fixparser 9.1.7-def37df3 → 9.1.7-edd9ee17

package/types/fieldtypes/LastRptRequested.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
+ * - Tag: 912
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const LastRptRequested: Readonly<{
+    /** Not last message */
+    readonly NotLastMessage: 'N';
+    /** Last message */
+    readonly LastMessage: 'Y';
+}>;
+export type LastRptRequested = (typeof LastRptRequested)[keyof typeof LastRptRequested];

package/types/fieldtypes/LegSwapType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
+ * - Tag: 690
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const LegSwapType: Readonly<{
+    /** Par For Par */
+    readonly ParForPar: 1;
+    /** Modified Duration */
+    readonly ModifiedDuration: 2;
+    /** Risk */
+    readonly Risk: 4;
+    /** Proceeds */
+    readonly Proceeds: 5;
+}>;
+export type LegSwapType = (typeof LegSwapType)[keyof typeof LegSwapType];

package/types/fieldtypes/LegalConfirm.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates that this message is to serve as the final and legal confirmation.
+ * - Tag: 650
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const LegalConfirm: Readonly<{
+    /** Does not consitute a Legal Confirm */
+    readonly DoesNotConsituteALegalConfirm: 'N';
+    /** Legal Confirm */
+    readonly LegalConfirm: 'Y';
+}>;
+export type LegalConfirm = (typeof LegalConfirm)[keyof typeof LegalConfirm];

package/types/fieldtypes/LienSeniority.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Indicates the seniority level of the lien in a loan.
+ * - Tag: 1954
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const LienSeniority: Readonly<{
+    /** Unknown */
+    readonly Unknown: 0;
+    /** First lien */
+    readonly FirstLien: 1;
+    /** Second lien */
+    readonly SecondLien: 2;
+    /** Third lien */
+    readonly ThirdLien: 3;
+}>;
+export type LienSeniority = (typeof LienSeniority)[keyof typeof LienSeniority];

package/types/fieldtypes/LimitAmtType.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633).
+ * - Tag: 1631
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const LimitAmtType: Readonly<{
+    /** Credit limit */
+    readonly CreditLimit: 0;
+    /** Gross position limit */
+    readonly GrossPositionLimit: 1;
+    /** Net position limit */
+    readonly NetPositionLimit: 2;
+    /** Risk exposure limit */
+    readonly RiskExposureLimit: 3;
+    /** Long position limit */
+    readonly LongPositionLimit: 4;
+    /** Short position limit */
+    readonly ShortPositionLimit: 5;
+}>;
+export type LimitAmtType = (typeof LimitAmtType)[keyof typeof LimitAmtType];

package/types/fieldtypes/LiquidityIndType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Code to identify the type of liquidity indicator.
+ * - Tag: 409
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const LiquidityIndType: Readonly<{
+    /** 5-day moving average */
+    readonly FiveDayMovingAverage: 1;
+    /** 20-day moving average */
+    readonly TwentyDayMovingAverage: 2;
+    /** Normal market size */
+    readonly NormalMarketSize: 3;
+    /** Other */
+    readonly Other: 4;
+}>;
+export type LiquidityIndType = (typeof LiquidityIndType)[keyof typeof LiquidityIndType];

package/types/fieldtypes/ListExecInstType.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Identifies the type of ListExecInst (69).
+ * - Tag: 433
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const ListExecInstType: Readonly<{
+    /** Immediate */
+    readonly Immediate: '1';
+    /** Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) */
+    readonly WaitForInstruction: '2';
+    /** Exchange/switch CIV order - Sell driven */
+    readonly SellDriven: '3';
+    /** Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) */
+    readonly BuyDrivenCashTopUp: '4';
+    /** Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) */
+    readonly BuyDrivenCashWithdraw: '5';
+}>;
+export type ListExecInstType = (typeof ListExecInstType)[keyof typeof ListExecInstType];

