fixparser 9.1.7-9d6b5ca3 → 9.1.7-a0927339
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/FIXParser.js +2 -2
- package/build/cjs/FIXParserBrowser.js +2 -2
- package/build/cjs/FIXServer.js +2 -2
- package/build/esm/FIXParser.mjs +2 -2
- package/build/esm/FIXParserBrowser.mjs +2 -2
- package/build/esm/FIXServer.mjs +2 -2
- package/package.json +2 -2
- package/types/FIXParser.d.ts +307 -0
- package/types/FIXParserBase.d.ts +124 -0
- package/types/FIXParserBrowser.d.ts +267 -0
- package/types/FIXServer.d.ts +342 -0
- package/types/IFIXParser.d.ts +182 -0
- package/types/components/Components.d.ts +41 -0
- package/types/enums/EnumType.d.ts +44 -0
- package/types/enums/Enums.d.ts +43 -0
- package/types/fields/Field.d.ts +91 -0
- package/types/fields/Fields.d.ts +42 -0
- package/types/fields/categories/Categories.d.ts +28 -0
- package/types/fields/categories/CategoryType.d.ts +27 -0
- package/types/fields/datatypes/Datatypes.d.ts +44 -0
- package/types/fields/sections/SectionType.d.ts +31 -0
- package/types/fields/sections/Sections.d.ts +28 -0
- package/types/fieldtypes/AccountType.d.ts +33 -0
- package/types/fieldtypes/AcctIDSource.d.ts +24 -0
- package/types/fieldtypes/Adjustment.d.ts +17 -0
- package/types/fieldtypes/AdjustmentType.d.ts +21 -0
- package/types/fieldtypes/AdvSide.d.ts +19 -0
- package/types/fieldtypes/AdvTransType.d.ts +17 -0
- package/types/fieldtypes/AffirmStatus.d.ts +17 -0
- package/types/fieldtypes/AggregatedBook.d.ts +15 -0
- package/types/fieldtypes/AggressorIndicator.d.ts +15 -0
- package/types/fieldtypes/AlgoCertificateReportStatus.d.ts +17 -0
- package/types/fieldtypes/AlgoCertificateReportTransType.d.ts +18 -0
- package/types/fieldtypes/AlgoCertificateReportType.d.ts +13 -0
- package/types/fieldtypes/AlgoCertificateRequestStatus.d.ts +17 -0
- package/types/fieldtypes/AlgoCertificateRequestTransType.d.ts +18 -0
- package/types/fieldtypes/AlgoCertificateRequestType.d.ts +15 -0
- package/types/fieldtypes/AlgoCertificateStatus.d.ts +15 -0
- package/types/fieldtypes/AlgorithmicTradeIndicator.d.ts +14 -0
- package/types/fieldtypes/AllocAccountType.d.ts +25 -0
- package/types/fieldtypes/AllocCancReplaceReason.d.ts +19 -0
- package/types/fieldtypes/AllocGroupStatus.d.ts +16 -0
- package/types/fieldtypes/AllocGroupSubQtyType.d.ts +17 -0
- package/types/fieldtypes/AllocHandlInst.d.ts +18 -0
- package/types/fieldtypes/AllocIntermedReqType.d.ts +23 -0
- package/types/fieldtypes/AllocLinkType.d.ts +15 -0
- package/types/fieldtypes/AllocMethod.d.ts +19 -0
- package/types/fieldtypes/AllocNoOrdersType.d.ts +15 -0
- package/types/fieldtypes/AllocPositionEffect.d.ts +19 -0
- package/types/fieldtypes/AllocRejCode.d.ts +70 -0
- package/types/fieldtypes/AllocReportType.d.ts +41 -0
- package/types/fieldtypes/AllocRequestStatus.d.ts +15 -0
- package/types/fieldtypes/AllocReversalStatus.d.ts +17 -0
- package/types/fieldtypes/AllocSettlInstType.d.ts +21 -0
- package/types/fieldtypes/AllocStatus.d.ts +40 -0
- package/types/fieldtypes/AllocTransType.d.ts +19 -0
- package/types/fieldtypes/AllocType.d.ts +56 -0
- package/types/fieldtypes/AllocationRollupInstruction.d.ts +16 -0
- package/types/fieldtypes/ApplLevelRecoveryIndicator.d.ts +15 -0
- package/types/fieldtypes/ApplQueueAction.d.ts +19 -0
- package/types/fieldtypes/ApplQueueResolution.d.ts +19 -0
- package/types/fieldtypes/ApplReportType.d.ts +19 -0
- package/types/fieldtypes/ApplReqType.d.ts +25 -0
- package/types/fieldtypes/ApplResponseError.d.ts +17 -0
- package/types/fieldtypes/ApplResponseType.d.ts +17 -0
- package/types/fieldtypes/ApplVerID.d.ts +33 -0
- package/types/fieldtypes/AsOfIndicator.d.ts +15 -0
- package/types/fieldtypes/AssetClass.d.ts +31 -0
- package/types/fieldtypes/AssetGroup.d.ts +14 -0
- package/types/fieldtypes/AssetSubClass.d.ts +103 -0
- package/types/fieldtypes/AssetValuationModel.d.ts +27 -0
- package/types/fieldtypes/AssignmentMethod.d.ts +15 -0
- package/types/fieldtypes/AttachmentEncodingType.d.ts +13 -0
- package/types/fieldtypes/AuctionInstruction.d.ts +15 -0
- package/types/fieldtypes/AuctionType.d.ts +29 -0
- package/types/fieldtypes/AveragePriceType.d.ts +15 -0
- package/types/fieldtypes/AvgPxIndicator.d.ts +20 -0
- package/types/fieldtypes/BasisPxType.d.ts +37 -0
- package/types/fieldtypes/BatchProcessMode.d.ts +14 -0
- package/types/fieldtypes/BeginString.d.ts +16 -0
- package/types/fieldtypes/Benchmark.d.ts +30 -0
- package/types/fieldtypes/BenchmarkCurveName.d.ts +116 -0
- package/types/fieldtypes/BidDescriptorType.d.ts +17 -0
- package/types/fieldtypes/BidRequestTransType.d.ts +15 -0
- package/types/fieldtypes/BidTradeType.d.ts +19 -0
- package/types/fieldtypes/BidType.d.ts +17 -0
- package/types/fieldtypes/BlockTrdAllocIndicator.d.ts +16 -0
- package/types/fieldtypes/BookingType.d.ts +17 -0
- package/types/fieldtypes/BookingUnit.d.ts +17 -0
- package/types/fieldtypes/BusinessDayConvention.d.ts +20 -0
- package/types/fieldtypes/BusinessRejectReason.d.ts +35 -0
- package/types/fieldtypes/CPProgram.d.ts +21 -0
- package/types/fieldtypes/CalculationMethod.d.ts +13 -0
- package/types/fieldtypes/CancellationRights.d.ts +19 -0
- package/types/fieldtypes/CashMargin.d.ts +17 -0
- package/types/fieldtypes/CashSettlPriceDefault.d.ts +13 -0
- package/types/fieldtypes/CashSettlQuoteMethod.d.ts +17 -0
- package/types/fieldtypes/CashSettlValuationMethod.d.ts +27 -0
- package/types/fieldtypes/ClearedIndicator.d.ts +15 -0
