fixparser 9.1.7-a0927339 → 9.1.7-ad8cf02b

package/types/fieldtypes/AllocStatus.d.ts

@@ -1,40 +0,0 @@
-/**
- * Identifies status of allocation.
- * - Tag: 87
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AllocStatus: Readonly<{
-    /** Accepted (successfully processed) */
-    readonly Accepted: 0;
-    /** Block level reject */
-    readonly BlockLevelReject: 1;
-    /** Account level reject */
-    readonly AccountLevelReject: 2;
-    /** Received (received not yet processed) */
-    readonly Received: 3;
-    /** Incomplete */
-    readonly Incomplete: 4;
-    /** Rejected by intermediary */
-    readonly RejectedByIntermediary: 5;
-    /** Allocation pending */
-    readonly AllocationPending: 6;
-    /** Reversed */
-    readonly Reversed: 7;
-    readonly CancelledByIntermediary: 8;
-    /** Claimed */
-    readonly Claimed: 9;
-    /** Refused */
-    readonly Refused: 10;
-    /** Pending give-up approval */
-    readonly PendingGiveUpApproval: 11;
-    /** Cancelled */
-    readonly Cancelled: 12;
-    /** Pending take-up approval */
-    readonly PendingTakeUpApproval: 13;
-    /** Reversal pending */
-    readonly ReversalPending: 14;
-}>;
-export type AllocStatus = (typeof AllocStatus)[keyof typeof AllocStatus];

package/types/fieldtypes/AllocTransType.d.ts

@@ -1,19 +0,0 @@
-/**
- * Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
- * - Tag: 71
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const AllocTransType: Readonly<{
-    /** New */
-    readonly New: '0';
-    /** Replace */
-    readonly Replace: '1';
-    /** Cancel */
-    readonly Cancel: '2';
-    /** Reversal */
-    readonly Reversal: '6';
-}>;
-export type AllocTransType = (typeof AllocTransType)[keyof typeof AllocTransType];

package/types/fieldtypes/AllocType.d.ts

@@ -1,56 +0,0 @@
-/**
- * AllocType
- * - Tag: 626
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AllocType: Readonly<{
-    /** Calculated (includes MiscFees and NetMoney) */
-    readonly Calculated: 1;
-    /** Preliminary (without MiscFees and NetMoney) */
-    readonly Preliminary: 2;
-    /** Ready-To-Book */
-    readonly ReadyToBook: 5;
-    /** Warehouse instruction */
-    readonly WarehouseInstruction: 7;
-    /** Request to intermediary */
-    readonly RequestToIntermediary: 8;
-    /** Accept */
-    readonly Accept: 9;
-    /** Reject */
-    readonly Reject: 10;
-    /** Accept Pending */
-    readonly AcceptPending: 11;
-    /** Incomplete group */
-    readonly IncompleteGroup: 12;
-    /** Complete group */
-    readonly CompleteGroup: 13;
-    /** Reversal Pending */
-    readonly ReversalPending: 14;
-    /** Reopen group */
-    readonly ReopenGroup: 15;
-    /** Cancel group */
-    readonly CancelGroup: 16;
-    /** Give-up */
-    readonly Giveup: 17;
-    /** Take-up */
-    readonly Takeup: 18;
-    /** Refuse take-up */
-    readonly RefuseTakeup: 19;
-    /** Initiate reversal */
-    readonly InitiateReversal: 20;
-    /** Reverse */
-    readonly Reverse: 21;
-    /** Refuse reversal */
-    readonly RefuseReversal: 22;
-    /** Sub-allocation give-up */
-    readonly SubAllocationGiveup: 23;
-    /** Approve give-up */
-    readonly ApproveGiveup: 24;
-    /** Approve take-up */
-    readonly ApproveTakeup: 25;
-    readonly NotionalValueAveragePxGroupAlloc: 26;
-}>;
-export type AllocType = (typeof AllocType)[keyof typeof AllocType];

package/types/fieldtypes/AllocationRollupInstruction.d.ts

@@ -1,16 +0,0 @@
-/**
- * An indicator to override the normal procedure to roll up allocations for the same take-up firm.
- * - Tag: 1735
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AllocationRollupInstruction: Readonly<{
-    /** Roll up */
-    readonly Rollup: 0;
-    /** Do not roll up */
-    readonly DoNotRollUp: 1;
-}>;
-export type AllocationRollupInstruction =
-    (typeof AllocationRollupInstruction)[keyof typeof AllocationRollupInstruction];

