fixparser 9.1.7-def37df3 → 9.1.7-edd9ee17
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/FIXParser.js +2 -2
- package/build/cjs/FIXParserBrowser.js +2 -2
- package/build/cjs/FIXServer.js +2 -2
- package/build/esm/FIXParser.mjs +2 -2
- package/build/esm/FIXParserBrowser.mjs +2 -2
- package/build/esm/FIXServer.mjs +2 -2
- package/package.json +1 -1
- package/types/FIXParser.d.ts +307 -0
- package/types/FIXParserBase.d.ts +124 -0
- package/types/FIXParserBrowser.d.ts +267 -0
- package/types/FIXServer.d.ts +342 -0
- package/types/IFIXParser.d.ts +182 -0
- package/types/components/Components.d.ts +41 -0
- package/types/enums/EnumType.d.ts +44 -0
- package/types/enums/Enums.d.ts +43 -0
- package/types/fields/Field.d.ts +91 -0
- package/types/fields/Fields.d.ts +42 -0
- package/types/fields/categories/Categories.d.ts +28 -0
- package/types/fields/categories/CategoryType.d.ts +27 -0
- package/types/fields/datatypes/Datatypes.d.ts +44 -0
- package/types/fields/sections/SectionType.d.ts +31 -0
- package/types/fields/sections/Sections.d.ts +28 -0
- package/types/fieldtypes/AccountType.d.ts +33 -0
- package/types/fieldtypes/AcctIDSource.d.ts +24 -0
- package/types/fieldtypes/Adjustment.d.ts +17 -0
- package/types/fieldtypes/AdjustmentType.d.ts +21 -0
- package/types/fieldtypes/AdvSide.d.ts +19 -0
- package/types/fieldtypes/AdvTransType.d.ts +17 -0
- package/types/fieldtypes/AffirmStatus.d.ts +17 -0
- package/types/fieldtypes/AggregatedBook.d.ts +15 -0
- package/types/fieldtypes/AggressorIndicator.d.ts +15 -0
- package/types/fieldtypes/AlgoCertificateReportStatus.d.ts +17 -0
- package/types/fieldtypes/AlgoCertificateReportTransType.d.ts +18 -0
- package/types/fieldtypes/AlgoCertificateReportType.d.ts +13 -0
- package/types/fieldtypes/AlgoCertificateRequestStatus.d.ts +17 -0
- package/types/fieldtypes/AlgoCertificateRequestTransType.d.ts +18 -0
- package/types/fieldtypes/AlgoCertificateRequestType.d.ts +15 -0
- package/types/fieldtypes/AlgoCertificateStatus.d.ts +15 -0
- package/types/fieldtypes/AlgorithmicTradeIndicator.d.ts +14 -0
- package/types/fieldtypes/AllocAccountType.d.ts +25 -0
- package/types/fieldtypes/AllocCancReplaceReason.d.ts +19 -0
- package/types/fieldtypes/AllocGroupStatus.d.ts +16 -0
- package/types/fieldtypes/AllocGroupSubQtyType.d.ts +17 -0
- package/types/fieldtypes/AllocHandlInst.d.ts +18 -0
- package/types/fieldtypes/AllocIntermedReqType.d.ts +23 -0
- package/types/fieldtypes/AllocLinkType.d.ts +15 -0
- package/types/fieldtypes/AllocMethod.d.ts +19 -0
- package/types/fieldtypes/AllocNoOrdersType.d.ts +15 -0
- package/types/fieldtypes/AllocPositionEffect.d.ts +19 -0
- package/types/fieldtypes/AllocRejCode.d.ts +70 -0
- package/types/fieldtypes/AllocReportType.d.ts +41 -0
- package/types/fieldtypes/AllocRequestStatus.d.ts +15 -0
- package/types/fieldtypes/AllocReversalStatus.d.ts +17 -0
- package/types/fieldtypes/AllocSettlInstType.d.ts +21 -0
- package/types/fieldtypes/AllocStatus.d.ts +40 -0
- package/types/fieldtypes/AllocTransType.d.ts +19 -0
- package/types/fieldtypes/AllocType.d.ts +56 -0
- package/types/fieldtypes/AllocationRollupInstruction.d.ts +16 -0
- package/types/fieldtypes/ApplLevelRecoveryIndicator.d.ts +15 -0
- package/types/fieldtypes/ApplQueueAction.d.ts +19 -0
- package/types/fieldtypes/ApplQueueResolution.d.ts +19 -0
- package/types/fieldtypes/ApplReportType.d.ts +19 -0
- package/types/fieldtypes/ApplReqType.d.ts +25 -0
- package/types/fieldtypes/ApplResponseError.d.ts +17 -0
- package/types/fieldtypes/ApplResponseType.d.ts +17 -0
- package/types/fieldtypes/ApplVerID.d.ts +33 -0
- package/types/fieldtypes/AsOfIndicator.d.ts +15 -0
- package/types/fieldtypes/AssetClass.d.ts +31 -0
- package/types/fieldtypes/AssetGroup.d.ts +14 -0
- package/types/fieldtypes/AssetSubClass.d.ts +103 -0
- package/types/fieldtypes/AssetValuationModel.d.ts +27 -0
- package/types/fieldtypes/AssignmentMethod.d.ts +15 -0
- package/types/fieldtypes/AttachmentEncodingType.d.ts +13 -0
- package/types/fieldtypes/AuctionInstruction.d.ts +15 -0
- package/types/fieldtypes/AuctionType.d.ts +29 -0
- package/types/fieldtypes/AveragePriceType.d.ts +15 -0
- package/types/fieldtypes/AvgPxIndicator.d.ts +20 -0
- package/types/fieldtypes/BasisPxType.d.ts +37 -0
- package/types/fieldtypes/BatchProcessMode.d.ts +14 -0
- package/types/fieldtypes/BeginString.d.ts +16 -0
- package/types/fieldtypes/Benchmark.d.ts +30 -0
- package/types/fieldtypes/BenchmarkCurveName.d.ts +116 -0
- package/types/fieldtypes/BidDescriptorType.d.ts +17 -0
- package/types/fieldtypes/BidRequestTransType.d.ts +15 -0
- package/types/fieldtypes/BidTradeType.d.ts +19 -0
- package/types/fieldtypes/BidType.d.ts +17 -0
- package/types/fieldtypes/BlockTrdAllocIndicator.d.ts +16 -0
- package/types/fieldtypes/BookingType.d.ts +17 -0
- package/types/fieldtypes/BookingUnit.d.ts +17 -0
- package/types/fieldtypes/BusinessDayConvention.d.ts +20 -0
- package/types/fieldtypes/BusinessRejectReason.d.ts +35 -0
- package/types/fieldtypes/CPProgram.d.ts +21 -0
- package/types/fieldtypes/CalculationMethod.d.ts +13 -0
- package/types/fieldtypes/CancellationRights.d.ts +19 -0
- package/types/fieldtypes/CashMargin.d.ts +17 -0
- package/types/fieldtypes/CashSettlPriceDefault.d.ts +13 -0
- package/types/fieldtypes/CashSettlQuoteMethod.d.ts +17 -0
- package/types/fieldtypes/CashSettlValuationMethod.d.ts +27 -0
- package/types/fieldtypes/ClearedIndicator.d.ts +15 -0
- package/types/fieldtypes/ClearingAccountType.d.ts +17 -0
- package/types/fieldtypes/ClearingFeeIndicator.d.ts +39 -0
- package/types/fieldtypes/ClearingInstruction.d.ts +41 -0
- package/types/fieldtypes/ClearingIntention.d.ts +15 -0
- package/types/fieldtypes/ClearingRequirementException.d.ts +19 -0
- package/types/fieldtypes/CollAction.d.ts +17 -0
- package/types/fieldtypes/CollApplType.d.ts +15 -0
- package/types/fieldtypes/CollAsgnReason.d.ts +28 -0
- package/types/fieldtypes/CollAsgnRejectReason.d.ts +25 -0
- package/types/fieldtypes/CollAsgnRespType.d.ts +21 -0
- package/types/fieldtypes/CollAsgnTransType.d.ts +21 -0
- package/types/fieldtypes/CollInquiryQualifier.d.ts +27 -0
- package/types/fieldtypes/CollInquiryResult.d.ts +33 -0
- package/types/fieldtypes/CollInquiryStatus.d.ts +21 -0
- package/types/fieldtypes/CollRptRejectReason.d.ts +23 -0
- package/types/fieldtypes/CollRptStatus.d.ts +17 -0
- package/types/fieldtypes/CollStatus.d.ts +22 -0
- package/types/fieldtypes/CollateralAmountType.d.ts +21 -0
- package/types/fieldtypes/CollateralReinvestmentType.d.ts +16 -0
- package/types/fieldtypes/CommType.d.ts +20 -0
- package/types/fieldtypes/CommissionAmountSubType.d.ts +16 -0
- package/types/fieldtypes/CommissionAmountType.d.ts +21 -0
- package/types/fieldtypes/CommodityFinalPriceType.d.ts +25 -0
- package/types/fieldtypes/ComplexEventCondition.d.ts +15 -0
- package/types/fieldtypes/ComplexEventCreditEventNotifyingParty.d.ts +18 -0
- package/types/fieldtypes/ComplexEventDateOffsetDayType.d.ts +24 -0
- package/types/fieldtypes/ComplexEventPVFinalPriceElectionFallback.d.ts +14 -0
- package/types/fieldtypes/ComplexEventPeriodType.d.ts +23 -0
- package/types/fieldtypes/ComplexEventPriceBoundaryMethod.d.ts +22 -0
- package/types/fieldtypes/ComplexEventPriceTimeType.d.ts +23 -0
- package/types/fieldtypes/ComplexEventQuoteBasis.d.ts +15 -0
- package/types/fieldtypes/ComplexEventType.d.ts +57 -0
- package/types/fieldtypes/ComplexOptPayoutTime.d.ts +25 -0
- package/types/fieldtypes/ConfirmRejReason.d.ts +50 -0
- package/types/fieldtypes/ConfirmStatus.d.ts +21 -0
- package/types/fieldtypes/ConfirmTransType.d.ts +17 -0
- package/types/fieldtypes/ConfirmType.d.ts +17 -0
- package/types/fieldtypes/ConfirmationMethod.d.ts +17 -0
- package/types/fieldtypes/ContAmtType.d.ts +41 -0
- package/types/fieldtypes/ContingencyType.d.ts +23 -0