- package/types/fieldtypes/ClearingAccountType.d.ts +17 -0
- package/types/fieldtypes/ClearingFeeIndicator.d.ts +39 -0
- package/types/fieldtypes/ClearingInstruction.d.ts +41 -0
- package/types/fieldtypes/ClearingIntention.d.ts +15 -0
- package/types/fieldtypes/ClearingRequirementException.d.ts +19 -0
- package/types/fieldtypes/CollAction.d.ts +17 -0
- package/types/fieldtypes/CollApplType.d.ts +15 -0
- package/types/fieldtypes/CollAsgnReason.d.ts +28 -0
- package/types/fieldtypes/CollAsgnRejectReason.d.ts +25 -0
- package/types/fieldtypes/CollAsgnRespType.d.ts +21 -0
- package/types/fieldtypes/CollAsgnTransType.d.ts +21 -0
- package/types/fieldtypes/CollInquiryQualifier.d.ts +27 -0
- package/types/fieldtypes/CollInquiryResult.d.ts +33 -0
- package/types/fieldtypes/CollInquiryStatus.d.ts +21 -0
- package/types/fieldtypes/CollRptRejectReason.d.ts +23 -0
- package/types/fieldtypes/CollRptStatus.d.ts +17 -0
- package/types/fieldtypes/CollStatus.d.ts +22 -0
- package/types/fieldtypes/CollateralAmountType.d.ts +21 -0
- package/types/fieldtypes/CollateralReinvestmentType.d.ts +16 -0
- package/types/fieldtypes/CommType.d.ts +20 -0
- package/types/fieldtypes/CommissionAmountSubType.d.ts +16 -0
- package/types/fieldtypes/CommissionAmountType.d.ts +21 -0
- package/types/fieldtypes/CommodityFinalPriceType.d.ts +25 -0
- package/types/fieldtypes/ComplexEventCondition.d.ts +15 -0
- package/types/fieldtypes/ComplexEventCreditEventNotifyingParty.d.ts +18 -0
- package/types/fieldtypes/ComplexEventDateOffsetDayType.d.ts +24 -0
- package/types/fieldtypes/ComplexEventPVFinalPriceElectionFallback.d.ts +14 -0
- package/types/fieldtypes/ComplexEventPeriodType.d.ts +23 -0
- package/types/fieldtypes/ComplexEventPriceBoundaryMethod.d.ts +22 -0
- package/types/fieldtypes/ComplexEventPriceTimeType.d.ts +23 -0
- package/types/fieldtypes/ComplexEventQuoteBasis.d.ts +15 -0
- package/types/fieldtypes/ComplexEventType.d.ts +57 -0
- package/types/fieldtypes/ComplexOptPayoutTime.d.ts +25 -0
- package/types/fieldtypes/ConfirmRejReason.d.ts +50 -0
- package/types/fieldtypes/ConfirmStatus.d.ts +21 -0
- package/types/fieldtypes/ConfirmTransType.d.ts +17 -0
- package/types/fieldtypes/ConfirmType.d.ts +17 -0
- package/types/fieldtypes/ConfirmationMethod.d.ts +17 -0
- package/types/fieldtypes/ContAmtType.d.ts +41 -0
- package/types/fieldtypes/ContingencyType.d.ts +23 -0
- package/types/fieldtypes/ContractMultiplierUnit.d.ts +17 -0
- package/types/fieldtypes/ContractRefPosType.d.ts +19 -0
- package/types/fieldtypes/CorporateAction.d.ts +57 -0
- package/types/fieldtypes/CouponDayCount.d.ts +35 -0
- package/types/fieldtypes/CouponFrequencyUnit.d.ts +27 -0
- package/types/fieldtypes/CouponType.d.ts +19 -0
- package/types/fieldtypes/CoveredOrUncovered.d.ts +15 -0
- package/types/fieldtypes/CrossPrioritization.d.ts +17 -0
- package/types/fieldtypes/CrossType.d.ts +20 -0
- package/types/fieldtypes/CrossedIndicator.d.ts +14 -0
- package/types/fieldtypes/CurrencyCodeSource.d.ts +22 -0
- package/types/fieldtypes/CustOrderCapacity.d.ts +20 -0
- package/types/fieldtypes/CustOrderHandlingInst.d.ts +167 -0
- package/types/fieldtypes/CustomerOrFirm.d.ts +16 -0
- package/types/fieldtypes/CustomerPriority.d.ts +13 -0
- package/types/fieldtypes/CxlRejReason.d.ts +33 -0
- package/types/fieldtypes/CxlRejResponseTo.d.ts +15 -0
- package/types/fieldtypes/DKReason.d.ts +27 -0
- package/types/fieldtypes/DateRollConvention.d.ts +102 -0
- package/types/fieldtypes/DayBookingInst.d.ts +17 -0
- package/types/fieldtypes/DealingCapacity.d.ts +17 -0
- package/types/fieldtypes/DeleteReason.d.ts +15 -0
- package/types/fieldtypes/DeliveryForm.d.ts +15 -0
- package/types/fieldtypes/DeliveryScheduleSettlDay.d.ts +31 -0
- package/types/fieldtypes/DeliveryScheduleSettlFlowType.d.ts +24 -0
- package/types/fieldtypes/DeliveryScheduleSettlHolidaysProcessingInstruction.d.ts +16 -0
- package/types/fieldtypes/DeliveryScheduleSettlTimeType.d.ts +14 -0
- package/types/fieldtypes/DeliveryScheduleToleranceType.d.ts +16 -0
- package/types/fieldtypes/DeliveryScheduleType.d.ts +17 -0
- package/types/fieldtypes/DeliveryStreamDeliveryPointSource.d.ts +15 -0
- package/types/fieldtypes/DeliveryStreamDeliveryRestriction.d.ts +17 -0
- package/types/fieldtypes/DeliveryStreamElectingPartySide.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamTitleTransferCondition.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamToleranceOptionSide.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamType.d.ts +17 -0
- package/types/fieldtypes/DeliveryType.d.ts +20 -0
- package/types/fieldtypes/DeskType.d.ts +47 -0
- package/types/fieldtypes/DisclosureInstruction.d.ts +17 -0
- package/types/fieldtypes/DisclosureType.d.ts +24 -0
- package/types/fieldtypes/DiscretionInst.d.ts +27 -0
- package/types/fieldtypes/DiscretionLimitType.d.ts +17 -0
- package/types/fieldtypes/DiscretionMoveType.d.ts +15 -0
- package/types/fieldtypes/DiscretionOffsetType.d.ts +19 -0
- package/types/fieldtypes/DiscretionRoundDirection.d.ts +15 -0
- package/types/fieldtypes/DiscretionScope.d.ts +19 -0
- package/types/fieldtypes/DisplayMethod.d.ts +19 -0
- package/types/fieldtypes/DisplayWhen.d.ts +15 -0
- package/types/fieldtypes/DistribPaymentMethod.d.ts +37 -0
- package/types/fieldtypes/DividendAmountType.d.ts +15 -0
- package/types/fieldtypes/DividendComposition.d.ts +13 -0
- package/types/fieldtypes/DividendEntitlementEvent.d.ts +13 -0
- package/types/fieldtypes/DlvyInstType.d.ts +15 -0