package/types/fieldtypes/ApplLevelRecoveryIndicator.d.ts

@@ -1,15 +0,0 @@
-/**
- * Indicates whether application level recovery is needed.
- * - Tag: 1744
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ApplLevelRecoveryIndicator: Readonly<{
-    /** Application level recovery is not needed (default) */
-    readonly NoApplRecoveryNeeded: 0;
-    /** Application level recovery is needed */
-    readonly ApplRecoveryNeeded: 1;
-}>;
-export type ApplLevelRecoveryIndicator = (typeof ApplLevelRecoveryIndicator)[keyof typeof ApplLevelRecoveryIndicator];

package/types/fieldtypes/ApplQueueAction.d.ts

@@ -1,19 +0,0 @@
-/**
- * Action to take to resolve an application message queue (backlog).
- * - Tag: 815
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ApplQueueAction: Readonly<{
-    /** No Action Taken */
-    readonly NoActionTaken: 0;
-    /** Queue Flushed */
-    readonly QueueFlushed: 1;
-    /** Overlay Last */
-    readonly OverlayLast: 2;
-    /** End Session */
-    readonly EndSession: 3;
-}>;
-export type ApplQueueAction = (typeof ApplQueueAction)[keyof typeof ApplQueueAction];

package/types/fieldtypes/ApplQueueResolution.d.ts

@@ -1,19 +0,0 @@
-/**
- * Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.
- * - Tag: 814
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ApplQueueResolution: Readonly<{
-    /** No Action Taken */
-    readonly NoActionTaken: 0;
-    /** Queue Flushed */
-    readonly QueueFlushed: 1;
-    /** Overlay Last */
-    readonly OverlayLast: 2;
-    /** End Session */
-    readonly EndSession: 3;
-}>;
-export type ApplQueueResolution = (typeof ApplQueueResolution)[keyof typeof ApplQueueResolution];

package/types/fieldtypes/ApplReportType.d.ts

@@ -1,19 +0,0 @@
-/**
- * Type of report
- * - Tag: 1426
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ApplReportType: Readonly<{
-    /** Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) */
-    readonly ApplSeqNumReset: 0;
-    /** Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. */
-    readonly LastMessageSent: 1;
-    /** Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. */
-    readonly ApplicationAlive: 2;
-    /** Application message re-send completed. */
-    readonly ResendComplete: 3;
-}>;
-export type ApplReportType = (typeof ApplReportType)[keyof typeof ApplReportType];

package/types/fieldtypes/ApplReqType.d.ts

@@ -1,25 +0,0 @@
-/**
- * Type of Application Message Request being made.
- * - Tag: 1347
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ApplReqType: Readonly<{
-    /** Retransmission of application messages for the specified Applications */
-    readonly Retransmission: 0;
-    /** Subscription to the specified Applications */
-    readonly Subscription: 1;
-    /** Request for the last ApplLastSeqNum published for the specified Applications */
-    readonly RequestLastSeqNum: 2;
-    /** Request valid set of Applications */
-    readonly RequestApplications: 3;
-    /** Unsubscribe to the specified Applications */
-    readonly Unsubscribe: 4;
-    /** Cancel retransmission */
-    readonly CancelRetransmission: 5;
-    /** Cancel retransmission and unsubscribe to the specified applications */
-    readonly CancelRetransmissionUnsubscribe: 6;
-}>;
-export type ApplReqType = (typeof ApplReqType)[keyof typeof ApplReqType];

package/types/fieldtypes/ApplResponseError.d.ts

@@ -1,17 +0,0 @@
-/**
- * Used to return an error code or text associated with a response to an Application Request.
- * - Tag: 1354
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ApplResponseError: Readonly<{
-    /** Application does not exist */
-    readonly ApplicationDoesNotExist: 0;
-    /** Messages requested are not available */
-    readonly MessagesRequestedAreNotAvailable: 1;
-    /** User not authorized for application */
-    readonly UserNotAuthorizedForApplication: 2;
-}>;
-export type ApplResponseError = (typeof ApplResponseError)[keyof typeof ApplResponseError];

package/types/fieldtypes/ApplResponseType.d.ts

@@ -1,17 +0,0 @@
-/**
- * Used to indicate the type of acknowledgement being sent.
- * - Tag: 1348
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const ApplResponseType: Readonly<{
-    /** Request successfully processed */
-    readonly RequestSuccessfullyProcessed: 0;
-    /** Application does not exist */
-    readonly ApplicationDoesNotExist: 1;
-    /** Messages not available */
-    readonly MessagesNotAvailable: 2;
-}>;
-export type ApplResponseType = (typeof ApplResponseType)[keyof typeof ApplResponseType];

