fixparser 9.1.7-0eabb847 → 9.1.7-0f174ec0

package/types/fieldtypes/StipulationType.d.ts

@@ -0,0 +1,192 @@
+/**
+ * StipulationType
+ * - Tag: 233
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const StipulationType: Readonly<{
+    /** Alternative Minimum Tax (Y/N) */
+    readonly AlternativeMinimumTax: 'AMT';
+    readonly IncurredRecovery: 'INCURRCVY';
+    /** Absolute Prepayment Speed */
+    readonly AbsolutePrepaymentSpeed: 'ABS';
+    /** Auto Reinvestment at \<rate\> or better */
+    readonly AutoReinvestment: 'AUTOREINV';
+    readonly AdditionalTerm: 'ADDTRM';
+    /** Constant Prepayment Penalty */
+    readonly ConstantPrepaymentPenalty: 'CPP';
+    /** Bank qualified (Y/N) */
+    readonly BankQualified: 'BANKQUAL';
+    readonly ModifiedEquityDelivery: 'MODEQTYDLVY';
+    /** Constant Prepayment Rate */
+    readonly ConstantPrepaymentRate: 'CPR';
+    /** Bargain conditions (see StipulationValue (234) for values) */
+    readonly BargainConditions: 'BGNCON';
+    readonly NoReferenceOblication: 'NOREFOBLIG';
+    /** Constant Prepayment Yield */
+    readonly ConstantPrepaymentYield: 'CPY';
+    /** Coupon range */
+    readonly CouponRange: 'COUPON';
+    readonly UnknownReferenceObligation: 'UNKREFOBLIG';
+    /** final CPR of Home Equity Prepayment Curve */
+    readonly FinalCPROfHomeEquityPrepaymentCurve: 'HEP';
+    /** ISO Currency Code */
+    readonly ISOCurrencyCode: 'CURRENCY';
+    readonly AllGuarantees: 'ALLGUARANTEES';
+    /** Percent of Manufactured Housing Prepayment Curve */
+    readonly PercentOfManufacturedHousingPrepaymentCurve: 'MHP';
+    /** Custom start/end date */
+    readonly CustomStart: 'CUSTOMDATE';
+    readonly ReferencePrice: 'REFPX';
+    /** Monthly Prepayment Rate */
+    readonly MonthlyPrepaymentRate: 'MPR';
+    /** Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) */
+    readonly Geographics: 'GEOG';
+    readonly ReferencePolicy: 'REFPOLICY';
+    /** Percent of Prospectus Prepayment Curve */
+    readonly PercentOfProspectusPrepaymentCurve: 'PPC';
+    /** Valuation Discount */
+    readonly ValuationDiscount: 'HAIRCUT';
+    readonly SecuredList: 'SECRDLIST';
+    /** Percent of BMA Prepayment Curve */
+    readonly PercentOfBMAPrepaymentCurve: 'PSA';
+    /** Insured (Y/N) */
+    readonly Insured: 'INSURED';
+    /** Single Monthly Mortality */
+    readonly SingleMonthlyMortality: 'SMM';
+    /** Year Or Year/Month of Issue (ex. 234=2002/09) */
+    readonly IssueDate: 'ISSUE';
+    /** Issuer's ticker */
+    readonly Issuer: 'ISSUER';
+    /** issue size range */
+    readonly IssueSizeRange: 'ISSUESIZE';
+    /** Lookback Days */
+    readonly LookbackDays: 'LOOKBACK';
+    /** Explicit lot identifier */
+    readonly ExplicitLotIdentifier: 'LOT';
+    /** Lot Variance (value in percent maximum over- or under-allocation allowed) */
+    readonly LotVariance: 'LOTVAR';
+    /** Maturity Year And Month */
+    readonly MaturityYearAndMonth: 'MAT';
+    /** Maturity range */
+    readonly MaturityRange: 'MATURITY';
+    /** Maximum substitutions (Repo) */
+    readonly MaximumSubstitutions: 'MAXSUBS';
+    /** Minimum denomination */
+    readonly MinimumDenomination: 'MINDNOM';
+    /** Minimum increment */
+    readonly MinimumIncrement: 'MININCR';
+    /** Minimum quantity */
+    readonly MinimumQuantity: 'MINQTY';
+    /** Payment frequency, calendar */
+    readonly PaymentFrequency: 'PAYFREQ';
+    /** Number Of Pieces */
+    readonly NumberOfPieces: 'PIECES';
+    /** Pools Maximum */
+    readonly PoolsMaximum: 'PMAX';
+    /** Pools per Lot */
+    readonly PoolsPerLot: 'PPL';
+    /** Pools per Million */
+    readonly PoolsPerMillion: 'PPM';
+    /** Pools per Trade */
+    readonly PoolsPerTrade: 'PPT';
+    /** Price Range */
+    readonly PriceRange: 'PRICE';
+    /** Pricing frequency */
+    readonly PricingFrequency: 'PRICEFREQ';
+    /** Production Year */
+    readonly ProductionYear: 'PROD';
+    /** Call protection */
+    readonly CallProtection: 'PROTECT';
+    /** Purpose */
+    readonly Purpose: 'PURPOSE';
