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.
Files changed (748) hide show
  1. package/build/cjs/FIXParser.js +2 -2
  2. package/build/cjs/FIXParserBrowser.js +2 -2
  3. package/build/cjs/FIXServer.js +2 -2
  4. package/build/esm/FIXParser.mjs +2 -2
  5. package/build/esm/FIXParserBrowser.mjs +2 -2
  6. package/build/esm/FIXServer.mjs +2 -2
  7. package/package.json +1 -1
  8. package/types/FIXParser.d.ts +307 -0
  9. package/types/FIXParserBase.d.ts +124 -0
  10. package/types/FIXParserBrowser.d.ts +267 -0
  11. package/types/FIXServer.d.ts +342 -0
  12. package/types/IFIXParser.d.ts +182 -0
  13. package/types/components/Components.d.ts +41 -0
  14. package/types/enums/EnumType.d.ts +44 -0
  15. package/types/enums/Enums.d.ts +43 -0
  16. package/types/fields/Field.d.ts +91 -0
  17. package/types/fields/Fields.d.ts +42 -0
  18. package/types/fields/categories/Categories.d.ts +28 -0
  19. package/types/fields/categories/CategoryType.d.ts +27 -0
  20. package/types/fields/datatypes/Datatypes.d.ts +44 -0
  21. package/types/fields/sections/SectionType.d.ts +31 -0
  22. package/types/fields/sections/Sections.d.ts +28 -0
  23. package/types/fieldtypes/AccountType.d.ts +33 -0
  24. package/types/fieldtypes/AcctIDSource.d.ts +24 -0
  25. package/types/fieldtypes/Adjustment.d.ts +17 -0
  26. package/types/fieldtypes/AdjustmentType.d.ts +21 -0
  27. package/types/fieldtypes/AdvSide.d.ts +19 -0
  28. package/types/fieldtypes/AdvTransType.d.ts +17 -0
  29. package/types/fieldtypes/AffirmStatus.d.ts +17 -0
  30. package/types/fieldtypes/AggregatedBook.d.ts +15 -0
  31. package/types/fieldtypes/AggressorIndicator.d.ts +15 -0
  32. package/types/fieldtypes/AlgoCertificateReportStatus.d.ts +17 -0
  33. package/types/fieldtypes/AlgoCertificateReportTransType.d.ts +18 -0
  34. package/types/fieldtypes/AlgoCertificateReportType.d.ts +13 -0
  35. package/types/fieldtypes/AlgoCertificateRequestStatus.d.ts +17 -0
  36. package/types/fieldtypes/AlgoCertificateRequestTransType.d.ts +18 -0
  37. package/types/fieldtypes/AlgoCertificateRequestType.d.ts +15 -0
  38. package/types/fieldtypes/AlgoCertificateStatus.d.ts +15 -0
  39. package/types/fieldtypes/AlgorithmicTradeIndicator.d.ts +14 -0
  40. package/types/fieldtypes/AllocAccountType.d.ts +25 -0
  41. package/types/fieldtypes/AllocCancReplaceReason.d.ts +19 -0
  42. package/types/fieldtypes/AllocGroupStatus.d.ts +16 -0
  43. package/types/fieldtypes/AllocGroupSubQtyType.d.ts +17 -0
  44. package/types/fieldtypes/AllocHandlInst.d.ts +18 -0
  45. package/types/fieldtypes/AllocIntermedReqType.d.ts +23 -0
  46. package/types/fieldtypes/AllocLinkType.d.ts +15 -0
  47. package/types/fieldtypes/AllocMethod.d.ts +19 -0
  48. package/types/fieldtypes/AllocNoOrdersType.d.ts +15 -0
  49. package/types/fieldtypes/AllocPositionEffect.d.ts +19 -0
  50. package/types/fieldtypes/AllocRejCode.d.ts +70 -0
  51. package/types/fieldtypes/AllocReportType.d.ts +41 -0
  52. package/types/fieldtypes/AllocRequestStatus.d.ts +15 -0
  53. package/types/fieldtypes/AllocReversalStatus.d.ts +17 -0
  54. package/types/fieldtypes/AllocSettlInstType.d.ts +21 -0
  55. package/types/fieldtypes/AllocStatus.d.ts +40 -0
  56. package/types/fieldtypes/AllocTransType.d.ts +19 -0
  57. package/types/fieldtypes/AllocType.d.ts +56 -0
  58. package/types/fieldtypes/AllocationRollupInstruction.d.ts +16 -0
  59. package/types/fieldtypes/ApplLevelRecoveryIndicator.d.ts +15 -0
  60. package/types/fieldtypes/ApplQueueAction.d.ts +19 -0
  61. package/types/fieldtypes/ApplQueueResolution.d.ts +19 -0
  62. package/types/fieldtypes/ApplReportType.d.ts +19 -0
  63. package/types/fieldtypes/ApplReqType.d.ts +25 -0
  64. package/types/fieldtypes/ApplResponseError.d.ts +17 -0
  65. package/types/fieldtypes/ApplResponseType.d.ts +17 -0
  66. package/types/fieldtypes/ApplVerID.d.ts +33 -0
  67. package/types/fieldtypes/AsOfIndicator.d.ts +15 -0
  68. package/types/fieldtypes/AssetClass.d.ts +31 -0
  69. package/types/fieldtypes/AssetGroup.d.ts +14 -0
  70. package/types/fieldtypes/AssetSubClass.d.ts +103 -0
  71. package/types/fieldtypes/AssetValuationModel.d.ts +27 -0
  72. package/types/fieldtypes/AssignmentMethod.d.ts +15 -0
  73. package/types/fieldtypes/AttachmentEncodingType.d.ts +13 -0
  74. package/types/fieldtypes/AuctionInstruction.d.ts +15 -0
  75. package/types/fieldtypes/AuctionType.d.ts +29 -0
  76. package/types/fieldtypes/AveragePriceType.d.ts +15 -0
  77. package/types/fieldtypes/AvgPxIndicator.d.ts +20 -0
  78. package/types/fieldtypes/BasisPxType.d.ts +37 -0
  79. package/types/fieldtypes/BatchProcessMode.d.ts +14 -0
  80. package/types/fieldtypes/BeginString.d.ts +16 -0
  81. package/types/fieldtypes/Benchmark.d.ts +30 -0
  82. package/types/fieldtypes/BenchmarkCurveName.d.ts +116 -0
  83. package/types/fieldtypes/BidDescriptorType.d.ts +17 -0
  84. package/types/fieldtypes/BidRequestTransType.d.ts +15 -0
  85. package/types/fieldtypes/BidTradeType.d.ts +19 -0
  86. package/types/fieldtypes/BidType.d.ts +17 -0
  87. package/types/fieldtypes/BlockTrdAllocIndicator.d.ts +16 -0
  88. package/types/fieldtypes/BookingType.d.ts +17 -0
  89. package/types/fieldtypes/BookingUnit.d.ts +17 -0
  90. package/types/fieldtypes/BusinessDayConvention.d.ts +20 -0
  91. package/types/fieldtypes/BusinessRejectReason.d.ts +35 -0
  92. package/types/fieldtypes/CPProgram.d.ts +21 -0
  93. package/types/fieldtypes/CalculationMethod.d.ts +13 -0
  94. package/types/fieldtypes/CancellationRights.d.ts +19 -0
  95. package/types/fieldtypes/CashMargin.d.ts +17 -0
  96. package/types/fieldtypes/CashSettlPriceDefault.d.ts +13 -0
  97. package/types/fieldtypes/CashSettlQuoteMethod.d.ts +17 -0
  98. package/types/fieldtypes/CashSettlValuationMethod.d.ts +27 -0
  99. package/types/fieldtypes/ClearedIndicator.d.ts +15 -0
  100. package/types/fieldtypes/ClearingAccountType.d.ts +17 -0
  101. package/types/fieldtypes/ClearingFeeIndicator.d.ts +39 -0
  102. package/types/fieldtypes/ClearingInstruction.d.ts +41 -0
  103. package/types/fieldtypes/ClearingIntention.d.ts +15 -0
  104. package/types/fieldtypes/ClearingRequirementException.d.ts +19 -0
  105. package/types/fieldtypes/CollAction.d.ts +17 -0
  106. package/types/fieldtypes/CollApplType.d.ts +15 -0
  107. package/types/fieldtypes/CollAsgnReason.d.ts +28 -0
  108. package/types/fieldtypes/CollAsgnRejectReason.d.ts +25 -0
  109. package/types/fieldtypes/CollAsgnRespType.d.ts +21 -0
  110. package/types/fieldtypes/CollAsgnTransType.d.ts +21 -0
  111. package/types/fieldtypes/CollInquiryQualifier.d.ts +27 -0
  112. package/types/fieldtypes/CollInquiryResult.d.ts +33 -0
  113. package/types/fieldtypes/CollInquiryStatus.d.ts +21 -0
  114. package/types/fieldtypes/CollRptRejectReason.d.ts +23 -0
  115. package/types/fieldtypes/CollRptStatus.d.ts +17 -0
  116. package/types/fieldtypes/CollStatus.d.ts +22 -0
  117. package/types/fieldtypes/CollateralAmountType.d.ts +21 -0
  118. package/types/fieldtypes/CollateralReinvestmentType.d.ts +16 -0
  119. package/types/fieldtypes/CommType.d.ts +20 -0
  120. package/types/fieldtypes/CommissionAmountSubType.d.ts +16 -0
  121. package/types/fieldtypes/CommissionAmountType.d.ts +21 -0
  122. package/types/fieldtypes/CommodityFinalPriceType.d.ts +25 -0
  123. package/types/fieldtypes/ComplexEventCondition.d.ts +15 -0
  124. package/types/fieldtypes/ComplexEventCreditEventNotifyingParty.d.ts +18 -0
  125. package/types/fieldtypes/ComplexEventDateOffsetDayType.d.ts +24 -0
  126. package/types/fieldtypes/ComplexEventPVFinalPriceElectionFallback.d.ts +14 -0
  127. package/types/fieldtypes/ComplexEventPeriodType.d.ts +23 -0
  128. package/types/fieldtypes/ComplexEventPriceBoundaryMethod.d.ts +22 -0
  129. package/types/fieldtypes/ComplexEventPriceTimeType.d.ts +23 -0
  130. package/types/fieldtypes/ComplexEventQuoteBasis.d.ts +15 -0
