fixparser 9.1.7-def37df3 → 9.1.7-edd9ee17

package/types/fieldtypes/MassActionRejectReason.d.ts

@@ -0,0 +1,37 @@
+/**
+ * Reason Order Mass Action Request was rejected
+ * - Tag: 1376
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassActionRejectReason: Readonly<{
+    /** Mass action not supported */
+    readonly MassActionNotSupported: 0;
+    /** Invalid or unknown security */
+    readonly InvalidOrUnknownSecurity: 1;
+    /** Invalid or unknown underlying security */
+    readonly InvalidOrUnknownUnderlyingSecurity: 2;
+    /** Invalid or unknown product */
+    readonly InvalidOrUnknownProduct: 3;
+    /** Invalid or unknown CFI Code */
+    readonly InvalidOrUnknownCFICode: 4;
+    /** Invalid or unknown security type */
+    readonly InvalidOrUnknownSecurityType: 5;
+    /** Invalid or unknown trading session */
+    readonly InvalidOrUnknownTradingSession: 6;
+    /** Invalid or unknown market */
+    readonly InvalidOrUnknownMarket: 7;
+    /** Invalid or unknown market segment */
+    readonly InvalidOrUnknownMarketSegment: 8;
+    /** Invalid or unknown security group */
+    readonly InvalidOrUnknownSecurityGroup: 9;
+    /** Invalid or unknown issuer */
+    readonly InvalidOrUnknownSecurityIssuer: 10;
+    /** Invalid or unknown issuer of underlying security */
+    readonly InvalidOrUnknownIssuerOfUnderlyingSecurity: 11;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type MassActionRejectReason = (typeof MassActionRejectReason)[keyof typeof MassActionRejectReason];

package/types/fieldtypes/MassActionResponse.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.
+ * - Tag: 1375
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassActionResponse: Readonly<{
+    /** Rejected - See MassActionRejectReason(1376) */
+    readonly Rejected: 0;
+    /** Accepted */
+    readonly Accepted: 1;
+    /** Completed */
+    readonly Completed: 2;
+}>;
+export type MassActionResponse = (typeof MassActionResponse)[keyof typeof MassActionResponse];

package/types/fieldtypes/MassActionScope.d.ts

@@ -0,0 +1,35 @@
+/**
+ * Specifies scope of Order Mass Action Request.
+ * - Tag: 1374
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassActionScope: Readonly<{
+    /** All orders for a security */
+    readonly AllOrdersForASecurity: 1;
+    /** All orders for an underlying security */
+    readonly AllOrdersForAnUnderlyingSecurity: 2;
+    /** All orders for a product */
+    readonly AllOrdersForAProduct: 3;
+    /** All orders for a CFI Code */
+    readonly AllOrdersForACFICode: 4;
+    /** All orders for a security type */
+    readonly AllOrdersForASecurityType: 5;
+    /** All orders for a trading session */
+    readonly AllOrdersForATradingSession: 6;
+    /** All orders */
+    readonly AllOrders: 7;
+    /** All orders for a market */
+    readonly AllOrdersForAMarket: 8;
+    /** All orders for a market segment (or multiple segments) */
+    readonly AllOrdersForAMarketSegment: 9;
+    /** All orders for a security group */
+    readonly AllOrdersForASecurityGroup: 10;
+    /** All orders for an issuer */
+    readonly CancelForSecurityIssuer: 11;
+    /** All orders for an issuer of underlying security */
+    readonly CancelForIssuerOfUnderlyingSecurity: 12;
+}>;
+export type MassActionScope = (typeof MassActionScope)[keyof typeof MassActionScope];

package/types/fieldtypes/MassActionType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Specifies the type of action requested
+ * - Tag: 1373
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassActionType: Readonly<{
+    /** Suspend orders */
+    readonly SuspendOrders: 1;
+    /** Release orders from suspension */
+    readonly ReleaseOrdersFromSuspension: 2;
+    /** Cancel orders */
+    readonly CancelOrders: 3;
+}>;
+export type MassActionType = (typeof MassActionType)[keyof typeof MassActionType];