+    /** Benchmark price source */
+    readonly BenchmarkPriceSource: 'PXSOURCE';
+    /** Rating source and range */
+    readonly RatingSourceAndRange: 'RATING';
+    /** Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible */
+    readonly TypeOfRedemption: 'REDEMPTION';
+    /** Restricted (Y/N) */
+    readonly Restricted: 'RESTRICTED';
+    /** Market Sector */
+    readonly MarketSector: 'SECTOR';
+    /** Security Type included or excluded */
+    readonly SecurityTypeIncludedOrExcluded: 'SECTYPE';
+    /** Structure */
+    readonly Structure: 'STRUCT';
+    /** Substitutions frequency (Repo) */
+    readonly SubstitutionsFrequency: 'SUBSFREQ';
+    /** Substitutions left (Repo) */
+    readonly SubstitutionsLeft: 'SUBSLEFT';
+    /** Freeform Text */
+    readonly FreeformText: 'TEXT';
+    /** Trade Variance (value in percent maximum over- or under-allocation allowed) */
+    readonly TradeVariance: 'TRDVAR';
+    /** Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) */
+    readonly WeightedAverageCoupon: 'WAC';
+    /** Weighted Average Life Coupon - value in percent (exact or range) */
+    readonly WeightedAverageLifeCoupon: 'WAL';
+    /** Weighted Average Loan Age - value in months (exact or range) */
+    readonly WeightedAverageLoanAge: 'WALA';
+    /** Weighted Average Maturity - value in months (exact or range) */
+    readonly WeightedAverageMaturity: 'WAM';
+    /** Whole Pool (Y/N) */
+    readonly WholePool: 'WHOLE';
+    /** Yield Range */
+    readonly YieldRange: 'YIELD';
+    readonly OriginalAmount: 'ORIGAMT';
+    /** Average FICO Score */
+    readonly AverageFICOScore: 'AVFICO';
+    /** Pool effective date */
+    readonly PoolEffectiveDate: 'POOLEFFDT';
+    /** Average Loan Size */
+    readonly AverageLoanSize: 'AVSIZE';
+    readonly PoolInitialFactor: 'POOLINITFCTR';
+    /** Maximum Loan Balance */
+    readonly MaximumLoanBalance: 'MAXBAL';
+    readonly Tranche: 'TRANCHE';
+    /** Pool Identifier */
+    readonly PoolIdentifier: 'POOL';
+    readonly Substitution: 'SUBSTITUTION';
+    /** Type of Roll trade */
+    readonly TypeOfRollTrade: 'ROLLTYPE';
+    readonly MULTEXCHFLLBCK: 'MULTEXCHFLLBCK';
+    /** Reference to rolling or closing trade */
+    readonly ReferenceToRollingOrClosingTrade: 'REFTRADE';
+    readonly COMPSECFLLBCK: 'COMPSECFLLBCK';
+    /** Principal to rolling or closing trade */
+    readonly PrincipalOfRollingOrClosingTrade: 'REFPRIN';
+    readonly LOCLJRSDCTN: 'LOCLJRSDCTN';
+    /** Interest of rolling or closing trade */
+    readonly InterestOfRollingOrClosingTrade: 'REFINT';
+    readonly RELVJRSDCTN: 'RELVJRSDCTN';
+    /** Available offer quantity to be shown to the street */
+    readonly AvailableOfferQuantityToBeShownToTheStreet: 'AVAILQTY';
+    /** Broker's sales credit */
+    readonly BrokerCredit: 'BROKERCREDIT';
+    /** Offer price to be shown to internal brokers */
+    readonly OfferPriceToBeShownToInternalBrokers: 'INTERNALPX';
+    /** Offer quantity to be shown to internal brokers */
+    readonly OfferQuantityToBeShownToInternalBrokers: 'INTERNALQTY';
+    /** The minimum residual offer quantity */
+    readonly TheMinimumResidualOfferQuantity: 'LEAVEQTY';
+    /** Maximum order size */
+    readonly MaximumOrderSize: 'MAXORDQTY';
+    /** Order quantity increment */
+    readonly OrderQuantityIncrement: 'ORDRINCR';
+    /** Primary or Secondary market indicator */
+    readonly PrimaryOrSecondaryMarketIndicator: 'PRIMARY';
+    /** Broker sales credit override */
+    readonly BrokerSalesCreditOverride: 'SALESCREDITOVR';
+    /** Trader's credit */
+    readonly TraderCredit: 'TRADERCREDIT';
+    /** Discount Rate (when price is denominated in percent of par) */
+    readonly DiscountRate: 'DISCOUNT';
+    /** Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) */
+    readonly YieldToMaturity: 'YTM';
+    /** Interest payoff of rolling or amending trade */
+    readonly InterestPayoffOfRollingOrAmendingTrade: 'PAYOFF';
+}>;
+export type StipulationType = (typeof StipulationType)[keyof typeof StipulationType];

