fixparser 9.1.7-def37df3 → 9.1.7-edd9ee17

package/types/fieldtypes/TaxAdvantageType.d.ts

@@ -0,0 +1,73 @@
+/**
+ * Identifies the type of tax exempt account in which purchases shares/units are to be held. Used for CIV.
+ * - Tag: 495
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TaxAdvantageType: Readonly<{
+    /** None/Not Applicable (default) */
+    readonly None: 0;
+    /** Maxi ISA (UK) */
+    readonly MaxiISA: 1;
+    /** TESSA (UK) */
+    readonly TESSA: 2;
+    /** Mini Cash ISA (UK) */
+    readonly MiniCashISA: 3;
+    /** Mini Stocks And Shares ISA (UK) */
+    readonly MiniStocksAndSharesISA: 4;
+    /** Mini Insurance ISA (UK) */
+    readonly MiniInsuranceISA: 5;
+    /** Current Year Payment (US) */
+    readonly CurrentYearPayment: 6;
+    /** Prior Year Payment (US) */
+    readonly PriorYearPayment: 7;
+    /** Asset Transfer (US) */
+    readonly AssetTransfer: 8;
+    /** Employee - prior year (US) */
+    readonly EmployeePriorYear: 9;
+    /** Employee - current year (US) */
+    readonly EmployeeCurrentYear: 10;
+    /** Employer - prior year (US) */
+    readonly EmployerPriorYear: 11;
+    /** Employer - current year (US) */
+    readonly EmployerCurrentYear: 12;
+    /** Non-fund prototype IRA (US) */
+    readonly NonFundPrototypeIRA: 13;
+    /** Non-fund qualified plan (US) */
+    readonly NonFundQualifiedPlan: 14;
+    /** Defined contribution plan (US) */
+    readonly DefinedContributionPlan: 15;
+    /** Individual Retirement Account (US) */
+    readonly IRA: 16;
+    /** Individual Retirement Account - Rollover (US) */
+    readonly IRARollover: 17;
+    /** KEOGH (US) */
+    readonly KEOGH: 18;
+    /** Profit Sharing Plan (US) */
+    readonly ProfitSharingPlan: 19;
+    /** 401(k) (US) */
+    readonly US401K: 20;
+    /** Self-directed IRA (US) */
+    readonly SelfDirectedIRA: 21;
+    /** 403(b) (US) */
+    readonly US403b: 22;
+    /** 457 (US) */
+    readonly US457: 23;
+    /** Roth IRA (Fund Prototype) (US) */
+    readonly RothIRAPrototype: 24;
+    /** Roth IRA (Non-prototype) (US) */
+    readonly RothIRANonPrototype: 25;
+    /** Roth Conversion IRA (Fund Prototype) (US) */
+    readonly RothConversionIRAPrototype: 26;
+    /** Roth Conversion IRA (Non-prototype) (US) */
+    readonly RothConversionIRANonPrototype: 27;
+    /** Education IRA (Fund Prototype) (US) */
+    readonly EducationIRAPrototype: 28;
+    /** Education IRA (Non-prototype) (US) */
+    readonly EducationIRANonPrototype: 29;
+    /** Other */
+    readonly Other: 999;
+}>;
+export type TaxAdvantageType = (typeof TaxAdvantageType)[keyof typeof TaxAdvantageType];

package/types/fieldtypes/TaxonomyType.d.ts

@@ -0,0 +1,13 @@
+/**
+ * The type of identification taxonomy used to identify the security.
+ * - Tag: 2375
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TaxonomyType: Readonly<{
+    readonly ISINOrAltInstrmtID: 'I';
+    readonly InterimTaxonomy: 'E';
+}>;
+export type TaxonomyType = (typeof TaxonomyType)[keyof typeof TaxonomyType];