  131. package/types/fieldtypes/ComplexEventType.d.ts +57 -0
  132. package/types/fieldtypes/ComplexOptPayoutTime.d.ts +25 -0
  133. package/types/fieldtypes/ConfirmRejReason.d.ts +50 -0
  134. package/types/fieldtypes/ConfirmStatus.d.ts +21 -0
  135. package/types/fieldtypes/ConfirmTransType.d.ts +17 -0
  136. package/types/fieldtypes/ConfirmType.d.ts +17 -0
  137. package/types/fieldtypes/ConfirmationMethod.d.ts +17 -0
  138. package/types/fieldtypes/ContAmtType.d.ts +41 -0
  139. package/types/fieldtypes/ContingencyType.d.ts +23 -0
  140. package/types/fieldtypes/ContractMultiplierUnit.d.ts +17 -0
  141. package/types/fieldtypes/ContractRefPosType.d.ts +19 -0
  142. package/types/fieldtypes/CorporateAction.d.ts +57 -0
  143. package/types/fieldtypes/CouponDayCount.d.ts +35 -0
  144. package/types/fieldtypes/CouponFrequencyUnit.d.ts +27 -0
  145. package/types/fieldtypes/CouponType.d.ts +19 -0
  146. package/types/fieldtypes/CoveredOrUncovered.d.ts +15 -0
  147. package/types/fieldtypes/CrossPrioritization.d.ts +17 -0
  148. package/types/fieldtypes/CrossType.d.ts +20 -0
  149. package/types/fieldtypes/CrossedIndicator.d.ts +14 -0
  150. package/types/fieldtypes/CurrencyCodeSource.d.ts +22 -0
  151. package/types/fieldtypes/CustOrderCapacity.d.ts +20 -0
  152. package/types/fieldtypes/CustOrderHandlingInst.d.ts +167 -0
  153. package/types/fieldtypes/CustomerOrFirm.d.ts +16 -0
  154. package/types/fieldtypes/CustomerPriority.d.ts +13 -0
  155. package/types/fieldtypes/CxlRejReason.d.ts +33 -0
  156. package/types/fieldtypes/CxlRejResponseTo.d.ts +15 -0
  157. package/types/fieldtypes/DKReason.d.ts +27 -0
  158. package/types/fieldtypes/DateRollConvention.d.ts +102 -0
  159. package/types/fieldtypes/DayBookingInst.d.ts +17 -0
  160. package/types/fieldtypes/DealingCapacity.d.ts +17 -0
  161. package/types/fieldtypes/DeleteReason.d.ts +15 -0
  162. package/types/fieldtypes/DeliveryForm.d.ts +15 -0
  163. package/types/fieldtypes/DeliveryScheduleSettlDay.d.ts +31 -0
  164. package/types/fieldtypes/DeliveryScheduleSettlFlowType.d.ts +24 -0
  165. package/types/fieldtypes/DeliveryScheduleSettlHolidaysProcessingInstruction.d.ts +16 -0
  166. package/types/fieldtypes/DeliveryScheduleSettlTimeType.d.ts +14 -0
  167. package/types/fieldtypes/DeliveryScheduleToleranceType.d.ts +16 -0
  168. package/types/fieldtypes/DeliveryScheduleType.d.ts +17 -0
  169. package/types/fieldtypes/DeliveryStreamDeliveryPointSource.d.ts +15 -0
  170. package/types/fieldtypes/DeliveryStreamDeliveryRestriction.d.ts +17 -0
  171. package/types/fieldtypes/DeliveryStreamElectingPartySide.d.ts +16 -0
  172. package/types/fieldtypes/DeliveryStreamTitleTransferCondition.d.ts +16 -0
  173. package/types/fieldtypes/DeliveryStreamToleranceOptionSide.d.ts +16 -0
  174. package/types/fieldtypes/DeliveryStreamType.d.ts +17 -0
  175. package/types/fieldtypes/DeliveryType.d.ts +20 -0
  176. package/types/fieldtypes/DeskType.d.ts +47 -0
  177. package/types/fieldtypes/DisclosureInstruction.d.ts +17 -0
  178. package/types/fieldtypes/DisclosureType.d.ts +24 -0
  179. package/types/fieldtypes/DiscretionInst.d.ts +27 -0
  180. package/types/fieldtypes/DiscretionLimitType.d.ts +17 -0
  181. package/types/fieldtypes/DiscretionMoveType.d.ts +15 -0
  182. package/types/fieldtypes/DiscretionOffsetType.d.ts +19 -0
  183. package/types/fieldtypes/DiscretionRoundDirection.d.ts +15 -0
  184. package/types/fieldtypes/DiscretionScope.d.ts +19 -0
  185. package/types/fieldtypes/DisplayMethod.d.ts +19 -0
  186. package/types/fieldtypes/DisplayWhen.d.ts +15 -0
  187. package/types/fieldtypes/DistribPaymentMethod.d.ts +37 -0
  188. package/types/fieldtypes/DividendAmountType.d.ts +15 -0
  189. package/types/fieldtypes/DividendComposition.d.ts +13 -0
  190. package/types/fieldtypes/DividendEntitlementEvent.d.ts +13 -0
  191. package/types/fieldtypes/DlvyInstType.d.ts +15 -0
  192. package/types/fieldtypes/DueToRelated.d.ts +15 -0
  193. package/types/fieldtypes/DuplicateClOrdIDIndicator.d.ts +15 -0
  194. package/types/fieldtypes/EmailType.d.ts +17 -0
  195. package/types/fieldtypes/EncryptMethod.d.ts +25 -0
  196. package/types/fieldtypes/EntitlementAttribDatatype.d.ts +81 -0
  197. package/types/fieldtypes/EntitlementRequestResult.d.ts +45 -0
  198. package/types/fieldtypes/EntitlementStatus.d.ts +20 -0
  199. package/types/fieldtypes/EntitlementSubType.d.ts +19 -0
  200. package/types/fieldtypes/EntitlementType.d.ts +26 -0
  201. package/types/fieldtypes/EventInitiatorType.d.ts +17 -0
  202. package/types/fieldtypes/EventTimeUnit.d.ts +25 -0
  203. package/types/fieldtypes/EventType.d.ts +65 -0
  204. package/types/fieldtypes/ExDestinationIDSource.d.ts +21 -0
  205. package/types/fieldtypes/ExDestinationType.d.ts +15 -0
  206. package/types/fieldtypes/ExchangeForPhysical.d.ts +15 -0
  207. package/types/fieldtypes/ExecAckStatus.d.ts +17 -0
  208. package/types/fieldtypes/ExecInst.d.ts +117 -0
  209. package/types/fieldtypes/ExecMethod.d.ts +15 -0
  210. package/types/fieldtypes/ExecPriceType.d.ts +27 -0
  211. package/types/fieldtypes/ExecRestatementReason.d.ts +51 -0
  212. package/types/fieldtypes/ExecTransType.d.ts +20 -0
  213. package/types/fieldtypes/ExecType.d.ts +55 -0
  214. package/types/fieldtypes/ExecTypeReason.d.ts +41 -0
  215. package/types/fieldtypes/ExerciseConfirmationMethod.d.ts +19 -0
  216. package/types/fieldtypes/ExerciseMethod.d.ts +15 -0
  217. package/types/fieldtypes/ExerciseStyle.d.ts +19 -0
  218. package/types/fieldtypes/ExpirationCycle.d.ts +17 -0
  219. package/types/fieldtypes/ExpirationQtyType.d.ts +21 -0
  220. package/types/fieldtypes/ExtraordinaryEventAdjustmentMethod.d.ts +14 -0
  221. package/types/fieldtypes/FXBenchmark.d.ts +20 -0
  222. package/types/fieldtypes/Field.d.ts +11446 -0
  223. package/types/fieldtypes/FinancialStatus.d.ts +17 -0
  224. package/types/fieldtypes/FlowScheduleType.d.ts +33 -0
  225. package/types/fieldtypes/ForexReq.d.ts +15 -0
  226. package/types/fieldtypes/FundRenewWaiv.d.ts +15 -0
  227. package/types/fieldtypes/FundingSource.d.ts +18 -0
  228. package/types/fieldtypes/GTBookingInst.d.ts +17 -0
  229. package/types/fieldtypes/GapFillFlag.d.ts +15 -0
  230. package/types/fieldtypes/HaltReason.d.ts +23 -0
  231. package/types/fieldtypes/HandlInst.d.ts +17 -0
  232. package/types/fieldtypes/IDSource.d.ts +30 -0
  233. package/types/fieldtypes/IOINaturalFlag.d.ts +15 -0
  234. package/types/fieldtypes/IOIQltyInd.d.ts +17 -0
  235. package/types/fieldtypes/IOIQty.d.ts +19 -0
  236. package/types/fieldtypes/IOIQualifier.d.ts +63 -0
  237. package/types/fieldtypes/IOIShares.d.ts +18 -0
  238. package/types/fieldtypes/IOITransType.d.ts +17 -0
  239. package/types/fieldtypes/IRSDirection.d.ts +16 -0
  240. package/types/fieldtypes/ImpliedMarketIndicator.d.ts +19 -0
  241. package/types/fieldtypes/InTheMoneyCondition.d.ts +15 -0
  242. package/types/fieldtypes/InViewOfCommon.d.ts +15 -0
  243. package/types/fieldtypes/IncTaxInd.d.ts +15 -0
  244. package/types/fieldtypes/IndividualAllocType.d.ts +15 -0
  245. package/types/fieldtypes/InstrAttribType.d.ts +88 -0
  246. package/types/fieldtypes/InstrmtAssignmentMethod.d.ts +15 -0
  247. package/types/fieldtypes/InstrumentScopeOperator.d.ts +15 -0
  248. package/types/fieldtypes/LastCapacity.d.ts +21 -0
  249. package/types/fieldtypes/LastFragment.d.ts +15 -0
  250. package/types/fieldtypes/LastLiquidityInd.d.ts +27 -0
  251. package/types/fieldtypes/LastRptRequested.d.ts +15 -0
  252. package/types/fieldtypes/LegSwapType.d.ts +19 -0
  253. package/types/fieldtypes/LegalConfirm.d.ts +15 -0
  254. package/types/fieldtypes/LienSeniority.d.ts +19 -0
  255. package/types/fieldtypes/LimitAmtType.d.ts +23 -0
  256. package/types/fieldtypes/LiquidityIndType.d.ts +19 -0
  257. package/types/fieldtypes/ListExecInstType.d.ts +21 -0
  258. package/types/fieldtypes/ListMethod.d.ts +15 -0