package/types/fieldtypes/MassCancelRejectReason.d.ts

@@ -0,0 +1,37 @@
+/**
+ * Reason Order Mass Cancel Request was rejected
+ * - Tag: 532
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassCancelRejectReason: Readonly<{
+    /** Mass Cancel Not Supported */
+    readonly MassCancelNotSupported: 0;
+    /** Invalid or unknown security */
+    readonly InvalidOrUnknownSecurity: 1;
+    /** Invalid or unknown underlying security */
+    readonly InvalidOrUnknownUnderlyingSecurity: 2;
+    /** Invalid or unknown product */
+    readonly InvalidOrUnknownProduct: 3;
+    /** Invalid or unknown CFI Code */
+    readonly InvalidOrUnknownCFICode: 4;
+    /** Invalid or unknown security type */
+    readonly InvalidOrUnknownSecurityType: 5;
+    /** Invalid or unknown trading session */
+    readonly InvalidOrUnknownTradingSession: 6;
+    /** Invalid or unknown market */
+    readonly InvalidOrUnknownMarket: 7;
+    /** Invalid or unknown market segment */
+    readonly InvalidOrUnkownMarketSegment: 8;
+    /** Invalid or unknown security group */
+    readonly InvalidOrUnknownSecurityGroup: 9;
+    /** Invalid or unknown security issuer */
+    readonly InvalidOrUnknownSecurityIssuer: 10;
+    /** Invalid or unknown issuer of underlying security */
+    readonly InvalidOrUnknownIssuerOfUnderlyingSecurity: 11;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type MassCancelRejectReason = (typeof MassCancelRejectReason)[keyof typeof MassCancelRejectReason];

package/types/fieldtypes/MassCancelRequestType.d.ts

@@ -0,0 +1,35 @@
+/**
+ * Specifies scope of Order Mass Cancel Request.
+ * - Tag: 530
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const MassCancelRequestType: Readonly<{
+    /** Cancel orders for a security */
+    readonly CancelOrdersForASecurity: '1';
+    /** Cancel orders for an underlying security */
+    readonly CancelOrdersForAnUnderlyingSecurity: '2';
+    /** Cancel orders for a product */
+    readonly CancelOrdersForAProduct: '3';
+    /** Cancel orders for a CFICode */
+    readonly CancelOrdersForACFICode: '4';
+    /** Cancel orders for a security type */
+    readonly CancelOrdersForASecurityType: '5';
+    /** Cancel orders for a trading session */
+    readonly CancelOrdersForATradingSession: '6';
+    /** Cancel all orders */
+    readonly CancelAllOrders: '7';
+    /** Cancel orders for a market */
+    readonly CancelOrdersForAMarket: '8';
+    /** Cancel orders for a market segment */
+    readonly CancelOrdersForAMarketSegment: '9';
+    /** Cancel orders for a security group */
+    readonly CancelOrdersForASecurityGroup: 'A';
+    /** Cancel orders for an issuer */
+    readonly CancelOrdersForSecurityIssuer: 'B';
+    /** Cancel orders for an issuer of underlying security */
+    readonly CancelForIssuerOfUnderlyingSecurity: 'C';
+}>;
+export type MassCancelRequestType = (typeof MassCancelRequestType)[keyof typeof MassCancelRequestType];

