@boarteam/fix-dict-fix44 0.2.0 → 1.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +13 -7
- package/dist/index.cjs +3701 -0
- package/dist/index.cjs.map +1 -1
- package/dist/index.d.cts +4825 -2
- package/dist/index.d.ts +4825 -2
- package/dist/index.js +3455 -1
- package/dist/index.js.map +1 -1
- package/package.json +3 -3
package/dist/index.d.cts
CHANGED
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@@ -923,6 +923,7 @@ declare const Tags: {
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923
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readonly LegInterestAccrualDate: 956;
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924
924
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};
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925
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type TagName = keyof typeof Tags;
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926
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+
type MsgTypeName = keyof typeof MsgType;
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927
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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";
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@@ -1019,6 +1020,4828 @@ declare const MsgType: {
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readonly UserResponse: "BF";
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1021
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readonly XMLnonFIX: "n";
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1021
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};
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-
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/**
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1024
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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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1034
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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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1038
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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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1044
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/** `AccountType` (tag 581) values keyed by spec value name. */
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1045
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declare const AccountType: {
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readonly ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS: "1";
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readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: "2";
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readonly HOUSE_TRADER: "3";
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readonly FLOOR_TRADER: "4";
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readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: "6";
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readonly ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: "7";
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readonly JOINT_BACKOFFICE_ACCOUNT: "8";
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};
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type AccountType = (typeof AccountType)[keyof typeof AccountType];
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/** `AcctIDSource` (tag 660) values keyed by spec value name. */
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declare const AcctIDSource: {
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readonly BIC: "1";
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readonly SID_CODE: "2";
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readonly TFM: "3";
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readonly OMGEO: "4";
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readonly DTCC_CODE: "5";
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readonly OTHER: "99";
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};
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type AcctIDSource = (typeof AcctIDSource)[keyof typeof AcctIDSource];
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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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1072
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/** `AdjustmentType` (tag 718) values keyed by spec value name. */
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declare const AdjustmentType: {
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readonly PROCESS_REQUEST_AS_MARGIN_DISPOSITION: "0";
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readonly DELTA_PLUS: "1";
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readonly DELTA_MINUS: "2";
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readonly FINAL: "3";
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};
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type AdjustmentType = (typeof AdjustmentType)[keyof typeof AdjustmentType];
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1080
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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 CROSS: "X";
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readonly TRADE: "T";
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};
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type AdvSide = (typeof AdvSide)[keyof typeof AdvSide];
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1088
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/** `AdvTransType` (tag 5) values keyed by spec value name. */
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1089
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declare const AdvTransType: {
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1090
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readonly NEW: "N";
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1091
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readonly CANCEL: "C";
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1092
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readonly REPLACE: "R";
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1093
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};
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1094
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type AdvTransType = (typeof AdvTransType)[keyof typeof AdvTransType];
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1095
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/** `AffirmStatus` (tag 940) values keyed by spec value name. */
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1096
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declare const AffirmStatus: {
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readonly RECEIVED: "1";
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readonly CONFIRM_REJECTED_IE_NOT_AFFIRMED: "2";
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readonly AFFIRMED: "3";
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1100
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};
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1101
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type AffirmStatus = (typeof AffirmStatus)[keyof typeof AffirmStatus];
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1102
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/** `AggregatedBook` (tag 266) values keyed by spec value name. */
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1103
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declare const AggregatedBook: {
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1104
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readonly YES: "Y";
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1105
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readonly NO: "N";
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1106
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};
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1107
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type AggregatedBook = (typeof AggregatedBook)[keyof typeof AggregatedBook];
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1108
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/** `AllocAccountType` (tag 798) values keyed by spec value name. */
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1109
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declare const AllocAccountType: {
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1110
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readonly ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS: "1";
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1111
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readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: "2";
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1112
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readonly HOUSE_TRADER: "3";
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1113
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readonly FLOOR_TRADER: "4";
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1114
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readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: "6";
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1115
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readonly ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: "7";
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1116
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readonly JOINT_BACKOFFICE_ACCOUNT: "8";
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1117
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};
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1118
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type AllocAccountType = (typeof AllocAccountType)[keyof typeof AllocAccountType];
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1119
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/** `AllocCancReplaceReason` (tag 796) values keyed by spec value name. */
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declare const AllocCancReplaceReason: {
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readonly ORIGINAL_DETAILS_INCOMPLETE_INCORRECT: "1";
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1122
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readonly CHANGE_IN_UNDERLYING_ORDER_DETAILS: "2";
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1123
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readonly OTHER: "99";
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1124
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};
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1125
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type AllocCancReplaceReason = (typeof AllocCancReplaceReason)[keyof typeof AllocCancReplaceReason];
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1126
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/** `AllocHandlInst` (tag 209) values keyed by spec value name. */
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1127
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declare const AllocHandlInst: {
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readonly MATCH: "1";
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1129
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readonly FORWARD: "2";
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1130
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readonly FORWARD_AND_MATCH: "3";
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};
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type AllocHandlInst = (typeof AllocHandlInst)[keyof typeof AllocHandlInst];
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/** `AllocIntermedReqType` (tag 808) values keyed by spec value name. */
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declare const AllocIntermedReqType: {
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readonly PENDING_ACCEPT: "1";
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readonly PENDING_RELEASE: "2";
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readonly PENDING_REVERSAL: "3";
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1138
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readonly ACCEPT: "4";
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1139
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readonly BLOCK_LEVEL_REJECT: "5";
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1140
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readonly ACCOUNT_LEVEL_REJECT: "6";
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1141
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};
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1142
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type AllocIntermedReqType = (typeof AllocIntermedReqType)[keyof typeof AllocIntermedReqType];
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1143
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/** `AllocLinkType` (tag 197) values keyed by spec value name. */
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1144
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declare const AllocLinkType: {
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1145
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readonly F_X_NETTING: "0";
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1146
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readonly F_X_SWAP: "1";
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1147
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};
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1148
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type AllocLinkType = (typeof AllocLinkType)[keyof typeof AllocLinkType];
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1149
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/** `AllocNoOrdersType` (tag 857) values keyed by spec value name. */
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1150
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declare const AllocNoOrdersType: {
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1151
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readonly NOT_SPECIFIED: "0";
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1152
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readonly EXPLICIT_LIST_PROVIDED: "1";
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1153
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};
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1154
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type AllocNoOrdersType = (typeof AllocNoOrdersType)[keyof typeof AllocNoOrdersType];
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1155
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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 UNKNOWN_ACCOUNT: "0";
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readonly INCORRECT_QUANTITY: "1";
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readonly INCORRECT_AVERAGE_PRICE: "2";
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1160
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readonly UNKNOWN_EXECUTING_BROKER_MNEMONIC: "3";
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readonly COMMISSION_DIFFERENCE: "4";
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1162
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readonly UNKNOWN_ORDERID: "5";
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readonly UNKNOWN_LISTID: "6";
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1164
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readonly OTHER: "7";
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1165
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readonly INCORRECT_ALLOCATED_QUANTITY: "8";
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1166
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readonly CALCULATION_DIFFERENCE: "9";
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1167
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readonly UNKNOWN_OR_STALE_EXECID: "10";
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1168
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readonly MISMATCHED_DATA_VALUE: "11";
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1169
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readonly UNKNOWN_CLORDID: "12";
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1170
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readonly WAREHOUSE_REQUEST_REJECTED: "13";
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1171
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};
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1172
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type AllocRejCode = (typeof AllocRejCode)[keyof typeof AllocRejCode];
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1173
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/** `AllocReportType` (tag 794) values keyed by spec value name. */
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1174
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declare const AllocReportType: {
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1175
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readonly SELLSIDE_CALCULATED_USING_PRELIMINARY: "3";
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1176
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readonly SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: "4";
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1177
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readonly WAREHOUSE_RECAP: "5";
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1178
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readonly REQUEST_TO_INTERMEDIARY: "8";
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1179
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};
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1180
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type AllocReportType = (typeof AllocReportType)[keyof typeof AllocReportType];
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1181
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/** `AllocSettlInstType` (tag 780) values keyed by spec value name. */
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1182
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declare const AllocSettlInstType: {
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1183
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readonly USE_DEFAULT_INSTRUCTIONS: "0";
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1184
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readonly DERIVE_FROM_PARAMETERS_PROVIDED: "1";
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1185
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readonly FULL_DETAILS_PROVIDED: "2";
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1186
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readonly SSI_DB_IDS_PROVIDED: "3";
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1187
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readonly PHONE_FOR_INSTRUCTIONS: "4";
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1188
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};
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1189
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type AllocSettlInstType = (typeof AllocSettlInstType)[keyof typeof AllocSettlInstType];
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1190
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/** `AllocStatus` (tag 87) values keyed by spec value name. */
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1191
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declare const AllocStatus: {
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1192
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readonly ACCEPTED: "0";
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1193
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readonly BLOCK_LEVEL_REJECT: "1";
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1194
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readonly ACCOUNT_LEVEL_REJECT: "2";
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1195
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readonly RECEIVED: "3";
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1196
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readonly INCOMPLETE: "4";
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1197
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readonly REJECTED_BY_INTERMEDIARY: "5";
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1198
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};
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1199
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type AllocStatus = (typeof AllocStatus)[keyof typeof AllocStatus];
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1200
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/** `AllocTransType` (tag 71) values keyed by spec value name. */
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1201
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declare const AllocTransType: {
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1202
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readonly NEW: "0";
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1203
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readonly REPLACE: "1";
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1204
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readonly CANCEL: "2";
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1205
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};
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1206
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type AllocTransType = (typeof AllocTransType)[keyof typeof AllocTransType];
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1207
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/** `AllocType` (tag 626) values keyed by spec value name. */
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1208
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declare const AllocType: {
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1209
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readonly CALCULATED: "1";
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1210
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readonly PRELIMINARY: "2";
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1211
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readonly READY_TO_BOOK: "5";
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1212
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readonly WAREHOUSE_INSTRUCTION: "7";
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1213
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readonly REQUEST_TO_INTERMEDIARY: "8";
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1214
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+
};
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1215
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type AllocType = (typeof AllocType)[keyof typeof AllocType];
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1216
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/** `ApplQueueAction` (tag 815) values keyed by spec value name. */
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1217
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declare const ApplQueueAction: {
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1218
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+
readonly NO_ACTION_TAKEN: "0";
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1219
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+
readonly QUEUE_FLUSHED: "1";
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1220
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+
readonly OVERLAY_LAST: "2";
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1221
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+
readonly END_SESSION: "3";
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1222
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+
};
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1223
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type ApplQueueAction = (typeof ApplQueueAction)[keyof typeof ApplQueueAction];
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1224
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/** `ApplQueueResolution` (tag 814) values keyed by spec value name. */
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1225
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declare const ApplQueueResolution: {
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1226
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+
readonly NO_ACTION_TAKEN: "0";
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1227
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readonly QUEUE_FLUSHED: "1";
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1228
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+
readonly OVERLAY_LAST: "2";
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1229
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readonly END_SESSION: "3";
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1230
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+
};
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1231
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+
type ApplQueueResolution = (typeof ApplQueueResolution)[keyof typeof ApplQueueResolution];
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1232
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+
/** `AssignmentMethod` (tag 744) values keyed by spec value name. */
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1233
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+
declare const AssignmentMethod: {
|
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1234
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+
readonly RANDOM: "R";
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1235
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+
readonly PRORATA: "P";
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1236
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+
};
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1237
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+
type AssignmentMethod = (typeof AssignmentMethod)[keyof typeof AssignmentMethod];
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1238
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+
/** `AvgPxIndicator` (tag 819) values keyed by spec value name. */
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1239
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+
declare const AvgPxIndicator: {
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1240
|
+
readonly NO_AVERAGE_PRICING: "0";
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1241
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+
readonly TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: "1";
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1242
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readonly LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: "2";
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1243
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+
};
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1244
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+
type AvgPxIndicator = (typeof AvgPxIndicator)[keyof typeof AvgPxIndicator];
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1245
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+
/** `BasisPxType` (tag 419) values keyed by spec value name. */
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1246
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+
declare const BasisPxType: {
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1247
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+
readonly CLOSING_PRICE_AT_MORNING_SESSION: "2";
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1248
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+
readonly CLOSING_PRICE: "3";
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1249
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+
readonly CURRENT_PRICE: "4";
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1250
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+
readonly SQ: "5";
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1251
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+
readonly VWAP_THROUGH_A_DAY: "6";
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1252
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+
readonly VWAP_THROUGH_A_MORNING_SESSION: "7";
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1253
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+
readonly VWAP_THROUGH_AN_AFTERNOON_SESSION: "8";
|
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1254
|
+
readonly VWAP_THROUGH_A_DAY_EXCEPT_YORI: "9";
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|
1255
|
+
readonly VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI: "A";
|
|
1256
|
+
readonly VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI: "B";
|
|
1257
|
+
readonly STRIKE: "C";
|
|
1258
|
+
readonly OPEN: "D";
|
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1259
|
+
readonly OTHERS: "Z";
|
|
1260
|
+
};
|
|
1261
|
+
type BasisPxType = (typeof BasisPxType)[keyof typeof BasisPxType];
|
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1262
|
+
/** `BidDescriptorType` (tag 399) values keyed by spec value name. */
|
|
1263
|
+
declare const BidDescriptorType: {
|
|
1264
|
+
readonly SECTOR: "1";
|
|
1265
|
+
readonly COUNTRY: "2";
|
|
1266
|
+
readonly INDEX: "3";
|
|
1267
|
+
};
|
|
1268
|
+
type BidDescriptorType = (typeof BidDescriptorType)[keyof typeof BidDescriptorType];
|
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1269
|
+
/** `BidRequestTransType` (tag 374) values keyed by spec value name. */
|
|
1270
|
+
declare const BidRequestTransType: {
|
|
1271
|
+
readonly NEW: "N";
|
|
1272
|
+
readonly CANCEL: "C";
|
|
1273
|
+
};
|
|
1274
|
+
type BidRequestTransType = (typeof BidRequestTransType)[keyof typeof BidRequestTransType];
|
|
1275
|
+
/** `BidTradeType` (tag 418) values keyed by spec value name. */
|
|
1276
|
+
declare const BidTradeType: {
|
|
1277
|
+
readonly RISK_TRADE: "R";
|
|
1278
|
+
readonly VWAP_GUARANTEE: "G";
|
|
1279
|
+
readonly AGENCY: "A";
|
|
1280
|
+
readonly GUARANTEED_CLOSE: "J";
|
|
1281
|
+
};
|
|
1282
|
+
type BidTradeType = (typeof BidTradeType)[keyof typeof BidTradeType];
|
|
1283
|
+
/** `BidType` (tag 394) values keyed by spec value name. */
|
|
1284
|
+
declare const BidType: {
|
|
1285
|
+
readonly NON_DISCLOSED_STYLE: "1";
|
|
1286
|
+
readonly DISCLOSED_STYLE: "2";
|
|
1287
|
+
readonly NO_BIDDING_PROCESS: "3";
|
|
1288
|
+
};
|
|
1289
|
+
type BidType = (typeof BidType)[keyof typeof BidType];
|
|
1290
|
+
/** `BookingType` (tag 775) values keyed by spec value name. */
|
|
1291
|
+
declare const BookingType: {
|
|
1292
|
+
readonly REGULAR_BOOKING: "0";
|
|
1293
|
+
readonly CFD: "1";
|
|
1294
|
+
readonly TOTAL_RETURN_SWAP: "2";
|
|
1295
|
+
};
|
|
1296
|
+
