fixparser 9.1.7-61994694 → 9.1.7-620b3399

package/types/fieldtypes/ExecInst.d.ts

@@ -1,117 +0,0 @@
-/**
- * Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
- * - Tag: 18
- * - FIX Specification type: MultipleCharValue
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const ExecInst: Readonly<{
-    /** Stay on offer side */
-    readonly StayOnOfferSide: '0';
-    /** Not held */
-    readonly NotHeld: '1';
-    /** Work */
-    readonly Work: '2';
-    /** Go along */
-    readonly GoAlong: '3';
-    /** Over the day */
-    readonly OverTheDay: '4';
-    /** Held */
-    readonly Held: '5';
-    /** Participate don't initiate */
-    readonly ParticipateDoNotInitiate: '6';
-    /** Strict scale */
-    readonly StrictScale: '7';
-    /** Try to scale */
-    readonly TryToScale: '8';
-    /** Stay on bid side */
-    readonly StayOnBidSide: '9';
-    readonly NoCross: 'A';
-    /** OK to cross */
-    readonly OKToCross: 'B';
-    /** Call first */
-    readonly CallFirst: 'C';
-    readonly PercentOfVolume: 'D';
-    /** Do not increase - DNI */
-    readonly DoNotIncrease: 'E';
-    /** Do not reduce - DNR */
-    readonly DoNotReduce: 'F';
-    /** All or none - AON */
-    readonly AllOrNone: 'G';
-    readonly ReinstateOnSystemFailure: 'H';
-    /** Institutions only */
-    readonly InstitutionsOnly: 'I';
-    readonly ReinstateOnTradingHalt: 'J';
-    readonly CancelOnTradingHalt: 'K';
-    /** Last peg (last sale) */
-    readonly LastPeg: 'L';
-    /** Mid-price peg (midprice of inside quote) */
-    readonly MidPricePeg: 'M';
-    /** Non-negotiable */
-    readonly NonNegotiable: 'N';
-    /** Opening peg */
-    readonly OpeningPeg: 'O';
-    /** Market peg */
-    readonly MarketPeg: 'P';
-    readonly CancelOnSystemFailure: 'Q';
-    readonly PrimaryPeg: 'R';
-    /** Suspend */
-    readonly Suspend: 'S';
-    /** Fixed peg to local best bid or offer at time of order */
-    readonly FixedPegToLocalBestBidOrOfferAtTimeOfOrder: 'T';
-    readonly CustomerDisplayInstruction: 'U';
-    /** Netting (for Forex) */
-    readonly Netting: 'V';
-    /** Peg to VWAP */
-    readonly PegToVWAP: 'W';
-    /** Trade along */
-    readonly TradeAlong: 'X';
-    /** Try to stop */
-    readonly TryToStop: 'Y';
-    /** Cancel if not best */
-    readonly CancelIfNotBest: 'Z';
-    /** Trailing stop peg */
-    readonly TrailingStopPeg: 'a';
-    readonly StrictLimit: 'b';
-    /** Ignore price validity checks */
-    readonly IgnorePriceValidityChecks: 'c';
-    /** Peg to limit price */
-    readonly PegToLimitPrice: 'd';
-    /** Work to target strategy */
-    readonly WorkToTargetStrategy: 'e';
-    /** Intermarket sweep */
-    readonly IntermarketSweep: 'f';
-    /** External routing allowed */
-    readonly ExternalRoutingAllowed: 'g';
-    /** External routing not allowed */
-    readonly ExternalRoutingNotAllowed: 'h';
-    /** Imbalance only */
-    readonly ImbalanceOnly: 'i';
-    /** Single execution requested for block trade */
-    readonly SingleExecutionRequestedForBlockTrade: 'j';
-    /** Best execution */
-    readonly BestExecution: 'k';
-    readonly SuspendOnSystemFailure: 'l';
-    readonly SuspendOnTradingHalt: 'm';
-    readonly ReinstateOnConnectionLoss: 'n';
-    readonly CancelOnConnectionLoss: 'o';
-    readonly SuspendOnConnectionLoss: 'p';
-    readonly Release: 'q';
-    /** Execute as delta neutral using volatility provided */
-    readonly ExecuteAsDeltaNeutral: 'r';
-    /** Execute as duration neutral */
-    readonly ExecuteAsDurationNeutral: 's';
-    /** Execute as FX neutral */
-    readonly ExecuteAsFXNeutral: 't';
-    /** Minimum guaranteed fill eligible */
-    readonly MinGuaranteedFillEligible: 'u';
-    /** Bypass non-displayed liquidity */
-    readonly BypassNonDisplayLiquidity: 'v';
-    readonly Lock: 'w';
-    /** Ignore notional value checks */
-    readonly IgnoreNotionalValueChecks: 'x';
-    readonly TrdAtRefPx: 'y';
-    readonly AllowFacilitation: 'z';
-}>;
-export type ExecInst = (typeof ExecInst)[keyof typeof ExecInst];

