fixparser 9.1.7-0eabb847 → 9.1.7-0f174ec0

package/types/fieldtypes/TradeRequestStatus.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Status of Trade Request.
+ * - Tag: 750
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradeRequestStatus: Readonly<{
+    /** Accepted */
+    readonly Accepted: 0;
+    /** Completed */
+    readonly Completed: 1;
+    /** Rejected */
+    readonly Rejected: 2;
+}>;
+export type TradeRequestStatus = (typeof TradeRequestStatus)[keyof typeof TradeRequestStatus];

package/types/fieldtypes/TradeRequestType.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Type of Trade Capture Report.
+ * - Tag: 569
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradeRequestType: Readonly<{
+    /** All Trades */
+    readonly AllTrades: 0;
+    /** Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) */
+    readonly MatchedTradesMatchingCriteria: 1;
+    /** Unmatched trades that match criteria */
+    readonly UnmatchedTradesThatMatchCriteria: 2;
+    /** Unreported trades that match criteria */
+    readonly UnreportedTradesThatMatchCriteria: 3;
+    /** Advisories that match criteria */
+    readonly AdvisoriesThatMatchCriteria: 4;
+}>;
+export type TradeRequestType = (typeof TradeRequestType)[keyof typeof TradeRequestType];

package/types/fieldtypes/TradeType.d.ts

@@ -0,0 +1,20 @@
+/**
+ * Code to represent the type of trade.
+ * - Tag: 418
+ * - FIX Specification type: char
+ * - FIX Specification version: FIX42
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TradeType: Readonly<{
+    /** Agency */
+    readonly Agency: 'A';
+    /** VWAP Guarantee */
+    readonly VWAPGuarantee: 'G';
+    /** Guaranteed Close */
+    readonly GuaranteedClose: 'J';
+    /** Risk Trade */
+    readonly RiskTrade: 'R';
+}>;
+export type TradeType = (typeof TradeType)[keyof typeof TradeType];

package/types/fieldtypes/TradeVolType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140)
+ * - Tag: 1786
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradeVolType: Readonly<{
+    /** Number of units (e.g. share, par, currency, contracts) (default) */
+    readonly NumberOfUnits: 0;
+    /** Number of round lots */
+    readonly NumberOfRoundLots: 1;
+}>;
+export type TradeVolType = (typeof TradeVolType)[keyof typeof TradeVolType];

package/types/fieldtypes/TradedFlatSwitch.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
+ * - Tag: 258
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TradedFlatSwitch: Readonly<{
+    /** Not Traded Flat */
+    readonly NotTradedFlat: 'N';
+    /** Traded Flat */
+    readonly TradedFlat: 'Y';
+}>;
+export type TradedFlatSwitch = (typeof TradedFlatSwitch)[keyof typeof TradedFlatSwitch];

package/types/fieldtypes/TradingCapacity.d.ts

@@ -0,0 +1,27 @@
+/**
+ * Designates the capacity in which the order is submitted for trading by the market participant.
+ * - Tag: 1815
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradingCapacity: Readonly<{
+    /** Customer */
+    readonly Customer: 1;
+    /** Customer professional */
+    readonly CustomerProfessional: 2;
+    /** Broker-dealer */
+    readonly BrokerDealer: 3;
+    /** Customer broker-dealer */
+    readonly CustomerBrokerDealer: 4;
+    /** Principal */
+    readonly Principal: 5;
+    /** Market maker */
+    readonly MarketMaker: 6;
+    /** Away market maker */
+    readonly AwayMarketMaker: 7;
+    /** Systematic internaliser */
+    readonly SystematicInternaliser: 8;
+}>;
+export type TradingCapacity = (typeof TradingCapacity)[keyof typeof TradingCapacity];