type BookingType = (typeof BookingType)[keyof typeof BookingType];
|
|
1297
|
+
/** `BookingUnit` (tag 590) values keyed by spec value name. */
|
|
1298
|
+
declare const BookingUnit: {
|
|
1299
|
+
readonly EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT: "0";
|
|
1300
|
+
readonly AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER: "1";
|
|
1301
|
+
readonly AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE: "2";
|
|
1302
|
+
};
|
|
1303
|
+
type BookingUnit = (typeof BookingUnit)[keyof typeof BookingUnit];
|
|
1304
|
+
/** `BusinessRejectReason` (tag 380) values keyed by spec value name. */
|
|
1305
|
+
declare const BusinessRejectReason: {
|
|
1306
|
+
readonly OTHER: "0";
|
|
1307
|
+
readonly UNKOWN_ID: "1";
|
|
1308
|
+
readonly UNKNOWN_SECURITY: "2";
|
|
1309
|
+
readonly UNSUPPORTED_MESSAGE_TYPE: "3";
|
|
1310
|
+
readonly APPLICATION_NOT_AVAILABLE: "4";
|
|
1311
|
+
readonly CONDITIONALLY_REQUIRED_FIELD_MISSING: "5";
|
|
1312
|
+
readonly NOT_AUTHORIZED: "6";
|
|
1313
|
+
readonly DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME: "7";
|
|
1314
|
+
};
|
|
1315
|
+
type BusinessRejectReason = (typeof BusinessRejectReason)[keyof typeof BusinessRejectReason];
|
|
1316
|
+
/** `CancellationRights` (tag 480) values keyed by spec value name. */
|
|
1317
|
+
declare const CancellationRights: {
|
|
1318
|
+
readonly YES: "Y";
|
|
1319
|
+
readonly NO_EXECUTION_ONLY: "N";
|
|
1320
|
+
readonly NO_WAIVER_AGREEMENT: "M";
|
|
1321
|
+
readonly NO_INSTITUTIONAL: "O";
|
|
1322
|
+
};
|
|
1323
|
+
type CancellationRights = (typeof CancellationRights)[keyof typeof CancellationRights];
|
|
1324
|
+
/** `CashMargin` (tag 544) values keyed by spec value name. */
|
|
1325
|
+
declare const CashMargin: {
|
|
1326
|
+
readonly CASH: "1";
|
|
1327
|
+
readonly MARGIN_OPEN: "2";
|
|
1328
|
+
readonly MARGIN_CLOSE: "3";
|
|
1329
|
+
};
|
|
1330
|
+
type CashMargin = (typeof CashMargin)[keyof typeof CashMargin];
|
|
1331
|
+
/** `ClearingFeeIndicator` (tag 635) values keyed by spec value name. */
|
|
1332
|
+
declare const ClearingFeeIndicator: {
|
|
1333
|
+
readonly CBOE_MEMBER: "B";
|
|
1334
|
+
readonly NON_MEMBER_AND_CUSTOMER: "C";
|
|
1335
|
+
readonly EQUITY_MEMBER_AND_CLEARING_MEMBER: "E";
|
|
1336
|
+
readonly FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS: "F";
|
|
1337
|
+
readonly "106H_AND_106J_FIRMS": "H";
|
|
1338
|
+
readonly GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS: "I";
|
|
1339
|
+
readonly LESSEE_AND_106F_EMPLOYEES: "L";
|
|
1340
|
+
readonly ALL_OTHER_OWNERSHIP_TYPES: "M";
|
|
1341
|
+
readonly "1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "1";
|
|
1342
|
+
readonly "2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "2";
|
|
1343
|
+
readonly "3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "3";
|
|
1344
|
+
readonly "4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "4";
|
|
1345
|
+
readonly "5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "5";
|
|
1346
|
+
readonly "6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "9";
|
|
1347
|
+
};
|
|
1348
|
+
type ClearingFeeIndicator = (typeof ClearingFeeIndicator)[keyof typeof ClearingFeeIndicator];
|
|
1349
|
+
/** `ClearingInstruction` (tag 577) values keyed by spec value name. */
|
|
1350
|
+
declare const ClearingInstruction: {
|
|
1351
|
+
readonly PROCESS_NORMALLY: "0";
|
|
1352
|
+
readonly EXCLUDE_FROM_ALL_NETTING: "1";
|
|
1353
|
+
readonly BILATERAL_NETTING_ONLY: "2";
|
|
1354
|
+
readonly EX_CLEARING: "3";
|
|
1355
|
+
readonly SPECIAL_TRADE: "4";
|
|
1356
|
+
readonly MULTILATERAL_NETTING: "5";
|
|
1357
|
+
readonly CLEAR_AGAINST_CENTRAL_COUNTERPARTY: "6";
|
|
1358
|
+
readonly EXCLUDE_FROM_CENTRAL_COUNTERPARTY: "7";
|
|
1359
|
+
readonly MANUAL_MODE: "8";
|
|
1360
|
+
readonly AUTOMATIC_POSTING_MODE: "9";
|
|
1361
|
+
readonly AUTOMATIC_GIVE_UP_MODE: "10";
|
|
1362
|
+
readonly QUALIFIED_SERVICE_REPRESENTATIVE: "11";
|
|
1363
|
+
readonly CUSTOMER_TRADE: "12";
|
|
1364
|
+
readonly SELF_CLEARING: "13";
|
|
1365
|
+
};
|
|
1366
|
+
type ClearingInstruction = (typeof ClearingInstruction)[keyof typeof ClearingInstruction];
|
|
1367
|
+
/** `CollAction` (tag 944) values keyed by spec value name. */
|
|
1368
|
+
declare const CollAction: {
|
|
1369
|
+
readonly RETAIN: "0";
|
|
1370
|
+
readonly ADD: "1";
|
|
1371
|
+
readonly REMOVE: "2";
|
|
1372
|
+
};
|
|
1373
|
+
type CollAction = (typeof CollAction)[keyof typeof CollAction];
|
|
1374
|
+
/** `CollAsgnReason` (tag 895) values keyed by spec value name. */
|
|
1375
|
+
declare const CollAsgnReason: {
|
|
1376
|
+
readonly INITIAL: "0";
|
|
1377
|
+
readonly SCHEDULED: "1";
|
|
1378
|
+
readonly TIME_WARNING: "2";
|
|
1379
|
+
readonly MARGIN_DEFICIENCY: "3";
|
|
1380
|
+
readonly MARGIN_EXCESS: "4";
|
|
1381
|
+
readonly FORWARD_COLLATERAL_DEMAND: "5";
|
|
1382
|
+
readonly EVENT_OF_DEFAULT: "6";
|
|
1383
|
+
readonly ADVERSE_TAX_EVENT: "7";
|
|
1384
|
+
};
|
|
1385
|
+
type CollAsgnReason = (typeof CollAsgnReason)[keyof typeof CollAsgnReason];
|
|
1386
|
+
/** `CollAsgnRejectReason` (tag 906) values keyed by spec value name. */
|
|
1387
|
+
declare const CollAsgnRejectReason: {
|
|
1388
|
+
readonly UNKNOWN_DEAL: "0";
|
|
1389
|
+
readonly UNKNOWN_OR_INVALID_INSTRUMENT: "1";
|
|
1390
|
+
readonly UNAUTHORIZED_TRANSACTION: "2";
|
|
1391
|
+
readonly INSUFFICIENT_COLLATERAL: "3";
|
|
1392
|
+
readonly INVALID_TYPE_OF_COLLATERAL: "4";
|
|
1393
|
+
readonly EXCESSIVE_SUBSTITUTION: "5";
|
|
1394
|
+
readonly OTHER: "99";
|
|
1395
|
+
};
|
|
1396
|
+
type CollAsgnRejectReason = (typeof CollAsgnRejectReason)[keyof typeof CollAsgnRejectReason];
|
|
1397
|
+
/** `CollAsgnRespType` (tag 905) values keyed by spec value name. */
|
|
1398
|
+
declare const CollAsgnRespType: {
|
|
1399
|
+
readonly RECEIVED: "0";
|
|
1400
|
+
readonly ACCEPTED: "1";
|
|
1401
|
+
readonly DECLINED: "2";
|
|
1402
|
+
readonly REJECTED: "3";
|
|
1403
|
+
};
|
|
1404
|
+
type CollAsgnRespType = (typeof CollAsgnRespType)[keyof typeof CollAsgnRespType];
|
|
1405
|
+
/** `CollAsgnTransType` (tag 903) values keyed by spec value name. */
|
|
1406
|
+
declare const CollAsgnTransType: {
|
|
1407
|
+
readonly NEW: "0";
|
|
1408
|
+
readonly REPLACE: "1";
|
|
1409
|
+
readonly CANCEL: "2";
|
|
1410
|
+
readonly RELEASE: "3";
|
|
1411
|
+
readonly REVERSE: "4";
|
|
1412
|
+
};
|
|
1413
|
+
type CollAsgnTransType = (typeof CollAsgnTransType)[keyof typeof CollAsgnTransType];
|
|
1414
|
+
/** `CollInquiryQualifier` (tag 896) values keyed by spec value name. */
|
|
1415
|
+
declare const CollInquiryQualifier: {
|
|
1416
|
+
readonly TRADEDATE: "0";
|
|
1417
|
+
readonly GC_INSTRUMENT: "1";
|
|
1418
|
+
readonly COLLATERALINSTRUMENT: "2";
|
|
1419
|
+
readonly SUBSTITUTION_ELIGIBLE: "3";
|
|
1420
|
+
readonly NOT_ASSIGNED: "4";
|
|
1421
|
+
readonly PARTIALLY_ASSIGNED: "5";
|
|
1422
|
+
readonly FULLY_ASSIGNED: "6";
|
|
1423
|
+
readonly OUTSTANDING_TRADES: "7";
|
|
1424
|
+
};
|
|
1425
|
+
type CollInquiryQualifier = (typeof CollInquiryQualifier)[keyof typeof CollInquiryQualifier];
|
|
1426
|
+
/** `CollInquiryResult` (tag 946) values keyed by spec value name. */
|
|
1427
|
+
declare const CollInquiryResult: {
|
|
1428
|
+
readonly SUCCESSFUL: "0";
|
|
1429
|
+
readonly INVALID_OR_UNKNOWN_INSTRUMENT: "1";
|
|
1430
|
+
readonly INVALID_OR_UNKNOWN_COLLATERAL_TYPE: "2";
|
|
1431
|
+
readonly INVALID_PARTIES: "3";
|
|
1432
|
+
readonly INVALID_TRANSPORT_TYPE_REQUESTED: "4";
|
|
1433
|
+
readonly INVALID_DESTINATION_REQUESTED: "5";
|
|
1434
|
+
readonly NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED: "6";
|
|
1435
|
+
readonly NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED: "7";
|
|
1436
|
+
readonly COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED: "8";
|
|
1437
|
+
readonly UNAUTHORIZED_FOR_COLLATERAL_INQUIRY: "9";
|
|
1438
|
+
readonly OTHER: "99";
|
|
1439
|
+
};
|
|
1440
|
+
type CollInquiryResult = (typeof CollInquiryResult)[keyof typeof CollInquiryResult];
|
|
1441
|
+
/** `CollInquiryStatus` (tag 945) values keyed by spec value name. */
|
|
1442
|
+
declare const CollInquiryStatus: {
|
|
1443
|
+
readonly ACCEPTED: "0";
|
|
1444
|
+
readonly ACCEPTED_WITH_WARNINGS: "1";
|
|
1445
|
+
readonly COMPLETED: "2";
|
|
1446
|
+
readonly COMPLETED_WITH_WARNINGS: "3";
|
|
1447
|
+
readonly REJECTED: "4";
|
|
1448
|
+
};
|
|
1449
|
+
type CollInquiryStatus = (typeof CollInquiryStatus)[keyof typeof CollInquiryStatus];
|
|
1450
|
+
/** `CollStatus` (tag 910) values keyed by spec value name. */
|
|
1451
|
+
declare const CollStatus: {
|
|
1452
|
+
readonly UNASSIGNED: "0";
|
|
1453
|
+
readonly PARTIALLY_ASSIGNED: "1";
|
|
1454
|
+
readonly ASSIGNMENT_PROPOSED: "2";
|
|
1455
|
+
readonly ASSIGNED: "3";
|
|
1456
|
+
readonly CHALLENGED: "4";
|
|
1457
|
+
};
|
|
1458
|
+
type CollStatus = (typeof CollStatus)[keyof typeof CollStatus];
|
|
1459
|
+
/** `CommType` (tag 13) values keyed by spec value name. */
|
|
1460
|
+
declare const CommType: {
|
|
1461
|
+
readonly PER_UNIT: "1";
|
|
1462
|
+
readonly PERCENTAGE: "2";
|
|
1463
|
+
readonly ABSOLUTE: "3";
|
|
1464
|
+
readonly "4": "4";
|
|
1465
|
+
readonly "5": "5";
|
|
1466
|
+
readonly POINTS_PER_BOND_OR_CONTRACT_SUPPLY_CONTRACTMULTIPLIER: "6";
|
|
1467
|
+
};
|
|
1468
|
+
type CommType = (typeof CommType)[keyof typeof CommType];
|
|
1469
|
+
/** `ConfirmRejReason` (tag 774) values keyed by spec value name. */
|
|
1470
|
+
declare const ConfirmRejReason: {
|
|
1471
|
+
readonly MISMATCHED_ACCOUNT: "1";
|
|
1472
|
+
readonly MISSING_SETTLEMENT_INSTRUCTIONS: "2";
|
|
1473
|
+
readonly OTHER: "99";
|
|
1474
|
+
};
|
|
1475
|
+
type ConfirmRejReason = (typeof ConfirmRejReason)[keyof typeof ConfirmRejReason];
|
|
1476
|
+
/** `ConfirmStatus` (tag 665) values keyed by spec value name. */
|
|
1477
|
+
declare const ConfirmStatus: {
|
|
1478
|
+
readonly RECEIVED: "1";
|
|
1479
|
+
readonly MISMATCHED_ACCOUNT: "2";
|
|
1480
|
+
readonly MISSING_SETTLEMENT_INSTRUCTIONS: "3";
|
|
1481
|
+
readonly CONFIRMED: "4";
|
|
1482
|
+
readonly REQUEST_REJECTED: "5";
|
|
1483
|
+
};
|
|
1484
|
+
type ConfirmStatus = (typeof ConfirmStatus)[keyof typeof ConfirmStatus];
|
|
1485
|
+
/** `ConfirmTransType` (tag 666) values keyed by spec value name. */
|
|
1486
|
+
declare const ConfirmTransType: {
|
|
1487
|
+
readonly NEW: "0";
|
|
1488
|
+
readonly REPLACE: "1";
|
|
1489
|
+
readonly CANCEL: "2";
|
|
1490
|
+
};
|
|
1491
|
+
type ConfirmTransType = (typeof ConfirmTransType)[keyof typeof ConfirmTransType];
|
|
1492
|
+
/** `ConfirmType` (tag 773) values keyed by spec value name. */
|
|
1493
|
+
declare const ConfirmType: {
|
|
1494
|
+
readonly STATUS: "1";
|
|
1495
|
+
readonly CONFIRMATION: "2";
|
|
1496
|
+
readonly CONFIRMATION_REQUEST_REJECTED: "3";
|
|
1497
|
+
};
|
|
1498
|
+
type ConfirmType = (typeof ConfirmType)[keyof typeof ConfirmType];
|
|
1499
|
+
/** `ContAmtType` (tag 519) values keyed by spec value name. */
|
|
1500
|
+
declare const ContAmtType: {
|
|
1501
|
+
readonly COMMISSION_AMOUNT: "1";
|
|
1502
|
+
readonly COMMISSION: "2";
|
|
1503
|
+
readonly INITIAL_CHARGE_AMOUNT: "3";
|
|
1504
|
+
readonly INITIAL_CHARGE: "4";
|
|
1505
|
+
readonly DISCOUNT_AMOUNT: "5";
|
|
1506
|
+
readonly DISCOUNT: "6";
|
|
1507
|
+
readonly DILUTION_LEVY_AMOUNT: "7";
|
|
1508
|
+
readonly DILUTION_LEVY: "8";
|
|
1509
|
+
readonly EXIT_CHARGE_AMOUNT: "9";
|
|
1510
|
+
readonly EXIT_CHARGE: "10";
|
|
1511
|
+
readonly FUND_BASED_RENEWAL_COMMISSION: "11";
|
|
1512
|
+
readonly PROJECTED_FUND_VALUE: "12";
|
|
1513
|
+
readonly FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13: "13";
|
|
1514
|
+
readonly FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14: "14";
|
|
1515
|
+
readonly NET_SETTLEMENT_AMOUNT: "15";
|
|
1516
|
+
};
|
|
1517
|
+
type ContAmtType = (typeof ContAmtType)[keyof typeof ContAmtType];
|
|
1518
|
+
/** `CorporateAction` (tag 292) values keyed by spec value name. */
|
|
1519
|
+
declare const CorporateAction: {
|
|
1520
|
+
readonly EX_DIVIDEND: "A";
|
|
1521
|
+
readonly EX_DISTRIBUTION: "B";
|
|
1522
|
+
readonly EX_RIGHTS: "C";
|
|
1523
|
+
readonly NEW: "D";
|
|
1524
|
+
readonly EX_INTEREST: "E";
|
|
1525
|
+
};
|
|
1526
|
+
type CorporateAction = (typeof CorporateAction)[keyof typeof CorporateAction];
|
|
1527
|
+
/** `CoveredOrUncovered` (tag 203) values keyed by spec value name. */
|
|
1528
|
+
declare const CoveredOrUncovered: {
|
|
1529
|
+
readonly COVERED: "0";
|
|
1530
|
+
readonly UNCOVERED: "1";
|
|
1531
|
+
};
|
|
1532
|
+
type CoveredOrUncovered = (typeof CoveredOrUncovered)[keyof typeof CoveredOrUncovered];
|
|
1533
|
+
/** `CPProgram` (tag 875) values keyed by spec value name. */
|
|
1534
|
+
declare const CPProgram: {
|
|
1535
|
+
readonly "3": "1";
|
|
1536
|
+
readonly "4": "2";
|
|
1537
|
+
readonly OTHER: "99";
|
|
1538
|
+
};
|
|
1539
|
+
type CPProgram = (typeof CPProgram)[keyof typeof CPProgram];
|
|
1540
|
+
/** `CrossPrioritization` (tag 550) values keyed by spec value name. */
|
|
1541
|
+
declare const CrossPrioritization: {
|
|
1542
|
+
readonly NONE: "0";
|
|
1543
|
+
readonly BUY_SIDE_IS_PRIORITIZED: "1";
|
|
1544
|
+
readonly SELL_SIDE_IS_PRIORITIZED: "2";
|
|
1545
|
+
};
|
|
1546
|
+
type CrossPrioritization = (typeof CrossPrioritization)[keyof typeof CrossPrioritization];
|
|
1547
|
+
/** `CrossType` (tag 549) values keyed by spec value name. */
|
|
1548
|
+
declare const CrossType: {
|
|
1549
|
+
readonly CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE: "1";
|
|
1550
|
+
readonly CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE_NOTE_THE_CROSSPRIORITZATION: "2";
|
|
1551
|
+
readonly CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED: "3";
|
|
1552
|
+
readonly CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE_IN_THE_CASE_OTHER_ORDERS_EXIST_WITH_THE_SAME_PRICE_THE_QUANTITY_OF_THE_CROSS_IS_EXECUTED_AGAINST_THE_EXISTING_ORDERS_AND_QUOTES_THE_REMAINDER_OF_THE_CROSS_IS_EXECUTED_AGAINST_THE_OTHER_SIDE_OF_THE_CROSS_THE_TWO_SIDES_POTENTIALLY_HAVE_DIFFERENT_QUANTITIES: "4";
|
|
1553
|
+
};
|
|
1554
|
+
type CrossType = (typeof CrossType)[keyof typeof CrossType];
|
|
1555
|
+
/** `CustOrderCapacity` (tag 582) values keyed by spec value name. */
|
|
1556
|
+
declare const CustOrderCapacity: {
|
|
1557
|
+
readonly MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT: "1";
|
|
1558
|
+
readonly CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT: "2";
|
|
1559
|
+
readonly MEMBER_TRADING_FOR_ANOTHER_MEMBER: "3";
|
|
1560
|
+
readonly ALL_OTHER: "4";
|
|
1561
|
+
};
|
|
1562
|
+
type CustOrderCapacity = (typeof CustOrderCapacity)[keyof typeof CustOrderCapacity];
|
|
1563
|
+
/** `CxlRejReason` (tag 102) values keyed by spec value name. */
|
|
1564
|
+
declare const CxlRejReason: {
|
|
1565
|
+
readonly TOO_LATE_TO_CANCEL: "0";
|
|
1566
|
+
readonly UNKNOWN_ORDER: "1";
|
|
1567
|
+
readonly BROKER: "2";
|
|
1568
|
+
readonly ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS: "3";
|
|
1569
|
+
readonly UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST: "4";
|
|
1570
|
+
readonly ORIGORDMODTIME: "5";
|
|
1571
|
+
readonly DUPLICATE_CLORDID: "6";
|
|
1572
|
+
readonly OTHER: "99";
|
|
1573
|
+
};
|
|
1574
|
+
type CxlRejReason = (typeof CxlRejReason)[keyof typeof CxlRejReason];
|
|
1575
|
+
/** `CxlRejResponseTo` (tag 434) values keyed by spec value name. */
|
|
1576
|
+
declare const CxlRejResponseTo: {
|
|
1577
|
+
readonly ORDER_CANCEL_REQUEST: "1";
|
|
1578
|
+
readonly ORDER_CANCEL_REPLACE_REQUEST: "2";
|
|
1579
|
+
};
|
|
1580
|
+
type CxlRejResponseTo = (typeof CxlRejResponseTo)[keyof typeof CxlRejResponseTo];
|
|
1581
|
+
/** `DayBookingInst` (tag 589) values keyed by spec value name. */
|
|
1582
|
+
declare const DayBookingInst: {
|
|
1583
|
+
readonly CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR: "0";
|
|
1584
|
+
readonly SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING: "1";
|
|
1585
|
+
readonly ACCUMULATE: "2";
|
|
1586
|
+
};
|
|
1587
|
+
type DayBookingInst = (typeof DayBookingInst)[keyof typeof DayBookingInst];
|
|
1588
|
+
/** `DeleteReason` (tag 285) values keyed by spec value name. */
|
|
1589
|
+
declare const DeleteReason: {
|
|
1590
|
+
readonly CANCELATION: "0";
|
|
1591
|
+
readonly ERROR: "1";
|
|
1592
|
+
};
|
|
1593
|
+
type DeleteReason = (typeof DeleteReason)[keyof typeof DeleteReason];
|
|
1594
|
+
/** `DeliveryForm` (tag 668) values keyed by spec value name. */
|
|
1595
|
+
declare const DeliveryForm: {
|
|
1596
|
+
readonly BOOKENTRY: "1";
|
|
1597
|
+
readonly BEARER: "2";
|
|
1598
|
+
};
|
|
1599
|
+
type DeliveryForm = (typeof DeliveryForm)[keyof typeof DeliveryForm];
|
|
1600
|
+
/** `DeliveryType` (tag 919) values keyed by spec value name. */
|
|
1601
|
+
declare const DeliveryType: {
|
|
1602
|
+
readonly VERSUS_PAYMENT_DELIVER: "0";
|
|
1603
|
+
readonly FREE_DELIVER: "1";
|
|
1604
|
+
readonly TRI_PARTY: "2";
|
|
1605
|
+
readonly HOLD_IN_CUSTODY: "3";
|
|
1606
|
+
};
|
|
1607
|
+
type DeliveryType = (typeof DeliveryType)[keyof typeof DeliveryType];
|
|
1608
|
+
/** `DiscretionInst` (tag 388) values keyed by spec value name. */
|
|
1609
|
+
declare const DiscretionInst: {
|
|
1610
|
+
readonly RELATED_TO_DISPLAYED_PRICE: "0";
|
|
1611
|
+
readonly RELATED_TO_MARKET_PRICE: "1";
|
|
1612
|
+
readonly RELATED_TO_PRIMARY_PRICE: "2";
|
|
1613
|
+
readonly RELATED_TO_LOCAL_PRIMARY_PRICE: "3";
|
|
1614
|
+
readonly RELATED_TO_MIDPOINT_PRICE: "4";
|
|
1615
|
+
readonly RELATED_TO_LAST_TRADE_PRICE: "5";
|
|
1616
|
+
readonly RELATED_TO_VWAP: "6";
|
|
1617
|
+
};
|
|
1618
|
+
type DiscretionInst = (typeof DiscretionInst)[keyof typeof DiscretionInst];
|
|
1619
|
+
/** `DiscretionLimitType` (tag 843) values keyed by spec value name. */
|
|
1620
|
+
declare const DiscretionLimitType: {
|
|
1621
|
+
readonly OR_BETTER: "0";
|
|
1622
|
+
readonly STRICT_LIMIT_IS_A_STRICT_LIMIT: "1";
|
|
1623
|
+
readonly OR_WORSE_FOR_A_BUY_THE_DISCRETION_PRICE_IS_A_MINIMUM_AND_FOR_A_SELL_THE_DISCRETION_PRICE_IS_A_MAXIMUM: "2";
|
|
1624
|
+
};
|
|
1625
|
+
type DiscretionLimitType = (typeof DiscretionLimitType)[keyof typeof DiscretionLimitType];
|
|
1626
|
+
/** `DiscretionMoveType` (tag 841) values keyed by spec value name. */
|
|
1627
|
+
declare const DiscretionMoveType: {
|
|
1628
|
+
readonly FLOATING: "0";
|
|
1629
|
+
readonly FIXED: "1";
|
|
1630
|
+
};
|
|
1631
|
+
type DiscretionMoveType = (typeof DiscretionMoveType)[keyof typeof DiscretionMoveType];
|
|
1632
|
+
/** `DiscretionOffsetType` (tag 842) values keyed by spec value name. */
|
|
1633
|
+
declare const DiscretionOffsetType: {
|
|
1634
|
+
readonly PRICE: "0";
|
|
1635
|
+
readonly BASIS_POINTS: "1";
|
|
1636
|
+
readonly TICKS: "2";
|
|
1637
|
+
readonly PRICE_TIER: "3";
|
|
1638
|
+
};
|
|
1639
|
+
type DiscretionOffsetType = (typeof DiscretionOffsetType)[keyof typeof DiscretionOffsetType];
|
|
1640
|
+
/** `DiscretionRoundDirection` (tag 844) values keyed by spec value name. */
|
|
1641
|
+
declare const DiscretionRoundDirection: {
|
|
1642
|
+
readonly MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_ROUND_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ROUND_DOWN_TO_THE_NEAREST_TICK: "1";
|
|
1643
|
+
readonly MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_NEAREST_TICK: "2";
|
|
1644
|
+
};
|
|
1645
|
+
type DiscretionRoundDirection = (typeof DiscretionRoundDirection)[keyof typeof DiscretionRoundDirection];
|
|
1646
|
+
/** `DiscretionScope` (tag 846) values keyed by spec value name. */
|
|
1647
|
+
declare const DiscretionScope: {
|
|
1648
|
+
readonly LOCAL: "1";
|
|
1649
|
+
readonly NATIONAL: "2";
|
|
1650
|
+
readonly GLOBAL: "3";
|
|
1651
|
+
readonly NATIONAL_EXCLUDING_LOCAL: "4";
|
|
1652
|
+
};
|
|
1653
|
+
type DiscretionScope = (typeof DiscretionScope)[keyof typeof DiscretionScope];
|
|
1654
|
+
/** `DistribPaymentMethod` (tag 477) values keyed by spec value name. */
|
|
1655
|
+
declare const DistribPaymentMethod: {
|
|
1656
|
+
readonly CREST: "1";
|
|
1657
|
+
readonly NSCC: "2";
|
|
1658
|
+
readonly EUROCLEAR: "3";
|
|
1659
|
+
readonly CLEARSTREAM: "4";
|
|
1660
|
+
readonly CHEQUE: "5";
|
|
1661
|
+
readonly TELEGRAPHIC_TRANSFER: "6";
|
|
1662
|
+
readonly FEDWIRE: "7";
|
|
1663
|
+
readonly DIRECT_CREDIT: "8";
|
|
1664
|
+
readonly ACH_CREDIT: "9";
|
|
1665
|
+
readonly BPAY: "10";
|
|
1666
|
+
readonly HIGH_VALUE_CLEARING_SYSTEM: "11";
|
|
1667
|
+
readonly REINVEST_IN_FUND: "12";
|
|
1668
|
+
};
|
|
1669
|
+
type DistribPaymentMethod = (typeof DistribPaymentMethod)[keyof typeof DistribPaymentMethod];
|
|
1670
|
+
/** `DKReason` (tag 127) values keyed by spec value name. */
|
|
1671
|
+
declare const DKReason: {
|
|
1672
|
+
readonly UNKNOWN_SYMBOL: "A";
|
|
1673
|
+
readonly WRONG_SIDE: "B";
|
|
1674
|
+
readonly QUANTITY_EXCEEDS_ORDER: "C";
|
|
1675
|
+
readonly NO_MATCHING_ORDER: "D";
|
|
1676
|
+
readonly PRICE_EXCEEDS_LIMIT: "E";
|
|
1677
|
+
readonly CALCULATION_DIFFERENCE: "F";
|
|
1678
|
+
readonly OTHER: "Z";
|
|
1679
|
+
};
|
|
1680
|
+
type DKReason = (typeof DKReason)[keyof typeof DKReason];
|
|
1681
|
+
/** `DlvyInstType` (tag 787) values keyed by spec value name. */
|
|
1682
|
+
declare const DlvyInstType: {
|
|
1683
|
+
readonly SECURITIES: "S";
|
|
1684
|
+
readonly CASH: "C";
|
|
1685
|
+
};
|
|
1686
|
+
type DlvyInstType = (typeof DlvyInstType)[keyof typeof DlvyInstType];
|
|
1687
|
+
/** `DueToRelated` (tag 329) values keyed by spec value name. */
|
|
1688
|
+
declare const DueToRelated: {
|
|
1689
|
+
readonly YES: "Y";
|
|
1690
|
+
readonly NO: "N";
|
|
1691
|
+
};
|
|
1692
|
+
type DueToRelated = (typeof DueToRelated)[keyof typeof DueToRelated];
|
|
1693
|
+
/** `EmailType` (tag 94) values keyed by spec value name. */
|
|
1694
|
+
declare const EmailType: {
|
|
1695
|
+
readonly NEW: "0";
|
|
1696
|
+
readonly REPLY: "1";
|
|
1697
|
+
readonly ADMIN_REPLY: "2";
|
|
1698
|
+
};
|
|
1699
|
+
type EmailType = (typeof EmailType)[keyof typeof EmailType];
|
|
1700
|
+
/** `EncryptMethod` (tag 98) values keyed by spec value name. */
|
|
1701
|
+
declare const EncryptMethod: {
|
|
1702
|
+
readonly NONE: "0";
|
|
1703
|
+
readonly PKCS: "1";
|
|
1704
|
+
readonly DES: "2";
|
|
1705
|
+
readonly PKCS_DES: "3";
|
|
1706
|
+
readonly PGP_DES: "4";
|
|
1707
|
+
readonly PGP_DES_MD5: "5";
|
|
1708
|
+
readonly PEM_DES_MD5: "6";
|
|
1709
|
+
};
|
|
1710
|
+
type EncryptMethod = (typeof EncryptMethod)[keyof typeof EncryptMethod];
|
|
1711
|
+
/** `EventType` (tag 865) values keyed by spec value name. */
|
|
1712
|
+
declare const EventType: {
|
|
1713
|
+
readonly PUT: "1";
|
|
1714
|
+
readonly CALL: "2";
|
|
1715
|
+
readonly TENDER: "3";
|
|
1716
|
+
readonly SINKING_FUND_CALL: "4";
|
|
1717
|
+
readonly OTHER: "99";
|
|
1718
|
+
};
|
|
1719
|
+
type EventType = (typeof EventType)[keyof typeof EventType];
|
|
1720
|
+
/** `ExchangeForPhysical` (tag 411) values keyed by spec value name. */
|
|
1721
|
+
declare const ExchangeForPhysical: {
|
|
1722
|
+
readonly YES: "Y";
|
|
1723
|
+
readonly NO: "N";
|
|
1724
|
+
};
|
|
1725
|
+
type ExchangeForPhysical = (typeof ExchangeForPhysical)[keyof typeof ExchangeForPhysical];
|
|
1726
|
+
/** `ExecInst` (tag 18) values keyed by spec value name. */
|
|
1727
|
+
declare const ExecInst: {
|
|
1728
|
+
readonly NOT_HELD: "1";
|
|
1729
|
+
readonly WORK: "2";
|
|
1730
|
+
readonly GO_ALONG: "3";
|
|
1731
|
+
readonly OVER_THE_DAY: "4";
|
|
1732
|
+
readonly HELD: "5";
|
|
1733
|
+
readonly PARTICIPATE_DONT_INITIATE: "6";
|
|
1734
|
+
readonly STRICT_SCALE: "7";
|
|
1735
|
+
readonly TRY_TO_SCALE: "8";
|
|
1736
|
+
readonly STAY_ON_BIDSIDE: "9";
|
|
1737
|
+
readonly STAY_ON_OFFERSIDE: "0";
|
|
1738
|
+
readonly NO_CROSS: "A";
|
|
1739
|
+
readonly OK_TO_CROSS: "B";
|
|
1740
|
+
readonly CALL_FIRST: "C";
|
|
1741
|
+
readonly PERCENT_OF_VOLUME: "D";
|
|
1742
|
+
readonly DO_NOT_INCREASE: "E";
|
|
1743
|
+
readonly DO_NOT_REDUCE: "F";
|
|
1744
|
+
readonly ALL_OR_NONE: "G";
|
|
1745
|
+
readonly REINSTATE_ON_SYSTEM_FAILURE: "H";
|
|
1746
|
+
readonly INSTITUTIONS_ONLY: "I";
|
|
1747
|
+
readonly REINSTATE_ON_TRADING_HALT: "J";
|
|
1748
|
+
readonly CANCEL_ON_TRADING_HALT: "K";
|
|
1749
|
+
readonly LAST_PEG: "L";
|
|
1750
|
+
readonly MID_PRICE_PEG: "M";
|
|
1751
|
+
readonly NON_NEGOTIABLE: "N";
|
|
1752
|
+
readonly OPENING_PEG: "O";
|
|
1753
|
+
readonly MARKET_PEG: "P";
|
|
1754
|
+
readonly CANCEL_ON_SYSTEM_FAILURE: "Q";
|
|
1755
|
+
readonly PRIMARY_PEG: "R";
|
|
1756
|
+
readonly SUSPEND: "S";
|
|
1757
|
+
readonly CUSTOMER_DISPLAY_INSTRUCTION: "U";
|
|
1758
|
+
readonly NETTING: "V";
|
|
1759
|
+
readonly PEG_TO_VWAP: "W";
|
|
1760
|
+
readonly TRADE_ALONG: "X";
|
|
1761
|
+
readonly TRY_TO_STOP: "Y";
|
|
1762
|
+
readonly CANCEL_IF_NOT_BEST: "Z";
|
|
1763
|
+
readonly TRAILING_STOP_PEG: "a";
|
|
1764
|
+
readonly STRICT_LIMIT: "b";
|
|
1765
|
+
readonly IGNORE_PRICE_VALIDITY_CHECKS: "c";
|
|
1766
|
+
readonly PEG_TO_LIMIT_PRICE: "d";
|
|
1767
|
+
readonly WORK_TO_TARGET_STRATEGY: "e";
|
|
1768
|
+
};
|
|
1769
|
+
type ExecInst = (typeof ExecInst)[keyof typeof ExecInst];
|
|
1770
|
+
/** `ExecPriceType` (tag 484) values keyed by spec value name. */
|
|
1771
|
+
declare const ExecPriceType: {
|
|
1772
|
+
readonly BID_PRICE: "B";
|
|
1773
|
+
readonly CREATION_PRICE: "C";
|
|
1774
|
+
readonly CREATION_PRICE_PLUS_ADJUSTMENT: "D";
|
|
1775
|
+
readonly CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT: "E";
|
|
1776
|
+
readonly OFFER_PRICE: "O";
|
|
1777
|
+
readonly OFFER_PRICE_MINUS_ADJUSTMENT: "P";
|
|
1778
|
+
readonly OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT: "Q";
|
|
1779
|
+
readonly SINGLE_PRICE: "S";
|
|
1780
|
+
};
|
|
1781
|
+
type ExecPriceType = (typeof ExecPriceType)[keyof typeof ExecPriceType];
|
|
1782
|
+
/** `ExecRestatementReason` (tag 378) values keyed by spec value name. */
|
|
1783
|
+
declare const ExecRestatementReason: {
|
|
1784
|
+
readonly GT_CORPORATE_ACTION: "0";
|
|
1785
|
+
readonly GT_RENEWAL: "1";
|
|
1786
|
+
readonly VERBAL_CHANGE: "2";
|
|
1787
|
+
readonly REPRICING_OF_ORDER: "3";
|
|
1788
|
+
readonly BROKER_OPTION: "4";
|
|
1789
|
+
readonly PARTIAL_DECLINE_OF_ORDERQTY: "5";
|
|
1790
|
+
readonly CANCEL_ON_TRADING_HALT: "6";
|
|
1791
|
+
readonly CANCEL_ON_SYSTEM_FAILURE: "7";
|
|
1792
|
+
readonly MARKET: "8";
|
|
1793
|
+
readonly CANCELED_NOT_BEST: "9";
|
|
1794
|
+
readonly WAREHOUSE_RECAP: "10";
|
|
1795
|
+
readonly OTHER: "99";
|
|
1796
|
+
};
|
|
1797
|
+
type ExecRestatementReason = (typeof ExecRestatementReason)[keyof typeof ExecRestatementReason];
|
|
1798
|
+
/** `ExecType` (tag 150) values keyed by spec value name. */
|
|
1799
|
+
declare const ExecType: {
|
|
1800
|
+
readonly NEW: "0";
|
|
1801
|
+
readonly DONE_FOR_DAY: "3";
|
|
1802
|
+
readonly CANCELED: "4";
|
|
1803
|
+
readonly REPLACE: "5";
|
|
1804
|
+
readonly PENDING_CANCEL: "6";
|
|
1805
|
+
readonly STOPPED: "7";
|
|
1806
|
+
readonly REJECTED: "8";
|
|
1807
|
+
readonly SUSPENDED: "9";
|
|
1808
|
+
readonly PENDING_NEW: "A";
|
|
1809
|
+
readonly CALCULATED: "B";
|
|
1810
|
+
readonly EXPIRED: "C";
|
|
1811
|
+
readonly RESTATED: "D";
|
|
1812
|
+
readonly PENDING_REPLACE: "E";
|
|
1813
|
+
readonly TRADE: "F";
|
|
1814
|
+
readonly TRADE_CORRECT: "G";
|
|
1815
|
+
readonly TRADE_CANCEL: "H";
|
|
1816
|
+
readonly ORDER_STATUS: "I";
|
|
1817
|
+
};
|
|
1818
|
+
type ExecType = (typeof ExecType)[keyof typeof ExecType];
|
|
1819
|
+
/** `ExerciseMethod` (tag 747) values keyed by spec value name. */
|
|
1820
|
+
declare const ExerciseMethod: {
|
|
1821
|
+
readonly AUTOMATIC: "A";
|
|
1822
|
+
readonly MANUAL: "M";
|
|
1823
|
+
};
|
|
1824
|
+
type ExerciseMethod = (typeof ExerciseMethod)[keyof typeof ExerciseMethod];
|
|
1825
|
+
/** `ExpirationCycle` (tag 827) values keyed by spec value name. */
|
|
1826
|
+
declare const ExpirationCycle: {
|
|
1827
|
+
readonly EXPIRE_ON_TRADING_SESSION_CLOSE: "0";
|
|
1828
|
+
readonly EXPIRE_ON_TRADING_SESSION_OPEN: "1";
|
|
1829
|
+
};
|
|
1830
|
+
type ExpirationCycle = (typeof ExpirationCycle)[keyof typeof ExpirationCycle];
|
|
1831
|
+
/** `FinancialStatus` (tag 291) values keyed by spec value name. */
|
|
1832
|
+
declare const FinancialStatus: {
|
|
1833
|
+
readonly BANKRUPT: "1";
|
|
1834
|
+
readonly PENDING_DELISTING: "2";
|
|
1835
|
+
};
|
|
1836
|
+
type FinancialStatus = (typeof FinancialStatus)[keyof typeof FinancialStatus];
|
|
1837
|
+
/** `ForexReq` (tag 121) values keyed by spec value name. */
|
|
1838
|
+
declare const ForexReq: {
|
|
1839
|
+
readonly YES: "Y";
|
|
1840
|
+
readonly NO: "N";
|
|
1841
|
+
};
|
|
1842
|
+
type ForexReq = (typeof ForexReq)[keyof typeof ForexReq];
|
|
1843
|
+
/** `FundRenewWaiv` (tag 497) values keyed by spec value name. */
|
|
1844
|
+
declare const FundRenewWaiv: {
|
|
1845
|
+
readonly YES: "Y";
|
|
1846
|
+
readonly NO: "N";
|
|
1847
|
+
};
|
|
1848
|
+
type FundRenewWaiv = (typeof FundRenewWaiv)[keyof typeof FundRenewWaiv];
|
|
1849
|
+
/** `GapFillFlag` (tag 123) values keyed by spec value name. */
|
|
1850
|
+
declare const GapFillFlag: {
|
|
1851
|
+
readonly YES: "Y";
|
|
1852
|
+
readonly NO: "N";
|
|
1853
|
+
};
|
|
1854
|
+
type GapFillFlag = (typeof GapFillFlag)[keyof typeof GapFillFlag];
|
|
1855
|
+
/** `GTBookingInst` (tag 427) values keyed by spec value name. */
|
|
1856
|
+
declare const GTBookingInst: {
|
|
1857
|
+
readonly BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION: "0";
|
|
1858
|
+
readonly ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES: "1";
|
|
1859
|
+
readonly ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE: "2";
|
|
1860
|
+
};
|
|
1861
|
+
type GTBookingInst = (typeof GTBookingInst)[keyof typeof GTBookingInst];
|
|
1862
|
+
/** `HaltReasonChar` (tag 327) values keyed by spec value name. */
|
|
1863
|
+
declare const HaltReasonChar: {
|
|
1864
|
+
readonly ORDER_IMBALANCE: "I";
|
|
1865
|
+
readonly EQUIPMENT_CHANGEOVER: "X";
|
|
1866
|
+
readonly NEWS_PENDING: "P";
|
|
1867
|
+
readonly NEWS_DISSEMINATION: "D";
|
|
1868
|
+
readonly ORDER_INFLUX: "E";
|
|
1869
|
+
readonly ADDITIONAL_INFORMATION: "M";
|
|
1870
|
+
};
|
|
1871
|
+
type HaltReasonChar = (typeof HaltReasonChar)[keyof typeof HaltReasonChar];
|
|
1872
|
+
/** `HandlInst` (tag 21) values keyed by spec value name. */
|
|
1873
|
+
declare const HandlInst: {
|
|
1874
|
+
readonly AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION: "1";
|
|
1875
|
+
readonly AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK: "2";
|
|
1876
|
+
readonly MANUAL_ORDER_BEST_EXECUTION: "3";
|
|
1877
|
+
};
|
|
1878
|
+
type HandlInst = (typeof HandlInst)[keyof typeof HandlInst];
|
|
1879
|
+
/** `IncTaxInd` (tag 416) values keyed by spec value name. */
|
|
1880
|
+
declare const IncTaxInd: {
|
|
1881
|
+
readonly NET: "1";
|
|
1882
|
+
readonly GROSS: "2";
|
|
1883
|
+
};
|
|
1884
|
+
type IncTaxInd = (typeof IncTaxInd)[keyof typeof IncTaxInd];
|
|
1885
|
+
/** `InstrAttribType` (tag 871) values keyed by spec value name. */
|
|
1886
|
+
declare const InstrAttribType: {
|
|
1887
|
+
readonly FLAT: "1";
|
|
1888
|
+
readonly ZERO_COUPON: "2";
|
|
1889
|
+
readonly INTEREST_BEARING: "3";
|
|
1890
|
+
readonly NO_PERIODIC_PAYMENTS: "4";
|
|
1891
|
+
readonly VARIABLE_RATE: "5";
|
|
1892
|
+
readonly LESS_FEE_FOR_PUT: "6";
|
|
1893
|
+
readonly STEPPED_COUPON: "7";
|
|
1894
|
+
readonly COUPON_PERIOD: "8";
|
|
1895
|
+
readonly WHEN_AND_IF_ISSUED: "9";
|
|
1896
|
+
readonly ORIGINAL_ISSUE_DISCOUNT: "10";
|
|
1897
|
+
readonly CALLABLE_PUTTABLE: "11";
|
|
1898
|
+
readonly ESCROWED_TO_MATURITY: "12";
|
|
1899
|
+
readonly ESCROWED_TO_REDEMPTION_DATE_CALLABLE_SUPPLY_REDEMPTION_DATE_IN_THE_INSTRATTRIBVALUE: "13";
|
|
1900
|
+
readonly PREREFUNDED: "14";
|
|
1901
|
+
readonly IN_DEFAULT: "15";
|
|
1902
|
+
readonly UNRATED: "16";
|
|
1903
|
