jspurefix 3.1.0 → 3.4.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (9337) hide show
  1. package/.eslintrc.cjs +14 -5
  2. package/appveyor.yml +1 -0
  3. package/data/FIX50SP2.xml +26200 -0
  4. package/data/dictionary.json +4 -0
  5. package/data/examples/FIX.4.3/quickfix/new-order-single/fix.txt +1 -0
  6. package/data/examples/FIX.4.3/quickfix/new-order-single/object.json +17 -0
  7. package/data/examples/FIX.4.3/quickfix/new-order-single/structure.json +62 -0
  8. package/data/examples/FIX.4.3/quickfix/new-order-single/token.txt +11 -0
  9. package/data/examples/FIX.4.4/fix.txt +50 -50
  10. package/data/examples/FIX.5.0SP2/quickfix/md-data-inc-snapshot/fix.txt +1 -0
  11. package/data/examples/FIX.5.0SP2/quickfix/md-data-inc-snapshot/object.json +49 -0
  12. package/data/examples/FIX.5.0SP2/quickfix/md-data-inc-snapshot/structure.json +86 -0
  13. package/data/examples/FIX.5.0SP2/quickfix/md-data-inc-snapshot/tokens.txt +22 -0
  14. package/data/examples/FIX.5.0SP2/quickfix/md-data-snapshot/fix.txt +1 -0
  15. package/data/examples/FIX.5.0SP2/quickfix/md-data-snapshot/object.json +41 -0
  16. package/data/examples/FIX.5.0SP2/quickfix/md-data-snapshot/structure.json +66 -0
  17. package/data/examples/FIX.5.0SP2/quickfix/md-data-snapshot/tokens.txt +20 -0
  18. package/data/session/test-qf43-initiator.json +22 -0
  19. package/data/session/test-qf50sp2-acceptor.json +22 -0
  20. package/data/session/test-qf50sp2-initiator.json +23 -0
  21. package/dist/buffer/ascii/ascii-encoder.d.ts +2 -1
  22. package/dist/buffer/ascii/ascii-encoder.js +2 -1
  23. package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
  24. package/dist/buffer/ascii/ascii-parser-state.js.map +1 -1
  25. package/dist/buffer/ascii/ascii-parser.js +14 -4
  26. package/dist/buffer/ascii/ascii-parser.js.map +1 -1
  27. package/dist/buffer/ascii/ascii-segment-parser-error.d.ts +5 -0
  28. package/dist/buffer/ascii/ascii-segment-parser-error.js +11 -0
  29. package/dist/buffer/ascii/ascii-segment-parser-error.js.map +1 -0
  30. package/dist/buffer/ascii/ascii-segment-parser-summary.d.ts +12 -0
  31. package/dist/buffer/ascii/ascii-segment-parser-summary.js +3 -0
  32. package/dist/buffer/ascii/ascii-segment-parser-summary.js.map +1 -0
  33. package/dist/buffer/ascii/ascii-segment-parser.js +27 -8
  34. package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
  35. package/dist/buffer/ascii/ascii-view.d.ts +1 -0
  36. package/dist/buffer/ascii/ascii-view.js +3 -0
  37. package/dist/buffer/ascii/ascii-view.js.map +1 -1
  38. package/dist/buffer/ascii/time-formatter.js.map +1 -1
  39. package/dist/buffer/elastic-buffer.js.map +1 -1
  40. package/dist/buffer/encode-proxy.js +2 -3
  41. package/dist/buffer/encode-proxy.js.map +1 -1
  42. package/dist/buffer/encoder-state.js.map +1 -1
  43. package/dist/buffer/fixml/fixml-encoder.js +2 -2
  44. package/dist/buffer/fixml/fixml-encoder.js.map +1 -1
  45. package/dist/buffer/fixml/fixml-parser.js.map +1 -1
  46. package/dist/buffer/fixml/fixml-view.js.map +1 -1
  47. package/dist/buffer/msg-encoder.js.map +1 -1
  48. package/dist/buffer/msg-view.d.ts +5 -3
  49. package/dist/buffer/msg-view.js +59 -58
  50. package/dist/buffer/msg-view.js.map +1 -1
  51. package/dist/buffer/segment/segment-description.d.ts +1 -0
  52. package/dist/buffer/segment/segment-description.js +18 -0
