fixparser 9.1.7-61994694 → 9.1.7-67ba45e9

package/types/fieldtypes/MDStatisticRequestResult.d.ts

@@ -1,51 +0,0 @@
-/**
- * Result returned in response to MarketDataStatisticsRequest (35=DO).
- * - Tag: 2473
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDStatisticRequestResult: Readonly<{
-    /** Successful (default) */
-    readonly Successful: 0;
-    /** Invalid or unknown market */
-    readonly InvalidOrUnknownMarket: 1;
-    /** Invalid or unknown market segment */
-    readonly InvalidOrUnknownMarketSegment: 2;
-    /** Invalid or unknown security list */
-    readonly InvalidOrUnknownSecurityList: 3;
-    /** Invalid or unknown instrument(s) */
-    readonly InvalidOrUnknownInstruments: 4;
-    /** Invalid parties */
-    readonly InvalidParties: 5;
-    /** Trade date out of supported range */
-    readonly TradeDateOutOfSupportedRange: 6;
-    /** Statistic type not supported */
-    readonly UnsupportedStatisticType: 7;
-    /** Scope or sub-scope not supported */
-    readonly UnsupportedScopeOrSubScope: 8;
-    /** Scope type not supported */
-    readonly UnsupportedScopeType: 9;
-    /** Market depth not supported */
-    readonly MarketDepthNotSupported: 10;
-    /** Frequency not supported */
-    readonly FrequencyNotSupported: 11;
-    /** Statistic interval not supported */
-    readonly UnsupportedStatisticInterval: 12;
-    /** Statistic date range not supported */
-    readonly UnsupportedStatisticDateRange: 13;
-    /** Statistic time range not supported */
-    readonly UnsupportedStatisticTimeRange: 14;
-    /** Ratio type not supported */
-    readonly UnsupportedRatioType: 15;
-    /** Invalid or unknown trade input source */
-    readonly InvalidOrUnknownTradeInputSource: 16;
-    /** Invalid or unknown trading session */
-    readonly InvalidOrUnknownTradingSession: 17;
-    /** Unauthorized for statistic request */
-    readonly UnauthorizedForStatisticRequest: 18;
-    /** Other (further information in Text (58) field) */
-    readonly Other: 99;
-}>;
-export type MDStatisticRequestResult = (typeof MDStatisticRequestResult)[keyof typeof MDStatisticRequestResult];

package/types/fieldtypes/MDStatisticScope.d.ts

@@ -1,70 +0,0 @@
-/**
- * Entities used as basis for the statistics.
- * - Tag: 2457
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDStatisticScope: Readonly<{
-    /** Bid prices */
-    readonly BidPrices: 1;
-    /** Offer prices */
-    readonly OfferPrices: 2;
-    /** Bid depth */
-    readonly BidDepth: 3;
-    /** Offer depth */
-    readonly OfferDepth: 4;
-    /** Orders */
-    readonly Orders: 5;
-    /** Quotes */
-    readonly Quotes: 6;
-    /** Orders and Quotes */
-    readonly OrdersAndQuotes: 7;
-    /** Trades */
-    readonly Trades: 8;
-    /** Trade prices */
-    readonly TradePrices: 9;
-    /** Auction prices */
-    readonly AuctionPrices: 10;
-    /** Opening prices */
-    readonly OpeningPrices: 11;
-    /** Closing prices */
-    readonly ClosingPrices: 12;
-    /** Settlement prices */
-    readonly SettlementPrices: 13;
-    /** Underlying prices */
-    readonly UnderlyingPrices: 14;
-    /** Open interest */
-    readonly OpenInterest: 15;
-    /** Index values */
-    readonly IndexValues: 16;
-    /** Margin rates */
-    readonly MarginRates: 17;
-    readonly Outages: 18;
-    /** Scheduled auctions */
-    readonly ScheduledAuctions: 19;
-    /** Reference prices */
-    readonly ReferencePrices: 20;
-    readonly TradeValue: 21;
-    readonly MarketDataFeeItems: 22;
-    readonly Rebates: 23;
-    readonly Discounts: 24;
-    readonly Payments: 25;
-    readonly Taxes: 26;
-    readonly Levies: 27;
-    readonly Benefits: 28;
-    /** Fees */
-    readonly Fees: 29;
-    /** Orders and RFQs (Request for quotes) */
-    readonly OrdersRFQs: 30;
-    /** Market makers */
-    readonly MarketMakers: 31;
-    readonly TradingInterruptions: 32;
-    readonly TradingSuspensions: 33;
-    readonly NoQuotes: 34;
-    /** Request for quotes */
-    readonly RequestForQuotes: 35;
-    readonly TradeVolume: 36;
-}>;
-export type MDStatisticScope = (typeof MDStatisticScope)[keyof typeof MDStatisticScope];