+
readonly TAXABLE: "17";
|
|
1904
|
+
readonly INDEXED: "18";
|
|
1905
|
+
readonly SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX: "19";
|
|
1906
|
+
readonly ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE: "20";
|
|
1907
|
+
readonly CALLABLE_BELOW_MATURITY_VALUE: "21";
|
|
1908
|
+
readonly CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED: "22";
|
|
1909
|
+
readonly TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE: "99";
|
|
1910
|
+
};
|
|
1911
|
+
type InstrAttribType = (typeof InstrAttribType)[keyof typeof InstrAttribType];
|
|
1912
|
+
/** `InViewOfCommon` (tag 328) values keyed by spec value name. */
|
|
1913
|
+
declare const InViewOfCommon: {
|
|
1914
|
+
readonly YES: "Y";
|
|
1915
|
+
readonly NO: "N";
|
|
1916
|
+
};
|
|
1917
|
+
type InViewOfCommon = (typeof InViewOfCommon)[keyof typeof InViewOfCommon];
|
|
1918
|
+
/** `IOINaturalFlag` (tag 130) values keyed by spec value name. */
|
|
1919
|
+
declare const IOINaturalFlag: {
|
|
1920
|
+
readonly YES: "Y";
|
|
1921
|
+
readonly NO: "N";
|
|
1922
|
+
};
|
|
1923
|
+
type IOINaturalFlag = (typeof IOINaturalFlag)[keyof typeof IOINaturalFlag];
|
|
1924
|
+
/** `IOIQltyInd` (tag 25) values keyed by spec value name. */
|
|
1925
|
+
declare const IOIQltyInd: {
|
|
1926
|
+
readonly LOW: "L";
|
|
1927
|
+
readonly MEDIUM: "M";
|
|
1928
|
+
readonly HIGH: "H";
|
|
1929
|
+
};
|
|
1930
|
+
type IOIQltyInd = (typeof IOIQltyInd)[keyof typeof IOIQltyInd];
|
|
1931
|
+
/** `IOIQty` (tag 27) values keyed by spec value name. */
|
|
1932
|
+
declare const IOIQty: {
|
|
1933
|
+
readonly SMALL: "S";
|
|
1934
|
+
readonly MEDIUM: "M";
|
|
1935
|
+
readonly LARGE: "L";
|
|
1936
|
+
};
|
|
1937
|
+
type IOIQty = (typeof IOIQty)[keyof typeof IOIQty];
|
|
1938
|
+
/** `IOIQualifier` (tag 104) values keyed by spec value name. */
|
|
1939
|
+
declare const IOIQualifier: {
|
|
1940
|
+
readonly ALL_OR_NONE: "A";
|
|
1941
|
+
readonly MARKET_ON_CLOSE: "B";
|
|
1942
|
+
readonly AT_THE_CLOSE: "C";
|
|
1943
|
+
readonly VWAP: "D";
|
|
1944
|
+
readonly IN_TOUCH_WITH: "I";
|
|
1945
|
+
readonly LIMIT: "L";
|
|
1946
|
+
readonly MORE_BEHIND: "M";
|
|
1947
|
+
readonly AT_THE_OPEN: "O";
|
|
1948
|
+
readonly TAKING_A_POSITION: "P";
|
|
1949
|
+
readonly AT_THE_MARKET: "Q";
|
|
1950
|
+
readonly READY_TO_TRADE: "R";
|
|
1951
|
+
readonly PORTFOLIO_SHOWN: "S";
|
|
1952
|
+
readonly THROUGH_THE_DAY: "T";
|
|
1953
|
+
readonly VERSUS: "V";
|
|
1954
|
+
readonly INDICATION: "W";
|
|
1955
|
+
readonly CROSSING_OPPORTUNITY: "X";
|
|
1956
|
+
readonly AT_THE_MIDPOINT: "Y";
|
|
1957
|
+
readonly PRE_OPEN: "Z";
|
|
1958
|
+
};
|
|
1959
|
+
type IOIQualifier = (typeof IOIQualifier)[keyof typeof IOIQualifier];
|
|
1960
|
+
/** `IOITransType` (tag 28) values keyed by spec value name. */
|
|
1961
|
+
declare const IOITransType: {
|
|
1962
|
+
readonly NEW: "N";
|
|
1963
|
+
readonly CANCEL: "C";
|
|
1964
|
+
readonly REPLACE: "R";
|
|
1965
|
+
};
|
|
1966
|
+
type IOITransType = (typeof IOITransType)[keyof typeof IOITransType];
|
|
1967
|
+
/** `LastCapacity` (tag 29) values keyed by spec value name. */
|
|
1968
|
+
declare const LastCapacity: {
|
|
1969
|
+
readonly AGENT: "1";
|
|
1970
|
+
readonly CROSS_AS_AGENT: "2";
|
|
1971
|
+
readonly CROSS_AS_PRINCIPAL: "3";
|
|
1972
|
+
readonly PRINCIPAL: "4";
|
|
1973
|
+
};
|
|
1974
|
+
type LastCapacity = (typeof LastCapacity)[keyof typeof LastCapacity];
|
|
1975
|
+
/** `LastFragment` (tag 893) values keyed by spec value name. */
|
|
1976
|
+
declare const LastFragment: {
|
|
1977
|
+
readonly YES: "Y";
|
|
1978
|
+
readonly NO: "N";
|
|
1979
|
+
};
|
|
1980
|
+
type LastFragment = (typeof LastFragment)[keyof typeof LastFragment];
|
|
1981
|
+
/** `LastLiquidityInd` (tag 851) values keyed by spec value name. */
|
|
1982
|
+
declare const LastLiquidityInd: {
|
|
1983
|
+
readonly ADDED_LIQUIDITY: "1";
|
|
1984
|
+
readonly REMOVED_LIQUIDITY: "2";
|
|
1985
|
+
readonly LIQUIDITY_ROUTED_OUT: "3";
|
|
1986
|
+
};
|
|
1987
|
+
type LastLiquidityInd = (typeof LastLiquidityInd)[keyof typeof LastLiquidityInd];
|
|
1988
|
+
/** `LegalConfirm` (tag 650) values keyed by spec value name. */
|
|
1989
|
+
declare const LegalConfirm: {
|
|
1990
|
+
readonly YES: "Y";
|
|
1991
|
+
readonly NO: "N";
|
|
1992
|
+
};
|
|
1993
|
+
type LegalConfirm = (typeof LegalConfirm)[keyof typeof LegalConfirm];
|
|
1994
|
+
/** `LegSwapType` (tag 690) values keyed by spec value name. */
|
|
1995
|
+
declare const LegSwapType: {
|
|
1996
|
+
readonly PAR_FOR_PAR: "1";
|
|
1997
|
+
readonly MODIFIED_DURATION: "2";
|
|
1998
|
+
readonly RISK: "4";
|
|
1999
|
+
readonly PROCEEDS: "5";
|
|
2000
|
+
};
|
|
2001
|
+
type LegSwapType = (typeof LegSwapType)[keyof typeof LegSwapType];
|
|
2002
|
+
/** `LiquidityIndType` (tag 409) values keyed by spec value name. */
|
|
2003
|
+
declare const LiquidityIndType: {
|
|
2004
|
+
readonly "5DAY_MOVING_AVERAGE": "1";
|
|
2005
|
+
readonly "20_DAY_MOVING_AVERAGE": "2";
|
|
2006
|
+
readonly NORMAL_MARKET_SIZE: "3";
|
|
2007
|
+
readonly OTHER: "4";
|
|
2008
|
+
};
|
|
2009
|
+
type LiquidityIndType = (typeof LiquidityIndType)[keyof typeof LiquidityIndType];
|
|
2010
|
+
/** `ListExecInstType` (tag 433) values keyed by spec value name. */
|
|
2011
|
+
declare const ListExecInstType: {
|
|
2012
|
+
readonly IMMEDIATE: "1";
|
|
2013
|
+
readonly WAIT_FOR_EXECUTE_INSTRUCTION: "2";
|
|
2014
|
+
readonly EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN: "3";
|
|
2015
|
+
readonly EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP: "4";
|
|
2016
|
+
readonly EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW: "5";
|
|
2017
|
+
};
|
|
2018
|
+
type ListExecInstType = (typeof ListExecInstType)[keyof typeof ListExecInstType];
|
|
2019
|
+
/** `ListOrderStatus` (tag 431) values keyed by spec value name. */
|
|
2020
|
+
declare const ListOrderStatus: {
|
|
2021
|
+
readonly INBIDDINGPROCESS: "1";
|
|
2022
|
+
readonly RECEIVEDFOREXECUTION: "2";
|
|
2023
|
+
readonly EXECUTING: "3";
|
|
2024
|
+
readonly CANCELING: "4";
|
|
2025
|
+
readonly ALERT: "5";
|
|
2026
|
+
readonly ALL_DONE: "6";
|
|
2027
|
+
readonly REJECT: "7";
|
|
2028
|
+
};
|
|
2029
|
+
type ListOrderStatus = (typeof ListOrderStatus)[keyof typeof ListOrderStatus];
|
|
2030
|
+
/** `ListStatusType` (tag 429) values keyed by spec value name. */
|
|
2031
|
+
declare const ListStatusType: {
|
|
2032
|
+
readonly ACK: "1";
|
|
2033
|
+
readonly RESPONSE: "2";
|
|
2034
|
+
readonly TIMED: "3";
|
|
2035
|
+
readonly EXECSTARTED: "4";
|
|
2036
|
+
readonly ALLDONE: "5";
|
|
2037
|
+
readonly ALERT: "6";
|
|
2038
|
+
};
|
|
2039
|
+
type ListStatusType = (typeof ListStatusType)[keyof typeof ListStatusType];
|
|
2040
|
+
/** `LocateReqd` (tag 114) values keyed by spec value name. */
|
|
2041
|
+
declare const LocateReqd: {
|
|
2042
|
+
readonly YES: "Y";
|
|
2043
|
+
readonly NO: "N";
|
|
2044
|
+
};
|
|
2045
|
+
type LocateReqd = (typeof LocateReqd)[keyof typeof LocateReqd];
|
|
2046
|
+
/** `MassCancelRejectReason` (tag 532) values keyed by spec value name. */
|
|
2047
|
+
declare const MassCancelRejectReason: {
|
|
2048
|
+
readonly MASS_CANCEL_NOT_SUPPORTED: "0";
|
|
2049
|
+
readonly INVALID_OR_UNKNOWN_SECURITY: "1";
|
|
2050
|
+
readonly INVALID_OR_UNKNOWN_UNDERLYING: "2";
|
|
2051
|
+
readonly INVALID_OR_UNKNOWN_PRODUCT: "3";
|
|
2052
|
+
readonly INVALID_OR_UNKNOWN_CFICODE: "4";
|
|
2053
|
+
readonly INVALID_OR_UNKNOWN_SECURITY_TYPE: "5";
|
|
2054
|
+
readonly INVALID_OR_UNKNOWN_TRADING_SESSION: "6";
|
|
2055
|
+
readonly OTHER: "99";
|
|
2056
|
+
};
|
|
2057
|
+
type MassCancelRejectReason = (typeof MassCancelRejectReason)[keyof typeof MassCancelRejectReason];
|
|
2058
|
+
/** `MassCancelRequestType` (tag 530) values keyed by spec value name. */
|
|
2059
|
+
declare const MassCancelRequestType: {
|
|
2060
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITY: "1";
|
|
2061
|
+
readonly CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: "2";
|
|
2062
|
+
readonly CANCEL_ORDERS_FOR_A_PRODUCT: "3";
|
|
2063
|
+
readonly CANCEL_ORDERS_FOR_A_CFICODE: "4";
|
|
2064
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITYTYPE: "5";
|
|
2065
|
+
readonly CANCEL_ORDERS_FOR_A_TRADING_SESSION: "6";
|
|
2066
|
+
readonly CANCEL_ALL_ORDERS: "7";
|
|
2067
|
+
};
|
|
2068
|
+
type MassCancelRequestType = (typeof MassCancelRequestType)[keyof typeof MassCancelRequestType];
|
|
2069
|
+
/** `MassCancelResponse` (tag 531) values keyed by spec value name. */
|
|
2070
|
+
declare const MassCancelResponse: {
|
|
2071
|
+
readonly CANCEL_REQUEST_REJECTED: "0";
|
|
2072
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITY: "1";
|
|
2073
|
+
readonly CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: "2";
|
|
2074
|
+
readonly CANCEL_ORDERS_FOR_A_PRODUCT: "3";
|
|
2075
|
+
readonly CANCEL_ORDERS_FOR_A_CFICODE: "4";
|
|
2076
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITYTYPE: "5";
|
|
2077
|
+
readonly CANCEL_ORDERS_FOR_A_TRADING_SESSION: "6";
|
|
2078
|
+
readonly CANCEL_ALL_ORDERS: "7";
|
|
2079
|
+
};
|
|
2080
|
+
type MassCancelResponse = (typeof MassCancelResponse)[keyof typeof MassCancelResponse];
|
|
2081
|
+
/** `MassStatusReqType` (tag 585) values keyed by spec value name. */
|
|
2082
|
+
declare const MassStatusReqType: {
|
|
2083
|
+
readonly STATUS_FOR_ORDERS_FOR_A_SECURITY: "1";
|
|
2084
|
+
readonly STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY: "2";
|
|
2085
|
+
readonly STATUS_FOR_ORDERS_FOR_A_PRODUCT: "3";
|
|
2086
|
+
readonly STATUS_FOR_ORDERS_FOR_A_CFICODE: "4";
|
|
2087
|
+
readonly STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE: "5";
|
|
2088
|
+
readonly STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION: "6";
|
|
2089
|
+
readonly STATUS_FOR_ALL_ORDERS: "7";
|
|
2090
|
+
readonly STATUS_FOR_ORDERS_FOR_A_PARTYID: "8";
|
|
2091
|
+
};
|
|
2092
|
+
type MassStatusReqType = (typeof MassStatusReqType)[keyof typeof MassStatusReqType];
|
|
2093
|
+
/** `MatchStatus` (tag 573) values keyed by spec value name. */
|
|
2094
|
+
declare const MatchStatus: {
|
|
2095
|
+
readonly COMPARED_MATCHED_OR_AFFIRMED: "0";
|
|
2096
|
+
readonly UNCOMPARED_UNMATCHED_OR_UNAFFIRMED: "1";
|
|
2097
|
+
readonly ADVISORY_OR_ALERT: "2";
|
|
2098
|
+
};
|
|
2099
|
+
type MatchStatus = (typeof MatchStatus)[keyof typeof MatchStatus];
|
|
2100
|
+
/** `MatchType` (tag 574) values keyed by spec value name. */
|
|
2101
|
+
declare const MatchType: {
|
|
2102
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME: "A1";
|
|
2103
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES: "A2";
|
|
2104
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME: "A3";
|
|
2105
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES: "A4";
|
|
2106
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME: "A5";
|
|
2107
|
+
readonly COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS: "AQ";
|
|
2108
|
+
readonly SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S1";
|
|
2109
|
+
readonly SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S2";
|
|
2110
|
+
readonly SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S3";
|
|
2111
|
+
readonly SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S4";
|
|
2112
|
+
readonly SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S5";
|
|
2113
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH: "M1";
|
|
2114
|
+
readonly SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH: "M2";
|
|
2115
|
+
readonly OCS_LOCKED_IN_NON_ACT: "MT";
|
|
2116
|
+
readonly ACT_ACCEPTED_TRADE: "M3";
|
|
2117
|
+
readonly ACT_DEFAULT_TRADE: "M4";
|
|
2118
|
+
readonly ACT_DEFAULT_AFTER_M2: "M5";
|
|
2119
|
+
readonly ACT_M6_MATCH: "M6";
|
|
2120
|
+
};
|
|
2121
|
+
type MatchType = (typeof MatchType)[keyof typeof MatchType];
|
|
2122
|
+
/** `MDEntryType` (tag 269) values keyed by spec value name. */
|
|
2123
|
+
declare const MDEntryType: {
|
|
2124
|
+
readonly BID: "0";
|
|
2125
|
+
readonly OFFER: "1";
|
|
2126
|
+
readonly TRADE: "2";
|
|
2127
|
+
readonly INDEX_VALUE: "3";
|
|
2128
|
+
readonly OPENING_PRICE: "4";
|
|
2129
|
+
readonly CLOSING_PRICE: "5";
|
|
2130
|
+
readonly SETTLEMENT_PRICE: "6";
|
|
2131
|
+
readonly TRADING_SESSION_HIGH_PRICE: "7";
|
|
2132
|
+
readonly TRADING_SESSION_LOW_PRICE: "8";
|
|
2133
|
+
readonly TRADING_SESSION_VWAP_PRICE: "9";
|
|
2134
|
+
readonly IMBALANCE: "A";
|
|
2135
|
+
readonly TRADE_VOLUME: "B";
|
|
2136
|
+
readonly OPEN_INTEREST: "C";
|
|
2137
|
+
};
|
|
2138
|
+
type MDEntryType = (typeof MDEntryType)[keyof typeof MDEntryType];
|
|
2139
|
+
/** `MDImplicitDelete` (tag 547) values keyed by spec value name. */
|
|
2140
|
+
declare const MDImplicitDelete: {
|
|
2141
|
+
readonly YES: "Y";
|
|
2142
|
+
readonly NO: "N";
|
|
2143
|
+
};
|
|
2144
|
+
type MDImplicitDelete = (typeof MDImplicitDelete)[keyof typeof MDImplicitDelete];
|
|
2145
|
+
/** `MDReqRejReason` (tag 281) values keyed by spec value name. */
|
|
2146
|
+
declare const MDReqRejReason: {
|
|
2147
|
+
readonly UNKNOWN_SYMBOL: "0";
|
|
2148
|
+
readonly DUPLICATE_MDREQID: "1";
|
|
2149
|
+
readonly INSUFFICIENT_BANDWIDTH: "2";
|
|
2150
|
+
readonly INSUFFICIENT_PERMISSIONS: "3";
|
|
2151
|
+
readonly UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE: "4";
|
|
2152
|
+
readonly UNSUPPORTED_MARKETDEPTH: "5";
|
|
2153
|
+
readonly UNSUPPORTED_MDUPDATETYPE: "6";
|
|
2154
|
+
readonly UNSUPPORTED_AGGREGATEDBOOK: "7";
|
|
2155
|
+
readonly UNSUPPORTED_MDENTRYTYPE: "8";
|
|
2156
|
+
readonly UNSUPPORTED_TRADINGSESSIONID: "9";
|
|
2157
|
+
readonly UNSUPPORTED_SCOPE: "A";
|
|
2158
|
+
readonly UNSUPPORTED_OPENCLOSESETTLEFLAG: "B";
|
|
2159
|
+
readonly UNSUPPORTED_MDIMPLICITDELETE: "C";
|
|
2160
|
+
};
|
|
2161
|
+
type MDReqRejReason = (typeof MDReqRejReason)[keyof typeof MDReqRejReason];
|
|
2162
|
+
/** `MDUpdateAction` (tag 279) values keyed by spec value name. */
|
|
2163
|
+
declare const MDUpdateAction: {
|
|
2164
|
+
readonly NEW: "0";
|
|
2165
|
+
readonly CHANGE: "1";
|
|
2166
|
+
readonly DELETE: "2";
|
|
2167
|
+
};
|
|
2168
|
+
type MDUpdateAction = (typeof MDUpdateAction)[keyof typeof MDUpdateAction];
|
|
2169
|
+
/** `MDUpdateType` (tag 265) values keyed by spec value name. */
|
|
2170
|
+
declare const MDUpdateType: {
|
|
2171
|
+
readonly FULL_REFRESH: "0";
|
|
2172
|
+
readonly INCREMENTAL_REFRESH: "1";
|
|
2173
|
+
};
|
|
2174
|
+
type MDUpdateType = (typeof MDUpdateType)[keyof typeof MDUpdateType];
|
|
2175
|
+
/** `MessageEncoding` (tag 347) values keyed by spec value name. */
|
|
2176
|
+
declare const MessageEncoding: {
|
|
2177
|
+
readonly JIS: "ISO-2022-JP";
|
|
2178
|
+
readonly EUC: "EUC-JP";
|
|
2179
|
+
readonly FOR_USING_SJIS: "Shift_JIS";
|
|
2180
|
+
readonly UNICODE: "UTF-8";
|
|
2181
|
+
};
|
|
2182
|
+
type MessageEncoding = (typeof MessageEncoding)[keyof typeof MessageEncoding];
|
|
2183
|
+
/** `MiscFeeBasis` (tag 891) values keyed by spec value name. */
|
|
2184
|
+
declare const MiscFeeBasis: {
|
|
2185
|
+
readonly ABSOLUTE: "0";
|
|
2186
|
+
readonly PER_UNIT: "1";
|
|
2187
|
+
readonly PERCENTAGE: "2";
|
|
2188
|
+
};
|
|
2189
|
+
type MiscFeeBasis = (typeof MiscFeeBasis)[keyof typeof MiscFeeBasis];
|
|
2190
|
+
/** `MiscFeeType` (tag 139) values keyed by spec value name. */
|
|
2191
|
+
declare const MiscFeeType: {
|
|
2192
|
+
readonly REGULATORY: "1";
|
|
2193
|
+
readonly TAX: "2";
|
|
2194
|
+
readonly LOCAL_COMMISSION: "3";
|
|
2195
|
+
readonly EXCHANGE_FEES: "4";
|
|
2196
|
+
readonly STAMP: "5";
|
|
2197
|
+
readonly LEVY: "6";
|
|
2198
|
+
readonly OTHER: "7";
|
|
2199
|
+
readonly MARKUP: "8";
|
|
2200
|
+
readonly CONSUMPTION_TAX: "9";
|
|
2201
|
+
readonly PER_TRANSACTION: "10";
|
|
2202
|
+
readonly CONVERSION: "11";
|
|
2203
|
+
readonly AGENT: "12";
|
|
2204
|
+
};
|
|
2205
|
+
type MiscFeeType = (typeof MiscFeeType)[keyof typeof MiscFeeType];
|
|
2206
|
+
/** `MoneyLaunderingStatus` (tag 481) values keyed by spec value name. */
|
|
2207
|
+
declare const MoneyLaunderingStatus: {
|
|
2208
|
+
readonly PASSED: "Y";
|
|
2209
|
+
readonly NOT_CHECKED: "N";
|
|
2210
|
+
readonly EXEMPT_BELOW_THE_LIMIT: "1";
|
|
2211
|
+
readonly EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION: "2";
|
|
2212
|
+
readonly EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION: "3";
|
|
2213
|
+
};
|
|
2214
|
+
type MoneyLaunderingStatus = (typeof MoneyLaunderingStatus)[keyof typeof MoneyLaunderingStatus];
|
|
2215
|
+
/** `MsgDirection` (tag 385) values keyed by spec value name. */
|
|
2216
|
+
declare const MsgDirection: {
|
|
2217
|
+
readonly SEND: "S";
|
|
2218
|
+
readonly RECEIVE: "R";
|
|
2219
|
+
};
|
|
2220
|
+
type MsgDirection = (typeof MsgDirection)[keyof typeof MsgDirection];
|
|
2221
|
+
/** `MultiLegReportingType` (tag 442) values keyed by spec value name. */
|
|
2222
|
+
declare const MultiLegReportingType: {
|
|
2223
|
+
readonly SINGLE_SECURITY: "1";
|
|
2224
|
+
readonly INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY: "2";
|
|
2225
|
+
readonly MULTI_LEG_SECURITY: "3";
|
|
2226
|
+
};
|
|
2227
|
+
type MultiLegReportingType = (typeof MultiLegReportingType)[keyof typeof MultiLegReportingType];
|
|
2228
|
+
/** `MultiLegRptTypeReq` (tag 563) values keyed by spec value name. */
|
|
2229
|
+
declare const MultiLegRptTypeReq: {
|
|
2230
|
+
readonly REPORT_BY_MULITLEG_SECURITY_ONLY: "0";
|
|
2231
|
+
readonly REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY: "1";
|
|
2232
|
+
readonly REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY: "2";
|
|
2233
|
+
};
|
|
2234
|
+
type MultiLegRptTypeReq = (typeof MultiLegRptTypeReq)[keyof typeof MultiLegRptTypeReq];
|
|
2235
|
+
/** `NetGrossInd` (tag 430) values keyed by spec value name. */
|
|
2236
|
+
declare const NetGrossInd: {
|
|
2237
|
+
readonly NET: "1";
|
|
2238
|
+
readonly GROSS: "2";
|
|
2239
|
+
};
|
|
2240
|
+
type NetGrossInd = (typeof NetGrossInd)[keyof typeof NetGrossInd];
|
|
2241
|
+
/** `NetworkRequestType` (tag 935) values keyed by spec value name. */
|
|
2242
|
+
declare const NetworkRequestType: {
|
|
2243
|
+
readonly SNAPSHOT: "1";
|
|
2244
|
+
readonly SUBSCRIBE: "2";
|
|
2245
|
+
readonly STOP_SUBSCRIBING: "4";
|
|
2246
|
+
readonly LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED: "8";
|
|
2247
|
+
};
|
|
2248
|
+
type NetworkRequestType = (typeof NetworkRequestType)[keyof typeof NetworkRequestType];
|
|
2249
|
+
/** `NetworkStatusResponseType` (tag 937) values keyed by spec value name. */
|
|
2250
|
+
declare const NetworkStatusResponseType: {
|
|
2251
|
+
readonly FULL: "1";
|
|
2252
|
+
readonly INCREMENTAL_UPDATE: "2";
|
|
2253
|
+
};
|
|
2254
|
+
type NetworkStatusResponseType = (typeof NetworkStatusResponseType)[keyof typeof NetworkStatusResponseType];
|
|
2255
|
+
/** `NoSides` (tag 552) values keyed by spec value name. */
|
|
2256
|
+
declare const NoSides: {
|
|
2257
|
+
readonly ONE_SIDE: "1";
|
|
2258
|
+
readonly BOTH_SIDES: "2";
|
|
2259
|
+
};
|
|
2260
|
+
type NoSides = (typeof NoSides)[keyof typeof NoSides];
|
|
2261
|
+
/** `NotifyBrokerOfCredit` (tag 208) values keyed by spec value name. */
|
|
2262
|
+
declare const NotifyBrokerOfCredit: {
|
|
2263
|
+
readonly YES: "Y";
|
|
2264
|
+
readonly NO: "N";
|
|
2265
|
+
};
|
|
2266
|
+
type NotifyBrokerOfCredit = (typeof NotifyBrokerOfCredit)[keyof typeof NotifyBrokerOfCredit];
|
|
2267
|
+
/** `OddLot` (tag 575) values keyed by spec value name. */
|
|
2268
|
+
declare const OddLot: {
|
|
2269
|
+
readonly YES: "Y";
|
|
2270
|
+
readonly NO: "N";
|
|
2271
|
+
};
|
|
2272
|
+
type OddLot = (typeof OddLot)[keyof typeof OddLot];
|
|
2273
|
+
/** `OpenCloseSettlFlag` (tag 286) values keyed by spec value name. */
|
|
2274
|
+
declare const OpenCloseSettlFlag: {
|
|
2275
|
+
readonly DAILY_OPEN: "0";
|
|
2276
|
+
readonly SESSION_OPEN: "1";
|
|
2277
|
+
readonly DELIVERY_SETTLEMENT_ENTRY: "2";
|
|
2278
|
+
readonly EXPECTED_ENTRY: "3";
|
|
2279
|
+
readonly ENTRY_FROM_PREVIOUS_BUSINESS_DAY: "4";
|
|
2280
|
+
readonly THEORETICAL_PRICE_VALUE: "5";
|
|
2281
|
+
};
|
|
2282
|
+
type OpenCloseSettlFlag = (typeof OpenCloseSettlFlag)[keyof typeof OpenCloseSettlFlag];
|
|
2283
|
+
/** `OrderCapacity` (tag 528) values keyed by spec value name. */
|
|
2284
|
+
declare const OrderCapacity: {
|
|
2285
|
+
readonly AGENCY: "A";
|
|
2286
|
+
readonly PROPRIETARY: "G";
|
|
2287
|
+
readonly INDIVIDUAL: "I";
|
|
2288
|
+
readonly PRINCIPAL: "P";
|
|
2289
|
+
readonly RISKLESS_PRINCIPAL: "R";
|
|
2290
|
+
readonly AGENT_FOR_OTHER_MEMBER: "W";
|
|
2291
|
+
};
|
|
2292
|
+
type OrderCapacity = (typeof OrderCapacity)[keyof typeof OrderCapacity];
|
|
2293
|
+
/** `OrderRestrictions` (tag 529) values keyed by spec value name. */
|
|
2294
|
+
declare const OrderRestrictions: {
|
|
2295
|
+
readonly PROGRAM_TRADE: "1";
|
|
2296
|
+
readonly INDEX_ARBITRAGE: "2";
|
|
2297
|
+
readonly NON_INDEX_ARBITRAGE: "3";
|
|
2298
|
+
readonly COMPETING_MARKET_MAKER: "4";
|
|
2299
|
+
readonly ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY: "5";
|
|
2300
|
+
readonly ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY: "6";
|
|
2301
|
+
readonly FOREIGN_ENTITY: "7";
|
|
2302
|
+
readonly EXTERNAL_MARKET_PARTICIPANT: "8";
|
|
2303
|
+
readonly EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE: "9";
|
|
2304
|
+
readonly RISKLESS_ARBITRAGE: "A";
|
|
2305
|
+
};
|
|
2306
|
+
type OrderRestrictions = (typeof OrderRestrictions)[keyof typeof OrderRestrictions];
|
|
2307
|
+
/** `OrdRejReason` (tag 103) values keyed by spec value name. */
|
|
2308
|
+
declare const OrdRejReason: {
|
|
2309
|
+
readonly BROKER: "0";
|
|
2310
|
+
readonly UNKNOWN_SYMBOL: "1";
|
|
2311
|
+
readonly EXCHANGE_CLOSED: "2";
|
|
2312
|
+
readonly ORDER_EXCEEDS_LIMIT: "3";
|
|
2313
|
+
readonly TOO_LATE_TO_ENTER: "4";
|
|
2314
|
+
readonly UNKNOWN_ORDER: "5";
|
|
2315
|
+
readonly DUPLICATE_ORDER: "6";
|
|
2316
|
+
readonly DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER: "7";
|
|
2317
|
+
readonly STALE_ORDER: "8";
|
|
2318
|
+
readonly TRADE_ALONG_REQUIRED: "9";
|
|
2319
|
+
readonly INVALID_INVESTOR_ID: "10";
|
|
2320
|
+
readonly UNSUPPORTED_ORDER_CHARACTERISTIC12_SURVEILLENCE_OPTION: "11";
|
|
2321
|
+
readonly INCORRECT_QUANTITY: "13";
|
|
2322
|
+
readonly INCORRECT_ALLOCATED_QUANTITY: "14";
|
|
2323
|
+
readonly UNKNOWN_ACCOUNT: "15";
|
|
2324
|
+
readonly OTHER: "99";
|
|
2325
|
+
};
|
|
2326
|
+
type OrdRejReason = (typeof OrdRejReason)[keyof typeof OrdRejReason];
|
|
2327
|
+
/** `OrdStatus` (tag 39) values keyed by spec value name. */
|
|
2328
|
+
declare const OrdStatus: {
|
|
2329
|
+
readonly NEW: "0";
|
|
2330
|
+
readonly PARTIALLY_FILLED: "1";
|
|
2331
|
+
readonly FILLED: "2";
|
|
2332
|
+
readonly DONE_FOR_DAY: "3";
|
|
2333
|
+
readonly CANCELED: "4";
|
|
2334
|
+
readonly PENDING_CANCEL: "6";
|
|
2335
|
+
readonly STOPPED: "7";
|
|
2336
|
+
readonly REJECTED: "8";
|
|
2337
|
+
readonly SUSPENDED: "9";
|
|
2338
|
+
readonly PENDING_NEW: "A";
|
|
2339
|
+
readonly CALCULATED: "B";
|
|
2340
|
+
readonly EXPIRED: "C";
|
|
2341
|
+
readonly ACCEPTED_FOR_BIDDING: "D";
|
|
2342
|
+
readonly PENDING_REPLACE: "E";
|
|
2343
|
+
};
|
|
2344
|
+
type OrdStatus = (typeof OrdStatus)[keyof typeof OrdStatus];
|
|
2345
|
+
/** `OrdType` (tag 40) values keyed by spec value name. */
|
|
2346
|
+
declare const OrdType: {
|
|
2347
|
+
readonly MARKET: "1";
|
|
2348
|
+
readonly LIMIT: "2";
|
|
2349
|
+
readonly STOP: "3";
|
|
2350
|
+
readonly STOP_LIMIT: "4";
|
|
2351
|
+
readonly WITH_OR_WITHOUT: "6";
|
|
2352
|
+
readonly LIMIT_OR_BETTER: "7";
|
|
2353
|
+
readonly LIMIT_WITH_OR_WITHOUT: "8";
|
|
2354
|
+
readonly ON_BASIS: "9";
|
|
2355
|
+
readonly PREVIOUSLY_QUOTED: "D";
|
|
2356
|
+
readonly PREVIOUSLY_INDICATED: "E";
|
|
2357
|
+
readonly FOREX: "G";
|
|
2358
|
+
readonly FUNARI: "I";
|
|
2359
|
+
readonly MARKET_IF_TOUCHED: "J";
|
|
2360
|
+
readonly MARKET_WITH_LEFTOVER_AS_LIMIT: "K";
|
|
2361
|
+
readonly PREVIOUS_FUND_VALUATION_POINT: "L";
|
|
2362
|
+
readonly NEXT_FUND_VALUATION_POINT: "M";
|
|
2363
|
+
readonly PEGGED: "P";
|
|
2364
|
+
};
|
|
2365
|
+
type OrdType = (typeof OrdType)[keyof typeof OrdType];
|
|
2366
|
+
/** `OwnershipType` (tag 517) values keyed by spec value name. */
|
|
2367
|
+
declare const OwnershipType: {
|
|
2368
|
+
readonly JOINT_INVESTORS: "J";
|
|
2369
|
+
readonly TENANTS_IN_COMMON: "T";
|
|
2370
|
+
readonly JOINT_TRUSTEES: "2";
|
|
2371
|
+
};
|
|
2372
|
+
type OwnershipType = (typeof OwnershipType)[keyof typeof OwnershipType];
|
|
2373
|
+
/** `OwnerType` (tag 522) values keyed by spec value name. */
|
|
2374
|
+
declare const OwnerType: {
|
|
2375
|
+
readonly INDIVIDUAL_INVESTOR: "1";
|
|
2376
|
+
readonly PUBLIC_COMPANY: "2";
|
|
2377
|
+
readonly PRIVATE_COMPANY: "3";
|
|
2378
|
+
readonly INDIVIDUAL_TRUSTEE: "4";
|
|
2379
|
+
readonly COMPANY_TRUSTEE: "5";
|
|
2380
|
+
readonly PENSION_PLAN: "6";
|
|
2381
|
+
readonly CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT: "7";
|
|
2382
|
+
readonly TRUSTS: "8";
|
|
2383
|
+
readonly FIDUCIARIES: "9";
|
|
2384
|
+
readonly NETWORKING_SUB_ACCOUNT: "10";
|
|
2385
|
+
readonly NON_PROFIT_ORGANIZATION: "11";
|
|
2386
|
+
readonly CORPORATE_BODY: "12";
|
|
2387
|
+
readonly NOMINEE: "13";
|
|
2388
|
+
};
|
|
2389
|
+
type OwnerType = (typeof OwnerType)[keyof typeof OwnerType];
|
|
2390
|
+
/** `PartyIDSource` (tag 447) values keyed by spec value name. */
|
|
2391
|
+
declare const PartyIDSource: {
|
|
2392
|
+
readonly BIC: "B";
|
|
2393
|
+
readonly GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: "C";
|
|
2394
|
+
readonly PROPRIETARY_CUSTOM_CODE: "D";
|
|
2395
|
+
readonly ISO_COUNTRY_CODE: "E";
|
|
2396
|
+
readonly SETTLEMENT_ENTITY_LOCATION: "F";
|
|
2397
|
+
readonly MIC: "G";
|
|
2398
|
+
readonly CSD_PARTICIPANT_MEMBER_CODE: "H";
|
|
2399
|
+
readonly KOREAN_INVESTOR_ID: "1";
|
|
2400
|
+
readonly TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII: "2";
|
|
2401
|
+
readonly TAIWANESE_TRADING_ACCOUNT: "3";
|
|
2402
|
+
readonly MALAYSIAN_CENTRAL_DEPOSITORY: "4";
|
|
2403
|
+
readonly CHINESE_B_SHARE: "5";
|
|
2404
|
+
readonly UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER: "6";
|
|
2405
|
+
readonly US_SOCIAL_SECURITY_NUMBER: "7";
|
|
2406
|
+
readonly US_EMPLOYER_IDENTIFICATION_NUMBER: "8";
|
|
2407
|
+
readonly AUSTRALIAN_BUSINESS_NUMBER: "9";
|
|
2408
|
+
readonly AUSTRALIAN_TAX_FILE_NUMBER: "A";
|
|
2409
|
+
readonly DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT: "I";
|
|
2410
|
+
};
|
|
2411
|
+
type PartyIDSource = (typeof PartyIDSource)[keyof typeof PartyIDSource];
|
|
2412
|
+
/** `PartyRole` (tag 452) values keyed by spec value name. */
|
|
2413
|
+
declare const PartyRole: {
|
|
2414
|
+
readonly EXECUTING_FIRM: "1";
|
|
2415
|
+
readonly BROKER_OF_CREDIT: "2";
|
|
2416
|
+
readonly CLIENT_ID: "3";
|
|
2417
|
+
readonly CLEARING_FIRM: "4";
|
|
2418
|
+
readonly INVESTOR_ID: "5";
|
|
2419
|
+
readonly INTRODUCING_FIRM: "6";
|
|
2420
|
+
readonly ENTERING_FIRM: "7";
|
|
2421
|
+
readonly LOCATE_LENDING_FIRM: "8";
|
|
2422
|
+
readonly FUND_MANAGER_CLIENT_ID: "9";
|
|
2423
|
+
readonly SETTLEMENT_LOCATION: "10";
|
|
2424
|
+
readonly ORDER_ORIGINATION_TRADER: "11";
|
|
2425
|
+
readonly EXECUTING_TRADER: "12";
|
|
2426
|
+
readonly ORDER_ORIGINATION_FIRM: "13";
|
|
2427
|
+
readonly GIVEUP_CLEARING_FIRM: "14";
|
|
2428
|
+
readonly CORRESPONDANT_CLEARING_FIRM: "15";
|
|
2429
|
+
readonly EXECUTING_SYSTEM: "16";
|
|
2430
|
+
readonly CONTRA_FIRM: "17";
|
|
2431
|
+
readonly CONTRA_CLEARING_FIRM: "18";
|
|
2432
|
+
readonly SPONSORING_FIRM: "19";
|
|
2433
|
+
readonly UNDERLYING_CONTRA_FIRM: "20";
|
|
2434
|
+
readonly CLEARING_ORGANIZATION: "21";
|
|
2435
|
+
readonly EXCHANGE: "22";
|
|
2436
|
+
readonly CUSTOMER_ACCOUNT: "24";
|
|
2437
|
+
readonly CORRESPONDENT_CLEARING_ORGANIZATION: "25";
|
|
2438
|
+
readonly CORRESPONDENT_BROKER: "26";
|
|
2439
|
+
readonly BUYER_SELLER: "27";
|
|
2440
|
+
readonly CUSTODIAN: "28";
|
|
2441
|
+
readonly INTERMEDIARY: "29";
|
|
2442
|
+
readonly AGENT: "30";
|
|
2443
|
+
readonly SUB_CUSTODIAN: "31";
|
|
2444
|
+
readonly BENEFICIARY: "32";
|
|
2445
|
+
readonly INTERESTED_PARTY: "33";
|
|
2446
|
+
readonly REGULATORY_BODY: "34";
|
|
2447
|
+
readonly LIQUIDITY_PROVIDER: "35";
|
|
2448
|
+
readonly ENTERING_TRADER: "36";
|
|
2449
|
+
readonly CONTRA_TRADER: "37";
|
|
2450
|
+
readonly POSITION_ACCOUNT: "38";
|
|
2451
|
+
};
|
|
2452
|
+
type PartyRole = (typeof PartyRole)[keyof typeof PartyRole];
|
|
2453
|
+
/** `PartySubIDType` (tag 803) values keyed by spec value name. */
|
|
2454
|
+
declare const PartySubIDType: {
|
|
2455
|
+
readonly FIRM: "1";
|
|
2456
|
+
readonly PERSON: "2";
|
|
2457
|
+
readonly SYSTEM: "3";
|
|
2458
|
+
readonly APPLICATION: "4";
|
|
2459
|
+
readonly FULL_LEGAL_NAME_OF_FIRM: "5";
|
|
2460
|
+
readonly POSTAL_ADDRESS: "6";
|
|
2461
|
+
readonly PHONE_NUMBER: "7";
|
|
2462
|
+
readonly EMAIL_ADDRESS: "8";
|
|
2463
|
+
readonly CONTACT_NAME: "9";
|
|
2464
|
+
readonly SECURITIES_ACCOUNT_NUMBER: "10";
|
|
2465
|
+
readonly REGISTRATION_NUMBER: "11";
|
|
2466
|
+
readonly REGISTERED_ADDRESS_12: "12";
|
|
2467
|
+
readonly REGULATORY_STATUS: "13";
|
|
2468
|
+
readonly REGISTRATION_NAME: "14";
|
|
2469
|
+
readonly CASH_ACCOUNT_NUMBER: "15";
|
|
2470
|
+
readonly BIC: "16";
|
|
2471
|
+
readonly CSD_PARTICIPANT_MEMBER_CODE: "17";
|
|
2472
|
+
readonly REGISTERED_ADDRESS_18: "18";
|
|
2473
|
+
readonly FUND_ACCOUNT_NAME: "19";
|
|
2474
|
+
readonly TELEX_NUMBER: "20";
|
|
2475
|
+
readonly FAX_NUMBER: "21";
|
|
2476
|
+
readonly SECURITIES_ACCOUNT_NAME: "22";
|
|
2477
|
+
readonly CASH_ACCOUNT_NAME: "23";
|
|
2478
|
+
readonly DEPARTMENT: "24";
|
|
2479
|
+
readonly LOCATION: "25";
|
|
2480
|
+
readonly POSITION_ACCOUNT_TYPE: "26";
|
|
2481
|
+
};
|
|
2482
|
+
type PartySubIDType = (typeof PartySubIDType)[keyof typeof PartySubIDType];
|
|
2483
|
+
/** `PaymentMethod` (tag 492) values keyed by spec value name. */
|
|
2484
|
+
declare const PaymentMethod: {
|
|
2485
|
+
readonly CREST: "1";
|
|
2486
|
+
readonly NSCC: "2";
|
|
2487
|
+
readonly EUROCLEAR: "3";
|
|
2488
|
+
readonly CLEARSTREAM: "4";
|
|
2489
|
+
readonly CHEQUE: "5";
|
|
2490
|
+
readonly TELEGRAPHIC_TRANSFER: "6";
|
|
2491
|
+
readonly FEDWIRE: "7";
|
|
2492
|
+
readonly DEBIT_CARD: "8";
|
|
2493
|
+
readonly DIRECT_DEBIT: "9";
|
|
2494
|
+
readonly DIRECT_CREDIT: "10";
|
|
2495
|
+
readonly CREDIT_CARD: "11";
|
|
2496
|
+
readonly ACH_DEBIT: "12";
|
|
2497
|
+
readonly ACH_CREDIT: "13";
|
|
2498
|
+
readonly BPAY: "14";
|
|
2499
|
+
readonly HIGH_VALUE_CLEARING_SYSTEM: "15";
|
|
2500
|
+
};
|
|
2501
|
+
type PaymentMethod = (typeof PaymentMethod)[keyof typeof PaymentMethod];
|
|
2502
|
+
/** `PegLimitType` (tag 837) values keyed by spec value name. */
|
|
2503
|
+
declare const PegLimitType: {
|
|
2504
|
+
readonly OR_BETTER: "0";
|
|
2505
|
+
readonly STRICT_LIMIT_IS_A_STRICT_LIMIT: "1";
|
|
2506
|
+
readonly OR_WORSE_FOR_A_BUY_THE_PEG_LIMIT_IS_A_MINIMUM_AND_FOR_A_SELL_THE_PEG_LIMIT_IS_A_MAXIMUM: "2";
|
|
2507
|
+
};
|
|
2508
|
+
type PegLimitType = (typeof PegLimitType)[keyof typeof PegLimitType];
|
|
2509
|
+
/** `PegMoveType` (tag 835) values keyed by spec value name. */
|
|
2510
|
+
declare const PegMoveType: {
|
|
2511
|
+
readonly FLOATING: "0";
|
|
2512
|
+
readonly FIXED: "1";
|
|
2513
|
+
};
|
|
2514
|
+
type PegMoveType = (typeof PegMoveType)[keyof typeof PegMoveType];
|
|
2515
|
+
/** `PegOffsetType` (tag 836) values keyed by spec value name. */
|
|
2516
|
+
declare const PegOffsetType: {
|
|
2517
|
+
readonly PRICE: "0";
|
|
2518
|
+
readonly BASIS_POINTS: "1";
|
|
2519
|
+
readonly TICKS: "2";
|
|
2520
|
+
readonly PRICE_TIER: "3";
|
|
2521
|
+
};
|
|
2522
|
+
type PegOffsetType = (typeof PegOffsetType)[keyof typeof PegOffsetType];
