fixparser 9.1.7-0eabb847 → 9.1.7-0f174ec0

package/types/fieldtypes/SettlMethod.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
+ * - Tag: 1193
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SettlMethod: Readonly<{
+    /** Cash settlement required */
+    readonly CashSettlementRequired: 'C';
+    /** Physical settlement required */
+    readonly PhysicalSettlementRequired: 'P';
+    readonly Election: 'E';
+}>;
+export type SettlMethod = (typeof SettlMethod)[keyof typeof SettlMethod];

package/types/fieldtypes/SettlObligMode.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Used to identify the reporting mode of the settlement obligation which is either preliminary or final
+ * - Tag: 1159
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SettlObligMode: Readonly<{
+    /** Preliminary */
+    readonly Preliminary: 1;
+    /** Final */
+    readonly Final: 2;
+}>;
+export type SettlObligMode = (typeof SettlObligMode)[keyof typeof SettlObligMode];

package/types/fieldtypes/SettlObligSource.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Used to identify whether these delivery instructions are for the buyside or the sellside.
+ * - Tag: 1164
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SettlObligSource: Readonly<{
+    /** Instructions of Broker */
+    readonly InstructionsOfBroker: '1';
+    /** Instructions for Institution */
+    readonly InstructionsForInstitution: '2';
+    /** Investor */
+    readonly Investor: '3';
+    /** Buyer's settlement instructions */
+    readonly BuyersSettlementInstructions: '4';
+    /** Seller's settlement instructions */
+    readonly SellersSettlementInstructions: '5';
+}>;
+export type SettlObligSource = (typeof SettlObligSource)[keyof typeof SettlObligSource];

package/types/fieldtypes/SettlObligTransType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Transaction Type - required except where SettlInstMode is 5=Reject SSI request
+ * - Tag: 1162
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SettlObligTransType: Readonly<{
+    /** Cancel */
+    readonly Cancel: 'C';
+    /** New */
+    readonly New: 'N';
+    /** Replace */
+    readonly Replace: 'R';
+    /** Restate */
+    readonly Restate: 'T';
+}>;
+export type SettlObligTransType = (typeof SettlObligTransType)[keyof typeof SettlObligTransType];

package/types/fieldtypes/SettlPriceDeterminationMethod.d.ts

@@ -0,0 +1,26 @@
+/**
+ * Calculation method used to determine settlement price.
+ * - Tag: 2451
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SettlPriceDeterminationMethod: Readonly<{
+    /** Unknown */
+    readonly Unknown: 0;
+    /** Last trade price */
+    readonly LastTradePrice: 1;
+    /** Last bid price */
+    readonly LastBidPrice: 2;
+    /** Last offer price */
+    readonly LastOfferPrice: 3;
+    readonly MidPrice: 4;
+    readonly AverageLastTradePrice: 5;
+    readonly AverageLastTradePeriod: 6;
+    readonly UnderlyingPrice: 7;
+    readonly CalculatedPrice: 8;
+    readonly ManualPrice: 9;
+}>;
+export type SettlPriceDeterminationMethod =
+    (typeof SettlPriceDeterminationMethod)[keyof typeof SettlPriceDeterminationMethod];

package/types/fieldtypes/SettlPriceType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Type of settlement price
+ * - Tag: 731
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SettlPriceType: Readonly<{
+    /** Final */
+    readonly Final: 1;
+    /** Theoretical */
+    readonly Theoretical: 2;
+}>;
+export type SettlPriceType = (typeof SettlPriceType)[keyof typeof SettlPriceType];

package/types/fieldtypes/SettlSessID.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Identifies a specific settlement session
+ * - Tag: 716
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SettlSessID: Readonly<{
+    /** Intraday */
+    readonly Intraday: 'ITD';
+    /** Regular Trading Hours */
+    readonly RegularTradingHours: 'RTH';
+    /** Electronic Trading Hours */
+    readonly ElectronicTradingHours: 'ETH';
+    /** End Of Day */
+    readonly EndOfDay: 'EOD';
+}>;
+export type SettlSessID = (typeof SettlSessID)[keyof typeof SettlSessID];