package/types/fieldtypes/ListMethod.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates whether instruments are pre-listed only or can also be defined via user request
+ * - Tag: 1198
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ListMethod: Readonly<{
+    /** pre-listed only */
+    readonly PreListedOnly: 0;
+    /** user requested */
+    readonly UserRequested: 1;
+}>;
+export type ListMethod = (typeof ListMethod)[keyof typeof ListMethod];

package/types/fieldtypes/ListOrderStatus.d.ts

@@ -0,0 +1,25 @@
+/**
+ * Code to represent the status of a list order.
+ * - Tag: 431
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ListOrderStatus: Readonly<{
+    /** In bidding process */
+    readonly InBiddingProcess: 1;
+    /** Received for execution */
+    readonly ReceivedForExecution: 2;
+    /** Executing */
+    readonly Executing: 3;
+    /** Cancelling */
+    readonly Cancelling: 4;
+    /** Alert */
+    readonly Alert: 5;
+    /** All Done */
+    readonly AllDone: 6;
+    /** Reject */
+    readonly Reject: 7;
+}>;
+export type ListOrderStatus = (typeof ListOrderStatus)[keyof typeof ListOrderStatus];

package/types/fieldtypes/ListRejectReason.d.ts

@@ -0,0 +1,25 @@
+/**
+ * Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List.
+ * - Tag: 1386
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ListRejectReason: Readonly<{
+    /** Broker / Exchange option */
+    readonly BrokerCredit: 0;
+    /** Exchange closed */
+    readonly ExchangeClosed: 2;
+    /** Too late to enter */
+    readonly TooLateToEnter: 4;
+    /** Unknown order */
+    readonly UnknownOrder: 5;
+    /** Duplicate Order (e.g. dupe ClOrdID) */
+    readonly DuplicateOrder: 6;
+    /** Unsupported order characteristic */
+    readonly UnsupportedOrderCharacteristic: 11;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type ListRejectReason = (typeof ListRejectReason)[keyof typeof ListRejectReason];

package/types/fieldtypes/ListStatusType.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Code to represent the status type.
+ * - Tag: 429
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ListStatusType: Readonly<{
+    /** Ack */
+    readonly Ack: 1;
+    /** Response */
+    readonly Response: 2;
+    /** Timed */
+    readonly Timed: 3;
+    /** Exec Started */
+    readonly ExecStarted: 4;
+    /** All Done */
+    readonly AllDone: 5;
+    /** Alert */
+    readonly Alert: 6;
+}>;
+export type ListStatusType = (typeof ListStatusType)[keyof typeof ListStatusType];

package/types/fieldtypes/ListUpdateAction.d.ts

@@ -0,0 +1,19 @@
+/**
+ * If provided, then Instrument occurrence has explicitly changed
+ * - Tag: 1324
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const ListUpdateAction: Readonly<{
+    /** Add */
+    readonly Add: 'A';
+    /** Delete */
+    readonly Delete: 'D';
+    /** Modify */
+    readonly Modify: 'M';
+    /** Snapshot */
+    readonly Snapshot: 'S';
+}>;
+export type ListUpdateAction = (typeof ListUpdateAction)[keyof typeof ListUpdateAction];

package/types/fieldtypes/LoanFacility.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Specifies the type of loan when the credit default swap's reference obligation is a loan.
+ * - Tag: 1955
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const LoanFacility: Readonly<{
+    /** Bridge loan */
+    readonly BridgeLoan: 0;
+    /** Letter of credit */
+    readonly LetterOfCredit: 1;
+    /** Revolving loan */
+    readonly RevolvingLoan: 2;
+    /** Swingline funding */
+    readonly SwinglineFunding: 3;
+    /** Term loan */
+    readonly TermLoan: 4;
+    /** Trade claim */
+    readonly TradeClaim: 5;
+}>;
+export type LoanFacility = (typeof LoanFacility)[keyof typeof LoanFacility];

