fixparser 9.1.7-def37df3 → 9.1.7-edd9ee17
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 +1 -1
- 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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2
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* Describes whether discretionay price is static or floats
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* - Tag: 841
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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 DiscretionMoveType: Readonly<{
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/** Floating (default) */
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readonly Floating: 0;
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/** Fixed */
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readonly Fixed: 1;
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}>;
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export type DiscretionMoveType = (typeof DiscretionMoveType)[keyof typeof DiscretionMoveType];
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1
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/**
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* Type of Discretion Offset value
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* - Tag: 842
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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 DiscretionOffsetType: Readonly<{
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/** Price (default) */
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11
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readonly Price: 0;
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/** Basis Points */
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readonly BasisPoints: 1;
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/** Ticks */
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readonly Ticks: 2;
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/** Price Tier / Level */
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readonly PriceTier: 3;
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}>;
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export type DiscretionOffsetType = (typeof DiscretionOffsetType)[keyof typeof DiscretionOffsetType];
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/**
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* If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
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* - Tag: 844
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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 DiscretionRoundDirection: Readonly<{
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/** More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick */
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readonly MoreAggressive: 1;
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/** More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick */
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readonly MorePassive: 2;
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}>;
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export type DiscretionRoundDirection = (typeof DiscretionRoundDirection)[keyof typeof DiscretionRoundDirection];
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/**
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* The scope of the discretion
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* - Tag: 846
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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 DiscretionScope: Readonly<{
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/** Local (Exchange, ECN, ATS) */
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readonly Local: 1;
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/** National */
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readonly National: 2;
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/** Global */
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readonly Global: 3;
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/** National excluding local */
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readonly NationalExcludingLocal: 4;
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}>;
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export type DiscretionScope = (typeof DiscretionScope)[keyof typeof DiscretionScope];
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1
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/**
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* Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
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* - Tag: 1084
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* - FIX Specification type: char
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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 DisplayMethod: Readonly<{
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/** Initial (use original DisplayQty) */
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readonly Initial: '1';
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/** New (use RefreshQty) */
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readonly New: '2';
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/** Random (randomize value) */
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readonly Random: '3';
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/** Undisclosed (invisible order) */
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readonly Undisclosed: '4';
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}>;
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export type DisplayMethod = (typeof DisplayMethod)[keyof typeof DisplayMethod];
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1
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/**
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* Instructs when to refresh DisplayQty (1138).
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* - Tag: 1083
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* - FIX Specification type: char
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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 DisplayWhen: Readonly<{
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/** Immediate (after each fill) */
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readonly Immediate: '1';
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/** Exhaust (when DisplayQty = 0) */
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readonly Exhaust: '2';
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}>;
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export type DisplayWhen = (typeof DisplayWhen)[keyof typeof DisplayWhen];
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/**
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* Identifies the payment method for a (fractional) distribution. Used for CIV.
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* - Tag: 477
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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 DistribPaymentMethod: Readonly<{
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/** CREST */
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readonly CREST: 1;
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/** NSCC */
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readonly NSCC: 2;
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/** Euroclear */
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readonly Euroclear: 3;
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/** Clearstream */
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readonly Clearstream: 4;
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/** Cheque */
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readonly Cheque: 5;
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/** Telegraphic Transfer */
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readonly TelegraphicTransfer: 6;
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/** Fed Wire */
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readonly FedWire: 7;
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/** Direct Credit (BECS, BACS) */
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readonly DirectCredit: 8;
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/** ACH Credit */
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readonly ACHCredit: 9;
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/** BPAY */
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readonly BPAY: 10;
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/** High Value Clearing System HVACS */
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readonly HighValueClearingSystemHVACS: 11;
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/** Reinvest In Fund */
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readonly ReinvestInFund: 12;
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/** Other */
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readonly Other: 999;
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}>;
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export type DistribPaymentMethod = (typeof DistribPaymentMethod)[keyof typeof DistribPaymentMethod];
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/**
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* Indicates how the gross cash dividend amount per share is determined.
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* - Tag: 42247
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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 DividendAmountType: Readonly<{
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readonly RecordAmount: 0;
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readonly ExAmount: 1;
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readonly PaidAmount: 2;
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readonly PerMasterConfirm: 3;
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}>;
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export type DividendAmountType = (typeof DividendAmountType)[keyof typeof DividendAmountType];
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/**
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* Defines how the composition of dividends is to be determined.
