npm - jspurefix - Versions diffs - 3.0.0 → 3.1.0 - Mend

jspurefix 3.0.0 → 3.1.0

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package/dist/types/FIX4.2/repo/enum/all-enum.js.map CHANGED Viewed

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Broker's side of advertised trade \r\n***********************************\r\n/\r\nexport enum AdvSide {\r\n Buy = 'B',\r\n Sell = 'S',\r\n Trade = 'T',\r\n Cross = 'X'\r\n}\r\n\r\n/\r\n***************************************************\r\n Identifies advertisement message transaction type \r\n***************************************************\r\n/\r\nexport enum AdvTransType {\r\n Cancel = 'C',\r\n New = 'N',\r\n Replace = 'R'\r\n}\r\n\r\n/\r\n*****************\r\n Commission type \r\n*****************\r\n/\r\nexport enum CommType {\r\n PerUnit = '1',\r\n Percent = '2',\r\n Absolute = '3'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Instructions for order handling on exchange trading floor. \r\n If more than one instruction is applicable to an order, this \r\n field can contain multiple instructions separated by space. \r\n**************************************************************\r\n/\r\nexport enum ExecInst {\r\n StayOnOfferSide = '0',\r\n NotHeld = '1',\r\n Work = '2',\r\n GoAlong = '3',\r\n OverTheDay = '4',\r\n Held = '5',\r\n ParticipateDoNotInitiate = '6',\r\n StrictScale = '7',\r\n TryToScale = '8',\r\n StayOnBidSide = '9',\r\n NoCross = 'A',\r\n OkToCross = 'B',\r\n CallFirst = 'C',\r\n PercentOfVolume = 'D',\r\n DoNotIncrease = 'E',\r\n DoNotReduce = 'F',\r\n AllOrNone = 'G',\r\n InstitutionsOnly = 'I',\r\n LastPeg = 'L',\r\n MidPricePeg = 'M',\r\n NonNegotiable = 'N',\r\n OpeningPeg = 'O',\r\n MarketPeg = 'P',\r\n PrimaryPeg = 'R',\r\n Suspend = 'S',\r\n FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T',\r\n CustomerDisplayInstruction = 'U',\r\n Netting = 'V',\r\n PegToVwap = 'W'\r\n}\r\n\r\n/\r\n*****************************\r\n Identifies transaction type \r\n*****************************\r\n/\r\nexport enum ExecTransType {\r\n New = '0',\r\n Cancel = '1',\r\n Correct = '2',\r\n Status = '3'\r\n}\r\n\r\n/\r\n*********************************************************\r\n Instructions for order handling on Broker trading floor \r\n*********************************************************\r\n/\r\nexport enum HandlInst {\r\n AutomatedExecutionNoIntervention = '1',\r\n AutomatedExecutionInterventionOk = '2',\r\n ManualOrder = '3'\r\n}\r\n\r\n/\r\n********************************************\r\n Identifies class of alternative SecurityID \r\n********************************************\r\n/\r\nexport enum IDSource {\r\n Cusip = '1',\r\n Sedol = '2',\r\n Quik = '3',\r\n IsinNumber = '4',\r\n RicCode = '5',\r\n IsoCurrencyCode = '6',\r\n IsoCountryCode = '7',\r\n ExchangeSymbol = '8',\r\n ConsolidatedTapeAssociation = '9'\r\n}\r\n\r\n/\r\n********************************\r\n Relative quality of indication \r\n********************************\r\n/\r\nexport enum IOIQltyInd {\r\n High = 'H',\r\n Low = 'L',\r\n Medium = 'M'\r\n}\r\n\r\n/\r\n***********************************************\r\n Number of shares in numeric or relative size. \r\n***********************************************\r\n/\r\nexport enum IOIShares {\r\n Large = 'L',\r\n Medium = 'M',\r\n Small = 'S'\r\n}\r\n\r\n/\r\n*****************************************\r\n Identifies IOI message transaction type \r\n*****************************************\r\n/\r\nexport enum IOITransType {\r\n Cancel = 'C',\r\n New = 'N',\r\n Replace = 'R'\r\n}\r\n\r\n/\r\n************************************\r\n Broker capacity in order execution \r\n************************************\r\n/\r\nexport enum LastCapacity {\r\n Agent = '1',\r\n CrossAsAgent = '2',\r\n CrossAsPrincipal = '3',\r\n Principal = '4'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always \r\n unencrypted) \r\n Note: A \"U\" as the first character in the MsgType field \r\n (i.e. U1, U2, etc) indicates that the message format is \r\n privately defined between the sender and receiver. \r\n**************************************************************\r\n/\r\nexport enum MsgType {\r\n Heartbeat = '0',\r\n TestRequest = '1',\r\n ResendRequest = '2',\r\n Reject = '3',\r\n SequenceReset = '4',\r\n Logout = '5',\r\n Ioi = '6',\r\n Advertisement = '7',\r\n ExecutionReport = '8',\r\n OrderCancelReject = '9',\r\n QuoteStatusRequest = 'a',\r\n Logon = 'A',\r\n News = 'B',\r\n MassQuoteAcknowledgement = 'b',\r\n Email = 'C',\r\n SecurityDefinitionRequest = 'c',\r\n NewOrderSingle = 'D',\r\n SecurityDefinition = 'd',\r\n NewOrderList = 'E',\r\n SecurityStatusRequest = 'e',\r\n SecurityStatus = 'f',\r\n OrderCancelRequest = 'F',\r\n OrderCancelReplaceRequest = 'G',\r\n TradingSessionStatusRequest = 'g',\r\n OrderStatusRequest = 'H',\r\n TradingSessionStatus = 'h',\r\n MassQuote = 'i',\r\n BusinessMessageReject = 'j',\r\n AllocationInstruction = 'J',\r\n ListCancelRequest = 'K',\r\n BidRequest = 'k',\r\n BidResponse = 'l',\r\n ListExecute = 'L',\r\n ListStrikePrice = 'm',\r\n ListStatusRequest = 'M',\r\n ListStatus = 'N',\r\n AllocationInstructionAck = 'P',\r\n DontKnowTrade = 'Q',\r\n QuoteRequest = 'R',\r\n Quote = 'S',\r\n SettlementInstructions = 'T',\r\n MarketDataRequest = 'V',\r\n MarketDataSnapshotFullRefresh = 'W',\r\n MarketDataIncrementalRefresh = 'X',\r\n MarketDataRequestReject = 'Y',\r\n QuoteCancel = 'Z'\r\n}\r\n\r\n/\r\n*************************************\r\n Identifies current status of order. \r\n*************************************\r\n/\r\nexport enum OrdStatus {\r\n New = '0',\r\n PartiallyFilled = '1',\r\n Filled = '2',\r\n DoneForDay = '3',\r\n Canceled = '4',\r\n Replaced = '5',\r\n PendingCancel = '6',\r\n Stopped = '7',\r\n Rejected = '8',\r\n Suspended = '9',\r\n PendingNew = 'A',\r\n Calculated = 'B',\r\n Expired = 'C',\r\n AcceptedForBidding = 'D',\r\n PendingReplace = 'E'\r\n}\r\n\r\n/\r\n*************\r\n Order type. \r\n*************\r\n/\r\nexport enum OrdType {\r\n Market = '1',\r\n Limit = '2',\r\n Stop = '3',\r\n StopLimit = '4',\r\n MarketOnClose = '5',\r\n WithOrWithout = '6',\r\n LimitOrBetter = '7',\r\n LimitWithOrWithout = '8',\r\n OnBasis = '9',\r\n OnClose = 'A',\r\n LimitOnClose = 'B',\r\n ForexMarket = 'C',\r\n PreviouslyQuoted = 'D',\r\n PreviouslyIndicated = 'E',\r\n ForexLimit = 'F',\r\n ForexSwap = 'G',\r\n ForexPreviouslyQuoted = 'H',\r\n Funari = 'I',\r\n Pegged = 'P'\r\n}\r\n\r\n/\r\n********************************************************\r\n Indicates possible retransmission of message with this \r\n sequence number \r\n********************************************************\r\n/\r\nexport enum PossDupFlag {\r\n OriginalTransmission = 'N',\r\n PossibleDuplicate = 'Y'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Note that the name of this field is changing to \r\n \"OrderCapacity\" as Rule80A is a very US market-specific \r\n term. Other world markets need to convey similar \r\n information, however, often a subset of the US values. . See \r\n the \"Rule80A (aka OrderCapacity) Usage by Market\" appendix \r\n for market-specific usage of this field. \r\n**************************************************************\r\n/\r\nexport enum Rule80A {\r\n AgencySingleOrder = 'A',\r\n ShortExemptTransactionAType = 'B',\r\n ProprietaryNonAlgo = 'C',\r\n ProgramOrderMember = 'D',\r\n ShortExemptTransactionForPrincipal = 'E',\r\n ShortExemptTransactionWType = 'F',\r\n ShortExemptTransactionIType = 'H',\r\n IndividualInvestor = 'I',\r\n ProprietaryAlgo = 'J',\r\n AgencyAlgo = 'K',\r\n ShortExemptTransactionMemberAffliated = 'L',\r\n ProgramOrderOtherMember = 'M',\r\n AgentForOtherMember = 'N',\r\n ProprietaryTransactionAffiliated = 'O',\r\n Principal = 'P',\r\n TransactionNonMember = 'R',\r\n SpecialistTrades = 'S',\r\n TransactionUnaffiliatedMember = 'T',\r\n AgencyIndexArb = 'U',\r\n AllOtherOrdersAsAgentForOtherMember = 'W',\r\n ShortExemptTransactionMemberNotAffliated = 'X',\r\n AgencyNonAlgo = 'Y',\r\n ShortExemptTransactionNonMember = 'Z'\r\n}\r\n\r\n/\r\n***************\r\n Side of order \r\n***************\r\n/\r\nexport enum Side {\r\n Buy = '1',\r\n Sell = '2',\r\n BuyMinus = '3',\r\n SellPlus = '4',\r\n SellShort = '5',\r\n SellShortExempt = '6',\r\n Undisclosed = '7',\r\n Cross = '8',\r\n CrossShort = '9'\r\n}\r\n\r\n/\r\n************************************************************\r\n Specifies how long the order remains in effect. Absence of \r\n this field is interpreted as DAY. \r\n************************************************************\r\n/\r\nexport enum TimeInForce {\r\n Day = '0',\r\n GoodTillCancel = '1',\r\n AtTheOpening = '2',\r\n ImmediateOrCancel = '3',\r\n FillOrKill = '4',\r\n GoodTillCrossing = '5',\r\n GoodTillDate = '6'\r\n}\r\n\r\n/\r\n**************\r\n Urgency flag \r\n**************\r\n/\r\nexport enum Urgency {\r\n Normal = '0',\r\n Flash = '1',\r\n Background = '2'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Indicates order settlement period. Absence of this field is \r\n interpreted as Regular. Regular is defined as the default \r\n settlement period for the particular security on the \r\n exchange of execution. \r\n*************************************************************\r\n/\r\nexport enum SettlmntTyp {\r\n Regular = '0',\r\n Cash = '1',\r\n NextDay = '2',\r\n TPlus2 = '3',\r\n TPlus3 = '4',\r\n TPlus4 = '5',\r\n Future = '6',\r\n WhenAndIfIssued = '7',\r\n SellersOption = '8',\r\n TPlus5 = '9'\r\n}\r\n\r\n/\r\n****************************************\r\n Identifies allocation transaction type \r\n****************************************\r\n/\r\nexport enum AllocTransType {\r\n New = '0',\r\n Replace = '1',\r\n Cancel = '2',\r\n Preliminary = '3',\r\n Calculated = '4',\r\n CalculatedWithoutPreliminary = '5'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Indicates whether the resulting position after a trade \r\n should be an opening position or closing position. Used for \r\n omnibus accounting - where accounts are held on a gross \r\n basis instead of being netted together. \r\n*************************************************************\r\n/\r\nexport enum OpenClose {\r\n Close = 'C',\r\n Open = 'O'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Processing code for sub-account. Absence of this field in \r\n AllocAccount / AllocPrice/AllocShares / ProcessCode instance \r\n indicates regular trade. \r\n**************************************************************\r\n/\r\nexport enum ProcessCode {\r\n Regular = '0',\r\n SoftDollar = '1',\r\n StepIn = '2',\r\n StepOut = '3',\r\n SoftDollarStepIn = '4',\r\n SoftDollarStepOut = '5',\r\n PlanSponsor = '6'\r\n}\r\n\r\n/\r\n**********************************\r\n Identifies status of allocation. \r\n**********************************\r\n/\r\nexport enum AllocStatus {\r\n Accepted = 0,\r\n BlockLevelReject = 1,\r\n AccountLevelReject = 2,\r\n Received = 3\r\n}\r\n\r\n/\r\n**********************************\r\n Identifies reason for rejection. \r\n**********************************\r\n/\r\nexport enum AllocRejCode {\r\n UnknownAccount = 0,\r\n IncorrectQuantity = 1,\r\n IncorrectAveragegPrice = 2,\r\n UnknownExecutingBrokerMnemonic = 3,\r\n CommissionDifference = 4,\r\n UnknownOrderId = 5,\r\n UnknownListId = 6,\r\n OtherSeeText = 7\r\n}\r\n\r\n/\r\n*********************\r\n Email message type. \r\n*********************\r\n/\r\nexport enum EmailType {\r\n New = '0',\r\n Reply = '1',\r\n AdminReply = '2'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Indicates that message may contain information that has been \r\n sent under another sequence number. \r\n**************************************************************\r\n/\r\nexport enum PossResend {\r\n OriginalTransmission = 'N',\r\n PossibleResend = 'Y'\r\n}\r\n\r\n/\r\n***********************\r\n Method of encryption. \r\n***********************\r\n/\r\nexport enum EncryptMethod {\r\n None = 0,\r\n Pkcs = 1,\r\n Des = 2,\r\n Pkcsdes = 3,\r\n Pgpdes = 4,\r\n Pgpdesmd5 = 5,\r\n Pem = 6\r\n}\r\n\r\n/\r\n***********************************************\r\n Code to identify reason for cancel rejection. \r\n***********************************************\r\n/\r\nexport enum CxlRejReason {\r\n TooLateToCancel = 0,\r\n UnknownOrder = 1,\r\n BrokerCredit = 2,\r\n OrderAlreadyInPendingStatus = 3\r\n}\r\n\r\n/\r\n**********************************************\r\n Code to identify reason for order rejection. \r\n**********************************************\r\n/\r\nexport enum OrdRejReason {\r\n BrokerCredit = 0,\r\n UnknownSymbol = 1,\r\n ExchangeClosed = 2,\r\n OrderExceedsLimit = 3,\r\n TooLateToEnter = 4,\r\n UnknownOrder = 5,\r\n DuplicateOrder = 6,\r\n DuplicateOfAVerballyCommunicatedOrder = 7,\r\n StaleOrder = 8\r\n}\r\n\r\n/\r\n**************************\r\n Code to qualify IOI use. \r\n**************************\r\n/\r\nexport enum IOIQualifier {\r\n AllOrNone = 'A',\r\n AtTheClose = 'C',\r\n InTouchWith = 'I',\r\n Limit = 'L',\r\n MoreBehind = 'M',\r\n AtTheOpen = 'O',\r\n TakingAPosition = 'P',\r\n AtTheMarket = 'Q',\r\n ReadyToTrade = 'R',\r\n PortfolioShown = 'S',\r\n ThroughTheDay = 'T',\r\n Versus = 'V',\r\n Indication = 'W',\r\n CrossingOpportunity = 'X',\r\n AtTheMidpoint = 'Y',\r\n PreOpen = 'Z'\r\n}\r\n\r\n/\r\n****************************************************\r\n Identifies party of trade responsible for exchange \r\n reporting. \r\n****************************************************\r\n/\r\nexport enum ReportToExch {\r\n SenderReports = 'N',\r\n ReceiverReports = 'Y'\r\n}\r\n\r\n/\r\n********************************************************\r\n Indicates whether the broker is to locate the stock in \r\n conjunction with a short sell order. \r\n********************************************************\r\n/\r\nexport enum LocateReqd {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\n/\r\n*******************************************************\r\n Indicates request for forex accommodation trade to be \r\n executed along with security transaction. \r\n*******************************************************\r\n/\r\nexport enum ForexReq {\r\n DoNotExecuteForexAfterSecurityTrade = 'N',\r\n ExecuteForexAfterSecurityTrade = 'Y'\r\n}\r\n\r\n/\r\n**********************************************************\r\n Indicates that the Sequence Reset message is replacing \r\n administrative or application messages which will not be \r\n resent. \r\n**********************************************************\r\n/\r\nexport enum GapFillFlag {\r\n SequenceReset = 'N',\r\n GapFillMessage = 'Y'\r\n}\r\n\r\n/\r\n*********************************\r\n Reason for execution rejection. \r\n*********************************\r\n/\r\nexport enum DKReason {\r\n UnknownSymbol = 'A',\r\n WrongSide = 'B',\r\n QuantityExceedsOrder = 'C',\r\n NoMatchingOrder = 'D',\r\n PriceExceedsLimit = 'E',\r\n Other = 'Z'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Indicates that IOI is the result of an existing agency order \r\n or a facilitation position resulting from an agency order, \r\n not from principal trading or order solicitation activity. \r\n**************************************************************\r\n/\r\nexport enum IOINaturalFlag {\r\n NotNatural = 'N',\r\n Natural = 'Y'\r\n}\r\n\r\n/\r\n**************************************\r\n Indicates type of miscellaneous fee. \r\n**************************************\r\n/\r\nexport enum MiscFeeType {\r\n Regulatory = '1',\r\n Tax = '2',\r\n LocalCommission = '3',\r\n ExchangeFees = '4',\r\n Stamp = '5',\r\n Levy = '6',\r\n Other = '7',\r\n Markup = '8',\r\n ConsumptionTax = '9'\r\n}\r\n\r\n/\r\n*********************************************************\r\n Indicates that the both sides of the FIX session should \r\n reset sequence numbers. \r\n*********************************************************\r\n/\r\nexport enum ResetSeqNumFlag {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\n/\r\n***********************************************************\r\n Describes the specific ExecutionRpt (i.e. Pending Cancel) \r\n while OrdStatus will always identify the current order \r\n status (i.e. Partially Filled) \r\n***********************************************************\r\n/\r\nexport enum ExecType {\r\n New = '0',\r\n PartialFill = '1',\r\n Fill = '2',\r\n DoneForDay = '3',\r\n Canceled = '4',\r\n Replaced = '5',\r\n PendingCancel = '6',\r\n Stopped = '7',\r\n Rejected = '8',\r\n Suspended = '9',\r\n PendingNew = 'A',\r\n Calculated = 'B',\r\n Expired = 'C',\r\n Restated = 'D',\r\n PendingReplace = 'E'\r\n}\r\n\r\n/\r\n*************************************************\r\n Indicates mode used for Settlement Instructions \r\n*************************************************\r\n/\r\nexport enum SettlInstMode {\r\n Default = '0',\r\n StandingInstructionsProvided = '1',\r\n SpecificAllocationAccountOverriding = '2',\r\n SpecificAllocationAccountStanding = '3'\r\n}\r\n\r\n/\r\n**************************************************\r\n Settlement Instructions message transaction type \r\n**************************************************\r\n/\r\nexport enum SettlInstTransType {\r\n Cancel = 'C',\r\n New = 'N',\r\n Replace = 'R'\r\n}\r\n\r\n/\r\n*********************************************\r\n Indicates source of Settlement Instructions \r\n*********************************************\r\n/\r\nexport enum SettlInstSource {\r\n BrokerCredit = '1',\r\n Institution = '2'\r\n}\r\n\r\n/\r\n*********************************************************\r\n Identifies Settlement Depository or Country Code (ISITC \r\n spec) \r\n*********************************************************\r\n/\r\nexport enum SettlLocation {\r\n Cedel = 'CED',\r\n DepositoryTrustCompany = 'DTC',\r\n EuroClear = 'EUR',\r\n FederalBookEntry = 'FED',\r\n LocalMarketSettleLocation = 'ISO Country Code',\r\n Physical = 'PNY',\r\n ParticipantTrustCompany = 'PTC'\r\n}\r\n\r\n/\r\n*****************************************\r\n Indicates type of security (ISITC spec) \r\n*****************************************\r\n/\r\nexport enum SecurityType {\r\n Wildcard = '?',\r\n BankersAcceptance = 'BA',\r\n ConvertibleBond = 'CB',\r\n CertificateOfDeposit = 'CD',\r\n CollateralizedMortgageObligation = 'CMO',\r\n CorporateBond = 'CORP',\r\n CommercialPaper = 'CP',\r\n CorporatePrivatePlacement = 'CPP',\r\n CommonStock = 'CS',\r\n FederalHousingAuthority = 'FHA',\r\n FederalHomeLoan = 'FHL',\r\n FederalNationalMortgageAssociation = 'FN',\r\n ForeignExchangeContract = 'FOR',\r\n Future = 'FUT',\r\n GovernmentNationalMortgageAssociation = 'GN',\r\n TreasuriesAgencyDebenture = 'GOVT',\r\n IoetteMortgage = 'IET',\r\n MutualFund = 'MF',\r\n MortgageInterestOnly = 'MIO',\r\n MortgagePrincipalOnly = 'MPO',\r\n MortgagePrivatePlacement = 'MPP',\r\n MiscellaneousPassThrough = 'MPT',\r\n MunicipalBond = 'MUNI',\r\n NoSecurityType = 'NONE',\r\n Option = 'OPT',\r\n PreferredStock = 'PS',\r\n RepurchaseAgreement = 'RP',\r\n ReverseRepurchaseAgreement = 'RVRP',\r\n StudentLoanMarketingAssociation = 'SL',\r\n TimeDeposit = 'TD',\r\n UsTreasuryBillOld = 'USTB',\r\n Warrant = 'WAR',\r\n CatsTigersAndLions = 'ZOO'\r\n}\r\n\r\n/\r\n***************************************************\r\n Identifies the Standing Instruction database used \r\n***************************************************\r\n/\r\nexport enum StandInstDbType {\r\n Other = 0,\r\n Dtcsid = 1,\r\n ThomsonAlert = 2,\r\n AGlobalCustodian = 3\r\n}\r\n\r\n/\r\n************************************************************\r\n