- package/types/fieldtypes/DueToRelated.d.ts +15 -0
- package/types/fieldtypes/DuplicateClOrdIDIndicator.d.ts +15 -0
- package/types/fieldtypes/EmailType.d.ts +17 -0
- package/types/fieldtypes/EncryptMethod.d.ts +25 -0
- package/types/fieldtypes/EntitlementAttribDatatype.d.ts +81 -0
- package/types/fieldtypes/EntitlementRequestResult.d.ts +45 -0
- package/types/fieldtypes/EntitlementStatus.d.ts +20 -0
- package/types/fieldtypes/EntitlementSubType.d.ts +19 -0
- package/types/fieldtypes/EntitlementType.d.ts +26 -0
- package/types/fieldtypes/EventInitiatorType.d.ts +17 -0
- package/types/fieldtypes/EventTimeUnit.d.ts +25 -0
- package/types/fieldtypes/EventType.d.ts +65 -0
- package/types/fieldtypes/ExDestinationIDSource.d.ts +21 -0
- package/types/fieldtypes/ExDestinationType.d.ts +15 -0
- package/types/fieldtypes/ExchangeForPhysical.d.ts +15 -0
- package/types/fieldtypes/ExecAckStatus.d.ts +17 -0
- package/types/fieldtypes/ExecInst.d.ts +117 -0
- package/types/fieldtypes/ExecMethod.d.ts +15 -0
- package/types/fieldtypes/ExecPriceType.d.ts +27 -0
- package/types/fieldtypes/ExecRestatementReason.d.ts +51 -0
- package/types/fieldtypes/ExecTransType.d.ts +20 -0
- package/types/fieldtypes/ExecType.d.ts +55 -0
- package/types/fieldtypes/ExecTypeReason.d.ts +41 -0
- package/types/fieldtypes/ExerciseConfirmationMethod.d.ts +19 -0
- package/types/fieldtypes/ExerciseMethod.d.ts +15 -0
- package/types/fieldtypes/ExerciseStyle.d.ts +19 -0
- package/types/fieldtypes/ExpirationCycle.d.ts +17 -0
- package/types/fieldtypes/ExpirationQtyType.d.ts +21 -0
- package/types/fieldtypes/ExtraordinaryEventAdjustmentMethod.d.ts +14 -0
- package/types/fieldtypes/FXBenchmark.d.ts +20 -0
- package/types/fieldtypes/Field.d.ts +11446 -0
- package/types/fieldtypes/FinancialStatus.d.ts +17 -0
- package/types/fieldtypes/FlowScheduleType.d.ts +33 -0
- package/types/fieldtypes/ForexReq.d.ts +15 -0
- package/types/fieldtypes/FundRenewWaiv.d.ts +15 -0
- package/types/fieldtypes/FundingSource.d.ts +18 -0
- package/types/fieldtypes/GTBookingInst.d.ts +17 -0
- package/types/fieldtypes/GapFillFlag.d.ts +15 -0
- package/types/fieldtypes/HaltReason.d.ts +23 -0
- package/types/fieldtypes/HandlInst.d.ts +17 -0
- package/types/fieldtypes/IDSource.d.ts +30 -0
- package/types/fieldtypes/IOINaturalFlag.d.ts +15 -0
- package/types/fieldtypes/IOIQltyInd.d.ts +17 -0
- package/types/fieldtypes/IOIQty.d.ts +19 -0
- package/types/fieldtypes/IOIQualifier.d.ts +63 -0
- package/types/fieldtypes/IOIShares.d.ts +18 -0
- package/types/fieldtypes/IOITransType.d.ts +17 -0
- package/types/fieldtypes/IRSDirection.d.ts +16 -0
- package/types/fieldtypes/ImpliedMarketIndicator.d.ts +19 -0
- package/types/fieldtypes/InTheMoneyCondition.d.ts +15 -0
- package/types/fieldtypes/InViewOfCommon.d.ts +15 -0
- package/types/fieldtypes/IncTaxInd.d.ts +15 -0
- package/types/fieldtypes/IndividualAllocType.d.ts +15 -0
- package/types/fieldtypes/InstrAttribType.d.ts +88 -0
- package/types/fieldtypes/InstrmtAssignmentMethod.d.ts +15 -0
- package/types/fieldtypes/InstrumentScopeOperator.d.ts +15 -0
- package/types/fieldtypes/LastCapacity.d.ts +21 -0
- package/types/fieldtypes/LastFragment.d.ts +15 -0
- package/types/fieldtypes/LastLiquidityInd.d.ts +27 -0
- package/types/fieldtypes/LastRptRequested.d.ts +15 -0
- package/types/fieldtypes/LegSwapType.d.ts +19 -0
- package/types/fieldtypes/LegalConfirm.d.ts +15 -0
- package/types/fieldtypes/LienSeniority.d.ts +19 -0
- package/types/fieldtypes/LimitAmtType.d.ts +23 -0
- package/types/fieldtypes/LiquidityIndType.d.ts +19 -0
- package/types/fieldtypes/ListExecInstType.d.ts +21 -0
- package/types/fieldtypes/ListMethod.d.ts +15 -0
- package/types/fieldtypes/ListOrderStatus.d.ts +25 -0
- package/types/fieldtypes/ListRejectReason.d.ts +25 -0
- package/types/fieldtypes/ListStatusType.d.ts +23 -0
- package/types/fieldtypes/ListUpdateAction.d.ts +19 -0
- package/types/fieldtypes/LoanFacility.d.ts +23 -0
- package/types/fieldtypes/LocateReqd.d.ts +15 -0
- package/types/fieldtypes/LockType.d.ts +26 -0
- package/types/fieldtypes/LotType.d.ts +19 -0
- package/types/fieldtypes/MDBookType.d.ts +17 -0
- package/types/fieldtypes/MDEntryType.d.ts +93 -0
- package/types/fieldtypes/MDImplicitDelete.d.ts +15 -0
- package/types/fieldtypes/MDOriginType.d.ts +25 -0
- package/types/fieldtypes/MDReportEvent.d.ts +25 -0
- package/types/fieldtypes/MDReqRejReason.d.ts +39 -0
- package/types/fieldtypes/MDSecSizeType.d.ts +14 -0
- package/types/fieldtypes/MDStatisticIntervalType.d.ts +19 -0
- package/types/fieldtypes/MDStatisticRatioType.d.ts +23 -0
- package/types/fieldtypes/MDStatisticRequestResult.d.ts +51 -0
- package/types/fieldtypes/MDStatisticScope.d.ts +70 -0
- package/types/fieldtypes/MDStatisticScopeType.d.ts +21 -0
- package/types/fieldtypes/MDStatisticStatus.d.ts +15 -0
- package/types/fieldtypes/MDStatisticSubScope.d.ts +46 -0
- package/types/fieldtypes/MDStatisticType.d.ts +42 -0
- package/types/fieldtypes/MDStatisticValueType.d.ts +15 -0
- package/types/fieldtypes/MDUpdateAction.d.ts +23 -0
- package/types/fieldtypes/MDUpdateType.d.ts +15 -0
- package/types/fieldtypes/MDValueTier.d.ts +17 -0
- package/types/fieldtypes/MarginAmtType.d.ts +47 -0
- package/types/fieldtypes/MarginDirection.d.ts +13 -0
- package/types/fieldtypes/MarginReqmtInqQualifier.d.ts +19 -0
- package/types/fieldtypes/MarginReqmtInqResult.d.ts +31 -0
- package/types/fieldtypes/MarginReqmtRptType.d.ts +17 -0