- package/types/fieldtypes/ContractMultiplierUnit.d.ts +17 -0
- package/types/fieldtypes/ContractRefPosType.d.ts +19 -0
- package/types/fieldtypes/CorporateAction.d.ts +57 -0
- package/types/fieldtypes/CouponDayCount.d.ts +35 -0
- package/types/fieldtypes/CouponFrequencyUnit.d.ts +27 -0
- package/types/fieldtypes/CouponType.d.ts +19 -0
- package/types/fieldtypes/CoveredOrUncovered.d.ts +15 -0
- package/types/fieldtypes/CrossPrioritization.d.ts +17 -0
- package/types/fieldtypes/CrossType.d.ts +20 -0
- package/types/fieldtypes/CrossedIndicator.d.ts +14 -0
- package/types/fieldtypes/CurrencyCodeSource.d.ts +22 -0
- package/types/fieldtypes/CustOrderCapacity.d.ts +20 -0
- package/types/fieldtypes/CustOrderHandlingInst.d.ts +167 -0
- package/types/fieldtypes/CustomerOrFirm.d.ts +16 -0
- package/types/fieldtypes/CustomerPriority.d.ts +13 -0
- package/types/fieldtypes/CxlRejReason.d.ts +33 -0
- package/types/fieldtypes/CxlRejResponseTo.d.ts +15 -0
- package/types/fieldtypes/DKReason.d.ts +27 -0
- package/types/fieldtypes/DateRollConvention.d.ts +102 -0
- package/types/fieldtypes/DayBookingInst.d.ts +17 -0
- package/types/fieldtypes/DealingCapacity.d.ts +17 -0
- package/types/fieldtypes/DeleteReason.d.ts +15 -0
- package/types/fieldtypes/DeliveryForm.d.ts +15 -0
- package/types/fieldtypes/DeliveryScheduleSettlDay.d.ts +31 -0
- package/types/fieldtypes/DeliveryScheduleSettlFlowType.d.ts +24 -0
- package/types/fieldtypes/DeliveryScheduleSettlHolidaysProcessingInstruction.d.ts +16 -0
- package/types/fieldtypes/DeliveryScheduleSettlTimeType.d.ts +14 -0
- package/types/fieldtypes/DeliveryScheduleToleranceType.d.ts +16 -0
- package/types/fieldtypes/DeliveryScheduleType.d.ts +17 -0
- package/types/fieldtypes/DeliveryStreamDeliveryPointSource.d.ts +15 -0
- package/types/fieldtypes/DeliveryStreamDeliveryRestriction.d.ts +17 -0
- package/types/fieldtypes/DeliveryStreamElectingPartySide.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamTitleTransferCondition.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamToleranceOptionSide.d.ts +16 -0
- package/types/fieldtypes/DeliveryStreamType.d.ts +17 -0
- package/types/fieldtypes/DeliveryType.d.ts +20 -0
- package/types/fieldtypes/DeskType.d.ts +47 -0
- package/types/fieldtypes/DisclosureInstruction.d.ts +17 -0
- package/types/fieldtypes/DisclosureType.d.ts +24 -0
- package/types/fieldtypes/DiscretionInst.d.ts +27 -0
- package/types/fieldtypes/DiscretionLimitType.d.ts +17 -0
- package/types/fieldtypes/DiscretionMoveType.d.ts +15 -0
- package/types/fieldtypes/DiscretionOffsetType.d.ts +19 -0
- package/types/fieldtypes/DiscretionRoundDirection.d.ts +15 -0
- package/types/fieldtypes/DiscretionScope.d.ts +19 -0
- package/types/fieldtypes/DisplayMethod.d.ts +19 -0
- package/types/fieldtypes/DisplayWhen.d.ts +15 -0
- package/types/fieldtypes/DistribPaymentMethod.d.ts +37 -0
- package/types/fieldtypes/DividendAmountType.d.ts +15 -0
- package/types/fieldtypes/DividendComposition.d.ts +13 -0
- package/types/fieldtypes/DividendEntitlementEvent.d.ts +13 -0
- package/types/fieldtypes/DlvyInstType.d.ts +15 -0
- package/types/fieldtypes/DueToRelated.d.ts +15 -0
- package/types/fieldtypes/DuplicateClOrdIDIndicator.d.ts +15 -0
- package/types/fieldtypes/EmailType.d.ts +17 -0
- package/types/fieldtypes/EncryptMethod.d.ts +25 -0
- package/types/fieldtypes/EntitlementAttribDatatype.d.ts +81 -0
- package/types/fieldtypes/EntitlementRequestResult.d.ts +45 -0
- package/types/fieldtypes/EntitlementStatus.d.ts +20 -0
- package/types/fieldtypes/EntitlementSubType.d.ts +19 -0
- package/types/fieldtypes/EntitlementType.d.ts +26 -0
- package/types/fieldtypes/EventInitiatorType.d.ts +17 -0
- package/types/fieldtypes/EventTimeUnit.d.ts +25 -0
- package/types/fieldtypes/EventType.d.ts +65 -0
- package/types/fieldtypes/ExDestinationIDSource.d.ts +21 -0
- package/types/fieldtypes/ExDestinationType.d.ts +15 -0
- package/types/fieldtypes/ExchangeForPhysical.d.ts +15 -0
- package/types/fieldtypes/ExecAckStatus.d.ts +17 -0
- package/types/fieldtypes/ExecInst.d.ts +117 -0
- package/types/fieldtypes/ExecMethod.d.ts +15 -0
- package/types/fieldtypes/ExecPriceType.d.ts +27 -0
- package/types/fieldtypes/ExecRestatementReason.d.ts +51 -0
- package/types/fieldtypes/ExecTransType.d.ts +20 -0
- package/types/fieldtypes/ExecType.d.ts +55 -0
- package/types/fieldtypes/ExecTypeReason.d.ts +41 -0
- package/types/fieldtypes/ExerciseConfirmationMethod.d.ts +19 -0
- package/types/fieldtypes/ExerciseMethod.d.ts +15 -0
- package/types/fieldtypes/ExerciseStyle.d.ts +19 -0
- package/types/fieldtypes/ExpirationCycle.d.ts +17 -0
- package/types/fieldtypes/ExpirationQtyType.d.ts +21 -0
- package/types/fieldtypes/ExtraordinaryEventAdjustmentMethod.d.ts +14 -0
- package/types/fieldtypes/FXBenchmark.d.ts +20 -0
- package/types/fieldtypes/Field.d.ts +11446 -0
- package/types/fieldtypes/FinancialStatus.d.ts +17 -0
- package/types/fieldtypes/FlowScheduleType.d.ts +33 -0
- package/types/fieldtypes/ForexReq.d.ts +15 -0
- package/types/fieldtypes/FundRenewWaiv.d.ts +15 -0
- package/types/fieldtypes/FundingSource.d.ts +18 -0
- package/types/fieldtypes/GTBookingInst.d.ts +17 -0
- package/types/fieldtypes/GapFillFlag.d.ts +15 -0
- package/types/fieldtypes/HaltReason.d.ts +23 -0
- package/types/fieldtypes/HandlInst.d.ts +17 -0
- package/types/fieldtypes/IDSource.d.ts +30 -0
- package/types/fieldtypes/IOINaturalFlag.d.ts +15 -0
- package/types/fieldtypes/IOIQltyInd.d.ts +17 -0
- package/types/fieldtypes/IOIQty.d.ts +19 -0
- package/types/fieldtypes/IOIQualifier.d.ts +63 -0
- package/types/fieldtypes/IOIShares.d.ts +18 -0
- package/types/fieldtypes/IOITransType.d.ts +17 -0
- package/types/fieldtypes/IRSDirection.d.ts +16 -0
- package/types/fieldtypes/ImpliedMarketIndicator.d.ts +19 -0
- package/types/fieldtypes/InTheMoneyCondition.d.ts +15 -0
- package/types/fieldtypes/InViewOfCommon.d.ts +15 -0
- package/types/fieldtypes/IncTaxInd.d.ts +15 -0
- package/types/fieldtypes/IndividualAllocType.d.ts +15 -0
- package/types/fieldtypes/InstrAttribType.d.ts +88 -0
- package/types/fieldtypes/InstrmtAssignmentMethod.d.ts +15 -0
- package/types/fieldtypes/InstrumentScopeOperator.d.ts +15 -0
- package/types/fieldtypes/LastCapacity.d.ts +21 -0
- package/types/fieldtypes/LastFragment.d.ts +15 -0
- package/types/fieldtypes/LastLiquidityInd.d.ts +27 -0
- package/types/fieldtypes/LastRptRequested.d.ts +15 -0
- package/types/fieldtypes/LegSwapType.d.ts +19 -0
- package/types/fieldtypes/LegalConfirm.d.ts +15 -0
- package/types/fieldtypes/LienSeniority.d.ts +19 -0
- package/types/fieldtypes/LimitAmtType.d.ts +23 -0
- package/types/fieldtypes/LiquidityIndType.d.ts +19 -0
- package/types/fieldtypes/ListExecInstType.d.ts +21 -0
- package/types/fieldtypes/ListMethod.d.ts +15 -0
- package/types/fieldtypes/ListOrderStatus.d.ts +25 -0
- package/types/fieldtypes/ListRejectReason.d.ts +25 -0
- package/types/fieldtypes/ListStatusType.d.ts +23 -0
- package/types/fieldtypes/ListUpdateAction.d.ts +19 -0
- package/types/fieldtypes/LoanFacility.d.ts +23 -0
- package/types/fieldtypes/LocateReqd.d.ts +15 -0
- package/types/fieldtypes/LockType.d.ts +26 -0
- package/types/fieldtypes/LotType.d.ts +19 -0
- package/types/fieldtypes/MDBookType.d.ts +17 -0
- package/types/fieldtypes/MDEntryType.d.ts +93 -0
- package/types/fieldtypes/MDImplicitDelete.d.ts +15 -0
- package/types/fieldtypes/MDOriginType.d.ts +25 -0
- package/types/fieldtypes/MDReportEvent.d.ts +25 -0
- package/types/fieldtypes/MDReqRejReason.d.ts +39 -0
- package/types/fieldtypes/MDSecSizeType.d.ts +14 -0
- package/types/fieldtypes/MDStatisticIntervalType.d.ts +19 -0
- package/types/fieldtypes/MDStatisticRatioType.d.ts +23 -0
- package/types/fieldtypes/MDStatisticRequestResult.d.ts +51 -0
- package/types/fieldtypes/MDStatisticScope.d.ts +70 -0
- package/types/fieldtypes/MDStatisticScopeType.d.ts +21 -0