Identifies the type of Allocation linkage when AllocLinkID \r\n is used. \r\n************************************************************\r\n/\r\nexport enum AllocLinkType {\r\n FxNetting = 0,\r\n FxSwap = 1\r\n}\r\n\r\n/\r\n***************************************************\r\n Indicates whether an Option is for a put or call. \r\n***************************************************\r\n/\r\nexport enum PutOrCall {\r\n Put = 0,\r\n Call = 1\r\n}\r\n\r\n/\r\n******************\r\n Used for options \r\n******************\r\n/\r\nexport enum CoveredOrUncovered {\r\n Covered = 0,\r\n Uncovered = 1\r\n}\r\n\r\n/\r\n**************************************************************\r\n Used for options when delivering the order to an execution \r\n system/exchange to specify if the order is for a customer or \r\n the firm placing the order itself. \r\n**************************************************************\r\n/\r\nexport enum CustomerOrFirm {\r\n Customer = 0,\r\n Firm = 1\r\n}\r\n\r\n/\r\n************************************************************\r\n Indicates whether or not details should be communicated to \r\n BrokerOfCredit (i.e. step-in broker). \r\n************************************************************\r\n/\r\nexport enum NotifyBrokerOfCredit {\r\n DetailsShouldNotBeCommunicated = 'N',\r\n DetailsShouldBeCommunicated = 'Y'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Indicates how the receiver (i.e. third party) of Allocation \r\n message should handle/process the account details. \r\n*************************************************************\r\n/\r\nexport enum AllocHandlInst {\r\n Match = 1,\r\n Forward = 2,\r\n ForwardAndMatch = 3\r\n}\r\n\r\n/\r\n********************************************\r\n Indicates the type of RoutingID specified. \r\n********************************************\r\n/\r\nexport enum RoutingType {\r\n TargetFirm = 1,\r\n TargetList = 2,\r\n BlockFirm = 3,\r\n BlockList = 4\r\n}\r\n\r\n/\r\n**********************************************************\r\n For Fixed Income. Identifies the benchmark (e.g. used in \r\n conjunction with the SpreadToBenchmark field). \r\n**********************************************************\r\n/\r\nexport enum Benchmark {\r\n Curve = '1',\r\n FiveYr = '2',\r\n Old5 = '3',\r\n TenYr = '4',\r\n Old10 = '5',\r\n ThirtyYr = '6',\r\n Old30 = '7',\r\n ThreeMolibor = '8',\r\n SixMolibor = '9'\r\n}\r\n\r\n/\r\n***************************\r\n Subscription Request Type \r\n***************************\r\n/\r\nexport enum SubscriptionRequestType {\r\n Snapshot = '0',\r\n SnapshotAndUpdates = '1',\r\n DisablePreviousSnapshot = '2'\r\n}\r\n\r\n/\r\n*******************************************\r\n Specifies the type of Market Data update. \r\n*******************************************\r\n/\r\nexport enum MDUpdateType {\r\n FullRefresh = 0,\r\n IncrementalRefresh = 1\r\n}\r\n\r\n/\r\n*************************************************************\r\n Specifies whether or not book entries should be aggregated. \r\n*************************************************************\r\n/\r\nexport enum AggregatedBook {\r\n BookEntriesShouldNotBeAggregated = 'N',\r\n BookEntriesToBeAggregated = 'Y'\r\n}\r\n\r\n/\r\n*************************\r\n Type Market Data entry. \r\n*************************\r\n/\r\nexport enum MDEntryType {\r\n Bid = '0',\r\n Offer = '1',\r\n Trade = '2',\r\n IndexValue = '3',\r\n OpeningPrice = '4',\r\n ClosingPrice = '5',\r\n SettlementPrice = '6',\r\n TradingSessionHighPrice = '7',\r\n TradingSessionLowPrice = '8',\r\n TradingSessionVwapPrice = '9'\r\n}\r\n\r\n/\r\n**************************\r\n Direction of the \"tick\". \r\n**************************\r\n/\r\nexport enum TickDirection {\r\n PlusTick = '0',\r\n ZeroPlusTick = '1',\r\n MinusTick = '2',\r\n ZeroMinusTick = '3'\r\n}\r\n\r\n/\r\n********************************************************\r\n Space-delimited list of conditions describing a quote. \r\n********************************************************\r\n/\r\nexport enum QuoteCondition {\r\n Open = 'A',\r\n Closed = 'B',\r\n ExchangeBest = 'C',\r\n ConsolidatedBest = 'D',\r\n Locked = 'E',\r\n Crossed = 'F',\r\n Depth = 'G',\r\n FastTrading = 'H',\r\n NonFirm = 'I'\r\n}\r\n\r\n/\r\n*******************************************************\r\n Space-delimited list of conditions describing a trade \r\n*******************************************************\r\n/\r\nexport enum TradeCondition {\r\n Cash = 'A',\r\n AveragePriceTrade = 'B',\r\n CashTrade = 'C',\r\n NextDay = 'D',\r\n Opening = 'E',\r\n IntradayTradeDetail = 'F',\r\n Rule127Trade = 'G',\r\n Rule155Trade = 'H',\r\n SoldLast = 'I',\r\n NextDayTrade = 'J',\r\n Opened = 'K',\r\n Seller = 'L',\r\n Sold = 'M',\r\n StoppedStock = 'N'\r\n}\r\n\r\n/\r\n************************************\r\n Type of Market Data update action. \r\n************************************\r\n/\r\nexport enum MDUpdateAction {\r\n New = '0',\r\n Change = '1',\r\n Delete = '2'\r\n}\r\n\r\n/\r\n****************************************************\r\n Reason for the rejection of a Market Data request. \r\n****************************************************\r\n/\r\nexport enum MDReqRejReason {\r\n UnknownSymbol = '0',\r\n DuplicateMdReqId = '1',\r\n InsufficientBandwidth = '2',\r\n InsufficientPermissions = '3',\r\n UnsupportedSubscriptionRequestType = '4',\r\n UnsupportedMarketDepth = '5',\r\n UnsupportedMdUpdateType = '6',\r\n UnsupportedAggregatedBook = '7',\r\n UnsupportedMdEntryType = '8'\r\n}\r\n\r\n/\r\n**********************\r\n Reason for deletion. \r\n**********************\r\n/\r\nexport enum DeleteReason {\r\n Cancellation = '0',\r\n Error = '1'\r\n}\r\n\r\n/\r\n*******************************\r\n Flag that identifies a price. \r\n*******************************\r\n/\r\nexport enum OpenCloseSettleFlag {\r\n DailyOpen = '0',\r\n SessionOpen = '1',\r\n DeliverySettlementEntry = '2'\r\n}\r\n\r\n/\r\n***************************************\r\n Identifies a firm\u0019s financial status. \r\n***************************************\r\n/\r\nexport enum FinancialStatus {\r\n Bankrupt = '1'\r\n}\r\n\r\n/\r\n******************************************\r\n Identifies the type of Corporate Action. \r\n******************************************\r\n/\r\nexport enum CorporateAction {\r\n ExDividend = 'A',\r\n ExDistribution = 'B',\r\n ExRights = 'C',\r\n New = 'D',\r\n ExInterest = 'E'\r\n}\r\n\r\n/\r\n*****************************************************\r\n Identifies the status of the quote acknowledgement. \r\n*****************************************************\r\n/\r\nexport enum QuoteAckStatus {\r\n Accepted = 0,\r\n CancelForSymbol = 1,\r\n CanceledForSecurityType = 2,\r\n CanceledForUnderlying = 3,\r\n CanceledAll = 4,\r\n Rejected = 5\r\n}\r\n\r\n/\r\n**************************************\r\n Identifies the type of quote cancel. \r\n**************************************\r\n/\r\nexport enum QuoteCancelType {\r\n CancelForOneOrMoreSecurities = 1,\r\n CancelForSecurityType = 2,\r\n CancelForUnderlyingSecurity = 3,\r\n CancelAllQuotes = 4\r\n}\r\n\r\n/\r\n****************************\r\n Reason Quote was rejected: \r\n****************************\r\n/\r\nexport enum QuoteRejectReason {\r\n UnknownSymbol = 1,\r\n Exchange = 2,\r\n QuoteRequestExceedsLimit = 3,\r\n TooLateToEnter = 4,\r\n UnknownQuote = 5,\r\n DuplicateQuote = 6,\r\n InvalidBid = 7,\r\n InvalidPrice = 8,\r\n NotAuthorizedToQuoteSecurity = 9\r\n}\r\n\r\n/\r\n**************************************************************\r\n Level of Response requested from receiver of quote messages. \r\n**************************************************************\r\n/\r\nexport enum QuoteResponseLevel {\r\n NoAcknowledgement = 0,\r\n AcknowledgeOnlyNegativeOrErroneousQuotes = 1,\r\n AcknowledgeEachQuoteMessage = 2\r\n}\r\n\r\n/\r\n*****************************************************\r\n Indicates the type of Quote Request being generated \r\n*****************************************************\r\n/\r\nexport enum QuoteRequestType {\r\n Manual = 1,\r\n Automatic = 2\r\n}\r\n\r\n/\r\n**************************************\r\n Type of Security Definition Request. \r\n**************************************\r\n/\r\nexport enum SecurityRequestType {\r\n RequestSecurityIdentityAndSpecifications = 0,\r\n RequestSecurityIdentityForSpecifications = 1,\r\n RequestListSecurityTypes = 2,\r\n RequestListSecurities = 3\r\n}\r\n\r\n/\r\n***********************************************\r\n Type of Security Definition message response. \r\n***********************************************\r\n/\r\nexport enum SecurityResponseType {\r\n AcceptAsIs = 1,\r\n AcceptWithRevisions = 2,\r\n ListOfSecurityTypesReturnedPerRequest = 3,\r\n ListOfSecuritiesReturnedPerRequest = 4,\r\n RejectSecurityProposal = 5,\r\n CannotMatchSelectionCriteria = 6\r\n}\r\n\r\n/\r\n************************************************************\r\n Indicates whether or not message is being sent as a result \r\n of a subscription request or not. \r\n************************************************************\r\n/\r\nexport enum UnsolicitedIndicator {\r\n MessageIsBeingSentAsAResultOfAPriorRequest = 'N',\r\n MessageIsBeingSentUnsolicited = 'Y'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Identifies the trading status applicable to the transaction. \r\n**************************************************************\r\n/\r\nexport enum SecurityTradingStatus {\r\n OpeningDelay = 1,\r\n TradingHalt = 2,\r\n Resume = 3,\r\n NoOpen = 4,\r\n PriceIndication = 5,\r\n TradingRangeIndication = 6,\r\n MarketImbalanceBuy = 7,\r\n MarketImbalanceSell = 8,\r\n MarketOnCloseImbalanceBuy = 9,\r\n MarketOnCloseImbalanceSell = 10,\r\n NoMarketImbalance = 12,\r\n NoMarketOnCloseImbalance = 13,\r\n ItsPreOpening = 14,\r\n NewPriceIndication = 15,\r\n TradeDisseminationTime = 16,\r\n ReadyToTrade = 17,\r\n NotAvailableForTrading = 18,\r\n NotTradedOnThisMarket = 19,\r\n UnknownOrInvalid = 20\r\n}\r\n\r\n/\r\n***********************************************************\r\n Denotes the reason for the Opening Delay or Trading Halt. \r\n***********************************************************\r\n/\r\nexport enum HaltReason {\r\n NewsDissemination = 'D',\r\n OrderInflux = 'E',\r\n OrderImbalance = 'I',\r\n AdditionalInformation = 'M',\r\n NewsPending = 'P',\r\n EquipmentChangeover = 'X'\r\n}\r\n\r\n/\r\n***********************************************************\r\n Indicates whether or not the halt was due to Common Stock \r\n trading being halted. \r\n***********************************************************\r\n/\r\nexport enum InViewOfCommon {\r\n HaltWasNotRelatedToAHaltOfTheCommonStock = 'N',\r\n HaltWasDueToCommonStockBeingHalted = 'Y'\r\n}\r\n\r\n/\r\n**********************************************************\r\n Indicates whether or not the halt was due to the Related \r\n Security being halted. \r\n**********************************************************\r\n/\r\nexport enum DueToRelated {\r\n NotRelatedToSecurityHalt = 'N',\r\n RelatedToSecurityHalt = 'Y'\r\n}\r\n\r\n/\r\n************************************\r\n Identifies the type of adjustment. \r\n************************************\r\n/\r\nexport enum Adjustment {\r\n Cancel = 1,\r\n Error = 2,\r\n Correction = 3\r\n}\r\n\r\n/\r\n*******************\r\n Method of trading \r\n*******************\r\n/\r\nexport enum TradSesMethod {\r\n Electronic = 1,\r\n OpenOutcry = 2,\r\n TwoParty = 3\r\n}\r\n\r\n/\r\n**********************\r\n Trading Session Mode \r\n**********************\r\n/\r\nexport enum TradSesMode {\r\n Testing = 1,\r\n Simulated = 2,\r\n Production = 3\r\n}\r\n\r\n/\r\n*******************************\r\n State of the trading session. \r\n*******************************\r\n/\r\nexport enum TradSesStatus {\r\n Halted = 1,\r\n Open = 2,\r\n Closed = 3,\r\n PreOpen = 4,\r\n PreClose = 5\r\n}\r\n\r\n/\r\n***************************************************\r\n Type of message encoding (non-ASCII (non-English) \r\n characters) used in a message\u0019s \"Encoded\" fields. \r\n***************************************************\r\n/\r\nexport enum MessageEncoding {\r\n Eucjp = 'EUC-JP',\r\n Iso2022Jp = 'ISO-2022-JP',\r\n ShiftJis = 'Shift_JIS',\r\n Utf8 = 'UTF-8'\r\n}\r\n\r\n/\r\n**********************************\r\n Reason Quote Entry was rejected: \r\n**********************************\r\n/\r\nexport enum QuoteEntryRejectReason {\r\n UnknownSymbol = 1,\r\n Exchange = 2,\r\n QuoteExceedsLimit = 3,\r\n TooLateToEnter = 4,\r\n UnknownQuote = 5,\r\n DuplicateQuote = 6,\r\n InvalidBidAskSpread = 7,\r\n InvalidPrice = 8,\r\n NotAuthorizedToQuoteSecurity = 9\r\n}\r\n\r\n/\r\n*************************************************************\r\n Code to identify reason for a session-level Reject message. \r\n*************************************************************\r\n/\r\nexport enum SessionRejectReason {\r\n InvalidTagNumber = 0,\r\n RequiredTagMissing = 1,\r\n TagNotDefinedForThisMessageType = 2,\r\n UndefinedTag = 3,\r\n TagSpecifiedWithoutAValue = 4,\r\n ValueIsIncorrect = 5,\r\n IncorrectDataFormatForValue = 6,\r\n DecryptionProblem = 7,\r\n SignatureProblem = 8,\r\n CompIdProblem = 9,\r\n SendingTimeAccuracyProblem = 10,\r\n InvalidMsgType = 11\r\n}\r\n\r\n/\r\n******************************************\r\n Identifies the Bid Request message type. \r\n******************************************\r\n/\r\nexport enum BidRequestTransType {\r\n Cancel = 'C',\r\n New = 'N'\r\n}\r\n\r\n/\r\n***************************************************\r\n Indicates whether or not the order was solicited. \r\n***************************************************\r\n/\r\nexport enum SolicitedFlag {\r\n WasNotSolicited = 'N',\r\n WasSolicited = 'Y'\r\n}\r\n\r\n/\r\n**********************************************************\r\n Code to identify reason for an ExecutionRpt message sent \r\n with ExecType=Restated or used when communicating an \r\n unsolicited cancel. \r\n**********************************************************\r\n/\r\nexport enum ExecRestatementReason {\r\n GtCorporateAction = 0,\r\n GtRenewal = 1,\r\n VerbalChange = 2,\r\n RepricingOfOrder = 3,\r\n BrokerOption = 4,\r\n PartialDeclineOfOrderQty = 5\r\n}\r\n\r\n/\r\n*******************************************************\r\n Code to identify reason for a Business Message Reject \r\n message. \r\n*******************************************************\r\n/\r\nexport enum BusinessRejectReason {\r\n Other = 0,\r\n UnknownId = 1,\r\n UnknownSecurity = 2,\r\n UnsupportedMessageType = 3,\r\n ApplicationNotAvailable = 4,\r\n ConditionallyRequiredFieldMissing = 5\r\n}\r\n\r\n/\r\n******************************************\r\n Specifies the direction of the messsage. \r\n******************************************\r\n/\r\nexport enum MsgDirection {\r\n Receive = 'R',\r\n Send = 'S'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Code to identify the price a DiscretionOffset is related to \r\n and should be mathematically added to. \r\n*************************************************************\r\n/\r\nexport enum DiscretionInst {\r\n RelatedToDisplayedPrice = '0',\r\n RelatedToMarketPrice = '1',\r\n RelatedToPrimaryPrice = '2',\r\n RelatedToLocalPrimaryPrice = '3',\r\n RelatedToMidpointPrice = '4',\r\n RelatedToLastTradePrice = '5'\r\n}\r\n\r\n/\r\n***************************************************\r\n Code to identify the type of liquidity indicator. \r\n***************************************************\r\n/\r\nexport enum LiquidityIndType {\r\n FiveDayMovingAverage = 1,\r\n TwentyDayMovingAverage = 2,\r\n NormalMarketSize = 3,\r\n Other = 4\r\n}\r\n\r\n/\r\n****************************************************\r\n Indicates whether or not to exchange for phsyical. \r\n****************************************************\r\n/\r\nexport enum ExchangeForPhysical {\r\n False = 'N',\r\n True = 'Y'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Code to identify the desired frequency of progress reports. \r\n*************************************************************\r\n/\r\nexport enum ProgRptReqs {\r\n BuySideRequests = 1,\r\n SellSideSends = 2,\r\n RealTimeExecutionReports = 3\r\n}\r\n\r\n/\r\n**************************************************************\r\n Code to represent whether value is net (inclusive of tax) or \r\n gross. \r\n**************************************************************\r\n/\r\nexport enum IncTaxInd {\r\n Net = 1,\r\n Gross = 2\r\n}\r\n\r\n/\r\n**************************************\r\n Code to represent the type of trade. \r\n**************************************\r\n/\r\nexport enum TradeType {\r\n Agency = 'A',\r\n VwapGuarantee = 'G',\r\n GuaranteedClose = 'J',\r\n RiskTrade = 'R'\r\n}\r\n\r\n/\r\n*****************************************\r\n Code to represent the basis price type. \r\n*****************************************\r\n/\r\nexport enum BasisPxType {\r\n ClosingPriceAtMorningSession = '2',\r\n ClosingPrice = '3',\r\n CurrentPrice = '4',\r\n Sq = '5',\r\n VwapThroughADay = '6',\r\n VwapThroughAMorningSession = '7',\r\n VwapThroughAnAfternoonSession = '8',\r\n VwapThroughADayExcept = '9',\r\n VwapThroughAMorningSessionExcept = 'A',\r\n VwapThroughAnAfternoonSessionExcept = 'B',\r\n Strike = 'C',\r\n Open = 'D',\r\n Others = 'Z'\r\n}\r\n\r\n/\r\n***********************************\r\n Code to represent the price type. \r\n***********************************\r\n/\r\nexport enum PriceType {\r\n Percentage = 1,\r\n PerUnit = 2,\r\n FixedAmount = 3\r\n}\r\n\r\n/\r\n******************************************************\r\n Code to identify whether to book out executions on a \r\n part-filled GT order on the day of execution or to \r\n accumulate. \r\n******************************************************\r\n/\r\nexport enum GTBookingInst {\r\n BookOutAllTradesOnDayOfExecution = 0,\r\n AccumulateUntilFilledOrExpired = 1,\r\n AccumulateUntilVerballlyNotifiedOtherwise = 2\r\n}\r\n\r\n/\r\n**************************************************************\r\n Code to represent whether value is net (inclusive of tax) or \r\n gross. \r\n**************************************************************\r\n/\r\nexport enum NetGrossInd {\r\n Net = 1,\r\n Gross = 2\r\n}\r\n\r\n/\r\n**************************************\r\n Identifies the type of ListExecInst. \r\n**************************************\r\n/\r\nexport enum ListExecInstType {\r\n Immediate = '1',\r\n WaitForInstruction = '2'\r\n}\r\n\r\n/\r\n***********************************************************\r\n Identifies the type of request that a Cancel Reject is in \r\n response to. \r\n***********************************************************\r\n/\r\nexport enum CxlRejResponseTo {\r\n OrderCancelRequest = '1',\r\n OrderCancel = '2'\r\n}\r\n\r\n/\r\n************************************************************\r\n Used to indicate what an Execution Report represents (e.g. \r\n used with multi-leg securiteis, such as option strategies, \r\n spreads, etc.). \r\n************************************************************\r\n/\r\nexport enum MultiLegReportingType {\r\n SingleSecurity = '1',\r\n IndividualLegOfAMultiLegSecurity = '2',\r\n MultiLegSecurity = '3'\r\n}\r\n\r\n"]}
