fixparser 9.1.7-a0927339 → 9.1.7-ad8cf02b

package/types/fieldtypes/RiskLimitType.d.ts

@@ -1,38 +0,0 @@
-/**
- * Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
- * - Tag: 1530
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const RiskLimitType: Readonly<{
-    readonly CreditLimit: 0;
-    /** Gross limit */
-    readonly GrossLimit: 1;
-    /** Net limit */
-    readonly NetLimit: 2;
-    /** Exposure */
-    readonly Exposure: 3;
-    /** Long limit */
-    readonly LongLimit: 4;
-    /** Short limit */
-    readonly ShortLimit: 5;
-    /** Cash margin */
-    readonly CashMargin: 6;
-    /** Additional margin */
-    readonly AdditionalMargin: 7;
-    /** Total margin */
-    readonly TotalMargin: 8;
-    readonly LimitConsumed: 9;
-    readonly ClipSize: 10;
-    /** Maximum notional order size */
-    readonly MaxNotionalOrderSize: 11;
-    readonly DV01PV01Limit: 12;
-    readonly CS01Limit: 13;
-    readonly VolumeLimitPerTimePeriod: 14;
-    readonly VolFilledPctOrdVolTmPeriod: 15;
-    readonly NotlFilledPctNotlTmPeriod: 16;
-    readonly TransactionExecutionLimitPerTimePeriod: 17;
-}>;
-export type RiskLimitType = (typeof RiskLimitType)[keyof typeof RiskLimitType];

package/types/fieldtypes/RoundingDirection.d.ts

@@ -1,17 +0,0 @@
-/**
- * RoundingDirection
- * - Tag: 468
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const RoundingDirection: Readonly<{
-    /** Round to nearest */
-    readonly RoundToNearest: '0';
-    /** Round down */
-    readonly RoundDown: '1';
-    /** Round up */
-    readonly RoundUp: '2';
-}>;
-export type RoundingDirection = (typeof RoundingDirection)[keyof typeof RoundingDirection];

package/types/fieldtypes/RoutingArrangementIndicator.d.ts

@@ -1,16 +0,0 @@
-/**
- * RoutingArrangementIndicator
- * - Tag: 2883
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const RoutingArrangementIndicator: Readonly<{
-    /** No routing arrangement in place */
-    readonly NoRoutingArrangementInPlace: 0;
-    /** Routing arrangement in place */
-    readonly RoutingArrangementInPlace: 1;
-}>;
-export type RoutingArrangementIndicator =
-    (typeof RoutingArrangementIndicator)[keyof typeof RoutingArrangementIndicator];

package/types/fieldtypes/RoutingType.d.ts

@@ -1,23 +0,0 @@
-/**
- * Indicates the type of RoutingID (217) specified.
- * - Tag: 216
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const RoutingType: Readonly<{
-    /** Target Firm */
-    readonly TargetFirm: 1;
-    /** Target List */
-    readonly TargetList: 2;
-    /** Block Firm */
-    readonly BlockFirm: 3;
-    /** Block List */
-    readonly BlockList: 4;
-    /** Target Person */
-    readonly TargetPerson: 5;
-    /** Block Person */
-    readonly BlockPerson: 6;
-}>;
-export type RoutingType = (typeof RoutingType)[keyof typeof RoutingType];