package/types/fieldtypes/MDStatisticScopeType.d.ts

@@ -1,21 +0,0 @@
-/**
- * Scope details of the statistics to reduce the number of events being used as basis for the statistics.
- * - Tag: 2459
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDStatisticScopeType: Readonly<{
-    /** Entry rate */
-    readonly EntryRate: 1;
-    /** Modification rate */
-    readonly ModificationRate: 2;
-    /** Cancel rate */
-    readonly CancelRate: 3;
-    /** Downward move */
-    readonly DownwardMove: 4;
-    /** Upward move */
-    readonly UpwardMove: 5;
-}>;
-export type MDStatisticScopeType = (typeof MDStatisticScopeType)[keyof typeof MDStatisticScopeType];

package/types/fieldtypes/MDStatisticStatus.d.ts

@@ -1,15 +0,0 @@
-/**
- * Status for a statistic to indicate its availability.
- * - Tag: 2477
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDStatisticStatus: Readonly<{
-    /** Active (default) */
-    readonly Active: 1;
-    /** Inactive (not disseminated) */
-    readonly Inactive: 2;
-}>;
-export type MDStatisticStatus = (typeof MDStatisticStatus)[keyof typeof MDStatisticStatus];

package/types/fieldtypes/MDStatisticSubScope.d.ts

@@ -1,46 +0,0 @@
-/**
- * Sub-scope of the statistics to further reduce the entities used as basis for the statistics.
- * - Tag: 2458
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDStatisticSubScope: Readonly<{
-    readonly Visible: 1;
-    readonly Hidden: 2;
-    readonly Indicative: 3;
-    readonly Tradeable: 4;
-    readonly Passive: 5;
-    readonly MarketConsensus: 6;
-    readonly Power: 7;
-    readonly HardwareError: 8;
-    readonly SoftwareError: 9;
-    readonly NetworkError: 10;
-    readonly Failed: 11;
-    readonly Executed: 12;
-    readonly Entered: 13;
-    readonly Modified: 14;
-    readonly Cancelled: 15;
-    /** Market data access */
-    readonly MarketDataAccess: 16;
-    /** Terminal access */
-    readonly TerminalAccess: 17;
-    readonly Volume: 18;
-    readonly Cleared: 19;
-    readonly Settled: 20;
-    readonly Other: 21;
-    readonly Monetary: 22;
-    readonly NonMonetary: 23;
-    readonly Gross: 24;
-    readonly LargeInScale: 25;
-    readonly NeitherHiddenNorLargeInScale: 26;
-    readonly CorporateAction: 27;
-    readonly VenueDecision: 28;
-    readonly MinimumTimePeriod: 29;
-    readonly Open: 30;
-    readonly NotExecuted: 31;
-    readonly Aggressive: 32;
-    readonly Directed: 33;
-}>;
-export type MDStatisticSubScope = (typeof MDStatisticSubScope)[keyof typeof MDStatisticSubScope];

package/types/fieldtypes/MDStatisticType.d.ts

@@ -1,42 +0,0 @@
-/**
- * Type of statistic value.
- * - Tag: 2456
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDStatisticType: Readonly<{
-    readonly Count: 1;
-    readonly AverageVolume: 2;
-    readonly TotalVolume: 3;
-    readonly Distribution: 4;
-    readonly Ratio: 5;
-    readonly Liquidity: 6;
-    readonly VWAP: 7;
-    readonly Volatility: 8;
-    readonly Duration: 9;
-    readonly Tick: 10;
-    readonly AverageValue: 11;
-    readonly TotalValue: 12;
-    readonly High: 13;
-    readonly Low: 14;
-    readonly Midpoint: 15;
-    readonly First: 16;
-    readonly Last: 17;
-    readonly Final: 18;
-    readonly ExchangeBest: 19;
-    readonly ExchangeBestWithVolume: 20;
-    readonly ConsolidatedBest: 21;
-    readonly ConsolidatedBestWithVolume: 22;
-    /** Time weighted average price (TWAP) */
-    readonly TWAP: 23;
-    readonly AverageDuration: 24;
-    readonly AveragePrice: 25;
-    readonly TotalFees: 26;
-    readonly TotalBenefits: 27;
-    readonly MedianValue: 28;
-    readonly AverageLiquidity: 29;
-    readonly MedianDuration: 30;
-}>;
-export type MDStatisticType = (typeof MDStatisticType)[keyof typeof MDStatisticType];