1	+ 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Broker's side of advertised trade \r\n***********************************\r\n/\r\nexport enum AdvSide {\r\n Buy = 'B',\r\n Sell = 'S',\r\n Trade = 'T',\r\n Cross = 'X'\r\n}\r\n\r\n/\r\n***************************************************\r\n Identifies advertisement message transaction type \r\n***************************************************\r\n/\r\nexport enum AdvTransType {\r\n Cancel = 'C',\r\n New = 'N',\r\n Replace = 'R'\r\n}\r\n\r\n/\r\n*****************\r\n Commission type \r\n*****************\r\n/\r\nexport enum CommType {\r\n PerUnit = '1',\r\n Percent = '2',\r\n Absolute = '3'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Instructions for order handling on exchange trading floor. \r\n If more than one instruction is applicable to an order, this \r\n field can contain multiple instructions separated by space. \r\n**************************************************************\r\n/\r\nexport enum ExecInst {\r\n StayOnOfferSide = '0',\r\n NotHeld = '1',\r\n Work = '2',\r\n GoAlong = '3',\r\n OverTheDay = '4',\r\n Held = '5',\r\n ParticipateDoNotInitiate = '6',\r\n StrictScale = '7',\r\n TryToScale = '8',\r\n StayOnBidSide = '9',\r\n NoCross = 'A',\r\n OkToCross = 'B',\r\n CallFirst = 'C',\r\n PercentOfVolume = 'D',\r\n DoNotIncrease = 'E',\r\n DoNotReduce = 'F',\r\n AllOrNone = 'G',\r\n InstitutionsOnly = 'I',\r\n LastPeg = 'L',\r\n MidPricePeg = 'M',\r\n NonNegotiable = 'N',\r\n OpeningPeg = 'O',\r\n MarketPeg = 'P',\r\n PrimaryPeg = 'R',\r\n Suspend = 'S',\r\n FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T',\r\n CustomerDisplayInstruction = 'U',\r\n Netting = 'V',\r\n PegToVwap = 'W'\r\n}\r\n\r\n/\r\n*****************************\r\n Identifies transaction type \r\n*****************************\r\n/\r\nexport enum ExecTransType {\r\n New = '0',\r\n Cancel = '1',\r\n Correct = '2',\r\n Status = '3'\r\n}\r\n\r\n/\r\n*********************************************************\r\n Instructions for order handling on Broker trading floor \r\n*********************************************************\r\n/\r\nexport enum HandlInst {\r\n AutomatedExecutionNoIntervention = '1',\r\n AutomatedExecutionInterventionOk = '2',\r\n ManualOrder = '3'\r\n}\r\n\r\n/\r\n********************************************\r\n Identifies class of alternative SecurityID \r\n********************************************\r\n/\r\nexport enum IDSource {\r\n Cusip = '1',\r\n Sedol = '2',\r\n Quik = '3',\r\n IsinNumber = '4',\r\n RicCode = '5',\r\n IsoCurrencyCode = '6',\r\n IsoCountryCode = '7',\r\n ExchangeSymbol = '8',\r\n ConsolidatedTapeAssociation = '9'\r\n}\r\n\r\n/\r\n********************************\r\n Relative quality of indication \r\n********************************\r\n/\r\nexport enum IOIQltyInd {\r\n High = 'H',\r\n Low = 'L',\r\n Medium = 'M'\r\n}\r\n\r\n/\r\n***********************************************\r\n Number of shares in numeric or relative size. \r\n***********************************************\r\n/\r\nexport enum IOIShares {\r\n Large = 'L',\r\n Medium = 'M',\r\n Small = 'S'\r\n}\r\n\r\n/\r\n*****************************************\r\n Identifies IOI message transaction type \r\n*****************************************\r\n/\r\nexport enum IOITransType {\r\n Cancel = 'C',\r\n New = 'N',\r\n Replace = 'R'\r\n}\r\n\r\n/\r\n************************************\r\n Broker capacity in order execution \r\n************************************\r\n/\r\nexport enum LastCapacity {\r\n Agent = '1',\r\n CrossAsAgent = '2',\r\n CrossAsPrincipal = '3',\r\n Principal = '4'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always \r\n unencrypted) \r\n Note: A \"U\" as the first character in the MsgType field \r\n (i.e. U1, U2, etc) indicates that the message format is \r\n privately defined between the sender and receiver. \r\n**************************************************************\r\n/\r\nexport enum MsgType {\r\n Heartbeat = '0',\r\n TestRequest = '1',\r\n ResendRequest = '2',\r\n Reject = '3',\r\n SequenceReset = '4',\r\n Logout = '5',\r\n Ioi = '6',\r\n Advertisement = '7',\r\n ExecutionReport = '8',\r\n OrderCancelReject = '9',\r\n QuoteStatusRequest = 'a',\r\n Logon = 'A',\r\n News = 'B',\r\n MassQuoteAcknowledgement = 'b',\r\n Email = 'C',\r\n SecurityDefinitionRequest = 'c',\r\n NewOrderSingle = 'D',\r\n SecurityDefinition = 'd',\r\n NewOrderList = 'E',\r\n SecurityStatusRequest = 'e',\r\n SecurityStatus = 'f',\r\n OrderCancelRequest = 'F',\r\n OrderCancelReplaceRequest = 'G',\r\n TradingSessionStatusRequest = 'g',\r\n OrderStatusRequest = 'H',\r\n TradingSessionStatus = 'h',\r\n MassQuote = 'i',\r\n BusinessMessageReject = 'j',\r\n AllocationInstruction = 'J',\r\n ListCancelRequest = 'K',\r\n BidRequest = 'k',\r\n BidResponse = 'l',\r\n ListExecute = 'L',\r\n ListStrikePrice = 'm',\r\n ListStatusRequest = 'M',\r\n ListStatus = 'N',\r\n AllocationInstructionAck = 'P',\r\n DontKnowTrade = 'Q',\r\n QuoteRequest = 'R',\r\n Quote = 'S',\r\n SettlementInstructions = 'T',\r\n MarketDataRequest = 'V',\r\n MarketDataSnapshotFullRefresh = 'W',\r\n MarketDataIncrementalRefresh = 'X',\r\n MarketDataRequestReject = 'Y',\r\n QuoteCancel = 'Z'\r\n}\r\n\r\n/\r\n*************************************\r\n Identifies current status of order. \r\n*************************************\r\n/\r\nexport enum OrdStatus {\r\n New = '0',\r\n PartiallyFilled = '1',\r\n Filled = '2',\r\n DoneForDay = '3',\r\n Canceled = '4',\r\n Replaced = '5',\r\n PendingCancel = '6',\r\n Stopped = '7',\r\n Rejected = '8',\r\n Suspended = '9',\r\n PendingNew = 'A',\r\n Calculated = 'B',\r\n Expired = 'C',\r\n AcceptedForBidding = 'D',\r\n PendingReplace = 'E'\r\n}\r\n\r\n/\r\n*************\r\n Order type. \r\n*************\r\n/\r\nexport enum OrdType {\r\n Market = '1',\r\n Limit = '2',\r\n Stop = '3',\r\n StopLimit = '4',\r\n MarketOnClose = '5',\r\n WithOrWithout = '6',\r\n LimitOrBetter = '7',\r\n LimitWithOrWithout = '8',\r\n OnBasis = '9',\r\n OnClose = 'A',\r\n LimitOnClose = 'B',\r\n ForexMarket = 'C',\r\n PreviouslyQuoted = 'D',\r\n PreviouslyIndicated = 'E',\r\n ForexLimit = 'F',\r\n ForexSwap = 'G',\r\n ForexPreviouslyQuoted = 'H',\r\n Funari = 'I',\r\n Pegged = 'P'\r\n}\r\n\r\n/\r\n********************************************************\r\n Indicates possible retransmission of message with this \r\n sequence number \r\n********************************************************\r\n/\r\nexport enum PossDupFlag {\r\n OriginalTransmission = 'N',\r\n PossibleDuplicate = 'Y'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Note that the name of this field is changing to \r\n \"OrderCapacity\" as Rule80A is a very US market-specific \r\n term. Other world markets need to convey similar \r\n information, however, often a subset of the US values. . See \r\n the \"Rule80A (aka OrderCapacity) Usage by Market\" appendix \r\n for market-specific usage of this field. \r\n**************************************************************\r\n/\r\nexport enum Rule80A {\r\n AgencySingleOrder = 'A',\r\n ShortExemptTransactionAType = 'B',\r\n ProprietaryNonAlgo = 'C',\r\n ProgramOrderMember = 'D',\r\n ShortExemptTransactionForPrincipal = 'E',\r\n ShortExemptTransactionWType = 'F',\r\n ShortExemptTransactionIType = 'H',\r\n IndividualInvestor = 'I',\r\n ProprietaryAlgo = 'J',\r\n AgencyAlgo = 'K',\r\n ShortExemptTransactionMemberAffliated = 'L',\r\n ProgramOrderOtherMember = 'M',\r\n AgentForOtherMember = 'N',\r\n ProprietaryTransactionAffiliated = 'O',\r\n Principal = 'P',\r\n TransactionNonMember = 'R',\r\n SpecialistTrades = 'S',\r\n TransactionUnaffiliatedMember = 'T',\r\n AgencyIndexArb = 'U',\r\n AllOtherOrdersAsAgentForOtherMember = 'W',\r\n ShortExemptTransactionMemberNotAffliated = 'X',\r\n AgencyNonAlgo = 'Y',\r\n ShortExemptTransactionNonMember = 'Z'\r\n}\r\n\r\n/\r\n***************\r\n Side of order \r\n***************\r\n/\r\nexport enum Side {\r\n Buy = '1',\r\n Sell = '2',\r\n BuyMinus = '3',\r\n SellPlus = '4',\r\n SellShort = '5',\r\n SellShortExempt = '6',\r\n Undisclosed = '7',\r\n Cross = '8',\r\n CrossShort = '9'\r\n}\r\n\r\n/\r\n************************************************************\r\n Specifies how long the order remains in effect. Absence of \r\n this field is interpreted as DAY. \r\n************************************************************\r\n/\r\nexport enum TimeInForce {\r\n Day = '0',\r\n GoodTillCancel = '1',\r\n AtTheOpening = '2',\r\n ImmediateOrCancel = '3',\r\n FillOrKill = '4',\r\n GoodTillCrossing = '5',\r\n GoodTillDate = '6'\r\n}\r\n\r\n/\r\n**************\r\n Urgency flag \r\n**************\r\n/\r\nexport enum Urgency {\r\n Normal = '0',\r\n Flash = '1',\r\n Background = '2'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Indicates order settlement period. Absence of this field is \r\n interpreted as Regular. Regular is defined as the default \r\n settlement period for the particular security on the \r\n exchange of execution. \r\n*************************************************************\r\n/\r\nexport enum SettlmntTyp {\r\n Regular = '0',\r\n Cash = '1',\r\n NextDay = '2',\r\n TPlus2 = '3',\r\n TPlus3 = '4',\r\n TPlus4 = '5',\r\n Future = '6',\r\n WhenAndIfIssued = '7',\r\n SellersOption = '8',\r\n TPlus5 = '9'\r\n}\r\n\r\n/\r\n****************************************\r\n Identifies allocation transaction type \r\n****************************************\r\n/\r\nexport enum AllocTransType {\r\n New = '0',\r\n Replace = '1',\r\n Cancel = '2',\r\n Preliminary = '3',\r\n Calculated = '4',\r\n CalculatedWithoutPreliminary = '5'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Indicates whether the resulting position after a trade \r\n should be an opening position or closing position. Used for \r\n omnibus accounting - where accounts are held on a gross \r\n basis instead of being netted together. \r\n*************************************************************\r\n/\r\nexport enum