- package/types/fieldtypes/MarketCondition.d.ts +14 -0
- package/types/fieldtypes/MarketDisruptionFallbackProvision.d.ts +16 -0
- package/types/fieldtypes/MarketDisruptionFallbackUnderlierType.d.ts +36 -0
- package/types/fieldtypes/MarketDisruptionProvision.d.ts +19 -0
- package/types/fieldtypes/MarketMakerActivity.d.ts +19 -0
- package/types/fieldtypes/MarketSegmentRelationship.d.ts +14 -0
- package/types/fieldtypes/MarketSegmentStatus.d.ts +14 -0
- package/types/fieldtypes/MarketSegmentType.d.ts +14 -0
- package/types/fieldtypes/MassActionReason.d.ts +26 -0
- package/types/fieldtypes/MassActionRejectReason.d.ts +37 -0
- package/types/fieldtypes/MassActionResponse.d.ts +17 -0
- package/types/fieldtypes/MassActionScope.d.ts +35 -0
- package/types/fieldtypes/MassActionType.d.ts +17 -0
- package/types/fieldtypes/MassCancelRejectReason.d.ts +37 -0
- package/types/fieldtypes/MassCancelRequestType.d.ts +35 -0
- package/types/fieldtypes/MassCancelResponse.d.ts +37 -0
- package/types/fieldtypes/MassOrderRequestResult.d.ts +21 -0
- package/types/fieldtypes/MassOrderRequestStatus.d.ts +17 -0
- package/types/fieldtypes/MassStatusReqType.d.ts +31 -0
- package/types/fieldtypes/MatchExceptionElementType.d.ts +38 -0
- package/types/fieldtypes/MatchExceptionToleranceValueType.d.ts +15 -0
- package/types/fieldtypes/MatchExceptionType.d.ts +25 -0
- package/types/fieldtypes/MatchInst.d.ts +15 -0
- package/types/fieldtypes/MatchStatus.d.ts +18 -0
- package/types/fieldtypes/MatchType.d.ts +67 -0
- package/types/fieldtypes/MatchingDataPointIndicator.d.ts +15 -0
- package/types/fieldtypes/MaturityMonthYearFormat.d.ts +17 -0
- package/types/fieldtypes/MaturityMonthYearIncrementUnits.d.ts +20 -0
- package/types/fieldtypes/Message.d.ts +333 -0
- package/types/fieldtypes/MessageEncoding.d.ts +20 -0
- package/types/fieldtypes/MetricsCalculationPriceSource.d.ts +14 -0
- package/types/fieldtypes/MinQtyMethod.d.ts +15 -0
- package/types/fieldtypes/MiscFeeBasis.d.ts +14 -0
- package/types/fieldtypes/MiscFeeQualifier.d.ts +13 -0
- package/types/fieldtypes/MiscFeeType.d.ts +69 -0
- package/types/fieldtypes/ModelType.d.ts +15 -0
- package/types/fieldtypes/MoneyLaunderingStatus.d.ts +21 -0
- package/types/fieldtypes/MsgDirection.d.ts +15 -0
- package/types/fieldtypes/MsgType.d.ts +189 -0
- package/types/fieldtypes/MultiJurisdictionReportingIndicator.d.ts +16 -0
- package/types/fieldtypes/MultiLegReportingType.d.ts +17 -0
- package/types/fieldtypes/MultiLegRptTypeReq.d.ts +17 -0
- package/types/fieldtypes/MultilegModel.d.ts +17 -0
- package/types/fieldtypes/MultilegPriceMethod.d.ts +23 -0
- package/types/fieldtypes/NBBOEntryType.d.ts +15 -0
- package/types/fieldtypes/NBBOSource.d.ts +15 -0
- package/types/fieldtypes/NegotiationMethod.d.ts +14 -0
- package/types/fieldtypes/NetGrossInd.d.ts +15 -0
- package/types/fieldtypes/NetworkRequestType.d.ts +19 -0
- package/types/fieldtypes/NetworkStatusResponseType.d.ts +15 -0
- package/types/fieldtypes/NewsCategory.d.ts +21 -0
- package/types/fieldtypes/NewsRefType.d.ts +18 -0
- package/types/fieldtypes/NoSides.d.ts +15 -0
- package/types/fieldtypes/NonCashDividendTreatment.d.ts +13 -0
- package/types/fieldtypes/NonDeliverableFixingDateType.d.ts +16 -0
- package/types/fieldtypes/NotAffectedReason.d.ts +15 -0
- package/types/fieldtypes/NotifyBrokerOfCredit.d.ts +15 -0
- package/types/fieldtypes/ObligationType.d.ts +19 -0
- package/types/fieldtypes/OddLot.d.ts +15 -0
- package/types/fieldtypes/OffsetInstruction.d.ts +13 -0
- package/types/fieldtypes/OffshoreIndicator.d.ts +14 -0
- package/types/fieldtypes/OpenClose.d.ts +16 -0
- package/types/fieldtypes/OpenCloseSettlFlag.d.ts +23 -0
- package/types/fieldtypes/OpenCloseSettleFlag.d.ts +18 -0
- package/types/fieldtypes/OptPayoutType.d.ts +29 -0
- package/types/fieldtypes/OptionExerciseDateType.d.ts +15 -0
- package/types/fieldtypes/OrdRejReason.d.ts +70 -0
- package/types/fieldtypes/OrdStatus.d.ts +41 -0
- package/types/fieldtypes/OrdType.d.ts +59 -0
- package/types/fieldtypes/OrderAttributeType.d.ts +26 -0
- package/types/fieldtypes/OrderCapacity.d.ts +24 -0
- package/types/fieldtypes/OrderCategory.d.ts +31 -0
- package/types/fieldtypes/OrderDelayUnit.d.ts +35 -0
- package/types/fieldtypes/OrderEntryAction.d.ts +21 -0
- package/types/fieldtypes/OrderEventReason.d.ts +37 -0
- package/types/fieldtypes/OrderEventType.d.ts +33 -0
- package/types/fieldtypes/OrderHandlingInstSource.d.ts +15 -0
- package/types/fieldtypes/OrderOrigination.d.ts +23 -0
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- package/types/fieldtypes/OrderRelationship.d.ts +15 -0
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- package/types/session/SessionResendRequest.d.ts +18 -0
- package/types/session/SessionSequence.d.ts +12 -0
- package/types/session/SessionSequenceReset.d.ts +11 -0
- package/types/session/SessionTestRequest.d.ts +11 -0
- package/types/spec/SpecCategories.d.ts +11 -0
- package/types/spec/SpecComponents.d.ts +30 -0
- package/types/spec/SpecDatatypes.d.ts +18 -0
- package/types/spec/SpecEnums.d.ts +18 -0
- package/types/spec/SpecFields.d.ts +19 -0
- package/types/spec/SpecGroups.d.ts +29 -0
- package/types/spec/SpecSections.d.ts +10 -0
- package/types/util/FrameDecoder.d.ts +7 -0
- package/types/util/timestamp.d.ts +2 -0
- package/types/util/util.d.ts +23 -0
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/**
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* Reason quote was rejected.