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* - Tag: 42259
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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 DividendComposition: Readonly<{
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readonly EquityAmountReceiver: 0;
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readonly CalculationAgent: 1;
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}>;
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export type DividendComposition = (typeof DividendComposition)[keyof typeof DividendComposition];
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/**
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* Defines the contract event which the receiver of the derivative is entitled to the dividend.
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* - Tag: 42246
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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 DividendEntitlementEvent: Readonly<{
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readonly ExDate: 0;
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readonly RecordDate: 1;
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}>;
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export type DividendEntitlementEvent = (typeof DividendEntitlementEvent)[keyof typeof DividendEntitlementEvent];
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/**
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* Used to indicate whether a delivery instruction is used for securities or cash settlement.
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* - Tag: 787
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* - FIX Specification type: char
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* - Mapped type: string
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* @readonly
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7
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* @public
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*/
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export declare const DlvyInstType: Readonly<{
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/** Cash */
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readonly Cash: 'C';
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/** Securities */
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readonly Securities: 'S';
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}>;
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export type DlvyInstType = (typeof DlvyInstType)[keyof typeof DlvyInstType];
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/**
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2
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* Indicates whether or not the halt was due to the Related Security being halted.
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* - Tag: 329
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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 DueToRelated: Readonly<{
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/** Halt was not related to a halt of the related security */
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readonly NotRelatedToSecurityHalt: 'N';
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/** Halt was due to related security being halted */
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readonly RelatedToSecurityHalt: 'Y';
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}>;
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export type DueToRelated = (typeof DueToRelated)[keyof typeof DueToRelated];
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@@ -0,0 +1,15 @@
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/**
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2
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* DuplicateClOrdIDIndicator
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3
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* - Tag: 2829
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4
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* - FIX Specification type: Boolean
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* - Mapped type: string
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6
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* @readonly
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7
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* @public
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*/
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9
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export declare const DuplicateClOrdIDIndicator: Readonly<{
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/** Unique ClOrdID(11) */
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11
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readonly UniqueClOrdID: 'N';
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/** Duplicate ClOrdID(11) */
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13
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readonly DuplicateClOrdID: 'Y';
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}>;
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export type DuplicateClOrdIDIndicator = (typeof DuplicateClOrdIDIndicator)[keyof typeof DuplicateClOrdIDIndicator];
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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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* Email message type.
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3
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* - Tag: 94
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4
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* - FIX Specification type: char
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* - Mapped type: string
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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 EmailType: Readonly<{
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/** New */
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11
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readonly New: '0';
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/** Reply */
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13
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readonly Reply: '1';
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/** Admin Reply */
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15
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readonly AdminReply: '2';
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16
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}>;
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export type EmailType = (typeof EmailType)[keyof typeof EmailType];
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@@ -0,0 +1,25 @@
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1
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/**
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2
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* Method of encryption.
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3
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* - Tag: 98
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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 EncryptMethod: Readonly<{
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10
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/** None / Other */
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|
11
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readonly None: 0;
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12
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/** PKCS (Proprietary) */
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13
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readonly PKCS: 1;
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14
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/** DES (ECB Mode) */
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15
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readonly DES: 2;
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16
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/** PKCS / DES (Proprietary) */
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|
17
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readonly PKCSDES: 3;
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18
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/** PGP / DES (Defunct) */
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|
19
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+
readonly PGPDES: 4;
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20
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/** PGP / DES-MD5 (See app note on FIX web site) */
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21
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readonly PGPDESMD5: 5;
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22
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/** PEM / DES-MD5 (see app note on FIX web site) */
|
|
23
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readonly PEM: 6;
|
|
24
|
+
}>;
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|
25
|
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export type EncryptMethod = (typeof EncryptMethod)[keyof typeof EncryptMethod];
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|
@@ -0,0 +1,81 @@
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|
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1
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/**
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|
2
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* Datatype of the entitlement attribute.