package/types/fieldtypes/LocateReqd.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates whether the broker is to locate the stock in conjunction with a short sell order.
+ * - Tag: 114
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const LocateReqd: Readonly<{
+    /** Indicates the broker is not required to locate */
+    readonly No: 'N';
+    /** Indicates the broker is responsible for locating the stock */
+    readonly Yes: 'Y';
+}>;
+export type LocateReqd = (typeof LocateReqd)[keyof typeof LocateReqd];

package/types/fieldtypes/LockType.d.ts

@@ -0,0 +1,26 @@
+/**
+ * Indicates whether an order is locked and for what reason.
+ * - Tag: 1807
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const LockType: Readonly<{
+    /** Not locked */
+    readonly NotLocked: 0;
+    /** Away market better */
+    readonly AwayMarketNetter: 1;
+    /** Three tick locked */
+    readonly ThreeTickLocked: 2;
+    /** Locked by market maker */
+    readonly LockedByMarketMaker: 3;
+    /** Directed order lock */
+    readonly DirectedOrderLock: 4;
+    readonly MultilegLock: 5;
+    /** Market order lock */
+    readonly MarketOrderLock: 6;
+    /** Pre-assignment lock */
+    readonly PreAssignmentLock: 7;
+}>;
+export type LockType = (typeof LockType)[keyof typeof LockType];

package/types/fieldtypes/LotType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Defines the lot type assigned to the order.
+ * - Tag: 1093
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const LotType: Readonly<{
+    /** Odd Lot */
+    readonly OddLot: '1';
+    /** Round Lot */
+    readonly RoundLot: '2';
+    /** Block Lot */
+    readonly BlockLot: '3';
+    /** Round lot based upon UnitOfMeasure(996) */
+    readonly RoundLotBasedUpon: '4';
+}>;
+export type LotType = (typeof LotType)[keyof typeof LotType];

package/types/fieldtypes/MDBookType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
+ * - Tag: 1021
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MDBookType: Readonly<{
+    /** Top of Book */
+    readonly TopOfBook: 1;
+    /** Price Depth */
+    readonly PriceDepth: 2;
+    /** Order Depth */
+    readonly OrderDepth: 3;
+}>;
+export type MDBookType = (typeof MDBookType)[keyof typeof MDBookType];

package/types/fieldtypes/MDEntryType.d.ts

@@ -0,0 +1,93 @@
+/**
+ * Type of market data entry.
+ * - Tag: 269
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const MDEntryType: Readonly<{
+    /** Bid */
+    readonly Bid: '0';
+    /** Offer */
+    readonly Offer: '1';
+    /** Trade */
+    readonly Trade: '2';
+    readonly IndexValue: '3';
+    /** Opening price */
+    readonly OpeningPrice: '4';
+    /** Closing price */
+    readonly ClosingPrice: '5';
+    /** Settlement price */
+    readonly SettlementPrice: '6';
+    /** Trading session high price */
+    readonly TradingSessionHighPrice: '7';
+    /** Trading session low price */
+    readonly TradingSessionLowPrice: '8';
+    readonly VWAP: '9';
+    /** Imbalance */
+    readonly Imbalance: 'A';
+    /** Trade volume */
+    readonly TradeVolume: 'B';
+    /** Open interest */
+    readonly OpenInterest: 'C';
+    /** Composite underlying price */
+    readonly CompositeUnderlyingPrice: 'D';
+    /** Simulated sell price */
+    readonly SimulatedSellPrice: 'E';
+    /** Simulated buy price */
+    readonly SimulatedBuyPrice: 'F';
+    /** Margin rate */
+    readonly MarginRate: 'G';
+    /** Mid-price */
+    readonly MidPrice: 'H';
+    /** Empty book */
+    readonly EmptyBook: 'J';
+    /** Settle high price */
+    readonly SettleHighPrice: 'K';
+    /** Settle low price */
+    readonly SettleLowPrice: 'L';
+    /** Prior settle price */
+    readonly PriorSettlePrice: 'M';
+    /** Session high bid */
+    readonly SessionHighBid: 'N';
+    /** Session low offer */
+    readonly SessionLowOffer: 'O';
+    /** Early prices */
+    readonly EarlyPrices: 'P';
+    /** Auction clearing price */
+    readonly AuctionClearingPrice: 'Q';
+    /** Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) */
+    readonly SwapValueFactor: 'S';
+    /** Daily value adjustment for long positions */
+    readonly DailyValueAdjustmentForLongPositions: 'R';
+    /** Cumulative value adjustment for long positions */
+    readonly CumulativeValueAdjustmentForLongPositions: 'T';
+    /** Daily value adjustment for short positions */
+    readonly DailyValueAdjustmentForShortPositions: 'U';
+    /** Cumulative value adjustment for short positions */
+    readonly CumulativeValueAdjustmentForShortPositions: 'V';
+    /** Fixing price */
+    readonly FixingPrice: 'W';
+    /** Cash rate */
+    readonly CashRate: 'X';
+    /** Recovery rate */
+    readonly RecoveryRate: 'Y';
+    /** Recovery rate for long positions */
+    readonly RecoveryRateForLong: 'Z';
+    /** Recovery rate for short positions */
+    readonly RecoveryRateForShort: 'a';
+    /** Market bid */
+    readonly MarketBid: 'b';
+    /** Market offer */
+    readonly MarketOffer: 'c';
+    /** Short sale minimum price */
+    readonly ShortSaleMinPrice: 'd';
+    /** Previous closing price */
+    readonly PreviousClosingPrice: 'e';
+    readonly ThresholdLimitPriceBanding: 'g';
+    readonly DailyFinancingValue: 'h';
+    readonly AccruedFinancingValue: 'i';
+    readonly TWAP: 't';
+}>;
+export type MDEntryType = (typeof MDEntryType)[keyof typeof MDEntryType];