|
|
2523
|
+
/** `PegRoundDirection` (tag 838) values keyed by spec value name. */
|
|
2524
|
+
declare const PegRoundDirection: {
|
|
2525
|
+
readonly MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_ROUND_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ROUND_DOWN_TO_THE_NEAREST_TICK: "1";
|
|
2526
|
+
readonly MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_NEAREST_TICK: "2";
|
|
2527
|
+
};
|
|
2528
|
+
type PegRoundDirection = (typeof PegRoundDirection)[keyof typeof PegRoundDirection];
|
|
2529
|
+
/** `PegScope` (tag 840) values keyed by spec value name. */
|
|
2530
|
+
declare const PegScope: {
|
|
2531
|
+
readonly LOCAL: "1";
|
|
2532
|
+
readonly NATIONAL: "2";
|
|
2533
|
+
readonly GLOBAL: "3";
|
|
2534
|
+
readonly NATIONAL_EXCLUDING_LOCAL: "4";
|
|
2535
|
+
};
|
|
2536
|
+
type PegScope = (typeof PegScope)[keyof typeof PegScope];
|
|
2537
|
+
/** `PosAmtType` (tag 707) values keyed by spec value name. */
|
|
2538
|
+
declare const PosAmtType: {
|
|
2539
|
+
readonly FINAL_MARK_TO_MARKET_AMOUNT: "FMTM";
|
|
2540
|
+
readonly INCREMENTAL_MARK_TO_MARKET_AMOUNT: "IMTM";
|
|
2541
|
+
readonly TRADE_VARIATION_AMOUNT: "TVAR";
|
|
2542
|
+
readonly START_OF_DAY_MARK_TO_MARKET_AMOUNT: "SMTM";
|
|
2543
|
+
readonly PREMIUM_AMOUNT: "PREM";
|
|
2544
|
+
readonly CASH_RESIDUAL_AMOUNT: "CRES";
|
|
2545
|
+
readonly CASH_AMOUNT: "CASH";
|
|
2546
|
+
readonly VALUE_ADJUSTED_AMOUNT: "VADJ";
|
|
2547
|
+
};
|
|
2548
|
+
type PosAmtType = (typeof PosAmtType)[keyof typeof PosAmtType];
|
|
2549
|
+
/** `PositionEffect` (tag 77) values keyed by spec value name. */
|
|
2550
|
+
declare const PositionEffect: {
|
|
2551
|
+
readonly OPEN: "O";
|
|
2552
|
+
readonly CLOSE: "C";
|
|
2553
|
+
readonly ROLLED: "R";
|
|
2554
|
+
readonly FIFO: "F";
|
|
2555
|
+
};
|
|
2556
|
+
type PositionEffect = (typeof PositionEffect)[keyof typeof PositionEffect];
|
|
2557
|
+
/** `PosMaintAction` (tag 712) values keyed by spec value name. */
|
|
2558
|
+
declare const PosMaintAction: {
|
|
2559
|
+
readonly NEW_USED_TO_INCREMENT_THE_OVERALL_TRANSACTION_QUANTITY: "1";
|
|
2560
|
+
readonly REPLACE_USED_TO_OVERRIDE_THE_OVERALL_TRANSACTION_QUANTITY_OR_SPECIFIC_ADD_MESSAGES_BASED_ON_THE_REFERENCE_ID: "2";
|
|
2561
|
+
readonly CANCEL_USED_TO_REMOVE_THE_OVERALL_TRANSACTION_OR_SPECIFIC_ADD_MESSAGES_BASED_ON_REFERENCE_ID: "3";
|
|
2562
|
+
};
|
|
2563
|
+
type PosMaintAction = (typeof PosMaintAction)[keyof typeof PosMaintAction];
|
|
2564
|
+
/** `PosMaintResult` (tag 723) values keyed by spec value name. */
|
|
2565
|
+
declare const PosMaintResult: {
|
|
2566
|
+
readonly SUCCESSFUL_COMPLETION: "0";
|
|
2567
|
+
readonly REJECTED: "1";
|
|
2568
|
+
readonly OTHER: "99";
|
|
2569
|
+
};
|
|
2570
|
+
type PosMaintResult = (typeof PosMaintResult)[keyof typeof PosMaintResult];
|
|
2571
|
+
/** `PosMaintStatus` (tag 722) values keyed by spec value name. */
|
|
2572
|
+
declare const PosMaintStatus: {
|
|
2573
|
+
readonly ACCEPTED: "0";
|
|
2574
|
+
readonly ACCEPTED_WITH_WARNINGS: "1";
|
|
2575
|
+
readonly REJECTED: "2";
|
|
2576
|
+
readonly COMPLETED: "3";
|
|
2577
|
+
readonly COMPLETED_WITH_WARNINGS: "4";
|
|
2578
|
+
};
|
|
2579
|
+
type PosMaintStatus = (typeof PosMaintStatus)[keyof typeof PosMaintStatus];
|
|
2580
|
+
/** `PosQtyStatus` (tag 706) values keyed by spec value name. */
|
|
2581
|
+
declare const PosQtyStatus: {
|
|
2582
|
+
readonly SUBMITTED: "0";
|
|
2583
|
+
readonly ACCEPTED: "1";
|
|
2584
|
+
readonly REJECTED: "2";
|
|
2585
|
+
};
|
|
2586
|
+
type PosQtyStatus = (typeof PosQtyStatus)[keyof typeof PosQtyStatus];
|
|
2587
|
+
/** `PosReqResult` (tag 728) values keyed by spec value name. */
|
|
2588
|
+
declare const PosReqResult: {
|
|
2589
|
+
readonly VALID_REQUEST: "0";
|
|
2590
|
+
readonly INVALID_OR_UNSUPPORTED_REQUEST: "1";
|
|
2591
|
+
readonly NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA: "2";
|
|
2592
|
+
readonly NOT_AUTHORIZED_TO_REQUEST_POSITIONS: "3";
|
|
2593
|
+
readonly REQUEST_FOR_POSITION_NOT_SUPPORTED: "4";
|
|
2594
|
+
readonly OTHER: "99";
|
|
2595
|
+
};
|
|
2596
|
+
type PosReqResult = (typeof PosReqResult)[keyof typeof PosReqResult];
|
|
2597
|
+
/** `PosReqStatus` (tag 729) values keyed by spec value name. */
|
|
2598
|
+
declare const PosReqStatus: {
|
|
2599
|
+
readonly COMPLETED: "0";
|
|
2600
|
+
readonly COMPLETED_WITH_WARNINGS: "1";
|
|
2601
|
+
readonly REJECTED: "2";
|
|
2602
|
+
};
|
|
2603
|
+
type PosReqStatus = (typeof PosReqStatus)[keyof typeof PosReqStatus];
|
|
2604
|
+
/** `PosReqType` (tag 724) values keyed by spec value name. */
|
|
2605
|
+
declare const PosReqType: {
|
|
2606
|
+
readonly POSITIONS: "0";
|
|
2607
|
+
readonly TRADES: "1";
|
|
2608
|
+
readonly EXERCISES: "2";
|
|
2609
|
+
readonly ASSIGNMENTS: "3";
|
|
2610
|
+
};
|
|
2611
|
+
type PosReqType = (typeof PosReqType)[keyof typeof PosReqType];
|
|
2612
|
+
/** `PossDupFlag` (tag 43) values keyed by spec value name. */
|
|
2613
|
+
declare const PossDupFlag: {
|
|
2614
|
+
readonly YES: "Y";
|
|
2615
|
+
readonly NO: "N";
|
|
2616
|
+
};
|
|
2617
|
+
type PossDupFlag = (typeof PossDupFlag)[keyof typeof PossDupFlag];
|
|
2618
|
+
/** `PossResend` (tag 97) values keyed by spec value name. */
|
|
2619
|
+
declare const PossResend: {
|
|
2620
|
+
readonly YES: "Y";
|
|
2621
|
+
readonly NO: "N";
|
|
2622
|
+
};
|
|
2623
|
+
type PossResend = (typeof PossResend)[keyof typeof PossResend];
|
|
2624
|
+
/** `PosTransType` (tag 709) values keyed by spec value name. */
|
|
2625
|
+
declare const PosTransType: {
|
|
2626
|
+
readonly EXERCISE: "1";
|
|
2627
|
+
readonly DO_NOT_EXERCISE: "2";
|
|
2628
|
+
readonly POSITION_ADJUSTMENT: "3";
|
|
2629
|
+
readonly POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION: "4";
|
|
2630
|
+
readonly PLEDGE: "5";
|
|
2631
|
+
};
|
|
2632
|
+
type PosTransType = (typeof PosTransType)[keyof typeof PosTransType];
|
|
2633
|
+
/** `PosType` (tag 703) values keyed by spec value name. */
|
|
2634
|
+
declare const PosType: {
|
|
2635
|
+
readonly TRANSACTION_QUANTITY: "TQ";
|
|
2636
|
+
readonly INTRA_SPREAD_QTY: "IAS";
|
|
2637
|
+
readonly INTER_SPREAD_QTY: "IES";
|
|
2638
|
+
readonly END_OF_DAY_QTY: "FIN";
|
|
2639
|
+
readonly START_OF_DAY_QTY: "SOD";
|
|
2640
|
+
readonly OPTION_EXERCISE_QTY: "EX";
|
|
2641
|
+
readonly OPTION_ASSIGNMENT: "AS";
|
|
2642
|
+
readonly TRANSACTION_FROM_EXERCISE: "TX";
|
|
2643
|
+
readonly TRANSACTION_FROM_ASSIGNMENT: "TA";
|
|
2644
|
+
readonly PIT_TRADE_QTY: "PIT";
|
|
2645
|
+
readonly TRANSFER_TRADE_QTY: "TRF";
|
|
2646
|
+
readonly ELECTRONIC_TRADE_QTY: "ETR";
|
|
2647
|
+
readonly ALLOCATION_TRADE_QTY: "ALC";
|
|
2648
|
+
readonly ADJUSTMENT_QTY: "PA";
|
|
2649
|
+
readonly AS_OF_TRADE_QTY: "ASF";
|
|
2650
|
+
readonly DELIVERY_QTY: "DLV";
|
|
2651
|
+
readonly TOTAL_TRANSACTION_QTY: "TOT";
|
|
2652
|
+
readonly CROSS_MARGIN_QTY: "XM";
|
|
2653
|
+
readonly INTEGRAL_SPLIT: "SPL";
|
|
2654
|
+
};
|
|
2655
|
+
type PosType = (typeof PosType)[keyof typeof PosType];
|
|
2656
|
+
/** `PreallocMethod` (tag 591) values keyed by spec value name. */
|
|
2657
|
+
declare const PreallocMethod: {
|
|
2658
|
+
readonly PRO_RATA: "0";
|
|
2659
|
+
readonly DO_NOT_PRO_RATA_DISCUSS_FIRST: "1";
|
|
2660
|
+
};
|
|
2661
|
+
type PreallocMethod = (typeof PreallocMethod)[keyof typeof PreallocMethod];
|
|
2662
|
+
/** `PreviouslyReported` (tag 570) values keyed by spec value name. */
|
|
2663
|
+
declare const PreviouslyReported: {
|
|
2664
|
+
readonly YES: "Y";
|
|
2665
|
+
readonly NO: "N";
|
|
2666
|
+
};
|
|
2667
|
+
type PreviouslyReported = (typeof PreviouslyReported)[keyof typeof PreviouslyReported];
|
|
2668
|
+
/** `PriceType` (tag 423) values keyed by spec value name. */
|
|
2669
|
+
declare const PriceType: {
|
|
2670
|
+
readonly PERCENTAGE: "1";
|
|
2671
|
+
readonly PER_UNIT: "2";
|
|
2672
|
+
readonly FIXED_AMOUNT: "3";
|
|
2673
|
+
readonly DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR: "4";
|
|
2674
|
+
readonly PREMIUM_PERCENTAGE_POINTS_OVER_PAR: "5";
|
|
2675
|
+
readonly SPREAD: "6";
|
|
2676
|
+
readonly TED_PRICE: "7";
|
|
2677
|
+
readonly TED_YIELD: "8";
|
|
2678
|
+
readonly YIELD: "9";
|
|
2679
|
+
readonly FIXED_CABINET_TRADE_PRICE: "10";
|
|
2680
|
+
readonly VARIABLE_CABINET_TRADE_PRICE: "11";
|
|
2681
|
+
};
|
|
2682
|
+
type PriceType = (typeof PriceType)[keyof typeof PriceType];
|
|
2683
|
+
/** `PriorityIndicator` (tag 638) values keyed by spec value name. */
|
|
2684
|
+
declare const PriorityIndicator: {
|
|
2685
|
+
readonly PRIORITY_UNCHANGED: "0";
|
|
2686
|
+
readonly LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE: "1";
|
|
2687
|
+
};
|
|
2688
|
+
type PriorityIndicator = (typeof PriorityIndicator)[keyof typeof PriorityIndicator];
|
|
2689
|
+
/** `ProcessCode` (tag 81) values keyed by spec value name. */
|
|
2690
|
+
declare const ProcessCode: {
|
|
2691
|
+
readonly REGULAR: "0";
|
|
2692
|
+
readonly SOFT_DOLLAR: "1";
|
|
2693
|
+
readonly STEP_IN: "2";
|
|
2694
|
+
readonly STEP_OUT: "3";
|
|
2695
|
+
readonly SOFT_DOLLAR_STEP_IN: "4";
|
|
2696
|
+
readonly SOFT_DOLLAR_STEP_OUT: "5";
|
|
2697
|
+
readonly PLAN_SPONSOR: "6";
|
|
2698
|
+
};
|
|
2699
|
+
type ProcessCode = (typeof ProcessCode)[keyof typeof ProcessCode];
|
|
2700
|
+
/** `Product` (tag 460) values keyed by spec value name. */
|
|
2701
|
+
declare const Product: {
|
|
2702
|
+
readonly AGENCY: "1";
|
|
2703
|
+
readonly COMMODITY: "2";
|
|
2704
|
+
readonly CORPORATE: "3";
|
|
2705
|
+
readonly CURRENCY: "4";
|
|
2706
|
+
readonly EQUITY: "5";
|
|
2707
|
+
readonly GOVERNMENT: "6";
|
|
2708
|
+
readonly INDEX: "7";
|
|
2709
|
+
readonly LOAN: "8";
|
|
2710
|
+
readonly MONEYMARKET: "9";
|
|
2711
|
+
readonly MORTGAGE: "10";
|
|
2712
|
+
readonly MUNICIPAL: "11";
|
|
2713
|
+
readonly OTHER: "12";
|
|
2714
|
+
readonly FINANCING: "13";
|
|
2715
|
+
};
|
|
2716
|
+
type Product = (typeof Product)[keyof typeof Product];
|
|
2717
|
+
/** `ProgRptReqs` (tag 414) values keyed by spec value name. */
|
|
2718
|
+
declare const ProgRptReqs: {
|
|
2719
|
+
readonly BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST: "1";
|
|
2720
|
+
readonly SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD: "2";
|
|
2721
|
+
readonly REAL_TIME_EXECUTION_REPORTS: "3";
|
|
2722
|
+
};
|
|
2723
|
+
type ProgRptReqs = (typeof ProgRptReqs)[keyof typeof ProgRptReqs];
|
|
2724
|
+
/** `PublishTrdIndicator` (tag 852) values keyed by spec value name. */
|
|
2725
|
+
declare const PublishTrdIndicator: {
|
|
2726
|
+
readonly YES: "Y";
|
|
2727
|
+
readonly NO: "N";
|
|
2728
|
+
};
|
|
2729
|
+
type PublishTrdIndicator = (typeof PublishTrdIndicator)[keyof typeof PublishTrdIndicator];
|
|
2730
|
+
/** `PutOrCall` (tag 201) values keyed by spec value name. */
|
|
2731
|
+
declare const PutOrCall: {
|
|
2732
|
+
readonly PUT: "0";
|
|
2733
|
+
readonly CALL: "1";
|
|
2734
|
+
};
|
|
2735
|
+
type PutOrCall = (typeof PutOrCall)[keyof typeof PutOrCall];
|
|
2736
|
+
/** `QtyType` (tag 854) values keyed by spec value name. */
|
|
2737
|
+
declare const QtyType: {
|
|
2738
|
+
readonly UNITS: "0";
|
|
2739
|
+
readonly CONTRACTS: "1";
|
|
2740
|
+
};
|
|
2741
|
+
type QtyType = (typeof QtyType)[keyof typeof QtyType];
|
|
2742
|
+
/** `QuoteCancelType` (tag 298) values keyed by spec value name. */
|
|
2743
|
+
declare const QuoteCancelType: {
|
|
2744
|
+
readonly CANCEL_FOR_SYMBOL: "1";
|
|
2745
|
+
readonly CANCEL_FOR_SECURITY_TYPE: "2";
|
|
2746
|
+
readonly CANCEL_FOR_UNDERLYING_SYMBOL: "3";
|
|
2747
|
+
readonly CANCEL_ALL_QUOTES: "4";
|
|
2748
|
+
};
|
|
2749
|
+
type QuoteCancelType = (typeof QuoteCancelType)[keyof typeof QuoteCancelType];
|
|
2750
|
+
/** `QuoteCondition` (tag 276) values keyed by spec value name. */
|
|
2751
|
+
declare const QuoteCondition: {
|
|
2752
|
+
readonly OPEN: "A";
|
|
2753
|
+
readonly CLOSED: "B";
|
|
2754
|
+
readonly EXCHANGE_BEST: "C";
|
|
2755
|
+
readonly CONSOLIDATED_BEST: "D";
|
|
2756
|
+
readonly LOCKED: "E";
|
|
2757
|
+
readonly CROSSED: "F";
|
|
2758
|
+
readonly DEPTH: "G";
|
|
2759
|
+
readonly FAST_TRADING: "H";
|
|
2760
|
+
readonly NON_FIRM: "I";
|
|
2761
|
+
};
|
|
2762
|
+
type QuoteCondition = (typeof QuoteCondition)[keyof typeof QuoteCondition];
|
|
2763
|
+
/** `QuotePriceType` (tag 692) values keyed by spec value name. */
|
|
2764
|
+
declare const QuotePriceType: {
|
|
2765
|
+
readonly PERCENT: "1";
|
|
2766
|
+
readonly PER_SHARE: "2";
|
|
2767
|
+
readonly FIXED_AMOUNT: "3";
|
|
2768
|
+
readonly DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR: "4";
|
|
2769
|
+
readonly PREMIUM_PERCENTAGE_POINTS_OVER_PAR: "5";
|
|
2770
|
+
readonly BASIS_POINTS_RELATIVE_TO_BENCHMARK: "6";
|
|
2771
|
+
readonly TED_PRICE: "7";
|
|
2772
|
+
readonly TED_YIELD: "8";
|
|
2773
|
+
readonly YIELD_SPREAD: "9";
|
|
2774
|
+
readonly YIELD: "10";
|
|
2775
|
+
};
|
|
2776
|
+
type QuotePriceType = (typeof QuotePriceType)[keyof typeof QuotePriceType];
|
|
2777
|
+
/** `QuoteRejectReason` (tag 300) values keyed by spec value name. */
|
|
2778
|
+
declare const QuoteRejectReason: {
|
|
2779
|
+
readonly UNKNOWN_SYMBOL: "1";
|
|
2780
|
+
readonly EXCHANGE: "2";
|
|
2781
|
+
readonly QUOTE_REQUEST_EXCEEDS_LIMIT: "3";
|
|
2782
|
+
readonly TOO_LATE_TO_ENTER: "4";
|
|
2783
|
+
readonly UNKNOWN_QUOTE: "5";
|
|
2784
|
+
readonly DUPLICATE_QUOTE: "6";
|
|
2785
|
+
readonly INVALID_BID_ASK_SPREAD: "7";
|
|
2786
|
+
readonly INVALID_PRICE: "8";
|
|
2787
|
+
readonly NOT_AUTHORIZED_TO_QUOTE_SECURITY: "9";
|
|
2788
|
+
readonly OTHER: "99";
|
|
2789
|
+
};
|
|
2790
|
+
type QuoteRejectReason = (typeof QuoteRejectReason)[keyof typeof QuoteRejectReason];
|
|
2791
|
+
/** `QuoteRequestRejectReason` (tag 658) values keyed by spec value name. */
|
|
2792
|
+
declare const QuoteRequestRejectReason: {
|
|
2793
|
+
readonly UNKNOWN_SYMBOL: "1";
|
|
2794
|
+
readonly EXCHANGE: "2";
|
|
2795
|
+
readonly QUOTE_REQUEST_EXCEEDS_LIMIT: "3";
|
|
2796
|
+
readonly TOO_LATE_TO_ENTER: "4";
|
|
2797
|
+
readonly INVALID_PRICE: "5";
|
|
2798
|
+
readonly NOT_AUTHORIZED_TO_REQUEST_QUOTE: "6";
|
|
2799
|
+
readonly NO_MATCH_FOR_INQUIRY: "7";
|
|
2800
|
+
readonly NO_MARKET_FOR_INSTRUMENT: "8";
|
|
2801
|
+
readonly NO_INVENTORY: "9";
|
|
2802
|
+
readonly PASS: "10";
|
|
2803
|
+
readonly OTHER: "99";
|
|
2804
|
+
};
|
|
2805
|
+
type QuoteRequestRejectReason = (typeof QuoteRequestRejectReason)[keyof typeof QuoteRequestRejectReason];
|
|
2806
|
+
/** `QuoteRequestType` (tag 303) values keyed by spec value name. */
|
|
2807
|
+
declare const QuoteRequestType: {
|
|
2808
|
+
readonly MANUAL: "1";
|
|
2809
|
+
readonly AUTOMATIC: "2";
|
|
2810
|
+
};
|
|
2811
|
+
type QuoteRequestType = (typeof QuoteRequestType)[keyof typeof QuoteRequestType];
|
|
2812
|
+
/** `QuoteResponseLevel` (tag 301) values keyed by spec value name. */
|
|
2813
|
+
declare const QuoteResponseLevel: {
|
|
2814
|
+
readonly NO_ACKNOWLEDGEMENT: "0";
|
|
2815
|
+
readonly ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES: "1";
|
|
2816
|
+
readonly ACKNOWLEDGE_EACH_QUOTE_MESSAGES: "2";
|
|
2817
|
+
};
|
|
2818
|
+
type QuoteResponseLevel = (typeof QuoteResponseLevel)[keyof typeof QuoteResponseLevel];
|
|
2819
|
+
/** `QuoteRespType` (tag 694) values keyed by spec value name. */
|
|
2820
|
+
declare const QuoteRespType: {
|
|
2821
|
+
readonly HIT_LIFT: "1";
|
|
2822
|
+
readonly COUNTER: "2";
|
|
2823
|
+
readonly EXPIRED: "3";
|
|
2824
|
+
readonly COVER: "4";
|
|
2825
|
+
readonly DONE_AWAY: "5";
|
|
2826
|
+
readonly PASS: "6";
|
|
2827
|
+
};
|
|
2828
|
+
type QuoteRespType = (typeof QuoteRespType)[keyof typeof QuoteRespType];
|
|
2829
|
+
/** `QuoteStatus` (tag 297) values keyed by spec value name. */
|
|
2830
|
+
declare const QuoteStatus: {
|
|
2831
|
+
readonly ACCEPTED: "0";
|
|
2832
|
+
readonly CANCELED_FOR_SYMBOL: "1";
|
|
2833
|
+
readonly CANCELED_FOR_SECURITY_TYPE: "2";
|
|
2834
|
+
readonly CANCELED_FOR_UNDERLYING: "3";
|
|
2835
|
+
readonly CANCELED_ALL: "4";
|
|
2836
|
+
readonly REJECTED: "5";
|
|
2837
|
+
readonly REMOVED_FROM_MARKET: "6";
|
|
2838
|
+
readonly EXPIRED: "7";
|
|
2839
|
+
readonly QUERY: "8";
|
|
2840
|
+
readonly QUOTE_NOT_FOUND: "9";
|
|
2841
|
+
readonly PENDING: "10";
|
|
2842
|
+
readonly PASS: "11";
|
|
2843
|
+
readonly LOCKED_MARKET_WARNING: "12";
|
|
2844
|
+
readonly CROSS_MARKET_WARNING: "13";
|
|
2845
|
+
readonly CANCELED_DUE_TO_LOCK_MARKET: "14";
|
|
2846
|
+
readonly CANCELED_DUE_TO_CROSS_MARKET: "15";
|
|
2847
|
+
};
|
|
2848
|
+
type QuoteStatus = (typeof QuoteStatus)[keyof typeof QuoteStatus];
|
|
2849
|
+
/** `QuoteType` (tag 537) values keyed by spec value name. */
|
|
2850
|
+
declare const QuoteType: {
|
|
2851
|
+
readonly INDICATIVE: "0";
|
|
2852
|
+
readonly TRADEABLE: "1";
|
|
2853
|
+
readonly RESTRICTED_TRADEABLE: "2";
|
|
2854
|
+
readonly COUNTER: "3";
|
|
2855
|
+
};
|
|
2856
|
+
type QuoteType = (typeof QuoteType)[keyof typeof QuoteType];
|
|
2857
|
+
/** `RegistRejReasonCode` (tag 507) values keyed by spec value name. */
|
|
2858
|
+
declare const RegistRejReasonCode: {
|
|
2859
|
+
readonly INVALID_UNACCEPTABLE_ACCOUNT_TYPE: "1";
|
|
2860
|
+
readonly INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE: "2";
|
|
2861
|
+
readonly INVALID_UNACCEPTABLE_OWNERSHIP_TYPE: "3";
|
|
2862
|
+
readonly INVALID_UNACCEPTABLE_NO_REG_DETLS: "4";
|
|
2863
|
+
readonly INVALID_UNACCEPTABLE_REG_SEQ_NO: "5";
|
|
2864
|
+
readonly INVALID_UNACCEPTABLE_REG_DTLS: "6";
|
|
2865
|
+
readonly INVALID_UNACCEPTABLE_MAILING_DTLS: "7";
|
|
2866
|
+
readonly INVALID_UNACCEPTABLE_MAILING_INST: "8";
|
|
2867
|
+
readonly INVALID_UNACCEPTABLE_INVESTOR_ID: "9";
|
|
2868
|
+
readonly INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE: "10";
|
|
2869
|
+
readonly INVALID_UNACCEPTABLE_DATE_OF_BIRTH: "11";
|
|
2870
|
+
readonly INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE: "12";
|
|
2871
|
+
readonly INVALID_UNACCEPTABLE_NODISTRIBINSTNS: "13";
|
|
2872
|
+
readonly INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE: "14";
|
|
2873
|
+
readonly INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD: "15";
|
|
2874
|
+
readonly INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME: "16";
|
|
2875
|
+
readonly INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE: "17";
|
|
2876
|
+
readonly INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM: "18";
|
|
2877
|
+
readonly OTHER: "99";
|
|
2878
|
+
};
|
|
2879
|
+
type RegistRejReasonCode = (typeof RegistRejReasonCode)[keyof typeof RegistRejReasonCode];
|
|
2880
|
+
/** `RegistStatus` (tag 506) values keyed by spec value name. */
|
|
2881
|
+
declare const RegistStatus: {
|
|
2882
|
+
readonly ACCEPTED: "A";
|
|
2883
|
+
readonly REJECTED: "R";
|
|
2884
|
+
readonly HELD: "H";
|
|
2885
|
+
readonly REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING: "N";
|
|
2886
|
+
};
|
|
2887
|
+
type RegistStatus = (typeof RegistStatus)[keyof typeof RegistStatus];
|
|
2888
|
+
/** `RegistTransType` (tag 514) values keyed by spec value name. */
|
|
2889
|
+
declare const RegistTransType: {
|
|
2890
|
+
readonly NEW: "0";
|
|
2891
|
+
readonly REPLACE: "1";
|
|
2892
|
+
readonly CANCEL: "2";
|
|
2893
|
+
};
|
|
2894
|
+
type RegistTransType = (typeof RegistTransType)[keyof typeof RegistTransType];
|
|
2895
|
+
/** `ReportToExch` (tag 113) values keyed by spec value name. */
|
|
2896
|
+
declare const ReportToExch: {
|
|
2897
|
+
readonly YES: "Y";
|
|
2898
|
+
readonly NO: "N";
|
|
2899
|
+
};
|
|
2900
|
+
type ReportToExch = (typeof ReportToExch)[keyof typeof ReportToExch];
|
|
2901
|
+
/** `ResetSeqNumFlag` (tag 141) values keyed by spec value name. */
|
|
2902
|
+
declare const ResetSeqNumFlag: {
|
|
2903
|
+
readonly YES: "Y";
|
|
2904
|
+
readonly NO: "N";
|
|
2905
|
+
};
|
|
2906
|
+
type ResetSeqNumFlag = (typeof ResetSeqNumFlag)[keyof typeof ResetSeqNumFlag];
|
|
2907
|
+
/** `ResponseTransportType` (tag 725) values keyed by spec value name. */
|
|
2908
|
+
declare const ResponseTransportType: {
|
|
2909
|
+
readonly INBAND_TRANSPORT_THE_REQUEST_WAS_SENT_OVER: "0";
|
|
2910
|
+
readonly OUT_OF_BAND_PRE_ARRANGED_OUT_OF_BAND_DELIVERY_MECHANISM: "1";
|
|
2911
|
+
};
|
|
2912
|
+
type ResponseTransportType = (typeof ResponseTransportType)[keyof typeof ResponseTransportType];
|
|
2913
|
+
/** `RoundingDirection` (tag 468) values keyed by spec value name. */
|
|
2914
|
+
declare const RoundingDirection: {
|
|
2915
|
+
readonly ROUND_TO_NEAREST: "0";
|
|
2916
|
+
readonly ROUND_DOWN: "1";
|
|
2917
|
+
readonly ROUND_UP: "2";
|
|
2918
|
+
};
|
|
2919
|
+
type RoundingDirection = (typeof RoundingDirection)[keyof typeof RoundingDirection];
|
|
2920
|
+
/** `RoutingType` (tag 216) values keyed by spec value name. */
|
|
2921
|
+
declare const RoutingType: {
|
|
2922
|
+
readonly TARGET_FIRM: "1";
|
|
2923
|
+
readonly TARGET_LIST: "2";
|
|
2924
|
+
readonly BLOCK_FIRM: "3";
|
|
2925
|
+
readonly BLOCK_LIST: "4";
|
|
2926
|
+
};
|
|
2927
|
+
type RoutingType = (typeof RoutingType)[keyof typeof RoutingType];
|
|
2928
|
+
/** `Scope` (tag 546) values keyed by spec value name. */
|
|
2929
|
+
declare const Scope: {
|
|
2930
|
+
readonly LOCAL: "1";
|
|
2931
|
+
readonly NATIONAL: "2";
|
|
2932
|
+
readonly GLOBAL: "3";
|
|
2933
|
+
};
|
|
2934
|
+
type Scope = (typeof Scope)[keyof typeof Scope];
|
|
2935
|
+
/** `SecurityIDSource` (tag 22) values keyed by spec value name. */
|
|
2936
|
+
declare const SecurityIDSource: {
|
|
2937
|
+
readonly CUSIP: "1";
|
|
2938
|
+
readonly SEDOL: "2";
|
|
2939
|
+
readonly QUIK: "3";
|
|
2940
|
+
readonly ISIN_NUMBER: "4";
|
|
2941
|
+
readonly RIC_CODE: "5";
|
|
2942
|
+
readonly ISO_CURRENCY_CODE: "6";
|
|
2943
|
+
readonly ISO_COUNTRY_CODE: "7";
|
|
2944
|
+
readonly EXCHANGE_SYMBOL: "8";
|
|
2945
|
+
readonly CONSOLIDATED_TAPE_ASSOCIATION: "9";
|
|
2946
|
+
readonly BLOOMBERG_SYMBOL: "A";
|
|
2947
|
+
readonly WERTPAPIER: "B";
|
|
2948
|
+
readonly DUTCH: "C";
|
|
2949
|
+
readonly VALOREN: "D";
|
|
2950
|
+
readonly SICOVAM: "E";
|
|
2951
|
+
readonly BELGIAN: "F";
|
|
2952
|
+
readonly COMMON: "G";
|
|
2953
|
+
readonly CLEARING_HOUSE: "H";
|
|
2954
|
+
readonly ISDA_FPML_PRODUCT_SPECIFICATION: "I";
|
|
2955
|
+
readonly OPTIONS_PRICE_REPORTING_AUTHORITY: "J";
|
|
2956
|
+
};
|
|
2957
|
+
type SecurityIDSource = (typeof SecurityIDSource)[keyof typeof SecurityIDSource];
|
|
2958
|
+
/** `SecurityListRequestType` (tag 559) values keyed by spec value name. */
|
|
2959
|
+
declare const SecurityListRequestType: {
|
|
2960
|
+
readonly SYMBOL: "0";
|
|
2961
|
+
readonly SECURITYTYPE_AND_OR_CFICODE: "1";
|
|
2962
|
+
readonly PRODUCT: "2";
|
|
2963
|
+
readonly TRADINGSESSIONID: "3";
|
|
2964
|
+
readonly ALL_SECURITIES: "4";
|
|
2965
|
+
};
|
|
2966
|
+
type SecurityListRequestType = (typeof SecurityListRequestType)[keyof typeof SecurityListRequestType];
|
|
2967
|
+
/** `SecurityRequestResult` (tag 560) values keyed by spec value name. */
|
|
2968
|
+
declare const SecurityRequestResult: {
|
|
2969
|
+
readonly VALID_REQUEST: "0";
|
|
2970
|
+
readonly INVALID_OR_UNSUPPORTED_REQUEST: "1";
|
|
2971
|
+
readonly NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA: "2";
|
|
2972
|
+
readonly NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA: "3";
|
|
2973
|
+
readonly INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE: "4";
|
|
2974
|
+
readonly REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED: "5";
|
|
2975
|
+
};
|
|
2976
|
+
type SecurityRequestResult = (typeof SecurityRequestResult)[keyof typeof SecurityRequestResult];
|
|
2977
|
+
/** `SecurityRequestType` (tag 321) values keyed by spec value name. */
|
|
2978
|
+
declare const SecurityRequestType: {
|
|
2979
|
+
readonly REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS: "0";
|
|
2980
|
+
readonly REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED: "1";
|
|
2981
|
+
readonly REQUEST_LIST_SECURITY_TYPES: "2";
|
|
2982
|
+
readonly REQUEST_LIST_SECURITIES: "3";
|
|
2983
|
+
};
|
|
2984
|
+
type SecurityRequestType = (typeof SecurityRequestType)[keyof typeof SecurityRequestType];
|
|
2985
|
+
/** `SecurityResponseType` (tag 323) values keyed by spec value name. */
|
|
2986
|
+
declare const SecurityResponseType: {
|
|
2987
|
+
readonly ACCEPT_SECURITY_PROPOSAL_AS_IS: "1";
|
|
2988
|
+
readonly ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE: "2";
|
|
2989
|
+
readonly REJECT_SECURITY_PROPOSAL: "5";
|
|
2990
|
+
readonly CAN_NOT_MATCH_SELECTION_CRITERIA: "6";
|
|
2991
|
+
};
|
|
2992
|
+
type SecurityResponseType = (typeof SecurityResponseType)[keyof typeof SecurityResponseType];
|
|
2993
|
+
/** `SecurityTradingStatus` (tag 326) values keyed by spec value name. */
|
|
2994
|
+
declare const SecurityTradingStatus: {
|
|
2995
|
+
readonly OPENING_DELAY: "1";
|
|
2996
|
+
readonly TRADING_HALT: "2";
|
|
2997
|
+
readonly RESUME: "3";
|
|
2998
|
+
readonly NO_OPEN_NO_RESUME: "4";
|
|
2999
|
+
readonly PRICE_INDICATION: "5";
|
|
3000
|
+
readonly TRADING_RANGE_INDICATION: "6";
|
|
3001
|
+
readonly MARKET_IMBALANCE_BUY: "7";
|
|
3002
|
+
readonly MARKET_IMBALANCE_SELL: "8";
|
|
3003
|
+
readonly MARKET_ON_CLOSE_IMBALANCE_BUY: "9";
|
|
3004
|
+
readonly MARKET_ON_CLOSE_IMBALANCE_SELL: "10";
|
|
3005
|
+
readonly NO_MARKET_IMBALANCE: "12";
|
|
3006
|
+
readonly NO_MARKET_ON_CLOSE_IMBALANCE: "13";
|
|
3007
|
+
readonly ITS_PRE_OPENING: "14";
|
|
3008
|
+
readonly NEW_PRICE_INDICATION: "15";
|
|
3009
|
+
readonly TRADE_DISSEMINATION_TIME: "16";
|
|
3010
|
+
readonly READY_TO_TRADE: "17";
|
|
3011
|
+
readonly NOT_AVAILABLE_FOR_TRADING: "18";
|
|
3012
|
+
readonly NOT_TRADED_ON_THIS_MARKET: "19";
|
|
3013
|
+
readonly UNKNOWN_OR_INVALID: "20";
|
|
3014
|
+
readonly PRE_OPEN: "21";
|
|
3015
|
+
readonly OPENING_ROTATION: "22";
|
|
3016
|
+
readonly FAST_MARKET: "23";
|
|
3017
|
+
};
|
|
3018
|
+
type SecurityTradingStatus = (typeof SecurityTradingStatus)[keyof typeof SecurityTradingStatus];
|
|
3019
|
+
/** `SecurityType` (tag 167) values keyed by spec value name. */
|
|
3020
|
+
declare const SecurityType: {
|
|
3021
|
+
readonly FUTURE: "FUT";
|
|
3022
|
+
readonly OPTION: "OPT";
|
|
3023
|
+
readonly EURO_SUPRANATIONAL_COUPONS: "EUSUPRA";
|
|
3024
|
+
readonly FEDERAL_AGENCY_COUPON: "FAC";
|
|
3025
|
+
readonly FEDERAL_AGENCY_DISCOUNT_NOTE: "FADN";
|
|
3026
|
+
readonly PRIVATE_EXPORT_FUNDING: "PEF";
|
|
3027
|
+
readonly USD_SUPRANATIONAL_COUPONS: "SUPRA";
|
|
3028
|
+
readonly CORPORATE_BOND: "CORP";
|
|
3029
|
+
readonly CORPORATE_PRIVATE_PLACEMENT: "CPP";
|
|
3030
|
+
readonly CONVERTIBLE_BOND: "CB";
|
|
3031
|
+
readonly DUAL_CURRENCY: "DUAL";
|
|
3032
|
+
readonly EURO_CORPORATE_BOND: "EUCORP";
|
|
3033
|
+
readonly INDEXED_LINKED: "XLINKD";
|
|
3034
|
+
readonly STRUCTURED_NOTES: "STRUCT";
|
|
3035
|
+
readonly YANKEE_CORPORATE_BOND: "YANK";
|
|
3036
|
+
readonly FOREIGN_EXCHANGE_CONTRACT: "FOR";
|
|
3037
|
+
readonly COMMON_STOCK: "CS";
|
|
3038
|
+
readonly PREFERRED_STOCK: "PS";
|
|
3039
|
+
readonly BRADY_BOND: "BRADY";
|
|
3040
|
+
readonly EURO_SOVEREIGNS: "EUSOV";
|
|
3041
|
+
readonly US_TREASURY_BOND: "TBOND";
|
|
3042
|
+
readonly INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE: "TINT";
|
|
3043
|
+
readonly TREASURY_INFLATION_PROTECTED_SECURITIES: "TIPS";
|
|
3044
|
+
readonly PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE: "TCAL";
|
|
3045
|
+
readonly PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE: "TPRN";
|
|
3046
|
+
readonly US_TREASURY_NOTE_UST: "UST";
|
|
3047
|
+
readonly US_TREASURY_BILL_USTB: "USTB";
|
|
3048
|
+
readonly US_TREASURY_NOTE_TNOTE: "TNOTE";
|
|
3049
|
+
readonly US_TREASURY_BILL_TBILL: "TBILL";
|
|
3050
|
+
readonly REPURCHASE: "REPO";
|
|
3051
|
+
readonly FORWARD: "FORWARD";
|
|
3052
|
+
readonly BUY_SELLBACK: "BUYSELL";
|
|
3053
|
+
readonly SECURITIES_LOAN: "SECLOAN";
|
|
3054
|
+
readonly SECURITIES_PLEDGE: "SECPLEDGE";
|
|
3055
|
+
readonly TERM_LOAN: "TERM";
|
|
3056
|
+
readonly REVOLVER_LOAN: "RVLV";
|
|
3057
|
+
readonly REVOLVER_TERM_LOAN: "RVLVTRM";
|
|
3058
|
+
readonly BRIDGE_LOAN: "BRIDGE";
|
|
3059
|
+
readonly LETTER_OF_CREDIT: "LOFC";
|
|
3060
|
+
readonly SWING_LINE_FACILITY: "SWING";
|
|
3061
|
+
readonly DEBTOR_IN_POSSESSION: "DINP";
|
|
3062
|
+
readonly DEFAULTED: "DEFLTED";
|
|
3063
|
+
readonly WITHDRAWN: "WITHDRN";
|
|
3064
|
+
readonly REPLACED: "REPLACD";
|
|
3065
|
+
readonly MATURED: "MATURED";
|
|
3066
|
+
readonly AMENDED_RESTATED: "AMENDED";
|
|
3067
|
+
readonly RETIRED: "RETIRED";
|
|
3068
|
+
readonly BANKERS_ACCEPTANCE: "BA";
|
|
3069
|
+
readonly BANK_NOTES: "BN";
|
|
3070
|
+
readonly BILL_OF_EXCHANGES: "BOX";
|
|
3071
|
+
readonly CERTIFICATE_OF_DEPOSIT: "CD";
|
|
3072
|
+
readonly CALL_LOANS: "CL";
|
|
3073
|
+
readonly COMMERCIAL_PAPER: "CP";
|
|
3074
|
+
readonly DEPOSIT_NOTES: "DN";
|
|
3075
|
+
readonly EURO_CERTIFICATE_OF_DEPOSIT: "EUCD";
|
|
3076
|
+
readonly EURO_COMMERCIAL_PAPER: "EUCP";
|
|
3077
|
+
readonly LIQUIDITY_NOTE: "LQN";
|
|
3078
|
+
readonly MEDIUM_TERM_NOTES: "MTN";
|
|
3079
|
+
readonly OVERNIGHT: "ONITE";
|
|
3080
|
+
readonly PROMISSORY_NOTE: "PN";
|
|
3081
|
+
readonly PLAZOS_FIJOS: "PZFJ";
|
|
3082
|
+
readonly SHORT_TERM_LOAN_NOTE: "STN";
|
|
3083
|
+
readonly TIME_DEPOSIT: "TD";
|
|
3084
|
+
readonly EXTENDED_COMM_NOTE: "XCN";
|
|
3085
|
+
readonly YANKEE_CERTIFICATE_OF_DEPOSIT: "YCD";
|
|
3086
|
+
readonly ASSET_BACKED_SECURITIES: "ABS";
|
|
3087
|
+
readonly CORP_MORTGAGE_BACKED_SECURITIES: "CMBS";
|
|
3088
|
+
readonly COLLATERALIZED_MORTGAGE_OBLIGATION: "CMO";
|
|
3089
|
+
readonly IOETTE_MORTGAGE: "IET";
|
|
3090
|
+
readonly MORTGAGE_BACKED_SECURITIES: "MBS";
|
|
3091
|
+
readonly MORTGAGE_INTEREST_ONLY: "MIO";
|
|
3092
|
+
readonly MORTGAGE_PRINCIPAL_ONLY: "MPO";
|
|
3093
|
+
readonly MORTGAGE_PRIVATE_PLACEMENT: "MPP";
|
|
3094
|
+
readonly MISCELLANEOUS_PASS_THROUGH: "MPT";
|
|
3095
|
+
readonly PFANDBRIEFE: "PFAND";
|
|
3096
|
+
readonly TO_BE_ANNOUNCED: "TBA";
|
|
3097
|
+
readonly OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC: "AN";
|
|
3098
|
+
readonly CERTIFICATE_OF_OBLIGATION: "COFO";
|
|
3099
|
+
readonly CERTIFICATE_OF_PARTICIPATION: "COFP";
|
|
3100
|
+
readonly GENERAL_OBLIGATION_BONDS: "GO";
|
|
3101
|
+
readonly MANDATORY_TENDER: "MT";
|
|
3102
|
+
readonly REVENUE_ANTICIPATION_NOTE: "RAN";
|
|
3103
|
+
readonly REVENUE_BONDS: "REV";
|
|
3104
|
+
readonly SPECIAL_ASSESSMENT: "SPCLA";
|
|
3105
|
+
readonly SPECIAL_OBLIGATION: "SPCLO";
|
|
3106
|
+
readonly SPECIAL_TAX: "SPCLT";
|
|
3107
|
+
readonly TAX_ANTICIPATION_NOTE: "TAN";
|
|
3108
|
+
readonly TAX_ALLOCATION: "TAXA";
|
|
3109
|
+
readonly TAX_EXEMPT_COMMERCIAL_PAPER: "TECP";
|
|
3110
|
+
readonly TAX_REVENUE_ANTICIPATION_NOTE: "TRAN";
|
|
3111
|
+
readonly VARIABLE_RATE_DEMAND_NOTE: "VRDN";
|
|
3112
|
+
readonly WARRANT: "WAR";
|
|
3113
|
+
readonly MUTUAL_FUND: "MF";
|
|
3114
|
+
readonly MULTI_LEG_INSTRUMENT: "MLEG";
|
|
3115
|
+
readonly NO_SECURITY_TYPE: "NONE";
|
|
3116
|
+
};
|
|
3117
|
+
type SecurityType = (typeof SecurityType)[keyof typeof SecurityType];
|
|
3118
|
+
/** `SessionRejectReason` (tag 373) values keyed by spec value name. */
|
|
3119
|
+
declare const SessionRejectReason: {
|
|
3120
|
+
readonly INVALID_TAG_NUMBER: "0";
|
|
3121
|
+
readonly REQUIRED_TAG_MISSING: "1";
|
|
3122
|
+
readonly TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE: "2";
|
|
3123
|
+
readonly UNDEFINED_TAG: "3";
|
|
3124
|
+
readonly TAG_SPECIFIED_WITHOUT_A_VALUE: "4";
|
|
3125
|
+
readonly VALUE_IS_INCORRECT: "5";
|
|
3126
|
+
readonly INCORRECT_DATA_FORMAT_FOR_VALUE: "6";
|
|
3127
|
+
readonly DECRYPTION_PROBLEM: "7";
|
|
3128
|
+
readonly SIGNATURE_PROBLEM: "8";
|
|
3129
|
+
readonly COMPID_PROBLEM: "9";
|
|
3130
|
+
readonly SENDINGTIME_ACCURACY_PROBLEM: "10";
|
|
3131
|
+
readonly INVALID_MSGTYPE: "11";
|
|
3132
