;
3262
+ RawData?: string;
3263
+ };
3264
+ /** `OrderSingle` (`D`) message body — settable fields/groups, excluding the header/trailer envelope. */
3265
+ type OrderSingleBody = {
3266
+ ClOrdID: string;
3267
+ ClientID?: string;
3268
+ ExecBroker?: string;
3269
+ Account?: string;
3270
+ NoAllocs?: OrderSingle_NoAllocsEntry[];
3271
+ SettlmntTyp?: SettlmntTyp;
3272
+ FutSettDate?: string;
3273
+ HandlInst: HandlInst;
3274
+ ExecInst?: string;
3275
+ MinQty?: number | string;
3276
+ MaxFloor?: number | string;
3277
+ ExDestination?: string;
3278
+ NoTradingSessions?: OrderSingle_NoTradingSessionsEntry[];
3279
+ ProcessCode?: ProcessCode;
3280
+ Symbol: string;
3281
+ SymbolSfx?: string;
3282
+ SecurityID?: string;
3283
+ IDSource?: IDSource;
3284
+ SecurityType?: SecurityType;
3285
+ MaturityMonthYear?: string;
3286
+ MaturityDay?: number | string;
3287
+ PutOrCall?: PutOrCall | number;
3288
+ StrikePrice?: number | string;
3289
+ OptAttribute?: string;
3290
+ ContractMultiplier?: number | string;
3291
+ CouponRate?: number | string;
3292
+ SecurityExchange?: string;
3293
+ Issuer?: string;
3294
+ EncodedIssuerLen?: number | string;
3295
+ EncodedIssuer?: string;
3296
+ SecurityDesc?: string;
3297
+ EncodedSecurityDescLen?: number | string;
3298
+ EncodedSecurityDesc?: string;
3299
+ PrevClosePx?: number | string;
3300
+ Side: Side;
3301
+ LocateReqd?: boolean;
3302
+ TransactTime: string;
3303
+ OrderQty?: number | string;
3304
+ CashOrderQty?: number | string;
3305
+ OrdType: OrdType;
3306
+ Price?: number | string;
3307
+ StopPx?: number | string;
3308
+ Currency?: string;
3309
+ ComplianceID?: string;
3310
+ SolicitedFlag?: boolean;
3311
+ IOIid?: string;
3312
+ QuoteID?: string;
3313
+ TimeInForce?: TimeInForce;
3314
+ EffectiveTime?: string;
3315
+ ExpireDate?: string;
3316
+ ExpireTime?: string;
3317
+ GTBookingInst?: GTBookingInst | number;
3318
+ Commission?: number | string;
3319
+ CommType?: CommType;
3320
+ Rule80A?: Rule80A;
3321
+ ForexReq?: boolean;
3322
+ SettlCurrency?: string;
3323
+ Text?: string;
3324
+ EncodedTextLen?: number | string;
3325
+ EncodedText?: string;
3326
+ FutSettDate2?: string;
3327
+ OrderQty2?: number | string;
3328
+ OpenClose?: OpenClose;
3329
+ CoveredOrUncovered?: CoveredOrUncovered | number;
3330
+ CustomerOrFirm?: CustomerOrFirm | number;
3331
+ MaxShow?: number | string;
3332
+ PegDifference?: number | string;
3333
+ DiscretionInst?: DiscretionInst;
3334
+ DiscretionOffset?: number | string;
3335
+ ClearingFirm?: string;
3336
+ ClearingAccount?: string;
3337
+ };
3338
+ /** `OrderList` (`E`) message body — settable fields/groups, excluding the header/trailer envelope. */
3339
+ type OrderListBody = {
3340
+ ListID: string;
3341
+ BidID?: string;
3342
+ ClientBidID?: string;
3343
+ ProgRptReqs?: ProgRptReqs | number;
3344
+ BidType: number | string;
3345
+ ProgPeriodInterval?: number | string;
3346
+ ListExecInstType?: ListExecInstType;
3347
+ ListExecInst?: string;
3348
+ EncodedListExecInstLen?: number | string;
3349
+ EncodedListExecInst?: string;
3350
+ TotNoOrders: number | string;
3351
+ NoOrders: OrderList_NoOrdersEntry[];
3352
+ };
3353
+ /** `OrderCancelRequest` (`F`) message body — settable fields/groups, excluding the header/trailer envelope. */
3354
+ type OrderCancelRequestBody = {
3355
+ OrigClOrdID: string;
3356
+ OrderID?: string;
3357
+ ClOrdID: string;
3358
+ ListID?: string;
3359
+ Account?: string;
3360
+ ClientID?: string;
3361
+ ExecBroker?: string;
3362
+ Symbol: string;
3363
+ SymbolSfx?: string;
3364
+ SecurityID?: string;
3365
+ IDSource?: IDSource;
3366
+ SecurityType?: SecurityType;
3367
+ MaturityMonthYear?: string;
3368
+ MaturityDay?: number | string;
3369
+ PutOrCall?: PutOrCall | number;
3370
+ StrikePrice?: number | string;
3371
+ OptAttribute?: string;
3372
+ ContractMultiplier?: number | string;
3373
+ CouponRate?: number | string;
3374
+ SecurityExchange?: string;
3375
+ Issuer?: string;
3376
+ EncodedIssuerLen?: number | string;
3377
+ EncodedIssuer?: string;
3378
+ SecurityDesc?: string;
3379
+ EncodedSecurityDescLen?: number | string;
3380
+ EncodedSecurityDesc?: string;
3381
+ Side: Side;
3382
+ TransactTime: string;
3383
+ OrderQty?: number | string;
3384
+ CashOrderQty?: number | string;
3385
+ ComplianceID?: string;
3386
+ SolicitedFlag?: boolean;
3387
+ Text?: string;
3388
+ EncodedTextLen?: number | string;
3389
+ EncodedText?: string;
3390
+ };
3391
+ /** `OrderCancelReplaceRequest` (`G`) message body — settable fields/groups, excluding the header/trailer envelope. */
3392
+ type OrderCancelReplaceRequestBody = {
3393
+ OrderID?: string;
3394
+ ClientID?: string;
3395
+ ExecBroker?: string;
3396
+ OrigClOrdID: string;
3397
+ ClOrdID: string;
3398
+ ListID?: string;
3399
+ Account?: string;
3400