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* - Tag: 300
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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* @public
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*/
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export declare const QuoteRejectReason: Readonly<{
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readonly UnknownSymbol: 1;
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/** Exchange (security) closed */
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readonly Exchange: 2;
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/** Quote Request exceeds limit */
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readonly QuoteRequestExceedsLimit: 3;
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/** Too late to enter */
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readonly TooLateToEnter: 4;
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/** Unknown quote */
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readonly UnknownQuote: 5;
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/** Duplicate quote */
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readonly DuplicateQuote: 6;
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/** Invalid bid/ask spread */
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readonly InvalidBid: 7;
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readonly InvalidPrice: 8;
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/** Not authorized to quote security */
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readonly NotAuthorizedToQuoteSecurity: 9;
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/** Price exceeds current price band */
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readonly PriceExceedsCurrentPriceBand: 10;
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/** Quote locked - unable to update/cancel */
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readonly QuoteLocked: 11;
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/** Invalid or unknown security issuer */
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readonly InvalidOrUnknownSecurityIssuer: 12;
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/** Invalid or unknown issuer of underlying security */
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readonly InvalidOrUnknownIssuerOfUnderlyingSecurity: 13;
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/** Notional value exceeds threshold */
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readonly NotionalValueExceedsThreshold: 14;
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/** Price exceeds current price band */
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readonly PriceExceedsCurrentPriceBandDepr: 15;
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/** Reference price not available */
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readonly ReferencePriceNotAvailable: 16;
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readonly InsufficientCreditLimit: 17;
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/** Exceeded clip size limit */
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readonly ExceededClipSizeLimit: 18;
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/** Exceeded maximum notional order amount */
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readonly ExceededMaxNotionalOrderAmt: 19;
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/** Exceeded DV01/PV01 limit */
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readonly ExceededDV01PV01Limit: 20;
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/** Exceeded CS01 limit */
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readonly ExceededCS01Limit: 21;
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readonly UnavailablePriceLiquidity: 22;
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readonly InvalidMissingEntitlements: 23;
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readonly UnknownAccounts: 24;
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readonly Other: 99;
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}>;
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export type QuoteRejectReason = (typeof QuoteRejectReason)[keyof typeof QuoteRejectReason];
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/**
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* Reason quote request was rejected.
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* - Tag: 658
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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* @public
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*/
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export declare const QuoteRequestRejectReason: Readonly<{
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readonly UnknownSymbol: 1;
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/** Exchange (Security) Closed */
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readonly Exchange: 2;
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readonly QuoteRequestExceedsLimit: 3;
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/** Too Late to enter */
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readonly TooLateToEnter: 4;
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/** Invalid Price */
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readonly InvalidPrice: 5;
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/** Not Authorized To Request Quote */
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readonly NotAuthorizedToRequestQuote: 6;
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/** No Match For Inquiry */
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readonly NoMatchForInquiry: 7;
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readonly NoMarketForInstrument: 8;
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/** No Inventory */
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readonly NoInventory: 9;
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/** Pass */
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readonly Pass: 10;
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readonly InsufficientCredit: 11;
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/** Exceeded clip size limit */
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readonly ExceededClipSizeLimit: 12;
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/** Exceeded maximum notional order amount */
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readonly ExceededMaxNotionalOrderAmt: 13;
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/** Exceeded DV01/PV01 limit */
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readonly ExceededDV01PV01Limit: 14;
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/** Exceeded CS01 limit */
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readonly ExceededCS01Limit: 15;
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readonly UnavailablePriceLiquidity: 16;
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readonly UnmetRegulatoryRequirement: 17;
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readonly UnknownAccounts: 18;
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readonly InvalidMissingEntitlements: 19;
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readonly Other: 99;
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}>;
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export type QuoteRequestRejectReason = (typeof QuoteRequestRejectReason)[keyof typeof QuoteRequestRejectReason];
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@@ -0,0 +1,17 @@
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/**
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* Indicates the type of Quote Request being generated
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* - Tag: 303
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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* @public
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*/
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export declare const QuoteRequestType: Readonly<{
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/** Manual */
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readonly Manual: 1;
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/** Automatic */
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readonly Automatic: 2;
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/** Confirm quote */
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readonly ConfirmQuote: 3;
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}>;
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export type QuoteRequestType = (typeof QuoteRequestType)[keyof typeof QuoteRequestType];
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@@ -0,0 +1,28 @@
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/**
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* Identifies the type of Quote Response.
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* - Tag: 694
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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* @public
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*/
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export declare const QuoteRespType: Readonly<{
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/** Hit/Lift */
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readonly Hit: 1;
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/** Counter */
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readonly Counter: 2;
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/** Expired */
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readonly Expired: 3;
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readonly Cover: 4;
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readonly DoneAway: 5;
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/** Pass */
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readonly Pass: 6;
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readonly EndTrade: 7;
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/** Timed out */
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readonly TimedOut: 8;
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readonly Tied: 9;
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readonly TiedCover: 10;
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readonly Accept: 11;
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readonly TerminateContract: 12;
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}>;
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export type QuoteRespType = (typeof QuoteRespType)[keyof typeof QuoteRespType];
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/**
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* Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.