- package/types/fieldtypes/MDStatisticStatus.d.ts +15 -0
- package/types/fieldtypes/MDStatisticSubScope.d.ts +46 -0
- package/types/fieldtypes/MDStatisticType.d.ts +42 -0
- package/types/fieldtypes/MDStatisticValueType.d.ts +15 -0
- package/types/fieldtypes/MDUpdateAction.d.ts +23 -0
- package/types/fieldtypes/MDUpdateType.d.ts +15 -0
- package/types/fieldtypes/MDValueTier.d.ts +17 -0
- package/types/fieldtypes/MarginAmtType.d.ts +47 -0
- package/types/fieldtypes/MarginDirection.d.ts +13 -0
- package/types/fieldtypes/MarginReqmtInqQualifier.d.ts +19 -0
- package/types/fieldtypes/MarginReqmtInqResult.d.ts +31 -0
- package/types/fieldtypes/MarginReqmtRptType.d.ts +17 -0
- package/types/fieldtypes/MarketCondition.d.ts +14 -0
- package/types/fieldtypes/MarketDisruptionFallbackProvision.d.ts +16 -0
- package/types/fieldtypes/MarketDisruptionFallbackUnderlierType.d.ts +36 -0
- package/types/fieldtypes/MarketDisruptionProvision.d.ts +19 -0
- package/types/fieldtypes/MarketMakerActivity.d.ts +19 -0
- package/types/fieldtypes/MarketSegmentRelationship.d.ts +14 -0
- package/types/fieldtypes/MarketSegmentStatus.d.ts +14 -0
- package/types/fieldtypes/MarketSegmentType.d.ts +14 -0
- package/types/fieldtypes/MassActionReason.d.ts +26 -0
- package/types/fieldtypes/MassActionRejectReason.d.ts +37 -0
- package/types/fieldtypes/MassActionResponse.d.ts +17 -0
- package/types/fieldtypes/MassActionScope.d.ts +35 -0
- package/types/fieldtypes/MassActionType.d.ts +17 -0
- package/types/fieldtypes/MassCancelRejectReason.d.ts +37 -0
- package/types/fieldtypes/MassCancelRequestType.d.ts +35 -0
- package/types/fieldtypes/MassCancelResponse.d.ts +37 -0
- package/types/fieldtypes/MassOrderRequestResult.d.ts +21 -0
- package/types/fieldtypes/MassOrderRequestStatus.d.ts +17 -0
- package/types/fieldtypes/MassStatusReqType.d.ts +31 -0
- package/types/fieldtypes/MatchExceptionElementType.d.ts +38 -0
- package/types/fieldtypes/MatchExceptionToleranceValueType.d.ts +15 -0
- package/types/fieldtypes/MatchExceptionType.d.ts +25 -0
- package/types/fieldtypes/MatchInst.d.ts +15 -0
- package/types/fieldtypes/MatchStatus.d.ts +18 -0
- package/types/fieldtypes/MatchType.d.ts +67 -0
- package/types/fieldtypes/MatchingDataPointIndicator.d.ts +15 -0
- package/types/fieldtypes/MaturityMonthYearFormat.d.ts +17 -0
- package/types/fieldtypes/MaturityMonthYearIncrementUnits.d.ts +20 -0
- package/types/fieldtypes/Message.d.ts +333 -0
- package/types/fieldtypes/MessageEncoding.d.ts +20 -0
- package/types/fieldtypes/MetricsCalculationPriceSource.d.ts +14 -0
- package/types/fieldtypes/MinQtyMethod.d.ts +15 -0
- package/types/fieldtypes/MiscFeeBasis.d.ts +14 -0
- package/types/fieldtypes/MiscFeeQualifier.d.ts +13 -0
- package/types/fieldtypes/MiscFeeType.d.ts +69 -0
- package/types/fieldtypes/ModelType.d.ts +15 -0
- package/types/fieldtypes/MoneyLaunderingStatus.d.ts +21 -0
- package/types/fieldtypes/MsgDirection.d.ts +15 -0
- package/types/fieldtypes/MsgType.d.ts +189 -0
- package/types/fieldtypes/MultiJurisdictionReportingIndicator.d.ts +16 -0
- package/types/fieldtypes/MultiLegReportingType.d.ts +17 -0
- package/types/fieldtypes/MultiLegRptTypeReq.d.ts +17 -0
- package/types/fieldtypes/MultilegModel.d.ts +17 -0
- package/types/fieldtypes/MultilegPriceMethod.d.ts +23 -0
- package/types/fieldtypes/NBBOEntryType.d.ts +15 -0
- package/types/fieldtypes/NBBOSource.d.ts +15 -0
- package/types/fieldtypes/NegotiationMethod.d.ts +14 -0
- package/types/fieldtypes/NetGrossInd.d.ts +15 -0
- package/types/fieldtypes/NetworkRequestType.d.ts +19 -0
- package/types/fieldtypes/NetworkStatusResponseType.d.ts +15 -0
- package/types/fieldtypes/NewsCategory.d.ts +21 -0
- package/types/fieldtypes/NewsRefType.d.ts +18 -0
- package/types/fieldtypes/NoSides.d.ts +15 -0
- package/types/fieldtypes/NonCashDividendTreatment.d.ts +13 -0
- package/types/fieldtypes/NonDeliverableFixingDateType.d.ts +16 -0
- package/types/fieldtypes/NotAffectedReason.d.ts +15 -0
- package/types/fieldtypes/NotifyBrokerOfCredit.d.ts +15 -0
- package/types/fieldtypes/ObligationType.d.ts +19 -0
- package/types/fieldtypes/OddLot.d.ts +15 -0
- package/types/fieldtypes/OffsetInstruction.d.ts +13 -0
- package/types/fieldtypes/OffshoreIndicator.d.ts +14 -0
- package/types/fieldtypes/OpenClose.d.ts +16 -0
- package/types/fieldtypes/OpenCloseSettlFlag.d.ts +23 -0
- package/types/fieldtypes/OpenCloseSettleFlag.d.ts +18 -0
- package/types/fieldtypes/OptPayoutType.d.ts +29 -0
- package/types/fieldtypes/OptionExerciseDateType.d.ts +15 -0
- package/types/fieldtypes/OrdRejReason.d.ts +70 -0
- package/types/fieldtypes/OrdStatus.d.ts +41 -0
- package/types/fieldtypes/OrdType.d.ts +59 -0
- package/types/fieldtypes/OrderAttributeType.d.ts +26 -0
- package/types/fieldtypes/OrderCapacity.d.ts +24 -0
- package/types/fieldtypes/OrderCategory.d.ts +31 -0
- package/types/fieldtypes/OrderDelayUnit.d.ts +35 -0
- package/types/fieldtypes/OrderEntryAction.d.ts +21 -0
- package/types/fieldtypes/OrderEventReason.d.ts +37 -0
- package/types/fieldtypes/OrderEventType.d.ts +33 -0
- package/types/fieldtypes/OrderHandlingInstSource.d.ts +15 -0
- package/types/fieldtypes/OrderOrigination.d.ts +23 -0
- package/types/fieldtypes/OrderOwnershipIndicator.d.ts +16 -0
- package/types/fieldtypes/OrderRelationship.d.ts +15 -0
- package/types/fieldtypes/OrderResponseLevel.d.ts +15 -0
- package/types/fieldtypes/OrderRestrictions.d.ts +47 -0
- package/types/fieldtypes/OrigCustOrderCapacity.d.ts +19 -0
- package/types/fieldtypes/OwnerType.d.ts +53 -0
- package/types/fieldtypes/OwnershipType.d.ts +17 -0
- package/types/fieldtypes/PartyActionRejectReason.d.ts +19 -0
- package/types/fieldtypes/PartyActionResponse.d.ts +14 -0
- package/types/fieldtypes/PartyActionType.d.ts +17 -0
- package/types/fieldtypes/PartyDetailDefinitionStatus.d.ts +18 -0
- package/types/fieldtypes/PartyDetailRequestResult.d.ts +23 -0
- package/types/fieldtypes/PartyDetailRequestStatus.d.ts +19 -0
- package/types/fieldtypes/PartyDetailRoleQualifier.d.ts +54 -0
- package/types/fieldtypes/PartyDetailStatus.d.ts +17 -0
- package/types/fieldtypes/PartyIDSource.d.ts +63 -0
- package/types/fieldtypes/PartyRelationship.d.ts +89 -0
- package/types/fieldtypes/PartyRiskLimitStatus.d.ts +13 -0
- package/types/fieldtypes/PartyRole.d.ts +237 -0
- package/types/fieldtypes/PartySubIDType.d.ts +147 -0
- package/types/fieldtypes/PayReportStatus.d.ts +18 -0
- package/types/fieldtypes/PayReportTransType.d.ts +16 -0
- package/types/fieldtypes/PayRequestStatus.d.ts +18 -0
- package/types/fieldtypes/PayRequestTransType.d.ts +15 -0
- package/types/fieldtypes/PaymentDateOffsetDayType.d.ts +23 -0
- package/types/fieldtypes/PaymentForwardStartType.d.ts +19 -0
- package/types/fieldtypes/PaymentMethod.d.ts +52 -0
- package/types/fieldtypes/PaymentPaySide.d.ts +15 -0
- package/types/fieldtypes/PaymentScheduleStepRelativeTo.d.ts +16 -0
- package/types/fieldtypes/PaymentScheduleType.d.ts +59 -0
- package/types/fieldtypes/PaymentSettlStyle.d.ts +17 -0
- package/types/fieldtypes/PaymentStreamAveragingMethod.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamCapRateBuySide.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamCompoundingMethod.d.ts +20 -0
- package/types/fieldtypes/PaymentStreamDiscountType.d.ts +15 -0
- package/types/fieldtypes/PaymentStreamFRADiscounting.d.ts +18 -0
- package/types/fieldtypes/PaymentStreamFloorRateBuySide.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamInflationInterpolationMethod.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamInflationLagDayType.d.ts +24 -0
- package/types/fieldtypes/PaymentStreamInflationLagUnit.d.ts +20 -0
- package/types/fieldtypes/PaymentStreamInterpolationPeriod.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamLinkStrikePriceType.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamNegativeRateTreatment.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamPaymentDateOffsetDayType.d.ts +24 -0