  259. package/types/fieldtypes/ListOrderStatus.d.ts +25 -0
  260. package/types/fieldtypes/ListRejectReason.d.ts +25 -0
  261. package/types/fieldtypes/ListStatusType.d.ts +23 -0
  262. package/types/fieldtypes/ListUpdateAction.d.ts +19 -0
  263. package/types/fieldtypes/LoanFacility.d.ts +23 -0
  264. package/types/fieldtypes/LocateReqd.d.ts +15 -0
  265. package/types/fieldtypes/LockType.d.ts +26 -0
  266. package/types/fieldtypes/LotType.d.ts +19 -0
  267. package/types/fieldtypes/MDBookType.d.ts +17 -0
  268. package/types/fieldtypes/MDEntryType.d.ts +93 -0
  269. package/types/fieldtypes/MDImplicitDelete.d.ts +15 -0
  270. package/types/fieldtypes/MDOriginType.d.ts +25 -0
  271. package/types/fieldtypes/MDReportEvent.d.ts +25 -0
  272. package/types/fieldtypes/MDReqRejReason.d.ts +39 -0
  273. package/types/fieldtypes/MDSecSizeType.d.ts +14 -0
  274. package/types/fieldtypes/MDStatisticIntervalType.d.ts +19 -0
  275. package/types/fieldtypes/MDStatisticRatioType.d.ts +23 -0
  276. package/types/fieldtypes/MDStatisticRequestResult.d.ts +51 -0
  277. package/types/fieldtypes/MDStatisticScope.d.ts +70 -0
  278. package/types/fieldtypes/MDStatisticScopeType.d.ts +21 -0
  279. package/types/fieldtypes/MDStatisticStatus.d.ts +15 -0
  280. package/types/fieldtypes/MDStatisticSubScope.d.ts +46 -0
  281. package/types/fieldtypes/MDStatisticType.d.ts +42 -0
  282. package/types/fieldtypes/MDStatisticValueType.d.ts +15 -0
  283. package/types/fieldtypes/MDUpdateAction.d.ts +23 -0
  284. package/types/fieldtypes/MDUpdateType.d.ts +15 -0
  285. package/types/fieldtypes/MDValueTier.d.ts +17 -0
  286. package/types/fieldtypes/MarginAmtType.d.ts +47 -0
  287. package/types/fieldtypes/MarginDirection.d.ts +13 -0
  288. package/types/fieldtypes/MarginReqmtInqQualifier.d.ts +19 -0
  289. package/types/fieldtypes/MarginReqmtInqResult.d.ts +31 -0
  290. package/types/fieldtypes/MarginReqmtRptType.d.ts +17 -0
  291. package/types/fieldtypes/MarketCondition.d.ts +14 -0
  292. package/types/fieldtypes/MarketDisruptionFallbackProvision.d.ts +16 -0
  293. package/types/fieldtypes/MarketDisruptionFallbackUnderlierType.d.ts +36 -0
  294. package/types/fieldtypes/MarketDisruptionProvision.d.ts +19 -0
  295. package/types/fieldtypes/MarketMakerActivity.d.ts +19 -0
  296. package/types/fieldtypes/MarketSegmentRelationship.d.ts +14 -0
  297. package/types/fieldtypes/MarketSegmentStatus.d.ts +14 -0
  298. package/types/fieldtypes/MarketSegmentType.d.ts +14 -0
  299. package/types/fieldtypes/MassActionReason.d.ts +26 -0
  300. package/types/fieldtypes/MassActionRejectReason.d.ts +37 -0
  301. package/types/fieldtypes/MassActionResponse.d.ts +17 -0
  302. package/types/fieldtypes/MassActionScope.d.ts +35 -0
  303. package/types/fieldtypes/MassActionType.d.ts +17 -0
  304. package/types/fieldtypes/MassCancelRejectReason.d.ts +37 -0
  305. package/types/fieldtypes/MassCancelRequestType.d.ts +35 -0
  306. package/types/fieldtypes/MassCancelResponse.d.ts +37 -0
  307. package/types/fieldtypes/MassOrderRequestResult.d.ts +21 -0
  308. package/types/fieldtypes/MassOrderRequestStatus.d.ts +17 -0
  309. package/types/fieldtypes/MassStatusReqType.d.ts +31 -0
  310. package/types/fieldtypes/MatchExceptionElementType.d.ts +38 -0
  311. package/types/fieldtypes/MatchExceptionToleranceValueType.d.ts +15 -0
  312. package/types/fieldtypes/MatchExceptionType.d.ts +25 -0
  313. package/types/fieldtypes/MatchInst.d.ts +15 -0
  314. package/types/fieldtypes/MatchStatus.d.ts +18 -0
  315. package/types/fieldtypes/MatchType.d.ts +67 -0
  316. package/types/fieldtypes/MatchingDataPointIndicator.d.ts +15 -0
  317. package/types/fieldtypes/MaturityMonthYearFormat.d.ts +17 -0
  318. package/types/fieldtypes/MaturityMonthYearIncrementUnits.d.ts +20 -0
  319. package/types/fieldtypes/Message.d.ts +333 -0
  320. package/types/fieldtypes/MessageEncoding.d.ts +20 -0
  321. package/types/fieldtypes/MetricsCalculationPriceSource.d.ts +14 -0
  322. package/types/fieldtypes/MinQtyMethod.d.ts +15 -0
  323. package/types/fieldtypes/MiscFeeBasis.d.ts +14 -0
  324. package/types/fieldtypes/MiscFeeQualifier.d.ts +13 -0
  325. package/types/fieldtypes/MiscFeeType.d.ts +69 -0
  326. package/types/fieldtypes/ModelType.d.ts +15 -0
  327. package/types/fieldtypes/MoneyLaunderingStatus.d.ts +21 -0
  328. package/types/fieldtypes/MsgDirection.d.ts +15 -0
  329. package/types/fieldtypes/MsgType.d.ts +189 -0
  330. package/types/fieldtypes/MultiJurisdictionReportingIndicator.d.ts +16 -0
  331. package/types/fieldtypes/MultiLegReportingType.d.ts +17 -0
  332. package/types/fieldtypes/MultiLegRptTypeReq.d.ts +17 -0
  333. package/types/fieldtypes/MultilegModel.d.ts +17 -0
  334. package/types/fieldtypes/MultilegPriceMethod.d.ts +23 -0
  335. package/types/fieldtypes/NBBOEntryType.d.ts +15 -0
  336. package/types/fieldtypes/NBBOSource.d.ts +15 -0
  337. package/types/fieldtypes/NegotiationMethod.d.ts +14 -0
  338. package/types/fieldtypes/NetGrossInd.d.ts +15 -0
  339. package/types/fieldtypes/NetworkRequestType.d.ts +19 -0
  340. package/types/fieldtypes/NetworkStatusResponseType.d.ts +15 -0
  341. package/types/fieldtypes/NewsCategory.d.ts +21 -0
  342. package/types/fieldtypes/NewsRefType.d.ts +18 -0
  343. package/types/fieldtypes/NoSides.d.ts +15 -0
  344. package/types/fieldtypes/NonCashDividendTreatment.d.ts +13 -0
  345. package/types/fieldtypes/NonDeliverableFixingDateType.d.ts +16 -0
  346. package/types/fieldtypes/NotAffectedReason.d.ts +15 -0
  347. package/types/fieldtypes/NotifyBrokerOfCredit.d.ts +15 -0
  348. package/types/fieldtypes/ObligationType.d.ts +19 -0
  349. package/types/fieldtypes/OddLot.d.ts +15 -0
  350. package/types/fieldtypes/OffsetInstruction.d.ts +13 -0
  351. package/types/fieldtypes/OffshoreIndicator.d.ts +14 -0
  352. package/types/fieldtypes/OpenClose.d.ts +16 -0
  353. package/types/fieldtypes/OpenCloseSettlFlag.d.ts +23 -0
  354. package/types/fieldtypes/OpenCloseSettleFlag.d.ts +18 -0
  355. package/types/fieldtypes/OptPayoutType.d.ts +29 -0
  356. package/types/fieldtypes/OptionExerciseDateType.d.ts +15 -0
  357. package/types/fieldtypes/OrdRejReason.d.ts +70 -0
  358. package/types/fieldtypes/OrdStatus.d.ts +41 -0
  359. package/types/fieldtypes/OrdType.d.ts +59 -0
  360. package/types/fieldtypes/OrderAttributeType.d.ts +26 -0
  361. package/types/fieldtypes/OrderCapacity.d.ts +24 -0
  362. package/types/fieldtypes/OrderCategory.d.ts +31 -0
  363. package/types/fieldtypes/OrderDelayUnit.d.ts +35 -0
  364. package/types/fieldtypes/OrderEntryAction.d.ts +21 -0
  365. package/types/fieldtypes/OrderEventReason.d.ts +37 -0
  366. package/types/fieldtypes/OrderEventType.d.ts +33 -0
  367. package/types/fieldtypes/OrderHandlingInstSource.d.ts +15 -0
  368. package/types/fieldtypes/OrderOrigination.d.ts +23 -0
  369. package/types/fieldtypes/OrderOwnershipIndicator.d.ts +16 -0
  370. package/types/fieldtypes/OrderRelationship.d.ts +15 -0
  371. package/types/fieldtypes/OrderResponseLevel.d.ts +15 -0
  372. package/types/fieldtypes/OrderRestrictions.d.ts +47 -0
  373. package/types/fieldtypes/OrigCustOrderCapacity.d.ts +19 -0
  374. package/types/fieldtypes/OwnerType.d.ts +53 -0
  375. package/types/fieldtypes/OwnershipType.d.ts +17 -0
  376. package/types/fieldtypes/PartyActionRejectReason.d.ts +19 -0
  377. package/types/fieldtypes/PartyActionResponse.d.ts +14 -0
  378. package/types/fieldtypes/PartyActionType.d.ts +17 -0
  379. package/types/fieldtypes/PartyDetailDefinitionStatus.d.ts +18 -0
  380. package/types/fieldtypes/PartyDetailRequestResult.d.ts +23 -0
  381. package/types/fieldtypes/PartyDetailRequestStatus.d.ts +19 -0
  382. package/types/fieldtypes/PartyDetailRoleQualifier.d.ts +54 -0
  383. package/types/fieldtypes/PartyDetailStatus.d.ts +17 -0
  384. package/types/fieldtypes/PartyIDSource.d.ts +63 -0