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* - Tag: 301
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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* @public
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*/
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export declare const QuoteResponseLevel: Readonly<{
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/** No Acknowledgement */
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readonly NoAcknowledgement: 0;
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/** Acknowledge only negative or erroneous quotes */
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readonly AcknowledgeOnlyNegativeOrErroneousQuotes: 1;
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/** Acknowledge each quote message */
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readonly AcknowledgeEachQuoteMessage: 2;
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/** Summary Acknowledgement */
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readonly SummaryAcknowledgement: 3;
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}>;
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export type QuoteResponseLevel = (typeof QuoteResponseLevel)[keyof typeof QuoteResponseLevel];
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@@ -0,0 +1,13 @@
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/**
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* Indicates whether single sided quotes are allowed.
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* - Tag: 2559
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* - FIX Specification type: Boolean
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* - Mapped type: string
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* @readonly
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* @public
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*/
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export declare const QuoteSideIndicator: Readonly<{
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readonly No: 'N';
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readonly Yes: 'Y';
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}>;
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export type QuoteSideIndicator = (typeof QuoteSideIndicator)[keyof typeof QuoteSideIndicator];
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/**
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* Identifies the status of the quote acknowledgement.
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* - Tag: 297
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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* @public
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*/
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export declare const QuoteStatus: Readonly<{
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/** Accepted */
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readonly Accepted: 0;
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/** Canceled for specific securities */
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readonly CancelForSymbol: 1;
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/** Canceled for specific SecurityTypes(167) */
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readonly CanceledForSecurityType: 2;
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/** Canceled for underlying */
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readonly CanceledForUnderlying: 3;
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/** Canceled all */
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readonly CanceledAll: 4;
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/** Rejected */
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readonly Rejected: 5;
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/** Removed from market */
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readonly RemovedFromMarket: 6;
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readonly Expired: 7;
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/** Query */
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readonly Query: 8;
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/** Quote not found */
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readonly QuoteNotFound: 9;
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/** Pending */
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readonly Pending: 10;
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readonly Pass: 11;
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/** Locked market warning */
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readonly LockedMarketWarning: 12;
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/** Crossed market warning */
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readonly CrossMarketWarning: 13;
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/** Canceled due to locked market */
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readonly CanceledDueToLockMarket: 14;
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/** Canceled due to crossed market */
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readonly CanceledDueToCrossMarket: 15;
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/** Active */
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readonly Active: 16;
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/** Canceled */
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readonly Canceled: 17;
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/** Unsolicited quote replenishment */
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readonly UnsolicitedQuoteReplenishment: 18;
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/** Pending end trade */
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readonly PendingEndTrade: 19;
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/** Too late to end */
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readonly TooLateToEnd: 20;
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/** Traded */
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readonly Traded: 21;
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/** Traded and removed */
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readonly TradedAndRemoved: 22;
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readonly ContractTerminates: 23;
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}>;
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export type QuoteStatus = (typeof QuoteStatus)[keyof typeof QuoteStatus];
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/**
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* QuoteType
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* - Tag: 537
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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* @public
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*/
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export declare const QuoteType: Readonly<{
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/** Indicative */
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readonly Indicative: 0;
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/** Tradeable */
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readonly Tradeable: 1;
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/** Restricted tradeable */
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readonly RestrictedTradeable: 2;
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/** Counter (tradeable) */
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readonly Counter: 3;
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/** Initially tradeable */
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readonly InitiallyTradeable: 4;
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}>;
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export type QuoteType = (typeof QuoteType)[keyof typeof QuoteType];
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@@ -0,0 +1,20 @@
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/**
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* RateSource
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3
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* - Tag: 1446
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* - FIX Specification type: int
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* - Mapped type: number
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* @readonly
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7
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* @public
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8
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*/
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9
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export declare const RateSource: Readonly<{
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/** Bloomberg */
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readonly Bloomberg: 0;
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/** Reuters */
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readonly Reuters: 1;
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/** Telerate */
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15
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readonly Telerate: 2;
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readonly ISDARateOption: 3;
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/** Other */
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18
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readonly Other: 99;
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}>;
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export type RateSource = (typeof RateSource)[keyof typeof RateSource];
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@@ -0,0 +1,15 @@
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1
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/**
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2
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* Indicates whether the rate source specified is a primary or secondary source.
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|
3
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* - Tag: 1447
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|
4
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* - FIX Specification type: int
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5
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* - Mapped type: number
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6
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* @readonly
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7
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* @public
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8
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*/
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9
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export declare const RateSourceType: Readonly<{
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/** Primary */
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readonly Primary: 0;
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12
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/** Secondary */
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13
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readonly Secondary: 1;
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14
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}>;
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15
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export type RateSourceType = (typeof RateSourceType)[keyof typeof RateSourceType];
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@@ -0,0 +1,17 @@
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1
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/**
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|
2
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* The reason for updating the RefOrdID
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|
3
|
+
* - Tag: 1431
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|
4
|
+
* - FIX Specification type: int
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|
5
|
+
* - Mapped type: number
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|
6
|
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* @readonly
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|
7
|
+
* @public
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|
8
|
+
*/
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|
9
|
+
export declare const RefOrdIDReason: Readonly<{
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|
10
|
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/** GTC from previous day */
|
|
11
|
+
readonly GTCFromPreviousDay: 0;
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|
12
|
+
/** Partial Fill Remaining */
|
|
13
|
+
readonly PartialFillRemaining: 1;
|
|
14
|
+
/** Order Changed */
|
|
15
|
+
readonly OrderChanged: 2;
|
|
16
|
+
}>;
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|
17
|
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export type RefOrdIDReason = (typeof RefOrdIDReason)[keyof typeof RefOrdIDReason];
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|
@@ -0,0 +1,22 @@
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1
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/**
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|
2
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* Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.
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|
3
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+
* - Tag: 1081
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|
4
|
+
* - FIX Specification type: char
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|
5
|
+
* - Mapped type: string
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|
6
|
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* @readonly
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|
7
|
+
* @public
|
|
8
|
+
*/
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|
9
|
+
export declare const RefOrderIDSource: Readonly<{
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|
10
|
+
readonly SecondaryOrderID: '0';
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|
11
|
+
readonly OrderID: '1';
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|
12
|
+
readonly MDEntryID: '2';
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|
13
|
+
readonly QuoteEntryID: '3';
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|
14
|
+
readonly OriginalOrderID: '4';
|
|
15
|
+
readonly QuoteID: '5';
|
|
16
|
+
readonly QuoteReqID: '6';
|
|
17
|
+
readonly PreviousOrderIdentifier: '7';
|
|
18
|
+
readonly PreviousQuoteIdentifier: '8';
|
|
19
|
+
readonly ParentOrderIdentifier: '9';
|
|
20
|
+
readonly ManualOrderIdentifier: 'A';
|
|
21
|
+
}>;
|
|
22
|
+
export type RefOrderIDSource = (typeof RefOrderIDSource)[keyof typeof RefOrderIDSource];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.