package/types/fieldtypes/TerminationType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Type of financing termination.
+ * - Tag: 788
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TerminationType: Readonly<{
+    /** Overnight */
+    readonly Overnight: 1;
+    /** Term */
+    readonly Term: 2;
+    /** Flexible */
+    readonly Flexible: 3;
+    /** Open */
+    readonly Open: 4;
+}>;
+export type TerminationType = (typeof TerminationType)[keyof typeof TerminationType];

package/types/fieldtypes/TestActionRequestStatus.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Status of the TestActionRequest(35=EN) message being responded to.
+ * - Tag: 3068
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestActionRequestStatus: Readonly<{
+    /** Received, not yet processed */
+    readonly Received: 0;
+    /** Accepted */
+    readonly Accepted: 1;
+    readonly Rejected: 2;
+}>;
+export type TestActionRequestStatus = (typeof TestActionRequestStatus)[keyof typeof TestActionRequestStatus];

package/types/fieldtypes/TestActionType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Specifies the type of action to take or that was taken for a given test suite.
+ * - Tag: 3067
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestActionType: Readonly<{
+    /** Start */
+    readonly Start: 0;
+    /** Stop */
+    readonly Stop: 1;
+    /** State */
+    readonly State: 2;
+}>;
+export type TestActionType = (typeof TestActionType)[keyof typeof TestActionType];

package/types/fieldtypes/TestGatewayDetailType.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Type of test gateway information.
+ * - Tag: 3094
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestGatewayDetailType: Readonly<{
+    readonly MarketDataGatewayIPAddress: 0;
+    readonly MarketDataGatewayPortNumber: 1;
+    readonly MarketDataGatewayDataFormat: 2;
+    readonly MarketDataGatewayFormatVersion: 3;
+    readonly MarketDataGatewayRoutingIPAddress: 4;
+    readonly OrderEntryGatewayIPAddress: 5;
+    readonly OrderEntryGatewayPortNumber: 6;
+    readonly OrderEntryGatewaydataFormat: 7;
+    readonly OrderEntryGatewayFormatVersion: 8;
+    readonly OrderEntryGatewayRoutingIPAddress: 9;
+}>;
+export type TestGatewayDetailType = (typeof TestGatewayDetailType)[keyof typeof TestGatewayDetailType];

package/types/fieldtypes/TestMessageIndicator.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".
+ * - Tag: 464
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TestMessageIndicator: Readonly<{
+    /** False (production) */
+    readonly False: 'N';
+    /** True (test) */
+    readonly True: 'Y';
+}>;
+export type TestMessageIndicator = (typeof TestMessageIndicator)[keyof typeof TestMessageIndicator];

package/types/fieldtypes/TestSuiteActivityState.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Specifies the activity state the test suite is in.
+ * - Tag: 3069
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestSuiteActivityState: Readonly<{
+    readonly Scheduled: 0;
+    readonly Running: 1;
+    readonly Completed: 2;
+    readonly Cancelled: 3;
+}>;
+export type TestSuiteActivityState = (typeof TestSuiteActivityState)[keyof typeof TestSuiteActivityState];

package/types/fieldtypes/TestSuiteRequestStatus.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Status of the TestSuiteDefinitionRequest(35=EL) message being responded to.
+ * - Tag: 3065
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestSuiteRequestStatus: Readonly<{
+    /** Received, not yet processed */
+    readonly Received: 0;
+    /** Accepted */
+    readonly Accepted: 1;
+    readonly Rejected: 2;
+}>;
+export type TestSuiteRequestStatus = (typeof TestSuiteRequestStatus)[keyof typeof TestSuiteRequestStatus];

package/types/fieldtypes/TestSuiteRequestTransType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Identifies the message transaction type.
+ * - Tag: 3064
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestSuiteRequestTransType: Readonly<{
+    /** New */
+    readonly New: 0;
+    /** Cancel */
+    readonly Cancel: 1;
+}>;
+export type TestSuiteRequestTransType = (typeof TestSuiteRequestTransType)[keyof typeof TestSuiteRequestTransType];