package/types/fieldtypes/SettlStatusReportStatus.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Status of the report being responded to.
+ * - Tag: 2973
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SettlStatusReportStatus: Readonly<{
+    /** Received, not yet processed */
+    readonly Received: 0;
+    /** Accepted */
+    readonly Accepted: 1;
+    readonly Rejected: 2;
+}>;
+export type SettlStatusReportStatus = (typeof SettlStatusReportStatus)[keyof typeof SettlStatusReportStatus];

package/types/fieldtypes/SettlStatusRequestStatus.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Status of the SettlementStatusRequest(35=EC) message being responded to.
+ * - Tag: 2966
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SettlStatusRequestStatus: Readonly<{
+    /** Received, not yet processed */
+    readonly Received: 0;
+    /** Accepted */
+    readonly Accepted: 1;
+    readonly Rejected: 2;
+}>;
+export type SettlStatusRequestStatus = (typeof SettlStatusRequestStatus)[keyof typeof SettlStatusRequestStatus];

package/types/fieldtypes/SettlSubMethod.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Specifies a suitable settlement sub-method for a given settlement method.
+ * - Tag: 2579
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SettlSubMethod: Readonly<{
+    readonly Shares: 1;
+    readonly Derivatives: 2;
+    readonly PaymentVsPayment: 3;
+    readonly Notional: 4;
+    readonly Cascade: 5;
+    readonly Repurchase: 6;
+    readonly Other: 99;
+}>;
+export type SettlSubMethod = (typeof SettlSubMethod)[keyof typeof SettlSubMethod];

package/types/fieldtypes/SettlType.d.ts

@@ -0,0 +1,34 @@
+/**
+ * SettlType
+ * - Tag: 63
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SettlType: Readonly<{
+    /** Regular / FX Spot settlement (T+1 or T+2 depending on currency) */
+    readonly Regular: '0';
+    /** Cash (TOD / T+0) */
+    readonly Cash: '1';
+    /** Next Day (TOM / T+1) */
+    readonly NextDay: '2';
+    /** T+2 */
+    readonly TPlus2: '3';
+    /** T+3 */
+    readonly TPlus3: '4';
+    /** T+4 */
+    readonly TPlus4: '5';
+    /** Future */
+    readonly Future: '6';
+    /** When And If Issued */
+    readonly WhenAndIfIssued: '7';
+    /** Sellers Option */
+    readonly SellersOption: '8';
+    /** T+5 */
+    readonly TPlus5: '9';
+    readonly BrokenDate: 'B';
+    /** FX Spot Next settlement (Spot+1, aka next day) */
+    readonly FXSpotNextSettlement: 'C';
+}>;
+export type SettlType = (typeof SettlType)[keyof typeof SettlType];

package/types/fieldtypes/SettlmntTyp.d.ts

@@ -0,0 +1,32 @@
+/**
+ * Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.
+ * - Tag: 63
+ * - FIX Specification type: char
+ * - FIX Specification version: FIX42
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SettlmntTyp: Readonly<{
+    /** Regular */
+    readonly Regular: '0';
+    /** Cash */
+    readonly Cash: '1';
+    /** Next Day */
+    readonly NextDay: '2';
+    /** T+2 */
+    readonly TPlus2: '3';
+    /** T+3 */
+    readonly TPlus3: '4';
+    /** T+4 */
+    readonly TPlus4: '5';
+    /** Future */
+    readonly Future: '6';
+    /** When Issued */
+    readonly WhenAndIfIssued: '7';
+    /** Sellers Option */
+    readonly SellersOption: '8';
+    /** T+ 5 */
+    readonly TPlus5: '9';
+}>;
+export type SettlmntTyp = (typeof SettlmntTyp)[keyof typeof SettlmntTyp];