|
|
3
|
+
* - Tag: 2335
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RefRiskLimitCheckIDType: Readonly<{
|
|
10
|
+
/** RiskLimitRequestID(1666) */
|
|
11
|
+
readonly RiskLimitRequestID: 0;
|
|
12
|
+
/** RiskLimitCheckID(2319) */
|
|
13
|
+
readonly RiskLimitCheckID: 1;
|
|
14
|
+
/** Out of band identifier */
|
|
15
|
+
readonly OutOfBandID: 3;
|
|
16
|
+
}>;
|
|
17
|
+
export type RefRiskLimitCheckIDType = (typeof RefRiskLimitCheckIDType)[keyof typeof RefRiskLimitCheckIDType];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Reference data entry's date-time type.
|
|
3
|
+
* - Tag: 2748
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const ReferenceDataDateType: Readonly<{
|
|
10
|
+
readonly AdmitToTradeRequestDate: 0;
|
|
11
|
+
readonly AdmitToTradeApprovalDate: 1;
|
|
12
|
+
readonly AdmitToTradeOrFirstTradeDate: 2;
|
|
13
|
+
readonly TerminationDate: 3;
|
|
14
|
+
}>;
|
|
15
|
+
export type ReferenceDataDateType = (typeof ReferenceDataDateType)[keyof typeof ReferenceDataDateType];
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies the type of reference entity for first-to-default CDS basket contracts.
|
|
3
|
+
* - Tag: 1956
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const ReferenceEntityType: Readonly<{
|
|
10
|
+
/** Asian */
|
|
11
|
+
readonly Asian: 1;
|
|
12
|
+
/** Australian and New Zealand */
|
|
13
|
+
readonly AustralianNewZealand: 2;
|
|
14
|
+
/** European emerging markets */
|
|
15
|
+
readonly EuropeanEmergingMarkets: 3;
|
|
16
|
+
/** Japanese */
|
|
17
|
+
readonly Japanese: 4;
|
|
18
|
+
/** North American high yield */
|
|
19
|
+
readonly NorthAmericanHighYield: 5;
|
|
20
|
+
/** North American insurance */
|
|
21
|
+
readonly NorthAmericanInsurance: 6;
|
|
22
|
+
/** North American investment grade */
|
|
23
|
+
readonly NorthAmericanInvestmentGrade: 7;
|
|
24
|
+
/** Singaporean */
|
|
25
|
+
readonly Singaporean: 8;
|
|
26
|
+
/** Western European */
|
|
27
|
+
readonly WesternEuropean: 9;
|
|
28
|
+
/** Western European insurance */
|
|
29
|
+
readonly WesternEuropeanInsurance: 10;
|
|
30
|
+
}>;
|
|
31
|
+
export type ReferenceEntityType = (typeof ReferenceEntityType)[keyof typeof ReferenceEntityType];
|
|
@@ -0,0 +1,49 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* RegistRejReasonCode
|
|
3
|
+
* - Tag: 507
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegistRejReasonCode: Readonly<{
|
|
10
|
+
/** Invalid/unacceptable Account Type */
|
|
11
|
+
readonly InvalidAccountType: 1;
|
|
12
|
+
/** Invalid/unacceptable Tax Exempt Type */
|
|
13
|
+
readonly InvalidTaxExemptType: 2;
|
|
14
|
+
/** Invalid/unacceptable Ownership Type */
|
|
15
|
+
readonly InvalidOwnershipType: 3;
|
|
16
|
+
/** Invalid/unacceptable No Reg Details */
|
|
17
|
+
readonly NoRegDetails: 4;
|
|
18
|
+
/** Invalid/unacceptable Reg Seq No */
|
|
19
|
+
readonly InvalidRegSeqNo: 5;
|
|
20
|
+
/** Invalid/unacceptable Reg Details */
|
|
21
|
+
readonly InvalidRegDetails: 6;
|
|
22
|
+
/** Invalid/unacceptable Mailing Details */
|
|
23
|
+
readonly InvalidMailingDetails: 7;
|
|
24
|
+
/** Invalid/unacceptable Mailing Instructions */
|
|
25
|
+
readonly InvalidMailingInstructions: 8;
|
|
26
|
+
/** Invalid/unacceptable Investor ID */
|
|
27
|
+
readonly InvalidInvestorID: 9;
|
|
28
|
+
/** Invalid/unaceeptable Investor ID Source */
|
|
29
|
+
readonly InvalidInvestorIDSource: 10;
|
|
30
|
+
/** Invalid/unacceptable Date Of Birth */
|
|
31
|
+
readonly InvalidDateOfBirth: 11;
|
|
32
|
+
/** Invalid/unacceptable Investor Country Of Residence */
|
|
33
|
+
readonly InvalidCountry: 12;
|
|
34
|
+
/** Invalid/unacceptable No Distrib Instns */
|
|
35
|
+
readonly InvalidDistribInstns: 13;
|
|
36
|
+
/** Invalid/unacceptable Distrib Percentage */
|
|
37
|
+
readonly InvalidPercentage: 14;
|
|
38
|
+
/** Invalid/unacceptable Distrib Payment Method */
|
|
39
|
+
readonly InvalidPaymentMethod: 15;
|
|
40
|
+
/** Invalid/unacceptable Cash Distrib Agent Acct Name */
|
|
41
|
+
readonly InvalidAccountName: 16;
|
|
42
|
+
/** Invalid/unacceptable Cash Distrib Agent Code */
|
|
43
|
+
readonly InvalidAgentCode: 17;
|
|
44
|
+
/** Invalid/unacceptable Cash Distrib Agent Acct Num */
|
|
45
|
+
readonly InvalidAccountNum: 18;
|
|
46
|
+
/** Other */
|
|
47
|
+
readonly Other: 99;
|
|
48
|
+
}>;
|
|
49
|
+
export type RegistRejReasonCode = (typeof RegistRejReasonCode)[keyof typeof RegistRejReasonCode];
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Registration status as returned by the broker or (for CIV) the fund manager:
|
|
3
|
+
* - Tag: 506
|
|
4
|
+
* - FIX Specification type: char
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegistStatus: Readonly<{
|
|
10
|
+
/** Accepted */
|
|
11
|
+
readonly Accepted: 'A';
|
|
12
|
+
/** Rejected */
|
|
13
|
+
readonly Rejected: 'R';
|
|
14
|
+
/** Held */
|
|
15
|
+
readonly Held: 'H';
|
|
16
|
+
/** Reminder - i.e. Registration Instructions are still outstanding */
|
|
17
|
+
readonly Reminder: 'N';
|
|
18
|
+
}>;
|
|
19
|
+
export type RegistStatus = (typeof RegistStatus)[keyof typeof RegistStatus];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies Registration Instructions transaction type
|
|
3
|
+
* - Tag: 514
|
|
4
|
+
* - FIX Specification type: char
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegistTransType: Readonly<{
|
|
10
|
+
/** New */
|
|
11
|
+
readonly New: '0';
|
|
12
|
+
/** Cancel */
|
|
13
|
+
readonly Cancel: '2';
|
|
14
|
+
/** Replace */
|
|
15
|
+
readonly Replace: '1';
|
|
16
|
+
}>;
|
|
17
|
+
export type RegistTransType = (typeof RegistTransType)[keyof typeof RegistTransType];
|
|
@@ -0,0 +1,46 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Type of regulatory report.