  385. package/types/fieldtypes/PartyRelationship.d.ts +89 -0
  386. package/types/fieldtypes/PartyRiskLimitStatus.d.ts +13 -0
  387. package/types/fieldtypes/PartyRole.d.ts +237 -0
  388. package/types/fieldtypes/PartySubIDType.d.ts +147 -0
  389. package/types/fieldtypes/PayReportStatus.d.ts +18 -0
  390. package/types/fieldtypes/PayReportTransType.d.ts +16 -0
  391. package/types/fieldtypes/PayRequestStatus.d.ts +18 -0
  392. package/types/fieldtypes/PayRequestTransType.d.ts +15 -0
  393. package/types/fieldtypes/PaymentDateOffsetDayType.d.ts +23 -0
  394. package/types/fieldtypes/PaymentForwardStartType.d.ts +19 -0
  395. package/types/fieldtypes/PaymentMethod.d.ts +52 -0
  396. package/types/fieldtypes/PaymentPaySide.d.ts +15 -0
  397. package/types/fieldtypes/PaymentScheduleStepRelativeTo.d.ts +16 -0
  398. package/types/fieldtypes/PaymentScheduleType.d.ts +59 -0
  399. package/types/fieldtypes/PaymentSettlStyle.d.ts +17 -0
  400. package/types/fieldtypes/PaymentStreamAveragingMethod.d.ts +16 -0
  401. package/types/fieldtypes/PaymentStreamCapRateBuySide.d.ts +16 -0
  402. package/types/fieldtypes/PaymentStreamCompoundingMethod.d.ts +20 -0
  403. package/types/fieldtypes/PaymentStreamDiscountType.d.ts +15 -0
  404. package/types/fieldtypes/PaymentStreamFRADiscounting.d.ts +18 -0
  405. package/types/fieldtypes/PaymentStreamFloorRateBuySide.d.ts +16 -0
  406. package/types/fieldtypes/PaymentStreamInflationInterpolationMethod.d.ts +16 -0
  407. package/types/fieldtypes/PaymentStreamInflationLagDayType.d.ts +24 -0
  408. package/types/fieldtypes/PaymentStreamInflationLagUnit.d.ts +20 -0
  409. package/types/fieldtypes/PaymentStreamInterpolationPeriod.d.ts +16 -0
  410. package/types/fieldtypes/PaymentStreamLinkStrikePriceType.d.ts +16 -0
  411. package/types/fieldtypes/PaymentStreamNegativeRateTreatment.d.ts +16 -0
  412. package/types/fieldtypes/PaymentStreamPaymentDateOffsetDayType.d.ts +24 -0
  413. package/types/fieldtypes/PaymentStreamPaymentDateOffsetUnit.d.ts +20 -0
  414. package/types/fieldtypes/PaymentStreamPaymentFrequencyUnit.d.ts +22 -0
  415. package/types/fieldtypes/PaymentStreamPricingDayDistribution.d.ts +20 -0
  416. package/types/fieldtypes/PaymentStreamPricingDayOfWeek.d.ts +28 -0
  417. package/types/fieldtypes/PaymentStreamRateIndexCurveUnit.d.ts +20 -0
  418. package/types/fieldtypes/PaymentStreamRateIndexSource.d.ts +20 -0
  419. package/types/fieldtypes/PaymentStreamRateSpreadPositionType.d.ts +16 -0
  420. package/types/fieldtypes/PaymentStreamRateSpreadType.d.ts +16 -0
  421. package/types/fieldtypes/PaymentStreamRateTreatment.d.ts +15 -0
  422. package/types/fieldtypes/PaymentStreamRealizedVarianceMethod.d.ts +15 -0
  423. package/types/fieldtypes/PaymentStreamResetWeeklyRollConvention.d.ts +26 -0
  424. package/types/fieldtypes/PaymentStreamSettlLevel.d.ts +15 -0
  425. package/types/fieldtypes/PaymentStreamType.d.ts +31 -0
  426. package/types/fieldtypes/PaymentStubLength.d.ts +15 -0
  427. package/types/fieldtypes/PaymentStubType.d.ts +19 -0
  428. package/types/fieldtypes/PaymentSubType.d.ts +30 -0
  429. package/types/fieldtypes/PaymentType.d.ts +41 -0
  430. package/types/fieldtypes/PegLimitType.d.ts +17 -0
  431. package/types/fieldtypes/PegMoveType.d.ts +15 -0
  432. package/types/fieldtypes/PegOffsetType.d.ts +21 -0
  433. package/types/fieldtypes/PegPriceType.d.ts +28 -0
  434. package/types/fieldtypes/PegRoundDirection.d.ts +15 -0
  435. package/types/fieldtypes/PegScope.d.ts +19 -0
  436. package/types/fieldtypes/PosAmtReason.d.ts +24 -0
  437. package/types/fieldtypes/PosAmtType.d.ts +77 -0
  438. package/types/fieldtypes/PosMaintAction.d.ts +15 -0
  439. package/types/fieldtypes/PosMaintResult.d.ts +17 -0
  440. package/types/fieldtypes/PosMaintStatus.d.ts +21 -0
  441. package/types/fieldtypes/PosQtyStatus.d.ts +17 -0
  442. package/types/fieldtypes/PosReqResult.d.ts +22 -0
  443. package/types/fieldtypes/PosReqStatus.d.ts +17 -0
  444. package/types/fieldtypes/PosReqType.d.ts +33 -0
  445. package/types/fieldtypes/PosTransType.d.ts +36 -0
  446. package/types/fieldtypes/PosType.d.ts +81 -0
  447. package/types/fieldtypes/PositionCapacity.d.ts +19 -0
  448. package/types/fieldtypes/PositionEffect.d.ts +23 -0
  449. package/types/fieldtypes/PossDupFlag.d.ts +15 -0
  450. package/types/fieldtypes/PossResend.d.ts +15 -0
  451. package/types/fieldtypes/PostTradePaymentDebitOrCredit.d.ts +16 -0
  452. package/types/fieldtypes/PostTradePaymentStatus.d.ts +16 -0
  453. package/types/fieldtypes/PreallocMethod.d.ts +15 -0
  454. package/types/fieldtypes/PreviouslyReported.d.ts +13 -0
  455. package/types/fieldtypes/PriceLimitType.d.ts +17 -0
  456. package/types/fieldtypes/PriceMovementType.d.ts +15 -0
  457. package/types/fieldtypes/PriceProtectionScope.d.ts +19 -0
  458. package/types/fieldtypes/PriceQualifier.d.ts +14 -0
  459. package/types/fieldtypes/PriceQuoteMethod.d.ts +19 -0
  460. package/types/fieldtypes/PriceType.d.ts +56 -0
  461. package/types/fieldtypes/PriorityIndicator.d.ts +15 -0
  462. package/types/fieldtypes/PrivateQuote.d.ts +15 -0
  463. package/types/fieldtypes/ProcessCode.d.ts +25 -0
  464. package/types/fieldtypes/Product.d.ts +37 -0
  465. package/types/fieldtypes/ProgRptReqs.d.ts +17 -0
  466. package/types/fieldtypes/ProtectionTermEventDayType.d.ts +23 -0
  467. package/types/fieldtypes/ProtectionTermEventQualifier.d.ts +15 -0
  468. package/types/fieldtypes/ProtectionTermEventUnit.d.ts +19 -0
  469. package/types/fieldtypes/ProvisionBreakFeeElection.d.ts +21 -0
  470. package/types/fieldtypes/ProvisionCalculationAgent.d.ts +19 -0
  471. package/types/fieldtypes/ProvisionCashSettlMethod.d.ts +25 -0
  472. package/types/fieldtypes/ProvisionCashSettlPaymentDateType.d.ts +16 -0
  473. package/types/fieldtypes/ProvisionCashSettlQuoteType.d.ts +19 -0
  474. package/types/fieldtypes/ProvisionDateTenorUnit.d.ts +19 -0
  475. package/types/fieldtypes/ProvisionOptionExerciseEarliestDateOffsetUnit.d.ts +20 -0
  476. package/types/fieldtypes/ProvisionOptionExerciseFixedDateType.d.ts +16 -0
  477. package/types/fieldtypes/ProvisionOptionSinglePartyBuyerSide.d.ts +16 -0
  478. package/types/fieldtypes/ProvisionType.d.ts +23 -0
  479. package/types/fieldtypes/PublishTrdIndicator.d.ts +15 -0
  480. package/types/fieldtypes/PutOrCall.d.ts +15 -0
  481. package/types/fieldtypes/QtyType.d.ts +17 -0
  482. package/types/fieldtypes/QuoteAckStatus.d.ts +17 -0
  483. package/types/fieldtypes/QuoteAttributeType.d.ts +16 -0
  484. package/types/fieldtypes/QuoteCancelType.d.ts +25 -0
  485. package/types/fieldtypes/QuoteCondition.d.ts +131 -0
  486. package/types/fieldtypes/QuoteEntryRejectReason.d.ts +30 -0
  487. package/types/fieldtypes/QuoteEntryStatus.d.ts +29 -0
  488. package/types/fieldtypes/QuoteModelType.d.ts +13 -0
  489. package/types/fieldtypes/QuotePriceType.d.ts +54 -0
  490. package/types/fieldtypes/QuoteRejectReason.d.ts +54 -0
  491. package/types/fieldtypes/QuoteRequestRejectReason.d.ts +42 -0
  492. package/types/fieldtypes/QuoteRequestType.d.ts +17 -0
  493. package/types/fieldtypes/QuoteRespType.d.ts +28 -0
  494. package/types/fieldtypes/QuoteResponseLevel.d.ts +19 -0
  495. package/types/fieldtypes/QuoteSideIndicator.d.ts +13 -0
  496. package/types/fieldtypes/QuoteStatus.d.ts +56 -0
  497. package/types/fieldtypes/QuoteType.d.ts +21 -0
  498. package/types/fieldtypes/RateSource.d.ts +20 -0
  499. package/types/fieldtypes/RateSourceType.d.ts +15 -0
  500. package/types/fieldtypes/RefOrdIDReason.d.ts +17 -0
  501. package/types/fieldtypes/RefOrderIDSource.d.ts +22 -0
  502. package/types/fieldtypes/RefRiskLimitCheckIDType.d.ts +17 -0
  503. package/types/fieldtypes/ReferenceDataDateType.d.ts +15 -0
  504. package/types/fieldtypes/ReferenceEntityType.d.ts +31 -0
  505. package/types/fieldtypes/RegistRejReasonCode.d.ts +49 -0