package/types/fieldtypes/MDStatisticValueType.d.ts

@@ -1,15 +0,0 @@
-/**
- * Type of statistical value.
- * - Tag: 2479
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDStatisticValueType: Readonly<{
-    /** Absolute */
-    readonly Absolute: 1;
-    /** Percentage */
-    readonly Percentage: 2;
-}>;
-export type MDStatisticValueType = (typeof MDStatisticValueType)[keyof typeof MDStatisticValueType];

package/types/fieldtypes/MDUpdateAction.d.ts

@@ -1,23 +0,0 @@
-/**
- * Type of Market Data update action.
- * - Tag: 279
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const MDUpdateAction: Readonly<{
-    /** New */
-    readonly New: '0';
-    /** Change */
-    readonly Change: '1';
-    /** Delete */
-    readonly Delete: '2';
-    /** Delete Thru */
-    readonly DeleteThru: '3';
-    /** Delete From */
-    readonly DeleteFrom: '4';
-    /** Overlay */
-    readonly Overlay: '5';
-}>;
-export type MDUpdateAction = (typeof MDUpdateAction)[keyof typeof MDUpdateAction];

package/types/fieldtypes/MDUpdateType.d.ts

@@ -1,15 +0,0 @@
-/**
- * Specifies the type of Market Data update.
- * - Tag: 265
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDUpdateType: Readonly<{
-    /** Full refresh */
-    readonly FullRefresh: 0;
-    /** Incremental refresh */
-    readonly IncrementalRefresh: 1;
-}>;
-export type MDUpdateType = (typeof MDUpdateType)[keyof typeof MDUpdateType];

package/types/fieldtypes/MDValueTier.d.ts

@@ -1,17 +0,0 @@
-/**
- * MDValueTier
- * - Tag: 2711
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MDValueTier: Readonly<{
-    /** Range 1 */
-    readonly Range1: 1;
-    /** Range 2 */
-    readonly Range2: 2;
-    /** Range 3 */
-    readonly Range3: 3;
-}>;
-export type MDValueTier = (typeof MDValueTier)[keyof typeof MDValueTier];

package/types/fieldtypes/MarginAmtType.d.ts

@@ -1,47 +0,0 @@
-/**
- * Type of margin requirement amount being specified.
- * - Tag: 1644
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarginAmtType: Readonly<{
-    readonly AdditionalMargin: 1;
-    readonly AdjustedMargin: 2;
-    readonly UnadjustedMargin: 3;
-    readonly BinaryAddOnAmount: 4;
-    readonly CashBalanceAmount: 5;
-    readonly ConcentrationMargin: 6;
-    readonly CoreMargin: 7;
-    readonly DeliveryMargin: 8;
-    readonly DiscretionaryMargin: 9;
-    readonly FuturesSpreadMargin: 10;
-    readonly InitialMargin: 11;
-    readonly LiquidatingMargin: 12;
-    readonly MarginCallAmount: 13;
-    readonly MarginDeficitAmount: 14;
-    readonly MarginExcessAmount: 15;
-    readonly OptionPremiumAmount: 16;
-    readonly PremiumMargin: 17;
-    readonly ReserveMargin: 18;
-    readonly SecurityCollateralAmount: 19;
-    readonly StressTestAddOnAmount: 20;
-    readonly SuperMargin: 21;
-    readonly TotalMargin: 22;
-    readonly VariationMargin: 23;
-    readonly SecondaryVariationMargin: 24;
-    /** Rolled up margin deficit */
-    readonly RolledUpMarginDeficit: 25;
-    readonly SpreadResponseMargin: 26;
-    readonly SystemicRiskMargin: 27;
-    readonly CurveRiskMargin: 28;
-    readonly IndexSpreadRiskMargin: 29;
-    readonly SectorRiskMargin: 30;
-    readonly JumpToDefaultRiskMargin: 31;
-    readonly BasisRiskMargin: 32;
-    readonly InterestRateRiskMargin: 33;
-    readonly JumpToHealthRiskMargin: 34;
-    readonly OtherRiskMargin: 35;
-}>;
-export type MarginAmtType = (typeof MarginAmtType)[keyof typeof MarginAmtType];