|
+
readonly XML_VALIDATION_ERROR: "12";
|
|
3133
|
+
readonly TAG_APPEARS_MORE_THAN_ONCE: "13";
|
|
3134
|
+
readonly TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER: "14";
|
|
3135
|
+
readonly REPEATING_GROUP_FIELDS_OUT_OF_ORDER: "15";
|
|
3136
|
+
readonly INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP: "16";
|
|
3137
|
+
readonly NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER: "17";
|
|
3138
|
+
readonly OTHER: "99";
|
|
3139
|
+
};
|
|
3140
|
+
type SessionRejectReason = (typeof SessionRejectReason)[keyof typeof SessionRejectReason];
|
|
3141
|
+
/** `SettlCurrFxRateCalc` (tag 156) values keyed by spec value name. */
|
|
3142
|
+
declare const SettlCurrFxRateCalc: {
|
|
3143
|
+
readonly MULTIPLY: "M";
|
|
3144
|
+
readonly DIVIDE: "D";
|
|
3145
|
+
};
|
|
3146
|
+
type SettlCurrFxRateCalc = (typeof SettlCurrFxRateCalc)[keyof typeof SettlCurrFxRateCalc];
|
|
3147
|
+
/** `SettlDeliveryType` (tag 172) values keyed by spec value name. */
|
|
3148
|
+
declare const SettlDeliveryType: {
|
|
3149
|
+
readonly VERSUS_PAYMENT_DELIVER: "0";
|
|
3150
|
+
readonly FREE_DELIVER: "1";
|
|
3151
|
+
readonly TRI_PARTY: "2";
|
|
3152
|
+
readonly HOLD_IN_CUSTODY: "3";
|
|
3153
|
+
};
|
|
3154
|
+
type SettlDeliveryType = (typeof SettlDeliveryType)[keyof typeof SettlDeliveryType];
|
|
3155
|
+
/** `SettlInstMode` (tag 160) values keyed by spec value name. */
|
|
3156
|
+
declare const SettlInstMode: {
|
|
3157
|
+
readonly STANDING_INSTRUCTIONS_PROVIDED: "1";
|
|
3158
|
+
readonly SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT: "4";
|
|
3159
|
+
readonly REQUEST_REJECT: "5";
|
|
3160
|
+
};
|
|
3161
|
+
type SettlInstMode = (typeof SettlInstMode)[keyof typeof SettlInstMode];
|
|
3162
|
+
/** `SettlInstReqRejCode` (tag 792) values keyed by spec value name. */
|
|
3163
|
+
declare const SettlInstReqRejCode: {
|
|
3164
|
+
readonly UNABLE_TO_PROCESS_REQUEST: "0";
|
|
3165
|
+
readonly UNKNOWN_ACCOUNT: "1";
|
|
3166
|
+
readonly NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND: "2";
|
|
3167
|
+
readonly OTHER: "99";
|
|
3168
|
+
};
|
|
3169
|
+
type SettlInstReqRejCode = (typeof SettlInstReqRejCode)[keyof typeof SettlInstReqRejCode];
|
|
3170
|
+
/** `SettlInstSource` (tag 165) values keyed by spec value name. */
|
|
3171
|
+
declare const SettlInstSource: {
|
|
3172
|
+
readonly BROKERS_INSTRUCTIONS: "1";
|
|
3173
|
+
readonly INSTITUTIONS_INSTRUCTIONS: "2";
|
|
3174
|
+
readonly INVESTOR: "3";
|
|
3175
|
+
};
|
|
3176
|
+
type SettlInstSource = (typeof SettlInstSource)[keyof typeof SettlInstSource];
|
|
3177
|
+
/** `SettlInstTransType` (tag 163) values keyed by spec value name. */
|
|
3178
|
+
declare const SettlInstTransType: {
|
|
3179
|
+
readonly NEW: "N";
|
|
3180
|
+
readonly CANCEL: "C";
|
|
3181
|
+
readonly REPLACE: "R";
|
|
3182
|
+
readonly RESTATE: "T";
|
|
3183
|
+
};
|
|
3184
|
+
type SettlInstTransType = (typeof SettlInstTransType)[keyof typeof SettlInstTransType];
|
|
3185
|
+
/** `SettlPriceType` (tag 731) values keyed by spec value name. */
|
|
3186
|
+
declare const SettlPriceType: {
|
|
3187
|
+
readonly FINAL: "1";
|
|
3188
|
+
readonly THEORETICAL: "2";
|
|
3189
|
+
};
|
|
3190
|
+
type SettlPriceType = (typeof SettlPriceType)[keyof typeof SettlPriceType];
|
|
3191
|
+
/** `SettlSessID` (tag 716) values keyed by spec value name. */
|
|
3192
|
+
declare const SettlSessID: {
|
|
3193
|
+
readonly INTRADAY: "ITD";
|
|
3194
|
+
readonly REGULAR_TRADING_HOURS: "RTH";
|
|
3195
|
+
readonly ELECTRONIC_TRADING_HOURS: "ETH";
|
|
3196
|
+
};
|
|
3197
|
+
type SettlSessID = (typeof SettlSessID)[keyof typeof SettlSessID];
|
|
3198
|
+
/** `SettlType` (tag 63) values keyed by spec value name. */
|
|
3199
|
+
declare const SettlType: {
|
|
3200
|
+
readonly REGULAR: "0";
|
|
3201
|
+
readonly CASH: "1";
|
|
3202
|
+
readonly NEXT_DAY: "2";
|
|
3203
|
+
readonly T_PLUS_2: "3";
|
|
3204
|
+
readonly T_PLUS_3: "4";
|
|
3205
|
+
readonly T_PLUS_4: "5";
|
|
3206
|
+
readonly FUTURE: "6";
|
|
3207
|
+
readonly WHEN_AND_IF_ISSUED: "7";
|
|
3208
|
+
readonly SELLERS_OPTION: "8";
|
|
3209
|
+
readonly T_PLUS_5: "9";
|
|
3210
|
+
};
|
|
3211
|
+
type SettlType = (typeof SettlType)[keyof typeof SettlType];
|
|
3212
|
+
/** `ShortSaleReason` (tag 853) values keyed by spec value name. */
|
|
3213
|
+
declare const ShortSaleReason: {
|
|
3214
|
+
readonly DEALER_SOLD_SHORT: "0";
|
|
3215
|
+
readonly DEALER_SOLD_SHORT_EXEMPT: "1";
|
|
3216
|
+
readonly SELLING_CUSTOMER_SOLD_SHORT: "2";
|
|
3217
|
+
readonly SELLING_CUSTOMER_SOLD_SHORT_EXEMPT: "3";
|
|
3218
|
+
readonly QUALIFED_SERVICE_REPRESENTATIVE: "4";
|
|
3219
|
+
readonly QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT: "5";
|
|
3220
|
+
};
|
|
3221
|
+
type ShortSaleReason = (typeof ShortSaleReason)[keyof typeof ShortSaleReason];
|
|
3222
|
+
/** `Side` (tag 54) values keyed by spec value name. */
|
|
3223
|
+
declare const Side: {
|
|
3224
|
+
readonly BUY: "1";
|
|
3225
|
+
readonly SELL: "2";
|
|
3226
|
+
readonly BUY_MINUS: "3";
|
|
3227
|
+
readonly SELL_PLUS: "4";
|
|
3228
|
+
readonly SELL_SHORT: "5";
|
|
3229
|
+
readonly SELL_SHORT_EXEMPT: "6";
|
|
3230
|
+
readonly UNDISCLOSED: "7";
|
|
3231
|
+
readonly CROSS: "8";
|
|
3232
|
+
readonly CROSS_SHORT: "9";
|
|
3233
|
+
readonly CROSS_SHORT_EXEMPT: "A";
|
|
3234
|
+
readonly AS_DEFINED: "B";
|
|
3235
|
+
readonly OPPOSITE: "C";
|
|
3236
|
+
readonly SUBSCRIBE: "D";
|
|
3237
|
+
readonly REDEEM: "E";
|
|
3238
|
+
readonly LEND: "F";
|
|
3239
|
+
readonly BORROW: "G";
|
|
3240
|
+
};
|
|
3241
|
+
type Side = (typeof Side)[keyof typeof Side];
|
|
3242
|
+
/** `SideMultiLegReportingType` (tag 752) values keyed by spec value name. */
|
|
3243
|
+
declare const SideMultiLegReportingType: {
|
|
3244
|
+
readonly SINGLE_SECURITY: "1";
|
|
3245
|
+
readonly INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY: "2";
|
|
3246
|
+
readonly MULTI_LEG_SECURITY: "3";
|
|
3247
|
+
};
|
|
3248
|
+
type SideMultiLegReportingType = (typeof SideMultiLegReportingType)[keyof typeof SideMultiLegReportingType];
|
|
3249
|
+
/** `SideValueInd` (tag 401) values keyed by spec value name. */
|
|
3250
|
+
declare const SideValueInd: {
|
|
3251
|
+
readonly SIDEVALUE1: "1";
|
|
3252
|
+
readonly SIDEVALUE_2: "2";
|
|
3253
|
+
};
|
|
3254
|
+
type SideValueInd = (typeof SideValueInd)[keyof typeof SideValueInd];
|
|
3255
|
+
/** `SolicitedFlag` (tag 377) values keyed by spec value name. */
|
|
3256
|
+
declare const SolicitedFlag: {
|
|
3257
|
+
readonly YES: "Y";
|
|
3258
|
+
readonly NO: "N";
|
|
3259
|
+
};
|
|
3260
|
+
type SolicitedFlag = (typeof SolicitedFlag)[keyof typeof SolicitedFlag];
|
|
3261
|
+
/** `StandInstDbType` (tag 169) values keyed by spec value name. */
|
|
3262
|
+
declare const StandInstDbType: {
|
|
3263
|
+
readonly OTHER: "0";
|
|
3264
|
+
readonly DTC_SID: "1";
|
|
3265
|
+
readonly THOMSON_ALERT: "2";
|
|
3266
|
+
readonly A_GLOBAL_CUSTODIAN: "3";
|
|
3267
|
+
readonly ACCOUNTNET: "4";
|
|
3268
|
+
};
|
|
3269
|
+
type StandInstDbType = (typeof StandInstDbType)[keyof typeof StandInstDbType];
|
|
3270
|
+
/** `StatusValue` (tag 928) values keyed by spec value name. */
|
|
3271
|
+
declare const StatusValue: {
|
|
3272
|
+
readonly CONNECTED: "1";
|
|
3273
|
+
readonly NOT_CONNECTED_DOWN_EXPECTED_UP: "2";
|
|
3274
|
+
readonly NOT_CONNECTED_DOWN_EXPECTED_DOWN: "3";
|
|
3275
|
+
readonly IN_PROCESS: "4";
|
|
3276
|
+
};
|
|
3277
|
+
type StatusValue = (typeof StatusValue)[keyof typeof StatusValue];
|
|
3278
|
+
/** `StipulationType` (tag 233) values keyed by spec value name. */
|
|
3279
|
+
declare const StipulationType: {
|
|
3280
|
+
readonly AMT: "AMT";
|
|
3281
|
+
readonly AUTO_REINVESTMENT_AT_RATE_OR_BETTER: "AUTOREINV";
|
|
3282
|
+
readonly BANK_QUALIFIED: "BANKQUAL";
|
|
3283
|
+
readonly BARGAIN_CONDITIONS_SEE: "BGNCON";
|
|
3284
|
+
readonly COUPON_RANGE: "COUPON";
|
|
3285
|
+
readonly ISO_CURRENCY_CODE: "CURRENCY";
|
|
3286
|
+
readonly CUSTOM_START_END_DATE: "CUSTOMDATE";
|
|
3287
|
+
readonly GEOGRAPHICS_AND_RANGE: "GEOG";
|
|
3288
|
+
readonly VALUATION_DISCOUNT: "HAIRCUT";
|
|
3289
|
+
readonly INSURED: "INSURED";
|
|
3290
|
+
readonly YEAR_OR_YEAR_MONTH_OF_ISSUE: "ISSUE";
|
|
3291
|
+
readonly ISSUERS_TICKER: "ISSUER";
|
|
3292
|
+
readonly ISSUE_SIZE_RANGE: "ISSUESIZE";
|
|
3293
|
+
readonly LOOKBACK_DAYS: "LOOKBACK";
|
|
3294
|
+
readonly EXPLICIT_LOT_IDENTIFIER: "LOT";
|
|
3295
|
+
readonly LOT_VARIANCE: "LOTVAR";
|
|
3296
|
+
readonly MATURITY_YEAR_AND_MONTH: "MAT";
|
|
3297
|
+
readonly MATURITY_RANGE: "MATURITY";
|
|
3298
|
+
readonly MAXIMUM_SUBSTITUTIONS: "MAXSUBS";
|
|
3299
|
+
readonly MINIMUM_QUANTITY: "MINQTY";
|
|
3300
|
+
readonly MINIMUM_INCREMENT: "MININCR";
|
|
3301
|
+
readonly MINIMUM_DENOMINATION: "MINDNOM";
|
|
3302
|
+
readonly PAYMENT_FREQUENCY_CALENDAR: "PAYFREQ";
|
|
3303
|
+
readonly NUMBER_OF_PIECES: "PIECES";
|
|
3304
|
+
readonly POOLS_MAXIMUM: "PMAX";
|
|
3305
|
+
readonly POOLS_PER_MILLION: "PPM";
|
|
3306
|
+
readonly POOLS_PER_LOT: "PPL";
|
|
3307
|
+
readonly POOLS_PER_TRADE: "PPT";
|
|
3308
|
+
readonly PRICE_RANGE: "PRICE";
|
|
3309
|
+
readonly PRICING_FREQUENCY: "PRICEFREQ";
|
|
3310
|
+
readonly PRODUCTION_YEAR: "PROD";
|
|
3311
|
+
readonly CALL_PROTECTION: "PROTECT";
|
|
3312
|
+
readonly PURPOSE: "PURPOSE";
|
|
3313
|
+
readonly BENCHMARK_PRICE_SOURCE: "PXSOURCE";
|
|
3314
|
+
readonly RATING_SOURCE_AND_RANGE: "RATING";
|
|
3315
|
+
readonly TYPE_OF_REDEMPTION_VALUES_ARE_NONCALLABLE_CALLABLE_PREFUNDED_ESCROWEDTOMATURITY_PUTABLE_CONVERTIBLE: "REDEMPTION";
|
|
3316
|
+
readonly RESTRICTED: "RESTRICTED";
|
|
3317
|
+
readonly MARKET_SECTOR: "SECTOR";
|
|
3318
|
+
readonly SECURITYTYPE_INCLUDED_OR_EXCLUDED: "SECTYPE";
|
|
3319
|
+
readonly STRUCTURE: "STRUCT";
|
|
3320
|
+
readonly SUBSTITUTIONS_FREQUENCY: "SUBSFREQ";
|
|
3321
|
+
readonly SUBSTITUTIONS_LEFT: "SUBSLEFT";
|
|
3322
|
+
readonly FREEFORM_TEXT: "TEXT";
|
|
3323
|
+
readonly TRADE_VARIANCE: "TRDVAR";
|
|
3324
|
+
readonly WEIGHTED_AVERAGE_COUPONVALUE_IN_PERCENT: "WAC";
|
|
3325
|
+
readonly WEIGHTED_AVERAGE_LIFE_COUPON_VALUE_IN_PERCENT: "WAL";
|
|
3326
|
+
readonly WEIGHTED_AVERAGE_LOAN_AGE_VALUE_IN_MONTHS: "WALA";
|
|
3327
|
+
readonly WEIGHTED_AVERAGE_MATURITY_VALUE_IN_MONTHS: "WAM";
|
|
3328
|
+
readonly WHOLE_POOL: "WHOLE";
|
|
3329
|
+
readonly YIELD_RANGE: "YIELD";
|
|
3330
|
+
};
|
|
3331
|
+
type StipulationType = (typeof StipulationType)[keyof typeof StipulationType];
|
|
3332
|
+
/** `SubscriptionRequestType` (tag 263) values keyed by spec value name. */
|
|
3333
|
+
declare const SubscriptionRequestType: {
|
|
3334
|
+
readonly SNAPSHOT: "0";
|
|
3335
|
+
readonly SNAPSHOT_PLUS_UPDATES: "1";
|
|
3336
|
+
readonly DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST: "2";
|
|
3337
|
+
};
|
|
3338
|
+
type SubscriptionRequestType = (typeof SubscriptionRequestType)[keyof typeof SubscriptionRequestType];
|
|
3339
|
+
/** `TargetStrategy` (tag 847) values keyed by spec value name. */
|
|
3340
|
+
declare const TargetStrategy: {
|
|
3341
|
+
readonly VWAP: "1";
|
|
3342
|
+
readonly PARTICIPATE: "2";
|
|
3343
|
+
readonly MININIZE_MARKET_IMPACT: "3";
|
|
3344
|
+
};
|
|
3345
|
+
type TargetStrategy = (typeof TargetStrategy)[keyof typeof TargetStrategy];
|
|
3346
|
+
/** `TaxAdvantageType` (tag 495) values keyed by spec value name. */
|
|
3347
|
+
declare const TaxAdvantageType: {
|
|
3348
|
+
readonly NONE_NOT_APPLICABLE: "0";
|
|
3349
|
+
readonly MAXI_ISA: "1";
|
|
3350
|
+
readonly TESSA: "2";
|
|
3351
|
+
readonly MINI_CASH_ISA: "3";
|
|
3352
|
+
readonly MINI_STOCKS_AND_SHARES_ISA: "4";
|
|
3353
|
+
readonly MINI_INSURANCE_ISA: "5";
|
|
3354
|
+
readonly CURRENT_YEAR_PAYMENT: "6";
|
|
3355
|
+
readonly PRIOR_YEAR_PAYMENT: "7";
|
|
3356
|
+
readonly ASSET_TRANSFER: "8";
|
|
3357
|
+
readonly EMPLOYEE: "9";
|
|
3358
|
+
readonly EMPLOYEE_CURRENT_YEAR: "10";
|
|
3359
|
+
readonly EMPLOYER: "11";
|
|
3360
|
+
readonly EMPLOYER_CURRENT_YEAR: "12";
|
|
3361
|
+
readonly NON_FUND_PROTOTYPE_IRA: "13";
|
|
3362
|
+
readonly NON_FUND_QUALIFIED_PLAN: "14";
|
|
3363
|
+
readonly DEFINED_CONTRIBUTION_PLAN: "15";
|
|
3364
|
+
readonly INDIVIDUAL_RETIREMENT_ACCOUNT: "16";
|
|
3365
|
+
readonly INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER: "17";
|
|
3366
|
+
readonly KEOGH: "18";
|
|
3367
|
+
readonly PROFIT_SHARING_PLAN: "19";
|
|
3368
|
+
readonly "401K": "20";
|
|
3369
|
+
readonly SELF_DIRECTED_IRA: "21";
|
|
3370
|
+
readonly "403": "22";
|
|
3371
|
+
readonly "457": "23";
|
|
3372
|
+
readonly ROTH_IRA_24: "24";
|
|
3373
|
+
readonly ROTH_IRA_25: "25";
|
|
3374
|
+
readonly ROTH_CONVERSION_IRA_26: "26";
|
|
3375
|
+
readonly ROTH_CONVERSION_IRA_27: "27";
|
|
3376
|
+
readonly EDUCATION_IRA_28: "28";
|
|
3377
|
+
readonly EDUCATION_IRA_29: "29";
|
|
3378
|
+
};
|
|
3379
|
+
type TaxAdvantageType = (typeof TaxAdvantageType)[keyof typeof TaxAdvantageType];
|
|
3380
|
+
/** `TerminationType` (tag 788) values keyed by spec value name. */
|
|
3381
|
+
declare const TerminationType: {
|
|
3382
|
+
readonly OVERNIGHT: "1";
|
|
3383
|
+
readonly TERM: "2";
|
|
3384
|
+
readonly FLEXIBLE: "3";
|
|
3385
|
+
readonly OPEN: "4";
|
|
3386
|
+
};
|
|
3387
|
+
type TerminationType = (typeof TerminationType)[keyof typeof TerminationType];
|
|
3388
|
+
/** `TestMessageIndicator` (tag 464) values keyed by spec value name. */
|
|
3389
|
+
declare const TestMessageIndicator: {
|
|
3390
|
+
readonly YES: "Y";
|
|
3391
|
+
readonly NO: "N";
|
|
3392
|
+
};
|
|
3393
|
+
type TestMessageIndicator = (typeof TestMessageIndicator)[keyof typeof TestMessageIndicator];
|
|
3394
|
+
/** `TickDirection` (tag 274) values keyed by spec value name. */
|
|
3395
|
+
declare const TickDirection: {
|
|
3396
|
+
readonly PLUS_TICK: "0";
|
|
3397
|
+
readonly ZERO_PLUS_TICK: "1";
|
|
3398
|
+
readonly MINUS_TICK: "2";
|
|
3399
|
+
readonly ZERO_MINUS_TICK: "3";
|
|
3400
|
+
};
|
|
3401
|
+
type TickDirection = (typeof TickDirection)[keyof typeof TickDirection];
|
|
3402
|
+
/** `TimeInForce` (tag 59) values keyed by spec value name. */
|
|
3403
|
+
declare const TimeInForce: {
|
|
3404
|
+
readonly DAY: "0";
|
|
3405
|
+
readonly GOOD_TILL_CANCEL: "1";
|
|
3406
|
+
readonly AT_THE_OPENING: "2";
|
|
3407
|
+
readonly IMMEDIATE_OR_CANCEL: "3";
|
|
3408
|
+
readonly FILL_OR_KILL: "4";
|
|
3409
|
+
readonly GOOD_TILL_CROSSING: "5";
|
|
3410
|
+
readonly GOOD_TILL_DATE: "6";
|
|
3411
|
+
readonly AT_THE_CLOSE: "7";
|
|
3412
|
+
};
|
|
3413
|
+
type TimeInForce = (typeof TimeInForce)[keyof typeof TimeInForce];
|
|
3414
|
+
/** `TradeAllocIndicator` (tag 826) values keyed by spec value name. */
|
|
3415
|
+
declare const TradeAllocIndicator: {
|
|
3416
|
+
readonly ALLOCATION_NOT_REQUIRED: "0";
|
|
3417
|
+
readonly ALLOCATION_REQUIRED: "1";
|
|
3418
|
+
readonly USE_ALLOCATION_PROVIDED_WITH_THE_TRADE: "2";
|
|
3419
|
+
};
|
|
3420
|
+
type TradeAllocIndicator = (typeof TradeAllocIndicator)[keyof typeof TradeAllocIndicator];
|
|
3421
|
+
/** `TradeCondition` (tag 277) values keyed by spec value name. */
|
|
3422
|
+
declare const TradeCondition: {
|
|
3423
|
+
readonly CASH: "A";
|
|
3424
|
+
readonly AVERAGE_PRICE_TRADE: "B";
|
|
3425
|
+
readonly CASH_TRADE: "C";
|
|
3426
|
+
readonly NEXT_DAY: "D";
|
|
3427
|
+
readonly OPENING: "E";
|
|
3428
|
+
readonly INTRADAY_TRADE_DETAIL: "F";
|
|
3429
|
+
readonly RULE_127_TRADE: "G";
|
|
3430
|
+
readonly RULE_155_TRADE: "H";
|
|
3431
|
+
readonly SOLD_LAST: "I";
|
|
3432
|
+
readonly NEXT_DAY_TRADE: "J";
|
|
3433
|
+
readonly OPENED: "K";
|
|
3434
|
+
readonly SELLER: "L";
|
|
3435
|
+
readonly SOLD: "M";
|
|
3436
|
+
readonly STOPPED_STOCK: "N";
|
|
3437
|
+
readonly IMBALANCE_MORE_BUYERS: "P";
|
|
3438
|
+
readonly IMBALANCE_MORE_SELLERS: "Q";
|
|
3439
|
+
readonly OPENING_PRICE: "R";
|
|
3440
|
+
};
|
|
3441
|
+
type TradeCondition = (typeof TradeCondition)[keyof typeof TradeCondition];
|
|
3442
|
+
/** `TradedFlatSwitch` (tag 258) values keyed by spec value name. */
|
|
3443
|
+
declare const TradedFlatSwitch: {
|
|
3444
|
+
readonly YES: "Y";
|
|
3445
|
+
readonly NO: "N";
|
|
3446
|
+
};
|
|
3447
|
+
type TradedFlatSwitch = (typeof TradedFlatSwitch)[keyof typeof TradedFlatSwitch];
|
|
3448
|
+
/** `TradeReportRejectReason` (tag 751) values keyed by spec value name. */
|
|
3449
|
+
declare const TradeReportRejectReason: {
|
|
3450
|
+
readonly SUCCESSFUL: "0";
|
|
3451
|
+
readonly INVALID_PARTY_INFORMATION: "1";
|
|
3452
|
+
readonly UNKNOWN_INSTRUMENT: "2";
|
|
3453
|
+
readonly UNAUTHORIZED_TO_REPORT_TRADES: "3";
|
|
3454
|
+
readonly INVALID_TRADE_TYPE: "4";
|
|
3455
|
+
readonly OTHER: "99";
|
|
3456
|
+
};
|
|
3457
|
+
type TradeReportRejectReason = (typeof TradeReportRejectReason)[keyof typeof TradeReportRejectReason];
|
|
3458
|
+
/** `TradeReportType` (tag 856) values keyed by spec value name. */
|
|
3459
|
+
declare const TradeReportType: {
|
|
3460
|
+
readonly SUBMIT: "0";
|
|
3461
|
+
readonly ALLEGED: "1";
|
|
3462
|
+
readonly ACCEPT: "2";
|
|
3463
|
+
readonly DECLINE: "3";
|
|
3464
|
+
readonly ADDENDUM: "4";
|
|
3465
|
+
readonly NO_WAS: "5";
|
|
3466
|
+
readonly TRADE_REPORT_CANCEL: "6";
|
|
3467
|
+
readonly LOCKED_IN_TRADE_BREAK: "7";
|
|
3468
|
+
};
|
|
3469
|
+
type TradeReportType = (typeof TradeReportType)[keyof typeof TradeReportType];
|
|
3470
|
+
/** `TradeRequestResult` (tag 749) values keyed by spec value name. */
|
|
3471
|
+
declare const TradeRequestResult: {
|
|
3472
|
+
readonly SUCCESSFUL: "0";
|
|
3473
|
+
readonly INVALID_OR_UNKNOWN_INSTRUMENT: "1";
|
|
3474
|
+
readonly INVALID_TYPE_OF_TRADE_REQUESTED: "2";
|
|
3475
|
+
readonly INVALID_PARTIES: "3";
|
|
3476
|
+
readonly INVALID_TRANSPORT_TYPE_REQUESTED: "4";
|
|
3477
|
+
readonly INVALID_DESTINATION_REQUESTED: "5";
|
|
3478
|
+
readonly TRADEREQUESTTYPE_NOT_SUPPORTED: "8";
|
|
3479
|
+
readonly UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST: "9";
|
|
3480
|
+
readonly OTHER: "99";
|
|
3481
|
+
};
|
|
3482
|
+
type TradeRequestResult = (typeof TradeRequestResult)[keyof typeof TradeRequestResult];
|
|
3483
|
+
/** `TradeRequestStatus` (tag 750) values keyed by spec value name. */
|
|
3484
|
+
declare const TradeRequestStatus: {
|
|
3485
|
+
readonly ACCEPTED: "0";
|
|
3486
|
+
readonly COMPLETED: "1";
|
|
3487
|
+
readonly REJECTED: "2";
|
|
3488
|
+
};
|
|
3489
|
+
type TradeRequestStatus = (typeof TradeRequestStatus)[keyof typeof TradeRequestStatus];
|
|
3490
|
+
/** `TradeRequestType` (tag 569) values keyed by spec value name. */
|
|
3491
|
+
declare const TradeRequestType: {
|
|
3492
|
+
readonly ALL_TRADES: "0";
|
|
3493
|
+
readonly MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST: "1";
|
|
3494
|
+
readonly UNMATCHED_TRADES_THAT_MATCH_CRITERIA: "2";
|
|
3495
|
+
readonly UNREPORTED_TRADES_THAT_MATCH_CRITERIA: "3";
|
|
3496
|
+
readonly ADVISORIES_THAT_MATCH_CRITERIA: "4";
|
|
3497
|
+
};
|
|
3498
|
+
type TradeRequestType = (typeof TradeRequestType)[keyof typeof TradeRequestType];
|
|
3499
|
+
/** `TradSesMethod` (tag 338) values keyed by spec value name. */
|
|
3500
|
+
declare const TradSesMethod: {
|
|
3501
|
+
readonly ELECTRONIC: "1";
|
|
3502
|
+
readonly OPEN_OUTCRY: "2";
|
|
3503
|
+
readonly TWO_PARTY: "3";
|
|
3504
|
+
};
|
|
3505
|
+
type TradSesMethod = (typeof TradSesMethod)[keyof typeof TradSesMethod];
|
|
3506
|
+
/** `TradSesMode` (tag 339) values keyed by spec value name. */
|
|
3507
|
+
declare const TradSesMode: {
|
|
3508
|
+
readonly TESTING: "1";
|
|
3509
|
+
readonly SIMULATED: "2";
|
|
3510
|
+
readonly PRODUCTION: "3";
|
|
3511
|
+
};
|
|
3512
|
+
type TradSesMode = (typeof TradSesMode)[keyof typeof TradSesMode];
|
|
3513
|
+
/** `TradSesStatus` (tag 340) values keyed by spec value name. */
|
|
3514
|
+
declare const TradSesStatus: {
|
|
3515
|
+
readonly UNKNOWN: "0";
|
|
3516
|
+
readonly HALTED: "1";
|
|
3517
|
+
readonly OPEN: "2";
|
|
3518
|
+
readonly CLOSED: "3";
|
|
3519
|
+
readonly PRE_OPEN: "4";
|
|
3520
|
+
readonly PRE_CLOSE: "5";
|
|
3521
|
+
readonly REQUEST_REJECTED: "6";
|
|
3522
|
+
};
|
|
3523
|
+
type TradSesStatus = (typeof TradSesStatus)[keyof typeof TradSesStatus];
|
|
3524
|
+
/** `TradSesStatusRejReason` (tag 567) values keyed by spec value name. */
|
|
3525
|
+
declare const TradSesStatusRejReason: {
|
|
3526
|
+
readonly UNKNOWN_OR_INVALID_TRADINGSESSIONID: "1";
|
|
3527
|
+
readonly OTHER: "99";
|
|
3528
|
+
};
|
|
3529
|
+
type TradSesStatusRejReason = (typeof TradSesStatusRejReason)[keyof typeof TradSesStatusRejReason];
|
|
3530
|
+
/** `TrdRegTimestampType` (tag 770) values keyed by spec value name. */
|
|
3531
|
+
declare const TrdRegTimestampType: {
|
|
3532
|
+
readonly EXECUTION_TIME: "1";
|
|
3533
|
+
readonly TIME_IN: "2";
|
|
3534
|
+
readonly TIME_OUT: "3";
|
|
3535
|
+
readonly BROKER_RECEIPT: "4";
|
|
3536
|
+
readonly BROKER_EXECUTION: "5";
|
|
3537
|
+
};
|
|
3538
|
+
type TrdRegTimestampType = (typeof TrdRegTimestampType)[keyof typeof TrdRegTimestampType];
|
|
3539
|
+
/** `TrdRptStatus` (tag 939) values keyed by spec value name. */
|
|
3540
|
+
declare const TrdRptStatus: {
|
|
3541
|
+
readonly ACCEPTED: "0";
|
|
3542
|
+
readonly REJECTED: "1";
|
|
3543
|
+
};
|
|
3544
|
+
type TrdRptStatus = (typeof TrdRptStatus)[keyof typeof TrdRptStatus];
|
|
3545
|
+
/** `TrdType` (tag 828) values keyed by spec value name. */
|
|
3546
|
+
declare const TrdType: {
|
|
3547
|
+
readonly REGULAR_TRADE: "0";
|
|
3548
|
+
readonly BLOCK_TRADE: "1";
|
|
3549
|
+
readonly EFP: "2";
|
|
3550
|
+
readonly TRANSFER: "3";
|
|
3551
|
+
readonly LATE_TRADE: "4";
|
|
3552
|
+
readonly T_TRADE: "5";
|
|
3553
|
+
readonly WEIGHTED_AVERAGE_PRICE_TRADE: "6";
|
|
3554
|
+
readonly BUNCHED_TRADE: "7";
|
|
3555
|
+
readonly LATE_BUNCHED_TRADE: "8";
|
|
3556
|
+
readonly PRIOR_REFERENCE_PRICE_TRADE: "9";
|
|
3557
|
+
readonly AFTER_HOURS_TRADE: "10";
|
|
3558
|
+
};
|
|
3559
|
+
type TrdType = (typeof TrdType)[keyof typeof TrdType];
|
|
3560
|
+
/** `UnsolicitedIndicator` (tag 325) values keyed by spec value name. */
|
|
3561
|
+
declare const UnsolicitedIndicator: {
|
|
3562
|
+
readonly YES: "Y";
|
|
3563
|
+
readonly NO: "N";
|
|
3564
|
+
};
|
|
3565
|
+
type UnsolicitedIndicator = (typeof UnsolicitedIndicator)[keyof typeof UnsolicitedIndicator];
|
|
3566
|
+
/** `Urgency` (tag 61) values keyed by spec value name. */
|
|
3567
|
+
declare const Urgency: {
|
|
3568
|
+
readonly NORMAL: "0";
|
|
3569
|
+
readonly FLASH: "1";
|
|
3570
|
+
readonly BACKGROUND: "2";
|
|
3571
|
+
};
|
|
3572
|
+
type Urgency = (typeof Urgency)[keyof typeof Urgency];
|
|
3573
|
+
/** `UserRequestType` (tag 924) values keyed by spec value name. */
|
|
3574
|
+
declare const UserRequestType: {
|
|
3575
|
+
readonly LOGONUSER: "1";
|
|
3576
|
+
readonly LOGOFFUSER: "2";
|
|
3577
|
+
readonly CHANGEPASSWORDFORUSER: "3";
|
|
3578
|
+
readonly REQUEST_INDIVIDUAL_USER_STATUS: "4";
|
|
3579
|
+
};
|
|
3580
|
+
type UserRequestType = (typeof UserRequestType)[keyof typeof UserRequestType];
|
|
3581
|
+
/** `UserStatus` (tag 926) values keyed by spec value name. */
|
|
3582
|
+
declare const UserStatus: {
|
|
3583
|
+
readonly LOGGED_IN: "1";
|
|
3584
|
+
readonly NOT_LOGGED_IN: "2";
|
|
3585
|
+
readonly USER_NOT_RECOGNISED: "3";
|
|
3586
|
+
readonly PASSWORD_INCORRECT: "4";
|
|
3587
|
+
readonly PASSWORD_CHANGED: "5";
|
|
3588
|
+
readonly OTHER: "6";
|
|
3589
|
+
};
|
|
3590
|
+
type UserStatus = (typeof UserStatus)[keyof typeof UserStatus];
|
|
3591
|
+
/** `WorkingIndicator` (tag 636) values keyed by spec value name. */
|
|
3592
|
+
declare const WorkingIndicator: {
|
|
3593
|
+
readonly YES: "Y";
|
|
3594
|
+
readonly NO: "N";
|
|
3595
|
+
};
|
|
3596
|
+
type WorkingIndicator = (typeof WorkingIndicator)[keyof typeof WorkingIndicator];
|
|
3597
|
+
/** `YieldType` (tag 235) values keyed by spec value name. */
|
|
3598
|
+
declare const YieldType: {
|
|
3599
|
+
readonly AFTER_TAX_YIELD: "AFTERTAX";
|
|
3600
|
+
readonly ANNUAL_YIELD: "ANNUAL";
|
|
3601
|
+
readonly YIELD_AT_ISSUE: "ATISSUE";
|
|
3602
|
+
readonly YIELD_TO_AVERAGE_MATURITY: "AVGMATURITY";
|
|
3603
|
+
readonly BOOK_YIELD: "BOOK";
|
|
3604
|
+
readonly YIELD_TO_NEXT_CALL: "CALL";
|
|
3605
|
+
readonly YIELD_CHANGE_SINCE_CLOSE: "CHANGE";
|
|
3606
|
+
readonly CLOSING_YIELD: "CLOSE";
|
|
3607
|
+
readonly COMPOUND_YIELD: "COMPOUND";
|
|
3608
|
+
readonly CURRENT_YIELD: "CURRENT";
|
|
3609
|
+
readonly TRUE_GROSS_YIELD: "GROSS";
|
|
3610
|
+
readonly GOVERNMENT_EQUIVALENT_YIELD: "GOVTEQUIV";
|
|
3611
|
+
readonly YIELD_WITH_INFLATION_ASSUMPTION: "INFLATION";
|
|
3612
|
+
readonly INVERSE_FLOATER_BOND_YIELD: "INVERSEFLOATER";
|
|
3613
|
+
readonly MOST_RECENT_CLOSING_YIELD: "LASTCLOSE";
|
|
3614
|
+
readonly CLOSING_YIELD_MOST_RECENT_MONTH: "LASTMONTH";
|
|
3615
|
+
readonly CLOSING_YIELD_MOST_RECENT_QUARTER: "LASTQUARTER";
|
|
3616
|
+
readonly CLOSING_YIELD_MOST_RECENT_YEAR: "LASTYEAR";
|
|
3617
|
+
readonly YIELD_TO_LONGEST_AVERAGE_LIFE: "LONGAVGLIFE";
|
|
3618
|
+
readonly MARK_TO_MARKET_YIELD: "MARK";
|
|
3619
|
+
readonly YIELD_TO_MATURITY: "MATURITY";
|
|
3620
|
+
readonly YIELD_TO_NEXT_REFUND: "NEXTREFUND";
|
|
3621
|
+
readonly OPEN_AVERAGE_YIELD: "OPENAVG";
|
|
3622
|
+
readonly YIELD_TO_NEXT_PUT: "PUT";
|
|
3623
|
+
readonly PREVIOUS_CLOSE_YIELD: "PREVCLOSE";
|
|
3624
|
+
readonly PROCEEDS_YIELD: "PROCEEDS";
|
|
3625
|
+
readonly SEMI_ANNUAL_YIELD: "SEMIANNUAL";
|
|
3626
|
+
readonly YIELD_TO_SHORTEST_AVERAGE_LIFE: "SHORTAVGLIFE";
|
|
3627
|
+
readonly SIMPLE_YIELD: "SIMPLE";
|
|
3628
|
+
readonly TAX_EQUIVALENT_YIELD: "TAXEQUIV";
|
|
3629
|
+
readonly YIELD_TO_TENDER_DATE: "TENDER";
|
|
3630
|
+
readonly TRUE_YIELD: "TRUE";
|
|
3631
|
+
readonly YIELD_VALUE_OF_1_32: "VALUE1/32";
|
|
3632
|
+
readonly YIELD_TO_WORST: "WORST";
|
|
3633
|
+
};
|
|
3634
|
+
type YieldType = (typeof YieldType)[keyof typeof YieldType];
|
|
3635
|
+
/**
|
|
3636
|
+
* Enumerated field values: field name → spec value name → on-the-wire string.
|
|
3637
|
+
* `Enums.MDEntryType.BID === "0"`. Values are wire-verbatim strings even for
|
|
3638
|
+
* int-typed fields (`Enums.SessionRejectReason.INVALID_TAG_NUMBER === "0"`),
|
|
3639
|
+
* so they compare directly against tokenizer and parser output. Fields are
|
|
3640
|
+
* sorted by name; values keep the spec's order. Names that start with a digit
|
|
3641
|
+
* (`"401K"`) need bracket access. Each entry references the top-level const
|
|
3642
|
+
* of the same name (`Enums.MDEntryType === MDEntryType`).
|
|
3643
|
+
* Exceptions with no top-level const, inlined here: `MsgType` — see the note on each entry.
|
|
3644
|
+
*/
|
|
3645
|
+
declare const Enums: {
|
|
3646
|
+
readonly AccountType: {
|
|
3647
|
+
readonly ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS: "1";
|
|
3648
|
+
readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: "2";
|
|
3649
|
+
readonly HOUSE_TRADER: "3";
|
|
3650
|
+
readonly FLOOR_TRADER: "4";
|
|
3651
|
+
readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: "6";
|
|
3652
|
+
readonly ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: "7";
|
|
3653
|
+
readonly JOINT_BACKOFFICE_ACCOUNT: "8";
|
|
3654
|
+
};
|
|
3655
|
+
readonly AcctIDSource: {
|
|
3656
|
+
readonly BIC: "1";
|
|
3657
|
+
readonly SID_CODE: "2";
|
|
3658
|
+
readonly TFM: "3";
|
|
3659
|
+
readonly OMGEO: "4";
|
|
3660
|
+
readonly DTCC_CODE: "5";
|
|
3661
|
+
readonly OTHER: "99";
|
|
3662
|
+
};
|
|
3663
|
+
readonly Adjustment: {
|
|
3664
|
+
readonly CANCEL: "1";
|
|
3665
|
+
readonly ERROR: "2";
|
|
3666
|
+
readonly CORRECTION: "3";
|
|
3667
|
+
};
|
|
3668
|
+
readonly AdjustmentType: {
|
|
3669
|
+
readonly PROCESS_REQUEST_AS_MARGIN_DISPOSITION: "0";
|
|
3670
|
+
readonly DELTA_PLUS: "1";
|
|
3671
|
+
readonly DELTA_MINUS: "2";
|
|
3672
|
+
readonly FINAL: "3";
|
|
3673
|
+
};
|
|
3674
|
+
readonly AdvSide: {
|
|
3675
|
+
readonly BUY: "B";
|
|
3676
|
+
readonly SELL: "S";
|
|
3677
|
+
readonly CROSS: "X";
|
|
3678
|
+
readonly TRADE: "T";
|
|
3679
|
+
};
|
|
3680
|
+
readonly AdvTransType: {
|
|
3681
|
+
readonly NEW: "N";
|
|
3682
|
+
readonly CANCEL: "C";
|
|
3683
|
+
readonly REPLACE: "R";
|
|
3684
|
+
};
|
|
3685
|
+
readonly AffirmStatus: {
|
|
3686
|
+
readonly RECEIVED: "1";
|
|
3687
|
+
readonly CONFIRM_REJECTED_IE_NOT_AFFIRMED: "2";
|
|
3688
|
+
readonly AFFIRMED: "3";
|
|
3689
|
+
};
|
|
3690
|
+
readonly AggregatedBook: {
|
|
3691
|
+
readonly YES: "Y";
|
|
3692
|
+
readonly NO: "N";
|
|
3693
|
+
};
|
|
3694
|
+
readonly AllocAccountType: {
|
|
3695
|
+
readonly ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS: "1";
|
|
3696
|
+
readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: "2";
|
|
3697
|
+
readonly HOUSE_TRADER: "3";
|
|
3698
|
+
readonly FLOOR_TRADER: "4";
|
|
3699
|
+
readonly ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: "6";
|
|
3700
|
+
readonly ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: "7";
|
|
3701
|
+
readonly JOINT_BACKOFFICE_ACCOUNT: "8";
|
|
3702
|
+
};
|
|
3703
|
+
readonly AllocCancReplaceReason: {
|
|
3704
|
+
readonly ORIGINAL_DETAILS_INCOMPLETE_INCORRECT: "1";
|
|
3705
|
+
readonly CHANGE_IN_UNDERLYING_ORDER_DETAILS: "2";
|
|
3706
|
+
readonly OTHER: "99";
|
|
3707
|
+
};
|
|
3708
|
+
readonly AllocHandlInst: {
|
|
3709
|
+
readonly MATCH: "1";
|
|
3710
|
+
readonly FORWARD: "2";
|
|
3711
|
+
readonly FORWARD_AND_MATCH: "3";
|
|
3712
|
+
};
|
|
3713
|
+
readonly AllocIntermedReqType: {
|
|
3714
|
+
readonly PENDING_ACCEPT: "1";
|
|
3715
|
+
readonly PENDING_RELEASE: "2";
|
|
3716
|
+
readonly PENDING_REVERSAL: "3";
|
|
3717
|
+
readonly ACCEPT: "4";
|
|
3718
|
+
readonly BLOCK_LEVEL_REJECT: "5";
|
|
3719
|
+
readonly ACCOUNT_LEVEL_REJECT: "6";
|
|
3720
|
+
};
|
|
3721
|
+
readonly AllocLinkType: {
|
|
3722
|
+
readonly F_X_NETTING: "0";
|
|
3723
|
+
readonly F_X_SWAP: "1";
|
|
3724
|
+
};
|
|
3725
|
+
readonly AllocNoOrdersType: {
|
|
3726
|
+
readonly NOT_SPECIFIED: "0";
|
|
3727
|
+
readonly EXPLICIT_LIST_PROVIDED: "1";
|
|
3728
|
+
};
|
|
3729
|
+
readonly AllocRejCode: {
|
|
3730
|
+
readonly UNKNOWN_ACCOUNT: "0";
|
|
3731
|
+
readonly INCORRECT_QUANTITY: "1";
|
|
3732
|
+
readonly INCORRECT_AVERAGE_PRICE: "2";
|
|
3733
|
+
readonly UNKNOWN_EXECUTING_BROKER_MNEMONIC: "3";
|
|
3734
|
+
readonly COMMISSION_DIFFERENCE: "4";
|
|
3735
|
+
readonly UNKNOWN_ORDERID: "5";
|
|
3736
|
+
readonly UNKNOWN_LISTID: "6";
|
|
3737
|
+
readonly OTHER: "7";
|
|
3738
|
+
readonly INCORRECT_ALLOCATED_QUANTITY: "8";
|
|
3739
|
+
readonly CALCULATION_DIFFERENCE: "9";
|
|
3740
|
+
readonly UNKNOWN_OR_STALE_EXECID: "10";
|
|
3741
|
+
readonly MISMATCHED_DATA_VALUE: "11";
|
|
3742
|
+
readonly UNKNOWN_CLORDID: "12";
|
|
3743
|
+
readonly WAREHOUSE_REQUEST_REJECTED: "13";
|
|
3744
|
+
};
|
|
3745
|
+
readonly AllocReportType: {
|
|
3746
|
+
readonly SELLSIDE_CALCULATED_USING_PRELIMINARY: "3";
|
|
3747
|
+
readonly SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: "4";
|
|
3748
|
+
readonly WAREHOUSE_RECAP: "5";
|
|
3749
|
+
readonly REQUEST_TO_INTERMEDIARY: "8";
|
|
3750
|
+
};
|
|
3751
|
+
readonly AllocSettlInstType: {
|
|
3752
|
+
readonly USE_DEFAULT_INSTRUCTIONS: "0";
|
|
3753
|
+
readonly DERIVE_FROM_PARAMETERS_PROVIDED: "1";
|
|
3754
|
+
readonly FULL_DETAILS_PROVIDED: "2";
|
|
3755
|
+
readonly SSI_DB_IDS_PROVIDED: "3";
|
|
3756
|
+
readonly PHONE_FOR_INSTRUCTIONS: "4";
|
|
3757
|
+
};
|
|
3758
|
+
readonly AllocStatus: {
|
|
3759
|
+
readonly ACCEPTED: "0";
|
|
3760
|
+
readonly BLOCK_LEVEL_REJECT: "1";
|
|
3761
|
+
readonly ACCOUNT_LEVEL_REJECT: "2";
|
|
3762
|
+
readonly RECEIVED: "3";
|
|
3763
|
+
readonly INCOMPLETE: "4";
|
|
3764
|
+
readonly REJECTED_BY_INTERMEDIARY: "5";
|
|
3765
|
+
};
|
|
3766
|
+
readonly AllocTransType: {
|
|
3767
|
+
readonly NEW: "0";
|
|
3768
|
+
readonly REPLACE: "1";
|
|
3769
|
+
readonly CANCEL: "2";