package/types/fieldtypes/TestSuiteStatus.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Identifies the overall test result of a group of individual test scenarios.
+ * - Tag: 3070
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestSuiteStatus: Readonly<{
+    /** Undefined */
+    readonly Undefined: 0;
+    /** Pass */
+    readonly Pass: 1;
+    /** Fail */
+    readonly Fail: 2;
+    /** Warning */
+    readonly Warning: 3;
+}>;
+export type TestSuiteStatus = (typeof TestSuiteStatus)[keyof typeof TestSuiteStatus];

package/types/fieldtypes/TestThresholdType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Identifies whether the value of a measure needs to be over or under a specific threshold to be successful.
+ * - Tag: 3058
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TestThresholdType: Readonly<{
+    /** Under */
+    readonly Under: 0;
+    /** Over */
+    readonly Over: 1;
+}>;
+export type TestThresholdType = (typeof TestThresholdType)[keyof typeof TestThresholdType];

package/types/fieldtypes/ThrottleAction.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Action to take should throttle limit be exceeded.
+ * - Tag: 1611
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ThrottleAction: Readonly<{
+    /** Queue inbound */
+    readonly QueueInbound: 0;
+    /** Queue outbound */
+    readonly QueueOutbound: 1;
+    /** Reject */
+    readonly Reject: 2;
+    /** Disconnect */
+    readonly Disconnect: 3;
+    /** Warning */
+    readonly Warning: 4;
+}>;
+export type ThrottleAction = (typeof ThrottleAction)[keyof typeof ThrottleAction];

package/types/fieldtypes/ThrottleCountIndicator.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests.
+ * - Tag: 1686
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ThrottleCountIndicator: Readonly<{
+    /** Outstanding requests unchanged */
+    readonly OutstandingRequestsUnchanged: 0;
+    /** Outstanding requests decreased */
+    readonly OutstandingRequestsDecreased: 1;
+}>;
+export type ThrottleCountIndicator = (typeof ThrottleCountIndicator)[keyof typeof ThrottleCountIndicator];

package/types/fieldtypes/ThrottleInst.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Describes action recipient should take if a throttle limit were exceeded.
+ * - Tag: 1685
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ThrottleInst: Readonly<{
+    /** Reject if throttle limit exceeded */
+    readonly RejectIfThrottleLimitExceeded: 0;
+    /** Queue if throttle limit exceeded */
+    readonly QueueIfThrottleLimitExceeded: 1;
+}>;
+export type ThrottleInst = (typeof ThrottleInst)[keyof typeof ThrottleInst];

package/types/fieldtypes/ThrottleStatus.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates whether a message was queued as a result of throttling.
+ * - Tag: 1609
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ThrottleStatus: Readonly<{
+    /** Throttle limit not exceeded, not queued */
+    readonly ThrottleLimitNotExceededNotQueued: 0;
+    /** Queued due to throttle limit exceeded */
+    readonly QueuedDueToThrottleLimitExceeded: 1;
+}>;
+export type ThrottleStatus = (typeof ThrottleStatus)[keyof typeof ThrottleStatus];

package/types/fieldtypes/ThrottleType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Type of throttle.
+ * - Tag: 1612
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ThrottleType: Readonly<{
+    /** Inbound Rate */
+    readonly InboundRate: 0;
+    /** Outstanding Requests */
+    readonly OutstandingRequests: 1;
+}>;
+export type ThrottleType = (typeof ThrottleType)[keyof typeof ThrottleType];

package/types/fieldtypes/TickDirection.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Direction of the "tick".
+ * - Tag: 274
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TickDirection: Readonly<{
+    /** Plus Tick */
+    readonly PlusTick: '0';
+    /** Zero-Plus Tick */
+    readonly ZeroPlusTick: '1';
+    /** Minus Tick */
+    readonly MinusTick: '2';
+    /** Zero-Minus Tick */
+    readonly ZeroMinusTick: '3';
+}>;
+export type TickDirection = (typeof TickDirection)[keyof typeof TickDirection];