- package/types/fieldtypes/PaymentStreamPaymentDateOffsetUnit.d.ts +20 -0
- package/types/fieldtypes/PaymentStreamPaymentFrequencyUnit.d.ts +22 -0
- package/types/fieldtypes/PaymentStreamPricingDayDistribution.d.ts +20 -0
- package/types/fieldtypes/PaymentStreamPricingDayOfWeek.d.ts +28 -0
- package/types/fieldtypes/PaymentStreamRateIndexCurveUnit.d.ts +20 -0
- package/types/fieldtypes/PaymentStreamRateIndexSource.d.ts +20 -0
- package/types/fieldtypes/PaymentStreamRateSpreadPositionType.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamRateSpreadType.d.ts +16 -0
- package/types/fieldtypes/PaymentStreamRateTreatment.d.ts +15 -0
- package/types/fieldtypes/PaymentStreamRealizedVarianceMethod.d.ts +15 -0
- package/types/fieldtypes/PaymentStreamResetWeeklyRollConvention.d.ts +26 -0
- package/types/fieldtypes/PaymentStreamSettlLevel.d.ts +15 -0
- package/types/fieldtypes/PaymentStreamType.d.ts +31 -0
- package/types/fieldtypes/PaymentStubLength.d.ts +15 -0
- package/types/fieldtypes/PaymentStubType.d.ts +19 -0
- package/types/fieldtypes/PaymentSubType.d.ts +30 -0
- package/types/fieldtypes/PaymentType.d.ts +41 -0
- package/types/fieldtypes/PegLimitType.d.ts +17 -0
- package/types/fieldtypes/PegMoveType.d.ts +15 -0
- package/types/fieldtypes/PegOffsetType.d.ts +21 -0
- package/types/fieldtypes/PegPriceType.d.ts +28 -0
- package/types/fieldtypes/PegRoundDirection.d.ts +15 -0
- package/types/fieldtypes/PegScope.d.ts +19 -0
- package/types/fieldtypes/PosAmtReason.d.ts +24 -0
- package/types/fieldtypes/PosAmtType.d.ts +77 -0
- package/types/fieldtypes/PosMaintAction.d.ts +15 -0
- package/types/fieldtypes/PosMaintResult.d.ts +17 -0
- package/types/fieldtypes/PosMaintStatus.d.ts +21 -0
- package/types/fieldtypes/PosQtyStatus.d.ts +17 -0
- package/types/fieldtypes/PosReqResult.d.ts +22 -0
- package/types/fieldtypes/PosReqStatus.d.ts +17 -0
- package/types/fieldtypes/PosReqType.d.ts +33 -0
- package/types/fieldtypes/PosTransType.d.ts +36 -0
- package/types/fieldtypes/PosType.d.ts +81 -0
- package/types/fieldtypes/PositionCapacity.d.ts +19 -0
- package/types/fieldtypes/PositionEffect.d.ts +23 -0
- package/types/fieldtypes/PossDupFlag.d.ts +15 -0
- package/types/fieldtypes/PossResend.d.ts +15 -0
- package/types/fieldtypes/PostTradePaymentDebitOrCredit.d.ts +16 -0
- package/types/fieldtypes/PostTradePaymentStatus.d.ts +16 -0
- package/types/fieldtypes/PreallocMethod.d.ts +15 -0
- package/types/fieldtypes/PreviouslyReported.d.ts +13 -0
- package/types/fieldtypes/PriceLimitType.d.ts +17 -0
- package/types/fieldtypes/PriceMovementType.d.ts +15 -0
- package/types/fieldtypes/PriceProtectionScope.d.ts +19 -0
- package/types/fieldtypes/PriceQualifier.d.ts +14 -0
- package/types/fieldtypes/PriceQuoteMethod.d.ts +19 -0
- package/types/fieldtypes/PriceType.d.ts +56 -0
- package/types/fieldtypes/PriorityIndicator.d.ts +15 -0
- package/types/fieldtypes/PrivateQuote.d.ts +15 -0
- package/types/fieldtypes/ProcessCode.d.ts +25 -0
- package/types/fieldtypes/Product.d.ts +37 -0
- package/types/fieldtypes/ProgRptReqs.d.ts +17 -0
- package/types/fieldtypes/ProtectionTermEventDayType.d.ts +23 -0
- package/types/fieldtypes/ProtectionTermEventQualifier.d.ts +15 -0
- package/types/fieldtypes/ProtectionTermEventUnit.d.ts +19 -0
- package/types/fieldtypes/ProvisionBreakFeeElection.d.ts +21 -0
- package/types/fieldtypes/ProvisionCalculationAgent.d.ts +19 -0
- package/types/fieldtypes/ProvisionCashSettlMethod.d.ts +25 -0
- package/types/fieldtypes/ProvisionCashSettlPaymentDateType.d.ts +16 -0
- package/types/fieldtypes/ProvisionCashSettlQuoteType.d.ts +19 -0
- package/types/fieldtypes/ProvisionDateTenorUnit.d.ts +19 -0
- package/types/fieldtypes/ProvisionOptionExerciseEarliestDateOffsetUnit.d.ts +20 -0
- package/types/fieldtypes/ProvisionOptionExerciseFixedDateType.d.ts +16 -0
- package/types/fieldtypes/ProvisionOptionSinglePartyBuyerSide.d.ts +16 -0
- package/types/fieldtypes/ProvisionType.d.ts +23 -0
- package/types/fieldtypes/PublishTrdIndicator.d.ts +15 -0
- package/types/fieldtypes/PutOrCall.d.ts +15 -0
- package/types/fieldtypes/QtyType.d.ts +17 -0
- package/types/fieldtypes/QuoteAckStatus.d.ts +17 -0
- package/types/fieldtypes/QuoteAttributeType.d.ts +16 -0
- package/types/fieldtypes/QuoteCancelType.d.ts +25 -0
- package/types/fieldtypes/QuoteCondition.d.ts +131 -0
- package/types/fieldtypes/QuoteEntryRejectReason.d.ts +30 -0
- package/types/fieldtypes/QuoteEntryStatus.d.ts +29 -0
- package/types/fieldtypes/QuoteModelType.d.ts +13 -0
- package/types/fieldtypes/QuotePriceType.d.ts +54 -0
- package/types/fieldtypes/QuoteRejectReason.d.ts +54 -0
- package/types/fieldtypes/QuoteRequestRejectReason.d.ts +42 -0
- package/types/fieldtypes/QuoteRequestType.d.ts +17 -0
- package/types/fieldtypes/QuoteRespType.d.ts +28 -0
- package/types/fieldtypes/QuoteResponseLevel.d.ts +19 -0
- package/types/fieldtypes/QuoteSideIndicator.d.ts +13 -0
- package/types/fieldtypes/QuoteStatus.d.ts +56 -0
- package/types/fieldtypes/QuoteType.d.ts +21 -0
- package/types/fieldtypes/RateSource.d.ts +20 -0
- package/types/fieldtypes/RateSourceType.d.ts +15 -0
- package/types/fieldtypes/RefOrdIDReason.d.ts +17 -0
- package/types/fieldtypes/RefOrderIDSource.d.ts +22 -0
- package/types/fieldtypes/RefRiskLimitCheckIDType.d.ts +17 -0
- package/types/fieldtypes/ReferenceDataDateType.d.ts +15 -0
- package/types/fieldtypes/ReferenceEntityType.d.ts +31 -0
- package/types/fieldtypes/RegistRejReasonCode.d.ts +49 -0
- package/types/fieldtypes/RegistStatus.d.ts +19 -0
- package/types/fieldtypes/RegistTransType.d.ts +17 -0
- package/types/fieldtypes/RegulatoryReportType.d.ts +46 -0
- package/types/fieldtypes/RegulatoryTradeIDEvent.d.ts +23 -0
- package/types/fieldtypes/RegulatoryTradeIDScope.d.ts +15 -0
- package/types/fieldtypes/RegulatoryTradeIDType.d.ts +18 -0
- package/types/fieldtypes/RegulatoryTransactionType.d.ts +14 -0
- package/types/fieldtypes/RelatedInstrumentType.d.ts +21 -0
- package/types/fieldtypes/RelatedOrderIDSource.d.ts +17 -0
- package/types/fieldtypes/RelatedPositionIDSource.d.ts +17 -0
- package/types/fieldtypes/RelatedPriceSource.d.ts +15 -0
- package/types/fieldtypes/RelatedTradeIDSource.d.ts +25 -0
- package/types/fieldtypes/RelativeValueSide.d.ts +17 -0
- package/types/fieldtypes/RelativeValueType.d.ts +23 -0
- package/types/fieldtypes/ReleaseInstruction.d.ts +15 -0
- package/types/fieldtypes/RemunerationIndicator.d.ts +15 -0
- package/types/fieldtypes/ReportToExch.d.ts +15 -0
- package/types/fieldtypes/RequestResult.d.ts +25 -0
- package/types/fieldtypes/ResetSeqNumFlag.d.ts +15 -0
- package/types/fieldtypes/RespondentType.d.ts +19 -0
- package/types/fieldtypes/ResponseTransportType.d.ts +13 -0
- package/types/fieldtypes/RestructuringType.d.ts +19 -0
- package/types/fieldtypes/ReturnRateDateMode.d.ts +15 -0
- package/types/fieldtypes/ReturnRatePriceBasis.d.ts +18 -0
- package/types/fieldtypes/ReturnRatePriceSequence.d.ts +17 -0
- package/types/fieldtypes/ReturnRatePriceType.d.ts +15 -0
- package/types/fieldtypes/ReturnRateQuoteTimeType.d.ts +20 -0
- package/types/fieldtypes/ReturnRateValuationPriceOption.d.ts +16 -0
- package/types/fieldtypes/ReturnTrigger.d.ts +31 -0
- package/types/fieldtypes/RiskLimitAction.d.ts +27 -0
- package/types/fieldtypes/RiskLimitCheckModelType.d.ts +15 -0
- package/types/fieldtypes/RiskLimitCheckRequestResult.d.ts +24 -0
- package/types/fieldtypes/RiskLimitCheckRequestStatus.d.ts +20 -0
- package/types/fieldtypes/RiskLimitCheckRequestType.d.ts +13 -0
- package/types/fieldtypes/RiskLimitCheckStatus.d.ts +26 -0
- package/types/fieldtypes/RiskLimitCheckTransType.d.ts +17 -0
- package/types/fieldtypes/RiskLimitCheckType.d.ts +13 -0