  53. package/dist/buffer/segment/segment-description.js.map +1 -1
  54. package/dist/buffer/structure.js.map +1 -1
  55. package/dist/buffer/tag/tag-pos.d.ts +1 -1
  56. package/dist/buffer/tag/tag-pos.js +12 -12
  57. package/dist/buffer/tag/tag-pos.js.map +1 -1
  58. package/dist/buffer/tag/tags.js.map +1 -1
  59. package/dist/collections/dictionary.js.map +1 -1
  60. package/dist/config/js-fix-logger.d.ts +4 -4
  61. package/dist/config/js-fix-logger.js +4 -4
  62. package/dist/config/js-fix-logger.js.map +1 -1
  63. package/dist/dict-parser.js.map +1 -1
  64. package/dist/dictionary/compiler/compiler-type.js.map +1 -1
  65. package/dist/dictionary/compiler/enum-compiler.js +1 -1
  66. package/dist/dictionary/compiler/enum-compiler.js.map +1 -1
  67. package/dist/dictionary/compiler/msg-compiler.d.ts +1 -0
  68. package/dist/dictionary/compiler/msg-compiler.js +10 -7
  69. package/dist/dictionary/compiler/msg-compiler.js.map +1 -1
  70. package/dist/dictionary/compiler/standard-snippet.js.map +1 -1
  71. package/dist/dictionary/contained/contained-field-dispatch.js.map +1 -1
  72. package/dist/dictionary/contained/contained-field-set.d.ts +5 -2
  73. package/dist/dictionary/contained/contained-field-set.js +22 -0
  74. package/dist/dictionary/contained/contained-field-set.js.map +1 -1
  75. package/dist/dictionary/contained/contained-group-field.js.map +1 -1
  76. package/dist/dictionary/contained/fields-dispatch.js.map +1 -1
  77. package/dist/dictionary/definition/fix-definitions.d.ts +5 -0
  78. package/dist/dictionary/definition/fix-definitions.js +27 -0
  79. package/dist/dictionary/definition/fix-definitions.js.map +1 -1
  80. package/dist/dictionary/definition/fix-version-parser.d.ts +6 -0
  81. package/dist/dictionary/definition/fix-version-parser.js +54 -0
  82. package/dist/dictionary/definition/fix-version-parser.js.map +1 -0
  83. package/dist/dictionary/definition/group-field-definition.js.map +1 -1
  84. package/dist/dictionary/definition/simple-field-definition.js +2 -0
  85. package/dist/dictionary/definition/simple-field-definition.js.map +1 -1
  86. package/dist/dictionary/fix-versions.d.ts +1 -1
  87. package/dist/dictionary/fix-versions.js +1 -1
  88. package/dist/dictionary/fix-versions.js.map +1 -1
  89. package/dist/dictionary/parser/fix-repository/base-parser.js.map +1 -1
  90. package/dist/dictionary/parser/fix-repository/repository-xml-parser.js.map +1 -1
  91. package/dist/dictionary/parser/fix-repository/repository.js +1 -1
  92. package/dist/dictionary/parser/fix-repository/repository.js.map +1 -1
  93. package/dist/dictionary/parser/fixml/components-parser.d.ts +1 -1
  94. package/dist/dictionary/parser/fixml/components-parser.js +19 -20
  95. package/dist/dictionary/parser/fixml/components-parser.js.map +1 -1
  96. package/dist/dictionary/parser/fixml/fields-parser.js.map +1 -1
  97. package/dist/dictionary/parser/fixml/fix-xsd-parser.js.map +1 -1
  98. package/dist/dictionary/parser/fixml/include-graph.js.map +1 -1
  99. package/dist/dictionary/parser/fixml/node-definitions.d.ts +41 -0
  100. package/dist/dictionary/parser/fixml/node-definitions.js +1 -0
  101. package/dist/dictionary/parser/fixml/node-definitions.js.map +1 -0
  102. package/dist/dictionary/parser/fixml/xsd-parser.js.map +1 -1
  103. package/dist/dictionary/parser/quickfix/field-definition-parser.d.ts +3 -3