package/types/fieldtypes/StrategyParameterType.d.ts

@@ -0,0 +1,69 @@
+/**
+ * Datatype of the parameter
+ * - Tag: 959
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StrategyParameterType: Readonly<{
+    /** Int */
+    readonly Int: 1;
+    /** Length */
+    readonly Length: 2;
+    /** NumInGroup */
+    readonly NumInGroup: 3;
+    /** SeqNum */
+    readonly SeqNum: 4;
+    /** TagNum */
+    readonly TagNum: 5;
+    /** float */
+    readonly Float: 6;
+    /** Qty */
+    readonly Qty: 7;
+    /** Price */
+    readonly Price: 8;
+    /** PriceOffset */
+    readonly PriceOffset: 9;
+    /** Amt */
+    readonly Amt: 10;
+    /** Percentage */
+    readonly Percentage: 11;
+    /** Char */
+    readonly Char: 12;
+    /** Boolean */
+    readonly Boolean: 13;
+    /** String */
+    readonly String: 14;
+    /** MultipleCharValue */
+    readonly MultipleCharValue: 15;
+    /** Currency */
+    readonly Currency: 16;
+    /** Exchange */
+    readonly Exchange: 17;
+    /** MonthYear */
+    readonly MonthYear: 18;
+    /** UTCTimestamp */
+    readonly UTCTimestamp: 19;
+    /** UTCTimeOnly */
+    readonly UTCTimeOnly: 20;
+    /** LocalMktDate */
+    readonly LocalMktDate: 21;
+    /** UTCDateOnly */
+    readonly UTCDateOnly: 22;
+    /** data */
+    readonly Data: 23;
+    /** MultipleStringValue */
+    readonly MultipleStringValue: 24;
+    /** Country */
+    readonly Country: 25;
+    /** Language */
+    readonly Language: 26;
+    /** TZTimeOnly */
+    readonly TZTimeOnly: 27;
+    /** TZTimestamp */
+    readonly TZTimestamp: 28;
+    /** Tenor */
+    readonly Tenor: 29;
+}>;
+export type StrategyParameterType = (typeof StrategyParameterType)[keyof typeof StrategyParameterType];