- package/types/fieldtypes/RiskLimitReportRejectReason.d.ts +18 -0
- package/types/fieldtypes/RiskLimitReportStatus.d.ts +15 -0
- package/types/fieldtypes/RiskLimitRequestResult.d.ts +45 -0
- package/types/fieldtypes/RiskLimitRequestType.d.ts +17 -0
- package/types/fieldtypes/RiskLimitType.d.ts +38 -0
- package/types/fieldtypes/RoundingDirection.d.ts +17 -0
- package/types/fieldtypes/RoutingArrangementIndicator.d.ts +16 -0
- package/types/fieldtypes/RoutingType.d.ts +23 -0
- package/types/fieldtypes/Rule80A.d.ts +58 -0
- package/types/fieldtypes/Scope.d.ts +17 -0
- package/types/fieldtypes/SecurityClassificationReason.d.ts +28 -0
- package/types/fieldtypes/SecurityIDSource.d.ts +74 -0
- package/types/fieldtypes/SecurityListRequestType.d.ts +23 -0
- package/types/fieldtypes/SecurityListType.d.ts +19 -0
- package/types/fieldtypes/SecurityListTypeSource.d.ts +17 -0
- package/types/fieldtypes/SecurityRejectReason.d.ts +33 -0
- package/types/fieldtypes/SecurityRequestResult.d.ts +23 -0
- package/types/fieldtypes/SecurityRequestType.d.ts +31 -0
- package/types/fieldtypes/SecurityResponseType.d.ts +19 -0
- package/types/fieldtypes/SecurityStatus.d.ts +22 -0
- package/types/fieldtypes/SecurityTradingEvent.d.ts +29 -0
- package/types/fieldtypes/SecurityTradingStatus.d.ts +63 -0
- package/types/fieldtypes/SecurityType.d.ts +361 -0
- package/types/fieldtypes/SecurityUpdateAction.d.ts +17 -0
- package/types/fieldtypes/SelfMatchPreventionInstruction.d.ts +15 -0
- package/types/fieldtypes/Seniority.d.ts +20 -0
- package/types/fieldtypes/SessionRejectReason.d.ts +51 -0
- package/types/fieldtypes/SessionStatus.d.ts +33 -0
- package/types/fieldtypes/SettlCurrFxRateCalc.d.ts +15 -0
- package/types/fieldtypes/SettlDeliveryType.d.ts +19 -0
- package/types/fieldtypes/SettlDisruptionProvision.d.ts +15 -0
- package/types/fieldtypes/SettlInstMode.d.ts +23 -0
- package/types/fieldtypes/SettlInstReqRejCode.d.ts +19 -0
- package/types/fieldtypes/SettlInstSource.d.ts +17 -0
- package/types/fieldtypes/SettlInstTransType.d.ts +19 -0
- package/types/fieldtypes/SettlLocation.d.ts +26 -0
- package/types/fieldtypes/SettlMethod.d.ts +16 -0
- package/types/fieldtypes/SettlObligMode.d.ts +15 -0
- package/types/fieldtypes/SettlObligSource.d.ts +21 -0
- package/types/fieldtypes/SettlObligTransType.d.ts +19 -0
- package/types/fieldtypes/SettlPriceDeterminationMethod.d.ts +26 -0
- package/types/fieldtypes/SettlPriceType.d.ts +15 -0
- package/types/fieldtypes/SettlSessID.d.ts +19 -0
- package/types/fieldtypes/SettlStatusReportStatus.d.ts +16 -0
- package/types/fieldtypes/SettlStatusRequestStatus.d.ts +16 -0
- package/types/fieldtypes/SettlSubMethod.d.ts +18 -0
- package/types/fieldtypes/SettlType.d.ts +34 -0
- package/types/fieldtypes/SettlmntTyp.d.ts +32 -0
- package/types/fieldtypes/ShortSaleExemptionReason.d.ts +21 -0
- package/types/fieldtypes/ShortSaleReason.d.ts +23 -0
- package/types/fieldtypes/ShortSaleRestriction.d.ts +19 -0
- package/types/fieldtypes/Side.d.ts +42 -0
- package/types/fieldtypes/SideClearingTradePriceType.d.ts +15 -0
- package/types/fieldtypes/SideMultiLegReportingType.d.ts +17 -0
- package/types/fieldtypes/SideValueInd.d.ts +15 -0
- package/types/fieldtypes/SingleQuoteIndicator.d.ts +15 -0
- package/types/fieldtypes/SolicitedFlag.d.ts +15 -0
- package/types/fieldtypes/StandInstDbType.d.ts +21 -0
- package/types/fieldtypes/StatsType.d.ts +19 -0
- package/types/fieldtypes/StatusValue.d.ts +19 -0
- package/types/fieldtypes/StipulationType.d.ts +192 -0
- package/types/fieldtypes/StrategyParameterType.d.ts +69 -0
- package/types/fieldtypes/StrategyType.d.ts +23 -0
- package/types/fieldtypes/StreamAsgnAckType.d.ts +15 -0
- package/types/fieldtypes/StreamAsgnRejReason.d.ts +21 -0
- package/types/fieldtypes/StreamAsgnReqType.d.ts +15 -0
- package/types/fieldtypes/StreamAsgnType.d.ts +17 -0
- package/types/fieldtypes/StreamCommodityDataSourceIDType.d.ts +20 -0
- package/types/fieldtypes/StreamCommodityNearbySettlDayUnit.d.ts +16 -0
- package/types/fieldtypes/StreamNotionalAdjustments.d.ts +14 -0
- package/types/fieldtypes/StreamNotionalCommodityFrequency.d.ts +26 -0
- package/types/fieldtypes/StreamType.d.ts +15 -0
- package/types/fieldtypes/StrikeIndexQuote.d.ts +16 -0
- package/types/fieldtypes/StrikePriceBoundaryMethod.d.ts +21 -0
- package/types/fieldtypes/StrikePriceDeterminationMethod.d.ts +20 -0
- package/types/fieldtypes/SubscriptionRequestType.d.ts +17 -0
- package/types/fieldtypes/SwapClass.d.ts +19 -0
- package/types/fieldtypes/SwapSubClass.d.ts +21 -0
- package/types/fieldtypes/SymbolSfx.d.ts +15 -0
- package/types/fieldtypes/TargetStrategy.d.ts +17 -0
- package/types/fieldtypes/TaxAdvantageType.d.ts +73 -0
- package/types/fieldtypes/TaxonomyType.d.ts +13 -0
- package/types/fieldtypes/TerminationType.d.ts +19 -0
- package/types/fieldtypes/TestActionRequestStatus.d.ts +16 -0
- package/types/fieldtypes/TestActionType.d.ts +17 -0
- package/types/fieldtypes/TestGatewayDetailType.d.ts +21 -0
- package/types/fieldtypes/TestMessageIndicator.d.ts +15 -0
- package/types/fieldtypes/TestSuiteActivityState.d.ts +15 -0
- package/types/fieldtypes/TestSuiteRequestStatus.d.ts +16 -0
- package/types/fieldtypes/TestSuiteRequestTransType.d.ts +15 -0
- package/types/fieldtypes/TestSuiteStatus.d.ts +19 -0
- package/types/fieldtypes/TestThresholdType.d.ts +15 -0
- package/types/fieldtypes/ThrottleAction.d.ts +21 -0
- package/types/fieldtypes/ThrottleCountIndicator.d.ts +15 -0
- package/types/fieldtypes/ThrottleInst.d.ts +15 -0
- package/types/fieldtypes/ThrottleStatus.d.ts +15 -0
- package/types/fieldtypes/ThrottleType.d.ts +15 -0
- package/types/fieldtypes/TickDirection.d.ts +19 -0
- package/types/fieldtypes/TickRuleType.d.ts +22 -0
- package/types/fieldtypes/TimeInForce.d.ts +24 -0
- package/types/fieldtypes/TimeUnit.d.ts +29 -0
- package/types/fieldtypes/TradSesControl.d.ts +15 -0
- package/types/fieldtypes/TradSesEvent.d.ts +19 -0
- package/types/fieldtypes/TradSesMethod.d.ts +19 -0
- package/types/fieldtypes/TradSesMode.d.ts +17 -0
- package/types/fieldtypes/TradSesStatus.d.ts +25 -0
- package/types/fieldtypes/TradSesStatusRejReason.d.ts +15 -0
- package/types/fieldtypes/TradeAggregationRejectReason.d.ts +18 -0
- package/types/fieldtypes/TradeAggregationRequestStatus.d.ts +16 -0
- package/types/fieldtypes/TradeAggregationTransType.d.ts +17 -0
- package/types/fieldtypes/TradeAllocGroupInstruction.d.ts +15 -0
- package/types/fieldtypes/TradeAllocIndicator.d.ts +25 -0
- package/types/fieldtypes/TradeAllocStatus.d.ts +19 -0
- package/types/fieldtypes/TradeCollateralization.d.ts +20 -0
- package/types/fieldtypes/TradeCondition.d.ts +178 -0
- package/types/fieldtypes/TradeContingency.d.ts +14 -0
- package/types/fieldtypes/TradeContinuation.d.ts +67 -0
- package/types/fieldtypes/TradeHandlingInstr.d.ts +26 -0
- package/types/fieldtypes/TradeMatchAckStatus.d.ts +17 -0
- package/types/fieldtypes/TradeMatchRejectReason.d.ts +23 -0
- package/types/fieldtypes/TradePriceCondition.d.ts +42 -0
- package/types/fieldtypes/TradePriceNegotiationMethod.d.ts +26 -0
- package/types/fieldtypes/TradePublishIndicator.d.ts +18 -0
- package/types/fieldtypes/TradeQtyType.d.ts +27 -0
- package/types/fieldtypes/TradeReportRejectReason.d.ts +29 -0
- package/types/fieldtypes/TradeReportTransType.d.ts +23 -0
- package/types/fieldtypes/TradeReportType.d.ts +44 -0
- package/types/fieldtypes/TradeReportingIndicator.d.ts +28 -0
- package/types/fieldtypes/TradeRequestResult.d.ts +29 -0
- package/types/fieldtypes/TradeRequestStatus.d.ts +17 -0
- package/types/fieldtypes/TradeRequestType.d.ts +21 -0
- package/types/fieldtypes/TradeType.d.ts +20 -0
- package/types/fieldtypes/TradeVolType.d.ts +15 -0
- package/types/fieldtypes/TradedFlatSwitch.d.ts +15 -0
- package/types/fieldtypes/TradingCapacity.d.ts +27 -0
- package/types/fieldtypes/TradingSessionID.d.ts +25 -0