package/types/fieldtypes/TickRuleType.d.ts

@@ -0,0 +1,22 @@
+/**
+ * Specifies the type of tick rule which is being described
+ * - Tag: 1209
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TickRuleType: Readonly<{
+    /** Regular trading */
+    readonly RegularTrading: 0;
+    /** Variable cabinet */
+    readonly VariableCabinet: 1;
+    /** Fixed cabinet */
+    readonly FixedCabinet: 2;
+    /** Traded as a spread leg */
+    readonly TradedAsASpreadLeg: 3;
+    /** Settled as a spread leg */
+    readonly SettledAsASpreadLeg: 4;
+    readonly TradedAsSpread: 5;
+}>;
+export type TickRuleType = (typeof TickRuleType)[keyof typeof TickRuleType];

package/types/fieldtypes/TimeInForce.d.ts

@@ -0,0 +1,24 @@
+/**
+ * Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.
+ * - Tag: 59
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TimeInForce: Readonly<{
+    readonly Day: '0';
+    readonly GoodTillCancel: '1';
+    readonly AtTheOpening: '2';
+    readonly ImmediateOrCancel: '3';
+    readonly FillOrKill: '4';
+    readonly GoodTillCrossing: '5';
+    readonly GoodTillDate: '6';
+    readonly AtTheClose: '7';
+    readonly GoodThroughCrossing: '8';
+    readonly AtCrossing: '9';
+    readonly GoodForTime: 'A';
+    readonly GoodForAuction: 'B';
+    readonly GoodForMonth: 'C';
+}>;
+export type TimeInForce = (typeof TimeInForce)[keyof typeof TimeInForce];

package/types/fieldtypes/TimeUnit.d.ts

@@ -0,0 +1,29 @@
+/**
+ * TimeUnit
+ * - Tag: 997
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const TimeUnit: Readonly<{
+    /** Hour */
+    readonly Hour: 'H';
+    /** Minute */
+    readonly Minute: 'Min';
+    /** Second */
+    readonly Second: 'S';
+    /** Day */
+    readonly Day: 'D';
+    /** Week */
+    readonly Week: 'Wk';
+    /** Month */
+    readonly Month: 'Mo';
+    /** Year */
+    readonly Year: 'Yr';
+    /** Quarter */
+    readonly Quarter: 'Q';
+    readonly EndOfMonth: 'EOM';
+    readonly Flexible: 'F';
+}>;
+export type TimeUnit = (typeof TimeUnit)[keyof typeof TimeUnit];

package/types/fieldtypes/TradSesControl.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates how control of trading session and subsession transitions are performed.
+ * - Tag: 1785
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradSesControl: Readonly<{
+    /** Automatic (Default) */
+    readonly Automatic: 0;
+    /** Manual */
+    readonly Manual: 1;
+}>;
+export type TradSesControl = (typeof TradSesControl)[keyof typeof TradSesControl];

package/types/fieldtypes/TradSesEvent.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time.
+ * - Tag: 1368
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradSesEvent: Readonly<{
+    /** Trading resumes (after Halt) */
+    readonly TradingResumes: 0;
+    /** Change of Trading Session */
+    readonly ChangeOfTradingSession: 1;
+    /** Change of Trading Subsession */
+    readonly ChangeOfTradingSubsession: 2;
+    /** Change of Trading Status */
+    readonly ChangeOfTradingStatus: 3;
+}>;
+export type TradSesEvent = (typeof TradSesEvent)[keyof typeof TradSesEvent];

package/types/fieldtypes/TradSesMethod.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Method of trading
+ * - Tag: 338
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradSesMethod: Readonly<{
+    /** Electronic */
+    readonly Electronic: 1;
+    /** Open Outcry */
+    readonly OpenOutcry: 2;
+    /** Two Party */
+    readonly TwoParty: 3;
+    /** Voice */
+    readonly Voice: 4;
+}>;
+export type TradSesMethod = (typeof TradSesMethod)[keyof typeof TradSesMethod];