package/types/fieldtypes/StrategyType.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Specifies the type of trade strategy.
+ * - Tag: 2141
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const StrategyType: Readonly<{
+    /** Straddle */
+    readonly Straddle: 'STD';
+    /** Strangle */
+    readonly Strangle: 'STG';
+    /** Butterfly */
+    readonly Butterfly: 'BF';
+    /** Condor */
+    readonly Condor: 'CNDR';
+    /** Callable inversible snowball */
+    readonly CallableInversibleSnowball: 'CISN';
+    /** Other */
+    readonly Other: 'OTHER';
+}>;
+export type StrategyType = (typeof StrategyType)[keyof typeof StrategyType];

package/types/fieldtypes/StreamAsgnAckType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Type of acknowledgement.
+ * - Tag: 1503
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamAsgnAckType: Readonly<{
+    /** Assignment Accepted */
+    readonly AssignmentAccepted: 0;
+    /** Assignment Rejected */
+    readonly AssignmentRejected: 1;
+}>;
+export type StreamAsgnAckType = (typeof StreamAsgnAckType)[keyof typeof StreamAsgnAckType];

package/types/fieldtypes/StreamAsgnRejReason.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Reason code for stream assignment request reject.
+ * - Tag: 1502
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamAsgnRejReason: Readonly<{
+    /** Unknown client */
+    readonly UnknownClient: 0;
+    /** Exceeds maximum size */
+    readonly ExceedsMaximumSize: 1;
+    /** Unknown or Invalid currency pair */
+    readonly UnknownOrInvalidCurrencyPair: 2;
+    /** No available stream */
+    readonly NoAvailableStream: 3;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type StreamAsgnRejReason = (typeof StreamAsgnRejReason)[keyof typeof StreamAsgnRejReason];

package/types/fieldtypes/StreamAsgnReqType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Type of stream assignment request.
+ * - Tag: 1498
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamAsgnReqType: Readonly<{
+    /** Stream assignment for new customer(s) */
+    readonly StreamAssignmentForNewCustomer: 1;
+    /** Stream assignment for existing customer(s) */
+    readonly StreamAssignmentForExistingCustomer: 2;
+}>;
+export type StreamAsgnReqType = (typeof StreamAsgnReqType)[keyof typeof StreamAsgnReqType];

package/types/fieldtypes/StreamAsgnType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * The type of assignment being affected in the Stream Assignment Report.
+ * - Tag: 1617
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamAsgnType: Readonly<{
+    /** Assignment */
+    readonly Assignment: 1;
+    /** Rejected */
+    readonly Rejected: 2;
+    /** Terminate/Unassign */
+    readonly Terminate: 3;
+}>;
+export type StreamAsgnType = (typeof StreamAsgnType)[keyof typeof StreamAsgnType];

package/types/fieldtypes/StreamCommodityDataSourceIDType.d.ts

@@ -0,0 +1,20 @@
+/**
+ * Type of data source identifier.
+ * - Tag: 41282
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamCommodityDataSourceIDType: Readonly<{
+    /** City (4 character business center code) */
+    readonly City: 0;
+    /** Airport (IATA standard) */
+    readonly Airport: 1;
+    /** Weather station WBAN (Weather Bureau Army Navy) */
+    readonly WeatherStation: 2;
+    /** Weather index WMO (World Meteorological Organization) */
+    readonly WeatherIndex: 3;
+}>;
+export type StreamCommodityDataSourceIDType =
+    (typeof StreamCommodityDataSourceIDType)[keyof typeof StreamCommodityDataSourceIDType];