|
|
3
|
+
* - Tag: 1934
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegulatoryReportType: Readonly<{
|
|
10
|
+
readonly RT: 0;
|
|
11
|
+
readonly PET: 1;
|
|
12
|
+
readonly Snapshot: 2;
|
|
13
|
+
readonly Confirmation: 3;
|
|
14
|
+
readonly RTPET: 4;
|
|
15
|
+
readonly PETConfirmation: 5;
|
|
16
|
+
readonly RTPETConfirmation: 6;
|
|
17
|
+
readonly PostTrade: 7;
|
|
18
|
+
readonly Verification: 8;
|
|
19
|
+
readonly PstTrdEvnt: 9;
|
|
20
|
+
readonly PstTrdEvntRTReportable: 10;
|
|
21
|
+
readonly LMTF: 11;
|
|
22
|
+
readonly DATF: 12;
|
|
23
|
+
readonly VOLO: 13;
|
|
24
|
+
readonly FWAF: 14;
|
|
25
|
+
readonly IDAF: 15;
|
|
26
|
+
readonly VOLW: 16;
|
|
27
|
+
readonly FULF: 17;
|
|
28
|
+
readonly FULA: 18;
|
|
29
|
+
readonly FULV: 19;
|
|
30
|
+
readonly FULJ: 20;
|
|
31
|
+
readonly COAF: 21;
|
|
32
|
+
readonly Order: 22;
|
|
33
|
+
readonly ChildOrder: 23;
|
|
34
|
+
readonly OrderRoute: 24;
|
|
35
|
+
readonly Trade: 25;
|
|
36
|
+
readonly Quote: 26;
|
|
37
|
+
readonly Supplement: 27;
|
|
38
|
+
readonly NewTransaction: 28;
|
|
39
|
+
readonly TransactionCorrection: 29;
|
|
40
|
+
readonly TransactionModification: 30;
|
|
41
|
+
readonly CollateralUpdate: 31;
|
|
42
|
+
readonly MarginUpdate: 32;
|
|
43
|
+
readonly TransactionReportedInError: 33;
|
|
44
|
+
readonly TerminationEarlyTermination: 34;
|
|
45
|
+
}>;
|
|
46
|
+
export type RegulatoryReportType = (typeof RegulatoryReportType)[keyof typeof RegulatoryReportType];
|
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
|
|
3
|
+
* - Tag: 1904
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegulatoryTradeIDEvent: Readonly<{
|
|
10
|
+
readonly InitialBlockTrade: 0;
|
|
11
|
+
readonly Allocation: 1;
|
|
12
|
+
/** Clearing */
|
|
13
|
+
readonly Clearing: 2;
|
|
14
|
+
/** Compression */
|
|
15
|
+
readonly Compression: 3;
|
|
16
|
+
/** Novation */
|
|
17
|
+
readonly Novation: 4;
|
|
18
|
+
/** Termination */
|
|
19
|
+
readonly Termination: 5;
|
|
20
|
+
/** Post-trade valuation */
|
|
21
|
+
readonly PostTrdVal: 6;
|
|
22
|
+
}>;
|
|
23
|
+
export type RegulatoryTradeIDEvent = (typeof RegulatoryTradeIDEvent)[keyof typeof RegulatoryTradeIDEvent];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.
|
|
3
|
+
* - Tag: 2397
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegulatoryTradeIDScope: Readonly<{
|
|
10
|
+
/** Clearing member */
|
|
11
|
+
readonly ClearingMember: 1;
|
|
12
|
+
/** Client */
|
|
13
|
+
readonly Client: 2;
|
|
14
|
+
}>;
|
|
15
|
+
export type RegulatoryTradeIDScope = (typeof RegulatoryTradeIDScope)[keyof typeof RegulatoryTradeIDScope];
|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* RegulatoryTradeIDType
|
|
3
|
+
* - Tag: 1906
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegulatoryTradeIDType: Readonly<{
|
|
10
|
+
readonly Current: 0;
|
|
11
|
+
readonly Previous: 1;
|
|
12
|
+
readonly Block: 2;
|
|
13
|
+
readonly Related: 3;
|
|
14
|
+
readonly ClearedBlockTrade: 4;
|
|
15
|
+
readonly TradingVenueTransactionIdentifier: 5;
|
|
16
|
+
readonly ReportTrackingNumber: 6;
|
|
17
|
+
}>;
|
|
18
|
+
export type RegulatoryTradeIDType = (typeof RegulatoryTradeIDType)[keyof typeof RegulatoryTradeIDType];
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies the regulatory mandate or rule that the transaction complies with.
|
|
3
|
+
* - Tag: 2347
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RegulatoryTransactionType: Readonly<{
|
|
10
|
+
readonly None: 0;
|
|
11
|
+
readonly SEFRequiredTransaction: 1;
|
|
12
|
+
readonly SEFPermittedTransaction: 2;
|
|
13
|
+
}>;
|
|
14
|
+
export type RegulatoryTransactionType = (typeof RegulatoryTransactionType)[keyof typeof RegulatoryTransactionType];
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* The type of instrument relationship
|
|
3
|
+
* - Tag: 1648
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RelatedInstrumentType: Readonly<{
|
|
10
|
+
/** "hedges for" instrument */
|
|
11
|
+
readonly HedgesForInstrument: 1;
|
|
12
|
+
/** Underlier */
|
|
13
|
+
readonly Underlier: 2;
|
|
14
|
+
/** Equity equivalent */
|
|
15
|
+
readonly EquityEquivalent: 3;
|
|
16
|
+
/** Nearest exchange traded contract */
|
|
17
|
+
readonly NearestExchangeTradedContract: 4;
|
|
18
|
+
readonly RetailEquivalent: 5;
|
|
19
|
+
readonly Leg: 6;
|
|
20
|
+
}>;
|
|
21
|
+
export type RelatedInstrumentType = (typeof RelatedInstrumentType)[keyof typeof RelatedInstrumentType];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Describes the source of the identifier that RelatedOrderID(2887) represents.
|
|
3
|
+
* - Tag: 2888
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const RelatedOrderIDSource: Readonly<{
|
|
10
|
+
/** Non-FIX Source */
|
|
11
|
+
readonly NonFIXSource: 0;
|
|
12
|
+
readonly SystemOrderIdentifier: 1;
|
|
13
|
+
readonly ClientOrderIdentifier: 2;
|
|
14
|
+
readonly SecondaryOrderIdentifier: 3;
|
|
15
|
+
readonly SecondaryClientOrderIdentifier: 4;
|
|
16
|
+
}>;
|
|
17
|
+
export type RelatedOrderIDSource = (typeof RelatedOrderIDSource)[keyof typeof RelatedOrderIDSource];
|