package/types/fieldtypes/MassCancelResponse.d.ts

@@ -0,0 +1,37 @@
+/**
+ * Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request
+ * - Tag: 531
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const MassCancelResponse: Readonly<{
+    /** Cancel Request Rejected - See MassCancelRejectReason (532) */
+    readonly CancelRequestRejected: '0';
+    /** Cancel orders for a security */
+    readonly CancelOrdersForASecurity: '1';
+    /** Cancel orders for an underlying security */
+    readonly CancelOrdersForAnUnderlyingSecurity: '2';
+    /** Cancel orders for a product */
+    readonly CancelOrdersForAProduct: '3';
+    /** Cancel orders for a CFI Code */
+    readonly CancelOrdersForACFICode: '4';
+    /** Cancel orders for a security type */
+    readonly CancelOrdersForASecurityType: '5';
+    /** Cancel orders for a trading session */
+    readonly CancelOrdersForATradingSession: '6';
+    /** Cancel all orders */
+    readonly CancelAllOrders: '7';
+    /** Cancel orders for a market */
+    readonly CancelOrdersForAMarket: '8';
+    /** Cancel orders for a market segment */
+    readonly CancelOrdersForAMarketSegment: '9';
+    /** Cancel orders for a security group */
+    readonly CancelOrdersForASecurityGroup: 'A';
+    /** Cancel orders for an issuer */
+    readonly CancelOrdersForASecuritiesIssuer: 'B';
+    /** Cancel orders for an issuer of underlying security */
+    readonly CancelOrdersForIssuerOfUnderlyingSecurity: 'C';
+}>;
+export type MassCancelResponse = (typeof MassCancelResponse)[keyof typeof MassCancelResponse];

package/types/fieldtypes/MassOrderRequestResult.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Request result of mass order request.
+ * - Tag: 2426
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassOrderRequestResult: Readonly<{
+    /** Successful */
+    readonly Successful: 0;
+    /** Response level not supported */
+    readonly ResponseLevelNotSupported: 1;
+    /** Invalid market */
+    readonly InvalidMarket: 2;
+    /** Invalid market segment */
+    readonly InvalidMarketSegment: 3;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type MassOrderRequestResult = (typeof MassOrderRequestResult)[keyof typeof MassOrderRequestResult];

package/types/fieldtypes/MassOrderRequestStatus.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Status of mass order request.
+ * - Tag: 2425
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassOrderRequestStatus: Readonly<{
+    /** Accepted */
+    readonly Accepted: 1;
+    /** Accepted with additional events */
+    readonly AcceptedWithAdditionalEvents: 2;
+    /** Rejected */
+    readonly Rejected: 3;
+}>;
+export type MassOrderRequestStatus = (typeof MassOrderRequestStatus)[keyof typeof MassOrderRequestStatus];

package/types/fieldtypes/MassStatusReqType.d.ts

@@ -0,0 +1,31 @@
+/**
+ * Specifies the type or scope of the mass order status request.
+ * - Tag: 585
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MassStatusReqType: Readonly<{
+    /** Status for orders for a security */
+    readonly StatusForOrdersForASecurity: 1;
+    /** Status for orders for an underlying security */
+    readonly StatusForOrdersForAnUnderlyingSecurity: 2;
+    /** Status for orders for a product */
+    readonly StatusForOrdersForAProduct: 3;
+    /** Status for orders for a CFI Code */
+    readonly StatusForOrdersForACFICode: 4;
+    /** Status for orders for a security type */
+    readonly StatusForOrdersForASecurityType: 5;
+    /** Status for orders for a trading session */
+    readonly StatusForOrdersForATradingSession: 6;
+    /** Status for all orders */
+    readonly StatusForAllOrders: 7;
+    /** Status for orders for a party identifier */
+    readonly StatusForOrdersForAPartyID: 8;
+    /** Status for orders for an issuer */
+    readonly StatusForSecurityIssuer: 9;
+    /** Status for orders for an issuer of underlying security */
+    readonly StatusForIssuerOfUnderlyingSecurity: 10;
+}>;
+export type MassStatusReqType = (typeof MassStatusReqType)[keyof typeof MassStatusReqType];