  506. package/types/fieldtypes/RegistStatus.d.ts +19 -0
  507. package/types/fieldtypes/RegistTransType.d.ts +17 -0
  508. package/types/fieldtypes/RegulatoryReportType.d.ts +46 -0
  509. package/types/fieldtypes/RegulatoryTradeIDEvent.d.ts +23 -0
  510. package/types/fieldtypes/RegulatoryTradeIDScope.d.ts +15 -0
  511. package/types/fieldtypes/RegulatoryTradeIDType.d.ts +18 -0
  512. package/types/fieldtypes/RegulatoryTransactionType.d.ts +14 -0
  513. package/types/fieldtypes/RelatedInstrumentType.d.ts +21 -0
  514. package/types/fieldtypes/RelatedOrderIDSource.d.ts +17 -0
  515. package/types/fieldtypes/RelatedPositionIDSource.d.ts +17 -0
  516. package/types/fieldtypes/RelatedPriceSource.d.ts +15 -0
  517. package/types/fieldtypes/RelatedTradeIDSource.d.ts +25 -0
  518. package/types/fieldtypes/RelativeValueSide.d.ts +17 -0
  519. package/types/fieldtypes/RelativeValueType.d.ts +23 -0
  520. package/types/fieldtypes/ReleaseInstruction.d.ts +15 -0
  521. package/types/fieldtypes/RemunerationIndicator.d.ts +15 -0
  522. package/types/fieldtypes/ReportToExch.d.ts +15 -0
  523. package/types/fieldtypes/RequestResult.d.ts +25 -0
  524. package/types/fieldtypes/ResetSeqNumFlag.d.ts +15 -0
  525. package/types/fieldtypes/RespondentType.d.ts +19 -0
  526. package/types/fieldtypes/ResponseTransportType.d.ts +13 -0
  527. package/types/fieldtypes/RestructuringType.d.ts +19 -0
  528. package/types/fieldtypes/ReturnRateDateMode.d.ts +15 -0
  529. package/types/fieldtypes/ReturnRatePriceBasis.d.ts +18 -0
  530. package/types/fieldtypes/ReturnRatePriceSequence.d.ts +17 -0
  531. package/types/fieldtypes/ReturnRatePriceType.d.ts +15 -0
  532. package/types/fieldtypes/ReturnRateQuoteTimeType.d.ts +20 -0
  533. package/types/fieldtypes/ReturnRateValuationPriceOption.d.ts +16 -0
  534. package/types/fieldtypes/ReturnTrigger.d.ts +31 -0
  535. package/types/fieldtypes/RiskLimitAction.d.ts +27 -0
  536. package/types/fieldtypes/RiskLimitCheckModelType.d.ts +15 -0
  537. package/types/fieldtypes/RiskLimitCheckRequestResult.d.ts +24 -0
  538. package/types/fieldtypes/RiskLimitCheckRequestStatus.d.ts +20 -0
  539. package/types/fieldtypes/RiskLimitCheckRequestType.d.ts +13 -0
  540. package/types/fieldtypes/RiskLimitCheckStatus.d.ts +26 -0
  541. package/types/fieldtypes/RiskLimitCheckTransType.d.ts +17 -0
  542. package/types/fieldtypes/RiskLimitCheckType.d.ts +13 -0
  543. package/types/fieldtypes/RiskLimitReportRejectReason.d.ts +18 -0
  544. package/types/fieldtypes/RiskLimitReportStatus.d.ts +15 -0
  545. package/types/fieldtypes/RiskLimitRequestResult.d.ts +45 -0
  546. package/types/fieldtypes/RiskLimitRequestType.d.ts +17 -0
  547. package/types/fieldtypes/RiskLimitType.d.ts +38 -0
  548. package/types/fieldtypes/RoundingDirection.d.ts +17 -0
  549. package/types/fieldtypes/RoutingArrangementIndicator.d.ts +16 -0
  550. package/types/fieldtypes/RoutingType.d.ts +23 -0
  551. package/types/fieldtypes/Rule80A.d.ts +58 -0
  552. package/types/fieldtypes/Scope.d.ts +17 -0
  553. package/types/fieldtypes/SecurityClassificationReason.d.ts +28 -0
  554. package/types/fieldtypes/SecurityIDSource.d.ts +74 -0
  555. package/types/fieldtypes/SecurityListRequestType.d.ts +23 -0
  556. package/types/fieldtypes/SecurityListType.d.ts +19 -0
  557. package/types/fieldtypes/SecurityListTypeSource.d.ts +17 -0
  558. package/types/fieldtypes/SecurityRejectReason.d.ts +33 -0
  559. package/types/fieldtypes/SecurityRequestResult.d.ts +23 -0
  560. package/types/fieldtypes/SecurityRequestType.d.ts +31 -0
  561. package/types/fieldtypes/SecurityResponseType.d.ts +19 -0
  562. package/types/fieldtypes/SecurityStatus.d.ts +22 -0
  563. package/types/fieldtypes/SecurityTradingEvent.d.ts +29 -0
  564. package/types/fieldtypes/SecurityTradingStatus.d.ts +63 -0
  565. package/types/fieldtypes/SecurityType.d.ts +361 -0
  566. package/types/fieldtypes/SecurityUpdateAction.d.ts +17 -0
  567. package/types/fieldtypes/SelfMatchPreventionInstruction.d.ts +15 -0
  568. package/types/fieldtypes/Seniority.d.ts +20 -0
  569. package/types/fieldtypes/SessionRejectReason.d.ts +51 -0
  570. package/types/fieldtypes/SessionStatus.d.ts +33 -0
  571. package/types/fieldtypes/SettlCurrFxRateCalc.d.ts +15 -0
  572. package/types/fieldtypes/SettlDeliveryType.d.ts +19 -0
  573. package/types/fieldtypes/SettlDisruptionProvision.d.ts +15 -0
  574. package/types/fieldtypes/SettlInstMode.d.ts +23 -0
  575. package/types/fieldtypes/SettlInstReqRejCode.d.ts +19 -0
  576. package/types/fieldtypes/SettlInstSource.d.ts +17 -0
  577. package/types/fieldtypes/SettlInstTransType.d.ts +19 -0
  578. package/types/fieldtypes/SettlLocation.d.ts +26 -0
  579. package/types/fieldtypes/SettlMethod.d.ts +16 -0
  580. package/types/fieldtypes/SettlObligMode.d.ts +15 -0
  581. package/types/fieldtypes/SettlObligSource.d.ts +21 -0
  582. package/types/fieldtypes/SettlObligTransType.d.ts +19 -0
  583. package/types/fieldtypes/SettlPriceDeterminationMethod.d.ts +26 -0
  584. package/types/fieldtypes/SettlPriceType.d.ts +15 -0
  585. package/types/fieldtypes/SettlSessID.d.ts +19 -0
  586. package/types/fieldtypes/SettlStatusReportStatus.d.ts +16 -0
  587. package/types/fieldtypes/SettlStatusRequestStatus.d.ts +16 -0
  588. package/types/fieldtypes/SettlSubMethod.d.ts +18 -0
  589. package/types/fieldtypes/SettlType.d.ts +34 -0
  590. package/types/fieldtypes/SettlmntTyp.d.ts +32 -0
  591. package/types/fieldtypes/ShortSaleExemptionReason.d.ts +21 -0
  592. package/types/fieldtypes/ShortSaleReason.d.ts +23 -0
  593. package/types/fieldtypes/ShortSaleRestriction.d.ts +19 -0
  594. package/types/fieldtypes/Side.d.ts +42 -0
  595. package/types/fieldtypes/SideClearingTradePriceType.d.ts +15 -0
  596. package/types/fieldtypes/SideMultiLegReportingType.d.ts +17 -0
  597. package/types/fieldtypes/SideValueInd.d.ts +15 -0
  598. package/types/fieldtypes/SingleQuoteIndicator.d.ts +15 -0
  599. package/types/fieldtypes/SolicitedFlag.d.ts +15 -0
  600. package/types/fieldtypes/StandInstDbType.d.ts +21 -0
  601. package/types/fieldtypes/StatsType.d.ts +19 -0
  602. package/types/fieldtypes/StatusValue.d.ts +19 -0
  603. package/types/fieldtypes/StipulationType.d.ts +192 -0
  604. package/types/fieldtypes/StrategyParameterType.d.ts +69 -0
  605. package/types/fieldtypes/StrategyType.d.ts +23 -0
  606. package/types/fieldtypes/StreamAsgnAckType.d.ts +15 -0
  607. package/types/fieldtypes/StreamAsgnRejReason.d.ts +21 -0
  608. package/types/fieldtypes/StreamAsgnReqType.d.ts +15 -0
  609. package/types/fieldtypes/StreamAsgnType.d.ts +17 -0
  610. package/types/fieldtypes/StreamCommodityDataSourceIDType.d.ts +20 -0
  611. package/types/fieldtypes/StreamCommodityNearbySettlDayUnit.d.ts +16 -0
  612. package/types/fieldtypes/StreamNotionalAdjustments.d.ts +14 -0
  613. package/types/fieldtypes/StreamNotionalCommodityFrequency.d.ts +26 -0
  614. package/types/fieldtypes/StreamType.d.ts +15 -0
  615. package/types/fieldtypes/StrikeIndexQuote.d.ts +16 -0
  616. package/types/fieldtypes/StrikePriceBoundaryMethod.d.ts +21 -0
  617. package/types/fieldtypes/StrikePriceDeterminationMethod.d.ts +20 -0
  618. package/types/fieldtypes/SubscriptionRequestType.d.ts +17 -0
  619. package/types/fieldtypes/SwapClass.d.ts +19 -0
  620. package/types/fieldtypes/SwapSubClass.d.ts +21 -0
  621. package/types/fieldtypes/SymbolSfx.d.ts +15 -0
  622. package/types/fieldtypes/TargetStrategy.d.ts +17 -0
  623. package/types/fieldtypes/TaxAdvantageType.d.ts +73 -0
  624. package/types/fieldtypes/TaxonomyType.d.ts +13 -0
  625. package/types/fieldtypes/TerminationType.d.ts +19 -0
  626. package/types/fieldtypes/TestActionRequestStatus.d.ts +16 -0
  627. package/types/fieldtypes/TestActionType.d.ts +17 -0
  628. package/types/fieldtypes/TestGatewayDetailType.d.ts +21 -0
  629. package/types/fieldtypes/TestMessageIndicator.d.ts +15 -0