package/types/fieldtypes/ApplVerID.d.ts

@@ -1,33 +0,0 @@
-/**
- * Specifies the application layer version being applied at the message level.
- * - Tag: 1128
- * - FIX Specification type: String
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const ApplVerID: Readonly<{
-    /** FIX27 */
-    readonly FIX27: '0';
-    /** FIX30 */
-    readonly FIX30: '1';
-    /** FIX40 */
-    readonly FIX40: '2';
-    /** FIX41 */
-    readonly FIX41: '3';
-    /** FIX42 */
-    readonly FIX42: '4';
-    /** FIX43 */
-    readonly FIX43: '5';
-    /** FIX44 */
-    readonly FIX44: '6';
-    /** FIX50 */
-    readonly FIX50: '7';
-    /** FIX50SP1 */
-    readonly FIX50SP1: '8';
-    /** FIX50SP2 */
-    readonly FIX50SP2: '9';
-    /** FIXLatest */
-    readonly FIXLatest: '10';
-}>;
-export type ApplVerID = (typeof ApplVerID)[keyof typeof ApplVerID];

package/types/fieldtypes/AsOfIndicator.d.ts

@@ -1,15 +0,0 @@
-/**
- * A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.
- * - Tag: 1015
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const AsOfIndicator: Readonly<{
-    /** false - trade is not an AsOf trade */
-    readonly False: '0';
-    /** true - trade is an AsOf trade */
-    readonly True: '1';
-}>;
-export type AsOfIndicator = (typeof AsOfIndicator)[keyof typeof AsOfIndicator];

package/types/fieldtypes/AssetClass.d.ts

@@ -1,31 +0,0 @@
-/**
- * The broad asset category for assessing risk exposure.
- * - Tag: 1938
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AssetClass: Readonly<{
-    /** Interest rate */
-    readonly InterestRate: 1;
-    /** Currency */
-    readonly Currency: 2;
-    /** Credit */
-    readonly Credit: 3;
-    /** Equity */
-    readonly Equity: 4;
-    /** Commodity */
-    readonly Commodity: 5;
-    /** Other */
-    readonly Other: 6;
-    /** Cash */
-    readonly Cash: 7;
-    /** Debt */
-    readonly Debt: 8;
-    readonly Fund: 9;
-    /** Loan facility */
-    readonly LoanFacility: 10;
-    readonly Index: 11;
-}>;
-export type AssetClass = (typeof AssetClass)[keyof typeof AssetClass];

package/types/fieldtypes/AssetGroup.d.ts

@@ -1,14 +0,0 @@
-/**
- * Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
- * - Tag: 2210
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AssetGroup: Readonly<{
-    readonly Financials: 1;
-    readonly Commodities: 2;
-    readonly AlternativeInvestments: 3;
-}>;
-export type AssetGroup = (typeof AssetGroup)[keyof typeof AssetGroup];