|
|
3
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+
* - Tag: 1779
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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 EntitlementAttribDatatype: Readonly<{
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10
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/** int */
|
|
11
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+
readonly Int: 1;
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|
12
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/** Length */
|
|
13
|
+
readonly Length: 2;
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|
14
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/** NumInGroup */
|
|
15
|
+
readonly NumInGroup: 3;
|
|
16
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+
/** SeqNum */
|
|
17
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+
readonly SeqNum: 4;
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|
18
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+
/** TagNum */
|
|
19
|
+
readonly TagNum: 5;
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20
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/** float */
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|
21
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+
readonly Float: 6;
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22
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+
/** Qty */
|
|
23
|
+
readonly Qty: 7;
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|
24
|
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/** Price */
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|
25
|
+
readonly Price: 8;
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|
26
|
+
/** PriceOffset */
|
|
27
|
+
readonly PriceOffset: 9;
|
|
28
|
+
/** Amt */
|
|
29
|
+
readonly Amt: 10;
|
|
30
|
+
/** Percentage */
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|
31
|
+
readonly Percentage: 11;
|
|
32
|
+
/** char */
|
|
33
|
+
readonly Char: 12;
|
|
34
|
+
/** Boolean */
|
|
35
|
+
readonly Boolean: 13;
|
|
36
|
+
/** String */
|
|
37
|
+
readonly String: 14;
|
|
38
|
+
/** MultipleCharValue */
|
|
39
|
+
readonly MultipleCharValue: 15;
|
|
40
|
+
/** Currency */
|
|
41
|
+
readonly Currency: 16;
|
|
42
|
+
/** Exchange */
|
|
43
|
+
readonly Exchange: 17;
|
|
44
|
+
/** MonthYear */
|
|
45
|
+
readonly MonthYear: 18;
|
|
46
|
+
/** UTCTimestamp */
|
|
47
|
+
readonly UTCTimestamp: 19;
|
|
48
|
+
/** UTCTimeOnly */
|
|
49
|
+
readonly UTCTimeOnly: 20;
|
|
50
|
+
/** LocalMktDate */
|
|
51
|
+
readonly LocalMktDate: 21;
|
|
52
|
+
/** UTCDateOnly */
|
|
53
|
+
readonly UTCDateOnly: 22;
|
|
54
|
+
/** data */
|
|
55
|
+
readonly Data: 23;
|
|
56
|
+
/** MultipleStringValue */
|
|
57
|
+
readonly MultipleStringValue: 24;
|
|
58
|
+
/** Country */
|
|
59
|
+
readonly Country: 25;
|
|
60
|
+
/** Language */
|
|
61
|
+
readonly Language: 26;
|
|
62
|
+
/** TZTimeOnly */
|
|
63
|
+
readonly TZTimeOnly: 27;
|
|
64
|
+
/** TZTimestamp */
|
|
65
|
+
readonly TZTimestamp: 28;
|
|
66
|
+
/** Tenor */
|
|
67
|
+
readonly Tenor: 29;
|
|
68
|
+
/** DayOfMonth */
|
|
69
|
+
readonly DayOfMonth: 30;
|
|
70
|
+
/** XMLData */
|
|
71
|
+
readonly XMLData: 31;
|
|
72
|
+
/** Pattern */
|
|
73
|
+
readonly Pattern: 32;
|
|
74
|
+
/** Reserved100Plus */
|
|
75
|
+
readonly Reserved100Plus: 33;
|
|
76
|
+
/** Reserved1000Plus */
|
|
77
|
+
readonly Reserved1000Plus: 34;
|
|
78
|
+
/** Reserved4000Plus */
|
|
79
|
+
readonly Reserved4000Plus: 35;
|
|
80
|
+
}>;
|
|
81
|
+
export type EntitlementAttribDatatype = (typeof EntitlementAttribDatatype)[keyof typeof EntitlementAttribDatatype];
|
|
@@ -0,0 +1,45 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Result of risk limit definition request.