package/types/fieldtypes/Rule80A.d.ts

@@ -1,58 +0,0 @@
-/**
- * Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
- * - Tag: 47
- * - FIX Specification type: char
- * - FIX Specification version: FIX42
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const Rule80A: Readonly<{
-    /** Agency single order */
-    readonly AgencySingleOrder: 'A';
-    /** Short exempt transaction (refer to A type) */
-    readonly ShortExemptTransactionAType: 'B';
-    /** Program Order, non-index arb, for Member firm/org */
-    readonly ProprietaryNonAlgo: 'C';
-    /** Program Order, index arb, for Member firm/org */
-    readonly ProgramOrderMember: 'D';
-    /** Registered Equity Market Maker trades */
-    readonly ShortExemptTransactionForPrincipal: 'E';
-    /** Short exempt transaction (refer to W type) */
-    readonly ShortExemptTransactionWType: 'F';
-    /** Short exempt transaction (refer to I type) */
-    readonly ShortExemptTransactionIType: 'H';
-    /** Individual Investor, single order */
-    readonly IndividualInvestor: 'I';
-    /** Program Order, index arb, for individual customer */
-    readonly ProprietaryAlgo: 'J';
-    /** Program Order, non-index arb, for individual customer */
-    readonly AgencyAlgo: 'K';
-    /** Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) */
-    readonly ShortExemptTransactionMemberAffliated: 'L';
-    /** Program Order, index arb, for other member */
-    readonly ProgramOrderOtherMember: 'M';
-    /** Program Order, non-index arb, for other member */
-    readonly AgentForOtherMember: 'N';
-    /** Competing dealer trades */
-    readonly ProprietaryTransactionAffiliated: 'O';
-    /** Principal */
-    readonly Principal: 'P';
-    /** Competing dealer trades */
-    readonly TransactionNonMember: 'R';
-    /** Specialist trades */
-    readonly SpecialistTrades: 'S';
-    /** Competing dealer trades */
-    readonly TransactionUnaffiliatedMember: 'T';
-    /** Program Order, index arb, for other agency */
-    readonly AgencyIndexArb: 'U';
-    /** All other orders as agent for other member */
-    readonly AllOtherOrdersAsAgentForOtherMember: 'W';
-    /** Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) */
-    readonly ShortExemptTransactionMemberNotAffliated: 'X';
-    /** Program Order, non-index arb, for other agency */
-    readonly AgencyNonAlgo: 'Y';
-    /** Short exempt transaction for non-member competing market-maker (refer to A and R types) */
-    readonly ShortExemptTransactionNonMember: 'Z';
-}>;
-export type Rule80A = (typeof Rule80A)[keyof typeof Rule80A];

package/types/fieldtypes/Scope.d.ts

@@ -1,17 +0,0 @@
-/**
- * Specifies the market scope of the market data.
- * - Tag: 546
- * - FIX Specification type: MultipleCharValue
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const Scope: Readonly<{
-    /** Local Market (Exchange, ECN, ATS) */
-    readonly LocalMarket: '1';
-    /** National */
-    readonly National: '2';
-    /** Global */
-    readonly Global: '3';
-}>;
-export type Scope = (typeof Scope)[keyof typeof Scope];

package/types/fieldtypes/SecurityClassificationReason.d.ts

@@ -1,28 +0,0 @@
-/**
- * Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates.
- * - Tag: 1583
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityClassificationReason: Readonly<{
-    /** Fee */
-    readonly Fee: 0;
-    /** Credit Controls */
-    readonly CreditControls: 1;
-    /** Margin */
-    readonly Margin: 2;
-    /** Entitlement / Eligibility */
-    readonly EntitlementOrEligibility: 3;
-    /** Market Data */
-    readonly MarketData: 4;
-    /** Account Selection */
-    readonly AccountSelection: 5;
-    /** Delivery Process */
-    readonly DeliveryProcess: 6;
-    /** Sector */
-    readonly Sector: 7;
-}>;
-export type SecurityClassificationReason =
-    (typeof SecurityClassificationReason)[keyof typeof SecurityClassificationReason];