+ NoAllocs?: OrderCancelReplaceRequest_NoAllocsEntry[];
3401
+ SettlmntTyp?: SettlmntTyp;
3402
+ FutSettDate?: string;
3403
+ HandlInst: HandlInst;
3404
+ ExecInst?: string;
3405
+ MinQty?: number | string;
3406
+ MaxFloor?: number | string;
3407
+ ExDestination?: string;
3408
+ NoTradingSessions?: OrderCancelReplaceRequest_NoTradingSessionsEntry[];
3409
+ Symbol: string;
3410
+ SymbolSfx?: string;
3411
+ SecurityID?: string;
3412
+ IDSource?: IDSource;
3413
+ SecurityType?: SecurityType;
3414
+ MaturityMonthYear?: string;
3415
+ MaturityDay?: number | string;
3416
+ PutOrCall?: PutOrCall | number;
3417
+ StrikePrice?: number | string;
3418
+ OptAttribute?: string;
3419
+ ContractMultiplier?: number | string;
3420
+ CouponRate?: number | string;
3421
+ SecurityExchange?: string;
3422
+ Issuer?: string;
3423
+ EncodedIssuerLen?: number | string;
3424
+ EncodedIssuer?: string;
3425
+ SecurityDesc?: string;
3426
+ EncodedSecurityDescLen?: number | string;
3427
+ EncodedSecurityDesc?: string;
3428
+ Side: Side;
3429
+ TransactTime: string;
3430
+ OrderQty?: number | string;
3431
+ CashOrderQty?: number | string;
3432
+ OrdType: OrdType;
3433
+ Price?: number | string;
3434
+ StopPx?: number | string;
3435
+ PegDifference?: number | string;
3436
+ DiscretionInst?: DiscretionInst;
3437
+ DiscretionOffset?: number | string;
3438
+ ComplianceID?: string;
3439
+ SolicitedFlag?: boolean;
3440
+ Currency?: string;
3441
+ TimeInForce?: TimeInForce;
3442
+ EffectiveTime?: string;
3443
+ ExpireDate?: string;
3444
+ ExpireTime?: string;
3445
+ GTBookingInst?: GTBookingInst | number;
3446
+ Commission?: number | string;
3447
+ CommType?: CommType;
3448
+ Rule80A?: Rule80A;
3449
+ ForexReq?: boolean;
3450
+ SettlCurrency?: string;
3451
+ Text?: string;
3452
+ EncodedTextLen?: number | string;
3453
+ EncodedText?: string;
3454
+ FutSettDate2?: string;
3455
+ OrderQty2?: number | string;
3456
+ OpenClose?: OpenClose;
3457
+ CoveredOrUncovered?: CoveredOrUncovered | number;
3458
+ CustomerOrFirm?: CustomerOrFirm | number;
3459
+ MaxShow?: number | string;
3460
+ LocateReqd?: boolean;
3461
+ ClearingFirm?: string;
3462
+ ClearingAccount?: string;
3463
+ };
3464
+ /** `OrderStatusRequest` (`H`) message body — settable fields/groups, excluding the header/trailer envelope. */
3465
+ type OrderStatusRequestBody = {
3466
+ OrderID?: string;
3467
+ ClOrdID: string;
3468
+ ClientID?: string;
3469
+ Account?: string;
3470
+ ExecBroker?: string;
3471
+ Symbol: string;
3472
+ SymbolSfx?: string;
3473
+ SecurityID?: string;
3474
+ IDSource?: IDSource;
3475
+ SecurityType?: SecurityType;
3476
+ MaturityMonthYear?: string;
3477
+ MaturityDay?: number | string;
3478
+ PutOrCall?: PutOrCall | number;
3479
+ StrikePrice?: number | string;
3480
+ OptAttribute?: string;
3481
+ ContractMultiplier?: number | string;
3482
+ CouponRate?: number | string;
3483
+ SecurityExchange?: string;
3484
+ Issuer?: string;
3485
+ EncodedIssuerLen?: number | string;
3486
+ EncodedIssuer?: string;
3487
+ SecurityDesc?: string;
3488
+ EncodedSecurityDescLen?: number | string;
3489
+ EncodedSecurityDesc?: string;
3490
+ Side: Side;
3491
+ };
3492
+ /** `Allocation` (`J`) message body — settable fields/groups, excluding the header/trailer envelope. */
3493
+ type AllocationBody = {
3494
+ AllocID: string;
3495
+ AllocTransType: AllocTransType;
3496
+ RefAllocID?: string;
3497
+ AllocLinkID?: string;
3498
+ AllocLinkType?: AllocLinkType | number;
3499
+ NoOrders?: Allocation_NoOrdersEntry[];
3500
+ NoExecs?: Allocation_NoExecsEntry[];
3501
+ Side: Side;
3502
+ Symbol: string;
3503
+ SymbolSfx?: string;
3504
+ SecurityID?: string;
3505
+ IDSource?: IDSource;
3506
+ SecurityType?: SecurityType;
3507
+ MaturityMonthYear?: string;
3508
+ MaturityDay?: number | string;
3509
+ PutOrCall?: PutOrCall | number;
3510
+ StrikePrice?: number | string;
3511
+ OptAttribute?: string;
3512
+ ContractMultiplier?: number | string;
3513
+ CouponRate?: number | string;
3514
+ SecurityExchange?: string;
3515
+ Issuer?: string;
3516
+ EncodedIssuerLen?: number | string;
3517
+ EncodedIssuer?: string;
3518
+ SecurityDesc?: string;
3519
+ EncodedSecurityDescLen?: number | string;
3520
+ EncodedSecurityDesc?: string;
3521
+ Shares: number | string;
3522
+ LastMkt?: string;
3523
+ TradingSessionID?: string;
3524
+ AvgPx: number | string;
3525
+ Currency?: string;
3526
+ AvgPrxPrecision?: number | string;
3527
+ TradeDate: string;
3528
+ TransactTime?: string;
3529
+ SettlmntTyp?: SettlmntTyp;
3530
+ FutSettDate?: string;
3531
+ GrossTradeAmt?: number | string;
3532
+ NetMoney?: number | string;
3533
+ OpenClose?: OpenClose;
3534
+ Text?: string;
3535
+ EncodedTextLen?: number | string;
3536
+ EncodedText?: string;
3537
+ NumDaysInterest?: number | string;
3538
+ AccruedInterestRate?: number | string;