package/types/fieldtypes/StreamCommodityNearbySettlDayUnit.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Time unit associated with the nearby settlement day.
+ * - Tag: 41267
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const StreamCommodityNearbySettlDayUnit: Readonly<{
+    /** Week */
+    readonly Week: 'Wk';
+    /** Month */
+    readonly Month: 'Mo';
+}>;
+export type StreamCommodityNearbySettlDayUnit =
+    (typeof StreamCommodityNearbySettlDayUnit)[keyof typeof StreamCommodityNearbySettlDayUnit];

package/types/fieldtypes/StreamNotionalAdjustments.d.ts

@@ -0,0 +1,14 @@
+/**
+ * For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
+ * - Tag: 42787
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamNotionalAdjustments: Readonly<{
+    readonly Execution: 0;
+    readonly PortfolioRebalancing: 1;
+    readonly Standard: 2;
+}>;
+export type StreamNotionalAdjustments = (typeof StreamNotionalAdjustments)[keyof typeof StreamNotionalAdjustments];

package/types/fieldtypes/StreamNotionalCommodityFrequency.d.ts

@@ -0,0 +1,26 @@
+/**
+ * The commodity's notional or quantity delivery frequency.
+ * - Tag: 41308
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamNotionalCommodityFrequency: Readonly<{
+    /** Term */
+    readonly Term: 0;
+    /** Per business day */
+    readonly PerBusinessDay: 1;
+    /** Per calculation period */
+    readonly PerCalculationPeriod: 2;
+    /** Per settlement period */
+    readonly PerSettlPeriod: 3;
+    /** Per calendar day */
+    readonly PerCalendarDay: 4;
+    /** Per hour */
+    readonly PerHour: 5;
+    /** Per month */
+    readonly PerMonth: 6;
+}>;
+export type StreamNotionalCommodityFrequency =
+    (typeof StreamNotionalCommodityFrequency)[keyof typeof StreamNotionalCommodityFrequency];

package/types/fieldtypes/StreamType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Type of swap stream.
+ * - Tag: 40050
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StreamType: Readonly<{
+    /** Payment / cash settlement */
+    readonly PaymentCashSettlement: 0;
+    /** Physical delivery */
+    readonly PhysicalDelivery: 1;
+}>;
+export type StreamType = (typeof StreamType)[keyof typeof StreamType];

package/types/fieldtypes/StrikeIndexQuote.d.ts

@@ -0,0 +1,16 @@
+/**
+ * The quote side from which the index price is to be determined.
+ * - Tag: 2601
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StrikeIndexQuote: Readonly<{
+    readonly Bid: 0;
+    /** Mid */
+    readonly Mid: 1;
+    /** Offer */
+    readonly Offer: 2;
+}>;
+export type StrikeIndexQuote = (typeof StrikeIndexQuote)[keyof typeof StrikeIndexQuote];

package/types/fieldtypes/StrikePriceBoundaryMethod.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
+ * - Tag: 1479
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StrikePriceBoundaryMethod: Readonly<{
+    /** Less than underlying price is in-the-money (ITM) */
+    readonly LessThan: 1;
+    /** Less than or equal to the underlying price is in-the-money(ITM) */
+    readonly LessThanOrEqual: 2;
+    /** Equal to the underlying price is in-the-money(ITM) */
+    readonly Equal: 3;
+    /** Greater than or equal to underlying price is in-the-money(ITM) */
+    readonly GreaterThanOrEqual: 4;
+    /** Greater than underlying is in-the-money(ITM) */
+    readonly GreaterThan: 5;
+}>;
+export type StrikePriceBoundaryMethod = (typeof StrikePriceBoundaryMethod)[keyof typeof StrikePriceBoundaryMethod];