|
|
3770
|
+
};
|
|
3771
|
+
readonly AllocType: {
|
|
3772
|
+
readonly CALCULATED: "1";
|
|
3773
|
+
readonly PRELIMINARY: "2";
|
|
3774
|
+
readonly READY_TO_BOOK: "5";
|
|
3775
|
+
readonly WAREHOUSE_INSTRUCTION: "7";
|
|
3776
|
+
readonly REQUEST_TO_INTERMEDIARY: "8";
|
|
3777
|
+
};
|
|
3778
|
+
readonly ApplQueueAction: {
|
|
3779
|
+
readonly NO_ACTION_TAKEN: "0";
|
|
3780
|
+
readonly QUEUE_FLUSHED: "1";
|
|
3781
|
+
readonly OVERLAY_LAST: "2";
|
|
3782
|
+
readonly END_SESSION: "3";
|
|
3783
|
+
};
|
|
3784
|
+
readonly ApplQueueResolution: {
|
|
3785
|
+
readonly NO_ACTION_TAKEN: "0";
|
|
3786
|
+
readonly QUEUE_FLUSHED: "1";
|
|
3787
|
+
readonly OVERLAY_LAST: "2";
|
|
3788
|
+
readonly END_SESSION: "3";
|
|
3789
|
+
};
|
|
3790
|
+
readonly AssignmentMethod: {
|
|
3791
|
+
readonly RANDOM: "R";
|
|
3792
|
+
readonly PRORATA: "P";
|
|
3793
|
+
};
|
|
3794
|
+
readonly AvgPxIndicator: {
|
|
3795
|
+
readonly NO_AVERAGE_PRICING: "0";
|
|
3796
|
+
readonly TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: "1";
|
|
3797
|
+
readonly LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: "2";
|
|
3798
|
+
};
|
|
3799
|
+
readonly BasisPxType: {
|
|
3800
|
+
readonly CLOSING_PRICE_AT_MORNING_SESSION: "2";
|
|
3801
|
+
readonly CLOSING_PRICE: "3";
|
|
3802
|
+
readonly CURRENT_PRICE: "4";
|
|
3803
|
+
readonly SQ: "5";
|
|
3804
|
+
readonly VWAP_THROUGH_A_DAY: "6";
|
|
3805
|
+
readonly VWAP_THROUGH_A_MORNING_SESSION: "7";
|
|
3806
|
+
readonly VWAP_THROUGH_AN_AFTERNOON_SESSION: "8";
|
|
3807
|
+
readonly VWAP_THROUGH_A_DAY_EXCEPT_YORI: "9";
|
|
3808
|
+
readonly VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI: "A";
|
|
3809
|
+
readonly VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI: "B";
|
|
3810
|
+
readonly STRIKE: "C";
|
|
3811
|
+
readonly OPEN: "D";
|
|
3812
|
+
readonly OTHERS: "Z";
|
|
3813
|
+
};
|
|
3814
|
+
readonly BidDescriptorType: {
|
|
3815
|
+
readonly SECTOR: "1";
|
|
3816
|
+
readonly COUNTRY: "2";
|
|
3817
|
+
readonly INDEX: "3";
|
|
3818
|
+
};
|
|
3819
|
+
readonly BidRequestTransType: {
|
|
3820
|
+
readonly NEW: "N";
|
|
3821
|
+
readonly CANCEL: "C";
|
|
3822
|
+
};
|
|
3823
|
+
readonly BidTradeType: {
|
|
3824
|
+
readonly RISK_TRADE: "R";
|
|
3825
|
+
readonly VWAP_GUARANTEE: "G";
|
|
3826
|
+
readonly AGENCY: "A";
|
|
3827
|
+
readonly GUARANTEED_CLOSE: "J";
|
|
3828
|
+
};
|
|
3829
|
+
readonly BidType: {
|
|
3830
|
+
readonly NON_DISCLOSED_STYLE: "1";
|
|
3831
|
+
readonly DISCLOSED_STYLE: "2";
|
|
3832
|
+
readonly NO_BIDDING_PROCESS: "3";
|
|
3833
|
+
};
|
|
3834
|
+
readonly BookingType: {
|
|
3835
|
+
readonly REGULAR_BOOKING: "0";
|
|
3836
|
+
readonly CFD: "1";
|
|
3837
|
+
readonly TOTAL_RETURN_SWAP: "2";
|
|
3838
|
+
};
|
|
3839
|
+
readonly BookingUnit: {
|
|
3840
|
+
readonly EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT: "0";
|
|
3841
|
+
readonly AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER: "1";
|
|
3842
|
+
readonly AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE: "2";
|
|
3843
|
+
};
|
|
3844
|
+
readonly BusinessRejectReason: {
|
|
3845
|
+
readonly OTHER: "0";
|
|
3846
|
+
readonly UNKOWN_ID: "1";
|
|
3847
|
+
readonly UNKNOWN_SECURITY: "2";
|
|
3848
|
+
readonly UNSUPPORTED_MESSAGE_TYPE: "3";
|
|
3849
|
+
readonly APPLICATION_NOT_AVAILABLE: "4";
|
|
3850
|
+
readonly CONDITIONALLY_REQUIRED_FIELD_MISSING: "5";
|
|
3851
|
+
readonly NOT_AUTHORIZED: "6";
|
|
3852
|
+
readonly DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME: "7";
|
|
3853
|
+
};
|
|
3854
|
+
readonly CancellationRights: {
|
|
3855
|
+
readonly YES: "Y";
|
|
3856
|
+
readonly NO_EXECUTION_ONLY: "N";
|
|
3857
|
+
readonly NO_WAIVER_AGREEMENT: "M";
|
|
3858
|
+
readonly NO_INSTITUTIONAL: "O";
|
|
3859
|
+
};
|
|
3860
|
+
readonly CashMargin: {
|
|
3861
|
+
readonly CASH: "1";
|
|
3862
|
+
readonly MARGIN_OPEN: "2";
|
|
3863
|
+
readonly MARGIN_CLOSE: "3";
|
|
3864
|
+
};
|
|
3865
|
+
readonly ClearingFeeIndicator: {
|
|
3866
|
+
readonly CBOE_MEMBER: "B";
|
|
3867
|
+
readonly NON_MEMBER_AND_CUSTOMER: "C";
|
|
3868
|
+
readonly EQUITY_MEMBER_AND_CLEARING_MEMBER: "E";
|
|
3869
|
+
readonly FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS: "F";
|
|
3870
|
+
readonly "106H_AND_106J_FIRMS": "H";
|
|
3871
|
+
readonly GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS: "I";
|
|
3872
|
+
readonly LESSEE_AND_106F_EMPLOYEES: "L";
|
|
3873
|
+
readonly ALL_OTHER_OWNERSHIP_TYPES: "M";
|
|
3874
|
+
readonly "1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "1";
|
|
3875
|
+
readonly "2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "2";
|
|
3876
|
+
readonly "3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "3";
|
|
3877
|
+
readonly "4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "4";
|
|
3878
|
+
readonly "5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "5";
|
|
3879
|
+
readonly "6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT": "9";
|
|
3880
|
+
};
|
|
3881
|
+
readonly ClearingInstruction: {
|
|
3882
|
+
readonly PROCESS_NORMALLY: "0";
|
|
3883
|
+
readonly EXCLUDE_FROM_ALL_NETTING: "1";
|
|
3884
|
+
readonly BILATERAL_NETTING_ONLY: "2";
|
|
3885
|
+
readonly EX_CLEARING: "3";
|
|
3886
|
+
readonly SPECIAL_TRADE: "4";
|
|
3887
|
+
readonly MULTILATERAL_NETTING: "5";
|
|
3888
|
+
readonly CLEAR_AGAINST_CENTRAL_COUNTERPARTY: "6";
|
|
3889
|
+
readonly EXCLUDE_FROM_CENTRAL_COUNTERPARTY: "7";
|
|
3890
|
+
readonly MANUAL_MODE: "8";
|
|
3891
|
+
readonly AUTOMATIC_POSTING_MODE: "9";
|
|
3892
|
+
readonly AUTOMATIC_GIVE_UP_MODE: "10";
|
|
3893
|
+
readonly QUALIFIED_SERVICE_REPRESENTATIVE: "11";
|
|
3894
|
+
readonly CUSTOMER_TRADE: "12";
|
|
3895
|
+
readonly SELF_CLEARING: "13";
|
|
3896
|
+
};
|
|
3897
|
+
readonly CollAction: {
|
|
3898
|
+
readonly RETAIN: "0";
|
|
3899
|
+
readonly ADD: "1";
|
|
3900
|
+
readonly REMOVE: "2";
|
|
3901
|
+
};
|
|
3902
|
+
readonly CollAsgnReason: {
|
|
3903
|
+
readonly INITIAL: "0";
|
|
3904
|
+
readonly SCHEDULED: "1";
|
|
3905
|
+
readonly TIME_WARNING: "2";
|
|
3906
|
+
readonly MARGIN_DEFICIENCY: "3";
|
|
3907
|
+
readonly MARGIN_EXCESS: "4";
|
|
3908
|
+
readonly FORWARD_COLLATERAL_DEMAND: "5";
|
|
3909
|
+
readonly EVENT_OF_DEFAULT: "6";
|
|
3910
|
+
readonly ADVERSE_TAX_EVENT: "7";
|
|
3911
|
+
};
|
|
3912
|
+
readonly CollAsgnRejectReason: {
|
|
3913
|
+
readonly UNKNOWN_DEAL: "0";
|
|
3914
|
+
readonly UNKNOWN_OR_INVALID_INSTRUMENT: "1";
|
|
3915
|
+
readonly UNAUTHORIZED_TRANSACTION: "2";
|
|
3916
|
+
readonly INSUFFICIENT_COLLATERAL: "3";
|
|
3917
|
+
readonly INVALID_TYPE_OF_COLLATERAL: "4";
|
|
3918
|
+
readonly EXCESSIVE_SUBSTITUTION: "5";
|
|
3919
|
+
readonly OTHER: "99";
|
|
3920
|
+
};
|
|
3921
|
+
readonly CollAsgnRespType: {
|
|
3922
|
+
readonly RECEIVED: "0";
|
|
3923
|
+
readonly ACCEPTED: "1";
|
|
3924
|
+
readonly DECLINED: "2";
|
|
3925
|
+
readonly REJECTED: "3";
|
|
3926
|
+
};
|
|
3927
|
+
readonly CollAsgnTransType: {
|
|
3928
|
+
readonly NEW: "0";
|
|
3929
|
+
readonly REPLACE: "1";
|
|
3930
|
+
readonly CANCEL: "2";
|
|
3931
|
+
readonly RELEASE: "3";
|
|
3932
|
+
readonly REVERSE: "4";
|
|
3933
|
+
};
|
|
3934
|
+
readonly CollInquiryQualifier: {
|
|
3935
|
+
readonly TRADEDATE: "0";
|
|
3936
|
+
readonly GC_INSTRUMENT: "1";
|
|
3937
|
+
readonly COLLATERALINSTRUMENT: "2";
|
|
3938
|
+
readonly SUBSTITUTION_ELIGIBLE: "3";
|
|
3939
|
+
readonly NOT_ASSIGNED: "4";
|
|
3940
|
+
readonly PARTIALLY_ASSIGNED: "5";
|
|
3941
|
+
readonly FULLY_ASSIGNED: "6";
|
|
3942
|
+
readonly OUTSTANDING_TRADES: "7";
|
|
3943
|
+
};
|
|
3944
|
+
readonly CollInquiryResult: {
|
|
3945
|
+
readonly SUCCESSFUL: "0";
|
|
3946
|
+
readonly INVALID_OR_UNKNOWN_INSTRUMENT: "1";
|
|
3947
|
+
readonly INVALID_OR_UNKNOWN_COLLATERAL_TYPE: "2";
|
|
3948
|
+
readonly INVALID_PARTIES: "3";
|
|
3949
|
+
readonly INVALID_TRANSPORT_TYPE_REQUESTED: "4";
|
|
3950
|
+
readonly INVALID_DESTINATION_REQUESTED: "5";
|
|
3951
|
+
readonly NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED: "6";
|
|
3952
|
+
readonly NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED: "7";
|
|
3953
|
+
readonly COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED: "8";
|
|
3954
|
+
readonly UNAUTHORIZED_FOR_COLLATERAL_INQUIRY: "9";
|
|
3955
|
+
readonly OTHER: "99";
|
|
3956
|
+
};
|
|
3957
|
+
readonly CollInquiryStatus: {
|
|
3958
|
+
readonly ACCEPTED: "0";
|
|
3959
|
+
readonly ACCEPTED_WITH_WARNINGS: "1";
|
|
3960
|
+
readonly COMPLETED: "2";
|
|
3961
|
+
readonly COMPLETED_WITH_WARNINGS: "3";
|
|
3962
|
+
readonly REJECTED: "4";
|
|
3963
|
+
};
|
|
3964
|
+
readonly CollStatus: {
|
|
3965
|
+
readonly UNASSIGNED: "0";
|
|
3966
|
+
readonly PARTIALLY_ASSIGNED: "1";
|
|
3967
|
+
readonly ASSIGNMENT_PROPOSED: "2";
|
|
3968
|
+
readonly ASSIGNED: "3";
|
|
3969
|
+
readonly CHALLENGED: "4";
|
|
3970
|
+
};
|
|
3971
|
+
readonly CommType: {
|
|
3972
|
+
readonly PER_UNIT: "1";
|
|
3973
|
+
readonly PERCENTAGE: "2";
|
|
3974
|
+
readonly ABSOLUTE: "3";
|
|
3975
|
+
readonly "4": "4";
|
|
3976
|
+
readonly "5": "5";
|
|
3977
|
+
readonly POINTS_PER_BOND_OR_CONTRACT_SUPPLY_CONTRACTMULTIPLIER: "6";
|
|
3978
|
+
};
|
|
3979
|
+
readonly ConfirmRejReason: {
|
|
3980
|
+
readonly MISMATCHED_ACCOUNT: "1";
|
|
3981
|
+
readonly MISSING_SETTLEMENT_INSTRUCTIONS: "2";
|
|
3982
|
+
readonly OTHER: "99";
|
|
3983
|
+
};
|
|
3984
|
+
readonly ConfirmStatus: {
|
|
3985
|
+
readonly RECEIVED: "1";
|
|
3986
|
+
readonly MISMATCHED_ACCOUNT: "2";
|
|
3987
|
+
readonly MISSING_SETTLEMENT_INSTRUCTIONS: "3";
|
|
3988
|
+
readonly CONFIRMED: "4";
|
|
3989
|
+
readonly REQUEST_REJECTED: "5";
|
|
3990
|
+
};
|
|
3991
|
+
readonly ConfirmTransType: {
|
|
3992
|
+
readonly NEW: "0";
|
|
3993
|
+
readonly REPLACE: "1";
|
|
3994
|
+
readonly CANCEL: "2";
|
|
3995
|
+
};
|
|
3996
|
+
readonly ConfirmType: {
|
|
3997
|
+
readonly STATUS: "1";
|
|
3998
|
+
readonly CONFIRMATION: "2";
|
|
3999
|
+
readonly CONFIRMATION_REQUEST_REJECTED: "3";
|
|
4000
|
+
};
|
|
4001
|
+
readonly ContAmtType: {
|
|
4002
|
+
readonly COMMISSION_AMOUNT: "1";
|
|
4003
|
+
readonly COMMISSION: "2";
|
|
4004
|
+
readonly INITIAL_CHARGE_AMOUNT: "3";
|
|
4005
|
+
readonly INITIAL_CHARGE: "4";
|
|
4006
|
+
readonly DISCOUNT_AMOUNT: "5";
|
|
4007
|
+
readonly DISCOUNT: "6";
|
|
4008
|
+
readonly DILUTION_LEVY_AMOUNT: "7";
|
|
4009
|
+
readonly DILUTION_LEVY: "8";
|
|
4010
|
+
readonly EXIT_CHARGE_AMOUNT: "9";
|
|
4011
|
+
readonly EXIT_CHARGE: "10";
|
|
4012
|
+
readonly FUND_BASED_RENEWAL_COMMISSION: "11";
|
|
4013
|
+
readonly PROJECTED_FUND_VALUE: "12";
|
|
4014
|
+
readonly FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13: "13";
|
|
4015
|
+
readonly FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14: "14";
|
|
4016
|
+
readonly NET_SETTLEMENT_AMOUNT: "15";
|
|
4017
|
+
};
|
|
4018
|
+
readonly CorporateAction: {
|
|
4019
|
+
readonly EX_DIVIDEND: "A";
|
|
4020
|
+
readonly EX_DISTRIBUTION: "B";
|
|
4021
|
+
readonly EX_RIGHTS: "C";
|
|
4022
|
+
readonly NEW: "D";
|
|
4023
|
+
readonly EX_INTEREST: "E";
|
|
4024
|
+
};
|
|
4025
|
+
readonly CoveredOrUncovered: {
|
|
4026
|
+
readonly COVERED: "0";
|
|
4027
|
+
readonly UNCOVERED: "1";
|
|
4028
|
+
};
|
|
4029
|
+
readonly CPProgram: {
|
|
4030
|
+
readonly "3": "1";
|
|
4031
|
+
readonly "4": "2";
|
|
4032
|
+
readonly OTHER: "99";
|
|
4033
|
+
};
|
|
4034
|
+
readonly CrossPrioritization: {
|
|
4035
|
+
readonly NONE: "0";
|
|
4036
|
+
readonly BUY_SIDE_IS_PRIORITIZED: "1";
|
|
4037
|
+
readonly SELL_SIDE_IS_PRIORITIZED: "2";
|
|
4038
|
+
};
|
|
4039
|
+
readonly CrossType: {
|
|
4040
|
+
readonly CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE: "1";
|
|
4041
|
+
readonly CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE_NOTE_THE_CROSSPRIORITZATION: "2";
|
|
4042
|
+
readonly CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED: "3";
|
|
4043
|
+
readonly CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE_IN_THE_CASE_OTHER_ORDERS_EXIST_WITH_THE_SAME_PRICE_THE_QUANTITY_OF_THE_CROSS_IS_EXECUTED_AGAINST_THE_EXISTING_ORDERS_AND_QUOTES_THE_REMAINDER_OF_THE_CROSS_IS_EXECUTED_AGAINST_THE_OTHER_SIDE_OF_THE_CROSS_THE_TWO_SIDES_POTENTIALLY_HAVE_DIFFERENT_QUANTITIES: "4";
|
|
4044
|
+
};
|
|
4045
|
+
readonly CustOrderCapacity: {
|
|
4046
|
+
readonly MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT: "1";
|
|
4047
|
+
readonly CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT: "2";
|
|
4048
|
+
readonly MEMBER_TRADING_FOR_ANOTHER_MEMBER: "3";
|
|
4049
|
+
readonly ALL_OTHER: "4";
|
|
4050
|
+
};
|
|
4051
|
+
readonly CxlRejReason: {
|
|
4052
|
+
readonly TOO_LATE_TO_CANCEL: "0";
|
|
4053
|
+
readonly UNKNOWN_ORDER: "1";
|
|
4054
|
+
readonly BROKER: "2";
|
|
4055
|
+
readonly ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS: "3";
|
|
4056
|
+
readonly UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST: "4";
|
|
4057
|
+
readonly ORIGORDMODTIME: "5";
|
|
4058
|
+
readonly DUPLICATE_CLORDID: "6";
|
|
4059
|
+
readonly OTHER: "99";
|
|
4060
|
+
};
|
|
4061
|
+
readonly CxlRejResponseTo: {
|
|
4062
|
+
readonly ORDER_CANCEL_REQUEST: "1";
|
|
4063
|
+
readonly ORDER_CANCEL_REPLACE_REQUEST: "2";
|
|
4064
|
+
};
|
|
4065
|
+
readonly DayBookingInst: {
|
|
4066
|
+
readonly CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR: "0";
|
|
4067
|
+
readonly SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING: "1";
|
|
4068
|
+
readonly ACCUMULATE: "2";
|
|
4069
|
+
};
|
|
4070
|
+
readonly DeleteReason: {
|
|
4071
|
+
readonly CANCELATION: "0";
|
|
4072
|
+
readonly ERROR: "1";
|
|
4073
|
+
};
|
|
4074
|
+
readonly DeliveryForm: {
|
|
4075
|
+
readonly BOOKENTRY: "1";
|
|
4076
|
+
readonly BEARER: "2";
|
|
4077
|
+
};
|
|
4078
|
+
readonly DeliveryType: {
|
|
4079
|
+
readonly VERSUS_PAYMENT_DELIVER: "0";
|
|
4080
|
+
readonly FREE_DELIVER: "1";
|
|
4081
|
+
readonly TRI_PARTY: "2";
|
|
4082
|
+
readonly HOLD_IN_CUSTODY: "3";
|
|
4083
|
+
};
|
|
4084
|
+
readonly DiscretionInst: {
|
|
4085
|
+
readonly RELATED_TO_DISPLAYED_PRICE: "0";
|
|
4086
|
+
readonly RELATED_TO_MARKET_PRICE: "1";
|
|
4087
|
+
readonly RELATED_TO_PRIMARY_PRICE: "2";
|
|
4088
|
+
readonly RELATED_TO_LOCAL_PRIMARY_PRICE: "3";
|
|
4089
|
+
readonly RELATED_TO_MIDPOINT_PRICE: "4";
|
|
4090
|
+
readonly RELATED_TO_LAST_TRADE_PRICE: "5";
|
|
4091
|
+
readonly RELATED_TO_VWAP: "6";
|
|
4092
|
+
};
|
|
4093
|
+
readonly DiscretionLimitType: {
|
|
4094
|
+
readonly OR_BETTER: "0";
|
|
4095
|
+
readonly STRICT_LIMIT_IS_A_STRICT_LIMIT: "1";
|
|
4096
|
+
readonly OR_WORSE_FOR_A_BUY_THE_DISCRETION_PRICE_IS_A_MINIMUM_AND_FOR_A_SELL_THE_DISCRETION_PRICE_IS_A_MAXIMUM: "2";
|
|
4097
|
+
};
|
|
4098
|
+
readonly DiscretionMoveType: {
|
|
4099
|
+
readonly FLOATING: "0";
|
|
4100
|
+
readonly FIXED: "1";
|
|
4101
|
+
};
|
|
4102
|
+
readonly DiscretionOffsetType: {
|
|
4103
|
+
readonly PRICE: "0";
|
|
4104
|
+
readonly BASIS_POINTS: "1";
|
|
4105
|
+
readonly TICKS: "2";
|
|
4106
|
+
readonly PRICE_TIER: "3";
|
|
4107
|
+
};
|
|
4108
|
+
readonly DiscretionRoundDirection: {
|
|
4109
|
+
readonly MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_ROUND_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ROUND_DOWN_TO_THE_NEAREST_TICK: "1";
|
|
4110
|
+
readonly MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_NEAREST_TICK: "2";
|
|
4111
|
+
};
|
|
4112
|
+
readonly DiscretionScope: {
|
|
4113
|
+
readonly LOCAL: "1";
|
|
4114
|
+
readonly NATIONAL: "2";
|
|
4115
|
+
readonly GLOBAL: "3";
|
|
4116
|
+
readonly NATIONAL_EXCLUDING_LOCAL: "4";
|
|
4117
|
+
};
|
|
4118
|
+
readonly DistribPaymentMethod: {
|
|
4119
|
+
readonly CREST: "1";
|
|
4120
|
+
readonly NSCC: "2";
|
|
4121
|
+
readonly EUROCLEAR: "3";
|
|
4122
|
+
readonly CLEARSTREAM: "4";
|
|
4123
|
+
readonly CHEQUE: "5";
|
|
4124
|
+
readonly TELEGRAPHIC_TRANSFER: "6";
|
|
4125
|
+
readonly FEDWIRE: "7";
|
|
4126
|
+
readonly DIRECT_CREDIT: "8";
|
|
4127
|
+
readonly ACH_CREDIT: "9";
|
|
4128
|
+
readonly BPAY: "10";
|
|
4129
|
+
readonly HIGH_VALUE_CLEARING_SYSTEM: "11";
|
|
4130
|
+
readonly REINVEST_IN_FUND: "12";
|
|
4131
|
+
};
|
|
4132
|
+
readonly DKReason: {
|
|
4133
|
+
readonly UNKNOWN_SYMBOL: "A";
|
|
4134
|
+
readonly WRONG_SIDE: "B";
|
|
4135
|
+
readonly QUANTITY_EXCEEDS_ORDER: "C";
|
|
4136
|
+
readonly NO_MATCHING_ORDER: "D";
|
|
4137
|
+
readonly PRICE_EXCEEDS_LIMIT: "E";
|
|
4138
|
+
readonly CALCULATION_DIFFERENCE: "F";
|
|
4139
|
+
readonly OTHER: "Z";
|
|
4140
|
+
};
|
|
4141
|
+
readonly DlvyInstType: {
|
|
4142
|
+
readonly SECURITIES: "S";
|
|
4143
|
+
readonly CASH: "C";
|
|
4144
|
+
};
|
|
4145
|
+
readonly DueToRelated: {
|
|
4146
|
+
readonly YES: "Y";
|
|
4147
|
+
readonly NO: "N";
|
|
4148
|
+
};
|
|
4149
|
+
readonly EmailType: {
|
|
4150
|
+
readonly NEW: "0";
|
|
4151
|
+
readonly REPLY: "1";
|
|
4152
|
+
readonly ADMIN_REPLY: "2";
|
|
4153
|
+
};
|
|
4154
|
+
readonly EncryptMethod: {
|
|
4155
|
+
readonly NONE: "0";
|
|
4156
|
+
readonly PKCS: "1";
|
|
4157
|
+
readonly DES: "2";
|
|
4158
|
+
readonly PKCS_DES: "3";
|
|
4159
|
+
readonly PGP_DES: "4";
|
|
4160
|
+
readonly PGP_DES_MD5: "5";
|
|
4161
|
+
readonly PEM_DES_MD5: "6";
|
|
4162
|
+
};
|
|
4163
|
+
readonly EventType: {
|
|
4164
|
+
readonly PUT: "1";
|
|
4165
|
+
readonly CALL: "2";
|
|
4166
|
+
readonly TENDER: "3";
|
|
4167
|
+
readonly SINKING_FUND_CALL: "4";
|
|
4168
|
+
readonly OTHER: "99";
|
|
4169
|
+
};
|
|
4170
|
+
readonly ExchangeForPhysical: {
|
|
4171
|
+
readonly YES: "Y";
|
|
4172
|
+
readonly NO: "N";
|
|
4173
|
+
};
|
|
4174
|
+
readonly ExecInst: {
|
|
4175
|
+
readonly NOT_HELD: "1";
|
|
4176
|
+
readonly WORK: "2";
|
|
4177
|
+
readonly GO_ALONG: "3";
|
|
4178
|
+
readonly OVER_THE_DAY: "4";
|
|
4179
|
+
readonly HELD: "5";
|
|
4180
|
+
readonly PARTICIPATE_DONT_INITIATE: "6";
|
|
4181
|
+
readonly STRICT_SCALE: "7";
|
|
4182
|
+
readonly TRY_TO_SCALE: "8";
|
|
4183
|
+
readonly STAY_ON_BIDSIDE: "9";
|
|
4184
|
+
readonly STAY_ON_OFFERSIDE: "0";
|
|
4185
|
+
readonly NO_CROSS: "A";
|
|
4186
|
+
readonly OK_TO_CROSS: "B";
|
|
4187
|
+
readonly CALL_FIRST: "C";
|
|
4188
|
+
readonly PERCENT_OF_VOLUME: "D";
|
|
4189
|
+
readonly DO_NOT_INCREASE: "E";
|
|
4190
|
+
readonly DO_NOT_REDUCE: "F";
|
|
4191
|
+
readonly ALL_OR_NONE: "G";
|
|
4192
|
+
readonly REINSTATE_ON_SYSTEM_FAILURE: "H";
|
|
4193
|
+
readonly INSTITUTIONS_ONLY: "I";
|
|
4194
|
+
readonly REINSTATE_ON_TRADING_HALT: "J";
|
|
4195
|
+
readonly CANCEL_ON_TRADING_HALT: "K";
|
|
4196
|
+
readonly LAST_PEG: "L";
|
|
4197
|
+
readonly MID_PRICE_PEG: "M";
|
|
4198
|
+
readonly NON_NEGOTIABLE: "N";
|
|
4199
|
+
readonly OPENING_PEG: "O";
|
|
4200
|
+
readonly MARKET_PEG: "P";
|
|
4201
|
+
readonly CANCEL_ON_SYSTEM_FAILURE: "Q";
|
|
4202
|
+
readonly PRIMARY_PEG: "R";
|
|
4203
|
+
readonly SUSPEND: "S";
|
|
4204
|
+
readonly CUSTOMER_DISPLAY_INSTRUCTION: "U";
|
|
4205
|
+
readonly NETTING: "V";
|
|
4206
|
+
readonly PEG_TO_VWAP: "W";
|
|
4207
|
+
readonly TRADE_ALONG: "X";
|
|
4208
|
+
readonly TRY_TO_STOP: "Y";
|
|
4209
|
+
readonly CANCEL_IF_NOT_BEST: "Z";
|
|
4210
|
+
readonly TRAILING_STOP_PEG: "a";
|
|
4211
|
+
readonly STRICT_LIMIT: "b";
|
|
4212
|
+
readonly IGNORE_PRICE_VALIDITY_CHECKS: "c";
|
|
4213
|
+
readonly PEG_TO_LIMIT_PRICE: "d";
|
|
4214
|
+
readonly WORK_TO_TARGET_STRATEGY: "e";
|
|
4215
|
+
};
|
|
4216
|
+
readonly ExecPriceType: {
|
|
4217
|
+
readonly BID_PRICE: "B";
|
|
4218
|
+
readonly CREATION_PRICE: "C";
|
|
4219
|
+
readonly CREATION_PRICE_PLUS_ADJUSTMENT: "D";
|
|
4220
|
+
readonly CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT: "E";
|
|
4221
|
+
readonly OFFER_PRICE: "O";
|
|
4222
|
+
readonly OFFER_PRICE_MINUS_ADJUSTMENT: "P";
|
|
4223
|
+
readonly OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT: "Q";
|
|
4224
|
+
readonly SINGLE_PRICE: "S";
|
|
4225
|
+
};
|
|
4226
|
+
readonly ExecRestatementReason: {
|
|
4227
|
+
readonly GT_CORPORATE_ACTION: "0";
|
|
4228
|
+
readonly GT_RENEWAL: "1";
|
|
4229
|
+
readonly VERBAL_CHANGE: "2";
|
|
4230
|
+
readonly REPRICING_OF_ORDER: "3";
|
|
4231
|
+
readonly BROKER_OPTION: "4";
|
|
4232
|
+
readonly PARTIAL_DECLINE_OF_ORDERQTY: "5";
|
|
4233
|
+
readonly CANCEL_ON_TRADING_HALT: "6";
|
|
4234
|
+
readonly CANCEL_ON_SYSTEM_FAILURE: "7";
|
|
4235
|
+
readonly MARKET: "8";
|
|
4236
|
+
readonly CANCELED_NOT_BEST: "9";
|
|
4237
|
+
readonly WAREHOUSE_RECAP: "10";
|
|
4238
|
+
readonly OTHER: "99";
|
|
4239
|
+
};
|
|
4240
|
+
readonly ExecType: {
|
|
4241
|
+
readonly NEW: "0";
|
|
4242
|
+
readonly DONE_FOR_DAY: "3";
|
|
4243
|
+
readonly CANCELED: "4";
|
|
4244
|
+
readonly REPLACE: "5";
|
|
4245
|
+
readonly PENDING_CANCEL: "6";
|
|
4246
|
+
readonly STOPPED: "7";
|
|
4247
|
+
readonly REJECTED: "8";
|
|
4248
|
+
readonly SUSPENDED: "9";
|
|
4249
|
+
readonly PENDING_NEW: "A";
|
|
4250
|
+
readonly CALCULATED: "B";
|
|
4251
|
+
readonly EXPIRED: "C";
|
|
4252
|
+
readonly RESTATED: "D";
|
|
4253
|
+
readonly PENDING_REPLACE: "E";
|
|
4254
|
+
readonly TRADE: "F";
|
|
4255
|
+
readonly TRADE_CORRECT: "G";
|
|
4256
|
+
readonly TRADE_CANCEL: "H";
|
|
4257
|
+
readonly ORDER_STATUS: "I";
|
|
4258
|
+
};
|
|
4259
|
+
readonly ExerciseMethod: {
|
|
4260
|
+
readonly AUTOMATIC: "A";
|
|
4261
|
+
readonly MANUAL: "M";
|
|
4262
|
+
};
|
|
4263
|
+
readonly ExpirationCycle: {
|
|
4264
|
+
readonly EXPIRE_ON_TRADING_SESSION_CLOSE: "0";
|
|
4265
|
+
readonly EXPIRE_ON_TRADING_SESSION_OPEN: "1";
|
|
4266
|
+
};
|
|
4267
|
+
readonly FinancialStatus: {
|
|
4268
|
+
readonly BANKRUPT: "1";
|
|
4269
|
+
readonly PENDING_DELISTING: "2";
|
|
4270
|
+
};
|
|
4271
|
+
readonly ForexReq: {
|
|
4272
|
+
readonly YES: "Y";
|
|
4273
|
+
readonly NO: "N";
|
|
4274
|
+
};
|
|
4275
|
+
readonly FundRenewWaiv: {
|
|
4276
|
+
readonly YES: "Y";
|
|
4277
|
+
readonly NO: "N";
|
|
4278
|
+
};
|
|
4279
|
+
readonly GapFillFlag: {
|
|
4280
|
+
readonly YES: "Y";
|
|
4281
|
+
readonly NO: "N";
|
|
4282
|
+
};
|
|
4283
|
+
readonly GTBookingInst: {
|
|
4284
|
+
readonly BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION: "0";
|
|
4285
|
+
readonly ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES: "1";
|
|
4286
|
+
readonly ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE: "2";
|
|
4287
|
+
};
|
|
4288
|
+
readonly HaltReasonChar: {
|
|
4289
|
+
readonly ORDER_IMBALANCE: "I";
|
|
4290
|
+
readonly EQUIPMENT_CHANGEOVER: "X";
|
|
4291
|
+
readonly NEWS_PENDING: "P";
|
|
4292
|
+
readonly NEWS_DISSEMINATION: "D";
|
|
4293
|
+
readonly ORDER_INFLUX: "E";
|
|
4294
|
+
readonly ADDITIONAL_INFORMATION: "M";
|
|
4295
|
+
};
|
|
4296
|
+
readonly HandlInst: {
|
|
4297
|
+
readonly AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION: "1";
|
|
4298
|
+
readonly AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK: "2";
|
|
4299
|
+
readonly MANUAL_ORDER_BEST_EXECUTION: "3";
|
|
4300
|
+
};
|
|
4301
|
+
readonly IncTaxInd: {
|
|
4302
|
+
readonly NET: "1";
|
|
4303
|
+
readonly GROSS: "2";
|
|
4304
|
+
};
|
|
4305
|
+
readonly InstrAttribType: {
|
|
4306
|
+
readonly FLAT: "1";
|
|
4307
|
+
readonly ZERO_COUPON: "2";
|
|
4308
|
+
readonly INTEREST_BEARING: "3";
|
|
4309
|
+
readonly NO_PERIODIC_PAYMENTS: "4";
|
|
4310
|
+
readonly VARIABLE_RATE: "5";
|
|
4311
|
+
readonly LESS_FEE_FOR_PUT: "6";
|
|
4312
|
+
readonly STEPPED_COUPON: "7";
|
|
4313
|
+
readonly COUPON_PERIOD: "8";
|
|
4314
|
+
readonly WHEN_AND_IF_ISSUED: "9";
|
|
4315
|
+
readonly ORIGINAL_ISSUE_DISCOUNT: "10";
|
|
4316
|
+
readonly CALLABLE_PUTTABLE: "11";
|
|
4317
|
+
readonly ESCROWED_TO_MATURITY: "12";
|
|
4318
|
+
readonly ESCROWED_TO_REDEMPTION_DATE_CALLABLE_SUPPLY_REDEMPTION_DATE_IN_THE_INSTRATTRIBVALUE: "13";
|
|
4319
|
+
readonly PREREFUNDED: "14";
|
|
4320
|
+
readonly IN_DEFAULT: "15";
|
|
4321
|
+
readonly UNRATED: "16";
|
|
4322
|
+
readonly TAXABLE: "17";
|
|
4323
|
+
readonly INDEXED: "18";
|
|
4324
|
+
readonly SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX: "19";
|
|
4325
|
+
readonly ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE: "20";
|
|
4326
|
+
readonly CALLABLE_BELOW_MATURITY_VALUE: "21";
|
|
4327
|
+
readonly CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED: "22";
|
|
4328
|
+
readonly TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE: "99";
|
|
4329
|
+
};
|
|
4330
|
+
readonly InViewOfCommon: {
|
|
4331
|
+
readonly YES: "Y";
|
|
4332
|
+
readonly NO: "N";
|
|
4333
|
+
};
|
|
4334
|
+
readonly IOINaturalFlag: {
|
|
4335
|
+
readonly YES: "Y";
|
|
4336
|
+
readonly NO: "N";
|
|
4337
|
+
};
|
|
4338
|
+
readonly IOIQltyInd: {
|
|
4339
|
+
readonly LOW: "L";
|
|
4340
|
+
readonly MEDIUM: "M";
|
|
4341
|
+
readonly HIGH: "H";
|
|
4342
|
+
};
|
|
4343
|
+
readonly IOIQty: {
|
|
4344
|
+
readonly SMALL: "S";
|
|
4345
|
+
readonly MEDIUM: "M";
|
|
4346
|
+
readonly LARGE: "L";
|
|
4347
|
+
};
|
|
4348
|
+
readonly IOIQualifier: {
|
|
4349
|
+
readonly ALL_OR_NONE: "A";
|
|
4350
|
+
readonly MARKET_ON_CLOSE: "B";
|
|
4351
|
+
readonly AT_THE_CLOSE: "C";
|
|
4352
|
+
readonly VWAP: "D";
|
|
4353
|
+
readonly IN_TOUCH_WITH: "I";
|
|
4354
|
+
readonly LIMIT: "L";
|
|
4355
|
+
readonly MORE_BEHIND: "M";
|
|
4356
|
+
readonly AT_THE_OPEN: "O";
|
|
4357
|
+
readonly TAKING_A_POSITION: "P";
|
|
4358
|
+
readonly AT_THE_MARKET: "Q";
|
|
4359
|
+
readonly READY_TO_TRADE: "R";
|
|
4360
|
+
readonly PORTFOLIO_SHOWN: "S";
|
|
4361
|
+
readonly THROUGH_THE_DAY: "T";
|
|
4362
|
+
readonly VERSUS: "V";
|
|
4363
|
+
readonly INDICATION: "W";
|
|
4364
|
+
readonly CROSSING_OPPORTUNITY: "X";
|
|
4365
|
+
readonly AT_THE_MIDPOINT: "Y";
|
|
4366
|
+
readonly PRE_OPEN: "Z";
|
|
4367
|
+
};
|
|
4368
|
+
readonly IOITransType: {
|
|
4369
|
+
readonly NEW: "N";
|
|
4370
|
+
readonly CANCEL: "C";
|
|
4371
|
+
readonly REPLACE: "R";
|
|
4372
|
+
};
|
|
4373
|
+
readonly LastCapacity: {
|
|
4374
|
+
readonly AGENT: "1";
|
|
4375
|
+
readonly CROSS_AS_AGENT: "2";
|
|
4376
|
+
readonly CROSS_AS_PRINCIPAL: "3";
|
|
4377
|
+
readonly PRINCIPAL: "4";
|
|
4378
|
+
};
|
|
4379
|
+
readonly LastFragment: {
|
|
4380
|
+
readonly YES: "Y";
|
|
4381
|
+
readonly NO: "N";
|
|
4382
|
+
};
|
|
4383
|
+
readonly LastLiquidityInd: {
|
|
4384
|
+
readonly ADDED_LIQUIDITY: "1";
|
|
4385
|
+
readonly REMOVED_LIQUIDITY: "2";
|
|
4386
|
+
readonly LIQUIDITY_ROUTED_OUT: "3";
|
|
4387
|
+
};
|
|
4388
|
+
readonly LegalConfirm: {
|
|
4389
|
+
readonly YES: "Y";
|
|
4390
|
+
readonly NO: "N";
|
|
4391
|
+
};
|
|
4392
|
+
readonly LegSwapType: {
|
|
4393
|
+
readonly PAR_FOR_PAR: "1";
|
|
4394
|
+
readonly MODIFIED_DURATION: "2";
|
|
4395
|
+
readonly RISK: "4";
|
|
4396
|
+
readonly PROCEEDS: "5";
|
|
4397
|
+
};
|
|
4398
|
+
readonly LiquidityIndType: {
|
|
4399
|
+
readonly "5DAY_MOVING_AVERAGE": "1";
|
|
4400
|
+
readonly "20_DAY_MOVING_AVERAGE": "2";
|
|
4401
|
+
readonly NORMAL_MARKET_SIZE: "3";
|
|
4402
|
+
readonly OTHER: "4";
|
|
4403
|
+
};
|
|
4404
|
+
readonly ListExecInstType: {
|
|
4405
|
+
readonly IMMEDIATE: "1";
|
|
4406
|
+
readonly WAIT_FOR_EXECUTE_INSTRUCTION: "2";
|
|
4407
|
+
readonly EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN: "3";
|
|
4408
|
+
readonly EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP: "4";
|
|
4409
|
+
readonly EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW: "5";
|
|
4410
|
+
};
|
|
4411
|
+
readonly ListOrderStatus: {
|
|
4412
|
+
readonly INBIDDINGPROCESS: "1";
|
|
4413
|
+
readonly RECEIVEDFOREXECUTION: "2";
|
|
4414
|
+
readonly EXECUTING: "3";
|
|
4415
|
+
readonly CANCELING: "4";
|
|
4416
|
+
readonly ALERT: "5";
|
|
4417
|
+
readonly ALL_DONE: "6";
|
|
4418
|
+
readonly REJECT: "7";
|
|
4419
|
+
};
|
|
4420
|
+
readonly ListStatusType: {
|
|
4421
|
+
readonly ACK: "1";
|
|
4422
|
+
readonly RESPONSE: "2";
|
|
4423
|
+
readonly TIMED: "3";
|
|
4424
|
+
readonly EXECSTARTED: "4";
|
|
4425
|
+
readonly ALLDONE: "5";
|
|
4426
|
+
readonly ALERT: "6";
|
|
4427
|
+
};
|
|
4428
|
+
readonly LocateReqd: {
|
|
4429
|
+
readonly YES: "Y";
|
|
4430
|
+
readonly NO: "N";
|
|
4431
|
+
};
|
|
4432
|
+
readonly MassCancelRejectReason: {
|
|
4433
|
+
readonly MASS_CANCEL_NOT_SUPPORTED: "0";
|
|
4434
|
+
readonly INVALID_OR_UNKNOWN_SECURITY: "1";
|
|
4435
|
+
readonly INVALID_OR_UNKNOWN_UNDERLYING: "2";
|
|
4436
|
+
readonly INVALID_OR_UNKNOWN_PRODUCT: "3";
|
|
4437
|
+
readonly INVALID_OR_UNKNOWN_CFICODE: "4";
|
|
4438
|
+
readonly INVALID_OR_UNKNOWN_SECURITY_TYPE: "5";
|
|
4439
|
+
readonly INVALID_OR_UNKNOWN_TRADING_SESSION: "6";
|
|
4440
|
+
readonly OTHER: "99";
|
|
4441
|
+
};
|
|
4442
|
+
readonly MassCancelRequestType: {
|
|
4443
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITY: "1";
|
|
4444
|
+
readonly CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: "2";
|
|
4445
|
+
readonly CANCEL_ORDERS_FOR_A_PRODUCT: "3";
|
|
4446
|
+
readonly CANCEL_ORDERS_FOR_A_CFICODE: "4";
|
|
4447
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITYTYPE: "5";
|
|
4448
|
+
readonly CANCEL_ORDERS_FOR_A_TRADING_SESSION: "6";
|
|
4449
|
+
readonly CANCEL_ALL_ORDERS: "7";
|
|
4450
|
+
};
|
|
4451
|
+
readonly MassCancelResponse: {
|
|
4452
|
+
readonly CANCEL_REQUEST_REJECTED: "0";
|
|
4453
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITY: "1";
|
|
4454
|
+
readonly CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: "2";
|
|
4455
|
+
readonly CANCEL_ORDERS_FOR_A_PRODUCT: "3";
|
|
4456
|
+
readonly CANCEL_ORDERS_FOR_A_CFICODE: "4";
|
|
4457
|
+
readonly CANCEL_ORDERS_FOR_A_SECURITYTYPE: "5";
|
|
4458
|
+
readonly CANCEL_ORDERS_FOR_A_TRADING_SESSION: "6";
|
|
4459
|
+
readonly CANCEL_ALL_ORDERS: "7";
|
|
4460
|
+
};
|
|
4461
|
+
readonly MassStatusReqType: {
|
|
4462
|
+
readonly STATUS_FOR_ORDERS_FOR_A_SECURITY: "1";
|
|
4463
|
+
readonly STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY: "2";
|
|
4464
|
+
readonly STATUS_FOR_ORDERS_FOR_A_PRODUCT: "3";
|
|
4465
|
+
readonly STATUS_FOR_ORDERS_FOR_A_CFICODE: "4";
|
|
4466
|
+
readonly STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE: "5";
|
|
4467
|
+
readonly STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION: "6";
|
|
4468
|
+
readonly STATUS_FOR_ALL_ORDERS: "7";
|
|
4469
|
+
readonly STATUS_FOR_ORDERS_FOR_A_PARTYID: "8";
|
|
4470
|
+
};
|
|
4471
|
+
readonly MatchStatus: {
|
|
4472
|
+
readonly COMPARED_MATCHED_OR_AFFIRMED: "0";
|
|
4473
|
+
readonly UNCOMPARED_UNMATCHED_OR_UNAFFIRMED: "1";
|
|
4474
|
+
readonly ADVISORY_OR_ALERT: "2";
|
|
4475
|
+
};
|
|
4476
|
+
readonly MatchType: {
|
|
4477
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME: "A1";
|
|
4478
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES: "A2";
|
|
4479
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME: "A3";
|
|
4480
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES: "A4";
|
|
4481
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME: "A5";
|
|
4482
|
+
readonly COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS: "AQ";
|
|
4483
|
+
readonly SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S1";
|
|
4484
|
+
readonly SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S2";
|
|
4485
|
+
readonly SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S3";
|
|
4486
|
+
readonly SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S4";
|
|
4487
|
+
readonly SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: "S5";
|
|
4488
|
+
readonly EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH: "M1";
|
|
4489
|
+
readonly SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH: "M2";
|
|
4490
|
+
readonly OCS_LOCKED_IN_NON_ACT: "MT";
|
|
4491
|
+
readonly ACT_ACCEPTED_TRADE: "M3";
|
|
4492
|
+
readonly ACT_DEFAULT_TRADE: "M4";
|
|
4493
|
+
readonly ACT_DEFAULT_AFTER_M2: "M5";
|
|
4494
|
+
readonly ACT_M6_MATCH: "M6";
|
|
4495
|
+
};
|
|
4496
|
+
readonly MDEntryType: {
|
|
4497
|
+
readonly BID: "0";
|
|
4498
|
+
readonly OFFER: "1";
|
|
4499
|
+
readonly TRADE: "2";
|
|
4500
|