3539
+ NoAllocs?: Allocation_NoAllocsEntry[];
3540
+ };
3541
+ /** `ListCancelRequest` (`K`) message body — settable fields/groups, excluding the header/trailer envelope. */
3542
+ type ListCancelRequestBody = {
3543
+ ListID: string;
3544
+ TransactTime: string;
3545
+ Text?: string;
3546
+ EncodedTextLen?: number | string;
3547
+ EncodedText?: string;
3548
+ };
3549
+ /** `ListExecute` (`L`) message body — settable fields/groups, excluding the header/trailer envelope. */
3550
+ type ListExecuteBody = {
3551
+ ListID: string;
3552
+ ClientBidID?: string;
3553
+ BidID?: string;
3554
+ TransactTime: string;
3555
+ Text?: string;
3556
+ EncodedTextLen?: number | string;
3557
+ EncodedText?: string;
3558
+ };
3559
+ /** `ListStatusRequest` (`M`) message body — settable fields/groups, excluding the header/trailer envelope. */
3560
+ type ListStatusRequestBody = {
3561
+ ListID: string;
3562
+ Text?: string;
3563
+ EncodedTextLen?: number | string;
3564
+ EncodedText?: string;
3565
+ };
3566
+ /** `ListStatus` (`N`) message body — settable fields/groups, excluding the header/trailer envelope. */
3567
+ type ListStatusBody = {
3568
+ ListID: string;
3569
+ ListStatusType: number | string;
3570
+ NoRpts: number | string;
3571
+ ListOrderStatus: number | string;
3572
+ RptSeq: number | string;
3573
+ ListStatusText?: string;
3574
+ EncodedListStatusTextLen?: number | string;
3575
+ EncodedListStatusText?: string;
3576
+ TransactTime?: string;
3577
+ TotNoOrders: number | string;
3578
+ NoOrders: ListStatus_NoOrdersEntry[];
3579
+ };
3580
+ /** `AllocationInstructionAck` (`P`) message body — settable fields/groups, excluding the header/trailer envelope. */
3581
+ type AllocationInstructionAckBody = {
3582
+ ClientID?: string;
3583
+ ExecBroker?: string;
3584
+ AllocID: string;
3585
+ TradeDate: string;
3586
+ TransactTime?: string;
3587
+ AllocStatus: AllocStatus | number;
3588
+ AllocRejCode?: AllocRejCode | number;
3589
+ Text?: string;
3590
+ EncodedTextLen?: number | string;
3591
+ EncodedText?: string;
3592
+ };
3593
+ /** `DontKnowTrade` (`Q`) message body — settable fields/groups, excluding the header/trailer envelope. */
3594
+ type DontKnowTradeBody = {
3595
+ OrderID: string;
3596
+ ExecID: string;
3597
+ DKReason: DKReason;
3598
+ Symbol: string;
3599
+ SymbolSfx?: string;
3600
+ SecurityID?: string;
3601
+ IDSource?: IDSource;
3602
+ SecurityType?: SecurityType;
3603
+ MaturityMonthYear?: string;
3604
+ MaturityDay?: number | string;
3605
+ PutOrCall?: PutOrCall | number;
3606
+ StrikePrice?: number | string;
3607
+ OptAttribute?: string;
3608
+ ContractMultiplier?: number | string;
3609
+ CouponRate?: number | string;
3610
+ SecurityExchange?: string;
3611
+ Issuer?: string;
3612
+ EncodedIssuerLen?: number | string;
3613
+ EncodedIssuer?: string;
3614
+ SecurityDesc?: string;
3615
+ EncodedSecurityDescLen?: number | string;
3616
+ EncodedSecurityDesc?: string;
3617
+ Side: Side;
3618
+ OrderQty?: number | string;
3619
+ CashOrderQty?: number | string;
3620
+ LastShares?: number | string;
3621
+ LastPx?: number | string;
3622
+ Text?: string;
3623
+ EncodedTextLen?: number | string;
3624
+ EncodedText?: string;
3625
+ };
3626
+ /** `QuoteRequest` (`R`) message body — settable fields/groups, excluding the header/trailer envelope. */
3627
+ type QuoteRequestBody = {
3628
+ QuoteReqID: string;
3629
+ NoRelatedSym: QuoteRequest_NoRelatedSymEntry[];
3630
+ };
3631
+ /** `Quote` (`S`) message body — settable fields/groups, excluding the header/trailer envelope. */
3632
+ type QuoteBody = {
3633
+ QuoteReqID?: string;
3634
+ QuoteID: string;
3635
+ QuoteResponseLevel?: QuoteResponseLevel | number;
3636
+ TradingSessionID?: string;
3637
+ Symbol: string;
3638
+ SymbolSfx?: string;
3639
+ SecurityID?: string;
3640
+ IDSource?: IDSource;
3641
+ SecurityType?: SecurityType;
3642
+ MaturityMonthYear?: string;
3643
+ MaturityDay?: number | string;
3644
+ PutOrCall?: PutOrCall | number;
3645
+ StrikePrice?: number | string;
3646
+ OptAttribute?: string;
3647
+ ContractMultiplier?: number | string;
3648
+ CouponRate?: number | string;
3649
+ SecurityExchange?: string;
3650
+ Issuer?: string;
3651
+ EncodedIssuerLen?: number | string;
3652
+ EncodedIssuer?: string;
3653
+ SecurityDesc?: string;
3654
+ EncodedSecurityDescLen?: number | string;
3655
+ EncodedSecurityDesc?: string;
3656
+ BidPx?: number | string;
3657
+ OfferPx?: number | string;
3658
+ BidSize?: number | string;
3659
+ OfferSize?: number | string;
3660
+ ValidUntilTime?: string;
3661
+ BidSpotRate?: number | string;
3662
+ OfferSpotRate?: number | string;
3663
+ BidForwardPoints?: number | string;
3664
+ OfferForwardPoints?: number | string;
3665
+ TransactTime?: string;
3666
+ FutSettDate?: string;
3667
+ OrdType?: OrdType;
3668
+ FutSettDate2?: string;