|
|
3
|
+
* - Tag: 1881
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const EntitlementRequestResult: Readonly<{
|
|
10
|
+
/** Successful (default) */
|
|
11
|
+
readonly Successful: 0;
|
|
12
|
+
/** Invalid party(-ies) */
|
|
13
|
+
readonly InvalidParty: 1;
|
|
14
|
+
/** Invalid related party(-ies) */
|
|
15
|
+
readonly InvalidRelatedParty: 2;
|
|
16
|
+
/** Invalid entitlement type(s) */
|
|
17
|
+
readonly InvalidEntitlementType: 3;
|
|
18
|
+
/** Invalid entitlement ID(s) / ref ID(s) */
|
|
19
|
+
readonly InvalidEntitlementID: 4;
|
|
20
|
+
/** Invalid entitlement attribute(s) */
|
|
21
|
+
readonly InvalidEntitlementAttribute: 5;
|
|
22
|
+
/** Invalid instrument scope(s) */
|
|
23
|
+
readonly InvalidInstrumentScope: 6;
|
|
24
|
+
/** Invalid market segment scope(s) */
|
|
25
|
+
readonly InvalidMarketSegmentScope: 7;
|
|
26
|
+
/** Invalid start date */
|
|
27
|
+
readonly InvalidStartDate: 8;
|
|
28
|
+
/** Invalid end date */
|
|
29
|
+
readonly InvalidEndDate: 9;
|
|
30
|
+
/** Instrument scope not supported */
|
|
31
|
+
readonly InstrumentScopeNotSupported: 10;
|
|
32
|
+
/** Market segment scope not supported */
|
|
33
|
+
readonly MarketSegmentScopeNotSupported: 11;
|
|
34
|
+
/** Entitlement not approved for party(-ies) */
|
|
35
|
+
readonly EntitlementNotApprovedForParty: 12;
|
|
36
|
+
/** Entitlement already defined for party(-ies) */
|
|
37
|
+
readonly EntitlementAlreadyDefinedForParty: 13;
|
|
38
|
+
/** Instrument not approved for party(-ies) */
|
|
39
|
+
readonly InstrumentNotApprovedForParty: 14;
|
|
40
|
+
/** Not authorized */
|
|
41
|
+
readonly NotAuthorized: 98;
|
|
42
|
+
/** Other */
|
|
43
|
+
readonly Other: 99;
|
|
44
|
+
}>;
|
|
45
|
+
export type EntitlementRequestResult = (typeof EntitlementRequestResult)[keyof typeof EntitlementRequestResult];
|
|
@@ -0,0 +1,20 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Status of entitlement definition for one party.
|
|
3
|
+
* - Tag: 1883
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const EntitlementStatus: Readonly<{
|
|
10
|
+
/** Accepted */
|
|
11
|
+
readonly Accepted: 0;
|
|
12
|
+
/** Accepted with changes */
|
|
13
|
+
readonly AcceptedWithChanges: 1;
|
|
14
|
+
/** Rejected */
|
|
15
|
+
readonly Rejected: 2;
|
|
16
|
+
readonly Pending: 3;
|
|
17
|
+
readonly Requested: 4;
|
|
18
|
+
readonly Deferred: 5;
|
|
19
|
+
}>;
|
|
20
|
+
export type EntitlementStatus = (typeof EntitlementStatus)[keyof typeof EntitlementStatus];
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Subtype of an entitlement specified in EntitlementType(1775).
|
|
3
|
+
* - Tag: 2402
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const EntitlementSubType: Readonly<{
|
|
10
|
+
readonly OrderEntry: 1;
|
|
11
|
+
readonly HItLift: 2;
|
|
12
|
+
readonly ViewIndicativePx: 3;
|
|
13
|
+
readonly ViewExecutablePx: 4;
|
|
14
|
+
readonly SingleQuote: 5;
|
|
15
|
+
readonly StreamingQuotes: 6;
|
|
16
|
+
readonly SingleBroker: 7;
|
|
17
|
+
readonly MultiBrokers: 8;
|
|
18
|
+
}>;
|
|
19
|
+
export type EntitlementSubType = (typeof EntitlementSubType)[keyof typeof EntitlementSubType];
|
|
@@ -0,0 +1,26 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Type of entitlement.