  104. package/dist/dictionary/parser/quickfix/field-definition-parser.js +5 -4
  105. package/dist/dictionary/parser/quickfix/field-definition-parser.js.map +1 -1
  106. package/dist/dictionary/parser/quickfix/field-set-parser.d.ts +3 -3
  107. package/dist/dictionary/parser/quickfix/field-set-parser.js +5 -38
  108. package/dist/dictionary/parser/quickfix/field-set-parser.js.map +1 -1
  109. package/dist/dictionary/parser/quickfix/message-parser.d.ts +4 -3
  110. package/dist/dictionary/parser/quickfix/message-parser.js +18 -13
  111. package/dist/dictionary/parser/quickfix/message-parser.js.map +1 -1
  112. package/dist/dictionary/parser/quickfix/node-parser.d.ts +14 -4
  113. package/dist/dictionary/parser/quickfix/node-parser.js +112 -32
  114. package/dist/dictionary/parser/quickfix/node-parser.js.map +1 -1
  115. package/dist/dictionary/parser/quickfix/parse-context.js.map +1 -1
  116. package/dist/dictionary/parser/quickfix/parse-progress.d.ts +21 -0
  117. package/dist/dictionary/parser/quickfix/parse-progress.js +62 -0
  118. package/dist/dictionary/parser/quickfix/parse-progress.js.map +1 -0
  119. package/dist/dictionary/parser/quickfix/parse-state.d.ts +3 -4
  120. package/dist/dictionary/parser/quickfix/parse-state.js +3 -4
  121. package/dist/dictionary/parser/quickfix/parse-state.js.map +1 -1
  122. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.d.ts +22 -0
  123. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.js +142 -0
  124. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.js.map +1 -0
  125. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.d.ts +4 -6
  126. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js +34 -56
  127. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js.map +1 -1
  128. package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.d.ts +20 -0
  129. package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.js +56 -0
  130. package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.js.map +1 -0
  131. package/dist/dictionary/set-reduce.js.map +1 -1
  132. package/dist/dictionary/version-util.js +19 -26
  133. package/dist/dictionary/version-util.js.map +1 -1
  134. package/dist/jsfix-cmd.d.ts +18 -2
  135. package/dist/jsfix-cmd.js +186 -42
  136. package/dist/jsfix-cmd.js.map +1 -1
  137. package/dist/runtime/di-tokens.js.map +1 -1
  138. package/dist/runtime/make-config.js.map +1 -1
  139. package/dist/runtime/session-container.js.map +1 -1
  140. package/dist/runtime/session-launcher.d.ts +3 -3
  141. package/dist/runtime/session-launcher.js +7 -7
  142. package/dist/runtime/session-launcher.js.map +1 -1
  143. package/dist/sample/http/oms/app.js.map +1 -1
  144. package/dist/sample/http/oms/http-client.d.ts +3 -3
  145. package/dist/sample/http/oms/http-client.js +3 -3
  146. package/dist/sample/http/oms/http-client.js.map +1 -1
  147. package/dist/sample/http/oms/http-server.d.ts +2 -2
  148. package/dist/sample/http/oms/http-server.js +2 -2
  149. package/dist/sample/http/oms/http-server.js.map +1 -1
  150. package/dist/sample/tcp/qf-md/md-client.d.ts +3 -3
  151. package/dist/sample/tcp/qf-md/md-client.js +3 -3
  152. package/dist/sample/tcp/qf-md/md-client.js.map +1 -1
  153. package/dist/sample/tcp/qf-md/md-server.js.map +1 -1
  154. package/dist/sample/tcp/recovering-skeleton/app.js.map +1 -1
  155. package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js +2 -2