3669
+ OrderQty2?: number | string;
3670
+ Currency?: string;
3671
+ };
3672
+ /** `SettlementInstructions` (`T`) message body — settable fields/groups, excluding the header/trailer envelope. */
3673
+ type SettlementInstructionsBody = {
3674
+ SettlInstID: string;
3675
+ SettlInstTransType: SettlInstTransType;
3676
+ SettlInstRefID: string;
3677
+ SettlInstMode: SettlInstMode;
3678
+ SettlInstSource: SettlInstSource;
3679
+ AllocAccount: string;
3680
+ SettlLocation?: SettlLocation;
3681
+ TradeDate?: string;
3682
+ AllocID?: string;
3683
+ LastMkt?: string;
3684
+ TradingSessionID?: string;
3685
+ Side?: Side;
3686
+ SecurityType?: SecurityType;
3687
+ EffectiveTime?: string;
3688
+ TransactTime: string;
3689
+ ClientID?: string;
3690
+ ExecBroker?: string;
3691
+ StandInstDbType?: StandInstDbType | number;
3692
+ StandInstDbName?: string;
3693
+ StandInstDbID?: string;
3694
+ SettlDeliveryType?: number | string;
3695
+ SettlDepositoryCode?: string;
3696
+ SettlBrkrCode?: string;
3697
+ SettlInstCode?: string;
3698
+ SecuritySettlAgentName?: string;
3699
+ SecuritySettlAgentCode?: string;
3700
+ SecuritySettlAgentAcctNum?: string;
3701
+ SecuritySettlAgentAcctName?: string;
3702
+ SecuritySettlAgentContactName?: string;
3703
+ SecuritySettlAgentContactPhone?: string;
3704
+ CashSettlAgentName?: string;
3705
+ CashSettlAgentCode?: string;
3706
+ CashSettlAgentAcctNum?: string;
3707
+ CashSettlAgentAcctName?: string;
3708
+ CashSettlAgentContactName?: string;
3709
+ CashSettlAgentContactPhone?: string;
3710
+ };
3711
+ /** `MarketDataRequest` (`V`) message body — settable fields/groups, excluding the header/trailer envelope. */
3712
+ type MarketDataRequestBody = {
3713
+ MDReqID: string;
3714
+ SubscriptionRequestType: SubscriptionRequestType;
3715
+ MarketDepth: number | string;
3716
+ MDUpdateType?: MDUpdateType | number;
3717
+ AggregatedBook?: boolean;
3718
+ NoMDEntryTypes: MarketDataRequest_NoMDEntryTypesEntry[];
3719
+ NoRelatedSym: MarketDataRequest_NoRelatedSymEntry[];
3720
+ };
3721
+ /** `MarketDataSnapshotFullRefresh` (`W`) message body — settable fields/groups, excluding the header/trailer envelope. */
3722
+ type MarketDataSnapshotFullRefreshBody = {
3723
+ MDReqID?: string;
3724
+ Symbol: string;
3725
+ SymbolSfx?: string;
3726
+ SecurityID?: string;
3727
+ IDSource?: IDSource;
3728
+ SecurityType?: SecurityType;
3729
+ MaturityMonthYear?: string;
3730
+ MaturityDay?: number | string;
3731
+ PutOrCall?: PutOrCall | number;
3732
+ StrikePrice?: number | string;
3733
+ OptAttribute?: string;
3734
+ ContractMultiplier?: number | string;
3735
+ CouponRate?: number | string;
3736
+ SecurityExchange?: string;
3737
+ Issuer?: string;
3738
+ EncodedIssuerLen?: number | string;
3739
+ EncodedIssuer?: string;
3740
+ SecurityDesc?: string;
3741
+ EncodedSecurityDescLen?: number | string;
3742
+ EncodedSecurityDesc?: string;
3743
+ FinancialStatus?: FinancialStatus;
3744
+ CorporateAction?: CorporateAction;
3745
+ TotalVolumeTraded?: number | string;
3746
+ NoMDEntries: MarketDataSnapshotFullRefresh_NoMDEntriesEntry[];
3747
+ };
3748
+ /** `MarketDataIncrementalRefresh` (`X`) message body — settable fields/groups, excluding the header/trailer envelope. */
3749
+ type MarketDataIncrementalRefreshBody = {
3750
+ MDReqID?: string;
3751
+ NoMDEntries: MarketDataIncrementalRefresh_NoMDEntriesEntry[];
3752
+ };
3753
+ /** `MarketDataRequestReject` (`Y`) message body — settable fields/groups, excluding the header/trailer envelope. */
3754
+ type MarketDataRequestRejectBody = {
3755
+ MDReqID: string;
3756
+ MDReqRejReason?: MDReqRejReason;
3757
+ Text?: string;
3758
+ EncodedTextLen?: number | string;
3759
+ EncodedText?: string;
3760
+ };
3761
+ /** `QuoteCancel` (`Z`) message body — settable fields/groups, excluding the header/trailer envelope. */
3762
+ type QuoteCancelBody = {
3763
+ QuoteReqID?: string;
3764
+ QuoteID: string;
3765
+ QuoteCancelType: QuoteCancelType | number;
3766
+ QuoteResponseLevel?: QuoteResponseLevel | number;
3767
+ TradingSessionID?: string;
3768
+ NoQuoteEntries: QuoteCancel_NoQuoteEntriesEntry[];
3769
+ };
3770
+ /** `QuoteStatusRequest` (`a`) message body — settable fields/groups, excluding the header/trailer envelope. */
3771
+ type QuoteStatusRequestBody = {
3772
+ QuoteID?: string;
3773
+ Symbol: string;
3774
+ SymbolSfx?: string;
3775
+ SecurityID?: string;
3776
+ IDSource?: IDSource;
3777
+ SecurityType?: SecurityType;
3778
+ MaturityMonthYear?: string;
3779
+ MaturityDay?: number | string;
3780
+ PutOrCall?: PutOrCall | number;
3781
+ StrikePrice?: number | string;
3782
+ OptAttribute?: string;
3783
+ ContractMultiplier?: number | string;
3784
+ CouponRate?: number | string;
3785
+ SecurityExchange?: string;
3786
+ Issuer?: string;
3787
+ EncodedIssuerLen?: number | string;