package/types/fieldtypes/AssetSubClass.d.ts

@@ -1,103 +0,0 @@
-/**
- * The subcategory description of the asset class.
- * - Tag: 1939
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AssetSubClass: Readonly<{
-    /** Single currency */
-    readonly SingleCurrency: 1;
-    /** Cross currency */
-    readonly CrossCurrency: 2;
-    /** Basket [for multi-currency] */
-    readonly Basket: 3;
-    /** Single name */
-    readonly SingleName: 4;
-    /** Credit index */
-    readonly CreditIndex: 5;
-    /** Index tranche */
-    readonly IndexTranche: 6;
-    /** Credit basket */
-    readonly CreditBasket: 7;
-    /** Exotic */
-    readonly Exotic: 8;
-    /** Common */
-    readonly Common: 9;
-    /** Preferred */
-    readonly Preferred: 10;
-    /** Equity index */
-    readonly EquityIndex: 11;
-    /** Equity basket */
-    readonly EquityBasket: 12;
-    /** Metals */
-    readonly Metals: 13;
-    /** Bullion */
-    readonly Bullion: 14;
-    /** Energy */
-    readonly Energy: 15;
-    /** Commodity index */
-    readonly CommodityIndex: 16;
-    /** Agricultural */
-    readonly Agricultural: 17;
-    /** Environmental */
-    readonly Environmental: 18;
-    /** Freight */
-    readonly Freight: 19;
-    /** Government */
-    readonly Government: 20;
-    /** Agency */
-    readonly Agency: 21;
-    /** Corporate */
-    readonly Corporate: 22;
-    /** Financing */
-    readonly Financing: 23;
-    /** Money market */
-    readonly MoneyMarket: 24;
-    /** Mortgage */
-    readonly Mortgage: 25;
-    /** Municipal */
-    readonly Municipal: 26;
-    /** Mutual fund */
-    readonly MutualFund: 27;
-    /** Collective investment vehicle */
-    readonly CollectiveInvestmentVehicle: 28;
-    readonly InvestmentProgram: 29;
-    readonly SpecializedAccountProgram: 30;
-    /** Term loan */
-    readonly TermLoan: 31;
-    /** Bridge loan */
-    readonly BridgeLoan: 32;
-    /** Letter of credit */
-    readonly LetterOfCredit: 33;
-    /** Dividend index */
-    readonly DividendIndex: 34;
-    /** Stock dividend */
-    readonly StockDividend: 35;
-    /** Exchange traded fund */
-    readonly ExchangeTradedFund: 36;
-    /** Volatility index */
-    readonly VolatilityIndex: 37;
-    /** FX cross rates */
-    readonly FXCrossRates: 38;
-    /** FX emerging markets */
-    readonly FXEmergingMarkets: 39;
-    /** FX Majors */
-    readonly FXMajors: 40;
-    /** Fertilizer */
-    readonly Fertilizer: 41;
-    /** Industrial product */
-    readonly IndustrialProduct: 42;
-    /** Inflation */
-    readonly Inflation: 43;
-    /** Paper */
-    readonly Paper: 44;
-    /** Polypropylene */
-    readonly Polypropylene: 45;
-    /** Official economic statistics */
-    readonly OfficialEconomicStatistics: 46;
-    readonly OtherC10: 47;
-    readonly Other: 48;
-}>;
-export type AssetSubClass = (typeof AssetSubClass)[keyof typeof AssetSubClass];

package/types/fieldtypes/AssetValuationModel.d.ts

@@ -1,27 +0,0 @@
-/**
- * Identifies the model used for asset valuation or pricing calculations.
- * - Tag: 2994
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AssetValuationModel: Readonly<{
-    /** Black-Scholes */
-    readonly BlackScholes: 1;
-    /** Whaley */
-    readonly Whaley: 2;
-    /** Bachelier */
-    readonly Bachelier: 3;
-    /** Kirk */
-    readonly Kirk: 4;
-    /** Curran */
-    readonly Curran: 5;
-    /** Black-76 */
-    readonly Black76: 6;
-    /** Binomial */
-    readonly Binomial: 7;
-    /** Other model */
-    readonly OtherModel: 99;
-}>;
-export type AssetValuationModel = (typeof AssetValuationModel)[keyof typeof AssetValuationModel];

package/types/fieldtypes/AssignmentMethod.d.ts

@@ -1,15 +0,0 @@
-/**
- * Method by which short positions are assigned to an exercise notice during exercise and assignment processing
- * - Tag: 744
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const AssignmentMethod: Readonly<{
-    /** Pro rata */
-    readonly ProRata: 'P';
-    /** Random */
-    readonly Random: 'R';
-}>;
-export type AssignmentMethod = (typeof AssignmentMethod)[keyof typeof AssignmentMethod];

package/types/fieldtypes/AttachmentEncodingType.d.ts

@@ -1,13 +0,0 @@
-/**
- * AttachmentEncodingType
- * - Tag: 2109
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AttachmentEncodingType: Readonly<{
-    readonly Base64: 0;
-    readonly RawBinary: 1;
-}>;
-export type AttachmentEncodingType = (typeof AttachmentEncodingType)[keyof typeof AttachmentEncodingType];

package/types/fieldtypes/AuctionInstruction.d.ts

@@ -1,15 +0,0 @@
-/**
- * Instruction related to system generated auctions, e.g. flash order auctions.
- * - Tag: 1805
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AuctionInstruction: Readonly<{
-    /** Automatic auction permitted (default) */
-    readonly AutomatedAuctionPermitted: 0;
-    /** Automatic auction not permitted */
-    readonly AutomatedAuctionNotPermitted: 1;
-}>;
-export type AuctionInstruction = (typeof AuctionInstruction)[keyof typeof AuctionInstruction];