|
|
3
|
+
* - Tag: 1775
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const EntitlementType: Readonly<{
|
|
10
|
+
/** Trade */
|
|
11
|
+
readonly Trade: 0;
|
|
12
|
+
/** Make markets */
|
|
13
|
+
readonly MakeMarkets: 1;
|
|
14
|
+
/** Hold positions */
|
|
15
|
+
readonly HoldPositions: 2;
|
|
16
|
+
/** Perform give-ups */
|
|
17
|
+
readonly PerformGiveUps: 3;
|
|
18
|
+
/** Submit Indications of Interest (IOIs) */
|
|
19
|
+
readonly SubmitIOIs: 4;
|
|
20
|
+
/** Subscribe to market data */
|
|
21
|
+
readonly SubscribeMarketData: 5;
|
|
22
|
+
readonly ShortWithPreBorrow: 6;
|
|
23
|
+
readonly SubmitQuoteRequests: 7;
|
|
24
|
+
readonly RespondToQuoteRequests: 8;
|
|
25
|
+
}>;
|
|
26
|
+
export type EntitlementType = (typeof EntitlementType)[keyof typeof EntitlementType];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote.
|
|
3
|
+
* - Tag: 2830
|
|
4
|
+
* - FIX Specification type: char
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const EventInitiatorType: Readonly<{
|
|
10
|
+
/** Customer or client */
|
|
11
|
+
readonly CustomerOrClient: 'C';
|
|
12
|
+
/** Exchange or execution venue */
|
|
13
|
+
readonly ExchangeOrExecutionVenue: 'E';
|
|
14
|
+
/** Firm or broker */
|
|
15
|
+
readonly FirmOrBroker: 'F';
|
|
16
|
+
}>;
|
|
17
|
+
export type EventInitiatorType = (typeof EventInitiatorType)[keyof typeof EventInitiatorType];
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Time unit associated with the event.
|
|
3
|
+
* - Tag: 1827
|
|
4
|
+
* - FIX Specification type: String
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const EventTimeUnit: Readonly<{
|
|
10
|
+
/** Hour */
|
|
11
|
+
readonly Hour: 'H';
|
|
12
|
+
/** Minute */
|
|
13
|
+
readonly Minute: 'Min';
|
|
14
|
+
/** Second */
|
|
15
|
+
readonly Second: 'S';
|
|
16
|
+
/** Day */
|
|
17
|
+
readonly Day: 'D';
|
|
18
|
+
/** Week */
|
|
19
|
+
readonly Week: 'Wk';
|
|
20
|
+
/** Month */
|
|
21
|
+
readonly Month: 'Mo';
|
|
22
|
+
/** Year */
|
|
23
|
+
readonly Year: 'Yr';
|
|
24
|
+
}>;
|
|
25
|
+
export type EventTimeUnit = (typeof EventTimeUnit)[keyof typeof EventTimeUnit];
|
|
@@ -0,0 +1,65 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Code to represent the type of event
|
|
3
|
+
* - Tag: 865
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const EventType: Readonly<{
|
|
10
|
+
/** Put */
|
|
11
|
+
readonly Put: 1;
|
|
12
|
+
/** Call */
|
|
13
|
+
readonly Call: 2;
|
|
14
|
+
/** Tender */
|
|
15
|
+
readonly Tender: 3;
|
|
16
|
+
/** Sinking fund call */
|
|
17
|
+
readonly SinkingFundCall: 4;
|
|
18
|
+
/** Activation */
|
|
19
|
+
readonly Activation: 5;
|
|
20
|
+
/** Inactivation */
|
|
21
|
+
readonly Inactiviation: 6;
|
|
22
|
+
/** Last eligible trade date */
|
|
23
|
+
readonly LastEligibleTradeDate: 7;
|
|
24
|
+
/** Swap start date */
|
|
25
|
+
readonly SwapStartDate: 8;
|
|
26
|
+
/** Swap end date */
|
|
27
|
+
readonly SwapEndDate: 9;
|
|
28
|
+
/** Swap roll date */
|
|
29
|
+
readonly SwapRollDate: 10;
|
|
30
|
+
/** Swap next start date */
|
|
31
|
+
readonly SwapNextStartDate: 11;
|
|
32
|
+
/** Swap next roll date */
|
|
33
|
+
readonly SwapNextRollDate: 12;
|
|
34
|
+
/** First delivery date */
|
|
35
|
+
readonly FirstDeliveryDate: 13;
|
|
36
|
+
/** Last delivery date */
|
|
37
|
+
readonly LastDeliveryDate: 14;
|
|
38
|
+
/** Initial inventory due date */
|
|
39
|
+
readonly InitialInventoryDueDate: 15;
|
|
40
|
+