3788
+ EncodedIssuer?: string;
3789
+ SecurityDesc?: string;
3790
+ EncodedSecurityDescLen?: number | string;
3791
+ EncodedSecurityDesc?: string;
3792
+ Side?: Side;
3793
+ TradingSessionID?: string;
3794
+ };
3795
+ /** `QuoteAcknowledgement` (`b`) message body — settable fields/groups, excluding the header/trailer envelope. */
3796
+ type QuoteAcknowledgementBody = {
3797
+ QuoteReqID?: string;
3798
+ QuoteID?: string;
3799
+ QuoteAckStatus: QuoteAckStatus | number;
3800
+ QuoteRejectReason?: QuoteRejectReason | number;
3801
+ QuoteResponseLevel?: QuoteResponseLevel | number;
3802
+ TradingSessionID?: string;
3803
+ Text?: string;
3804
+ NoQuoteSets?: QuoteAcknowledgement_NoQuoteSetsEntry[];
3805
+ };
3806
+ /** `SecurityDefinitionRequest` (`c`) message body — settable fields/groups, excluding the header/trailer envelope. */
3807
+ type SecurityDefinitionRequestBody = {
3808
+ SecurityReqID: string;
3809
+ SecurityRequestType: SecurityRequestType | number;
3810
+ Symbol?: string;
3811
+ SymbolSfx?: string;
3812
+ SecurityID?: string;
3813
+ IDSource?: IDSource;
3814
+ SecurityType?: SecurityType;
3815
+ MaturityMonthYear?: string;
3816
+ MaturityDay?: number | string;
3817
+ PutOrCall?: PutOrCall | number;
3818
+ StrikePrice?: number | string;
3819
+ OptAttribute?: string;
3820
+ ContractMultiplier?: number | string;
3821
+ CouponRate?: number | string;
3822
+ SecurityExchange?: string;
3823
+ Issuer?: string;
3824
+ EncodedIssuerLen?: number | string;
3825
+ EncodedIssuer?: string;
3826
+ SecurityDesc?: string;
3827
+ EncodedSecurityDescLen?: number | string;
3828
+ EncodedSecurityDesc?: string;
3829
+ Currency?: string;
3830
+ Text?: string;
3831
+ EncodedTextLen?: number | string;
3832
+ EncodedText?: string;
3833
+ TradingSessionID?: string;
3834
+ NoRelatedSym?: SecurityDefinitionRequest_NoRelatedSymEntry[];
3835
+ };
3836
+ /** `SecurityDefinition` (`d`) message body — settable fields/groups, excluding the header/trailer envelope. */
3837
+ type SecurityDefinitionBody = {
3838
+ SecurityReqID: string;
3839
+ SecurityResponseID: string;
3840
+ SecurityResponseType?: SecurityResponseType | number;
3841
+ TotalNumSecurities: number | string;
3842
+ Symbol?: string;
3843
+ SymbolSfx?: string;
3844
+ SecurityID?: string;
3845
+ IDSource?: IDSource;
3846
+ SecurityType?: SecurityType;
3847
+ MaturityMonthYear?: string;
3848
+ MaturityDay?: number | string;
3849
+ PutOrCall?: PutOrCall | number;
3850
+ StrikePrice?: number | string;
3851
+ OptAttribute?: string;
3852
+ ContractMultiplier?: number | string;
3853
+ CouponRate?: number | string;
3854
+ SecurityExchange?: string;
3855
+ Issuer?: string;
3856
+ EncodedIssuerLen?: number | string;
3857
+ EncodedIssuer?: string;
3858
+ SecurityDesc?: string;
3859
+ EncodedSecurityDescLen?: number | string;
3860
+ EncodedSecurityDesc?: string;
3861
+ Currency?: string;
3862
+ TradingSessionID?: string;
3863
+ Text?: string;
3864
+ EncodedTextLen?: number | string;
3865
+ EncodedText?: string;
3866
+ NoRelatedSym?: SecurityDefinition_NoRelatedSymEntry[];
3867
+ };
3868
+ /** `SecurityStatusRequest` (`e`) message body — settable fields/groups, excluding the header/trailer envelope. */
3869
+ type SecurityStatusRequestBody = {
3870
+ SecurityStatusReqID: string;
3871
+ Symbol: string;
3872
+ SymbolSfx?: string;
3873
+ SecurityID?: string;
3874
+ IDSource?: IDSource;
3875
+ SecurityType?: SecurityType;
3876
+ MaturityMonthYear?: string;
3877
+ MaturityDay?: number | string;
3878
+ PutOrCall?: PutOrCall | number;
3879
+ StrikePrice?: number | string;
3880
+ OptAttribute?: string;
3881
+ ContractMultiplier?: number | string;
3882
+ CouponRate?: number | string;
3883
+ SecurityExchange?: string;
3884
+ Issuer?: string;
3885
+ EncodedIssuerLen?: number | string;
3886
+ EncodedIssuer?: string;
3887
+ SecurityDesc?: string;
3888
+ EncodedSecurityDescLen?: number | string;
3889
+ EncodedSecurityDesc?: string;
3890
+ Currency?: string;
3891
+ SubscriptionRequestType: SubscriptionRequestType;
3892
+ TradingSessionID?: string;
3893
+ };
3894
+ /** `SecurityStatus` (`f`) message body — settable fields/groups, excluding the header/trailer envelope. */
3895
+ type SecurityStatusBody = {
3896
+ SecurityStatusReqID?: string;
3897
+ Symbol: string;
3898
+ SymbolSfx?: string;
3899
+ SecurityID?: string;
3900
+ IDSource?: IDSource;
3901
+ SecurityType?: SecurityType;
3902
+ MaturityMonthYear?: string;
3903
+ MaturityDay?: number | string;
3904
+ PutOrCall?: PutOrCall | number;
3905
+ StrikePrice?: number | string;
3906
+ OptAttribute?: string;
3907
+ ContractMultiplier?: number | string;
3908
+ CouponRate?: number | string;
3909
+ SecurityExchange?: string;
3910
+ Issuer?: string;
3911
+ EncodedIssuerLen?: number | string;
3912
+ EncodedIssuer?: string;
3913