package/types/fieldtypes/ExecMethod.d.ts

@@ -1,15 +0,0 @@
-/**
- * Specifies how the transaction was executed, e.g. via an automated execution platform or other method.
- * - Tag: 2405
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExecMethod: Readonly<{
-    readonly Unspecified: 0;
-    readonly Manual: 1;
-    readonly Automated: 2;
-    readonly VoiceBrokered: 3;
-}>;
-export type ExecMethod = (typeof ExecMethod)[keyof typeof ExecMethod];

package/types/fieldtypes/ExecPriceType.d.ts

@@ -1,27 +0,0 @@
-/**
- * For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.
- * - Tag: 484
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const ExecPriceType: Readonly<{
-    /** Bid price */
-    readonly BidPrice: 'B';
-    /** Creation price */
-    readonly CreationPrice: 'C';
-    /** Creation price plus adjustment percent */
-    readonly CreationPricePlusAdjustmentPercent: 'D';
-    /** Creation price plus adjustment amount */
-    readonly CreationPricePlusAdjustmentAmount: 'E';
-    /** Offer price */
-    readonly OfferPrice: 'O';
-    /** Offer price minus adjustment percent */
-    readonly OfferPriceMinusAdjustmentPercent: 'P';
-    /** Offer price minus adjustment amount */
-    readonly OfferPriceMinusAdjustmentAmount: 'Q';
-    /** Single price */
-    readonly SinglePrice: 'S';
-}>;
-export type ExecPriceType = (typeof ExecPriceType)[keyof typeof ExecPriceType];

package/types/fieldtypes/ExecRestatementReason.d.ts

@@ -1,51 +0,0 @@
-/**
- * The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.
- * - Tag: 378
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExecRestatementReason: Readonly<{
-    /** GT corporate action */
-    readonly GTCorporateAction: 0;
-    /** GT renewal / restatement (no corporate action) */
-    readonly GTRenewal: 1;
-    /** Verbal change */
-    readonly VerbalChange: 2;
-    /** Repricing of order */
-    readonly RepricingOfOrder: 3;
-    /** Broker option */
-    readonly BrokerOption: 4;
-    /** Partial decline of OrderQty (e.g. exchange initiated partial cancel) */
-    readonly PartialDeclineOfOrderQty: 5;
-    /** Cancel on Trading Halt */
-    readonly CancelOnTradingHalt: 6;
-    /** Cancel on System Failure */
-    readonly CancelOnSystemFailure: 7;
-    /** Market (Exchange) option */
-    readonly Market: 8;
-    /** Canceled, not best */
-    readonly Canceled: 9;
-    /** Warehouse Recap */
-    readonly WarehouseRecap: 10;
-    /** Peg Refresh */
-    readonly PegRefresh: 11;
-    /** Cancel On Connection Loss */
-    readonly CancelOnConnectionLoss: 12;
-    /** Cancel On Logout */
-    readonly CancelOnLogout: 13;
-    /** Assign Time Priority */
-    readonly AssignTimePriority: 14;
-    /** Cancelled, Trade Price Violation */
-    readonly CancelledForTradePriceViolation: 15;
-    /** Cancelled, Cross Imbalance */
-    readonly CancelledForCrossImbalance: 16;
-    readonly CxldSMP: 17;
-    readonly CxldSMPAggressive: 18;
-    readonly CxldSMPPassive: 19;
-    readonly CxldSMPAggressivePassive: 20;
-    /** Other */
-    readonly Other: 99;
-}>;
-export type ExecRestatementReason = (typeof ExecRestatementReason)[keyof typeof ExecRestatementReason];