package/types/fieldtypes/MatchExceptionElementType.d.ts

@@ -0,0 +1,38 @@
+/**
+ * Identifies the data point used in the matching operation which resulted in an exception.
+ * - Tag: 2774
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MatchExceptionElementType: Readonly<{
+    /** Accrued interest */
+    readonly AccruedInterest: 1;
+    /** Deal price */
+    readonly DealPrice: 2;
+    readonly TradeDate: 3;
+    readonly SettlementDate: 4;
+    readonly SideIndicator: 5;
+    readonly TradedCurrency: 6;
+    readonly AccountID: 7;
+    readonly ExecutingBrokerID: 8;
+    /** Settlement currency and amount */
+    readonly SettlementCurrencyAndAmount: 9;
+    readonly InvestmentManagerID: 10;
+    /** Net amount */
+    readonly NetAmount: 11;
+    readonly PlaceOfSettlement: 12;
+    /** Commissions */
+    readonly Commissions: 13;
+    readonly SecurityIdentifier: 14;
+    /** Quantity allocated */
+    readonly QualityAllocated: 15;
+    /** Principal */
+    readonly Principal: 16;
+    /** Fees */
+    readonly Fees: 17;
+    /** Tax */
+    readonly Tax: 18;
+}>;
+export type MatchExceptionElementType = (typeof MatchExceptionElementType)[keyof typeof MatchExceptionElementType];

package/types/fieldtypes/MatchExceptionToleranceValueType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * MatchExceptionToleranceValueType
+ * - Tag: 2779
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MatchExceptionToleranceValueType: Readonly<{
+    readonly FixedAmount: 1;
+    /** Percentage */
+    readonly Percentage: 2;
+}>;
+export type MatchExceptionToleranceValueType =
+    (typeof MatchExceptionToleranceValueType)[keyof typeof MatchExceptionToleranceValueType];

package/types/fieldtypes/MatchExceptionType.d.ts

@@ -0,0 +1,25 @@
+/**
+ * Type of matching exception.
+ * - Tag: 2773
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MatchExceptionType: Readonly<{
+    /** No matching confirmation */
+    readonly NoMatchingConfirmation: 0;
+    /** No matching allocation */
+    readonly NoMatchingAllocation: 1;
+    /** Allocation data element missing */
+    readonly AllocationDataElementMissing: 2;
+    /** Confirmation data element missing */
+    readonly ConfirmationDataElementMissing: 3;
+    /** Data difference not within tolerance */
+    readonly DataDifferenceNotWithinTolerance: 4;
+    /** Match within tolerance */
+    readonly MatchWithinTolerance: 5;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type MatchExceptionType = (typeof MatchExceptionType)[keyof typeof MatchExceptionType];

package/types/fieldtypes/MatchInst.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Matching Instruction for the order.
+ * - Tag: 1625
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MatchInst: Readonly<{
+    /** Match */
+    readonly Match: 1;
+    /** Do Not Match */
+    readonly DoNotMatch: 2;
+}>;
+export type MatchInst = (typeof MatchInst)[keyof typeof MatchInst];

package/types/fieldtypes/MatchStatus.d.ts

@@ -0,0 +1,18 @@
+/**
+ * The status of this trade with respect to matching or comparison.
+ * - Tag: 573
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const MatchStatus: Readonly<{
+    /** Compared, matched or affirmed */
+    readonly Compared: '0';
+    /** Uncompared, unmatched, or unaffirmed */
+    readonly Uncompared: '1';
+    /** Advisory or alert */
+    readonly AdvisoryOrAlert: '2';
+    readonly Mismatched: '3';
+}>;
+export type MatchStatus = (typeof MatchStatus)[keyof typeof MatchStatus];