package/types/fieldtypes/TradSesMode.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Trading Session Mode
+ * - Tag: 339
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradSesMode: Readonly<{
+    /** Testing */
+    readonly Testing: 1;
+    /** Simulated */
+    readonly Simulated: 2;
+    /** Production */
+    readonly Production: 3;
+}>;
+export type TradSesMode = (typeof TradSesMode)[keyof typeof TradSesMode];

package/types/fieldtypes/TradSesStatus.d.ts

@@ -0,0 +1,25 @@
+/**
+ * State of the trading session.
+ * - Tag: 340
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradSesStatus: Readonly<{
+    /** Unknown */
+    readonly Unknown: 0;
+    /** Halted */
+    readonly Halted: 1;
+    /** Open */
+    readonly Open: 2;
+    /** Closed */
+    readonly Closed: 3;
+    /** Pre-Open */
+    readonly PreOpen: 4;
+    /** Pre-Close */
+    readonly PreClose: 5;
+    /** Request Rejected */
+    readonly RequestRejected: 6;
+}>;
+export type TradSesStatus = (typeof TradSesStatus)[keyof typeof TradSesStatus];

package/types/fieldtypes/TradSesStatusRejReason.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates the reason a Trading Session Status Request was rejected.
+ * - Tag: 567
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradSesStatusRejReason: Readonly<{
+    /** Unknown or invalid TradingSessionID */
+    readonly UnknownOrInvalidTradingSessionID: 1;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type TradSesStatusRejReason = (typeof TradSesStatusRejReason)[keyof typeof TradSesStatusRejReason];

package/types/fieldtypes/TradeAggregationRejectReason.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Reason for trade aggregation request being rejected.
+ * - Tag: 2791
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradeAggregationRejectReason: Readonly<{
+    /** Unknown order(s) */
+    readonly UnknownOrders: 0;
+    /** Unknown execution/fill(s) */
+    readonly UnknownExecutionFills: 1;
+    /** Other */
+    readonly Other: 99;
+}>;
+export type TradeAggregationRejectReason =
+    (typeof TradeAggregationRejectReason)[keyof typeof TradeAggregationRejectReason];

package/types/fieldtypes/TradeAggregationRequestStatus.d.ts

@@ -0,0 +1,16 @@
+/**
+ * Status of the trade aggregation request.
+ * - Tag: 2790
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradeAggregationRequestStatus: Readonly<{
+    /** Accepted */
+    readonly Accepted: 0;
+    /** Rejected */
+    readonly Rejected: 1;
+}>;
+export type TradeAggregationRequestStatus =
+    (typeof TradeAggregationRequestStatus)[keyof typeof TradeAggregationRequestStatus];

package/types/fieldtypes/TradeAggregationTransType.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Identifies the trade aggregation transaction type.
+ * - Tag: 2788
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradeAggregationTransType: Readonly<{
+    /** New */
+    readonly New: 0;
+    /** Cancel */
+    readonly Cancel: 1;
+    /** Replace */
+    readonly Replace: 2;
+}>;
+export type TradeAggregationTransType = (typeof TradeAggregationTransType)[keyof typeof TradeAggregationTransType];

package/types/fieldtypes/TradeAllocGroupInstruction.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Instruction on how to add a trade to an allocation group when it is being given-up.
+ * - Tag: 1848
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const TradeAllocGroupInstruction: Readonly<{
+    /** Add to an existing allocation group if one exists. */
+    readonly Add: 0;
+    /** Do not add the trade to an allocation group. */
+    readonly DoNotAdd: 1;
+}>;
+export type TradeAllocGroupInstruction = (typeof TradeAllocGroupInstruction)[keyof typeof TradeAllocGroupInstruction];