/** Final inventory due date */
|
|
41
|
+
readonly FinalInventoryDueDate: 16;
|
|
42
|
+
/** First intent date */
|
|
43
|
+
readonly FirstIntentDate: 17;
|
|
44
|
+
/** Last intent date */
|
|
45
|
+
readonly LastIntentDate: 18;
|
|
46
|
+
/** Position removal date */
|
|
47
|
+
readonly PositionRemovalDate: 19;
|
|
48
|
+
/** Minimum notice */
|
|
49
|
+
readonly MinimumNotice: 20;
|
|
50
|
+
/** Delivery start time */
|
|
51
|
+
readonly DeliveryStartTime: 21;
|
|
52
|
+
/** Delivery end time */
|
|
53
|
+
readonly DeliveryEndTime: 22;
|
|
54
|
+
readonly FirstNoticeDate: 23;
|
|
55
|
+
readonly LastNoticeDate: 24;
|
|
56
|
+
/** First exercise date */
|
|
57
|
+
readonly FirstExerciseDate: 25;
|
|
58
|
+
/** Redemption date */
|
|
59
|
+
readonly RedemptionDate: 26;
|
|
60
|
+
/** Trade continuation effective date */
|
|
61
|
+
readonly TrdCntntnEfctvDt: 27;
|
|
62
|
+
/** Other */
|
|
63
|
+
readonly Other: 99;
|
|
64
|
+
}>;
|
|
65
|
+
export type EventType = (typeof EventType)[keyof typeof EventType];
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* The ID source of ExDestination
|
|
3
|
+
* - Tag: 1133
|
|
4
|
+
* - FIX Specification type: char
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const ExDestinationIDSource: Readonly<{
|
|
10
|
+
/** BIC (Bank Identification Code) (ISO 9362) */
|
|
11
|
+
readonly BIC: 'B';
|
|
12
|
+
/** Generally accepted market participant identifier (e.g. NASD mnemonic) */
|
|
13
|
+
readonly GeneralIdentifier: 'C';
|
|
14
|
+
/** Proprietary / Custom code */
|
|
15
|
+
readonly Proprietary: 'D';
|
|
16
|
+
/** ISO Country Code */
|
|
17
|
+
readonly ISOCountryCode: 'E';
|
|
18
|
+
/** MIC (ISO 10383 - Market Identifier Code) */
|
|
19
|
+
readonly MIC: 'G';
|
|
20
|
+
}>;
|
|
21
|
+
export type ExDestinationIDSource = (typeof ExDestinationIDSource)[keyof typeof ExDestinationIDSource];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies the type of execution destination for the order.
|
|
3
|
+
* - Tag: 2704
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const ExDestinationType: Readonly<{
|
|
10
|
+
readonly NoRestriction: 0;
|
|
11
|
+
readonly TradedOnlyOnTradingVenue: 1;
|
|
12
|
+
readonly TradedOnlyOnSI: 2;
|
|
13
|
+
readonly TradedOnTradingVenueOrSI: 3;
|
|
14
|
+
}>;
|
|
15
|
+
export type ExDestinationType = (typeof ExDestinationType)[keyof typeof ExDestinationType];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Indicates whether or not to exchange for phsyical.
|
|
3
|
+
* - Tag: 411
|
|
4
|
+
* - FIX Specification type: Boolean
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const ExchangeForPhysical: Readonly<{
|
|
10
|
+
/** False */
|
|
11
|
+
readonly False: 'N';
|
|
12
|
+
/** True */
|
|
13
|
+
readonly True: 'Y';
|
|
14
|
+
}>;
|
|
15
|
+
export type ExchangeForPhysical = (typeof ExchangeForPhysical)[keyof typeof ExchangeForPhysical];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* The status of this execution acknowledgement message.
|
|
3
|
+
* - Tag: 1036
|
|
4
|
+
* - FIX Specification type: char
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const ExecAckStatus: Readonly<{
|
|
10
|
+
/** Received, not yet processed */
|
|
11
|
+
readonly Received: '0';
|
|
12
|
+
/** Accepted */
|
|
13
|
+
readonly Accepted: '1';
|
|
14
|
+
/** Don't know / Rejected */
|
|
15
|
+
readonly DontKnow: '2';
|
|
16
|
+
}>;
|
|
17
|
+
export type ExecAckStatus = (typeof ExecAckStatus)[keyof typeof ExecAckStatus];
|