package/types/fieldtypes/MarginDirection.d.ts

@@ -1,13 +0,0 @@
-/**
- * Indicates whether the margin described is posted or received.
- * - Tag: 2851
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarginDirection: Readonly<{
-    readonly Posted: 0;
-    readonly Received: 1;
-}>;
-export type MarginDirection = (typeof MarginDirection)[keyof typeof MarginDirection];

package/types/fieldtypes/MarginReqmtInqQualifier.d.ts

@@ -1,19 +0,0 @@
-/**
- * Qualifier for MarginRequirementInquiry to identify a specific report.
- * - Tag: 1637
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarginReqmtInqQualifier: Readonly<{
-    /** Summary */
-    readonly Summary: 0;
-    /** Detail */
-    readonly Detail: 1;
-    /** Excess/Deficit */
-    readonly ExcessDeficit: 2;
-    /** Net Position */
-    readonly NetPosition: 3;
-}>;
-export type MarginReqmtInqQualifier = (typeof MarginReqmtInqQualifier)[keyof typeof MarginReqmtInqQualifier];

package/types/fieldtypes/MarginReqmtInqResult.d.ts

@@ -1,31 +0,0 @@
-/**
- * Result returned in response to MarginRequirementInquiry.
- * - Tag: 1641
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarginReqmtInqResult: Readonly<{
-    /** Successful (default) */
-    readonly Successful: 0;
-    /** Invalid or unknown instrument */
-    readonly InvalidOrUnknownInstrument: 1;
-    /** Invalid or unknown margin class */
-    readonly InvalidOrUnknownMarginClass: 2;
-    /** Invalid Parties */
-    readonly InvalidParties: 3;
-    /** Invalid Transport Type requested */
-    readonly InvalidTransportTypeReq: 4;
-    /** Invalid Destination requested */
-    readonly InvalidDestinationReq: 5;
-    /** No margin requirement found */
-    readonly NoMarginReqFound: 6;
-    /** Margin requirement inquiry qualifier not supported */
-    readonly MarginReqInquiryQualifierNotSupported: 7;
-    /** Unauthorized for margin requirement inquiry */
-    readonly UnauthorizedForMarginReqInquiry: 8;
-    /** Other (further information in Text (58) field) */
-    readonly Other: 99;
-}>;
-export type MarginReqmtInqResult = (typeof MarginReqmtInqResult)[keyof typeof MarginReqmtInqResult];

package/types/fieldtypes/MarginReqmtRptType.d.ts

@@ -1,17 +0,0 @@
-/**
- * Type of MarginRequirementReport.
- * - Tag: 1638
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarginReqmtRptType: Readonly<{
-    /** Summary */
-    readonly Summary: 0;
-    /** Detail */
-    readonly Detail: 1;
-    /** Excess/Deficit */
-    readonly ExcessDeficit: 2;
-}>;
-export type MarginReqmtRptType = (typeof MarginReqmtRptType)[keyof typeof MarginReqmtRptType];

package/types/fieldtypes/MarketCondition.d.ts

@@ -1,14 +0,0 @@
-/**
- * Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity.
- * - Tag: 2705
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketCondition: Readonly<{
-    readonly Normal: 0;
-    readonly Stressed: 1;
-    readonly Exceptional: 2;
-}>;
-export type MarketCondition = (typeof MarketCondition)[keyof typeof MarketCondition];

package/types/fieldtypes/MarketDisruptionFallbackProvision.d.ts

@@ -1,16 +0,0 @@
-/**
- * Specifies the location of the fallback provision documentation.
- * - Tag: 41088
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketDisruptionFallbackProvision: Readonly<{
-    /** As specified in master agreement */
-    readonly MasterAgreement: 0;
-    /** As specified in confirmation */
-    readonly Confirmation: 1;
-}>;
-export type MarketDisruptionFallbackProvision =
-    (typeof MarketDisruptionFallbackProvision)[keyof typeof MarketDisruptionFallbackProvision];