package/types/fieldtypes/ShortSaleExemptionReason.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).
+ * - Tag: 1688
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ShortSaleExemptionReason: Readonly<{
+    readonly ExemptionReasonUnknown: 0;
+    readonly IncomingSSE: 1;
+    readonly AboveNationalBestBid: 2;
+    readonly DelayedDelivery: 3;
+    readonly OddLot: 4;
+    readonly DomesticArbitrage: 5;
+    readonly InternationalArbitrage: 6;
+    readonly UnderwriterOrSyndicateDistribution: 7;
+    readonly RisklessPrincipal: 8;
+    readonly VWAP: 9;
+}>;
+export type ShortSaleExemptionReason = (typeof ShortSaleExemptionReason)[keyof typeof ShortSaleExemptionReason];

package/types/fieldtypes/ShortSaleReason.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Reason for short sale.
+ * - Tag: 853
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ShortSaleReason: Readonly<{
+    /** Dealer Sold Short */
+    readonly DealerSoldShort: 0;
+    /** Dealer Sold Short Exempt */
+    readonly DealerSoldShortExempt: 1;
+    /** Selling Customer Sold Short */
+    readonly SellingCustomerSoldShort: 2;
+    /** Selling Customer Sold Short Exempt */
+    readonly SellingCustomerSoldShortExempt: 3;
+    /** Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short */
+    readonly QualifiedServiceRepresentative: 4;
+    /** QSR or AGU Contra Side Sold Short Exempt */
+    readonly QSROrAGUContraSideSoldShortExempt: 5;
+}>;
+export type ShortSaleReason = (typeof ShortSaleReason)[keyof typeof ShortSaleReason];

package/types/fieldtypes/ShortSaleRestriction.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Indicates whether a restriction applies to short selling a security.
+ * - Tag: 1687
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ShortSaleRestriction: Readonly<{
+    /** No restrictions */
+    readonly NoRestrictions: 0;
+    /** Security is not shortable */
+    readonly SecurityNotShortable: 1;
+    /** Security not shortable at or below the best bid */
+    readonly SecurityNotShortableAtOrBelowBestBid: 2;
+    /** Security is not shortable without pre-borrow */
+    readonly SecurityNotShortableWithoutPreBorrow: 3;
+}>;
+export type ShortSaleRestriction = (typeof ShortSaleRestriction)[keyof typeof ShortSaleRestriction];

package/types/fieldtypes/Side.d.ts

@@ -0,0 +1,42 @@
+/**
+ * Side of order (see Volume : "Glossary" for value definitions)
+ * - Tag: 54
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const Side: Readonly<{
+    readonly Buy: '1';
+    readonly Sell: '2';
+    /** Buy minus */
+    readonly BuyMinus: '3';
+    /** Sell plus */
+    readonly SellPlus: '4';
+    /** Sell short */
+    readonly SellShort: '5';
+    /** Sell short exempt */
+    readonly SellShortExempt: '6';
+    /** Undisclosed */
+    readonly Undisclosed: '7';
+    /** Cross (orders where counterparty is an exchange, valid for all messages except IOIs) */
+    readonly Cross: '8';
+    /** Cross short */
+    readonly CrossShort: '9';
+    /** Cross short exempt */
+    readonly CrossShortExempt: 'A';
+    /** "As Defined" (for use with multileg instruments) */
+    readonly AsDefined: 'B';
+    /** "Opposite" (for use with multileg instruments) */
+    readonly Opposite: 'C';
+    /** Subscribe (e.g. CIV) */
+    readonly Subscribe: 'D';
+    /** Redeem (e.g. CIV) */
+    readonly Redeem: 'E';
+    /** Lend (FINANCING - identifies direction of collateral) */
+    readonly Lend: 'F';
+    /** Borrow (FINANCING - identifies direction of collateral) */
+    readonly Borrow: 'G';
+    readonly SellUndisclosed: 'H';
+}>;
+export type Side = (typeof Side)[keyof typeof Side];