+ SecurityDesc?: string;
3914
+ EncodedSecurityDescLen?: number | string;
3915
+ EncodedSecurityDesc?: string;
3916
+ Currency?: string;
3917
+ TradingSessionID?: string;
3918
+ UnsolicitedIndicator?: boolean;
3919
+ SecurityTradingStatus?: SecurityTradingStatus | number;
3920
+ FinancialStatus?: FinancialStatus;
3921
+ CorporateAction?: CorporateAction;
3922
+ HaltReason?: HaltReason;
3923
+ InViewOfCommon?: boolean;
3924
+ DueToRelated?: boolean;
3925
+ BuyVolume?: number | string;
3926
+ SellVolume?: number | string;
3927
+ HighPx?: number | string;
3928
+ LowPx?: number | string;
3929
+ LastPx?: number | string;
3930
+ TransactTime?: string;
3931
+ Adjustment?: Adjustment | number;
3932
+ };
3933
+ /** `TradingSessionStatusRequest` (`g`) message body — settable fields/groups, excluding the header/trailer envelope. */
3934
+ type TradingSessionStatusRequestBody = {
3935
+ TradSesReqID: string;
3936
+ TradingSessionID?: string;
3937
+ TradSesMethod?: TradSesMethod | number;
3938
+ TradSesMode?: TradSesMode | number;
3939
+ SubscriptionRequestType: SubscriptionRequestType;
3940
+ };
3941
+ /** `TradingSessionStatus` (`h`) message body — settable fields/groups, excluding the header/trailer envelope. */
3942
+ type TradingSessionStatusBody = {
3943
+ TradSesReqID?: string;
3944
+ TradingSessionID: string;
3945
+ TradSesMethod?: TradSesMethod | number;
3946
+ TradSesMode?: TradSesMode | number;
3947
+ UnsolicitedIndicator?: boolean;
3948
+ TradSesStatus: TradSesStatus | number;
3949
+ TradSesStartTime?: string;
3950
+ TradSesOpenTime?: string;
3951
+ TradSesPreCloseTime?: string;
3952
+ TradSesCloseTime?: string;
3953
+ TradSesEndTime?: string;
3954
+ TotalVolumeTraded?: number | string;
3955
+ Text?: string;
3956
+ EncodedTextLen?: number | string;
3957
+ EncodedText?: string;
3958
+ };
3959
+ /** `MassQuote` (`i`) message body — settable fields/groups, excluding the header/trailer envelope. */
3960
+ type MassQuoteBody = {
3961
+ QuoteReqID?: string;
3962
+ QuoteID: string;
3963
+ QuoteResponseLevel?: QuoteResponseLevel | number;
3964
+ DefBidSize?: number | string;
3965
+ DefOfferSize?: number | string;
3966
+ NoQuoteSets: MassQuote_NoQuoteSetsEntry[];
3967
+ };
3968
+ /** `BusinessMessageReject` (`j`) message body — settable fields/groups, excluding the header/trailer envelope. */
3969
+ type BusinessMessageRejectBody = {
3970
+ RefSeqNum?: number | string;
3971
+ RefMsgType: string;
3972
+ BusinessRejectRefID?: string;
3973
+ BusinessRejectReason: BusinessRejectReason | number;
3974
+ Text?: string;
3975
+ EncodedTextLen?: number | string;
3976
+ EncodedText?: string;
3977
+ };
3978
+ /** `BidRequest` (`k`) message body — settable fields/groups, excluding the header/trailer envelope. */
3979
+ type BidRequestBody = {
3980
+ BidID?: string;
3981
+ ClientBidID: string;
3982
+ BidRequestTransType: BidRequestTransType;
3983
+ ListName?: string;
3984
+ TotalNumSecurities: number | string;
3985
+ BidType: number | string;
3986
+ NumTickets?: number | string;
3987
+ Currency?: string;
3988
+ SideValue1?: number | string;
3989
+ SideValue2?: number | string;
3990
+ NoBidDescriptors?: BidRequest_NoBidDescriptorsEntry[];
3991
+ NoBidComponents?: BidRequest_NoBidComponentsEntry[];
3992
+ LiquidityIndType?: LiquidityIndType | number;
3993
+ WtAverageLiquidity?: number | string;
3994
+ ExchangeForPhysical?: boolean;
3995
+ OutMainCntryUIndex?: number | string;
3996
+ CrossPercent?: number | string;
3997
+ ProgRptReqs?: ProgRptReqs | number;
3998
+ ProgPeriodInterval?: number | string;
3999
+ IncTaxInd?: IncTaxInd | number;
4000
+ ForexReq?: boolean;
4001
+ NumBidders?: number | string;
4002
+ TradeDate?: string;
4003
+ TradeType: TradeType;
4004
+ BasisPxType: BasisPxType;
4005
+ StrikeTime?: string;
4006
+ Text?: string;
4007
+ EncodedTextLen?: number | string;
4008
+ EncodedText?: string;
4009
+ };
4010
+ /** `BidResponse` (`l`) message body — settable fields/groups, excluding the header/trailer envelope. */
4011
+ type BidResponseBody = {
4012
+ BidID?: string;
4013
+ ClientBidID?: string;
4014
+ NoBidComponents: BidResponse_NoBidComponentsEntry[];
4015
+ };
4016
+ /** `ListStrikePrice` (`m`) message body — settable fields/groups, excluding the header/trailer envelope. */
4017
+ type ListStrikePriceBody = {
4018
+ ListID: string;
4019
+ TotNoStrikes: number | string;
4020
+ NoStrikes: ListStrikePrice_NoStrikesEntry[];
4021
+ };
4022
+ /**
4023
+ * Every message body keyed by its `MsgType` (tag 35) wire value — the type registry that
4024
+ * makes `message(msgType)` / `engine.create(msgType)` return a builder typed to exactly
4025
+ * that message. First-definition-wins on a duplicate `MsgType`, matching the runtime
4026
+ * `Dictionary.messageByMsgType`. Extend it with new messages via declaration merging.