package/types/fieldtypes/MarketDisruptionFallbackUnderlierType.d.ts

@@ -1,36 +0,0 @@
-/**
- * The type of reference price underlier.
- * - Tag: 41097
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketDisruptionFallbackUnderlierType: Readonly<{
-    /** Basket */
-    readonly Basket: 0;
-    /** Bond */
-    readonly Bond: 1;
-    /** Cash */
-    readonly Cash: 2;
-    /** Commodity */
-    readonly Commodity: 3;
-    /** Convertible bond */
-    readonly ConvertibleBond: 4;
-    /** Equity */
-    readonly Equity: 5;
-    /** Exchange traded fund */
-    readonly ExchangeTradedFund: 6;
-    /** Future */
-    readonly Future: 7;
-    /** Index */
-    readonly Index: 8;
-    /** Loan */
-    readonly Loan: 9;
-    /** Mortgage */
-    readonly Mortgage: 10;
-    /** Mutual fund */
-    readonly MutualFund: 11;
-}>;
-export type MarketDisruptionFallbackUnderlierType =
-    (typeof MarketDisruptionFallbackUnderlierType)[keyof typeof MarketDisruptionFallbackUnderlierType];

package/types/fieldtypes/MarketDisruptionProvision.d.ts

@@ -1,19 +0,0 @@
-/**
- * The consequences of market disruption events.
- * - Tag: 41087
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketDisruptionProvision: Readonly<{
-    /** Not applicable */
-    readonly NotApplicable: 0;
-    /** Applicable */
-    readonly Applicable: 1;
-    /** As specified in master agreement */
-    readonly AsInMasterAgreement: 2;
-    /** As specified in confirmation */
-    readonly AsInConfirmation: 3;
-}>;
-export type MarketDisruptionProvision = (typeof MarketDisruptionProvision)[keyof typeof MarketDisruptionProvision];

package/types/fieldtypes/MarketMakerActivity.d.ts

@@ -1,19 +0,0 @@
-/**
- * Indicates market maker participation in security.
- * - Tag: 1655
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketMakerActivity: Readonly<{
-    /** No participation */
-    readonly NoParticipation: 0;
-    /** Buy participation */
-    readonly BuyParticipation: 1;
-    /** Sell participation */
-    readonly SellParticipation: 2;
-    /** Both buy and sell participation */
-    readonly BothBuyAndSellParticipation: 3;
-}>;
-export type MarketMakerActivity = (typeof MarketMakerActivity)[keyof typeof MarketMakerActivity];

package/types/fieldtypes/MarketSegmentRelationship.d.ts

@@ -1,14 +0,0 @@
-/**
- * Type of relationship between two or more market segments.
- * - Tag: 2547
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketSegmentRelationship: Readonly<{
-    readonly MarketSegmentPoolMember: 1;
-    readonly RetailSegment: 2;
-    readonly WholesaleSegment: 3;
-}>;
-export type MarketSegmentRelationship = (typeof MarketSegmentRelationship)[keyof typeof MarketSegmentRelationship];

package/types/fieldtypes/MarketSegmentStatus.d.ts

@@ -1,14 +0,0 @@
-/**
- * Status of market segment.
- * - Tag: 2542
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketSegmentStatus: Readonly<{
-    readonly Active: 1;
-    readonly Inactive: 2;
-    readonly Published: 3;
-}>;
-export type MarketSegmentStatus = (typeof MarketSegmentStatus)[keyof typeof MarketSegmentStatus];

package/types/fieldtypes/MarketSegmentType.d.ts

@@ -1,14 +0,0 @@
-/**
- * Used to classify the type of market segment.
- * - Tag: 2543
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MarketSegmentType: Readonly<{
-    readonly Pool: 1;
-    readonly Retail: 2;
-    readonly Wholesale: 3;
-}>;
-export type MarketSegmentType = (typeof MarketSegmentType)[keyof typeof MarketSegmentType];

package/types/fieldtypes/MassActionReason.d.ts

@@ -1,26 +0,0 @@
-/**
- * Reason for submission of mass action.
- * - Tag: 2675
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const MassActionReason: Readonly<{
-    /** No special reason (default) */
-    readonly None: 0;
-    readonly TradingRiskControl: 1;
-    readonly ClearingRiskControl: 2;
-    readonly MarketMakerProtection: 3;
-    readonly StopTrading: 4;
-    readonly EmergencyAction: 5;
-    readonly SessionLossLogout: 6;
-    readonly DuplicateLogin: 7;
-    readonly ProductNotTraded: 8;
-    readonly InstrumentNotTraded: 9;
-    readonly CompleInstrumentDeleted: 10;
-    readonly CircuitBreakerActivated: 11;
-    /** Other */
-    readonly Other: 99;
-}>;
-export type MassActionReason = (typeof MassActionReason)[keyof typeof MassActionReason];