package/types/fieldtypes/MDImplicitDelete.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Defines how a server handles distribution of a truncated book. Defaults to broker option.
+ * - Tag: 547
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const MDImplicitDelete: Readonly<{
+    /** Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request */
+    readonly No: 'N';
+    /** Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request */
+    readonly Yes: 'Y';
+}>;
+export type MDImplicitDelete = (typeof MDImplicitDelete)[keyof typeof MDImplicitDelete];

package/types/fieldtypes/MDOriginType.d.ts

@@ -0,0 +1,25 @@
+/**
+ * Used to describe the origin of the market data entry.
+ * - Tag: 1024
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MDOriginType: Readonly<{
+    /** Book */
+    readonly Book: 0;
+    /** Off-Book */
+    readonly OffBook: 1;
+    /** Cross */
+    readonly Cross: 2;
+    readonly QuoteDrivenMarket: 3;
+    /** Dark order book */
+    readonly DarkOrderBook: 4;
+    readonly AuctionDrivenMarket: 5;
+    readonly QuoteNegotiation: 6;
+    readonly VoiceNegotiation: 7;
+    readonly HybridMarket: 8;
+    readonly OtherMarket: 9;
+}>;
+export type MDOriginType = (typeof MDOriginType)[keyof typeof MDOriginType];

package/types/fieldtypes/MDReportEvent.d.ts

@@ -0,0 +1,25 @@
+/**
+ * Technical event within market data feed.
+ * - Tag: 2535
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MDReportEvent: Readonly<{
+    readonly StartInstrumentRefData: 1;
+    readonly EndInstrumentRefData: 2;
+    readonly StartOffMarketTrades: 3;
+    readonly EndOffMarketTrades: 4;
+    readonly StartOrderBookTrades: 5;
+    readonly EndOrderBookTrades: 6;
+    readonly StartOpenInterest: 7;
+    readonly EndOpenInterest: 8;
+    readonly StartSettlementPrices: 9;
+    readonly EndSettlementPrices: 10;
+    readonly StartStatsRefData: 11;
+    readonly EndStatsRefData: 12;
+    readonly StartStatistics: 13;
+    readonly EndStatistics: 14;
+}>;
+export type MDReportEvent = (typeof MDReportEvent)[keyof typeof MDReportEvent];