+
readonly INDEX_VALUE: "3";
|
|
4501
|
+
readonly OPENING_PRICE: "4";
|
|
4502
|
+
readonly CLOSING_PRICE: "5";
|
|
4503
|
+
readonly SETTLEMENT_PRICE: "6";
|
|
4504
|
+
readonly TRADING_SESSION_HIGH_PRICE: "7";
|
|
4505
|
+
readonly TRADING_SESSION_LOW_PRICE: "8";
|
|
4506
|
+
readonly TRADING_SESSION_VWAP_PRICE: "9";
|
|
4507
|
+
readonly IMBALANCE: "A";
|
|
4508
|
+
readonly TRADE_VOLUME: "B";
|
|
4509
|
+
readonly OPEN_INTEREST: "C";
|
|
4510
|
+
};
|
|
4511
|
+
readonly MDImplicitDelete: {
|
|
4512
|
+
readonly YES: "Y";
|
|
4513
|
+
readonly NO: "N";
|
|
4514
|
+
};
|
|
4515
|
+
readonly MDReqRejReason: {
|
|
4516
|
+
readonly UNKNOWN_SYMBOL: "0";
|
|
4517
|
+
readonly DUPLICATE_MDREQID: "1";
|
|
4518
|
+
readonly INSUFFICIENT_BANDWIDTH: "2";
|
|
4519
|
+
readonly INSUFFICIENT_PERMISSIONS: "3";
|
|
4520
|
+
readonly UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE: "4";
|
|
4521
|
+
readonly UNSUPPORTED_MARKETDEPTH: "5";
|
|
4522
|
+
readonly UNSUPPORTED_MDUPDATETYPE: "6";
|
|
4523
|
+
readonly UNSUPPORTED_AGGREGATEDBOOK: "7";
|
|
4524
|
+
readonly UNSUPPORTED_MDENTRYTYPE: "8";
|
|
4525
|
+
readonly UNSUPPORTED_TRADINGSESSIONID: "9";
|
|
4526
|
+
readonly UNSUPPORTED_SCOPE: "A";
|
|
4527
|
+
readonly UNSUPPORTED_OPENCLOSESETTLEFLAG: "B";
|
|
4528
|
+
readonly UNSUPPORTED_MDIMPLICITDELETE: "C";
|
|
4529
|
+
};
|
|
4530
|
+
readonly MDUpdateAction: {
|
|
4531
|
+
readonly NEW: "0";
|
|
4532
|
+
readonly CHANGE: "1";
|
|
4533
|
+
readonly DELETE: "2";
|
|
4534
|
+
};
|
|
4535
|
+
readonly MDUpdateType: {
|
|
4536
|
+
readonly FULL_REFRESH: "0";
|
|
4537
|
+
readonly INCREMENTAL_REFRESH: "1";
|
|
4538
|
+
};
|
|
4539
|
+
readonly MessageEncoding: {
|
|
4540
|
+
readonly JIS: "ISO-2022-JP";
|
|
4541
|
+
readonly EUC: "EUC-JP";
|
|
4542
|
+
readonly FOR_USING_SJIS: "Shift_JIS";
|
|
4543
|
+
readonly UNICODE: "UTF-8";
|
|
4544
|
+
};
|
|
4545
|
+
readonly MiscFeeBasis: {
|
|
4546
|
+
readonly ABSOLUTE: "0";
|
|
4547
|
+
readonly PER_UNIT: "1";
|
|
4548
|
+
readonly PERCENTAGE: "2";
|
|
4549
|
+
};
|
|
4550
|
+
readonly MiscFeeType: {
|
|
4551
|
+
readonly REGULATORY: "1";
|
|
4552
|
+
readonly TAX: "2";
|
|
4553
|
+
readonly LOCAL_COMMISSION: "3";
|
|
4554
|
+
readonly EXCHANGE_FEES: "4";
|
|
4555
|
+
readonly STAMP: "5";
|
|
4556
|
+
readonly LEVY: "6";
|
|
4557
|
+
readonly OTHER: "7";
|
|
4558
|
+
readonly MARKUP: "8";
|
|
4559
|
+
readonly CONSUMPTION_TAX: "9";
|
|
4560
|
+
readonly PER_TRANSACTION: "10";
|
|
4561
|
+
readonly CONVERSION: "11";
|
|
4562
|
+
readonly AGENT: "12";
|
|
4563
|
+
};
|
|
4564
|
+
readonly MoneyLaunderingStatus: {
|
|
4565
|
+
readonly PASSED: "Y";
|
|
4566
|
+
readonly NOT_CHECKED: "N";
|
|
4567
|
+
readonly EXEMPT_BELOW_THE_LIMIT: "1";
|
|
4568
|
+
readonly EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION: "2";
|
|
4569
|
+
readonly EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION: "3";
|
|
4570
|
+
};
|
|
4571
|
+
readonly MsgDirection: {
|
|
4572
|
+
readonly SEND: "S";
|
|
4573
|
+
readonly RECEIVE: "R";
|
|
4574
|
+
};
|
|
4575
|
+
readonly MsgType: {
|
|
4576
|
+
readonly HEARTBEAT: "0";
|
|
4577
|
+
readonly TEST_REQUEST: "1";
|
|
4578
|
+
readonly RESEND_REQUEST: "2";
|
|
4579
|
+
readonly REJECT: "3";
|
|
4580
|
+
readonly SEQUENCE_RESET: "4";
|
|
4581
|
+
readonly LOGOUT: "5";
|
|
4582
|
+
readonly INDICATION_OF_INTEREST: "6";
|
|
4583
|
+
readonly ADVERTISEMENT: "7";
|
|
4584
|
+
readonly EXECUTION_REPORT: "8";
|
|
4585
|
+
readonly ORDER_CANCEL_REJECT: "9";
|
|
4586
|
+
readonly LOGON: "A";
|
|
4587
|
+
readonly NEWS: "B";
|
|
4588
|
+
readonly EMAIL: "C";
|
|
4589
|
+
readonly ORDER_SINGLE: "D";
|
|
4590
|
+
readonly ORDER_LIST: "E";
|
|
4591
|
+
readonly ORDER_CANCEL_REQUEST: "F";
|
|
4592
|
+
readonly ORDER_CANCEL_REPLACE_REQUEST: "G";
|
|
4593
|
+
readonly ORDER_STATUS_REQUEST: "H";
|
|
4594
|
+
readonly ALLOCATION_INSTRUCTION: "J";
|
|
4595
|
+
readonly LIST_CANCEL_REQUEST: "K";
|
|
4596
|
+
readonly LIST_EXECUTE: "L";
|
|
4597
|
+
readonly LIST_STATUS_REQUEST: "M";
|
|
4598
|
+
readonly LIST_STATUS: "N";
|
|
4599
|
+
readonly ALLOCATION_INSTRUCTION_ACK: "P";
|
|
4600
|
+
readonly DONT_KNOW_TRADE: "Q";
|
|
4601
|
+
readonly QUOTE_REQUEST: "R";
|
|
4602
|
+
readonly QUOTE: "S";
|
|
4603
|
+
readonly SETTLEMENT_INSTRUCTIONS: "T";
|
|
4604
|
+
readonly MARKET_DATA_REQUEST: "V";
|
|
4605
|
+
readonly MARKET_DATA_SNAPSHOT_FULL_REFRESH: "W";
|
|
4606
|
+
readonly MARKET_DATA_INCREMENTAL_REFRESH: "X";
|
|
4607
|
+
readonly MARKET_DATA_REQUEST_REJECT: "Y";
|
|
4608
|
+
readonly QUOTE_CANCEL: "Z";
|
|
4609
|
+
readonly QUOTE_STATUS_REQUEST: "a";
|
|
4610
|
+
readonly MASS_QUOTE_ACKNOWLEDGEMENT: "b";
|
|
4611
|
+
readonly SECURITY_DEFINITION_REQUEST: "c";
|
|
4612
|
+
readonly SECURITY_DEFINITION: "d";
|
|
4613
|
+
readonly SECURITY_STATUS_REQUEST: "e";
|
|
4614
|
+
readonly SECURITY_STATUS: "f";
|
|
4615
|
+
readonly TRADING_SESSION_STATUS_REQUEST: "g";
|
|
4616
|
+
readonly TRADING_SESSION_STATUS: "h";
|
|
4617
|
+
readonly MASS_QUOTE: "i";
|
|
4618
|
+
readonly BUSINESS_MESSAGE_REJECT: "j";
|
|
4619
|
+
readonly BID_REQUEST: "k";
|
|
4620
|
+
readonly BID_RESPONSE: "l";
|
|
4621
|
+
readonly LIST_STRIKE_PRICE: "m";
|
|
4622
|
+
readonly XML_MESSAGE: "n";
|
|
4623
|
+
readonly REGISTRATION_INSTRUCTIONS: "o";
|
|
4624
|
+
readonly REGISTRATION_INSTRUCTIONS_RESPONSE: "p";
|
|
4625
|
+
readonly ORDER_MASS_CANCEL_REQUEST: "q";
|
|
4626
|
+
readonly ORDER_MASS_CANCEL_REPORT: "r";
|
|
4627
|
+
readonly NEW_ORDER_s: "s";
|
|
4628
|
+
readonly CROSS_ORDER_CANCEL_REPLACE_REQUEST: "t";
|
|
4629
|
+
readonly CROSS_ORDER_CANCEL_REQUEST: "u";
|
|
4630
|
+
readonly SECURITY_TYPE_REQUEST: "v";
|
|
4631
|
+
readonly SECURITY_TYPES: "w";
|
|
4632
|
+
readonly SECURITY_LIST_REQUEST: "x";
|
|
4633
|
+
readonly SECURITY_LIST: "y";
|
|
4634
|
+
readonly DERIVATIVE_SECURITY_LIST_REQUEST: "z";
|
|
4635
|
+
readonly DERIVATIVE_SECURITY_LIST: "AA";
|
|
4636
|
+
readonly NEW_ORDER_AB: "AB";
|
|
4637
|
+
readonly MULTILEG_ORDER_CANCEL_REPLACE: "AC";
|
|
4638
|
+
readonly TRADE_CAPTURE_REPORT_REQUEST: "AD";
|
|
4639
|
+
readonly TRADE_CAPTURE_REPORT: "AE";
|
|
4640
|
+
readonly ORDER_MASS_STATUS_REQUEST: "AF";
|
|
4641
|
+
readonly QUOTE_REQUEST_REJECT: "AG";
|
|
4642
|
+
readonly RFQ_REQUEST: "AH";
|
|
4643
|
+
readonly QUOTE_STATUS_REPORT: "AI";
|
|
4644
|
+
readonly QUOTE_RESPONSE: "AJ";
|
|
4645
|
+
readonly CONFIRMATION: "AK";
|
|
4646
|
+
readonly POSITION_MAINTENANCE_REQUEST: "AL";
|
|
4647
|
+
readonly POSITION_MAINTENANCE_REPORT: "AM";
|
|
4648
|
+
readonly REQUEST_FOR_POSITIONS: "AN";
|
|
4649
|
+
readonly REQUEST_FOR_POSITIONS_ACK: "AO";
|
|
4650
|
+
readonly POSITION_REPORT: "AP";
|
|
4651
|
+
readonly TRADE_CAPTURE_REPORT_REQUEST_ACK: "AQ";
|
|
4652
|
+
readonly TRADE_CAPTURE_REPORT_ACK: "AR";
|
|
4653
|
+
readonly ALLOCATION_REPORT: "AS";
|
|
4654
|
+
readonly ALLOCATION_REPORT_ACK: "AT";
|
|
4655
|
+
readonly CONFIRMATION_ACK: "AU";
|
|
4656
|
+
readonly SETTLEMENT_INSTRUCTION_REQUEST: "AV";
|
|
4657
|
+
readonly ASSIGNMENT_REPORT: "AW";
|
|
4658
|
+
readonly COLLATERAL_REQUEST: "AX";
|
|
4659
|
+
readonly COLLATERAL_ASSIGNMENT: "AY";
|
|
4660
|
+
readonly COLLATERAL_RESPONSE: "AZ";
|
|
4661
|
+
readonly COLLATERAL_REPORT: "BA";
|
|
4662
|
+
readonly COLLATERAL_INQUIRY: "BB";
|
|
4663
|
+
readonly NETWORK_BC: "BC";
|
|
4664
|
+
readonly NETWORK_BD: "BD";
|
|
4665
|
+
readonly USER_REQUEST: "BE";
|
|
4666
|
+
readonly USER_RESPONSE: "BF";
|
|
4667
|
+
readonly COLLATERAL_INQUIRY_ACK: "BG";
|
|
4668
|
+
readonly CONFIRMATION_REQUEST: "BH";
|
|
4669
|
+
};
|
|
4670
|
+
readonly MultiLegReportingType: {
|
|
4671
|
+
readonly SINGLE_SECURITY: "1";
|
|
4672
|
+
readonly INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY: "2";
|
|
4673
|
+
readonly MULTI_LEG_SECURITY: "3";
|
|
4674
|
+
};
|
|
4675
|
+
readonly MultiLegRptTypeReq: {
|
|
4676
|
+
readonly REPORT_BY_MULITLEG_SECURITY_ONLY: "0";
|
|
4677
|
+
readonly REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY: "1";
|
|
4678
|
+
readonly REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY: "2";
|
|
4679
|
+
};
|
|
4680
|
+
readonly NetGrossInd: {
|
|
4681
|
+
readonly NET: "1";
|
|
4682
|
+
readonly GROSS: "2";
|
|
4683
|
+
};
|
|
4684
|
+
readonly NetworkRequestType: {
|
|
4685
|
+
readonly SNAPSHOT: "1";
|
|
4686
|
+
readonly SUBSCRIBE: "2";
|
|
4687
|
+
readonly STOP_SUBSCRIBING: "4";
|
|
4688
|
+
readonly LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED: "8";
|
|
4689
|
+
};
|
|
4690
|
+
readonly NetworkStatusResponseType: {
|
|
4691
|
+
readonly FULL: "1";
|
|
4692
|
+
readonly INCREMENTAL_UPDATE: "2";
|
|
4693
|
+
};
|
|
4694
|
+
readonly NoSides: {
|
|
4695
|
+
readonly ONE_SIDE: "1";
|
|
4696
|
+
readonly BOTH_SIDES: "2";
|
|
4697
|
+
};
|
|
4698
|
+
readonly NotifyBrokerOfCredit: {
|
|
4699
|
+
readonly YES: "Y";
|
|
4700
|
+
readonly NO: "N";
|
|
4701
|
+
};
|
|
4702
|
+
readonly OddLot: {
|
|
4703
|
+
readonly YES: "Y";
|
|
4704
|
+
readonly NO: "N";
|
|
4705
|
+
};
|
|
4706
|
+
readonly OpenCloseSettlFlag: {
|
|
4707
|
+
readonly DAILY_OPEN: "0";
|
|
4708
|
+
readonly SESSION_OPEN: "1";
|
|
4709
|
+
readonly DELIVERY_SETTLEMENT_ENTRY: "2";
|
|
4710
|
+
readonly EXPECTED_ENTRY: "3";
|
|
4711
|
+
readonly ENTRY_FROM_PREVIOUS_BUSINESS_DAY: "4";
|
|
4712
|
+
readonly THEORETICAL_PRICE_VALUE: "5";
|
|
4713
|
+
};
|
|
4714
|
+
readonly OrderCapacity: {
|
|
4715
|
+
readonly AGENCY: "A";
|
|
4716
|
+
readonly PROPRIETARY: "G";
|
|
4717
|
+
readonly INDIVIDUAL: "I";
|
|
4718
|
+
readonly PRINCIPAL: "P";
|
|
4719
|
+
readonly RISKLESS_PRINCIPAL: "R";
|
|
4720
|
+
readonly AGENT_FOR_OTHER_MEMBER: "W";
|
|
4721
|
+
};
|
|
4722
|
+
readonly OrderRestrictions: {
|
|
4723
|
+
readonly PROGRAM_TRADE: "1";
|
|
4724
|
+
readonly INDEX_ARBITRAGE: "2";
|
|
4725
|
+
readonly NON_INDEX_ARBITRAGE: "3";
|
|
4726
|
+
readonly COMPETING_MARKET_MAKER: "4";
|
|
4727
|
+
readonly ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY: "5";
|
|
4728
|
+
readonly ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY: "6";
|
|
4729
|
+
readonly FOREIGN_ENTITY: "7";
|
|
4730
|
+
readonly EXTERNAL_MARKET_PARTICIPANT: "8";
|
|
4731
|
+
readonly EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE: "9";
|
|
4732
|
+
readonly RISKLESS_ARBITRAGE: "A";
|
|
4733
|
+
};
|
|
4734
|
+
readonly OrdRejReason: {
|
|
4735
|
+
readonly BROKER: "0";
|
|
4736
|
+
readonly UNKNOWN_SYMBOL: "1";
|
|
4737
|
+
readonly EXCHANGE_CLOSED: "2";
|
|
4738
|
+
readonly ORDER_EXCEEDS_LIMIT: "3";
|
|
4739
|
+
readonly TOO_LATE_TO_ENTER: "4";
|
|
4740
|
+
readonly UNKNOWN_ORDER: "5";
|
|
4741
|
+
readonly DUPLICATE_ORDER: "6";
|
|
4742
|
+
readonly DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER: "7";
|
|
4743
|
+
readonly STALE_ORDER: "8";
|
|
4744
|
+
readonly TRADE_ALONG_REQUIRED: "9";
|
|
4745
|
+
readonly INVALID_INVESTOR_ID: "10";
|
|
4746
|
+
readonly UNSUPPORTED_ORDER_CHARACTERISTIC12_SURVEILLENCE_OPTION: "11";
|
|
4747
|
+
readonly INCORRECT_QUANTITY: "13";
|
|
4748
|
+
readonly INCORRECT_ALLOCATED_QUANTITY: "14";
|
|
4749
|
+
readonly UNKNOWN_ACCOUNT: "15";
|
|
4750
|
+
readonly OTHER: "99";
|
|
4751
|
+
};
|
|
4752
|
+
readonly OrdStatus: {
|
|
4753
|
+
readonly NEW: "0";
|
|
4754
|
+
readonly PARTIALLY_FILLED: "1";
|
|
4755
|
+
readonly FILLED: "2";
|
|
4756
|
+
readonly DONE_FOR_DAY: "3";
|
|
4757
|
+
readonly CANCELED: "4";
|
|
4758
|
+
readonly PENDING_CANCEL: "6";
|
|
4759
|
+
readonly STOPPED: "7";
|
|
4760
|
+
readonly REJECTED: "8";
|
|
4761
|
+
readonly SUSPENDED: "9";
|
|
4762
|
+
readonly PENDING_NEW: "A";
|
|
4763
|
+
readonly CALCULATED: "B";
|
|
4764
|
+
readonly EXPIRED: "C";
|
|
4765
|
+
readonly ACCEPTED_FOR_BIDDING: "D";
|
|
4766
|
+
readonly PENDING_REPLACE: "E";
|
|
4767
|
+
};
|
|
4768
|
+
readonly OrdType: {
|
|
4769
|
+
readonly MARKET: "1";
|
|
4770
|
+
readonly LIMIT: "2";
|
|
4771
|
+
readonly STOP: "3";
|
|
4772
|
+
readonly STOP_LIMIT: "4";
|
|
4773
|
+
readonly WITH_OR_WITHOUT: "6";
|
|
4774
|
+
readonly LIMIT_OR_BETTER: "7";
|
|
4775
|
+
readonly LIMIT_WITH_OR_WITHOUT: "8";
|
|
4776
|
+
readonly ON_BASIS: "9";
|
|
4777
|
+
readonly PREVIOUSLY_QUOTED: "D";
|
|
4778
|
+
readonly PREVIOUSLY_INDICATED: "E";
|
|
4779
|
+
readonly FOREX: "G";
|
|
4780
|
+
readonly FUNARI: "I";
|
|
4781
|
+
readonly MARKET_IF_TOUCHED: "J";
|
|
4782
|
+
readonly MARKET_WITH_LEFTOVER_AS_LIMIT: "K";
|
|
4783
|
+
readonly PREVIOUS_FUND_VALUATION_POINT: "L";
|
|
4784
|
+
readonly NEXT_FUND_VALUATION_POINT: "M";
|
|
4785
|
+
readonly PEGGED: "P";
|
|
4786
|
+
};
|
|
4787
|
+
readonly OwnershipType: {
|
|
4788
|
+
readonly JOINT_INVESTORS: "J";
|
|
4789
|
+
readonly TENANTS_IN_COMMON: "T";
|
|
4790
|
+
readonly JOINT_TRUSTEES: "2";
|
|
4791
|
+
};
|
|
4792
|
+
readonly OwnerType: {
|
|
4793
|
+
readonly INDIVIDUAL_INVESTOR: "1";
|
|
4794
|
+
readonly PUBLIC_COMPANY: "2";
|
|
4795
|
+
readonly PRIVATE_COMPANY: "3";
|
|
4796
|
+
readonly INDIVIDUAL_TRUSTEE: "4";
|
|
4797
|
+
readonly COMPANY_TRUSTEE: "5";
|
|
4798
|
+
readonly PENSION_PLAN: "6";
|
|
4799
|
+
readonly CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT: "7";
|
|
4800
|
+
readonly TRUSTS: "8";
|
|
4801
|
+
readonly FIDUCIARIES: "9";
|
|
4802
|
+
readonly NETWORKING_SUB_ACCOUNT: "10";
|
|
4803
|
+
readonly NON_PROFIT_ORGANIZATION: "11";
|
|
4804
|
+
readonly CORPORATE_BODY: "12";
|
|
4805
|
+
readonly NOMINEE: "13";
|
|
4806
|
+
};
|
|
4807
|
+
readonly PartyIDSource: {
|
|
4808
|
+
readonly BIC: "B";
|
|
4809
|
+
readonly GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: "C";
|
|
4810
|
+
readonly PROPRIETARY_CUSTOM_CODE: "D";
|
|
4811
|
+
readonly ISO_COUNTRY_CODE: "E";
|
|
4812
|
+
readonly SETTLEMENT_ENTITY_LOCATION: "F";
|
|
4813
|
+
readonly MIC: "G";
|
|
4814
|
+
readonly CSD_PARTICIPANT_MEMBER_CODE: "H";
|
|
4815
|
+
readonly KOREAN_INVESTOR_ID: "1";
|
|
4816
|
+
readonly TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII: "2";
|
|
4817
|
+
readonly TAIWANESE_TRADING_ACCOUNT: "3";
|
|
4818
|
+
readonly MALAYSIAN_CENTRAL_DEPOSITORY: "4";
|
|
4819
|
+
readonly CHINESE_B_SHARE: "5";
|
|
4820
|
+
readonly UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER: "6";
|
|
4821
|
+
readonly US_SOCIAL_SECURITY_NUMBER: "7";
|
|
4822
|
+
readonly US_EMPLOYER_IDENTIFICATION_NUMBER: "8";
|
|
4823
|
+
readonly AUSTRALIAN_BUSINESS_NUMBER: "9";
|
|
4824
|
+
readonly AUSTRALIAN_TAX_FILE_NUMBER: "A";
|
|
4825
|
+
readonly DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT: "I";
|
|
4826
|
+
};
|
|
4827
|
+
readonly PartyRole: {
|
|
4828
|
+
readonly EXECUTING_FIRM: "1";
|
|
4829
|
+
readonly BROKER_OF_CREDIT: "2";
|
|
4830
|
+
readonly CLIENT_ID: "3";
|
|
4831
|
+
readonly CLEARING_FIRM: "4";
|
|
4832
|
+
readonly INVESTOR_ID: "5";
|
|
4833
|
+
readonly INTRODUCING_FIRM: "6";
|
|
4834
|
+
readonly ENTERING_FIRM: "7";
|
|
4835
|
+
readonly LOCATE_LENDING_FIRM: "8";
|
|
4836
|
+
readonly FUND_MANAGER_CLIENT_ID: "9";
|
|
4837
|
+
readonly SETTLEMENT_LOCATION: "10";
|
|
4838
|
+
readonly ORDER_ORIGINATION_TRADER: "11";
|
|
4839
|
+
readonly EXECUTING_TRADER: "12";
|
|
4840
|
+
readonly ORDER_ORIGINATION_FIRM: "13";
|
|
4841
|
+
readonly GIVEUP_CLEARING_FIRM: "14";
|
|
4842
|
+
readonly CORRESPONDANT_CLEARING_FIRM: "15";
|
|
4843
|
+
readonly EXECUTING_SYSTEM: "16";
|
|
4844
|
+
readonly CONTRA_FIRM: "17";
|
|
4845
|
+
readonly CONTRA_CLEARING_FIRM: "18";
|
|
4846
|
+
readonly SPONSORING_FIRM: "19";
|
|
4847
|
+
readonly UNDERLYING_CONTRA_FIRM: "20";
|
|
4848
|
+
readonly CLEARING_ORGANIZATION: "21";
|
|
4849
|
+
readonly EXCHANGE: "22";
|
|
4850
|
+
readonly CUSTOMER_ACCOUNT: "24";
|
|
4851
|
+
readonly CORRESPONDENT_CLEARING_ORGANIZATION: "25";
|
|
4852
|
+
readonly CORRESPONDENT_BROKER: "26";
|
|
4853
|
+
readonly BUYER_SELLER: "27";
|
|
4854
|
+
readonly CUSTODIAN: "28";
|
|
4855
|
+
readonly INTERMEDIARY: "29";
|
|
4856
|
+
readonly AGENT: "30";
|
|
4857
|
+
readonly SUB_CUSTODIAN: "31";
|
|
4858
|
+
readonly BENEFICIARY: "32";
|
|
4859
|
+
readonly INTERESTED_PARTY: "33";
|
|
4860
|
+
readonly REGULATORY_BODY: "34";
|
|
4861
|
+
readonly LIQUIDITY_PROVIDER: "35";
|
|
4862
|
+
readonly ENTERING_TRADER: "36";
|
|
4863
|
+
readonly CONTRA_TRADER: "37";
|
|
4864
|
+
readonly POSITION_ACCOUNT: "38";
|
|
4865
|
+
};
|
|
4866
|
+
readonly PartySubIDType: {
|
|
4867
|
+
readonly FIRM: "1";
|
|
4868
|
+
readonly PERSON: "2";
|
|
4869
|
+
readonly SYSTEM: "3";
|
|
4870
|
+
readonly APPLICATION: "4";
|
|
4871
|
+
readonly FULL_LEGAL_NAME_OF_FIRM: "5";
|
|
4872
|
+
readonly POSTAL_ADDRESS: "6";
|
|
4873
|
+
readonly PHONE_NUMBER: "7";
|
|
4874
|
+
readonly EMAIL_ADDRESS: "8";
|
|
4875
|
+
readonly CONTACT_NAME: "9";
|
|
4876
|
+
readonly SECURITIES_ACCOUNT_NUMBER: "10";
|
|
4877
|
+
readonly REGISTRATION_NUMBER: "11";
|
|
4878
|
+
readonly REGISTERED_ADDRESS_12: "12";
|
|
4879
|
+
readonly REGULATORY_STATUS: "13";
|
|
4880
|
+
readonly REGISTRATION_NAME: "14";
|
|
4881
|
+
readonly CASH_ACCOUNT_NUMBER: "15";
|
|
4882
|
+
readonly BIC: "16";
|
|
4883
|
+
readonly CSD_PARTICIPANT_MEMBER_CODE: "17";
|
|
4884
|
+
readonly REGISTERED_ADDRESS_18: "18";
|
|
4885
|
+
readonly FUND_ACCOUNT_NAME: "19";
|
|
4886
|
+
readonly TELEX_NUMBER: "20";
|
|
4887
|
+
readonly FAX_NUMBER: "21";
|
|
4888
|
+
readonly SECURITIES_ACCOUNT_NAME: "22";
|
|
4889
|
+
readonly CASH_ACCOUNT_NAME: "23";
|
|
4890
|
+
readonly DEPARTMENT: "24";
|
|
4891
|
+
readonly LOCATION: "25";
|
|
4892
|
+
readonly POSITION_ACCOUNT_TYPE: "26";
|
|
4893
|
+
};
|
|
4894
|
+
readonly PaymentMethod: {
|
|
4895
|
+
readonly CREST: "1";
|
|
4896
|
+
readonly NSCC: "2";
|
|
4897
|
+
readonly EUROCLEAR: "3";
|
|
4898
|
+
readonly CLEARSTREAM: "4";
|
|
4899
|
+
readonly CHEQUE: "5";
|
|
4900
|
+
readonly TELEGRAPHIC_TRANSFER: "6";
|
|
4901
|
+
readonly FEDWIRE: "7";
|
|
4902
|
+
readonly DEBIT_CARD: "8";
|
|
4903
|
+
readonly DIRECT_DEBIT: "9";
|
|
4904
|
+
readonly DIRECT_CREDIT: "10";
|
|
4905
|
+
readonly CREDIT_CARD: "11";
|
|
4906
|
+
readonly ACH_DEBIT: "12";
|
|
4907
|
+
readonly ACH_CREDIT: "13";
|
|
4908
|
+
readonly BPAY: "14";
|
|
4909
|
+
readonly HIGH_VALUE_CLEARING_SYSTEM: "15";
|
|
4910
|
+
};
|
|
4911
|
+
readonly PegLimitType: {
|
|
4912
|
+
readonly OR_BETTER: "0";
|
|
4913
|
+
readonly STRICT_LIMIT_IS_A_STRICT_LIMIT: "1";
|
|
4914
|
+
readonly OR_WORSE_FOR_A_BUY_THE_PEG_LIMIT_IS_A_MINIMUM_AND_FOR_A_SELL_THE_PEG_LIMIT_IS_A_MAXIMUM: "2";
|
|
4915
|
+
};
|
|
4916
|
+
readonly PegMoveType: {
|
|
4917
|
+
readonly FLOATING: "0";
|
|
4918
|
+
readonly FIXED: "1";
|
|
4919
|
+
};
|
|
4920
|
+
readonly PegOffsetType: {
|
|
4921
|
+
readonly PRICE: "0";
|
|
4922
|
+
readonly BASIS_POINTS: "1";
|
|
4923
|
+
readonly TICKS: "2";
|
|
4924
|
+
readonly PRICE_TIER: "3";
|
|
4925
|
+
};
|
|
4926
|
+
readonly PegRoundDirection: {
|
|
4927
|
+
readonly MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_ROUND_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ROUND_DOWN_TO_THE_NEAREST_TICK: "1";
|
|
4928
|
+
readonly MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_NEAREST_TICK: "2";
|
|
4929
|
+
};
|
|
4930
|
+
readonly PegScope: {
|
|
4931
|
+
readonly LOCAL: "1";
|
|
4932
|
+
readonly NATIONAL: "2";
|
|
4933
|
+
readonly GLOBAL: "3";
|
|
4934
|
+
readonly NATIONAL_EXCLUDING_LOCAL: "4";
|
|
4935
|
+
};
|
|
4936
|
+
readonly PosAmtType: {
|
|
4937
|
+
readonly FINAL_MARK_TO_MARKET_AMOUNT: "FMTM";
|
|
4938
|
+
readonly INCREMENTAL_MARK_TO_MARKET_AMOUNT: "IMTM";
|
|
4939
|
+
readonly TRADE_VARIATION_AMOUNT: "TVAR";
|
|
4940
|
+
readonly START_OF_DAY_MARK_TO_MARKET_AMOUNT: "SMTM";
|
|
4941
|
+
readonly PREMIUM_AMOUNT: "PREM";
|
|
4942
|
+
readonly CASH_RESIDUAL_AMOUNT: "CRES";
|
|
4943
|
+
readonly CASH_AMOUNT: "CASH";
|
|
4944
|
+
readonly VALUE_ADJUSTED_AMOUNT: "VADJ";
|
|
4945
|
+
};
|
|
4946
|
+
readonly PositionEffect: {
|
|
4947
|
+
readonly OPEN: "O";
|
|
4948
|
+
readonly CLOSE: "C";
|
|
4949
|
+
readonly ROLLED: "R";
|
|
4950
|
+
readonly FIFO: "F";
|
|
4951
|
+
};
|
|
4952
|
+
readonly PosMaintAction: {
|
|
4953
|
+
readonly NEW_USED_TO_INCREMENT_THE_OVERALL_TRANSACTION_QUANTITY: "1";
|
|
4954
|
+
readonly REPLACE_USED_TO_OVERRIDE_THE_OVERALL_TRANSACTION_QUANTITY_OR_SPECIFIC_ADD_MESSAGES_BASED_ON_THE_REFERENCE_ID: "2";
|
|
4955
|
+
readonly CANCEL_USED_TO_REMOVE_THE_OVERALL_TRANSACTION_OR_SPECIFIC_ADD_MESSAGES_BASED_ON_REFERENCE_ID: "3";
|
|
4956
|
+
};
|
|
4957
|
+
readonly PosMaintResult: {
|
|
4958
|
+
readonly SUCCESSFUL_COMPLETION: "0";
|
|
4959
|
+
readonly REJECTED: "1";
|
|
4960
|
+
readonly OTHER: "99";
|
|
4961
|
+
};
|
|
4962
|
+
readonly PosMaintStatus: {
|
|
4963
|
+
readonly ACCEPTED: "0";
|
|
4964
|
+
readonly ACCEPTED_WITH_WARNINGS: "1";
|
|
4965
|
+
readonly REJECTED: "2";
|
|
4966
|
+
readonly COMPLETED: "3";
|
|
4967
|
+
readonly COMPLETED_WITH_WARNINGS: "4";
|
|
4968
|
+
};
|
|
4969
|
+
readonly PosQtyStatus: {
|
|
4970
|
+
readonly SUBMITTED: "0";
|
|
4971
|
+
readonly ACCEPTED: "1";
|
|
4972
|
+
readonly REJECTED: "2";
|
|
4973
|
+
};
|
|
4974
|
+
readonly PosReqResult: {
|
|
4975
|
+
readonly VALID_REQUEST: "0";
|
|
4976
|
+
readonly INVALID_OR_UNSUPPORTED_REQUEST: "1";
|
|
4977
|
+
readonly NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA: "2";
|
|
4978
|
+
readonly NOT_AUTHORIZED_TO_REQUEST_POSITIONS: "3";
|
|
4979
|
+
readonly REQUEST_FOR_POSITION_NOT_SUPPORTED: "4";
|
|
4980
|
+
readonly OTHER: "99";
|
|
4981
|
+
};
|
|
4982
|
+
readonly PosReqStatus: {
|
|
4983
|
+
readonly COMPLETED: "0";
|
|
4984
|
+
readonly COMPLETED_WITH_WARNINGS: "1";
|
|
4985
|
+
readonly REJECTED: "2";
|
|
4986
|
+
};
|
|
4987
|
+
readonly PosReqType: {
|
|
4988
|
+
readonly POSITIONS: "0";
|
|
4989
|
+
readonly TRADES: "1";
|
|
4990
|
+
readonly EXERCISES: "2";
|
|
4991
|
+
readonly ASSIGNMENTS: "3";
|
|
4992
|
+
};
|
|
4993
|
+
readonly PossDupFlag: {
|
|
4994
|
+
readonly YES: "Y";
|
|
4995
|
+
readonly NO: "N";
|
|
4996
|
+
};
|
|
4997
|
+
readonly PossResend: {
|
|
4998
|
+
readonly YES: "Y";
|
|
4999
|
+
readonly NO: "N";
|
|
5000
|
+
};
|
|
5001
|
+
readonly PosTransType: {
|
|
5002
|
+
readonly EXERCISE: "1";
|
|
5003
|
+
readonly DO_NOT_EXERCISE: "2";
|
|
5004
|
+
readonly POSITION_ADJUSTMENT: "3";
|
|
5005
|
+
readonly POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION: "4";
|
|
5006
|
+
readonly PLEDGE: "5";
|
|
5007
|
+
};
|
|
5008
|
+
readonly PosType: {
|
|
5009
|
+
readonly TRANSACTION_QUANTITY: "TQ";
|
|
5010
|
+
readonly INTRA_SPREAD_QTY: "IAS";
|
|
5011
|
+
readonly INTER_SPREAD_QTY: "IES";
|
|
5012
|
+
readonly END_OF_DAY_QTY: "FIN";
|
|
5013
|
+
readonly START_OF_DAY_QTY: "SOD";
|
|
5014
|
+
readonly OPTION_EXERCISE_QTY: "EX";
|
|
5015
|
+
readonly OPTION_ASSIGNMENT: "AS";
|
|
5016
|
+
readonly TRANSACTION_FROM_EXERCISE: "TX";
|
|
5017
|
+
readonly TRANSACTION_FROM_ASSIGNMENT: "TA";
|
|
5018
|
+
readonly PIT_TRADE_QTY: "PIT";
|
|
5019
|
+
readonly TRANSFER_TRADE_QTY: "TRF";
|
|
5020
|
+
readonly ELECTRONIC_TRADE_QTY: "ETR";
|
|
5021
|
+
readonly ALLOCATION_TRADE_QTY: "ALC";
|
|
5022
|
+
readonly ADJUSTMENT_QTY: "PA";
|
|
5023
|
+
readonly AS_OF_TRADE_QTY: "ASF";
|
|
5024
|
+
readonly DELIVERY_QTY: "DLV";
|
|
5025
|
+
readonly TOTAL_TRANSACTION_QTY: "TOT";
|
|
5026
|
+
readonly CROSS_MARGIN_QTY: "XM";
|
|
5027
|
+
readonly INTEGRAL_SPLIT: "SPL";
|
|
5028
|
+
};
|
|
5029
|
+
readonly PreallocMethod: {
|
|
5030
|
+
readonly PRO_RATA: "0";
|
|
5031
|
+
readonly DO_NOT_PRO_RATA_DISCUSS_FIRST: "1";
|
|
5032
|
+
};
|
|
5033
|
+
readonly PreviouslyReported: {
|
|
5034
|
+
readonly YES: "Y";
|
|
5035
|
+
readonly NO: "N";
|
|
5036
|
+
};
|
|
5037
|
+
readonly PriceType: {
|
|
5038
|
+
readonly PERCENTAGE: "1";
|
|
5039
|
+
readonly PER_UNIT: "2";
|
|
5040
|
+
readonly FIXED_AMOUNT: "3";
|
|
5041
|
+
readonly DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR: "4";
|
|
5042
|
+
readonly PREMIUM_PERCENTAGE_POINTS_OVER_PAR: "5";
|
|
5043
|
+
readonly SPREAD: "6";
|
|
5044
|
+
readonly TED_PRICE: "7";
|
|
5045
|
+
readonly TED_YIELD: "8";
|
|
5046
|
+
readonly YIELD: "9";
|
|
5047
|
+
readonly FIXED_CABINET_TRADE_PRICE: "10";
|
|
5048
|
+
readonly VARIABLE_CABINET_TRADE_PRICE: "11";
|
|
5049
|
+
};
|
|
5050
|
+
readonly PriorityIndicator: {
|
|
5051
|
+
readonly PRIORITY_UNCHANGED: "0";
|
|
5052
|
+
readonly LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE: "1";
|
|
5053
|
+
};
|
|
5054
|
+
readonly ProcessCode: {
|
|
5055
|
+
readonly REGULAR: "0";
|
|
5056
|
+
readonly SOFT_DOLLAR: "1";
|
|
5057
|
+
readonly STEP_IN: "2";
|
|
5058
|
+
readonly STEP_OUT: "3";
|
|
5059
|
+
readonly SOFT_DOLLAR_STEP_IN: "4";
|
|
5060
|
+
readonly SOFT_DOLLAR_STEP_OUT: "5";
|
|
5061
|
+
readonly PLAN_SPONSOR: "6";
|
|
5062
|
+
};
|
|
5063
|
+
readonly Product: {
|
|
5064
|
+
readonly AGENCY: "1";
|
|
5065
|
+
readonly COMMODITY: "2";
|
|
5066
|
+
readonly CORPORATE: "3";
|
|
5067
|
+
readonly CURRENCY: "4";
|
|
5068
|
+
readonly EQUITY: "5";
|
|
5069
|
+
readonly GOVERNMENT: "6";
|
|
5070
|
+
readonly INDEX: "7";
|
|
5071
|
+
readonly LOAN: "8";
|
|
5072
|
+
readonly MONEYMARKET: "9";
|
|
5073
|
+
readonly MORTGAGE: "10";
|
|
5074
|
+
readonly MUNICIPAL: "11";
|
|
5075
|
+
readonly OTHER: "12";
|
|
5076
|
+
readonly FINANCING: "13";
|
|
5077
|
+
};
|
|
5078
|
+
readonly ProgRptReqs: {
|
|
5079
|
+
readonly BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST: "1";
|
|
5080
|
+
readonly SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD: "2";
|
|
5081
|
+
readonly REAL_TIME_EXECUTION_REPORTS: "3";
|
|
5082
|
+
};
|
|
5083
|
+
readonly PublishTrdIndicator: {
|
|
5084
|
+
readonly YES: "Y";
|
|
5085
|
+
readonly NO: "N";
|
|
5086
|
+
};
|
|
5087
|
+
readonly PutOrCall: {
|
|
5088
|
+
readonly PUT: "0";
|
|
5089
|
+
readonly CALL: "1";
|
|
5090
|
+
};
|
|
5091
|
+
readonly QtyType: {
|
|
5092
|
+
readonly UNITS: "0";
|
|
5093
|
+
readonly CONTRACTS: "1";
|
|
5094
|
+
};
|
|
5095
|
+
readonly QuoteCancelType: {
|
|
5096
|
+
readonly CANCEL_FOR_SYMBOL: "1";
|
|
5097
|
+
readonly CANCEL_FOR_SECURITY_TYPE: "2";
|
|
5098
|
+
readonly CANCEL_FOR_UNDERLYING_SYMBOL: "3";
|
|
5099
|
+
readonly CANCEL_ALL_QUOTES: "4";
|
|
5100
|
+
};
|
|
5101
|
+
readonly QuoteCondition: {
|
|
5102
|
+
readonly OPEN: "A";
|
|
5103
|
+
readonly CLOSED: "B";
|
|
5104
|
+
readonly EXCHANGE_BEST: "C";
|
|
5105
|
+
readonly CONSOLIDATED_BEST: "D";
|
|
5106
|
+
readonly LOCKED: "E";
|
|
5107
|
+
readonly CROSSED: "F";
|
|
5108
|
+
readonly DEPTH: "G";
|
|
5109
|
+
readonly FAST_TRADING: "H";
|
|
5110
|
+
readonly NON_FIRM: "I";
|
|
5111
|
+
};
|
|
5112
|
+
readonly QuotePriceType: {
|
|
5113
|
+
readonly PERCENT: "1";
|
|
5114
|
+
readonly PER_SHARE: "2";
|
|
5115
|
+
readonly FIXED_AMOUNT: "3";
|
|
5116
|
+
readonly DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR: "4";
|
|
5117
|
+
readonly PREMIUM_PERCENTAGE_POINTS_OVER_PAR: "5";
|
|
5118
|
+
readonly BASIS_POINTS_RELATIVE_TO_BENCHMARK: "6";
|
|
5119
|
+
readonly TED_PRICE: "7";
|
|
5120
|
+
readonly TED_YIELD: "8";
|
|
5121
|
+
readonly YIELD_SPREAD: "9";
|
|
5122
|
+
readonly YIELD: "10";
|
|
5123
|
+
};
|
|
5124
|
+
readonly QuoteRejectReason: {
|
|
5125
|
+
readonly UNKNOWN_SYMBOL: "1";
|
|
5126
|
+
readonly EXCHANGE: "2";
|
|
5127
|
+
readonly QUOTE_REQUEST_EXCEEDS_LIMIT: "3";
|
|
5128
|
+
readonly TOO_LATE_TO_ENTER: "4";
|
|
5129
|
+
readonly UNKNOWN_QUOTE: "5";
|
|
5130
|
+
readonly DUPLICATE_QUOTE: "6";
|
|
5131
|
+
readonly INVALID_BID_ASK_SPREAD: "7";
|
|
5132
|
+
readonly INVALID_PRICE: "8";
|
|
5133
|
+
readonly NOT_AUTHORIZED_TO_QUOTE_SECURITY: "9";
|
|
5134
|
+
readonly OTHER: "99";
|
|
5135
|
+
};
|
|
5136
|
+
readonly QuoteRequestRejectReason: {
|
|
5137
|
+
readonly UNKNOWN_SYMBOL: "1";
|
|
5138
|
+
readonly EXCHANGE: "2";
|
|
5139
|
+
readonly QUOTE_REQUEST_EXCEEDS_LIMIT: "3";
|
|
5140
|
+
readonly TOO_LATE_TO_ENTER: "4";
|
|
5141
|
+
readonly INVALID_PRICE: "5";
|
|
5142
|
+
readonly NOT_AUTHORIZED_TO_REQUEST_QUOTE: "6";
|
|
5143
|
+
readonly NO_MATCH_FOR_INQUIRY: "7";
|
|
5144
|
+
readonly NO_MARKET_FOR_INSTRUMENT: "8";
|
|
5145
|
+
readonly NO_INVENTORY: "9";
|
|
5146
|
+
readonly PASS: "10";
|
|
5147
|
+
readonly OTHER: "99";
|
|
5148
|
+
};
|
|
5149
|
+
readonly QuoteRequestType: {
|
|
5150
|
+
readonly MANUAL: "1";
|
|
5151
|
+
readonly AUTOMATIC: "2";
|
|
5152
|
+
};
|
|
5153
|
+
readonly QuoteResponseLevel: {
|
|
5154
|
+
readonly NO_ACKNOWLEDGEMENT: "0";
|
|
5155
|
+
readonly ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES: "1";
|
|
5156
|
+
readonly ACKNOWLEDGE_EACH_QUOTE_MESSAGES: "2";
|
|
5157
|
+
};
|
|
5158
|
+
readonly QuoteRespType: {
|
|
5159
|
+
readonly HIT_LIFT: "1";
|
|
5160
|
+
readonly COUNTER: "2";
|
|
5161
|
+
readonly EXPIRED: "3";
|
|
5162
|
+
readonly COVER: "4";
|
|
5163
|
+
readonly DONE_AWAY: "5";
|
|
5164
|
+
readonly PASS: "6";
|
|
5165
|
+
};
|
|
5166
|
+
readonly QuoteStatus: {
|
|
5167
|
+
readonly ACCEPTED: "0";
|
|
5168
|
+
readonly CANCELED_FOR_SYMBOL: "1";
|
|
5169
|
+
readonly CANCELED_FOR_SECURITY_TYPE: "2";
|
|
5170
|
+
readonly CANCELED_FOR_UNDERLYING: "3";
|
|
5171
|
+
readonly CANCELED_ALL: "4";
|
|
5172
|
+
readonly REJECTED: "5";
|
|
5173
|
+
readonly REMOVED_FROM_MARKET: "6";
|
|
5174
|
+
readonly EXPIRED: "7";
|
|
5175
|
+
readonly QUERY: "8";
|
|
5176
|
+
readonly QUOTE_NOT_FOUND: "9";
|
|
5177
|
+
readonly PENDING: "10";
|
|
5178
|
+
readonly PASS: "11";
|
|
5179
|
+
readonly LOCKED_MARKET_WARNING: "12";
|
|
5180
|
+
readonly CROSS_MARKET_WARNING: "13";
|
|
5181
|
+
readonly CANCELED_DUE_TO_LOCK_MARKET: "14";
|
|
5182
|
+
readonly CANCELED_DUE_TO_CROSS_MARKET: "15";
|
|
5183
|
+
};
|
|
5184
|
+
readonly QuoteType: {
|
|
5185
|
+
readonly INDICATIVE: "0";
|
|
5186
|
+
readonly TRADEABLE: "1";
|
|
5187
|
+
readonly RESTRICTED_TRADEABLE: "2";
|
|
5188
|
+
readonly COUNTER: "3";
|
|
5189
|
+
};
|
|
5190
|
+
readonly RegistRejReasonCode: {
|
|
5191
|
+
readonly INVALID_UNACCEPTABLE_ACCOUNT_TYPE: "1";
|
|
5192
|
+
readonly INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE: "2";
|
|
5193
|
+
readonly INVALID_UNACCEPTABLE_OWNERSHIP_TYPE: "3";
|
|
5194
|
+
readonly INVALID_UNACCEPTABLE_NO_REG_DETLS: "4";
|
|
5195
|
+
readonly INVALID_UNACCEPTABLE_REG_SEQ_NO: "5";
|
|
5196
|
+
readonly INVALID_UNACCEPTABLE_REG_DTLS: "6";
|
|
5197
|
+
readonly INVALID_UNACCEPTABLE_MAILING_DTLS: "7";
|
|
5198
|
+
readonly INVALID_UNACCEPTABLE_MAILING_INST: "8";
|
|
5199
|
+
readonly INVALID_UNACCEPTABLE_INVESTOR_ID: "9";
|
|
5200
|
+
readonly INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE: "10";
|
|
5201
|
+
readonly INVALID_UNACCEPTABLE_DATE_OF_BIRTH: "11";
|
|
5202
|
+
readonly INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE: "12";
|
|
5203
|
+
readonly INVALID_UNACCEPTABLE_NODISTRIBINSTNS: "13";
|
|
5204
|
+
readonly INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE: "14";
|
|
5205
|
+
readonly INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD: "15";
|
|
5206
|
+
readonly INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME: "16";
|
|
5207
|
+
readonly INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE: "17";
|
|
5208
|
+
readonly INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM: "18";
|
|
5209
|
+
readonly OTHER: "99";
|
|
5210
|
+
};
|
|
5211
|
+
readonly RegistStatus: {
|
|
5212
|
+
readonly ACCEPTED: "A";
|
|
5213
|
+
readonly REJECTED: "R";
|
|
5214
|
+
readonly HELD: "H";
|
|
5215
|
+
readonly REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING: "N";
|
|
5216
|
+
};
|
|
5217
|
+
readonly RegistTransType: {
|
|
5218
|
+
readonly NEW: "0";
|
|
5219
|
+
readonly REPLACE: "1";
|
|
5220
|
+
readonly CANCEL: "2";
|
|
5221
|
+
};
|
|
5222
|
+
readonly ReportToExch: {
|
|
5223
|
+
readonly YES: "Y";
|
|
5224
|
+
readonly NO: "N";
|
|
5225
|
+
};
|
|
5226
|
+
readonly ResetSeqNumFlag: {
|
|
5227
|
+
readonly YES: "Y";
|
|
5228
|
+
readonly NO: "N";
|
|
5229
|
+
};
|
|
5230
|
+
readonly ResponseTransportType: {
|
|
5231
|
+