  156. package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js.map +1 -1
  157. package/dist/sample/tcp/recovering-skeleton/skeleton-client.d.ts +2 -2
  158. package/dist/sample/tcp/recovering-skeleton/skeleton-client.js +2 -2
  159. package/dist/sample/tcp/recovering-skeleton/skeleton-client.js.map +1 -1
  160. package/dist/sample/tcp/recovering-skeleton/skeleton-server.d.ts +3 -3
  161. package/dist/sample/tcp/recovering-skeleton/skeleton-server.js +3 -3
  162. package/dist/sample/tcp/recovering-skeleton/skeleton-server.js.map +1 -1
  163. package/dist/sample/tcp/skeleton/skeleton-session.js.map +1 -1
  164. package/dist/sample/tcp/trade-capture/trade-capture-client.d.ts +2 -2
  165. package/dist/sample/tcp/trade-capture/trade-capture-client.js +3 -3
  166. package/dist/sample/tcp/trade-capture/trade-capture-client.js.map +1 -1
  167. package/dist/sample/tcp/trade-capture/trade-capture-server.d.ts +3 -3
  168. package/dist/sample/tcp/trade-capture/trade-capture-server.js +3 -3
  169. package/dist/sample/tcp/trade-capture/trade-capture-server.js.map +1 -1
  170. package/dist/sample/tcp/trade-capture/trade-factory.js.map +1 -1
  171. package/dist/store/fix-msg-ascii-store-resend.js +1 -1
  172. package/dist/store/fix-msg-ascii-store-resend.js.map +1 -1
  173. package/dist/store/fix-msg-memory-store.js.map +1 -1
  174. package/dist/test/ascii/ascii-encoder.test.js +78 -114
  175. package/dist/test/ascii/ascii-encoder.test.js.map +1 -1
  176. package/dist/test/ascii/ascii-parser.test.js +7 -16
  177. package/dist/test/ascii/ascii-parser.test.js.map +1 -1
  178. package/dist/test/ascii/ascii-segment.test.js +0 -7
  179. package/dist/test/ascii/ascii-segment.test.js.map +1 -1
  180. package/dist/test/ascii/ascii-store-replay.test.js +0 -2
  181. package/dist/test/ascii/ascii-store-replay.test.js.map +1 -1
  182. package/dist/test/ascii/ascii-tag-pos.test.js +0 -6
  183. package/dist/test/ascii/ascii-tag-pos.test.js.map +1 -1
  184. package/dist/test/ascii/execution-report.test.js +10 -13
  185. package/dist/test/ascii/execution-report.test.js.map +1 -1
  186. package/dist/test/ascii/fix-log-replay.test.js.map +1 -1
  187. package/dist/test/ascii/fix-repo-dict.test.js +40 -1
  188. package/dist/test/ascii/fix-repo-dict.test.js.map +1 -1
  189. package/dist/test/ascii/logon.test.js +0 -2
  190. package/dist/test/ascii/logon.test.js.map +1 -1
  191. package/dist/test/ascii/memory-store.test.js +14 -31
  192. package/dist/test/ascii/memory-store.test.js.map +1 -1
  193. package/dist/test/ascii/qf-43-full-msg.test.d.ts +1 -0
  194. package/dist/test/ascii/qf-43-full-msg.test.js +42 -0
  195. package/dist/test/ascii/qf-43-full-msg.test.js.map +1 -0
  196. package/dist/test/ascii/qf-44-ascii-parser.test.d.ts +1 -0
  197. package/dist/test/ascii/qf-44-ascii-parser.test.js +54 -0
  198. package/dist/test/ascii/qf-44-ascii-parser.test.js.map +1 -0
  199. package/dist/test/ascii/qf-50sp0-dict.test.d.ts +1 -0
  200. package/dist/test/ascii/qf-50sp0-dict.test.js +145 -0
  201. package/dist/test/ascii/qf-50sp0-dict.test.js.map +1 -0
  202. package/dist/test/ascii/qf-50sp2-ascii-parser.test.d.ts +1 -0
  203. package/dist/test/ascii/qf-50sp2-ascii-parser.test.js +47 -0
  204. package/dist/test/ascii/qf-50sp2-ascii-parser.test.js.map +1 -0
  205. package/dist/test/ascii/qf-50sp2-dict.test.d.ts +1 -0