package/types/fieldtypes/TradingSessionID.d.ts

@@ -0,0 +1,25 @@
+/**
+ * TradingSessionID
+ * - Tag: 336
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TradingSessionID: Readonly<{
+    /** Day */
+    readonly Day: '1';
+    /** HalfDay */
+    readonly HalfDay: '2';
+    /** Morning */
+    readonly Morning: '3';
+    /** Afternoon */
+    readonly Afternoon: '4';
+    /** Evening */
+    readonly Evening: '5';
+    /** After-hours */
+    readonly AfterHours: '6';
+    /** Holiday */
+    readonly Holiday: '7';
+}>;
+export type TradingSessionID = (typeof TradingSessionID)[keyof typeof TradingSessionID];

package/types/fieldtypes/TradingSessionSubID.d.ts

@@ -0,0 +1,33 @@
+/**
+ * Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
+ * - Tag: 625
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TradingSessionSubID: Readonly<{
+    /** Pre-Trading */
+    readonly PreTrading: '1';
+    /** Opening or opening auction */
+    readonly OpeningOrOpeningAuction: '2';
+    /** (Continuous) Trading */
+    readonly Continuous: '3';
+    /** Closing or closing auction */
+    readonly ClosingOrClosingAuction: '4';
+    /** Post-Trading */
+    readonly PostTrading: '5';
+    /** Scheduled intraday auction */
+    readonly ScheduledIntradayAuction: '6';
+    /** Quiescent */
+    readonly Quiescent: '7';
+    /** Any auction */
+    readonly AnyAuction: '8';
+    readonly UnscheduledIntradayAuction: '9';
+    readonly OutOfMainSessionTrading: '10';
+    readonly PrivateAuction: '11';
+    readonly PublicAuction: '12';
+    readonly GroupAuction: '13';
+    readonly OrderInitiatedAuction: '14';
+}>;
+export type TradingSessionSubID = (typeof TradingSessionSubID)[keyof typeof TradingSessionSubID];

package/types/fieldtypes/TransactionAttributeType.d.ts

@@ -0,0 +1,14 @@
+/**
+ * Type of attribute(s) or characteristic(s) associated with the transaction.
+ * - Tag: 2872
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TransactionAttributeType: Readonly<{
+    readonly ExclusiveArrangement: 0;
+    readonly CollateralReuse: 1;
+    readonly CollateralArrangementType: 2;
+}>;
+export type TransactionAttributeType = (typeof TransactionAttributeType)[keyof typeof TransactionAttributeType];

package/types/fieldtypes/TransferRejectReason.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Reason the transfer instruction was rejected.
+ * - Tag: 2443
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TransferRejectReason: Readonly<{
+    /** Success */
+    readonly Success: 0;
+    /** Invalid party */
+    readonly InvalidParty: 1;
+    /** Unknown instrument */
+    readonly UnknownInstrument: 2;
+    /** Not authorized to submit transfers */
+    readonly UnauthorizedToSubmitXfer: 3;
+    /** Unknown position */
+    readonly UnknownPosition: 4;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type TransferRejectReason = (typeof TransferRejectReason)[keyof typeof TransferRejectReason];

package/types/fieldtypes/TransferReportType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates the type of transfer report.
+ * - Tag: 2444
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TransferReportType: Readonly<{
+    /** Submit */
+    readonly Submit: 0;
+    /** Alleged */
+    readonly Alleged: 1;
+}>;
+export type TransferReportType = (typeof TransferReportType)[keyof typeof TransferReportType];

package/types/fieldtypes/TransferScope.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Indicates the type of transfer.
+ * - Tag: 2441
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TransferScope: Readonly<{
+    /** Inter-firm transfer */
+    readonly InterFirmTransfer: 0;
+    /** Intra-firm transfer */
+    readonly IntraFirmTransfer: 1;
+    /** Clearing Member Trade Assignment */
+    readonly CMTA: 2;
+}>;
+export type TransferScope = (typeof TransferScope)[keyof typeof TransferScope];

package/types/fieldtypes/TransferStatus.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Status of the transfer.
+ * - Tag: 2442
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TransferStatus: Readonly<{
+    /** Received */
+    readonly Received: 0;
+    /** Rejected by intermediary */
+    readonly RejectedByIntermediary: 1;
+    /** Accept pending */
+    readonly AcceptPending: 2;
+    /** Accepted */
+    readonly Accepted: 3;
+    /** Declined */
+    readonly Declined: 4;
+    /** Cancelled */
+    readonly Cancelled: 5;
+}>;
+export type TransferStatus = (typeof TransferStatus)[keyof typeof TransferStatus];