package/types/fieldtypes/ExecTransType.d.ts

@@ -1,20 +0,0 @@
-/**
- * Identifies transaction type
- * - Tag: 20
- * - FIX Specification type: char
- * - FIX Specification version: FIX42
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const ExecTransType: Readonly<{
-    /** New */
-    readonly New: '0';
-    /** Cancel */
-    readonly Cancel: '1';
-    /** Correct */
-    readonly Correct: '2';
-    /** Status */
-    readonly Status: '3';
-}>;
-export type ExecTransType = (typeof ExecTransType)[keyof typeof ExecTransType];

package/types/fieldtypes/ExecType.d.ts

@@ -1,55 +0,0 @@
-/**
- * Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).
- * - Tag: 150
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const ExecType: Readonly<{
-    /** New */
-    readonly New: '0';
-    /** Done for day */
-    readonly DoneForDay: '3';
-    /** Canceled */
-    readonly Canceled: '4';
-    /** Replaced */
-    readonly Replaced: '5';
-    /** Pending Cancel (e.g. result of Order Cancel Request) */
-    readonly PendingCancel: '6';
-    /** Stopped */
-    readonly Stopped: '7';
-    /** Rejected */
-    readonly Rejected: '8';
-    /** Suspended */
-    readonly Suspended: '9';
-    /** Pending New */
-    readonly PendingNew: 'A';
-    /** Calculated */
-    readonly Calculated: 'B';
-    /** Expired */
-    readonly Expired: 'C';
-    /** Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) */
-    readonly Restated: 'D';
-    /** Pending Replace (e.g. result of Order Cancel/Replace Request) */
-    readonly PendingReplace: 'E';
-    /** Trade (partial fill or fill) */
-    readonly Trade: 'F';
-    /** Trade Correct */
-    readonly TradeCorrect: 'G';
-    /** Trade Cancel */
-    readonly TradeCancel: 'H';
-    /** Order Status */
-    readonly OrderStatus: 'I';
-    /** Trade in a Clearing Hold */
-    readonly TradeInAClearingHold: 'J';
-    /** Trade has been released to Clearing */
-    readonly TradeHasBeenReleasedToClearing: 'K';
-    /** Triggered or Activated by System */
-    readonly TriggeredOrActivatedBySystem: 'L';
-    /** Locked */
-    readonly Locked: 'M';
-    /** Released */
-    readonly Released: 'N';
-}>;
-export type ExecType = (typeof ExecType)[keyof typeof ExecType];

package/types/fieldtypes/ExecTypeReason.d.ts

@@ -1,41 +0,0 @@
-/**
- * The initiating event when an ExecutionReport(35=8) is sent.
- * - Tag: 2431
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExecTypeReason: Readonly<{
-    /** Order added upon request */
-    readonly OrdAddedOnRequest: 1;
-    /** Order replaced upon request */
-    readonly OrdReplacedOnRequest: 2;
-    /** Order cancelled upon request */
-    readonly OrdCxldOnRequest: 3;
-    /** Unsolicited order cancellation */
-    readonly UnsolicitedOrdCxl: 4;
-    /** Non-resting order added upon request */
-    readonly NonRestingOrdAddedOnRequest: 5;
-    /** Order replaced with non-resting order upon request */
-    readonly OrdReplacedWithNonRestingOrdOnRequest: 6;
-    /** Trigger order replaced upon request */
-    readonly TriggerOrdReplacedOnRequest: 7;
-    /** Suspended order replaced upon request */
-    readonly SuspendedOrdReplacedOnRequest: 8;
-    /** Suspended order canceled upon request */
-    readonly SuspendedOrdCxldOnRequest: 9;
-    /** Order cancellation pending */
-    readonly OrdCxlPending: 10;
-    /** Pending cancellation executed */
-    readonly PendingCxlExecuted: 11;
-    /** Resting order triggered */
-    readonly RestingOrdTriggered: 12;
-    /** Suspended order activated */
-    readonly SuspendedOrdActivated: 13;
-    /** Active order suspended */
-    readonly ActiveOrdSuspended: 14;
-    /** Order expired */
-    readonly OrdExpired: 15;
-}>;
-export type ExecTypeReason = (typeof ExecTypeReason)[keyof typeof ExecTypeReason];