OpenClose {\r\n Close = 'C',\r\n Open = 'O'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Processing code for sub-account. Absence of this field in \r\n AllocAccount / AllocPrice/AllocShares / ProcessCode instance \r\n indicates regular trade. \r\n**************************************************************\r\n/\r\nexport enum ProcessCode {\r\n Regular = '0',\r\n SoftDollar = '1',\r\n StepIn = '2',\r\n StepOut = '3',\r\n SoftDollarStepIn = '4',\r\n SoftDollarStepOut = '5',\r\n PlanSponsor = '6'\r\n}\r\n\r\n/\r\n**********************************\r\n Identifies status of allocation. \r\n**********************************\r\n/\r\nexport enum AllocStatus {\r\n Accepted = 0,\r\n BlockLevelReject = 1,\r\n AccountLevelReject = 2,\r\n Received = 3\r\n}\r\n\r\n/\r\n**********************************\r\n Identifies reason for rejection. \r\n**********************************\r\n/\r\nexport enum AllocRejCode {\r\n UnknownAccount = 0,\r\n IncorrectQuantity = 1,\r\n IncorrectAveragegPrice = 2,\r\n UnknownExecutingBrokerMnemonic = 3,\r\n CommissionDifference = 4,\r\n UnknownOrderId = 5,\r\n UnknownListId = 6,\r\n OtherSeeText = 7\r\n}\r\n\r\n/\r\n*********************\r\n Email message type. \r\n*********************\r\n/\r\nexport enum EmailType {\r\n New = '0',\r\n Reply = '1',\r\n AdminReply = '2'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Indicates that message may contain information that has been \r\n sent under another sequence number. \r\n**************************************************************\r\n/\r\nexport enum PossResend {\r\n OriginalTransmission = 'N',\r\n PossibleResend = 'Y'\r\n}\r\n\r\n/\r\n***********************\r\n Method of encryption. \r\n***********************\r\n/\r\nexport enum EncryptMethod {\r\n None = 0,\r\n Pkcs = 1,\r\n Des = 2,\r\n Pkcsdes = 3,\r\n Pgpdes = 4,\r\n Pgpdesmd5 = 5,\r\n Pem = 6\r\n}\r\n\r\n/\r\n***********************************************\r\n Code to identify reason for cancel rejection. \r\n***********************************************\r\n/\r\nexport enum CxlRejReason {\r\n TooLateToCancel = 0,\r\n UnknownOrder = 1,\r\n BrokerCredit = 2,\r\n OrderAlreadyInPendingStatus = 3\r\n}\r\n\r\n/\r\n**********************************************\r\n Code to identify reason for order rejection. \r\n**********************************************\r\n/\r\nexport enum OrdRejReason {\r\n BrokerCredit = 0,\r\n UnknownSymbol = 1,\r\n ExchangeClosed = 2,\r\n OrderExceedsLimit = 3,\r\n TooLateToEnter = 4,\r\n UnknownOrder = 5,\r\n DuplicateOrder = 6,\r\n DuplicateOfAVerballyCommunicatedOrder = 7,\r\n StaleOrder = 8\r\n}\r\n\r\n/\r\n**************************\r\n Code to qualify IOI use. \r\n**************************\r\n/\r\nexport enum IOIQualifier {\r\n AllOrNone = 'A',\r\n AtTheClose = 'C',\r\n InTouchWith = 'I',\r\n Limit = 'L',\r\n MoreBehind = 'M',\r\n AtTheOpen = 'O',\r\n TakingAPosition = 'P',\r\n AtTheMarket = 'Q',\r\n ReadyToTrade = 'R',\r\n PortfolioShown = 'S',\r\n ThroughTheDay = 'T',\r\n Versus = 'V',\r\n Indication = 'W',\r\n CrossingOpportunity = 'X',\r\n AtTheMidpoint = 'Y',\r\n PreOpen = 'Z'\r\n}\r\n\r\n/\r\n****************************************************\r\n Identifies party of trade responsible for exchange \r\n reporting. \r\n****************************************************\r\n/\r\nexport enum ReportToExch {\r\n SenderReports = 'N',\r\n ReceiverReports = 'Y'\r\n}\r\n\r\n/\r\n********************************************************\r\n Indicates whether the broker is to locate the stock in \r\n conjunction with a short sell order. \r\n********************************************************\r\n/\r\nexport enum LocateReqd {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\n/\r\n*******************************************************\r\n Indicates request for forex accommodation trade to be \r\n executed along with security transaction. \r\n*******************************************************\r\n/\r\nexport enum ForexReq {\r\n DoNotExecuteForexAfterSecurityTrade = 'N',\r\n ExecuteForexAfterSecurityTrade = 'Y'\r\n}\r\n\r\n/\r\n**********************************************************\r\n Indicates that the Sequence Reset message is replacing \r\n administrative or application messages which will not be \r\n resent. \r\n**********************************************************\r\n/\r\nexport enum GapFillFlag {\r\n SequenceReset = 'N',\r\n GapFillMessage = 'Y'\r\n}\r\n\r\n/\r\n*********************************\r\n Reason for execution rejection. \r\n*********************************\r\n/\r\nexport enum DKReason {\r\n UnknownSymbol = 'A',\r\n WrongSide = 'B',\r\n QuantityExceedsOrder = 'C',\r\n NoMatchingOrder = 'D',\r\n PriceExceedsLimit = 'E',\r\n Other = 'Z'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Indicates that IOI is the result of an existing agency order \r\n or a facilitation position resulting from an agency order, \r\n not from principal trading or order solicitation activity. \r\n**************************************************************\r\n/\r\nexport enum IOINaturalFlag {\r\n NotNatural = 'N',\r\n Natural = 'Y'\r\n}\r\n\r\n/\r\n**************************************\r\n Indicates type of miscellaneous fee. \r\n**************************************\r\n/\r\nexport enum MiscFeeType {\r\n Regulatory = '1',\r\n Tax = '2',\r\n LocalCommission = '3',\r\n ExchangeFees = '4',\r\n Stamp = '5',\r\n Levy = '6',\r\n Other = '7',\r\n Markup = '8',\r\n ConsumptionTax = '9'\r\n}\r\n\r\n/\r\n*********************************************************\r\n Indicates that the both sides of the FIX session should \r\n reset sequence numbers. \r\n*********************************************************\r\n/\r\nexport enum ResetSeqNumFlag {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\n/\r\n***********************************************************\r\n Describes the specific ExecutionRpt (i.e. Pending Cancel) \r\n while OrdStatus will always identify the current order \r\n status (i.e. Partially Filled) \r\n***********************************************************\r\n/\r\nexport enum ExecType {\r\n New = '0',\r\n PartialFill = '1',\r\n Fill = '2',\r\n DoneForDay = '3',\r\n Canceled = '4',\r\n Replaced = '5',\r\n PendingCancel = '6',\r\n Stopped = '7',\r\n Rejected = '8',\r\n Suspended = '9',\r\n PendingNew = 'A',\r\n Calculated = 'B',\r\n Expired = 'C',\r\n Restated = 'D',\r\n PendingReplace = 'E'\r\n}\r\n\r\n/\r\n*************************************************\r\n Indicates mode used for Settlement Instructions \r\n*************************************************\r\n/\r\nexport enum SettlInstMode {\r\n Default = '0',\r\n StandingInstructionsProvided = '1',\r\n SpecificAllocationAccountOverriding = '2',\r\n SpecificAllocationAccountStanding = '3'\r\n}\r\n\r\n/\r\n**************************************************\r\n Settlement Instructions message transaction type \r\n**************************************************\r\n/\r\nexport enum SettlInstTransType {\r\n Cancel = 'C',\r\n New = 'N',\r\n Replace = 'R'\r\n}\r\n\r\n/\r\n*********************************************\r\n Indicates source of Settlement Instructions \r\n*********************************************\r\n/\r\nexport enum SettlInstSource {\r\n BrokerCredit = '1',\r\n Institution = '2'\r\n}\r\n\r\n/\r\n*********************************************************\r\n Identifies Settlement Depository or Country Code (ISITC \r\n spec) \r\n*********************************************************\r\n/\r\nexport enum SettlLocation {\r\n Cedel = 'CED',\r\n DepositoryTrustCompany = 'DTC',\r\n EuroClear = 'EUR',\r\n FederalBookEntry = 'FED',\r\n LocalMarketSettleLocation = 'ISO Country Code',\r\n Physical = 'PNY',\r\n ParticipantTrustCompany = 'PTC'\r\n}\r\n\r\n/\r\n*****************************************\r\n Indicates type of security (ISITC spec) \r\n*****************************************\r\n/\r\nexport enum SecurityType {\r\n Wildcard = '?',\r\n BankersAcceptance = 'BA',\r\n ConvertibleBond = 'CB',\r\n CertificateOfDeposit = 'CD',\r\n CollateralizedMortgageObligation = 'CMO',\r\n CorporateBond = 'CORP',\r\n CommercialPaper = 'CP',\r\n CorporatePrivatePlacement = 'CPP',\r\n CommonStock = 'CS',\r\n FederalHousingAuthority = 'FHA',\r\n FederalHomeLoan = 'FHL',\r\n FederalNationalMortgageAssociation = 'FN',\r\n ForeignExchangeContract = 'FOR',\r\n Future = 'FUT',\r\n GovernmentNationalMortgageAssociation = 'GN',\r\n TreasuriesAgencyDebenture = 'GOVT',\r\n IoetteMortgage = 'IET',\r\n MutualFund = 'MF',\r\n MortgageInterestOnly = 'MIO',\r\n MortgagePrincipalOnly = 'MPO',\r\n MortgagePrivatePlacement = 'MPP',\r\n MiscellaneousPassThrough = 'MPT',\r\n MunicipalBond = 'MUNI',\r\n NoSecurityType = 'NONE',\r\n Option = 'OPT',\r\n PreferredStock = 'PS',\r\n RepurchaseAgreement = 'RP',\r\n ReverseRepurchaseAgreement = 'RVRP',\r\n StudentLoanMarketingAssociation = 'SL',\r\n TimeDeposit = 'TD',\r\n UsTreasuryBillOld = 'USTB',\r\n Warrant = 'WAR',\r\n CatsTigersAndLions = 'ZOO'\r\n}\r\n\r\n/\r\n***************************************************\r\n Identifies the Standing Instruction database used \r\n***************************************************\r\n/\r\nexport enum StandInstDbType {\r\n Other = 0,\r\n Dtcsid = 1,\r\n ThomsonAlert = 2,\r\n AGlobalCustodian = 3\r\n}\r\n\r\n/\r\n************************************************************\r\n Identifies the type of Allocation linkage when AllocLinkID \r\n is used. \r\n************************************************************\r\n/\r\nexport enum AllocLinkType {\r\n FxNetting = 0,\r\n FxSwap = 1\r\n}\r\n\r\n/\r\n***************************************************\r\n Indicates whether an Option is for a put or call. \r\n***************************************************\r\n/\r\nexport