readonly INBAND_TRANSPORT_THE_REQUEST_WAS_SENT_OVER: "0";
|
|
5232
|
+
readonly OUT_OF_BAND_PRE_ARRANGED_OUT_OF_BAND_DELIVERY_MECHANISM: "1";
|
|
5233
|
+
};
|
|
5234
|
+
readonly RoundingDirection: {
|
|
5235
|
+
readonly ROUND_TO_NEAREST: "0";
|
|
5236
|
+
readonly ROUND_DOWN: "1";
|
|
5237
|
+
readonly ROUND_UP: "2";
|
|
5238
|
+
};
|
|
5239
|
+
readonly RoutingType: {
|
|
5240
|
+
readonly TARGET_FIRM: "1";
|
|
5241
|
+
readonly TARGET_LIST: "2";
|
|
5242
|
+
readonly BLOCK_FIRM: "3";
|
|
5243
|
+
readonly BLOCK_LIST: "4";
|
|
5244
|
+
};
|
|
5245
|
+
readonly Scope: {
|
|
5246
|
+
readonly LOCAL: "1";
|
|
5247
|
+
readonly NATIONAL: "2";
|
|
5248
|
+
readonly GLOBAL: "3";
|
|
5249
|
+
};
|
|
5250
|
+
readonly SecurityIDSource: {
|
|
5251
|
+
readonly CUSIP: "1";
|
|
5252
|
+
readonly SEDOL: "2";
|
|
5253
|
+
readonly QUIK: "3";
|
|
5254
|
+
readonly ISIN_NUMBER: "4";
|
|
5255
|
+
readonly RIC_CODE: "5";
|
|
5256
|
+
readonly ISO_CURRENCY_CODE: "6";
|
|
5257
|
+
readonly ISO_COUNTRY_CODE: "7";
|
|
5258
|
+
readonly EXCHANGE_SYMBOL: "8";
|
|
5259
|
+
readonly CONSOLIDATED_TAPE_ASSOCIATION: "9";
|
|
5260
|
+
readonly BLOOMBERG_SYMBOL: "A";
|
|
5261
|
+
readonly WERTPAPIER: "B";
|
|
5262
|
+
readonly DUTCH: "C";
|
|
5263
|
+
readonly VALOREN: "D";
|
|
5264
|
+
readonly SICOVAM: "E";
|
|
5265
|
+
readonly BELGIAN: "F";
|
|
5266
|
+
readonly COMMON: "G";
|
|
5267
|
+
readonly CLEARING_HOUSE: "H";
|
|
5268
|
+
readonly ISDA_FPML_PRODUCT_SPECIFICATION: "I";
|
|
5269
|
+
readonly OPTIONS_PRICE_REPORTING_AUTHORITY: "J";
|
|
5270
|
+
};
|
|
5271
|
+
readonly SecurityListRequestType: {
|
|
5272
|
+
readonly SYMBOL: "0";
|
|
5273
|
+
readonly SECURITYTYPE_AND_OR_CFICODE: "1";
|
|
5274
|
+
readonly PRODUCT: "2";
|
|
5275
|
+
readonly TRADINGSESSIONID: "3";
|
|
5276
|
+
readonly ALL_SECURITIES: "4";
|
|
5277
|
+
};
|
|
5278
|
+
readonly SecurityRequestResult: {
|
|
5279
|
+
readonly VALID_REQUEST: "0";
|
|
5280
|
+
readonly INVALID_OR_UNSUPPORTED_REQUEST: "1";
|
|
5281
|
+
readonly NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA: "2";
|
|
5282
|
+
readonly NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA: "3";
|
|
5283
|
+
readonly INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE: "4";
|
|
5284
|
+
readonly REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED: "5";
|
|
5285
|
+
};
|
|
5286
|
+
readonly SecurityRequestType: {
|
|
5287
|
+
readonly REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS: "0";
|
|
5288
|
+
readonly REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED: "1";
|
|
5289
|
+
readonly REQUEST_LIST_SECURITY_TYPES: "2";
|
|
5290
|
+
readonly REQUEST_LIST_SECURITIES: "3";
|
|
5291
|
+
};
|
|
5292
|
+
readonly SecurityResponseType: {
|
|
5293
|
+
readonly ACCEPT_SECURITY_PROPOSAL_AS_IS: "1";
|
|
5294
|
+
readonly ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE: "2";
|
|
5295
|
+
readonly REJECT_SECURITY_PROPOSAL: "5";
|
|
5296
|
+
readonly CAN_NOT_MATCH_SELECTION_CRITERIA: "6";
|
|
5297
|
+
};
|
|
5298
|
+
readonly SecurityTradingStatus: {
|
|
5299
|
+
readonly OPENING_DELAY: "1";
|
|
5300
|
+
readonly TRADING_HALT: "2";
|
|
5301
|
+
readonly RESUME: "3";
|
|
5302
|
+
readonly NO_OPEN_NO_RESUME: "4";
|
|
5303
|
+
readonly PRICE_INDICATION: "5";
|
|
5304
|
+
readonly TRADING_RANGE_INDICATION: "6";
|
|
5305
|
+
readonly MARKET_IMBALANCE_BUY: "7";
|
|
5306
|
+
readonly MARKET_IMBALANCE_SELL: "8";
|
|
5307
|
+
readonly MARKET_ON_CLOSE_IMBALANCE_BUY: "9";
|
|
5308
|
+
readonly MARKET_ON_CLOSE_IMBALANCE_SELL: "10";
|
|
5309
|
+
readonly NO_MARKET_IMBALANCE: "12";
|
|
5310
|
+
readonly NO_MARKET_ON_CLOSE_IMBALANCE: "13";
|
|
5311
|
+
readonly ITS_PRE_OPENING: "14";
|
|
5312
|
+
readonly NEW_PRICE_INDICATION: "15";
|
|
5313
|
+
readonly TRADE_DISSEMINATION_TIME: "16";
|
|
5314
|
+
readonly READY_TO_TRADE: "17";
|
|
5315
|
+
readonly NOT_AVAILABLE_FOR_TRADING: "18";
|
|
5316
|
+
readonly NOT_TRADED_ON_THIS_MARKET: "19";
|
|
5317
|
+
readonly UNKNOWN_OR_INVALID: "20";
|
|
5318
|
+
readonly PRE_OPEN: "21";
|
|
5319
|
+
readonly OPENING_ROTATION: "22";
|
|
5320
|
+
readonly FAST_MARKET: "23";
|
|
5321
|
+
};
|
|
5322
|
+
readonly SecurityType: {
|
|
5323
|
+
readonly FUTURE: "FUT";
|
|
5324
|
+
readonly OPTION: "OPT";
|
|
5325
|
+
readonly EURO_SUPRANATIONAL_COUPONS: "EUSUPRA";
|
|
5326
|
+
readonly FEDERAL_AGENCY_COUPON: "FAC";
|
|
5327
|
+
readonly FEDERAL_AGENCY_DISCOUNT_NOTE: "FADN";
|
|
5328
|
+
readonly PRIVATE_EXPORT_FUNDING: "PEF";
|
|
5329
|
+
readonly USD_SUPRANATIONAL_COUPONS: "SUPRA";
|
|
5330
|
+
readonly CORPORATE_BOND: "CORP";
|
|
5331
|
+
readonly CORPORATE_PRIVATE_PLACEMENT: "CPP";
|
|
5332
|
+
readonly CONVERTIBLE_BOND: "CB";
|
|
5333
|
+
readonly DUAL_CURRENCY: "DUAL";
|
|
5334
|
+
readonly EURO_CORPORATE_BOND: "EUCORP";
|
|
5335
|
+
readonly INDEXED_LINKED: "XLINKD";
|
|
5336
|
+
readonly STRUCTURED_NOTES: "STRUCT";
|
|
5337
|
+
readonly YANKEE_CORPORATE_BOND: "YANK";
|
|
5338
|
+
readonly FOREIGN_EXCHANGE_CONTRACT: "FOR";
|
|
5339
|
+
readonly COMMON_STOCK: "CS";
|
|
5340
|
+
readonly PREFERRED_STOCK: "PS";
|
|
5341
|
+
readonly BRADY_BOND: "BRADY";
|
|
5342
|
+
readonly EURO_SOVEREIGNS: "EUSOV";
|
|
5343
|
+
readonly US_TREASURY_BOND: "TBOND";
|
|
5344
|
+
readonly INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE: "TINT";
|
|
5345
|
+
readonly TREASURY_INFLATION_PROTECTED_SECURITIES: "TIPS";
|
|
5346
|
+
readonly PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE: "TCAL";
|
|
5347
|
+
readonly PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE: "TPRN";
|
|
5348
|
+
readonly US_TREASURY_NOTE_UST: "UST";
|
|
5349
|
+
readonly US_TREASURY_BILL_USTB: "USTB";
|
|
5350
|
+
readonly US_TREASURY_NOTE_TNOTE: "TNOTE";
|
|
5351
|
+
readonly US_TREASURY_BILL_TBILL: "TBILL";
|
|
5352
|
+
readonly REPURCHASE: "REPO";
|
|
5353
|
+
readonly FORWARD: "FORWARD";
|
|
5354
|
+
readonly BUY_SELLBACK: "BUYSELL";
|
|
5355
|
+
readonly SECURITIES_LOAN: "SECLOAN";
|
|
5356
|
+
readonly SECURITIES_PLEDGE: "SECPLEDGE";
|
|
5357
|
+
readonly TERM_LOAN: "TERM";
|
|
5358
|
+
readonly REVOLVER_LOAN: "RVLV";
|
|
5359
|
+
readonly REVOLVER_TERM_LOAN: "RVLVTRM";
|
|
5360
|
+
readonly BRIDGE_LOAN: "BRIDGE";
|
|
5361
|
+
readonly LETTER_OF_CREDIT: "LOFC";
|
|
5362
|
+
readonly SWING_LINE_FACILITY: "SWING";
|
|
5363
|
+
readonly DEBTOR_IN_POSSESSION: "DINP";
|
|
5364
|
+
readonly DEFAULTED: "DEFLTED";
|
|
5365
|
+
readonly WITHDRAWN: "WITHDRN";
|
|
5366
|
+
readonly REPLACED: "REPLACD";
|
|
5367
|
+
readonly MATURED: "MATURED";
|
|
5368
|
+
readonly AMENDED_RESTATED: "AMENDED";
|
|
5369
|
+
readonly RETIRED: "RETIRED";
|
|
5370
|
+
readonly BANKERS_ACCEPTANCE: "BA";
|
|
5371
|
+
readonly BANK_NOTES: "BN";
|
|
5372
|
+
readonly BILL_OF_EXCHANGES: "BOX";
|
|
5373
|
+
readonly CERTIFICATE_OF_DEPOSIT: "CD";
|
|
5374
|
+
readonly CALL_LOANS: "CL";
|
|
5375
|
+
readonly COMMERCIAL_PAPER: "CP";
|
|
5376
|
+
readonly DEPOSIT_NOTES: "DN";
|
|
5377
|
+
readonly EURO_CERTIFICATE_OF_DEPOSIT: "EUCD";
|
|
5378
|
+
readonly EURO_COMMERCIAL_PAPER: "EUCP";
|
|
5379
|
+
readonly LIQUIDITY_NOTE: "LQN";
|
|
5380
|
+
readonly MEDIUM_TERM_NOTES: "MTN";
|
|
5381
|
+
readonly OVERNIGHT: "ONITE";
|
|
5382
|
+
readonly PROMISSORY_NOTE: "PN";
|
|
5383
|
+
readonly PLAZOS_FIJOS: "PZFJ";
|
|
5384
|
+
readonly SHORT_TERM_LOAN_NOTE: "STN";
|
|
5385
|
+
readonly TIME_DEPOSIT: "TD";
|
|
5386
|
+
readonly EXTENDED_COMM_NOTE: "XCN";
|
|
5387
|
+
readonly YANKEE_CERTIFICATE_OF_DEPOSIT: "YCD";
|
|
5388
|
+
readonly ASSET_BACKED_SECURITIES: "ABS";
|
|
5389
|
+
readonly CORP_MORTGAGE_BACKED_SECURITIES: "CMBS";
|
|
5390
|
+
readonly COLLATERALIZED_MORTGAGE_OBLIGATION: "CMO";
|
|
5391
|
+
readonly IOETTE_MORTGAGE: "IET";
|
|
5392
|
+
readonly MORTGAGE_BACKED_SECURITIES: "MBS";
|
|
5393
|
+
readonly MORTGAGE_INTEREST_ONLY: "MIO";
|
|
5394
|
+
readonly MORTGAGE_PRINCIPAL_ONLY: "MPO";
|
|
5395
|
+
readonly MORTGAGE_PRIVATE_PLACEMENT: "MPP";
|
|
5396
|
+
readonly MISCELLANEOUS_PASS_THROUGH: "MPT";
|
|
5397
|
+
readonly PFANDBRIEFE: "PFAND";
|
|
5398
|
+
readonly TO_BE_ANNOUNCED: "TBA";
|
|
5399
|
+
readonly OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC: "AN";
|
|
5400
|
+
readonly CERTIFICATE_OF_OBLIGATION: "COFO";
|
|
5401
|
+
readonly CERTIFICATE_OF_PARTICIPATION: "COFP";
|
|
5402
|
+
readonly GENERAL_OBLIGATION_BONDS: "GO";
|
|
5403
|
+
readonly MANDATORY_TENDER: "MT";
|
|
5404
|
+
readonly REVENUE_ANTICIPATION_NOTE: "RAN";
|
|
5405
|
+
readonly REVENUE_BONDS: "REV";
|
|
5406
|
+
readonly SPECIAL_ASSESSMENT: "SPCLA";
|
|
5407
|
+
readonly SPECIAL_OBLIGATION: "SPCLO";
|
|
5408
|
+
readonly SPECIAL_TAX: "SPCLT";
|
|
5409
|
+
readonly TAX_ANTICIPATION_NOTE: "TAN";
|
|
5410
|
+
readonly TAX_ALLOCATION: "TAXA";
|
|
5411
|
+
readonly TAX_EXEMPT_COMMERCIAL_PAPER: "TECP";
|
|
5412
|
+
readonly TAX_REVENUE_ANTICIPATION_NOTE: "TRAN";
|
|
5413
|
+
readonly VARIABLE_RATE_DEMAND_NOTE: "VRDN";
|
|
5414
|
+
readonly WARRANT: "WAR";
|
|
5415
|
+
readonly MUTUAL_FUND: "MF";
|
|
5416
|
+
readonly MULTI_LEG_INSTRUMENT: "MLEG";
|
|
5417
|
+
readonly NO_SECURITY_TYPE: "NONE";
|
|
5418
|
+
};
|
|
5419
|
+
readonly SessionRejectReason: {
|
|
5420
|
+
readonly INVALID_TAG_NUMBER: "0";
|
|
5421
|
+
readonly REQUIRED_TAG_MISSING: "1";
|
|
5422
|
+
readonly TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE: "2";
|
|
5423
|
+
readonly UNDEFINED_TAG: "3";
|
|
5424
|
+
readonly TAG_SPECIFIED_WITHOUT_A_VALUE: "4";
|
|
5425
|
+
readonly VALUE_IS_INCORRECT: "5";
|
|
5426
|
+
readonly INCORRECT_DATA_FORMAT_FOR_VALUE: "6";
|
|
5427
|
+
readonly DECRYPTION_PROBLEM: "7";
|
|
5428
|
+
readonly SIGNATURE_PROBLEM: "8";
|
|
5429
|
+
readonly COMPID_PROBLEM: "9";
|
|
5430
|
+
readonly SENDINGTIME_ACCURACY_PROBLEM: "10";
|
|
5431
|
+
readonly INVALID_MSGTYPE: "11";
|
|
5432
|
+
readonly XML_VALIDATION_ERROR: "12";
|
|
5433
|
+
readonly TAG_APPEARS_MORE_THAN_ONCE: "13";
|
|
5434
|
+
readonly TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER: "14";
|
|
5435
|
+
readonly REPEATING_GROUP_FIELDS_OUT_OF_ORDER: "15";
|
|
5436
|
+
readonly INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP: "16";
|
|
5437
|
+
readonly NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER: "17";
|
|
5438
|
+
readonly OTHER: "99";
|
|
5439
|
+
};
|
|
5440
|
+
readonly SettlCurrFxRateCalc: {
|
|
5441
|
+
readonly MULTIPLY: "M";
|
|
5442
|
+
readonly DIVIDE: "D";
|
|
5443
|
+
};
|
|
5444
|
+
readonly SettlDeliveryType: {
|
|
5445
|
+
readonly VERSUS_PAYMENT_DELIVER: "0";
|
|
5446
|
+
readonly FREE_DELIVER: "1";
|
|
5447
|
+
readonly TRI_PARTY: "2";
|
|
5448
|
+
readonly HOLD_IN_CUSTODY: "3";
|
|
5449
|
+
};
|
|
5450
|
+
readonly SettlInstMode: {
|
|
5451
|
+
readonly STANDING_INSTRUCTIONS_PROVIDED: "1";
|
|
5452
|
+
readonly SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT: "4";
|
|
5453
|
+
readonly REQUEST_REJECT: "5";
|
|
5454
|
+
};
|
|
5455
|
+
readonly SettlInstReqRejCode: {
|
|
5456
|
+
readonly UNABLE_TO_PROCESS_REQUEST: "0";
|
|
5457
|
+
readonly UNKNOWN_ACCOUNT: "1";
|
|
5458
|
+
readonly NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND: "2";
|
|
5459
|
+
readonly OTHER: "99";
|
|
5460
|
+
};
|
|
5461
|
+
readonly SettlInstSource: {
|
|
5462
|
+
readonly BROKERS_INSTRUCTIONS: "1";
|
|
5463
|
+
readonly INSTITUTIONS_INSTRUCTIONS: "2";
|
|
5464
|
+
readonly INVESTOR: "3";
|
|
5465
|
+
};
|
|
5466
|
+
readonly SettlInstTransType: {
|
|
5467
|
+
readonly NEW: "N";
|
|
5468
|
+
readonly CANCEL: "C";
|
|
5469
|
+
readonly REPLACE: "R";
|
|
5470
|
+
readonly RESTATE: "T";
|
|
5471
|
+
};
|
|
5472
|
+
readonly SettlPriceType: {
|
|
5473
|
+
readonly FINAL: "1";
|
|
5474
|
+
readonly THEORETICAL: "2";
|
|
5475
|
+
};
|
|
5476
|
+
readonly SettlSessID: {
|
|
5477
|
+
readonly INTRADAY: "ITD";
|
|
5478
|
+
readonly REGULAR_TRADING_HOURS: "RTH";
|
|
5479
|
+
readonly ELECTRONIC_TRADING_HOURS: "ETH";
|
|
5480
|
+
};
|
|
5481
|
+
readonly SettlType: {
|
|
5482
|
+
readonly REGULAR: "0";
|
|
5483
|
+
readonly CASH: "1";
|
|
5484
|
+
readonly NEXT_DAY: "2";
|
|
5485
|
+
readonly T_PLUS_2: "3";
|
|
5486
|
+
readonly T_PLUS_3: "4";
|
|
5487
|
+
readonly T_PLUS_4: "5";
|
|
5488
|
+
readonly FUTURE: "6";
|
|
5489
|
+
readonly WHEN_AND_IF_ISSUED: "7";
|
|
5490
|
+
readonly SELLERS_OPTION: "8";
|
|
5491
|
+
readonly T_PLUS_5: "9";
|
|
5492
|
+
};
|
|
5493
|
+
readonly ShortSaleReason: {
|
|
5494
|
+
readonly DEALER_SOLD_SHORT: "0";
|
|
5495
|
+
readonly DEALER_SOLD_SHORT_EXEMPT: "1";
|
|
5496
|
+
readonly SELLING_CUSTOMER_SOLD_SHORT: "2";
|
|
5497
|
+
readonly SELLING_CUSTOMER_SOLD_SHORT_EXEMPT: "3";
|
|
5498
|
+
readonly QUALIFED_SERVICE_REPRESENTATIVE: "4";
|
|
5499
|
+
readonly QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT: "5";
|
|
5500
|
+
};
|
|
5501
|
+
readonly Side: {
|
|
5502
|
+
readonly BUY: "1";
|
|
5503
|
+
readonly SELL: "2";
|
|
5504
|
+
readonly BUY_MINUS: "3";
|
|
5505
|
+
readonly SELL_PLUS: "4";
|
|
5506
|
+
readonly SELL_SHORT: "5";
|
|
5507
|
+
readonly SELL_SHORT_EXEMPT: "6";
|
|
5508
|
+
readonly UNDISCLOSED: "7";
|
|
5509
|
+
readonly CROSS: "8";
|
|
5510
|
+
readonly CROSS_SHORT: "9";
|
|
5511
|
+
readonly CROSS_SHORT_EXEMPT: "A";
|
|
5512
|
+
readonly AS_DEFINED: "B";
|
|
5513
|
+
readonly OPPOSITE: "C";
|
|
5514
|
+
readonly SUBSCRIBE: "D";
|
|
5515
|
+
readonly REDEEM: "E";
|
|
5516
|
+
readonly LEND: "F";
|
|
5517
|
+
readonly BORROW: "G";
|
|
5518
|
+
};
|
|
5519
|
+
readonly SideMultiLegReportingType: {
|
|
5520
|
+
readonly SINGLE_SECURITY: "1";
|
|
5521
|
+
readonly INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY: "2";
|
|
5522
|
+
readonly MULTI_LEG_SECURITY: "3";
|
|
5523
|
+
};
|
|
5524
|
+
readonly SideValueInd: {
|
|
5525
|
+
readonly SIDEVALUE1: "1";
|
|
5526
|
+
readonly SIDEVALUE_2: "2";
|
|
5527
|
+
};
|
|
5528
|
+
readonly SolicitedFlag: {
|
|
5529
|
+
readonly YES: "Y";
|
|
5530
|
+
readonly NO: "N";
|
|
5531
|
+
};
|
|
5532
|
+
readonly StandInstDbType: {
|
|
5533
|
+
readonly OTHER: "0";
|
|
5534
|
+
readonly DTC_SID: "1";
|
|
5535
|
+
readonly THOMSON_ALERT: "2";
|
|
5536
|
+
readonly A_GLOBAL_CUSTODIAN: "3";
|
|
5537
|
+
readonly ACCOUNTNET: "4";
|
|
5538
|
+
};
|
|
5539
|
+
readonly StatusValue: {
|
|
5540
|
+
readonly CONNECTED: "1";
|
|
5541
|
+
readonly NOT_CONNECTED_DOWN_EXPECTED_UP: "2";
|
|
5542
|
+
readonly NOT_CONNECTED_DOWN_EXPECTED_DOWN: "3";
|
|
5543
|
+
readonly IN_PROCESS: "4";
|
|
5544
|
+
};
|
|
5545
|
+
readonly StipulationType: {
|
|
5546
|
+
readonly AMT: "AMT";
|
|
5547
|
+
readonly AUTO_REINVESTMENT_AT_RATE_OR_BETTER: "AUTOREINV";
|
|
5548
|
+
readonly BANK_QUALIFIED: "BANKQUAL";
|
|
5549
|
+
readonly BARGAIN_CONDITIONS_SEE: "BGNCON";
|
|
5550
|
+
readonly COUPON_RANGE: "COUPON";
|
|
5551
|
+
readonly ISO_CURRENCY_CODE: "CURRENCY";
|
|
5552
|
+
readonly CUSTOM_START_END_DATE: "CUSTOMDATE";
|
|
5553
|
+
readonly GEOGRAPHICS_AND_RANGE: "GEOG";
|
|
5554
|
+
readonly VALUATION_DISCOUNT: "HAIRCUT";
|
|
5555
|
+
readonly INSURED: "INSURED";
|
|
5556
|
+
readonly YEAR_OR_YEAR_MONTH_OF_ISSUE: "ISSUE";
|
|
5557
|
+
readonly ISSUERS_TICKER: "ISSUER";
|
|
5558
|
+
readonly ISSUE_SIZE_RANGE: "ISSUESIZE";
|
|
5559
|
+
readonly LOOKBACK_DAYS: "LOOKBACK";
|
|
5560
|
+
readonly EXPLICIT_LOT_IDENTIFIER: "LOT";
|
|
5561
|
+
readonly LOT_VARIANCE: "LOTVAR";
|
|
5562
|
+
readonly MATURITY_YEAR_AND_MONTH: "MAT";
|
|
5563
|
+
readonly MATURITY_RANGE: "MATURITY";
|
|
5564
|
+
readonly MAXIMUM_SUBSTITUTIONS: "MAXSUBS";
|
|
5565
|
+
readonly MINIMUM_QUANTITY: "MINQTY";
|
|
5566
|
+
readonly MINIMUM_INCREMENT: "MININCR";
|
|
5567
|
+
readonly MINIMUM_DENOMINATION: "MINDNOM";
|
|
5568
|
+
readonly PAYMENT_FREQUENCY_CALENDAR: "PAYFREQ";
|
|
5569
|
+
readonly NUMBER_OF_PIECES: "PIECES";
|
|
5570
|
+
readonly POOLS_MAXIMUM: "PMAX";
|
|
5571
|
+
readonly POOLS_PER_MILLION: "PPM";
|
|
5572
|
+
readonly POOLS_PER_LOT: "PPL";
|
|
5573
|
+
readonly POOLS_PER_TRADE: "PPT";
|
|
5574
|
+
readonly PRICE_RANGE: "PRICE";
|
|
5575
|
+
readonly PRICING_FREQUENCY: "PRICEFREQ";
|
|
5576
|
+
readonly PRODUCTION_YEAR: "PROD";
|
|
5577
|
+
readonly CALL_PROTECTION: "PROTECT";
|
|
5578
|
+
readonly PURPOSE: "PURPOSE";
|
|
5579
|
+
readonly BENCHMARK_PRICE_SOURCE: "PXSOURCE";
|
|
5580
|
+
readonly RATING_SOURCE_AND_RANGE: "RATING";
|
|
5581
|
+
readonly TYPE_OF_REDEMPTION_VALUES_ARE_NONCALLABLE_CALLABLE_PREFUNDED_ESCROWEDTOMATURITY_PUTABLE_CONVERTIBLE: "REDEMPTION";
|
|
5582
|
+
readonly RESTRICTED: "RESTRICTED";
|
|
5583
|
+
readonly MARKET_SECTOR: "SECTOR";
|
|
5584
|
+
readonly SECURITYTYPE_INCLUDED_OR_EXCLUDED: "SECTYPE";
|
|
5585
|
+
readonly STRUCTURE: "STRUCT";
|
|
5586
|
+
readonly SUBSTITUTIONS_FREQUENCY: "SUBSFREQ";
|
|
5587
|
+
readonly SUBSTITUTIONS_LEFT: "SUBSLEFT";
|
|
5588
|
+
readonly FREEFORM_TEXT: "TEXT";
|
|
5589
|
+
readonly TRADE_VARIANCE: "TRDVAR";
|
|
5590
|
+
readonly WEIGHTED_AVERAGE_COUPONVALUE_IN_PERCENT: "WAC";
|
|
5591
|
+
readonly WEIGHTED_AVERAGE_LIFE_COUPON_VALUE_IN_PERCENT: "WAL";
|
|
5592
|
+
readonly WEIGHTED_AVERAGE_LOAN_AGE_VALUE_IN_MONTHS: "WALA";
|
|
5593
|
+
readonly WEIGHTED_AVERAGE_MATURITY_VALUE_IN_MONTHS: "WAM";
|
|
5594
|
+
readonly WHOLE_POOL: "WHOLE";
|
|
5595
|
+
readonly YIELD_RANGE: "YIELD";
|
|
5596
|
+
};
|
|
5597
|
+
readonly SubscriptionRequestType: {
|
|
5598
|
+
readonly SNAPSHOT: "0";
|
|
5599
|
+
readonly SNAPSHOT_PLUS_UPDATES: "1";
|
|
5600
|
+
readonly DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST: "2";
|
|
5601
|
+
};
|
|
5602
|
+
readonly TargetStrategy: {
|
|
5603
|
+
readonly VWAP: "1";
|
|
5604
|
+
readonly PARTICIPATE: "2";
|
|
5605
|
+
readonly MININIZE_MARKET_IMPACT: "3";
|
|
5606
|
+
};
|
|
5607
|
+
readonly TaxAdvantageType: {
|
|
5608
|
+
readonly NONE_NOT_APPLICABLE: "0";
|
|
5609
|
+
readonly MAXI_ISA: "1";
|
|
5610
|
+
readonly TESSA: "2";
|
|
5611
|
+
readonly MINI_CASH_ISA: "3";
|
|
5612
|
+
readonly MINI_STOCKS_AND_SHARES_ISA: "4";
|
|
5613
|
+
readonly MINI_INSURANCE_ISA: "5";
|
|
5614
|
+
readonly CURRENT_YEAR_PAYMENT: "6";
|
|
5615
|
+
readonly PRIOR_YEAR_PAYMENT: "7";
|
|
5616
|
+
readonly ASSET_TRANSFER: "8";
|
|
5617
|
+
readonly EMPLOYEE: "9";
|
|
5618
|
+
readonly EMPLOYEE_CURRENT_YEAR: "10";
|
|
5619
|
+
readonly EMPLOYER: "11";
|
|
5620
|
+
readonly EMPLOYER_CURRENT_YEAR: "12";
|
|
5621
|
+
readonly NON_FUND_PROTOTYPE_IRA: "13";
|
|
5622
|
+
readonly NON_FUND_QUALIFIED_PLAN: "14";
|
|
5623
|
+
readonly DEFINED_CONTRIBUTION_PLAN: "15";
|
|
5624
|
+
readonly INDIVIDUAL_RETIREMENT_ACCOUNT: "16";
|
|
5625
|
+
readonly INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER: "17";
|
|
5626
|
+
readonly KEOGH: "18";
|
|
5627
|
+
readonly PROFIT_SHARING_PLAN: "19";
|
|
5628
|
+
readonly "401K": "20";
|
|
5629
|
+
readonly SELF_DIRECTED_IRA: "21";
|
|
5630
|
+
readonly "403": "22";
|
|
5631
|
+
readonly "457": "23";
|
|
5632
|
+
readonly ROTH_IRA_24: "24";
|
|
5633
|
+
readonly ROTH_IRA_25: "25";
|
|
5634
|
+
readonly ROTH_CONVERSION_IRA_26: "26";
|
|
5635
|
+
readonly ROTH_CONVERSION_IRA_27: "27";
|
|
5636
|
+
readonly EDUCATION_IRA_28: "28";
|
|
5637
|
+
readonly EDUCATION_IRA_29: "29";
|
|
5638
|
+
};
|
|
5639
|
+
readonly TerminationType: {
|
|
5640
|
+
readonly OVERNIGHT: "1";
|
|
5641
|
+
readonly TERM: "2";
|
|
5642
|
+
readonly FLEXIBLE: "3";
|
|
5643
|
+
readonly OPEN: "4";
|
|
5644
|
+
};
|
|
5645
|
+
readonly TestMessageIndicator: {
|
|
5646
|
+
readonly YES: "Y";
|
|
5647
|
+
readonly NO: "N";
|
|
5648
|
+
};
|
|
5649
|
+
readonly TickDirection: {
|
|
5650
|
+
readonly PLUS_TICK: "0";
|
|
5651
|
+
readonly ZERO_PLUS_TICK: "1";
|
|
5652
|
+
readonly MINUS_TICK: "2";
|
|
5653
|
+
readonly ZERO_MINUS_TICK: "3";
|
|
5654
|
+
};
|
|
5655
|
+
readonly TimeInForce: {
|
|
5656
|
+
readonly DAY: "0";
|
|
5657
|
+
readonly GOOD_TILL_CANCEL: "1";
|
|
5658
|
+
readonly AT_THE_OPENING: "2";
|
|
5659
|
+
readonly IMMEDIATE_OR_CANCEL: "3";
|
|
5660
|
+
readonly FILL_OR_KILL: "4";
|
|
5661
|
+
readonly GOOD_TILL_CROSSING: "5";
|
|
5662
|
+
readonly GOOD_TILL_DATE: "6";
|
|
5663
|
+
readonly AT_THE_CLOSE: "7";
|
|
5664
|
+
};
|
|
5665
|
+
readonly TradeAllocIndicator: {
|
|
5666
|
+
readonly ALLOCATION_NOT_REQUIRED: "0";
|
|
5667
|
+
readonly ALLOCATION_REQUIRED: "1";
|
|
5668
|
+
readonly USE_ALLOCATION_PROVIDED_WITH_THE_TRADE: "2";
|
|
5669
|
+
};
|
|
5670
|
+
readonly TradeCondition: {
|
|
5671
|
+
readonly CASH: "A";
|
|
5672
|
+
readonly AVERAGE_PRICE_TRADE: "B";
|
|
5673
|
+
readonly CASH_TRADE: "C";
|
|
5674
|
+
readonly NEXT_DAY: "D";
|
|
5675
|
+
readonly OPENING: "E";
|
|
5676
|
+
readonly INTRADAY_TRADE_DETAIL: "F";
|
|
5677
|
+
readonly RULE_127_TRADE: "G";
|
|
5678
|
+
readonly RULE_155_TRADE: "H";
|
|
5679
|
+
readonly SOLD_LAST: "I";
|
|
5680
|
+
readonly NEXT_DAY_TRADE: "J";
|
|
5681
|
+
readonly OPENED: "K";
|
|
5682
|
+
readonly SELLER: "L";
|
|
5683
|
+
readonly SOLD: "M";
|
|
5684
|
+
readonly STOPPED_STOCK: "N";
|
|
5685
|
+
readonly IMBALANCE_MORE_BUYERS: "P";
|
|
5686
|
+
readonly IMBALANCE_MORE_SELLERS: "Q";
|
|
5687
|
+
readonly OPENING_PRICE: "R";
|
|
5688
|
+
};
|
|
5689
|
+
readonly TradedFlatSwitch: {
|
|
5690
|
+
readonly YES: "Y";
|
|
5691
|
+
readonly NO: "N";
|
|
5692
|
+
};
|
|
5693
|
+
readonly TradeReportRejectReason: {
|
|
5694
|
+
readonly SUCCESSFUL: "0";
|
|
5695
|
+
readonly INVALID_PARTY_INFORMATION: "1";
|
|
5696
|
+
readonly UNKNOWN_INSTRUMENT: "2";
|
|
5697
|
+
readonly UNAUTHORIZED_TO_REPORT_TRADES: "3";
|
|
5698
|
+
readonly INVALID_TRADE_TYPE: "4";
|
|
5699
|
+
readonly OTHER: "99";
|
|
5700
|
+
};
|
|
5701
|
+
readonly TradeReportType: {
|
|
5702
|
+
readonly SUBMIT: "0";
|
|
5703
|
+
readonly ALLEGED: "1";
|
|
5704
|
+
readonly ACCEPT: "2";
|
|
5705
|
+
readonly DECLINE: "3";
|
|
5706
|
+
readonly ADDENDUM: "4";
|
|
5707
|
+
readonly NO_WAS: "5";
|
|
5708
|
+
readonly TRADE_REPORT_CANCEL: "6";
|
|
5709
|
+
readonly LOCKED_IN_TRADE_BREAK: "7";
|
|
5710
|
+
};
|
|
5711
|
+
readonly TradeRequestResult: {
|
|
5712
|
+
readonly SUCCESSFUL: "0";
|
|
5713
|
+
readonly INVALID_OR_UNKNOWN_INSTRUMENT: "1";
|
|
5714
|
+
readonly INVALID_TYPE_OF_TRADE_REQUESTED: "2";
|
|
5715
|
+
readonly INVALID_PARTIES: "3";
|
|
5716
|
+
readonly INVALID_TRANSPORT_TYPE_REQUESTED: "4";
|
|
5717
|
+
readonly INVALID_DESTINATION_REQUESTED: "5";
|
|
5718
|
+
readonly TRADEREQUESTTYPE_NOT_SUPPORTED: "8";
|
|
5719
|
+
readonly UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST: "9";
|
|
5720
|
+
readonly OTHER: "99";
|
|
5721
|
+
};
|
|
5722
|
+
readonly TradeRequestStatus: {
|
|
5723
|
+
readonly ACCEPTED: "0";
|
|
5724
|
+
readonly COMPLETED: "1";
|
|
5725
|
+
readonly REJECTED: "2";
|
|
5726
|
+
};
|
|
5727
|
+
readonly TradeRequestType: {
|
|
5728
|
+
readonly ALL_TRADES: "0";
|
|
5729
|
+
readonly MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST: "1";
|
|
5730
|
+
readonly UNMATCHED_TRADES_THAT_MATCH_CRITERIA: "2";
|
|
5731
|
+
readonly UNREPORTED_TRADES_THAT_MATCH_CRITERIA: "3";
|
|
5732
|
+
readonly ADVISORIES_THAT_MATCH_CRITERIA: "4";
|
|
5733
|
+
};
|
|
5734
|
+
readonly TradSesMethod: {
|
|
5735
|
+
readonly ELECTRONIC: "1";
|
|
5736
|
+
readonly OPEN_OUTCRY: "2";
|
|
5737
|
+
readonly TWO_PARTY: "3";
|
|
5738
|
+
};
|
|
5739
|
+
readonly TradSesMode: {
|
|
5740
|
+
readonly TESTING: "1";
|
|
5741
|
+
readonly SIMULATED: "2";
|
|
5742
|
+
readonly PRODUCTION: "3";
|
|
5743
|
+
};
|
|
5744
|
+
readonly TradSesStatus: {
|
|
5745
|
+
readonly UNKNOWN: "0";
|
|
5746
|
+
readonly HALTED: "1";
|
|
5747
|
+
readonly OPEN: "2";
|
|
5748
|
+
readonly CLOSED: "3";
|
|
5749
|
+
readonly PRE_OPEN: "4";
|
|
5750
|
+
readonly PRE_CLOSE: "5";
|
|
5751
|
+
readonly REQUEST_REJECTED: "6";
|
|
5752
|
+
};
|
|
5753
|
+
readonly TradSesStatusRejReason: {
|
|
5754
|
+
readonly UNKNOWN_OR_INVALID_TRADINGSESSIONID: "1";
|
|
5755
|
+
readonly OTHER: "99";
|
|
5756
|
+
};
|
|
5757
|
+
readonly TrdRegTimestampType: {
|
|
5758
|
+
readonly EXECUTION_TIME: "1";
|
|
5759
|
+
readonly TIME_IN: "2";
|
|
5760
|
+
readonly TIME_OUT: "3";
|
|
5761
|
+
readonly BROKER_RECEIPT: "4";
|
|
5762
|
+
readonly BROKER_EXECUTION: "5";
|
|
5763
|
+
};
|
|
5764
|
+
readonly TrdRptStatus: {
|
|
5765
|
+
readonly ACCEPTED: "0";
|
|
5766
|
+
readonly REJECTED: "1";
|
|
5767
|
+
};
|
|
5768
|
+
readonly TrdType: {
|
|
5769
|
+
readonly REGULAR_TRADE: "0";
|
|
5770
|
+
readonly BLOCK_TRADE: "1";
|
|
5771
|
+
readonly EFP: "2";
|
|
5772
|
+
readonly TRANSFER: "3";
|
|
5773
|
+
readonly LATE_TRADE: "4";
|
|
5774
|
+
readonly T_TRADE: "5";
|
|
5775
|
+
readonly WEIGHTED_AVERAGE_PRICE_TRADE: "6";
|
|
5776
|
+
readonly BUNCHED_TRADE: "7";
|
|
5777
|
+
readonly LATE_BUNCHED_TRADE: "8";
|
|
5778
|
+
readonly PRIOR_REFERENCE_PRICE_TRADE: "9";
|
|
5779
|
+
readonly AFTER_HOURS_TRADE: "10";
|
|
5780
|
+
};
|
|
5781
|
+
readonly UnsolicitedIndicator: {
|
|
5782
|
+
readonly YES: "Y";
|
|
5783
|
+
readonly NO: "N";
|
|
5784
|
+
};
|
|
5785
|
+
readonly Urgency: {
|
|
5786
|
+
readonly NORMAL: "0";
|
|
5787
|
+
readonly FLASH: "1";
|
|
5788
|
+
readonly BACKGROUND: "2";
|
|
5789
|
+
};
|
|
5790
|
+
readonly UserRequestType: {
|
|
5791
|
+
readonly LOGONUSER: "1";
|
|
5792
|
+
readonly LOGOFFUSER: "2";
|
|
5793
|
+
readonly CHANGEPASSWORDFORUSER: "3";
|
|
5794
|
+
readonly REQUEST_INDIVIDUAL_USER_STATUS: "4";
|
|
5795
|
+
};
|
|
5796
|
+
readonly UserStatus: {
|
|
5797
|
+
readonly LOGGED_IN: "1";
|
|
5798
|
+
readonly NOT_LOGGED_IN: "2";
|
|
5799
|
+
readonly USER_NOT_RECOGNISED: "3";
|
|
5800
|
+
readonly PASSWORD_INCORRECT: "4";
|
|
5801
|
+
readonly PASSWORD_CHANGED: "5";
|
|
5802
|
+
readonly OTHER: "6";
|
|
5803
|
+
};
|
|
5804
|
+
readonly WorkingIndicator: {
|
|
5805
|
+
readonly YES: "Y";
|
|
5806
|
+
readonly NO: "N";
|
|
5807
|
+
};
|
|
5808
|
+
readonly YieldType: {
|
|
5809
|
+
readonly AFTER_TAX_YIELD: "AFTERTAX";
|
|
5810
|
+
readonly ANNUAL_YIELD: "ANNUAL";
|
|
5811
|
+
readonly YIELD_AT_ISSUE: "ATISSUE";
|
|
5812
|
+
readonly YIELD_TO_AVERAGE_MATURITY: "AVGMATURITY";
|
|
5813
|
+
readonly BOOK_YIELD: "BOOK";
|
|
5814
|
+
readonly YIELD_TO_NEXT_CALL: "CALL";
|
|
5815
|
+
readonly YIELD_CHANGE_SINCE_CLOSE: "CHANGE";
|
|
5816
|
+
readonly CLOSING_YIELD: "CLOSE";
|
|
5817
|
+
readonly COMPOUND_YIELD: "COMPOUND";
|
|
5818
|
+
readonly CURRENT_YIELD: "CURRENT";
|
|
5819
|
+
readonly TRUE_GROSS_YIELD: "GROSS";
|
|
5820
|
+
readonly GOVERNMENT_EQUIVALENT_YIELD: "GOVTEQUIV";
|
|
5821
|
+
readonly YIELD_WITH_INFLATION_ASSUMPTION: "INFLATION";
|
|
5822
|
+
readonly INVERSE_FLOATER_BOND_YIELD: "INVERSEFLOATER";
|
|
5823
|
+
readonly MOST_RECENT_CLOSING_YIELD: "LASTCLOSE";
|
|
5824
|
+
readonly CLOSING_YIELD_MOST_RECENT_MONTH: "LASTMONTH";
|
|
5825
|
+
readonly CLOSING_YIELD_MOST_RECENT_QUARTER: "LASTQUARTER";
|
|
5826
|
+
readonly CLOSING_YIELD_MOST_RECENT_YEAR: "LASTYEAR";
|
|
5827
|
+
readonly YIELD_TO_LONGEST_AVERAGE_LIFE: "LONGAVGLIFE";
|
|
5828
|
+
readonly MARK_TO_MARKET_YIELD: "MARK";
|
|
5829
|
+
readonly YIELD_TO_MATURITY: "MATURITY";
|
|
5830
|
+
readonly YIELD_TO_NEXT_REFUND: "NEXTREFUND";
|
|
5831
|
+
readonly OPEN_AVERAGE_YIELD: "OPENAVG";
|
|
5832
|
+
readonly YIELD_TO_NEXT_PUT: "PUT";
|
|
5833
|
+
readonly PREVIOUS_CLOSE_YIELD: "PREVCLOSE";
|
|
5834
|
+
readonly PROCEEDS_YIELD: "PROCEEDS";
|
|
5835
|
+
readonly SEMI_ANNUAL_YIELD: "SEMIANNUAL";
|
|
5836
|
+
readonly YIELD_TO_SHORTEST_AVERAGE_LIFE: "SHORTAVGLIFE";
|
|
5837
|
+
readonly SIMPLE_YIELD: "SIMPLE";
|
|
5838
|
+
readonly TAX_EQUIVALENT_YIELD: "TAXEQUIV";
|
|
5839
|
+
readonly YIELD_TO_TENDER_DATE: "TENDER";
|
|
5840
|
+
readonly TRUE_YIELD: "TRUE";
|
|
5841
|
+
readonly YIELD_VALUE_OF_1_32: "VALUE1/32";
|
|
5842
|
+
readonly YIELD_TO_WORST: "WORST";
|
|
5843
|
+
};
|
|
5844
|
+
};
|
|
5845
|
+
type EnumFieldName = keyof typeof Enums;
|
|
1023
5846
|
|
|
1024
|
-
export { DICTIONARY_VERSION, MsgType, type MsgTypeName, type TagName, Tags, dictionary };
|
|
5847
|
+
export { AccountType, AcctIDSource, Adjustment, AdjustmentType, AdvSide, AdvTransType, AffirmStatus, AggregatedBook, AllocAccountType, AllocCancReplaceReason, AllocHandlInst, AllocIntermedReqType, AllocLinkType, AllocNoOrdersType, AllocRejCode, AllocReportType, AllocSettlInstType, AllocStatus, AllocTransType, AllocType, ApplQueueAction, ApplQueueResolution, AssignmentMethod, AvgPxIndicator, BasisPxType, BidDescriptorType, BidRequestTransType, BidTradeType, BidType, BookingType, BookingUnit, BusinessRejectReason, CPProgram, CancellationRights, CashMargin, ClearingFeeIndicator, ClearingInstruction, CollAction, CollAsgnReason, CollAsgnRejectReason, CollAsgnRespType, CollAsgnTransType, CollInquiryQualifier, CollInquiryResult, CollInquiryStatus, CollStatus, CommType, ConfirmRejReason, ConfirmStatus, ConfirmTransType, ConfirmType, ContAmtType, CorporateAction, CoveredOrUncovered, CrossPrioritization, CrossType, CustOrderCapacity, CxlRejReason, CxlRejResponseTo, DICTIONARY_VERSION, DKReason, DayBookingInst, DeleteReason, DeliveryForm, DeliveryType, DiscretionInst, DiscretionLimitType, DiscretionMoveType, DiscretionOffsetType, DiscretionRoundDirection, DiscretionScope, DistribPaymentMethod, DlvyInstType, DueToRelated, EmailType, EncryptMethod, type EnumFieldName, Enums, EventType, ExchangeForPhysical, ExecInst, ExecPriceType, ExecRestatementReason, ExecType, ExerciseMethod, ExpirationCycle, FinancialStatus, ForexReq, FundRenewWaiv, GTBookingInst, GapFillFlag, HaltReasonChar, HandlInst, IOINaturalFlag, IOIQltyInd, IOIQty, IOIQualifier, IOITransType, InViewOfCommon, IncTaxInd, InstrAttribType, LastCapacity, LastFragment, LastLiquidityInd, LegSwapType, LegalConfirm, LiquidityIndType, ListExecInstType, ListOrderStatus, ListStatusType, LocateReqd, MDEntryType, MDImplicitDelete, MDReqRejReason, MDUpdateAction, MDUpdateType, MassCancelRejectReason, MassCancelRequestType, MassCancelResponse, MassStatusReqType, MatchStatus, MatchType, MessageEncoding, MiscFeeBasis, MiscFeeType, MoneyLaunderingStatus, MsgDirection, MsgType, type MsgTypeName, MsgTypeNames, MultiLegReportingType, MultiLegRptTypeReq, NetGrossInd, NetworkRequestType, NetworkStatusResponseType, NoSides, NotifyBrokerOfCredit, OddLot, OpenCloseSettlFlag, OrdRejReason, OrdStatus, OrdType, OrderCapacity, OrderRestrictions, OwnerType, OwnershipType, PartyIDSource, PartyRole, PartySubIDType, PaymentMethod, PegLimitType, PegMoveType, PegOffsetType, PegRoundDirection, PegScope, PosAmtType, PosMaintAction, PosMaintResult, PosMaintStatus, PosQtyStatus, PosReqResult, PosReqStatus, PosReqType, PosTransType, PosType, PositionEffect, PossDupFlag, PossResend, PreallocMethod, PreviouslyReported, PriceType, PriorityIndicator, ProcessCode, Product, ProgRptReqs, PublishTrdIndicator, PutOrCall, QtyType, QuoteCancelType, QuoteCondition, QuotePriceType, QuoteRejectReason, QuoteRequestRejectReason, QuoteRequestType, QuoteRespType, QuoteResponseLevel, QuoteStatus, QuoteType, RegistRejReasonCode, RegistStatus, RegistTransType, ReportToExch, ResetSeqNumFlag, ResponseTransportType, RoundingDirection, RoutingType, Scope, SecurityIDSource, SecurityListRequestType, SecurityRequestResult, SecurityRequestType, SecurityResponseType, SecurityTradingStatus, SecurityType, SessionRejectReason, SettlCurrFxRateCalc, SettlDeliveryType, SettlInstMode, SettlInstReqRejCode, SettlInstSource, SettlInstTransType, SettlPriceType, SettlSessID, SettlType, ShortSaleReason, Side, SideMultiLegReportingType, SideValueInd, SolicitedFlag, StandInstDbType, StatusValue, StipulationType, SubscriptionRequestType, type TagName, TagNames, Tags, TargetStrategy, TaxAdvantageType, TerminationType, TestMessageIndicator, TickDirection, TimeInForce, TradSesMethod, TradSesMode, TradSesStatus, TradSesStatusRejReason, TradeAllocIndicator, TradeCondition, TradeReportRejectReason, TradeReportType, TradeRequestResult, TradeRequestStatus, TradeRequestType, TradedFlatSwitch, TrdRegTimestampType, TrdRptStatus, TrdType, UnsolicitedIndicator, Urgency, UserRequestType, UserStatus, WorkingIndicator, YieldType, dictionary };
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