- package/types/fieldtypes/TradingSessionSubID.d.ts +33 -0
- package/types/fieldtypes/TransactionAttributeType.d.ts +14 -0
- package/types/fieldtypes/TransferRejectReason.d.ts +23 -0
- package/types/fieldtypes/TransferReportType.d.ts +15 -0
- package/types/fieldtypes/TransferScope.d.ts +17 -0
- package/types/fieldtypes/TransferStatus.d.ts +23 -0
- package/types/fieldtypes/TransferTransType.d.ts +17 -0
- package/types/fieldtypes/TransferType.d.ts +17 -0
- package/types/fieldtypes/TrdAckStatus.d.ts +17 -0
- package/types/fieldtypes/TrdRegPublicationReason.d.ts +29 -0
- package/types/fieldtypes/TrdRegPublicationType.d.ts +18 -0
- package/types/fieldtypes/TrdRegTimestampManualIndicator.d.ts +16 -0
- package/types/fieldtypes/TrdRegTimestampType.d.ts +60 -0
- package/types/fieldtypes/TrdRptStatus.d.ts +31 -0
- package/types/fieldtypes/TrdSubType.d.ts +104 -0
- package/types/fieldtypes/TrdType.d.ts +133 -0
- package/types/fieldtypes/TriggerAction.d.ts +17 -0
- package/types/fieldtypes/TriggerOrderType.d.ts +15 -0
- package/types/fieldtypes/TriggerPriceDirection.d.ts +15 -0
- package/types/fieldtypes/TriggerPriceType.d.ts +23 -0
- package/types/fieldtypes/TriggerPriceTypeScope.d.ts +19 -0
- package/types/fieldtypes/TriggerScope.d.ts +23 -0
- package/types/fieldtypes/TriggerType.d.ts +21 -0
- package/types/fieldtypes/Triggered.d.ts +23 -0
- package/types/fieldtypes/UnderlyingCashType.d.ts +15 -0
- package/types/fieldtypes/UnderlyingFXRateCalc.d.ts +15 -0
- package/types/fieldtypes/UnderlyingNotionalAdjustments.d.ts +15 -0
- package/types/fieldtypes/UnderlyingObligationType.d.ts +19 -0
- package/types/fieldtypes/UnderlyingPriceDeterminationMethod.d.ts +20 -0
- package/types/fieldtypes/UnderlyingSettlementType.d.ts +17 -0
- package/types/fieldtypes/UnitOfMeasure.d.ts +162 -0
- package/types/fieldtypes/UnsolicitedIndicator.d.ts +15 -0
- package/types/fieldtypes/UpfrontPriceType.d.ts +15 -0
- package/types/fieldtypes/Urgency.d.ts +17 -0
- package/types/fieldtypes/UserRequestType.d.ts +21 -0
- package/types/fieldtypes/UserStatus.d.ts +29 -0
- package/types/fieldtypes/ValuationMethod.d.ts +21 -0
- package/types/fieldtypes/ValueCheckAction.d.ts +14 -0
- package/types/fieldtypes/ValueCheckType.d.ts +14 -0
- package/types/fieldtypes/VenueType.d.ts +32 -0
- package/types/fieldtypes/VerificationMethod.d.ts +15 -0
- package/types/fieldtypes/WorkingIndicator.d.ts +15 -0
- package/types/fieldtypes/YieldType.d.ts +79 -0
- package/types/fieldtypes/index.d.ts +699 -0
- package/types/groups/Groups.d.ts +43 -0
- package/types/licensemanager/LicenseManager.d.ts +104 -0
- package/types/licensemanager/LicenseManagerUtils.d.ts +8 -0
- package/types/logger/Logger.d.ts +93 -0
- package/types/message/Message.d.ts +408 -0
- package/types/messagetemplates/MessageTemplates.d.ts +32 -0
- package/types/messagetype/MessageType.d.ts +138 -0
- package/types/session/ClientMessageProcessor.d.ts +13 -0
- package/types/session/ServerMessageProcessor.d.ts +13 -0
- package/types/session/SessionFirstMessage.d.ts +12 -0
- package/types/session/SessionLogon.d.ts +18 -0
- package/types/session/SessionLogout.d.ts +3 -0
- package/types/session/SessionResendRequest.d.ts +18 -0
- package/types/session/SessionSequence.d.ts +12 -0
- package/types/session/SessionSequenceReset.d.ts +11 -0
- package/types/session/SessionTestRequest.d.ts +11 -0
- package/types/spec/SpecCategories.d.ts +11 -0
- package/types/spec/SpecComponents.d.ts +30 -0
- package/types/spec/SpecDatatypes.d.ts +18 -0
- package/types/spec/SpecEnums.d.ts +18 -0
- package/types/spec/SpecFields.d.ts +19 -0
- package/types/spec/SpecGroups.d.ts +29 -0
- package/types/spec/SpecSections.d.ts +10 -0
- package/types/util/FrameDecoder.d.ts +7 -0
- package/types/util/timestamp.d.ts +2 -0
- package/types/util/util.d.ts +23 -0
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies the type of adjustment.
|
|
3
|
+
* - Tag: 334
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const Adjustment: Readonly<{
|
|
10
|
+
/** Cancel */
|
|
11
|
+
readonly Cancel: 1;
|
|
12
|
+
/** Error */
|
|
13
|
+
readonly Error: 2;
|
|
14
|
+
/** Correction */
|
|
15
|
+
readonly Correction: 3;
|
|
16
|
+
}>;
|
|
17
|
+
export type Adjustment = (typeof Adjustment)[keyof typeof Adjustment];
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM).
|
|
3
|
+
* - Tag: 718
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AdjustmentType: Readonly<{
|
|
10
|
+
/** Process request as margin disposition */
|
|
11
|
+
readonly ProcessRequestAsMarginDisposition: 0;
|
|
12
|
+
/** Delta plus */
|
|
13
|
+
readonly DeltaPlus: 1;
|
|
14
|
+
/** Delta minus */
|
|
15
|
+
readonly DeltaMinus: 2;
|
|
16
|
+
/** Final */
|
|
17
|
+
readonly Final: 3;
|
|
18
|
+
/** Customer specific position */
|
|
19
|
+
readonly CustomerSpecificPosition: 4;
|
|
20
|
+
}>;
|
|
21
|
+
export type AdjustmentType = (typeof AdjustmentType)[keyof typeof AdjustmentType];
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Broker's side of advertised trade
|
|
3
|
+
* - Tag: 4
|
|
4
|
+
* - FIX Specification type: char
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AdvSide: Readonly<{
|
|
10
|
+
/** Buy */
|
|
11
|
+
readonly Buy: 'B';
|
|
12
|
+
/** Sell */
|
|
13
|
+
readonly Sell: 'S';
|
|
14
|
+
/** Trade */
|
|
15
|
+
readonly Trade: 'T';
|
|
16
|
+
/** Cross */
|
|
17
|
+
readonly Cross: 'X';
|
|
18
|
+
}>;
|
|
19
|
+
export type AdvSide = (typeof AdvSide)[keyof typeof AdvSide];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies advertisement message transaction type
|
|
3
|
+
* - Tag: 5
|
|
4
|
+
* - FIX Specification type: String
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AdvTransType: Readonly<{
|
|
10
|
+
/** New */
|
|
11
|
+
readonly New: 'N';
|
|
12
|
+
/** Cancel */
|
|
13
|
+
readonly Cancel: 'C';
|
|
14
|
+
/** Replace */
|
|
15
|
+
readonly Replace: 'R';
|
|
16
|
+
}>;
|
|
17
|
+
export type AdvTransType = (typeof AdvTransType)[keyof typeof AdvTransType];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies the affirmation status of the confirmation.
|
|
3
|
+
* - Tag: 940
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AffirmStatus: Readonly<{
|
|
10
|
+
/** Received */
|
|
11
|
+
readonly Received: 1;
|
|
12
|
+
/** Confirm rejected, i.e. not affirmed */
|
|
13
|
+
readonly ConfirmRejected: 2;
|
|
14
|
+
/** Affirmed */
|
|
15
|
+
readonly Affirmed: 3;
|
|
16
|
+
}>;
|
|
17
|
+
export type AffirmStatus = (typeof AffirmStatus)[keyof typeof AffirmStatus];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies whether or not book entries should be aggregated. (Not specified) = broker option
|
|
3
|
+
* - Tag: 266
|
|
4
|
+
* - FIX Specification type: Boolean
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AggregatedBook: Readonly<{
|
|
10
|
+
/** book entries to be aggregated */
|
|
11
|
+
readonly BookEntriesToBeAggregated: 'Y';
|
|
12
|
+
/** book entries should not be aggregated */
|
|
13
|
+
readonly BookEntriesShouldNotBeAggregated: 'N';
|
|
14
|
+
}>;
|
|
15
|
+
export type AggregatedBook = (typeof AggregatedBook)[keyof typeof AggregatedBook];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Used to identify whether the order initiator is an aggressor or not in the trade.
|
|
3
|
+
* - Tag: 1057
|
|
4
|
+
* - FIX Specification type: Boolean
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AggressorIndicator: Readonly<{
|
|
10
|
+
/** Order initiator is aggressor */
|
|
11
|
+
readonly OrderInitiatorIsAggressor: 'Y';
|
|
12
|
+
/** Order initiator is passive */
|
|
13
|
+
readonly OrderInitiatorIsPassive: 'N';
|
|
14
|
+
}>;
|
|
15
|
+
export type AggressorIndicator = (typeof AggressorIndicator)[keyof typeof AggressorIndicator];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Status of the report being responded to.