package/types/fieldtypes/ExerciseConfirmationMethod.d.ts

@@ -1,19 +0,0 @@
-/**
- * Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
- * - Tag: 41111
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExerciseConfirmationMethod: Readonly<{
-    /** Not required */
-    readonly NotRequired: 0;
-    /** Non-electronic */
-    readonly NonElectronic: 1;
-    /** Electronic */
-    readonly Electronic: 2;
-    /** Unknown at time of report */
-    readonly Unknown: 3;
-}>;
-export type ExerciseConfirmationMethod = (typeof ExerciseConfirmationMethod)[keyof typeof ExerciseConfirmationMethod];

package/types/fieldtypes/ExerciseMethod.d.ts

@@ -1,15 +0,0 @@
-/**
- * Exercise Method used to in performing assignment.
- * - Tag: 747
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const ExerciseMethod: Readonly<{
-    /** Automatic */
-    readonly Automatic: 'A';
-    /** Manual */
-    readonly Manual: 'M';
-}>;
-export type ExerciseMethod = (typeof ExerciseMethod)[keyof typeof ExerciseMethod];

package/types/fieldtypes/ExerciseStyle.d.ts

@@ -1,19 +0,0 @@
-/**
- * Type of exercise of a derivatives security
- * - Tag: 1194
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExerciseStyle: Readonly<{
-    /** European */
-    readonly European: 0;
-    /** American */
-    readonly American: 1;
-    /** Bermuda */
-    readonly Bermuda: 2;
-    /** Other */
-    readonly Other: 99;
-}>;
-export type ExerciseStyle = (typeof ExerciseStyle)[keyof typeof ExerciseStyle];

package/types/fieldtypes/ExpirationCycle.d.ts

@@ -1,17 +0,0 @@
-/**
- * Part of trading cycle when an instrument expires. Field is applicable for derivatives.
- * - Tag: 827
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExpirationCycle: Readonly<{
-    /** Expire on trading session close (default) */
-    readonly ExpireOnTradingSessionClose: 0;
-    /** Expire on trading session open */
-    readonly ExpireOnTradingSessionOpen: 1;
-    /** Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) */
-    readonly SpecifiedExpiration: 2;
-}>;
-export type ExpirationCycle = (typeof ExpirationCycle)[keyof typeof ExpirationCycle];

package/types/fieldtypes/ExpirationQtyType.d.ts

@@ -1,21 +0,0 @@
-/**
- * Expiration Quantity type
- * - Tag: 982
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExpirationQtyType: Readonly<{
-    /** Auto Exercise */
-    readonly AutoExercise: 1;
-    /** Non Auto Exercise */
-    readonly NonAutoExercise: 2;
-    /** Final Will Be Exercised */
-    readonly FinalWillBeExercised: 3;
-    /** Contrary Intention */
-    readonly ContraryIntention: 4;
-    /** Difference */
-    readonly Difference: 5;
-}>;
-export type ExpirationQtyType = (typeof ExpirationQtyType)[keyof typeof ExpirationQtyType];

package/types/fieldtypes/ExtraordinaryEventAdjustmentMethod.d.ts

@@ -1,14 +0,0 @@
-/**
- * Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
- * - Tag: 2602
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ExtraordinaryEventAdjustmentMethod: Readonly<{
-    readonly CalculationAgent: 0;
-    readonly OptionsExchange: 1;
-}>;
-export type ExtraordinaryEventAdjustmentMethod =
-    (typeof ExtraordinaryEventAdjustmentMethod)[keyof typeof ExtraordinaryEventAdjustmentMethod];

package/types/fieldtypes/FXBenchmark.d.ts

@@ -1,20 +0,0 @@
-/**
- * FXBenchmark
- * - Tag: 3073
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const FXBenchmark: Readonly<{
-    readonly Bloomberg: 1;
-    /** Central Bank */
-    readonly CentralBank: 2;
-    /** WMR */
-    readonly WMR: 3;
-    readonly MitsubishiUFJ: 4;
-    readonly LondonBullionMarketAssociation: 5;
-    readonly LondonMetalExchange: 6;
-    readonly Other: 99;
-}>;
-export type FXBenchmark = (typeof FXBenchmark)[keyof typeof FXBenchmark];