  630. package/types/fieldtypes/TestSuiteActivityState.d.ts +15 -0
  631. package/types/fieldtypes/TestSuiteRequestStatus.d.ts +16 -0
  632. package/types/fieldtypes/TestSuiteRequestTransType.d.ts +15 -0
  633. package/types/fieldtypes/TestSuiteStatus.d.ts +19 -0
  634. package/types/fieldtypes/TestThresholdType.d.ts +15 -0
  635. package/types/fieldtypes/ThrottleAction.d.ts +21 -0
  636. package/types/fieldtypes/ThrottleCountIndicator.d.ts +15 -0
  637. package/types/fieldtypes/ThrottleInst.d.ts +15 -0
  638. package/types/fieldtypes/ThrottleStatus.d.ts +15 -0
  639. package/types/fieldtypes/ThrottleType.d.ts +15 -0
  640. package/types/fieldtypes/TickDirection.d.ts +19 -0
  641. package/types/fieldtypes/TickRuleType.d.ts +22 -0
  642. package/types/fieldtypes/TimeInForce.d.ts +24 -0
  643. package/types/fieldtypes/TimeUnit.d.ts +29 -0
  644. package/types/fieldtypes/TradSesControl.d.ts +15 -0
  645. package/types/fieldtypes/TradSesEvent.d.ts +19 -0
  646. package/types/fieldtypes/TradSesMethod.d.ts +19 -0
  647. package/types/fieldtypes/TradSesMode.d.ts +17 -0
  648. package/types/fieldtypes/TradSesStatus.d.ts +25 -0
  649. package/types/fieldtypes/TradSesStatusRejReason.d.ts +15 -0
  650. package/types/fieldtypes/TradeAggregationRejectReason.d.ts +18 -0
  651. package/types/fieldtypes/TradeAggregationRequestStatus.d.ts +16 -0
  652. package/types/fieldtypes/TradeAggregationTransType.d.ts +17 -0
  653. package/types/fieldtypes/TradeAllocGroupInstruction.d.ts +15 -0
  654. package/types/fieldtypes/TradeAllocIndicator.d.ts +25 -0
  655. package/types/fieldtypes/TradeAllocStatus.d.ts +19 -0
  656. package/types/fieldtypes/TradeCollateralization.d.ts +20 -0
  657. package/types/fieldtypes/TradeCondition.d.ts +178 -0
  658. package/types/fieldtypes/TradeContingency.d.ts +14 -0
  659. package/types/fieldtypes/TradeContinuation.d.ts +67 -0
  660. package/types/fieldtypes/TradeHandlingInstr.d.ts +26 -0
  661. package/types/fieldtypes/TradeMatchAckStatus.d.ts +17 -0
  662. package/types/fieldtypes/TradeMatchRejectReason.d.ts +23 -0
  663. package/types/fieldtypes/TradePriceCondition.d.ts +42 -0
  664. package/types/fieldtypes/TradePriceNegotiationMethod.d.ts +26 -0
  665. package/types/fieldtypes/TradePublishIndicator.d.ts +18 -0
  666. package/types/fieldtypes/TradeQtyType.d.ts +27 -0
  667. package/types/fieldtypes/TradeReportRejectReason.d.ts +29 -0
  668. package/types/fieldtypes/TradeReportTransType.d.ts +23 -0
  669. package/types/fieldtypes/TradeReportType.d.ts +44 -0
  670. package/types/fieldtypes/TradeReportingIndicator.d.ts +28 -0
  671. package/types/fieldtypes/TradeRequestResult.d.ts +29 -0
  672. package/types/fieldtypes/TradeRequestStatus.d.ts +17 -0
  673. package/types/fieldtypes/TradeRequestType.d.ts +21 -0
  674. package/types/fieldtypes/TradeType.d.ts +20 -0
  675. package/types/fieldtypes/TradeVolType.d.ts +15 -0
  676. package/types/fieldtypes/TradedFlatSwitch.d.ts +15 -0
  677. package/types/fieldtypes/TradingCapacity.d.ts +27 -0
  678. package/types/fieldtypes/TradingSessionID.d.ts +25 -0
  679. package/types/fieldtypes/TradingSessionSubID.d.ts +33 -0
  680. package/types/fieldtypes/TransactionAttributeType.d.ts +14 -0
  681. package/types/fieldtypes/TransferRejectReason.d.ts +23 -0
  682. package/types/fieldtypes/TransferReportType.d.ts +15 -0
  683. package/types/fieldtypes/TransferScope.d.ts +17 -0
  684. package/types/fieldtypes/TransferStatus.d.ts +23 -0
  685. package/types/fieldtypes/TransferTransType.d.ts +17 -0
  686. package/types/fieldtypes/TransferType.d.ts +17 -0
  687. package/types/fieldtypes/TrdAckStatus.d.ts +17 -0
  688. package/types/fieldtypes/TrdRegPublicationReason.d.ts +29 -0
  689. package/types/fieldtypes/TrdRegPublicationType.d.ts +18 -0
  690. package/types/fieldtypes/TrdRegTimestampManualIndicator.d.ts +16 -0
  691. package/types/fieldtypes/TrdRegTimestampType.d.ts +60 -0
  692. package/types/fieldtypes/TrdRptStatus.d.ts +31 -0
  693. package/types/fieldtypes/TrdSubType.d.ts +104 -0
  694. package/types/fieldtypes/TrdType.d.ts +133 -0
  695. package/types/fieldtypes/TriggerAction.d.ts +17 -0
  696. package/types/fieldtypes/TriggerOrderType.d.ts +15 -0
  697. package/types/fieldtypes/TriggerPriceDirection.d.ts +15 -0
  698. package/types/fieldtypes/TriggerPriceType.d.ts +23 -0
  699. package/types/fieldtypes/TriggerPriceTypeScope.d.ts +19 -0
  700. package/types/fieldtypes/TriggerScope.d.ts +23 -0
  701. package/types/fieldtypes/TriggerType.d.ts +21 -0
  702. package/types/fieldtypes/Triggered.d.ts +23 -0
  703. package/types/fieldtypes/UnderlyingCashType.d.ts +15 -0
  704. package/types/fieldtypes/UnderlyingFXRateCalc.d.ts +15 -0
  705. package/types/fieldtypes/UnderlyingNotionalAdjustments.d.ts +15 -0
  706. package/types/fieldtypes/UnderlyingObligationType.d.ts +19 -0
  707. package/types/fieldtypes/UnderlyingPriceDeterminationMethod.d.ts +20 -0
  708. package/types/fieldtypes/UnderlyingSettlementType.d.ts +17 -0
  709. package/types/fieldtypes/UnitOfMeasure.d.ts +162 -0
  710. package/types/fieldtypes/UnsolicitedIndicator.d.ts +15 -0
  711. package/types/fieldtypes/UpfrontPriceType.d.ts +15 -0
  712. package/types/fieldtypes/Urgency.d.ts +17 -0
  713. package/types/fieldtypes/UserRequestType.d.ts +21 -0
  714. package/types/fieldtypes/UserStatus.d.ts +29 -0
  715. package/types/fieldtypes/ValuationMethod.d.ts +21 -0
  716. package/types/fieldtypes/ValueCheckAction.d.ts +14 -0
  717. package/types/fieldtypes/ValueCheckType.d.ts +14 -0
  718. package/types/fieldtypes/VenueType.d.ts +32 -0
  719. package/types/fieldtypes/VerificationMethod.d.ts +15 -0
  720. package/types/fieldtypes/WorkingIndicator.d.ts +15 -0
  721. package/types/fieldtypes/YieldType.d.ts +79 -0
  722. package/types/fieldtypes/index.d.ts +699 -0
  723. package/types/groups/Groups.d.ts +43 -0
  724. package/types/licensemanager/LicenseManager.d.ts +104 -0
  725. package/types/licensemanager/LicenseManagerUtils.d.ts +8 -0
  726. package/types/logger/Logger.d.ts +93 -0
  727. package/types/message/Message.d.ts +408 -0
  728. package/types/messagetemplates/MessageTemplates.d.ts +32 -0
  729. package/types/messagetype/MessageType.d.ts +138 -0
  730. package/types/session/ClientMessageProcessor.d.ts +13 -0
  731. package/types/session/ServerMessageProcessor.d.ts +13 -0
  732. package/types/session/SessionFirstMessage.d.ts +12 -0
  733. package/types/session/SessionLogon.d.ts +18 -0
  734. package/types/session/SessionLogout.d.ts +3 -0
  735. package/types/session/SessionResendRequest.d.ts +18 -0
  736. package/types/session/SessionSequence.d.ts +12 -0
  737. package/types/session/SessionSequenceReset.d.ts +11 -0
  738. package/types/session/SessionTestRequest.d.ts +11 -0
  739. package/types/spec/SpecCategories.d.ts +11 -0
  740. package/types/spec/SpecComponents.d.ts +30 -0
  741. package/types/spec/SpecDatatypes.d.ts +18 -0
  742. package/types/spec/SpecEnums.d.ts +18 -0
  743. package/types/spec/SpecFields.d.ts +19 -0
  744. package/types/spec/SpecGroups.d.ts +29 -0
  745. package/types/spec/SpecSections.d.ts +10 -0
  746. package/types/util/FrameDecoder.d.ts +7 -0
  747. package/types/util/timestamp.d.ts +2 -0
  748. package/types/util/util.d.ts +23 -0
@@ -0,0 +1,17 @@
1
+ /**
2
+ * Describes the source of the identifier that RelatedPositionID(1862) represents.
3
+ * - Tag: 1863
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RelatedPositionIDSource: Readonly<{
10
+ /** Position maintenance report ID - PosMaintRptID(721) */
11
+ readonly PosMaintRptID: 1;
12
+ /** Position transfer ID - TransferID(2437) */
13
+ readonly TransferID: 2;
14
+ /** Position entity ID - PositionID(2618) */
15
+ readonly PositionEntityID: 3;
16
+ }>;
17
+ export type RelatedPositionIDSource = (typeof RelatedPositionIDSource)[keyof typeof RelatedPositionIDSource];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).