package/types/fieldtypes/SecurityIDSource.d.ts

@@ -1,74 +0,0 @@
-/**
- * Identifies class or source of the SecurityID(48) value.
- * - Tag: 22
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const SecurityIDSource: Readonly<{
-    /** CUSIP */
-    readonly CUSIP: '1';
-    /** SEDOL */
-    readonly SEDOL: '2';
-    /** QUIK */
-    readonly QUIK: '3';
-    /** ISIN */
-    readonly ISINNumber: '4';
-    /** RIC */
-    readonly RICCode: '5';
-    /** ISO Currency Code (ISO 4217) */
-    readonly ISOCurrencyCode: '6';
-    /** ISO Country Code */
-    readonly ISOCountryCode: '7';
-    /** Exchange symbol */
-    readonly ExchangeSymbol: '8';
-    /** Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) */
-    readonly ConsolidatedTapeAssociation: '9';
-    /** Bloomberg Symbol */
-    readonly BloombergSymbol: 'A';
-    /** Wertpapier */
-    readonly Wertpapier: 'B';
-    /** Dutch */
-    readonly Dutch: 'C';
-    /** Valoren */
-    readonly Valoren: 'D';
-    /** Sicovam */
-    readonly Sicovam: 'E';
-    /** Belgian */
-    readonly Belgian: 'F';
-    /** "Common" (Clearstream and Euroclear) */
-    readonly Common: 'G';
-    /** Clearing house / Clearing organization */
-    readonly ClearingHouse: 'H';
-    /** ISDA/FpML product specification (XML in SecurityXML(1185)) */
-    readonly ISDAFpMLSpecification: 'I';
-    /** Option Price Reporting Authority */
-    readonly OptionPriceReportingAuthority: 'J';
-    /** ISDA/FpML product URL (URL in SecurityID(48)) */
-    readonly ISDAFpMLURL: 'K';
-    /** Letter of credit */
-    readonly LetterOfCredit: 'L';
-    /** Marketplace-assigned Identifier */
-    readonly MarketplaceAssignedIdentifier: 'M';
-    /** Markit RED entity CLIP */
-    readonly MarkitREDEntityCLIP: 'N';
-    /** Markit RED pair CLIP */
-    readonly MarkitREDPairCLIP: 'P';
-    /** CFTC commodity code */
-    readonly CFTCCommodityCode: 'Q';
-    /** ISDA Commodity Reference Price */
-    readonly ISDACommodityReferencePrice: 'R';
-    readonly FinancialInstrumentGlobalIdentifier: 'S';
-    /** Legal entity identifier */
-    readonly LegalEntityIdentifier: 'T';
-    readonly Synthetic: 'U';
-    /** Fidessa Instrument Mnemonic (FIM) */
-    readonly FidessaInstrumentMnemonic: 'V';
-    readonly IndexName: 'W';
-    /** Uniform Symbol (UMTF Symbol) */
-    readonly UniformSymbol: 'X';
-    /** Digital Token Identifier (ISO 24165) */
-    readonly DigitalTokenIdentifier: 'Y';
-}>;
-export type SecurityIDSource = (typeof SecurityIDSource)[keyof typeof SecurityIDSource];

package/types/fieldtypes/SecurityListRequestType.d.ts

@@ -1,23 +0,0 @@
-/**
- * Identifies the type/criteria of Security List Request
- * - Tag: 559
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityListRequestType: Readonly<{
-    /** Symbol */
-    readonly Symbol: 0;
-    /** SecurityType and/or CFICode */
-    readonly SecurityTypeAnd: 1;
-    /** Product */
-    readonly Product: 2;
-    /** TradingSessionID */
-    readonly TradingSessionID: 3;
-    /** All Securities */
-    readonly AllSecurities: 4;
-    /** MarketID or MarketID + MarketSegmentID */
-    readonly MarketIDOrMarketID: 5;
-}>;
-export type SecurityListRequestType = (typeof SecurityListRequestType)[keyof typeof SecurityListRequestType];

package/types/fieldtypes/SecurityListType.d.ts

@@ -1,19 +0,0 @@
-/**
- * Specifies a type of Security List.
- * - Tag: 1470
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityListType: Readonly<{
-    /** Industry Classification */
-    readonly IndustryClassification: 1;
-    /** Trading List */
-    readonly TradingList: 2;
-    /** Market / Market Segment List */
-    readonly Market: 3;
-    /** Newspaper List */
-    readonly NewspaperList: 4;
-}>;
-export type SecurityListType = (typeof SecurityListType)[keyof typeof SecurityListType];

package/types/fieldtypes/SecurityListTypeSource.d.ts

@@ -1,17 +0,0 @@
-/**
- * Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources.
- * - Tag: 1471
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityListTypeSource: Readonly<{
-    /** ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com */
-    readonly ICB: 1;
-    /** NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. */
-    readonly NAICS: 2;
-    /** GICS (Global Industry Classification Standard) published by Standards & Poor */
-    readonly GICS: 3;
-}>;
-export type SecurityListTypeSource = (typeof SecurityListTypeSource)[keyof typeof SecurityListTypeSource];