|
|
3
|
+
* - Tag: 3021
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgoCertificateReportStatus: Readonly<{
|
|
10
|
+
/** Received, not yet processed */
|
|
11
|
+
readonly Received: 0;
|
|
12
|
+
/** Accepted */
|
|
13
|
+
readonly Accepted: 1;
|
|
14
|
+
readonly Rejected: 2;
|
|
15
|
+
}>;
|
|
16
|
+
export type AlgoCertificateReportStatus =
|
|
17
|
+
(typeof AlgoCertificateReportStatus)[keyof typeof AlgoCertificateReportStatus];
|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies the message transaction type.
|
|
3
|
+
* - Tag: 3020
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgoCertificateReportTransType: Readonly<{
|
|
10
|
+
/** New */
|
|
11
|
+
readonly New: 0;
|
|
12
|
+
/** Cancel */
|
|
13
|
+
readonly Cancel: 1;
|
|
14
|
+
/** Replace */
|
|
15
|
+
readonly Replace: 2;
|
|
16
|
+
}>;
|
|
17
|
+
export type AlgoCertificateReportTransType =
|
|
18
|
+
(typeof AlgoCertificateReportTransType)[keyof typeof AlgoCertificateReportTransType];
|
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies the type of business event related to an algo certification report.
|
|
3
|
+
* - Tag: 3078
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgoCertificateReportType: Readonly<{
|
|
10
|
+
readonly CertificateInformation: 0;
|
|
11
|
+
readonly CertificateStateChanged: 1;
|
|
12
|
+
}>;
|
|
13
|
+
export type AlgoCertificateReportType = (typeof AlgoCertificateReportType)[keyof typeof AlgoCertificateReportType];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Status of the AlgoCertificateRequest(35=EH) message being responded to.
|
|
3
|
+
* - Tag: 3017
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgoCertificateRequestStatus: Readonly<{
|
|
10
|
+
/** Received, not yet processed */
|
|
11
|
+
readonly Received: 0;
|
|
12
|
+
/** Accepted */
|
|
13
|
+
readonly Accepted: 1;
|
|
14
|
+
readonly Rejected: 2;
|
|
15
|
+
}>;
|
|
16
|
+
export type AlgoCertificateRequestStatus =
|
|
17
|
+
(typeof AlgoCertificateRequestStatus)[keyof typeof AlgoCertificateRequestStatus];
|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies the message transaction type.
|
|
3
|
+
* - Tag: 3016
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgoCertificateRequestTransType: Readonly<{
|
|
10
|
+
/** New */
|
|
11
|
+
readonly New: 0;
|
|
12
|
+
/** Cancel */
|
|
13
|
+
readonly Cancel: 1;
|
|
14
|
+
/** Replace */
|
|
15
|
+
readonly Replace: 2;
|
|
16
|
+
}>;
|
|
17
|
+
export type AlgoCertificateRequestTransType =
|
|
18
|
+
(typeof AlgoCertificateRequestTransType)[keyof typeof AlgoCertificateRequestTransType];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies the type of business event related to an algo certification request.
|
|
3
|
+
* - Tag: 3077
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgoCertificateRequestType: Readonly<{
|
|
10
|
+
readonly CertificateInformation: 0;
|
|
11
|
+
readonly GenerateCertificate: 1;
|
|
12
|
+
readonly ChangeCertificateStatus: 2;
|
|
13
|
+
readonly ForwardCertificate: 3;
|
|
14
|
+
}>;
|
|
15
|
+
export type AlgoCertificateRequestType = (typeof AlgoCertificateRequestType)[keyof typeof AlgoCertificateRequestType];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Status of the certification as provided by the regulatory authority.
|
|
3
|
+
* - Tag: 3022
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgoCertificateStatus: Readonly<{
|
|
10
|
+
readonly Draft: 0;
|
|
11
|
+
readonly Approved: 1;
|
|
12
|
+
readonly Submitted: 2;
|
|
13
|
+
readonly Registered: 3;
|
|
14
|
+
}>;
|
|
15
|
+
export type AlgoCertificateStatus = (typeof AlgoCertificateStatus)[keyof typeof AlgoCertificateStatus];
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.
|
|
3
|
+
* - Tag: 2667
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AlgorithmicTradeIndicator: Readonly<{
|
|
10
|
+
/** Non-algorithmic trade */
|
|
11
|
+
readonly NonAlgorithmicTrade: 0;
|
|
12
|
+
readonly AlgorithmicTrade: 1;
|
|
13
|
+
}>;
|
|
14
|
+
export type AlgorithmicTradeIndicator = (typeof AlgorithmicTradeIndicator)[keyof typeof AlgorithmicTradeIndicator];
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Type of account associated with a confirmation or other trade-level message
|
|
3
|
+
* - Tag: 798
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocAccountType: Readonly<{
|
|
10
|
+
/** Account is carried pn customer side of books */
|
|
11
|
+
readonly CarriedCustomerSide: 1;
|
|
12
|
+
/** Account is carried on non-customer side of books */
|
|
13
|
+
readonly CarriedNonCustomerSide: 2;
|
|
14
|
+
/** House trader */
|
|
15
|
+
readonly HouseTrader: 3;
|
|
16
|
+
/** Floor trader */
|
|
17
|
+
readonly FloorTrader: 4;
|
|
18
|
+
/** Account is carried on non-customer side of books and is cross margined */
|
|
19
|
+
readonly CarriedNonCustomerSideCrossMargined: 6;
|
|
20
|
+
/** Account is house trader and is cross margined */
|
|
21
|
+
readonly HouseTraderCrossMargined: 7;
|
|
22
|
+
/** Joint back office account (JBO) */
|
|
23
|
+
readonly JointBackOfficeAccount: 8;
|
|
24
|
+
}>;
|
|
25
|
+
export type AllocAccountType = (typeof AllocAccountType)[keyof typeof AllocAccountType];
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Reason for cancelling or replacing an Allocation Instruction or Allocation Report message
|
|
3
|
+
* - Tag: 796
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocCancReplaceReason: Readonly<{
|
|
10
|
+
/** Original details incomplete/incorrect */
|
|
11
|
+
readonly OriginalDetailsIncomplete: 1;
|
|
12
|
+
/** Change in underlying order details */
|
|
13
|
+
readonly ChangeInUnderlyingOrderDetails: 2;
|
|
14
|
+
/** Cancelled by give-up firm */
|
|
15
|
+
readonly CancelledByGiveupFirm: 3;
|
|
16
|
+
/** Other */
|
|
17
|
+
readonly Other: 99;
|
|
18
|
+
}>;
|
|
19
|
+
export type AllocCancReplaceReason = (typeof AllocCancReplaceReason)[keyof typeof AllocCancReplaceReason];
|
|
@@ -0,0 +1,16 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Status of the trade give-up relative to the group identified in AllocGroupID(1730).
|
|
3
|
+
* - Tag: 2767
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocGroupStatus: Readonly<{
|
|
10
|
+
readonly Added: 0;
|
|
11
|
+
readonly Canceled: 1;
|
|
12
|
+
readonly Replaced: 2;
|
|
13
|
+
readonly Changed: 3;
|
|
14
|
+
readonly Pending: 4;
|
|
15
|
+
}>;
|
|
16
|
+
export type AllocGroupStatus = (typeof AllocGroupStatus)[keyof typeof AllocGroupStatus];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Type of trade attribute defining a subgroup in an allocation group.
|
|
3
|
+
* - Tag: 2980
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocGroupSubQtyType: Readonly<{
|
|
10
|
+
/** Trade type */
|
|
11
|
+
readonly TradeType: 1;
|
|
12
|
+
/** Trade publication indicator */
|
|
13
|
+
readonly TradePublicationIndicator: 2;
|
|
14
|
+
/** Order handling instruction */
|
|
15
|
+
readonly OrderHandlingInstruction: 3;
|
|
16
|
+
}>;
|
|
17
|
+
export type AllocGroupSubQtyType = (typeof AllocGroupSubQtyType)[keyof typeof AllocGroupSubQtyType];
|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details.
|
|
3
|
+
* - Tag: 209
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocHandlInst: Readonly<{
|
|
10
|
+
/** Match */
|
|
11
|
+
readonly Match: 1;
|
|
12
|
+
/** Forward */
|
|
13
|
+
readonly Forward: 2;
|
|
14
|
+
/** Forward and Match */
|
|
15
|
+
readonly ForwardAndMatch: 3;
|
|
16
|
+
readonly AutoClaimGiveUp: 4;
|
|
17
|
+
}>;
|
|
18
|
+
export type AllocHandlInst = (typeof AllocHandlInst)[keyof typeof AllocHandlInst];
|
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"
|
|
3
|
+
* - Tag: 808
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocIntermedReqType: Readonly<{
|
|
10
|
+
/** Pending Accept */
|
|
11
|
+
readonly PendingAccept: 1;
|
|
12
|
+
/** Pending Release */
|
|
13
|
+
readonly PendingRelease: 2;
|
|
14
|
+
/** Pending Reversal */
|
|
15
|
+
readonly PendingReversal: 3;
|
|
16
|
+
/** Accept */
|
|
17
|
+
readonly Accept: 4;
|
|
18
|
+
/** Block Level Reject */
|
|
19
|
+
readonly BlockLevelReject: 5;
|
|
20
|
+
/** Account Level Reject */
|
|
21
|
+
readonly AccountLevelReject: 6;
|
|
22
|
+
}>;
|
|
23
|
+
export type AllocIntermedReqType = (typeof AllocIntermedReqType)[keyof typeof AllocIntermedReqType];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies the type of Allocation linkage when AllocLinkID(196) is used.
|
|
3
|
+
* - Tag: 197
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocLinkType: Readonly<{
|
|
10
|
+
/** FX Netting */
|
|
11
|
+
readonly FXNetting: 0;
|
|
12
|
+
/** FX Swap */
|
|
13
|
+
readonly FXSwap: 1;
|
|
14
|
+
}>;
|
|
15
|
+
export type AllocLinkType = (typeof AllocLinkType)[keyof typeof AllocLinkType];
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Specifies the method under which a trade quantity was allocated.