enum PutOrCall {\r\n Put = 0,\r\n Call = 1\r\n}\r\n\r\n/\r\n******************\r\n Used for options \r\n******************\r\n/\r\nexport enum CoveredOrUncovered {\r\n Covered = 0,\r\n Uncovered = 1\r\n}\r\n\r\n/\r\n**************************************************************\r\n Used for options when delivering the order to an execution \r\n system/exchange to specify if the order is for a customer or \r\n the firm placing the order itself. \r\n**************************************************************\r\n/\r\nexport enum CustomerOrFirm {\r\n Customer = 0,\r\n Firm = 1\r\n}\r\n\r\n/\r\n************************************************************\r\n Indicates whether or not details should be communicated to \r\n BrokerOfCredit (i.e. step-in broker). \r\n************************************************************\r\n/\r\nexport enum NotifyBrokerOfCredit {\r\n DetailsShouldNotBeCommunicated = 'N',\r\n DetailsShouldBeCommunicated = 'Y'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Indicates how the receiver (i.e. third party) of Allocation \r\n message should handle/process the account details. \r\n*************************************************************\r\n/\r\nexport enum AllocHandlInst {\r\n Match = 1,\r\n Forward = 2,\r\n ForwardAndMatch = 3\r\n}\r\n\r\n/\r\n********************************************\r\n Indicates the type of RoutingID specified. \r\n********************************************\r\n/\r\nexport enum RoutingType {\r\n TargetFirm = 1,\r\n TargetList = 2,\r\n BlockFirm = 3,\r\n BlockList = 4\r\n}\r\n\r\n/\r\n**********************************************************\r\n For Fixed Income. Identifies the benchmark (e.g. used in \r\n conjunction with the SpreadToBenchmark field). \r\n**********************************************************\r\n/\r\nexport enum Benchmark {\r\n Curve = '1',\r\n FiveYr = '2',\r\n Old5 = '3',\r\n TenYr = '4',\r\n Old10 = '5',\r\n ThirtyYr = '6',\r\n Old30 = '7',\r\n ThreeMolibor = '8',\r\n SixMolibor = '9'\r\n}\r\n\r\n/\r\n***************************\r\n Subscription Request Type \r\n***************************\r\n/\r\nexport enum SubscriptionRequestType {\r\n Snapshot = '0',\r\n SnapshotAndUpdates = '1',\r\n DisablePreviousSnapshot = '2'\r\n}\r\n\r\n/\r\n*******************************************\r\n Specifies the type of Market Data update. \r\n*******************************************\r\n/\r\nexport enum MDUpdateType {\r\n FullRefresh = 0,\r\n IncrementalRefresh = 1\r\n}\r\n\r\n/\r\n*************************************************************\r\n Specifies whether or not book entries should be aggregated. \r\n*************************************************************\r\n/\r\nexport enum AggregatedBook {\r\n BookEntriesShouldNotBeAggregated = 'N',\r\n BookEntriesToBeAggregated = 'Y'\r\n}\r\n\r\n/\r\n*************************\r\n Type Market Data entry. \r\n*************************\r\n/\r\nexport enum MDEntryType {\r\n Bid = '0',\r\n Offer = '1',\r\n Trade = '2',\r\n IndexValue = '3',\r\n OpeningPrice = '4',\r\n ClosingPrice = '5',\r\n SettlementPrice = '6',\r\n TradingSessionHighPrice = '7',\r\n TradingSessionLowPrice = '8',\r\n TradingSessionVwapPrice = '9'\r\n}\r\n\r\n/\r\n**************************\r\n Direction of the \"tick\". \r\n**************************\r\n/\r\nexport enum TickDirection {\r\n PlusTick = '0',\r\n ZeroPlusTick = '1',\r\n MinusTick = '2',\r\n ZeroMinusTick = '3'\r\n}\r\n\r\n/\r\n********************************************************\r\n Space-delimited list of conditions describing a quote. \r\n********************************************************\r\n/\r\nexport enum QuoteCondition {\r\n Open = 'A',\r\n Closed = 'B',\r\n ExchangeBest = 'C',\r\n ConsolidatedBest = 'D',\r\n Locked = 'E',\r\n Crossed = 'F',\r\n Depth = 'G',\r\n FastTrading = 'H',\r\n NonFirm = 'I'\r\n}\r\n\r\n/\r\n*******************************************************\r\n Space-delimited list of conditions describing a trade \r\n*******************************************************\r\n/\r\nexport enum TradeCondition {\r\n Cash = 'A',\r\n AveragePriceTrade = 'B',\r\n CashTrade = 'C',\r\n NextDay = 'D',\r\n Opening = 'E',\r\n IntradayTradeDetail = 'F',\r\n Rule127Trade = 'G',\r\n Rule155Trade = 'H',\r\n SoldLast = 'I',\r\n NextDayTrade = 'J',\r\n Opened = 'K',\r\n Seller = 'L',\r\n Sold = 'M',\r\n StoppedStock = 'N'\r\n}\r\n\r\n/\r\n************************************\r\n Type of Market Data update action. \r\n************************************\r\n/\r\nexport enum MDUpdateAction {\r\n New = '0',\r\n Change = '1',\r\n Delete = '2'\r\n}\r\n\r\n/\r\n****************************************************\r\n Reason for the rejection of a Market Data request. \r\n****************************************************\r\n/\r\nexport enum MDReqRejReason {\r\n UnknownSymbol = '0',\r\n DuplicateMdReqId = '1',\r\n InsufficientBandwidth = '2',\r\n InsufficientPermissions = '3',\r\n UnsupportedSubscriptionRequestType = '4',\r\n UnsupportedMarketDepth = '5',\r\n UnsupportedMdUpdateType = '6',\r\n UnsupportedAggregatedBook = '7',\r\n UnsupportedMdEntryType = '8'\r\n}\r\n\r\n/\r\n**********************\r\n Reason for deletion. \r\n**********************\r\n/\r\nexport enum DeleteReason {\r\n Cancellation = '0',\r\n Error = '1'\r\n}\r\n\r\n/\r\n*******************************\r\n Flag that identifies a price. \r\n*******************************\r\n/\r\nexport enum OpenCloseSettleFlag {\r\n DailyOpen = '0',\r\n SessionOpen = '1',\r\n DeliverySettlementEntry = '2'\r\n}\r\n\r\n/\r\n***************************************\r\n Identifies a firm\u0019s financial status. \r\n***************************************\r\n/\r\nexport enum FinancialStatus {\r\n Bankrupt = '1'\r\n}\r\n\r\n/\r\n******************************************\r\n Identifies the type of Corporate Action. \r\n******************************************\r\n/\r\nexport enum CorporateAction {\r\n ExDividend = 'A',\r\n ExDistribution = 'B',\r\n ExRights = 'C',\r\n New = 'D',\r\n ExInterest = 'E'\r\n}\r\n\r\n/\r\n*****************************************************\r\n Identifies the status of the quote acknowledgement. \r\n*****************************************************\r\n/\r\nexport enum QuoteAckStatus {\r\n Accepted = 0,\r\n CancelForSymbol = 1,\r\n CanceledForSecurityType = 2,\r\n CanceledForUnderlying = 3,\r\n CanceledAll = 4,\r\n Rejected = 5\r\n}\r\n\r\n/\r\n**************************************\r\n Identifies the type of quote cancel. \r\n**************************************\r\n/\r\nexport enum QuoteCancelType {\r\n CancelForOneOrMoreSecurities = 1,\r\n CancelForSecurityType = 2,\r\n CancelForUnderlyingSecurity = 3,\r\n CancelAllQuotes = 4\r\n}\r\n\r\n/\r\n****************************\r\n Reason Quote was rejected: \r\n****************************\r\n/\r\nexport enum QuoteRejectReason {\r\n UnknownSymbol = 1,\r\n Exchange = 2,\r\n QuoteRequestExceedsLimit = 3,\r\n TooLateToEnter = 4,\r\n UnknownQuote = 5,\r\n DuplicateQuote = 6,\r\n InvalidBid = 7,\r\n InvalidPrice = 8,\r\n NotAuthorizedToQuoteSecurity = 9\r\n}\r\n\r\n/\r\n**************************************************************\r\n Level of Response requested from receiver of quote messages. \r\n**************************************************************\r\n/\r\nexport enum QuoteResponseLevel {\r\n NoAcknowledgement = 0,\r\n AcknowledgeOnlyNegativeOrErroneousQuotes = 1,\r\n AcknowledgeEachQuoteMessage = 2\r\n}\r\n\r\n/\r\n*****************************************************\r\n Indicates the type of Quote Request being generated \r\n*****************************************************\r\n/\r\nexport enum QuoteRequestType {\r\n Manual = 1,\r\n Automatic = 2\r\n}\r\n\r\n/\r\n**************************************\r\n Type of Security Definition Request. \r\n**************************************\r\n/\r\nexport enum SecurityRequestType {\r\n RequestSecurityIdentityAndSpecifications = 0,\r\n RequestSecurityIdentityForSpecifications = 1,\r\n RequestListSecurityTypes = 2,\r\n RequestListSecurities = 3\r\n}\r\n\r\n/\r\n***********************************************\r\n Type of Security Definition message response. \r\n***********************************************\r\n/\r\nexport enum SecurityResponseType {\r\n AcceptAsIs = 1,\r\n AcceptWithRevisions = 2,\r\n ListOfSecurityTypesReturnedPerRequest = 3,\r\n ListOfSecuritiesReturnedPerRequest = 4,\r\n RejectSecurityProposal = 5,\r\n CannotMatchSelectionCriteria = 6\r\n}\r\n\r\n/\r\n************************************************************\r\n Indicates whether or not message is being sent as a result \r\n of a subscription request or not. \r\n************************************************************\r\n/\r\nexport enum UnsolicitedIndicator {\r\n MessageIsBeingSentAsAResultOfAPriorRequest = 'N',\r\n MessageIsBeingSentUnsolicited = 'Y'\r\n}\r\n\r\n/\r\n**************************************************************\r\n Identifies the trading status applicable to the transaction. \r\n**************************************************************\r\n/\r\nexport enum SecurityTradingStatus {\r\n OpeningDelay = 1,\r\n TradingHalt = 2,\r\n Resume = 3,\r\n NoOpen = 4,\r\n PriceIndication = 5,\r\n TradingRangeIndication = 6,\r\n MarketImbalanceBuy = 7,\r\n MarketImbalanceSell = 8,\r\n MarketOnCloseImbalanceBuy = 9,\r\n MarketOnCloseImbalanceSell = 10,\r\n NoMarketImbalance = 12,\r\n NoMarketOnCloseImbalance = 13,\r\n ItsPreOpening = 14,\r\n NewPriceIndication = 15,\r\n TradeDisseminationTime = 16,\r\n ReadyToTrade = 17,\r\n NotAvailableForTrading = 18,\r\n NotTradedOnThisMarket = 19,\r\n UnknownOrInvalid = 20\r\n}\r\n\r\n/\r\n***********************************************************\r\n Denotes the reason