package/types/fieldtypes/SideClearingTradePriceType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).
+ * - Tag: 1598
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SideClearingTradePriceType: Readonly<{
+    /** Trade Clearing at Execution Price */
+    readonly TradeClearingAtExecutionPrice: 0;
+    /** Trade Clearing at Alternate Clearing Price */
+    readonly TradeClearingAtAlternateClearingPrice: 1;
+}>;
+export type SideClearingTradePriceType = (typeof SideClearingTradePriceType)[keyof typeof SideClearingTradePriceType];

package/types/fieldtypes/SideMultiLegReportingType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
+ * - Tag: 752
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SideMultiLegReportingType: Readonly<{
+    /** Single Security (default if not specified) */
+    readonly SingleSecurity: 1;
+    /** Individual leg of a multileg security */
+    readonly IndividualLegOfAMultilegSecurity: 2;
+    /** Multileg Security */
+    readonly MultilegSecurity: 3;
+}>;
+export type SideMultiLegReportingType = (typeof SideMultiLegReportingType)[keyof typeof SideMultiLegReportingType];

package/types/fieldtypes/SideValueInd.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
+ * - Tag: 401
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const SideValueInd: Readonly<{
+    /** Side Value 1 */
+    readonly SideValue1: 1;
+    /** Side Value 2 */
+    readonly SideValue2: 2;
+}>;
+export type SideValueInd = (typeof SideValueInd)[keyof typeof SideValueInd];

package/types/fieldtypes/SingleQuoteIndicator.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Used to indicate whether the quoting system allows only one quote to be active at a time for the quote issuer or market maker.
+ * - Tag: 2837
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SingleQuoteIndicator: Readonly<{
+    /** Multiple quotes allowed */
+    readonly MultipleQuotesAllowed: 'N';
+    /** Only one quote allowed */
+    readonly OnlyOneQuoteAllowed: 'Y';
+}>;
+export type SingleQuoteIndicator = (typeof SingleQuoteIndicator)[keyof typeof SingleQuoteIndicator];

package/types/fieldtypes/SolicitedFlag.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates whether or not the order was solicited.
+ * - Tag: 377
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SolicitedFlag: Readonly<{
+    /** Was not solicited */
+    readonly WasNotSolicited: 'N';
+    /** Was solicited */
+    readonly WasSolicited: 'Y';
+}>;
+export type SolicitedFlag = (typeof SolicitedFlag)[keyof typeof SolicitedFlag];

package/types/fieldtypes/StandInstDbType.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Identifies the Standing Instruction database used
+ * - Tag: 169
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StandInstDbType: Readonly<{
+    /** Other */
+    readonly Other: 0;
+    /** DTC SID */
+    readonly DTCSID: 1;
+    /** Thomson ALERT */
+    readonly ThomsonALERT: 2;
+    /** A Global Custodian (StandInstDBName (70) must be provided) */
+    readonly AGlobalCustodian: 3;
+    /** AccountNet */
+    readonly AccountNet: 4;
+}>;
+export type StandInstDbType = (typeof StandInstDbType)[keyof typeof StandInstDbType];

package/types/fieldtypes/StatsType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Type of statistics
+ * - Tag: 1176
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StatsType: Readonly<{
+    /** Exchange Last */
+    readonly ExchangeLast: 1;
+    /** High / Low Price */
+    readonly High: 2;
+    /** Average Price (VWAP, TWAP ... ) */
+    readonly AveragePrice: 3;
+    /** Turnover (Price * Qty) */
+    readonly Turnover: 4;
+}>;
+export type StatsType = (typeof StatsType)[keyof typeof StatsType];

package/types/fieldtypes/StatusValue.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Indicates the status of a network connection
+ * - Tag: 928
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StatusValue: Readonly<{
+    /** Connected */
+    readonly Connected: 1;
+    /** Not Connected - down expected up */
+    readonly NotConnectedUnexpected: 2;
+    /** Not Connected - down expected down */
+    readonly NotConnectedExpected: 3;
+    /** In Process */
+    readonly InProcess: 4;
+}>;
+export type StatusValue = (typeof StatusValue)[keyof typeof StatusValue];