package/types/fieldtypes/TransferTransType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Indicates the type of transfer transaction.
+ * - Tag: 2439
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TransferTransType: Readonly<{
+    /** New */
+    readonly New: 0;
+    /** Replace */
+    readonly Replace: 1;
+    /** Cancel */
+    readonly Cancel: 2;
+}>;
+export type TransferTransType = (typeof TransferTransType)[keyof typeof TransferTransType];

package/types/fieldtypes/TransferType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Indicates the type of transfer request.
+ * - Tag: 2440
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TransferType: Readonly<{
+    /** Request transfer */
+    readonly RequestTransfer: 0;
+    /** Accept transfer */
+    readonly AcceptTransfer: 1;
+    /** Decline transfer */
+    readonly DeclineTransfer: 2;
+}>;
+export type TransferType = (typeof TransferType)[keyof typeof TransferType];

package/types/fieldtypes/TrdAckStatus.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Used to indicate the status of the trade submission (not the trade report)
+ * - Tag: 1523
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TrdAckStatus: Readonly<{
+    /** Accepted */
+    readonly Accepted: 0;
+    /** Rejected */
+    readonly Rejected: 1;
+    /** Received */
+    readonly Received: 2;
+}>;
+export type TrdAckStatus = (typeof TrdAckStatus)[keyof typeof TrdAckStatus];

package/types/fieldtypes/TrdRegPublicationReason.d.ts

@@ -0,0 +1,29 @@
+/**
+ * TrdRegPublicationReason
+ * - Tag: 2670
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TrdRegPublicationReason: Readonly<{
+    readonly NoBookOrderDueToAverageSpreadPrice: 0;
+    readonly NoBookOrderDueToRefPrice: 1;
+    readonly NoBookOrderDueToOtherConditions: 2;
+    readonly NoPublicPriceDueToRefPrice: 3;
+    readonly NoPublicPriceDueToIlliquid: 4;
+    readonly NoPublicPriceDueToOrderSize: 5;
+    readonly DeferralDueToLargeInScale: 6;
+    readonly DeferralDueToIlliquid: 7;
+    readonly DeferralDueToSizeSpecific: 8;
+    readonly NoPublicPriceDueToLargeInScale: 9;
+    readonly NoPublicPriceSizeDueToOrderHidden: 10;
+    readonly ExemptedDueToSecuritiesFinancingTransaction: 11;
+    readonly ExemptedDueToESCBPolicyTransaction: 12;
+    readonly ExceptionDueToReportByPaper: 13;
+    readonly ExceptionDueToTradeExecutedWithNonReportingParty: 14;
+    readonly ExceptionDueToIntraFirmOrder: 15;
+    readonly ReportedOutsideReportingHours: 16;
+    readonly NoPublicPxDueToPreTradeWaiver: 17;
+}>;
+export type TrdRegPublicationReason = (typeof TrdRegPublicationReason)[keyof typeof TrdRegPublicationReason];

package/types/fieldtypes/TrdRegPublicationType.d.ts

@@ -0,0 +1,18 @@
+/**
+ * TrdRegPublicationType
+ * - Tag: 2669
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TrdRegPublicationType: Readonly<{
+    readonly PreTradeTransparencyWaiver: 0;
+    readonly PostTradeDeferral: 1;
+    readonly ExemptFromPublication: 2;
+    readonly OrderLevelPublicationToSubscribers: 3;
+    readonly PriceLevelPublicationToSubscribers: 4;
+    readonly OrderLevelPublicationToThePublic: 5;
+    readonly PublicationInternalToExecutionVenue: 6;
+}>;
+export type TrdRegPublicationType = (typeof TrdRegPublicationType)[keyof typeof TrdRegPublicationType];