4027
+ */
4028
+ interface MessageBodies {
4029
+ "0": HeartbeatBody;
4030
+ "1": TestRequestBody;
4031
+ "2": ResendRequestBody;
4032
+ "3": RejectBody;
4033
+ "4": SequenceResetBody;
4034
+ "5": LogoutBody;
4035
+ "6": IOIBody;
4036
+ "7": AdvertisementBody;
4037
+ "8": ExecutionReportBody;
4038
+ "9": OrderCancelRejectBody;
4039
+ "A": LogonBody;
4040
+ "B": NewsBody;
4041
+ "C": EmailBody;
4042
+ "D": OrderSingleBody;
4043
+ "E": OrderListBody;
4044
+ "F": OrderCancelRequestBody;
4045
+ "G": OrderCancelReplaceRequestBody;
4046
+ "H": OrderStatusRequestBody;
4047
+ "J": AllocationBody;
4048
+ "K": ListCancelRequestBody;
4049
+ "L": ListExecuteBody;
4050
+ "M": ListStatusRequestBody;
4051
+ "N": ListStatusBody;
4052
+ "P": AllocationInstructionAckBody;
4053
+ "Q": DontKnowTradeBody;
4054
+ "R": QuoteRequestBody;
4055
+ "S": QuoteBody;
4056
+ "T": SettlementInstructionsBody;
4057
+ "V": MarketDataRequestBody;
4058
+ "W": MarketDataSnapshotFullRefreshBody;
4059
+ "X": MarketDataIncrementalRefreshBody;
4060
+ "Y": MarketDataRequestRejectBody;
4061
+ "Z": QuoteCancelBody;
4062
+ "a": QuoteStatusRequestBody;
4063
+ "b": QuoteAcknowledgementBody;
4064
+ "c": SecurityDefinitionRequestBody;
4065
+ "d": SecurityDefinitionBody;
4066
+ "e": SecurityStatusRequestBody;
4067
+ "f": SecurityStatusBody;
4068
+ "g": TradingSessionStatusRequestBody;
4069
+ "h": TradingSessionStatusBody;
4070
+ "i": MassQuoteBody;
4071
+ "j": BusinessMessageRejectBody;
4072
+ "k": BidRequestBody;
4073
+ "l": BidResponseBody;
4074
+ "m": ListStrikePriceBody;
4075
+ }
4076
+ /**
4077
+ * A typed, self-rendering message factory bound to this dictionary. Call it with a `MsgType`
4078
+ * value (e.g. `MsgType.MarketDataSnapshotFullRefresh`, the literal `"W"`) to build a
4079
+ * strongly-typed `MutableMessage`; use `message.immutable(...)` for the copy-on-write
4080
+ * variant. Supply the envelope (session/header fields) to `.render(envelope)`.
4081
+ *
4082
+ * ```ts
4083
+ * const wire = message('W')
4084
+ * .set('MDReqID', 'req-1')
4085
+ * .set('NoMDEntries', [{ MDEntryType: '0', MDEntryPx: '1.2345' }])
4086
+ * .render({ SenderCompID: 'ME', TargetCompID: 'YOU', MsgSeqNum: 1, SendingTime: '20260716-12:00:00' });
4087
+ * ```
4088
+ */
4089
+ declare const message: MessageFactory<MessageBodies>;
4090
+ /**
4091
+ * A typed message-narrowing guard bound to this dictionary's `MessageBodies` — the read-side
4092
+ * counterpart of `message`. Given a message of unknown body (a `MessageView<any>`, e.g. at a
4093
+ * generic `send(message)` boundary where the concrete `MsgType` is erased) and a `MsgType`
4094
+ * value, it narrows the message so its `get()`/`has()` reads are typed to that message's body —
4095
+ * no `any`, no casts. Runtime is a plain `msgType` compare; the narrowing comes entirely from
4096
+ * `MessageBodies[M]`. It narrows to the read surface `MessageView` (shared by the mutable and
4097
+ * immutable message), not the mutable/immutable kind.
4098
+ *
4099
+ * ```ts
4100
+ * if (isMessageType(msg, 'W')) {
4101
+ * // msg: MessageView<MarketDataSnapshotFullRefreshBody>
4102
+ * const px = msg.get('NoMDEntries')?.[0]?.MDEntryPx;
4103
+ * }
4104
+ * ```
4105
+ */
4106
+ declare const isMessageType: _boarteam_fix.MessageTypeGuard<MessageBodies>;
4107
+ /**
4108
+ * The read surface (`MessageView`) of the message whose `MsgType` value is `M` — a
4109
+ * convenience alias for annotating a narrowed message. `MessageOf<'W'>` is
4110
+ * `MessageView<MarketDataSnapshotFullRefreshBody>`.