3
+ * - Tag: 1821
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RelatedPriceSource: Readonly<{
10
+ /** NBB (National Best Bid) */
11
+ readonly NBBid: 1;
12
+ /** NBO (National Best Offer) */
13
+ readonly NBOffer: 2;
14
+ }>;
15
+ export type RelatedPriceSource = (typeof RelatedPriceSource)[keyof typeof RelatedPriceSource];
@@ -0,0 +1,25 @@
1
+ /**
2
+ * Describes the source of the identifier that RelatedTradeID(1856) represents.
3
+ * - Tag: 1857
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RelatedTradeIDSource: Readonly<{
10
+ /** Non-FIX source */
11
+ readonly NonFIXSource: 0;
12
+ /** Trade ID */
13
+ readonly TradeID: 1;
14
+ /** Secondary trade ID */
15
+ readonly SecondaryTradeID: 2;
16
+ /** Trade report ID */
17
+ readonly TradeReportID: 3;
18
+ /** Firm trade ID */
19
+ readonly FirmTradeID: 4;
20
+ /** Secondary firm Trade ID */
21
+ readonly SecondaryFirmTradeID: 5;
22
+ /** Regulatory trade ID */
23
+ readonly RegulatoryTradeID: 6;
24
+ }>;
25
+ export type RelatedTradeIDSource = (typeof RelatedTradeIDSource)[keyof typeof RelatedTradeIDSource];
@@ -0,0 +1,17 @@
1
+ /**
2
+ * Specifies the side of the relative value.
3
+ * - Tag: 2532
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RelativeValueSide: Readonly<{
10
+ /** Bid */
11
+ readonly Bid: 1;
12
+ /** Mid */
13
+ readonly Mid: 2;
14
+ /** Offer */
15
+ readonly Offer: 3;
16
+ }>;
17
+ export type RelativeValueSide = (typeof RelativeValueSide)[keyof typeof RelativeValueSide];
@@ -0,0 +1,23 @@
1
+ /**
2
+ * Indicates the type of relative value measurement being specified.
3
+ * - Tag: 2530
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RelativeValueType: Readonly<{
10
+ readonly ASWSpread: 1;
11
+ readonly OIS: 2;
12
+ readonly ZSpread: 3;
13
+ readonly DiscountMargin: 4;
14
+ readonly ISpread: 5;
15
+ readonly OAS: 6;
16
+ readonly GSpread: 7;
17
+ readonly CDSBasis: 8;
18
+ readonly CDSInterpolatedBasis: 9;
19
+ readonly DV01: 10;
20
+ readonly PV01: 11;
21
+ readonly CS01: 12;
22
+ }>;
23
+ export type RelativeValueType = (typeof RelativeValueType)[keyof typeof RelativeValueType];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Instruction to define conditions under which to release a locked order or parts of it.
3
+ * - Tag: 1810
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReleaseInstruction: Readonly<{
10
+ /** Intermarket Sweep Order (ISO) */
11
+ readonly ISO: 1;
12
+ /** No Away Market Better check */
13
+ readonly NoAwayMarketBetterCheck: 2;
14
+ }>;
15
+ export type ReleaseInstruction = (typeof ReleaseInstruction)[keyof typeof ReleaseInstruction];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * RemunerationIndicator
3
+ * - Tag: 2356
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RemunerationIndicator: Readonly<{
10
+ /** No remuneration paid */
11
+ readonly NoRemunerationPaid: 0;
12
+ /** Remuneration paid */
13
+ readonly RemunerationPaid: 1;
14
+ }>;
15
+ export type RemunerationIndicator = (typeof RemunerationIndicator)[keyof typeof RemunerationIndicator];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Identifies party of trade responsible for exchange reporting.
3
+ * - Tag: 113
4
+ * - FIX Specification type: Boolean
5
+ * - Mapped type: string
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReportToExch: Readonly<{
10
+ /** Indicates the party sending message will report trade */
11
+ readonly SenderReports: 'N';
12
+ /** Indicates the party receiving message must report trade */
13
+ readonly ReceiverReports: 'Y';
14
+ }>;
15
+ export type ReportToExch = (typeof ReportToExch)[keyof typeof ReportToExch];
@@ -0,0 +1,25 @@
1
+ /**
2
+ * Result of a request as identified by the appropriate request ID field
3
+ * - Tag: 1511
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RequestResult: Readonly<{
10
+ /** Valid request */
11
+ readonly ValidRequest: 0;
12
+ /** Invalid or unsupported request */
13
+ readonly InvalidOrUnsupportedRequest: 1;
14
+ /** No data found that match selection criteria */
15
+ readonly NoDataFound: 2;
16
+ /** Not authorized to retrieve data */
17
+ readonly NotAuthorized: 3;
18
+ /** Data temporarily unavailable */
19
+ readonly DataTemporarilyUnavailable: 4;
20
+ /** Request for data not supported */
21
+ readonly RequestForDataNotSupported: 5;
22
+ /** Other (further information in RejectText (1328) field) */
23
+ readonly Other: 99;
24
+ }>;
25
+ export type RequestResult = (typeof RequestResult)[keyof typeof RequestResult];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Indicates that both sides of the FIX session should reset sequence numbers.
3
+ * - Tag: 141
4
+ * - FIX Specification type: Boolean
5
+ * - Mapped type: string
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ResetSeqNumFlag: Readonly<{
10
+ /** No */
11
+ readonly No: 'N';
12
+ /** Yes, reset sequence numbers */
13
+ readonly Yes: 'Y';
14
+ }>;
15
+ export type ResetSeqNumFlag = (typeof ResetSeqNumFlag)[keyof typeof ResetSeqNumFlag];
@@ -0,0 +1,19 @@
1
+ /**
2
+ * Specifies the type of respondents requested.
3
+ * - Tag: 1172
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RespondentType: Readonly<{
10
+ /** All market participants */
11
+ readonly AllMarketParticipants: 1;
12
+ /** Specified market participants */
13
+ readonly SpecifiedMarketParticipants: 2;
14
+ /** All Market Makers */
15
+ readonly AllMarketMakers: 3;
16
+ /** Primary Market Maker(s) */
17
+ readonly PrimaryMarketMaker: 4;
18
+ }>;
19
+ export type RespondentType = (typeof RespondentType)[keyof typeof RespondentType];
@@ -0,0 +1,13 @@
1
+ /**
2
+ * Identifies how the response to the request should be transmitted.
3
+ * - Tag: 725
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ResponseTransportType: Readonly<{
10
+ readonly Inband: 0;
11
+ readonly OutOfBand: 1;
12
+ }>;
13
+ export type ResponseTransportType = (typeof ResponseTransportType)[keyof typeof ResponseTransportType];
@@ -0,0 +1,19 @@
1
+ /**
2
+ * RestructuringType
3
+ * - Tag: 1449
4
+ * - FIX Specification type: String
5
+ * - Mapped type: string
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RestructuringType: Readonly<{
10
+ /** Full Restructuring */
11
+ readonly FullRestructuring: 'FR';
12
+ /** Modified Restructuring */
13
+ readonly ModifiedRestructuring: 'MR';
14
+ /** Modified Mod Restructuring */
15
+ readonly ModifiedModRestructuring: 'MM';
16
+ /** No Restructuring specified */
17
+ readonly NoRestructuringSpecified: 'XR';
18
+ }>;
19
+ export type RestructuringType = (typeof RestructuringType)[keyof typeof RestructuringType];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Specifies the valuation type applicable to the return rate date.
3
+ * - Tag: 42710
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReturnRateDateMode: Readonly<{
10
+ /** Price valuation */
11
+ readonly PriceValuation: 0;
12
+ /** Dividend valuation */
13
+ readonly DividendValuation: 1;
14
+ }>;
15
+ export type ReturnRateDateMode = (typeof ReturnRateDateMode)[keyof typeof ReturnRateDateMode];
@@ -0,0 +1,18 @@
1
+ /**
2
+ * The basis of the return price.
3
+ * - Tag: 42766
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReturnRatePriceBasis: Readonly<{
10
+ readonly Gross: 0;
11
+ /** Net */
12
+ readonly Net: 1;
13
+ /** Accrued */
14
+ readonly Accrued: 2;
15
+ /** Clean net */
16
+ readonly CleanNet: 3;
17
+ }>;
18
+ export type ReturnRatePriceBasis = (typeof ReturnRatePriceBasis)[keyof typeof ReturnRatePriceBasis];
@@ -0,0 +1,17 @@
1
+ /**
2
+ * Specifies the type of price sequence of the return rate.
3
+ * - Tag: 42736
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReturnRatePriceSequence: Readonly<{
10
+ /** Initial */
11
+ readonly Initial: 0;
12
+ /** Interim */
13
+ readonly Interim: 1;
14
+ /** Final */
15
+ readonly Final: 2;
16
+ }>;
17
+ export type ReturnRatePriceSequence = (typeof ReturnRatePriceSequence)[keyof typeof ReturnRatePriceSequence];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms.
3
+ * - Tag: 42769
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReturnRatePriceType: Readonly<{
10
+ /** Absolute terms */
11
+ readonly AbsoluteTerms: 0;
12
+ /** Percentage of notional */
13
+ readonly PercentageOfNotional: 1;
14
+ }>;
15
+ export type ReturnRatePriceType = (typeof ReturnRatePriceType)[keyof typeof ReturnRatePriceType];
@@ -0,0 +1,20 @@
1
+ /**
2
+ * Specifies how or the timing when the quote is to be obtained.
3
+ * - Tag: 42748
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReturnRateQuoteTimeType: Readonly<{
10
+ readonly Open: 0;
11
+ readonly OfficialSettlPx: 1;
12
+ readonly Xetra: 2;
13
+ readonly Close: 3;
14
+ readonly DerivativesClose: 4;
15
+ readonly High: 5;
16
+ readonly Low: 6;
17
+ /** As specified in the master confirmation */
18
+ readonly AsSpecifiedInMasterConfirmation: 7;
19
+ }>;
20
+ export type ReturnRateQuoteTimeType = (typeof ReturnRateQuoteTimeType)[keyof typeof ReturnRateQuoteTimeType];
@@ -0,0 +1,16 @@
1
+ /**
2
+ * Indicates whether an ISDA price option applies, and if applicable which type of price.