package/types/fieldtypes/AuctionType.d.ts

@@ -1,29 +0,0 @@
-/**
- * Type of auction order.
- * - Tag: 1803
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AuctionType: Readonly<{
-    /** None */
-    readonly None: 0;
-    /** Block order auction */
-    readonly BlockOrderAuction: 1;
-    /** Directed order auction */
-    readonly DirectedOrderAuction: 2;
-    /** Exposure order auction */
-    readonly ExposureOrderAuction: 3;
-    /** Flash order auction */
-    readonly FlashOrderAuction: 4;
-    /** Facilitation order auction */
-    readonly FacilitationOrderAuction: 5;
-    /** Solicitation order auction */
-    readonly SolicitationOrderAuction: 6;
-    /** Price improvement mechanism (PIM) */
-    readonly PriceImprovementMechanism: 7;
-    /** Directed Order price improvement mechanism (PIM) */
-    readonly DirectedOrderPriceImprovementMechanism: 8;
-}>;
-export type AuctionType = (typeof AuctionType)[keyof typeof AuctionType];

package/types/fieldtypes/AveragePriceType.d.ts

@@ -1,15 +0,0 @@
-/**
- * The average pricing model used for block trades.
- * - Tag: 2763
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AveragePriceType: Readonly<{
-    readonly TimeWeightedAveragePrice: 0;
-    readonly VolumeWeightedAveragePrice: 1;
-    readonly PercentOfVolumeAveragePrice: 2;
-    readonly LimitOrderAveragePrice: 3;
-}>;
-export type AveragePriceType = (typeof AveragePriceType)[keyof typeof AveragePriceType];

package/types/fieldtypes/AvgPxIndicator.d.ts

@@ -1,20 +0,0 @@
-/**
- * Average pricing indicator.
- * - Tag: 819
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const AvgPxIndicator: Readonly<{
-    /** No average pricing */
-    readonly NoAveragePricing: 0;
-    /** Trade is part of an average price group identified by the AvgPxGroupID(1731) */
-    readonly Trade: 1;
-    /** Last trade of the average price group identified by the AvgPxGroupID(1731) */
-    readonly LastTrade: 2;
-    readonly NotionalValueAveragePxGroupTrade: 3;
-    /** Trade is average priced */
-    readonly AveragePricedTrade: 4;
-}>;
-export type AvgPxIndicator = (typeof AvgPxIndicator)[keyof typeof AvgPxIndicator];

package/types/fieldtypes/BasisPxType.d.ts

@@ -1,37 +0,0 @@
-/**
- * Code to represent the basis price type.
- * - Tag: 419
- * - FIX Specification type: char
- * - Mapped type: string
- * @readonly
- * @public
- */
-export declare const BasisPxType: Readonly<{
-    /** Closing price at morning session */
-    readonly ClosingPriceAtMorningSession: '2';
-    /** Closing price */
-    readonly ClosingPrice: '3';
-    /** Current price */
-    readonly CurrentPrice: '4';
-    /** SQ */
-    readonly SQ: '5';
-    /** VWAP through a day */
-    readonly VWAPThroughADay: '6';
-    /** VWAP through a morning session */
-    readonly VWAPThroughAMorningSession: '7';
-    /** VWAP through an afternoon session */
-    readonly VWAPThroughAnAfternoonSession: '8';
-    /** VWAP through a day except "YORI" (an opening auction) */
-    readonly VWAPThroughADayExcept: '9';
-    /** VWAP through a morning session except "YORI" (an opening auction) */
-    readonly VWAPThroughAMorningSessionExcept: 'A';
-    /** VWAP through an afternoon session except "YORI" (an opening auction) */
-    readonly VWAPThroughAnAfternoonSessionExcept: 'B';
-    /** Strike */
-    readonly Strike: 'C';
-    /** Open */
-    readonly Open: 'D';
-    /** Others */
-    readonly Others: 'Z';
-}>;
-export type BasisPxType = (typeof BasisPxType)[keyof typeof BasisPxType];

package/types/fieldtypes/BatchProcessMode.d.ts

@@ -1,14 +0,0 @@
-/**
- * Indicates the processing mode for a batch of messages.
- * - Tag: 50002
- * - FIX Specification type: int
- * - Mapped type: number
- * @readonly
- * @public
- */
-export declare const BatchProcessMode: Readonly<{
-    /** Update/incremental (default if not specified) */
-    readonly Update: 0;
-    readonly Snapshot: 1;
-}>;
-export type BatchProcessMode = (typeof BatchProcessMode)[keyof typeof BatchProcessMode];