4111
+ */
4112
+ type MessageOf<M extends keyof MessageBodies & string> = MessageView<MessageBodies[M] & object>;
469
4113
 
470
- export { DICTIONARY_VERSION, MsgType, type MsgTypeName, type TagName, Tags, dictionary };
4114
+ export { Adjustment, AdvSide, AdvTransType, type AdvertisementBody, AggregatedBook, AllocHandlInst, AllocLinkType, AllocRejCode, AllocStatus, AllocTransType, type AllocationBody, type AllocationInstructionAckBody, type Allocation_NoAllocsEntry, type Allocation_NoAllocs_NoMiscFeesEntry, type Allocation_NoExecsEntry, type Allocation_NoOrdersEntry, BasisPxType, Benchmark, type BidRequestBody, BidRequestTransType, type BidRequest_NoBidComponentsEntry, type BidRequest_NoBidDescriptorsEntry, type BidResponseBody, type BidResponse_NoBidComponentsEntry, type BusinessMessageRejectBody, BusinessRejectReason, CommType, CorporateAction, CoveredOrUncovered, CustomerOrFirm, CxlRejReason, CxlRejResponseTo, DICTIONARY_VERSION, DKReason, DeleteReason, DiscretionInst, type DontKnowTradeBody, DueToRelated, type EmailBody, EmailType, type Email_LinesOfTextEntry, type Email_NoRelatedSymEntry, type Email_NoRoutingIDsEntry, EncryptMethod, type EnumFieldName, Enums, ExchangeForPhysical, ExecInst, ExecRestatementReason, ExecTransType, ExecType, type ExecutionReportBody, type ExecutionReport_NoContraBrokersEntry, FinancialStatus, ForexReq, GTBookingInst, GapFillFlag, HaltReason, HandlInst, type HeartbeatBody, IDSource, type IOIBody, IOINaturalFlag, IOIQltyInd, IOIQualifier, IOIShares, IOITransType, type IOI_NoIOIQualifiersEntry, type IOI_NoRoutingIDsEntry, InViewOfCommon, IncTaxInd, LastCapacity, LiquidityIndType, type ListCancelRequestBody, ListExecInstType, type ListExecuteBody, type ListStatusBody, type ListStatusRequestBody, type ListStatus_NoOrdersEntry, type ListStrikePriceBody, type ListStrikePrice_NoStrikesEntry, LocateReqd, type LogonBody, type Logon_NoMsgTypesEntry, type LogoutBody, MDEntryType, MDReqRejReason, MDUpdateAction, MDUpdateType, type MarketDataIncrementalRefreshBody, type MarketDataIncrementalRefresh_NoMDEntriesEntry, type MarketDataRequestBody, type MarketDataRequestRejectBody, type MarketDataRequest_NoMDEntryTypesEntry, type MarketDataRequest_NoRelatedSymEntry, type MarketDataSnapshotFullRefreshBody, type MarketDataSnapshotFullRefresh_NoMDEntriesEntry, type MassQuoteBody, type MassQuote_NoQuoteSetsEntry, type MassQuote_NoQuoteSets_NoQuoteEntriesEntry, type MessageBodies, MessageEncoding, type MessageOf, MiscFeeType, MsgDirection, MsgType, type MsgTypeName, MsgTypeNames, MultiLegReportingType, NetGrossInd, type NewsBody, type News_LinesOfTextEntry, type News_NoRelatedSymEntry, type News_NoRoutingIDsEntry, NotifyBrokerOfCredit, OpenClose, OpenCloseSettleFlag, OrdRejReason, OrdStatus, OrdType, type OrderCancelRejectBody, type OrderCancelReplaceRequestBody, type OrderCancelReplaceRequest_NoAllocsEntry, type OrderCancelReplaceRequest_NoTradingSessionsEntry, type OrderCancelRequestBody, type OrderListBody, type OrderList_NoOrdersEntry, type OrderList_NoOrders_NoAllocsEntry, type OrderList_NoOrders_NoTradingSessionsEntry, type OrderSingleBody, type OrderSingle_NoAllocsEntry, type OrderSingle_NoTradingSessionsEntry, type OrderStatusRequestBody, PossDupFlag, PossResend, PriceType, ProcessCode, ProgRptReqs, PutOrCall, QuoteAckStatus, type QuoteAcknowledgementBody, type QuoteAcknowledgement_NoQuoteSetsEntry, type QuoteAcknowledgement_NoQuoteSets_NoQuoteEntriesEntry, type QuoteBody, type QuoteCancelBody, QuoteCancelType, type QuoteCancel_NoQuoteEntriesEntry, QuoteCondition, QuoteEntryRejectReason, QuoteRejectReason, type QuoteRequestBody, QuoteRequestType, type QuoteRequest_NoRelatedSymEntry, QuoteResponseLevel, type QuoteStatusRequestBody, type RejectBody, ReportToExch, type ResendRequestBody, ResetSeqNumFlag, RoutingType, Rule80A, type SecurityDefinitionBody, type SecurityDefinitionRequestBody, type SecurityDefinitionRequest_NoRelatedSymEntry, type SecurityDefinition_NoRelatedSymEntry, SecurityRequestType, SecurityResponseType, type SecurityStatusBody, type SecurityStatusRequestBody, SecurityTradingStatus, SecurityType, type SequenceResetBody, SessionRejectReason, SettlInstMode, SettlInstSource, SettlInstTransType, SettlLocation, type SettlementInstructionsBody, SettlmntTyp, Side, SolicitedFlag, StandInstDbType, SubscriptionRequestType, type TagName, TagNames, Tags, type TestRequestBody, TickDirection, TimeInForce, TradSesMethod, TradSesMode, TradSesStatus, TradeCondition, TradeType, type TradingSessionStatusBody, type TradingSessionStatusRequestBody, UnsolicitedIndicator, Urgency, dictionary, isMessageType, message };