package/types/fieldtypes/SecurityRejectReason.d.ts

@@ -1,33 +0,0 @@
-/**
- * Identifies the reason a security definition request is being rejected.
- * - Tag: 1607
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityRejectReason: Readonly<{
-    /** Invalid instrument requested */
-    readonly InvalidInstrumentRequested: 1;
-    /** Instrument already exists */
-    readonly InstrumentAlreadyExists: 2;
-    /** Request type not supported */
-    readonly RequestTypeNotSupported: 3;
-    /** System unavailable for instrument creation */
-    readonly SystemUnavailableForInstrumentCreation: 4;
-    /** Ineligible instrument group */
-    readonly IneligibleInstrumentGroup: 5;
-    /** Instrument ID unavailable */
-    readonly InstrumentIDUnavailable: 6;
-    /** Invalid or missing data on option leg */
-    readonly InvalidOrMissingDataOnOptionLeg: 7;
-    /** Invalid or missing data on future leg */
-    readonly InvalidOrMissingDataOnFutureLeg: 8;
-    /** Invalid or missing data on FX leg */
-    readonly InvalidOrMissingDataOnFXLeg: 10;
-    /** Invalid leg price specified */
-    readonly InvalidLegPriceSpecified: 11;
-    /** Invalid instrument structure specified */
-    readonly InvalidInstrumentStructureSpecified: 12;
-}>;
-export type SecurityRejectReason = (typeof SecurityRejectReason)[keyof typeof SecurityRejectReason];

package/types/fieldtypes/SecurityRequestResult.d.ts

@@ -1,23 +0,0 @@
-/**
- * The results returned to a Security Request message
- * - Tag: 560
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityRequestResult: Readonly<{
-    /** Valid request */
-    readonly ValidRequest: 0;
-    /** Invalid or unsupported request */
-    readonly InvalidOrUnsupportedRequest: 1;
-    /** No instruments found that match selection criteria */
-    readonly NoInstrumentsFound: 2;
-    /** Not authorized to retrieve instrument data */
-    readonly NotAuthorizedToRetrieveInstrumentData: 3;
-    /** Instrument data temporarily unavailable */
-    readonly InstrumentDataTemporarilyUnavailable: 4;
-    /** Request for instrument data not supported */
-    readonly RequestForInstrumentDataNotSupported: 5;
-}>;
-export type SecurityRequestResult = (typeof SecurityRequestResult)[keyof typeof SecurityRequestResult];

package/types/fieldtypes/SecurityRequestType.d.ts

@@ -1,31 +0,0 @@
-/**
- * Type of Security Definition Request.
- * - Tag: 321
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityRequestType: Readonly<{
-    /** Request Security identity and specifications */
-    readonly RequestSecurityIdentityAndSpecifications: 0;
-    /** Request Security identity for the specifications provided (name of the security is not supplied) */
-    readonly RequestSecurityIdentityForSpecifications: 1;
-    /** Request List Security Types */
-    readonly RequestListSecurityTypes: 2;
-    /** Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) */
-    readonly RequestListSecurities: 3;
-    /** Symbol */
-    readonly Symbol: 4;
-    /** SecurityType and or CFICode */
-    readonly SecurityTypeAndOrCFICode: 5;
-    /** Product */
-    readonly Product: 6;
-    /** TradingSessionID */
-    readonly TradingSessionID: 7;
-    /** All Securities */
-    readonly AllSecurities: 8;
-    /** MarketID or MarketID + MarketSegmentID */
-    readonly MarketIDOrMarketID: 9;
-}>;
-export type SecurityRequestType = (typeof SecurityRequestType)[keyof typeof SecurityRequestType];

package/types/fieldtypes/SecurityResponseType.d.ts

@@ -1,19 +0,0 @@
-/**
- * Type of Security Definition message response.
- * - Tag: 323
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityResponseType: Readonly<{
-    /** Accept security proposal as-is */
-    readonly AcceptAsIs: 1;
-    /** Accept security proposal with revisions as indicated in the message */
-    readonly AcceptWithRevisions: 2;
-    /** Reject security proposal */
-    readonly RejectSecurityProposal: 5;
-    /** Cannot match selection criteria */
-    readonly CannotMatchSelectionCriteria: 6;
-}>;
-export type SecurityResponseType = (typeof SecurityResponseType)[keyof typeof SecurityResponseType];