package/types/fieldtypes/TrdRegTimestampManualIndicator.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Indicates whether a given timestamp was manually captured.
+ * - Tag: 2839
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TrdRegTimestampManualIndicator: Readonly<{
+    /** Not manually captured */
+    readonly NotManuallyCaptured: 'N';
+    /** Manually captured */
+    readonly ManuallyCaptured: 'Y';
+}>;
+export type TrdRegTimestampManualIndicator =
+    (typeof TrdRegTimestampManualIndicator)[keyof typeof TrdRegTimestampManualIndicator];

package/types/fieldtypes/TrdRegTimestampType.d.ts

@@ -0,0 +1,60 @@
+/**
+ * TrdRegTimestampType
+ * - Tag: 770
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TrdRegTimestampType: Readonly<{
+    readonly ExecutionTime: 1;
+    readonly TimeIn: 2;
+    readonly TimeOut: 3;
+    readonly BrokerReceipt: 4;
+    readonly BrokerExecution: 5;
+    readonly DeskReceipt: 6;
+    readonly SubmissionToClearing: 7;
+    readonly TimePriority: 8;
+    readonly OrderbookEntryTime: 9;
+    readonly OrderSubmissionTime: 10;
+    readonly PubliclyReported: 11;
+    readonly PublicReportUpdated: 12;
+    /** Non-publicly reported */
+    readonly NonPubliclyReported: 13;
+    /** Non-public report updated */
+    readonly NonPublicReportUpdated: 14;
+    /** Submitted for confirmation */
+    readonly SubmittedForConfirmation: 15;
+    /** Updated for confirmation */
+    readonly UpdatedForConfirmation: 16;
+    /** Confirmed */
+    readonly Confirmed: 17;
+    /** Updated for clearing */
+    readonly UpdatedForClearing: 18;
+    /** Cleared */
+    readonly Cleared: 19;
+    /** Allocations submitted */
+    readonly AllocationsSubmitted: 20;
+    /** Allocations updated */
+    readonly AllocationsUpdated: 21;
+    /** Allocations completed */
+    readonly AllocationsCompleted: 22;
+    /** Submitted to repository */
+    readonly SubmittedToRepository: 23;
+    /** Post-trade continuation event */
+    readonly PostTrdContntnEvnt: 24;
+    /** Post-trade valuation */
+    readonly PostTradeValuation: 25;
+    readonly PreviousTimePriority: 26;
+    readonly IdentifierAssigned: 27;
+    readonly PreviousIdentifierAssigned: 28;
+    readonly OrderCancellationTime: 29;
+    readonly OrderModificationTime: 30;
+    readonly OrderRoutingTime: 31;
+    readonly TradeCancellationTime: 32;
+    readonly TradeModificationTime: 33;
+    readonly ReferenceTimeForNBBO: 34;
+    /** Affirmed */
+    readonly Affirmed: 35;
+}>;
+export type TrdRegTimestampType = (typeof TrdRegTimestampType)[keyof typeof TrdRegTimestampType];

package/types/fieldtypes/TrdRptStatus.d.ts

@@ -0,0 +1,31 @@
+/**
+ * Trade Report Status
+ * - Tag: 939
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TrdRptStatus: Readonly<{
+    /** Accepted */
+    readonly Accepted: 0;
+    /** Rejected */
+    readonly Rejected: 1;
+    /** Cancelled */
+    readonly Cancelled: 2;
+    /** Accepted with errors */
+    readonly AcceptedWithErrors: 3;
+    /** Pending New */
+    readonly PendingNew: 4;
+    /** Pending Cancel */
+    readonly PendingCancel: 5;
+    /** Pending Replace */
+    readonly PendingReplace: 6;
+    /** Terminated */
+    readonly Terminated: 7;
+    readonly PendingVerification: 8;
+    readonly DeemedVerified: 9;
+    readonly Verified: 10;
+    readonly Disputed: 11;
+}>;
+export type TrdRptStatus = (typeof TrdRptStatus)[keyof typeof TrdRptStatus];