3
+ * - Tag: 42759
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReturnRateValuationPriceOption: Readonly<{
10
+ /** None (the default) */
11
+ readonly None: 0;
12
+ readonly FuturesPrice: 1;
13
+ readonly OptionsPrice: 2;
14
+ }>;
15
+ export type ReturnRateValuationPriceOption =
16
+ (typeof ReturnRateValuationPriceOption)[keyof typeof ReturnRateValuationPriceOption];
@@ -0,0 +1,31 @@
1
+ /**
2
+ * Indicates the type of return or payout trigger for the swap or forward.
3
+ * - Tag: 2753
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const ReturnTrigger: Readonly<{
10
+ /** Dividend */
11
+ readonly Dividend: 1;
12
+ /** Variance */
13
+ readonly Variance: 2;
14
+ /** Volatility */
15
+ readonly Volatility: 3;
16
+ /** Total return */
17
+ readonly TotalReturn: 4;
18
+ /** Contract for difference */
19
+ readonly ContractForDifference: 5;
20
+ /** Credit default */
21
+ readonly CreditDefault: 6;
22
+ /** Spread bet */
23
+ readonly SpreadBet: 7;
24
+ /** Price */
25
+ readonly Price: 8;
26
+ /** Forward price of underlying instrument */
27
+ readonly ForwardPriceUnderlyingInstrument: 9;
28
+ /** Other */
29
+ readonly Other: 99;
30
+ }>;
31
+ export type ReturnTrigger = (typeof ReturnTrigger)[keyof typeof ReturnTrigger];
@@ -0,0 +1,27 @@
1
+ /**
2
+ * Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.
3
+ * - Tag: 1767
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitAction: Readonly<{
10
+ /** Queue inbound */
11
+ readonly QueueInbound: 0;
12
+ /** Queue outbound */
13
+ readonly QueueOutbound: 1;
14
+ /** Reject */
15
+ readonly Reject: 2;
16
+ /** Disconnect */
17
+ readonly Disconnect: 3;
18
+ /** Warning */
19
+ readonly Warning: 4;
20
+ readonly PingCreditCheckWithRevalidation: 5;
21
+ readonly PingCreditCheckNoRevalidation: 6;
22
+ readonly PushCreditCheckWithRevalidation: 7;
23
+ readonly PushCreditCheckNoRevalidation: 8;
24
+ readonly Suspend: 9;
25
+ readonly HaltTrading: 10;
26
+ }>;
27
+ export type RiskLimitAction = (typeof RiskLimitAction)[keyof typeof RiskLimitAction];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Specifies the type of credit limit check model workflow to apply for the specified party
3
+ * - Tag: 2339
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitCheckModelType: Readonly<{
10
+ readonly None: 0;
11
+ readonly PlusOneModel: 1;
12
+ readonly PingModel: 2;
13
+ readonly PushModel: 3;
14
+ }>;
15
+ export type RiskLimitCheckModelType = (typeof RiskLimitCheckModelType)[keyof typeof RiskLimitCheckModelType];
@@ -0,0 +1,24 @@
1
+ /**
2
+ * Result of the credit limit check request.
3
+ * - Tag: 2326
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitCheckRequestResult: Readonly<{
10
+ /** Successful (default) */
11
+ readonly Successful: 0;
12
+ /** Invalid party */
13
+ readonly InvalidParty: 1;
14
+ /** Requested amount exceeds credit limit */
15
+ readonly ReqExceedsCreditLimit: 2;
16
+ /** Requested amount exceeds clip size limit */
17
+ readonly ReqExceedsClipSizeLimit: 3;
18
+ /** Request exceeds maximum notional order amount */
19
+ readonly ReqExceedsMaxNotional: 4;
20
+ /** Other */
21
+ readonly Other: 99;
22
+ }>;
23
+ export type RiskLimitCheckRequestResult =
24
+ (typeof RiskLimitCheckRequestResult)[keyof typeof RiskLimitCheckRequestResult];
@@ -0,0 +1,20 @@
1
+ /**
2
+ * Indicates the status of the risk limit check request.
3
+ * - Tag: 2325
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitCheckRequestStatus: Readonly<{
10
+ readonly Approved: 0;
11
+ readonly PartiallyApproved: 1;
12
+ /** Rejected */
13
+ readonly Rejected: 2;
14
+ /** Approval pending */
15
+ readonly ApprovalPending: 3;
16
+ /** Cancelled */
17
+ readonly Cancelled: 4;
18
+ }>;
19
+ export type RiskLimitCheckRequestStatus =
20
+ (typeof RiskLimitCheckRequestStatus)[keyof typeof RiskLimitCheckRequestStatus];
@@ -0,0 +1,13 @@
1
+ /**
2
+ * Specifies the type of limit amount check being requested.
3
+ * - Tag: 2323
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitCheckRequestType: Readonly<{
10
+ readonly AllOrNone: 0;
11
+ readonly Partial: 1;
12
+ }>;
13
+ export type RiskLimitCheckRequestType = (typeof RiskLimitCheckRequestType)[keyof typeof RiskLimitCheckRequestType];
@@ -0,0 +1,26 @@
1
+ /**
2
+ * Indicates the status of the risk limit check performed on a trade.
3
+ * - Tag: 2343
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitCheckStatus: Readonly<{
10
+ readonly Accepted: 0;
11
+ readonly Rejected: 1;
12
+ readonly ClaimRequired: 2;
13
+ readonly PreDefinedLimitCheckSucceeded: 3;
14
+ readonly PreDefinedLimitCheckFailed: 4;
15
+ readonly PreDefinedAutoAcceptRuleInvoked: 5;
16
+ readonly PreDefinedAutoRejectRuleInvoked: 6;
17
+ readonly AcceptedByClearingFirm: 7;
18
+ readonly RejectedByClearingFirm: 8;
19
+ readonly Pending: 9;
20
+ readonly AcceptedByCreditHub: 10;
21
+ readonly RejectedByCreditHub: 11;
22
+ readonly PendingCreditHubCheck: 12;
23
+ readonly AcceptedByExecVenue: 13;
24
+ readonly RejectedByExecVenue: 14;
25
+ }>;
26
+ export type RiskLimitCheckStatus = (typeof RiskLimitCheckStatus)[keyof typeof RiskLimitCheckStatus];
@@ -0,0 +1,17 @@
1
+ /**
2
+ * Specifies the transaction type of the risk limit check request.
3
+ * - Tag: 2320
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitCheckTransType: Readonly<{
10
+ /** New */
11
+ readonly New: 0;
12
+ /** Cancel */
13
+ readonly Cancel: 1;
14
+ /** Replace */
15
+ readonly Replace: 2;
16
+ }>;
17
+ export type RiskLimitCheckTransType = (typeof RiskLimitCheckTransType)[keyof typeof RiskLimitCheckTransType];
@@ -0,0 +1,13 @@
1
+ /**
2
+ * Specifies the type of limit check message.
3
+ * - Tag: 2321
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitCheckType: Readonly<{
10
+ readonly Submit: 0;
11
+ readonly LimitConsumed: 1;
12
+ }>;
13
+ export type RiskLimitCheckType = (typeof RiskLimitCheckType)[keyof typeof RiskLimitCheckType];
@@ -0,0 +1,18 @@
1
+ /**
2
+ * The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR).
3
+ * - Tag: 2317
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitReportRejectReason: Readonly<{
10
+ /** Unknown RiskLimitReportID(1667) */
11
+ readonly UnkRiskLmtRprtID: 0;
12
+ /** Unknown party */
13
+ readonly UnkPty: 1;
14
+ /** Other */
15
+ readonly Other: 99;
16
+ }>;
17
+ export type RiskLimitReportRejectReason =
18
+ (typeof RiskLimitReportRejectReason)[keyof typeof RiskLimitReportRejectReason];
@@ -0,0 +1,15 @@
1
+ /**
2
+ * Status of risk limit report.
3
+ * - Tag: 2316
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitReportStatus: Readonly<{
10
+ /** Accepted */
11
+ readonly Accepted: 0;
12
+ /** Rejected */
13
+ readonly Rejected: 1;
14
+ }>;
15
+ export type RiskLimitReportStatus = (typeof RiskLimitReportStatus)[keyof typeof RiskLimitReportStatus];
@@ -0,0 +1,45 @@
1
+ /**
2
+ * Result of risk limit definition request.
3
+ * - Tag: 1761
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitRequestResult: 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 risk limit type(s) */
17
+ readonly InvalidRiskLimitType: 3;
18
+ /** Invalid risk limit ID(s) */
19
+ readonly InvalidRiskLimitID: 4;
20
+ /** Invalid risk limit amount(s) */
21
+ readonly InvalidRiskLimitAmount: 5;
22
+ /** Invalid risk/warning level action(s) */
23
+ readonly InvalidRiskWarningLevelAction: 6;
24
+ /** Invalid risk instrument scope(s) */
25
+ readonly InvalidRiskInstrumentScope: 7;
26
+ /** Risk limit actions not supported */
27
+ readonly RiskLimitActionsNotSupported: 8;
28
+ /** Warning levels not supported */
29
+ readonly WarningLevelsNotSupported: 9;
30
+ /** Warning level actions not supported */
31
+ readonly WarningLevelActionsNotSupported: 10;
32
+ /** Risk instrument scope not supported */
33
+ readonly RiskInstrumentScopeNotSupported: 11;
34
+ /** Risk limit not approved for party(-ies) */
35
+ readonly RiskLimitNotApprovedForParty: 12;
36
+ /** Risk limit already defined for party(-ies) */
37
+ readonly RiskLimitAlreadyDefinedForParty: 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 RiskLimitRequestResult = (typeof RiskLimitRequestResult)[keyof typeof RiskLimitRequestResult];
@@ -0,0 +1,17 @@
1
+ /**
2
+ * Type of risk limit information.
3
+ * - Tag: 1760
4
+ * - FIX Specification type: int
5
+ * - Mapped type: number
6
+ * @readonly
7
+ * @public
8
+ */
9
+ export declare const RiskLimitRequestType: Readonly<{
10
+ /** Definitions(Default) */
11
+ readonly Definitions: 1;
12
+ /** Utilization */
13
+ readonly Utilization: 2;
14
+ /** Definitions and utilization */
15
+ readonly DefinitionsAndUtilizations: 3;
16
+ }>;
17
+ export type RiskLimitRequestType = (typeof RiskLimitRequestType)[keyof typeof RiskLimitRequestType];