  206. package/dist/test/ascii/qf-50sp2-dict.test.js +353 -0
  207. package/dist/test/ascii/qf-50sp2-dict.test.js.map +1 -0
  208. package/dist/test/ascii/qf-50sp2-encoder.test.d.ts +1 -0
  209. package/dist/test/ascii/qf-50sp2-encoder.test.js +111 -0
  210. package/dist/test/ascii/qf-50sp2-encoder.test.js.map +1 -0
  211. package/dist/test/ascii/qf-50sp2-full-msg.test.d.ts +1 -0
  212. package/dist/test/ascii/qf-50sp2-full-msg.test.js +42 -0
  213. package/dist/test/ascii/qf-50sp2-full-msg.test.js.map +1 -0
  214. package/dist/test/ascii/qf-full-msg.test.js +12 -29
  215. package/dist/test/ascii/qf-full-msg.test.js.map +1 -1
  216. package/dist/test/ascii/repo-full-ascii-msg.test.js +4 -22
  217. package/dist/test/ascii/repo-full-ascii-msg.test.js.map +1 -1
  218. package/dist/test/ascii/session.test.js +2 -2
  219. package/dist/test/ascii/session.test.js.map +1 -1
  220. package/dist/test/ascii/view-decode.test.js +12 -3
  221. package/dist/test/ascii/view-decode.test.js.map +1 -1
  222. package/dist/test/encode-proxy.test.js +0 -4
  223. package/dist/test/encode-proxy.test.js.map +1 -1
  224. package/dist/test/env/LogReplayer.d.ts +16 -0
  225. package/dist/test/env/LogReplayer.js +51 -0
  226. package/dist/test/env/LogReplayer.js.map +1 -0
  227. package/dist/test/env/encoder-test.d.ts +21 -0
  228. package/dist/test/env/encoder-test.js +55 -0
  229. package/dist/test/env/encoder-test.js.map +1 -0
  230. package/dist/test/env/experiment.js +1 -1
  231. package/dist/test/env/experiment.js.map +1 -1
  232. package/dist/test/env/helper-fn.tst.d.ts +3 -0
  233. package/dist/test/env/helper-fn.tst.js +38 -0
  234. package/dist/test/env/helper-fn.tst.js.map +1 -0
  235. package/dist/test/env/set-constraint-helper.d.ts +9 -0
  236. package/dist/test/env/set-constraint-helper.js +44 -0
  237. package/dist/test/env/set-constraint-helper.js.map +1 -0
  238. package/dist/test/env/setup.js +2 -1
  239. package/dist/test/env/setup.js.map +1 -1
  240. package/dist/test/env/skeleton-runner.js +2 -2
  241. package/dist/test/env/skeleton-runner.js.map +1 -1
  242. package/dist/test/env/test-recovery.js.map +1 -1
  243. package/dist/test/env/to-views.js +2 -2
  244. package/dist/test/env/to-views.js.map +1 -1
  245. package/dist/test/fixml/fixml-alloc-parse.test.js +14 -7
  246. package/dist/test/fixml/fixml-alloc-parse.test.js.map +1 -1
  247. package/dist/test/fixml/fixml-tc-bi-lateral-parse.test.js +3 -2
  248. package/dist/test/fixml/fixml-tc-bi-lateral-parse.test.js.map +1 -1
  249. package/dist/test/fixml/repo-full-fixml-msg.test.js +9 -2
  250. package/dist/test/fixml/repo-full-fixml-msg.test.js.map +1 -1
  251. package/dist/transport/ascii/ascii-msg-transmitter.d.ts +1 -1
  252. package/dist/transport/ascii/ascii-msg-transmitter.js +1 -1
  253. package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
  254. package/dist/transport/ascii/ascii-session.js.map +1 -1
  255. package/dist/transport/duplex/fix-duplex.d.ts +1 -0
  256. package/dist/transport/duplex/fix-duplex.js.map +1 -1
  257. package/dist/transport/duplex/http-duplex.js.map +1 -1
  258. package/dist/transport/duplex/string-duplex.d.ts +12 -4
  259. package/dist/transport/duplex/string-duplex.js +70 -41
  260. package/dist/transport/duplex/string-duplex.js.map +1 -1
  261. package/dist/transport/factory/msg-transport.js.map +1 -1