package/types/fieldtypes/SecurityStatus.d.ts

@@ -1,22 +0,0 @@
-/**
- * Indicates the current state of the instrument.
- * - Tag: 965
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const SecurityStatus: Readonly<{
-    readonly Active: '1';
-    readonly Inactive: '2';
-    readonly ActiveClosingOrdersOnly: '3';
-    readonly Expired: '4';
-    readonly Delisted: '5';
-    readonly KnockedOut: '6';
-    readonly KnockOutRevoked: '7';
-    readonly PendingExpiry: '8';
-    readonly Suspended: '9';
-    readonly Published: '10';
-    readonly PendingDeletion: '11';
-}>;
-export type SecurityStatus = (typeof SecurityStatus)[keyof typeof SecurityStatus];

package/types/fieldtypes/SecurityTradingEvent.d.ts

@@ -1,29 +0,0 @@
-/**
- * Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.
- * - Tag: 1174
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityTradingEvent: Readonly<{
-    /** Order imbalance, auction is extended */
-    readonly OrderImbalance: 1;
-    /** Trading resumes (after Halt) */
-    readonly TradingResumes: 2;
-    /** Price Volatility Interruption */
-    readonly PriceVolatilityInterruption: 3;
-    /** Change of Trading Session */
-    readonly ChangeOfTradingSession: 4;
-    /** Change of Trading Subsession */
-    readonly ChangeOfTradingSubsession: 5;
-    /** Change of Security Trading Status */
-    readonly ChangeOfSecurityTradingStatus: 6;
-    /** Change of Book Type */
-    readonly ChangeOfBookType: 7;
-    /** Change of Market Depth */
-    readonly ChangeOfMarketDepth: 8;
-    /** Corporate action */
-    readonly CorporateAction: 9;
-}>;
-export type SecurityTradingEvent = (typeof SecurityTradingEvent)[keyof typeof SecurityTradingEvent];

package/types/fieldtypes/SecurityTradingStatus.d.ts

@@ -1,63 +0,0 @@
-/**
- * Identifies the trading status applicable to the transaction.
- * - Tag: 326
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const SecurityTradingStatus: Readonly<{
-    /** Opening delay */
-    readonly OpeningDelay: 1;
-    /** Trading halt */
-    readonly TradingHalt: 2;
-    /** Resume */
-    readonly Resume: 3;
-    /** No Open / No Resume */
-    readonly NoOpen: 4;
-    /** Price indication */
-    readonly PriceIndication: 5;
-    /** Trading Range Indication */
-    readonly TradingRangeIndication: 6;
-    /** Market Imbalance Buy */
-    readonly MarketImbalanceBuy: 7;
-    /** Market Imbalance Sell */
-    readonly MarketImbalanceSell: 8;
-    /** Market on Close Imbalance Buy */
-    readonly MarketOnCloseImbalanceBuy: 9;
-    /** Market on Close Imbalance Sell */
-    readonly MarketOnCloseImbalanceSell: 10;
-    /** No Market Imbalance */
-    readonly NoMarketImbalance: 12;
-    /** No Market on Close Imbalance */
-    readonly NoMarketOnCloseImbalance: 13;
-    /** ITS Pre-opening */
-    readonly ITSPreOpening: 14;
-    /** New Price Indication */
-    readonly NewPriceIndication: 15;
-    /** Trade Dissemination Time */
-    readonly TradeDisseminationTime: 16;
-    /** Ready to trade (start of session) */
-    readonly ReadyToTrade: 17;
-    /** Not available for trading (end of session) */
-    readonly NotAvailableForTrading: 18;
-    /** Not traded on this market */
-    readonly NotTradedOnThisMarket: 19;
-    /** Unknown or Invalid */
-    readonly UnknownOrInvalid: 20;
-    /** Pre-open */
-    readonly PreOpen: 21;
-    /** Opening Rotation */
-    readonly OpeningRotation: 22;
-    /** Fast Market */
-    readonly FastMarket: 23;
-    /** Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross */
-    readonly PreCross: 24;
-    /** Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion */
-    readonly Cross: 25;
-    /** Post-close */
-    readonly PostClose: 26;
-    /** No-cancel */
-    readonly NoCancel: 27;
-}>;
-export type SecurityTradingStatus = (typeof SecurityTradingStatus)[keyof typeof SecurityTradingStatus];