package/types/fieldtypes/StrikePriceDeterminationMethod.d.ts

@@ -0,0 +1,20 @@
+/**
+ * Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
+ * - Tag: 1478
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const StrikePriceDeterminationMethod: Readonly<{
+    /** Fixed strike (default if not specified) */
+    readonly FixedStrike: 1;
+    /** Strike set at expiration to underlying or other value (lookback floating) */
+    readonly StrikeSetAtExpiration: 2;
+    /** Strike set to average of underlying settlement price across the life of the option */
+    readonly StrikeSetToAverageAcrossLife: 3;
+    /** Strike set to optimal value */
+    readonly StrikeSetToOptimalValue: 4;
+}>;
+export type StrikePriceDeterminationMethod =
+    (typeof StrikePriceDeterminationMethod)[keyof typeof StrikePriceDeterminationMethod];

package/types/fieldtypes/SubscriptionRequestType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Subscription Request Type
+ * - Tag: 263
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SubscriptionRequestType: Readonly<{
+    /** Snapshot */
+    readonly Snapshot: '0';
+    /** Snapshot + Updates (Subscribe) */
+    readonly SnapshotAndUpdates: '1';
+    /** Disable previous Snapshot + Update Request (Unsubscribe) */
+    readonly DisablePreviousSnapshot: '2';
+}>;
+export type SubscriptionRequestType = (typeof SubscriptionRequestType)[keyof typeof SubscriptionRequestType];

package/types/fieldtypes/SwapClass.d.ts

@@ -0,0 +1,19 @@
+/**
+ * The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.
+ * - Tag: 1941
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SwapClass: Readonly<{
+    /** Basis swap */
+    readonly BasisSwap: 'BS';
+    /** Index swap */
+    readonly IndexSwap: 'IX';
+    /** Broad-based security swap */
+    readonly BroadBasedSecuritySwap: 'BB';
+    /** Basket swap */
+    readonly BasketSwap: 'SK';
+}>;
+export type SwapClass = (typeof SwapClass)[keyof typeof SwapClass];

package/types/fieldtypes/SwapSubClass.d.ts

@@ -0,0 +1,21 @@
+/**
+ * The sub-classification or notional schedule type of the swap.
+ * - Tag: 1575
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SwapSubClass: Readonly<{
+    /** Amortizing notional schedule */
+    readonly Amortizing: 'AMTZ';
+    /** Compounding */
+    readonly Compounding: 'COMP';
+    /** Constant notional schedule */
+    readonly ConstantNotionalSchedule: 'CNST';
+    /** Accreting notional schedule */
+    readonly AccretingNotionalSchedule: 'ACRT';
+    /** Custom notional schedule */
+    readonly CustomNotionalSchedule: 'CUST';
+}>;
+export type SwapSubClass = (typeof SwapSubClass)[keyof typeof SwapSubClass];

package/types/fieldtypes/SymbolSfx.d.ts

@@ -0,0 +1,15 @@
+/**
+ * SymbolSfx
+ * - Tag: 65
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const SymbolSfx: Readonly<{
+    /** EUCP with lump-sum interest rather than discount price */
+    readonly EUCPWithLumpSumInterest: 'CD';
+    /** "When Issued" for a security to be reissued under an old CUSIP or ISIN */
+    readonly WhenIssued: 'WI';
+}>;
+export type SymbolSfx = (typeof SymbolSfx)[keyof typeof SymbolSfx];

package/types/fieldtypes/TargetStrategy.d.ts

@@ -0,0 +1,17 @@
+/**
+ * TargetStrategy
+ * - Tag: 847
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TargetStrategy: Readonly<{
+    /** VWAP */
+    readonly VWAP: 1;
+    /** Participate (i.e. aim to be x percent of the market volume) */
+    readonly Participate: 2;
+    /** Mininize market impact */
+    readonly MininizeMarketImpact: 3;
+}>;
+export type TargetStrategy = (typeof TargetStrategy)[keyof typeof TargetStrategy];