  262. package/dist/transport/fixml/fixml-msg-transmitter.js.map +1 -1
  263. package/dist/transport/fixml/fixml-session-msg-factory.js.map +1 -1
  264. package/dist/transport/fixml/fixml-session.js.map +1 -1
  265. package/dist/transport/http/http-acceptor-listener.js.map +1 -1
  266. package/dist/transport/http/http-acceptor.js +1 -1
  267. package/dist/transport/http/http-acceptor.js.map +1 -1
  268. package/dist/transport/http/http-initiator.js.map +1 -1
  269. package/dist/transport/http/http-json-sample-adapter.js.map +1 -1
  270. package/dist/transport/index.d.ts +1 -7
  271. package/dist/transport/index.js +1 -7
  272. package/dist/transport/index.js.map +1 -1
  273. package/dist/transport/msg-transmitter.d.ts +1 -1
  274. package/dist/transport/msg-transmitter.js.map +1 -1
  275. package/dist/transport/session/fix-session-state.js.map +1 -1
  276. package/dist/transport/session/fix-session.js +9 -11
  277. package/dist/transport/session/fix-session.js.map +1 -1
  278. package/dist/transport/session/index.d.ts +8 -0
  279. package/dist/transport/session/index.js +25 -0
  280. package/dist/transport/session/index.js.map +1 -0
  281. package/dist/transport/session/session-50-description.d.ts +8 -0
  282. package/dist/transport/session/session-50-description.js +3 -0
  283. package/dist/transport/session/session-50-description.js.map +1 -0
  284. package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -1
  285. package/dist/transport/tcp/tcp-acceptor-listener.js.map +1 -1
  286. package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
  287. package/dist/transport/tcp/tcp-initiator-connector.js.map +1 -1
  288. package/dist/transport/tcp/tcp-initiator.js +3 -3
  289. package/dist/transport/tcp/tcp-initiator.js.map +1 -1
  290. package/dist/transport/tcp/tls-options-factory.js.map +1 -1
  291. package/dist/types/FIX.5.0SP2/quickfix/account_summary_report.d.ts +28 -0
  292. package/dist/types/FIX.5.0SP2/quickfix/account_summary_report.js +3 -0
  293. package/dist/types/FIX.5.0SP2/quickfix/account_summary_report.js.map +1 -0
  294. package/dist/types/FIX.5.0SP2/quickfix/adjusted_position_report.d.ts +19 -0
  295. package/dist/types/FIX.5.0SP2/quickfix/adjusted_position_report.js +3 -0
  296. package/dist/types/FIX.5.0SP2/quickfix/adjusted_position_report.js.map +1 -0
  297. package/dist/types/FIX.5.0SP2/quickfix/advertisement.d.ts +39 -0
  298. package/dist/types/FIX.5.0SP2/quickfix/advertisement.js +3 -0
  299. package/dist/types/FIX.5.0SP2/quickfix/advertisement.js.map +1 -0
  300. package/dist/types/FIX.5.0SP2/quickfix/allocation_instruction.d.ts +114 -0
  301. package/dist/types/FIX.5.0SP2/quickfix/allocation_instruction.js +3 -0
  302. package/dist/types/FIX.5.0SP2/quickfix/allocation_instruction.js.map +1 -0
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  9231. package/src/types/FIXML50SP2/set/underlying_payment_stream_non_deliverable_settl_terms.ts +10 -10
  9232. package/src/types/FIXML50SP2/set/underlying_payment_stream_payment_date_business_center_grp.ts +1 -1
  9233. package/src/types/FIXML50SP2/set/underlying_payment_stream_payment_date_grp.ts +2 -2
  9234. package/src/types/FIXML50SP2/set/underlying_payment_stream_payment_dates.ts +14 -14
  9235. package/src/types/FIXML50SP2/set/underlying_payment_stream_pricing_business_center_grp.ts +1 -1
  9236. package/src/types/FIXML50SP2/set/underlying_payment_stream_pricing_date_grp.ts +2 -2