|
|
3
|
+
* - Tag: 1002
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocMethod: Readonly<{
|
|
10
|
+
/** Automatic */
|
|
11
|
+
readonly Automatic: 1;
|
|
12
|
+
/** Guarantor */
|
|
13
|
+
readonly Guarantor: 2;
|
|
14
|
+
/** Manual */
|
|
15
|
+
readonly Manual: 3;
|
|
16
|
+
/** Broker assigned */
|
|
17
|
+
readonly BrokerAssigned: 4;
|
|
18
|
+
}>;
|
|
19
|
+
export type AllocMethod = (typeof AllocMethod)[keyof typeof AllocMethod];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
|
|
3
|
+
* - Tag: 857
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocNoOrdersType: Readonly<{
|
|
10
|
+
/** Not specified */
|
|
11
|
+
readonly NotSpecified: 0;
|
|
12
|
+
/** Explicit list provided */
|
|
13
|
+
readonly ExplicitListProvided: 1;
|
|
14
|
+
}>;
|
|
15
|
+
export type AllocNoOrdersType = (typeof AllocNoOrdersType)[keyof typeof AllocNoOrdersType];
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
|
|
3
|
+
* - Tag: 1047
|
|
4
|
+
* - FIX Specification type: char
|
|
5
|
+
* - Mapped type: string
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocPositionEffect: Readonly<{
|
|
10
|
+
/** Open */
|
|
11
|
+
readonly Open: 'O';
|
|
12
|
+
/** Close */
|
|
13
|
+
readonly Close: 'C';
|
|
14
|
+
/** Rolled */
|
|
15
|
+
readonly Rolled: 'R';
|
|
16
|
+
/** FIFO */
|
|
17
|
+
readonly FIFO: 'F';
|
|
18
|
+
}>;
|
|
19
|
+
export type AllocPositionEffect = (typeof AllocPositionEffect)[keyof typeof AllocPositionEffect];
|
|
@@ -0,0 +1,70 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies reason for rejection.
|
|
3
|
+
* - Tag: 88
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocRejCode: Readonly<{
|
|
10
|
+
/** Unknown or missing account(s) */
|
|
11
|
+
readonly UnknownAccount: 0;
|
|
12
|
+
/** Incorrect or missing block quantity */
|
|
13
|
+
readonly IncorrectQuantity: 1;
|
|
14
|
+
/** Incorrect or missing average price */
|
|
15
|
+
readonly IncorrectAveragePrice: 2;
|
|
16
|
+
/** Unknown executing broker mnemonic */
|
|
17
|
+
readonly UnknownExecutingBrokerMnemonic: 3;
|
|
18
|
+
/** Incorrect or missing commission */
|
|
19
|
+
readonly CommissionDifference: 4;
|
|
20
|
+
/** Unknown OrderID(37) */
|
|
21
|
+
readonly UnknownOrderID: 5;
|
|
22
|
+
/** Unknown ListID(66) */
|
|
23
|
+
readonly UnknownListID: 6;
|
|
24
|
+
/** Other (further in Text (58)) */
|
|
25
|
+
readonly OtherSeeText: 7;
|
|
26
|
+
/** Incorrect or missing allocated quantity */
|
|
27
|
+
readonly IncorrectAllocatedQuantity: 8;
|
|
28
|
+
/** Calculation difference */
|
|
29
|
+
readonly CalculationDifference: 9;
|
|
30
|
+
/** Unknown or Stale ExecID(17) */
|
|
31
|
+
readonly UnknownOrStaleExecID: 10;
|
|
32
|
+
/** Mismatched data */
|
|
33
|
+
readonly MismatchedData: 11;
|
|
34
|
+
/** Unknown ClOrdID(11) */
|
|
35
|
+
readonly UnknownClOrdID: 12;
|
|
36
|
+
/** Warehouse request rejected */
|
|
37
|
+
readonly WarehouseRequestRejected: 13;
|
|
38
|
+
/** Duplicate or missing IndividualAllocID(467) */
|
|
39
|
+
readonly DuplicateOrMissingIndividualAllocID: 14;
|
|
40
|
+
/** Trade not recognized */
|
|
41
|
+
readonly TradeNotRecognized: 15;
|
|
42
|
+
/** Trade previously allocated */
|
|
43
|
+
readonly DuplicateTrade: 16;
|
|
44
|
+
/** Incorrect or missing instrument */
|
|
45
|
+
readonly IncorrectOrMissingInstrument: 17;
|
|
46
|
+
/** Incorrect or missing settlement date */
|
|
47
|
+
readonly IncorrectOrMissingSettlDate: 18;
|
|
48
|
+
/** Incorrect or missing fund ID or fund name */
|
|
49
|
+
readonly IncorrectOrMissingFundIDOrFundName: 19;
|
|
50
|
+
/** Incorrect or missing settlement instructions */
|
|
51
|
+
readonly IncorrectOrMissingSettlInstructions: 20;
|
|
52
|
+
/** Incorrect or missing fees */
|
|
53
|
+
readonly IncorrectOrMissingFees: 21;
|
|
54
|
+
/** Incorrect or missing tax */
|
|
55
|
+
readonly IncorrectOrMissingTax: 22;
|
|
56
|
+
/** Unknown or missing party */
|
|
57
|
+
readonly UnknownOrMissingParty: 23;
|
|
58
|
+
/** Incorrect or missing side */
|
|
59
|
+
readonly IncorrectOrMissingSide: 24;
|
|
60
|
+
/** Incorrect or missing net-money */
|
|
61
|
+
readonly IncorrectOrMissingNetMoney: 25;
|
|
62
|
+
/** Incorrect or missing trade date */
|
|
63
|
+
readonly IncorrectOrMissingTradeDate: 26;
|
|
64
|
+
/** Incorrect or missing settlement currency instructions */
|
|
65
|
+
readonly IncorrectOrMissingSettlCcyInstructions: 27;
|
|
66
|
+
/** Incorrrect or missing ProcessCode(81) */
|
|
67
|
+
readonly IncorrectOrMissingProcessCode: 28;
|
|
68
|
+
readonly Other: 99;
|
|
69
|
+
}>;
|
|
70
|
+
export type AllocRejCode = (typeof AllocRejCode)[keyof typeof AllocRejCode];
|
|
@@ -0,0 +1,41 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Describes the specific type or purpose of an Allocation Report message
|
|
3
|
+
* - Tag: 794
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocReportType: Readonly<{
|
|
10
|
+
/** Preliminary request to intermediary */
|
|
11
|
+
readonly PreliminaryRequestToIntermediary: 2;
|
|
12
|
+
/** Sellside calculated using preliminary (includes MiscFees and NetMoney) */
|
|
13
|
+
readonly SellsideCalculatedUsingPreliminary: 3;
|
|
14
|
+
/** Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) */
|
|
15
|
+
readonly SellsideCalculatedWithoutPreliminary: 4;
|
|
16
|
+
/** Warehouse recap */
|
|
17
|
+
readonly WarehouseRecap: 5;
|
|
18
|
+
/** Request to intermediary */
|
|
19
|
+
readonly RequestToIntermediary: 8;
|
|
20
|
+
/** Accept */
|
|
21
|
+
readonly Accept: 9;
|
|
22
|
+
/** Reject */
|
|
23
|
+
readonly Reject: 10;
|
|
24
|
+
/** Accept Pending */
|
|
25
|
+
readonly AcceptPending: 11;
|
|
26
|
+
/** Complete */
|
|
27
|
+
readonly Complete: 12;
|
|
28
|
+
/** Reverse Pending */
|
|
29
|
+
readonly ReversePending: 14;
|
|
30
|
+
/** Give-up */
|
|
31
|
+
readonly Giveup: 15;
|
|
32
|
+
/** Take-up */
|
|
33
|
+
readonly Takeup: 16;
|
|
34
|
+
/** Reversal */
|
|
35
|
+
readonly Reversal: 17;
|
|
36
|
+
/** Alleged reversal */
|
|
37
|
+
readonly Alleged: 18;
|
|
38
|
+
/** Sub-allocation give-up */
|
|
39
|
+
readonly SubAllocationGiveup: 19;
|
|
40
|
+
}>;
|
|
41
|
+
export type AllocReportType = (typeof AllocReportType)[keyof typeof AllocReportType];
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Status of the AllocationInstructionAlertRequest(35=DU).
|
|
3
|
+
* - Tag: 2768
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocRequestStatus: Readonly<{
|
|
10
|
+
/** Accepted */
|
|
11
|
+
readonly Accepted: 0;
|
|
12
|
+
/** Rejected */
|
|
13
|
+
readonly Rejected: 1;
|
|
14
|
+
}>;
|
|
15
|
+
export type AllocRequestStatus = (typeof AllocRequestStatus)[keyof typeof AllocRequestStatus];
|
|
@@ -0,0 +1,17 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Identifies the status of a reversal transaction.
|
|
3
|
+
* - Tag: 1738
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocReversalStatus: Readonly<{
|
|
10
|
+
/** Completed */
|
|
11
|
+
readonly Completed: 0;
|
|
12
|
+
/** Refused */
|
|
13
|
+
readonly Refused: 1;
|
|
14
|
+
/** Cancelled */
|
|
15
|
+
readonly Cancelled: 2;
|
|
16
|
+
}>;
|
|
17
|
+
export type AllocReversalStatus = (typeof AllocReversalStatus)[keyof typeof AllocReversalStatus];
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.
|
|
3
|
+
* - Tag: 780
|
|
4
|
+
* - FIX Specification type: int
|
|
5
|
+
* - Mapped type: number
|
|
6
|
+
* @readonly
|
|
7
|
+
* @public
|
|
8
|
+
*/
|
|
9
|
+
export declare const AllocSettlInstType: Readonly<{
|
|
10
|
+
/** Use default instructions */
|
|
11
|
+
readonly UseDefaultInstructions: 0;
|
|
12
|
+
/** Derive from parameters provided */
|
|
13
|
+
readonly DeriveFromParametersProvided: 1;
|
|
14
|
+
/** Full details provided */
|
|
15
|
+
readonly FullDetailsProvided: 2;
|
|
16
|
+
/** SSI DB IDs provided */
|
|
17
|
+
readonly SSIDBIDsProvided: 3;
|
|
18
|
+
/** Phone for instructions */
|
|
19
|
+
readonly PhoneForInstructions: 4;
|
|
20
|
+
}>;
|
|
21
|
+
export type AllocSettlInstType = (typeof AllocSettlInstType)[keyof typeof AllocSettlInstType];
|