package/types/fieldtypes/TrdSubType.d.ts

@@ -0,0 +1,104 @@
+/**
+ * Further qualification to the trade type defined in TrdType(828).
+ * - Tag: 829
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TrdSubType: Readonly<{
+    /** CMTA */
+    readonly CMTA: 0;
+    /** Internal transfer or adjustment */
+    readonly InternalTransferOrAdjustment: 1;
+    /** External transfer or transfer of account */
+    readonly ExternalTransferOrTransferOfAccount: 2;
+    /** Reject for submitting side */
+    readonly RejectForSubmittingSide: 3;
+    /** Advisory for contra side */
+    readonly AdvisoryForContraSide: 4;
+    /** Offset due to an allocation */
+    readonly OffsetDueToAnAllocation: 5;
+    /** Onset due to an allocation */
+    readonly OnsetDueToAnAllocation: 6;
+    /** Differential spread */
+    readonly DifferentialSpread: 7;
+    /** Implied spread leg executed against an outright */
+    readonly ImpliedSpreadLegExecutedAgainstAnOutright: 8;
+    /** Transaction from exercise */
+    readonly TransactionFromExercise: 9;
+    /** Transaction from assignment */
+    readonly TransactionFromAssignment: 10;
+    /** ACATS */
+    readonly ACATS: 11;
+    /** AI (Automated input facility disabled in response to an exchange request.) */
+    readonly AI: 14;
+    /** B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) */
+    readonly B: 15;
+    /** K (Transaction using block trade facility.) */
+    readonly K: 16;
+    /** LC (Correction submitted more than three days after publication of the original trade report.) */
+    readonly LC: 17;
+    /** M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) */
+    readonly M: 18;
+    /** N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) */
+    readonly N: 19;
+    readonly NM: 20;
+    /** NR (Non-risk transaction in a SEATS security other than an AIM security) */
+    readonly NR: 21;
+    /** P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) */
+    readonly P: 22;
+    /** PA (Protected transaction notification) */
+    readonly PA: 23;
+    /** PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) */
+    readonly PC: 24;
+    /** PN (Worked principal notification for a portfolio transaction which includes order book securities) */
+    readonly PN: 25;
+    readonly R: 26;
+    /** RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) */
+    readonly RO: 27;
+    /** RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) */
+    readonly RT: 28;
+    /** SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) */
+    readonly SW: 29;
+    /** T (If reporting a single protected transaction) */
+    readonly T: 30;
+    /** WN (Worked principal notification for a single order book security) */
+    readonly WN: 31;
+    /** WT (Worked principal transaction (other than a portfolio transaction)) */
+    readonly WT: 32;
+    /** Off Hours Trade */
+    readonly OffHoursTrade: 33;
+    /** On Hours Trade */
+    readonly OnHoursTrade: 34;
+    /** OTC Quote */
+    readonly OTCQuote: 35;
+    /** Converted SWAP */
+    readonly ConvertedSWAP: 36;
+    /** Crossed Trade (X) */
+    readonly CrossedTrade: 37;
+    /** Interim Protected Trade (I) */
+    readonly InterimProtectedTrade: 38;
+    /** Large in Scale (L) */
+    readonly LargeInScale: 39;
+    /** Wash Trade */
+    readonly WashTrade: 40;
+    readonly TradeAtSettlement: 41;
+    readonly AuctionTrade: 42;
+    readonly TradeAtMarker: 43;
+    /** Default (Credit Event) */
+    readonly CreditDefault: 44;
+    /** Restructuring (credit event) */
+    readonly CreditRestructuring: 45;
+    /** Merger (succession event) */
+    readonly Merger: 46;
+    /** Spin-off (succession event) */
+    readonly SpinOff: 47;
+    readonly MultilateralCompression: 48;
+    readonly Balancing: 50;
+    readonly BasisTradeIndexClose: 51;
+    readonly TradeAtCashOpen: 52;
+    readonly TrdSubmitVenueClrSettl: 53;
+    readonly BilateralCompression: 54;
+}>;
+export type TrdSubType = (typeof TrdSubType)[keyof typeof TrdSubType];