  9237. package/src/types/FIXML50SP2/set/underlying_payment_stream_pricing_day_grp.ts +2 -2
  9238. package/src/types/FIXML50SP2/set/underlying_payment_stream_reset_date_business_center_grp.ts +1 -1
  9239. package/src/types/FIXML50SP2/set/underlying_payment_stream_reset_dates.ts +24 -24
  9240. package/src/types/FIXML50SP2/set/underlying_payment_stub_end_date.ts +8 -8
  9241. package/src/types/FIXML50SP2/set/underlying_payment_stub_end_date_business_center_grp.ts +1 -1
  9242. package/src/types/FIXML50SP2/set/underlying_payment_stub_grp.ts +31 -31
  9243. package/src/types/FIXML50SP2/set/underlying_payment_stub_start_date.ts +8 -8
  9244. package/src/types/FIXML50SP2/set/underlying_payment_stub_start_date_business_center_grp.ts +1 -1
  9245. package/src/types/FIXML50SP2/set/underlying_physical_settl_deliverable_obligation_grp.ts +2 -2
  9246. package/src/types/FIXML50SP2/set/underlying_physical_settl_term_grp.ts +5 -5
  9247. package/src/types/FIXML50SP2/set/underlying_pricing_date_business_center_grp.ts +1 -1
  9248. package/src/types/FIXML50SP2/set/underlying_pricing_date_time.ts +6 -6
  9249. package/src/types/FIXML50SP2/set/underlying_protection_term_event_grp.ts +8 -8
  9250. package/src/types/FIXML50SP2/set/underlying_protection_term_event_news_source_grp.ts +1 -1
  9251. package/src/types/FIXML50SP2/set/underlying_protection_term_event_qualifier_grp.ts +1 -1
  9252. package/src/types/FIXML50SP2/set/underlying_protection_term_grp.ts +11 -11
  9253. package/src/types/FIXML50SP2/set/underlying_protection_term_obligation_grp.ts +2 -2
  9254. package/src/types/FIXML50SP2/set/underlying_provision_cash_settl_payment_date_business_center_grp.ts +1 -1
  9255. package/src/types/FIXML50SP2/set/underlying_provision_cash_settl_payment_dates.ts +9 -9
  9256. package/src/types/FIXML50SP2/set/underlying_provision_cash_settl_payment_fixed_date_grp.ts +2 -2
  9257. package/src/types/FIXML50SP2/set/underlying_provision_cash_settl_quote_source.ts +2 -2
  9258. package/src/types/FIXML50SP2/set/underlying_provision_cash_settl_value_date_business_center_grp.ts +1 -1
  9259. package/src/types/FIXML50SP2/set/underlying_provision_cash_settl_value_dates.ts +9 -9
  9260. package/src/types/FIXML50SP2/set/underlying_provision_date_business_center_grp.ts +1 -1
  9261. package/src/types/FIXML50SP2/set/underlying_provision_grp.ts +33 -33
  9262. package/src/types/FIXML50SP2/set/underlying_provision_option_exercise_business_center_grp.ts +1 -1
  9263. package/src/types/FIXML50SP2/set/underlying_provision_option_exercise_dates.ts +20 -20
  9264. package/src/types/FIXML50SP2/set/underlying_provision_option_exercise_fixed_date_grp.ts +2 -2
  9265. package/src/types/FIXML50SP2/set/underlying_provision_option_expiration_date.ts +10 -10
  9266. package/src/types/FIXML50SP2/set/underlying_provision_option_expiration_date_business_center_grp.ts +1 -1
  9267. package/src/types/FIXML50SP2/set/underlying_provision_option_relevant_underlying_date.ts +8 -8
  9268. package/src/types/FIXML50SP2/set/underlying_provision_option_relevant_underlying_date_business_center_grp.ts +1 -1
  9269. package/src/types/FIXML50SP2/set/underlying_provision_parties.ts +5 -5
  9270. package/src/types/FIXML50SP2/set/underlying_provision_ptys_sub_grp.ts +2 -2
  9271. package/src/types/FIXML50SP2/set/underlying_rate_spread_schedule.ts +2 -2