package/types/fieldtypes/MatchType.d.ts

@@ -0,0 +1,67 @@
+/**
+ * The point in the matching process at which this trade was matched.
+ * - Tag: 574
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const MatchType: Readonly<{
+    /** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) */
+    readonly ExactMatchPlus4BadgesExecTime: 'A1';
+    /** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges */
+    readonly ExactMatchPlus4Badges: 'A2';
+    /** ACT Accepted Trade */
+    readonly ACTAcceptedTrade: 'M3';
+    /** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) */
+    readonly ExactMatchPlus2BadgesExecTime: 'A3';
+    /** ACT Default Trade */
+    readonly ACTDefaultTrade: 'M4';
+    /** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges */
+    readonly ExactMatchPlus2Badges: 'A4';
+    /** ACT Default After M2 */
+    readonly ACTDefaultAfterM2: 'M5';
+    /** Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) */
+    readonly ExactMatchPlusExecTime: 'A5';
+    /** ACT M6 Match */
+    readonly ACTM6Match: 'M6';
+    /** Compared records resulting from stamped advisories or specialist accepts/pair-offs */
+    readonly StampedAdvisoriesOrSpecialistAccepts: 'AQ';
+    /** Summarized match using A1 exact match criteria except quantity is summaried */
+    readonly A1ExactMatchSummarizedQuantity: 'S1';
+    /** Summarized match using A2 exact match criteria except quantity is summarized */
+    readonly A2ExactMatchSummarizedQuantity: 'S2';
+    /** Summarized match using A3 exact match criteria except quantity is summarized */
+    readonly A3ExactMatchSummarizedQuantity: 'S3';
+    /** Summarized match using A4 exact match criteria except quantity is summarized */
+    readonly A4ExactMatchSummarizedQuantity: 'S4';
+    /** Summarized match using A5 exact match criteria except quantity is summarized */
+    readonly A5ExactMatchSummarizedQuantity: 'S5';
+    /** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match */
+    readonly ExactMatchMinusBadgesTimes: 'M1';
+    /** Summarized match minus badges and times: ACT M2 Match */
+    readonly SummarizedMatchMinusBadgesTimes: 'M2';
+    /** OCS Locked In: Non-ACT */
+    readonly OCSLockedIn: 'MT';
+    /** One-Party Trade Report (privately negotiated trade) */
+    readonly OnePartyTradeReport: '1';
+    /** Two-Party Trade Report (privately negotiated trade) */
+    readonly TwoPartyTradeReport: '2';
+    /** Confirmed Trade Report (reporting from recognized markets) */
+    readonly ConfirmedTradeReport: '3';
+    /** Auto-match */
+    readonly AutoMatch: '4';
+    /** Cross Auction */
+    readonly CrossAuction: '5';
+    /** Counter-Order Selection */
+    readonly CounterOrderSelection: '6';
+    /** Call Auction */
+    readonly CallAuction: '7';
+    /** Issuing/Buy Back Auction */
+    readonly Issuing: '8';
+    /** Systematic Internaliser (SI) */
+    readonly SystematicInternaliser: '9';
+    readonly AutoMatchLastLook: '10';
+    readonly CrossAuctionLastLook: '11';
+}>;
+export type MatchType = (typeof MatchType)[keyof typeof MatchType];

package/types/fieldtypes/MatchingDataPointIndicator.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Data point's matching type.
+ * - Tag: 2782
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MatchingDataPointIndicator: Readonly<{
+    /** Mandatory */
+    readonly Mandatory: 1;
+    /** Optional */
+    readonly Optional: 2;
+}>;
+export type MatchingDataPointIndicator = (typeof MatchingDataPointIndicator)[keyof typeof MatchingDataPointIndicator];

package/types/fieldtypes/MaturityMonthYearFormat.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Format used to generate the MaturityMonthYear for each option
+ * - Tag: 1303
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MaturityMonthYearFormat: Readonly<{
+    /** YearMonth Only (default) */
+    readonly YearMonthOnly: 0;
+    /** YearMonthDay */
+    readonly YearMonthDay: 1;
+    /** YearMonthWeek */
+    readonly YearMonthWeek: 2;
+}>;
+export type MaturityMonthYearFormat = (typeof MaturityMonthYearFormat)[keyof typeof MaturityMonthYearFormat];

package/types/fieldtypes/MaturityMonthYearIncrementUnits.d.ts

@@ -0,0 +1,20 @@
+/**
+ * Unit of measure for the Maturity Month Year Increment
+ * - Tag: 1302
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const MaturityMonthYearIncrementUnits: Readonly<{
+    /** Months */
+    readonly Months: 0;
+    /** Days */
+    readonly Days: 1;
+    /** Weeks */
+    readonly Weeks: 2;
+    /** Years */
+    readonly Years: 3;
+}>;
+export type MaturityMonthYearIncrementUnits =
+    (typeof MaturityMonthYearIncrementUnits)[keyof typeof MaturityMonthYearIncrementUnits];