for the Opening Delay or Trading Halt. \r\n***********************************************************\r\n/\r\nexport enum HaltReason {\r\n NewsDissemination = 'D',\r\n OrderInflux = 'E',\r\n OrderImbalance = 'I',\r\n AdditionalInformation = 'M',\r\n NewsPending = 'P',\r\n EquipmentChangeover = 'X'\r\n}\r\n\r\n/\r\n***********************************************************\r\n Indicates whether or not the halt was due to Common Stock \r\n trading being halted. \r\n***********************************************************\r\n/\r\nexport enum InViewOfCommon {\r\n HaltWasNotRelatedToAHaltOfTheCommonStock = 'N',\r\n HaltWasDueToCommonStockBeingHalted = 'Y'\r\n}\r\n\r\n/\r\n**********************************************************\r\n Indicates whether or not the halt was due to the Related \r\n Security being halted. \r\n**********************************************************\r\n/\r\nexport enum DueToRelated {\r\n NotRelatedToSecurityHalt = 'N',\r\n RelatedToSecurityHalt = 'Y'\r\n}\r\n\r\n/\r\n************************************\r\n Identifies the type of adjustment. \r\n************************************\r\n/\r\nexport enum Adjustment {\r\n Cancel = 1,\r\n Error = 2,\r\n Correction = 3\r\n}\r\n\r\n/\r\n*******************\r\n Method of trading \r\n*******************\r\n/\r\nexport enum TradSesMethod {\r\n Electronic = 1,\r\n OpenOutcry = 2,\r\n TwoParty = 3\r\n}\r\n\r\n/\r\n**********************\r\n Trading Session Mode \r\n**********************\r\n/\r\nexport enum TradSesMode {\r\n Testing = 1,\r\n Simulated = 2,\r\n Production = 3\r\n}\r\n\r\n/\r\n*******************************\r\n State of the trading session. \r\n*******************************\r\n/\r\nexport enum TradSesStatus {\r\n Halted = 1,\r\n Open = 2,\r\n Closed = 3,\r\n PreOpen = 4,\r\n PreClose = 5\r\n}\r\n\r\n/\r\n***************************************************\r\n Type of message encoding (non-ASCII (non-English) \r\n characters) used in a message\u0019s \"Encoded\" fields. \r\n***************************************************\r\n/\r\nexport enum MessageEncoding {\r\n Eucjp = 'EUC-JP',\r\n Iso2022Jp = 'ISO-2022-JP',\r\n ShiftJis = 'Shift_JIS',\r\n Utf8 = 'UTF-8'\r\n}\r\n\r\n/\r\n**********************************\r\n Reason Quote Entry was rejected: \r\n**********************************\r\n/\r\nexport enum QuoteEntryRejectReason {\r\n UnknownSymbol = 1,\r\n Exchange = 2,\r\n QuoteExceedsLimit = 3,\r\n TooLateToEnter = 4,\r\n UnknownQuote = 5,\r\n DuplicateQuote = 6,\r\n InvalidBidAskSpread = 7,\r\n InvalidPrice = 8,\r\n NotAuthorizedToQuoteSecurity = 9\r\n}\r\n\r\n/\r\n*************************************************************\r\n Code to identify reason for a session-level Reject message. \r\n*************************************************************\r\n/\r\nexport enum SessionRejectReason {\r\n InvalidTagNumber = 0,\r\n RequiredTagMissing = 1,\r\n TagNotDefinedForThisMessageType = 2,\r\n UndefinedTag = 3,\r\n TagSpecifiedWithoutAValue = 4,\r\n ValueIsIncorrect = 5,\r\n IncorrectDataFormatForValue = 6,\r\n DecryptionProblem = 7,\r\n SignatureProblem = 8,\r\n CompIdProblem = 9,\r\n SendingTimeAccuracyProblem = 10,\r\n InvalidMsgType = 11\r\n}\r\n\r\n/\r\n******************************************\r\n Identifies the Bid Request message type. \r\n******************************************\r\n/\r\nexport enum BidRequestTransType {\r\n Cancel = 'C',\r\n New = 'N'\r\n}\r\n\r\n/\r\n***************************************************\r\n Indicates whether or not the order was solicited. \r\n***************************************************\r\n/\r\nexport enum SolicitedFlag {\r\n WasNotSolicited = 'N',\r\n WasSolicited = 'Y'\r\n}\r\n\r\n/\r\n**********************************************************\r\n Code to identify reason for an ExecutionRpt message sent \r\n with ExecType=Restated or used when communicating an \r\n unsolicited cancel. \r\n**********************************************************\r\n/\r\nexport enum ExecRestatementReason {\r\n GtCorporateAction = 0,\r\n GtRenewal = 1,\r\n VerbalChange = 2,\r\n RepricingOfOrder = 3,\r\n BrokerOption = 4,\r\n PartialDeclineOfOrderQty = 5\r\n}\r\n\r\n/\r\n*******************************************************\r\n Code to identify reason for a Business Message Reject \r\n message. \r\n*******************************************************\r\n/\r\nexport enum BusinessRejectReason {\r\n Other = 0,\r\n UnknownId = 1,\r\n UnknownSecurity = 2,\r\n UnsupportedMessageType = 3,\r\n ApplicationNotAvailable = 4,\r\n ConditionallyRequiredFieldMissing = 5\r\n}\r\n\r\n/\r\n******************************************\r\n Specifies the direction of the messsage. \r\n******************************************\r\n/\r\nexport enum MsgDirection {\r\n Receive = 'R',\r\n Send = 'S'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Code to identify the price a DiscretionOffset is related to \r\n and should be mathematically added to. \r\n*************************************************************\r\n/\r\nexport enum DiscretionInst {\r\n RelatedToDisplayedPrice = '0',\r\n RelatedToMarketPrice = '1',\r\n RelatedToPrimaryPrice = '2',\r\n RelatedToLocalPrimaryPrice = '3',\r\n RelatedToMidpointPrice = '4',\r\n RelatedToLastTradePrice = '5'\r\n}\r\n\r\n/\r\n***************************************************\r\n Code to identify the type of liquidity indicator. \r\n***************************************************\r\n/\r\nexport enum LiquidityIndType {\r\n FiveDayMovingAverage = 1,\r\n TwentyDayMovingAverage = 2,\r\n NormalMarketSize = 3,\r\n Other = 4\r\n}\r\n\r\n/\r\n****************************************************\r\n Indicates whether or not to exchange for phsyical. \r\n****************************************************\r\n/\r\nexport enum ExchangeForPhysical {\r\n False = 'N',\r\n True = 'Y'\r\n}\r\n\r\n/\r\n*************************************************************\r\n Code to identify the desired frequency of progress reports. \r\n*************************************************************\r\n/\r\nexport enum ProgRptReqs {\r\n BuySideRequests = 1,\r\n SellSideSends = 2,\r\n RealTimeExecutionReports = 3\r\n}\r\n\r\n/\r\n**************************************************************\r\n Code to represent whether value is net (inclusive of tax) or \r\n gross. \r\n**************************************************************\r\n/\r\nexport enum IncTaxInd {\r\n Net = 1,\r\n Gross = 2\r\n}\r\n\r\n/\r\n**************************************\r\n Code to represent the type of trade. \r\n**************************************\r\n/\r\nexport enum TradeType {\r\n Agency = 'A',\r\n VwapGuarantee = 'G',\r\n GuaranteedClose = 'J',\r\n RiskTrade = 'R'\r\n}\r\n\r\n/\r\n*****************************************\r\n Code to represent the basis price type. \r\n*****************************************\r\n/\r\nexport enum BasisPxType {\r\n ClosingPriceAtMorningSession = '2',\r\n ClosingPrice = '3',\r\n CurrentPrice = '4',\r\n Sq = '5',\r\n VwapThroughADay = '6',\r\n VwapThroughAMorningSession = '7',\r\n VwapThroughAnAfternoonSession = '8',\r\n VwapThroughADayExcept = '9',\r\n VwapThroughAMorningSessionExcept = 'A',\r\n VwapThroughAnAfternoonSessionExcept = 'B',\r\n Strike = 'C',\r\n Open = 'D',\r\n Others = 'Z'\r\n}\r\n\r\n/\r\n***********************************\r\n Code to represent the price type. \r\n***********************************\r\n/\r\nexport enum PriceType {\r\n Percentage = 1,\r\n PerUnit = 2,\r\n FixedAmount = 3\r\n}\r\n\r\n/\r\n******************************************************\r\n Code to identify whether to book out executions on a \r\n part-filled GT order on the day of execution or to \r\n accumulate. \r\n******************************************************\r\n/\r\nexport enum GTBookingInst {\r\n BookOutAllTradesOnDayOfExecution = 0,\r\n AccumulateUntilFilledOrExpired = 1,\r\n AccumulateUntilVerballlyNotifiedOtherwise = 2\r\n}\r\n\r\n/\r\n**************************************************************\r\n Code to represent whether value is net (inclusive of tax) or \r\n gross. \r\n**************************************************************\r\n/\r\nexport enum NetGrossInd {\r\n Net = 1,\r\n Gross = 2\r\n}\r\n\r\n/\r\n**************************************\r\n Identifies the type of ListExecInst. \r\n**************************************\r\n/\r\nexport enum ListExecInstType {\r\n Immediate = '1',\r\n WaitForInstruction = '2'\r\n}\r\n\r\n/\r\n***********************************************************\r\n Identifies the type of request that a Cancel Reject is in \r\n response to. \r\n***********************************************************\r\n/\r\nexport enum CxlRejResponseTo {\r\n OrderCancelRequest = '1',\r\n OrderCancel = '2'\r\n}\r\n\r\n/\r\n************************************************************\r\n Used to indicate what an Execution Report represents (e.g. \r\n used with multi-leg securiteis, such as option strategies, \r\n spreads, etc.). \r\n************************************************************\r\n/\r\nexport enum MultiLegReportingType {\r\n SingleSecurity = '1',\r\n IndividualLegOfAMultiLegSecurity = '2',\r\n MultiLegSecurity = '3'\r\n}\r\n\r\n"]}

package/dist/types/FIX4.2/repo/enum/index.d.ts CHANGED Viewed

@@ -1,2 +1,2 @@
-export * from './all-enum';
-export * from './msg_tag';
+export * from './all-enum';
+export * from './msg_tag';

package/dist/types/FIX4.2/repo/enum/index.js CHANGED Viewed

@@ -1,19 +1,19 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./all-enum"), exports);
-__exportStar(require("./msg_tag"), exports);
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./all-enum"), exports);
+__exportStar(require("./msg_tag"), exports);
 //# sourceMappingURL=index.js.map