package/types/fieldtypes/MDReqRejReason.d.ts

@@ -0,0 +1,39 @@
+/**
+ * Reason for the rejection of a Market Data request.
+ * - Tag: 281
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const MDReqRejReason: Readonly<{
+    /** Unknown symbol */
+    readonly UnknownSymbol: '0';
+    /** Duplicate MDReqID */
+    readonly DuplicateMDReqID: '1';
+    /** Insufficient Bandwidth */
+    readonly InsufficientBandwidth: '2';
+    /** Insufficient Permissions */
+    readonly InsufficientPermissions: '3';
+    /** Unsupported SubscriptionRequestType */
+    readonly UnsupportedSubscriptionRequestType: '4';
+    /** Unsupported MarketDepth */
+    readonly UnsupportedMarketDepth: '5';
+    /** Unsupported MDUpdateType */
+    readonly UnsupportedMDUpdateType: '6';
+    /** Unsupported AggregatedBook */
+    readonly UnsupportedAggregatedBook: '7';
+    /** Unsupported MDEntryType */
+    readonly UnsupportedMDEntryType: '8';
+    /** Unsupported TradingSessionID */
+    readonly UnsupportedTradingSessionID: '9';
+    /** Unsupported Scope */
+    readonly UnsupportedScope: 'A';
+    /** Unsupported OpenCloseSettleFlag */
+    readonly UnsupportedOpenCloseSettleFlag: 'B';
+    /** Unsupported MDImplicitDelete */
+    readonly UnsupportedMDImplicitDelete: 'C';
+    /** Insufficient credit */
+    readonly InsufficientCredit: 'D';
+}>;
+export type MDReqRejReason = (typeof MDReqRejReason)[keyof typeof MDReqRejReason];

package/types/fieldtypes/MDSecSizeType.d.ts

@@ -0,0 +1,14 @@
+/**
+ * Specifies the type of secondary size.
+ * - Tag: 1178
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MDSecSizeType: Readonly<{
+    readonly Customer: 1;
+    readonly CustomerProfessional: 2;
+    readonly DoNotTradeThrough: 3;
+}>;
+export type MDSecSizeType = (typeof MDSecSizeType)[keyof typeof MDSecSizeType];

package/types/fieldtypes/MDStatisticIntervalType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Type of interval over which statistic is calculated.
+ * - Tag: 2464
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MDStatisticIntervalType: Readonly<{
+    readonly SlidingWindow: 1;
+    readonly SlidingWindowPeak: 2;
+    readonly FixedDateRange: 3;
+    readonly FixedTimeRange: 4;
+    readonly CurrentTimeUnit: 5;
+    readonly PreviousTimeUnit: 6;
+    readonly MaximumRange: 7;
+    readonly MaximumRangeUpToPreviousTimeUnit: 8;
+}>;
+export type MDStatisticIntervalType = (typeof MDStatisticIntervalType)[keyof typeof MDStatisticIntervalType];

package/types/fieldtypes/MDStatisticRatioType.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Ratios between various entities.
+ * - Tag: 2472
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MDStatisticRatioType: Readonly<{
+    readonly BuyersToSellers: 1;
+    readonly UpticksToDownticks: 2;
+    readonly MarketMakerToNonMarketMaker: 3;
+    readonly AutomatedToNonAutomated: 4;
+    readonly OrdersToTrades: 5;
+    readonly QuotesToTrades: 6;
+    readonly OrdersAndQuotesToTrades: 7;
+    readonly FailedToTotalTradedValue: 8;
+    readonly BenefitsToTotalTradedValue: 9;
+    readonly FeesToTotalTradedValue: 10;
+    readonly TradeVolumeToTotalTradedVolume: 11;
+    readonly OrdersToTotalNumberOrders: 12;
+}>;
+export type MDStatisticRatioType = (typeof MDStatisticRatioType)[keyof typeof MDStatisticRatioType];