  9272. package/src/types/FIXML50SP2/set/underlying_rate_spread_step_grp.ts +2 -2
  9273. package/src/types/FIXML50SP2/set/underlying_return_rate_date_grp.ts +23 -23
  9274. package/src/types/FIXML50SP2/set/underlying_return_rate_fx_conversion_grp.ts +3 -3
  9275. package/src/types/FIXML50SP2/set/underlying_return_rate_grp.ts +29 -29
  9276. package/src/types/FIXML50SP2/set/underlying_return_rate_information_source_grp.ts +3 -3
  9277. package/src/types/FIXML50SP2/set/underlying_return_rate_price_grp.ts +4 -4
  9278. package/src/types/FIXML50SP2/set/underlying_return_rate_valuation_date_business_center_grp.ts +1 -1
  9279. package/src/types/FIXML50SP2/set/underlying_return_rate_valuation_date_grp.ts +2 -2
  9280. package/src/types/FIXML50SP2/set/underlying_secondary_asset_grp.ts +3 -3
  9281. package/src/types/FIXML50SP2/set/underlying_security_xml.ts +1 -1
  9282. package/src/types/FIXML50SP2/set/underlying_settl_method_election_date.ts +8 -8
  9283. package/src/types/FIXML50SP2/set/underlying_settl_method_election_date_business_center_grp.ts +1 -1
  9284. package/src/types/FIXML50SP2/set/underlying_settl_rate_disruption_fallback_grp.ts +4 -4
  9285. package/src/types/FIXML50SP2/set/underlying_settl_rate_fallback_rate_source.ts +2 -2
  9286. package/src/types/FIXML50SP2/set/underlying_stipulations.ts +2 -2
  9287. package/src/types/FIXML50SP2/set/underlying_stream_asset_attribute_grp.ts +3 -3
  9288. package/src/types/FIXML50SP2/set/underlying_stream_calculation_period_business_center_grp.ts +1 -1
  9289. package/src/types/FIXML50SP2/set/underlying_stream_calculation_period_date_grp.ts +2 -2
  9290. package/src/types/FIXML50SP2/set/underlying_stream_calculation_period_dates.ts +18 -18
  9291. package/src/types/FIXML50SP2/set/underlying_stream_commodity.ts +32 -32
  9292. package/src/types/FIXML50SP2/set/underlying_stream_commodity_alt_id_grp.ts +2 -2
  9293. package/src/types/FIXML50SP2/set/underlying_stream_commodity_data_source_grp.ts +2 -2
  9294. package/src/types/FIXML50SP2/set/underlying_stream_commodity_settl_business_center_grp.ts +1 -1
  9295. package/src/types/FIXML50SP2/set/underlying_stream_commodity_settl_day_grp.ts +3 -3
  9296. package/src/types/FIXML50SP2/set/underlying_stream_commodity_settl_period_grp.ts +14 -14
  9297. package/src/types/FIXML50SP2/set/underlying_stream_commodity_settl_time_grp.ts +3 -3
  9298. package/src/types/FIXML50SP2/set/underlying_stream_effective_date.ts +8 -8
  9299. package/src/types/FIXML50SP2/set/underlying_stream_effective_date_business_center_grp.ts +1 -1
  9300. package/src/types/FIXML50SP2/set/underlying_stream_first_period_start_date_business_center_grp.ts +1 -1
  9301. package/src/types/FIXML50SP2/set/underlying_stream_grp.ts +30 -30
  9302. package/src/types/FIXML50SP2/set/underlying_stream_termination_date.ts +8 -8
  9303. package/src/types/FIXML50SP2/set/underlying_stream_termination_date_business_center_grp.ts +1 -1
  9304. package/src/types/FIXML50SP2/set/undly_instrument_parties.ts +5 -5
  9305. package/src/types/FIXML50SP2/set/undly_instrument_ptys_sub_grp.ts +2 -2
  9306. package/src/types/FIXML50SP2/set/username_grp.ts +1 -1
  9307. package/src/types/FIXML50SP2/set/value_checks_grp.ts +2 -2
  9308. package/src/types/FIXML50SP2/set/yield_data.ts +6 -6
  9309. package/src/types/FIXML50SP2/settlement_instruction_request.ts +17 -17
  9310. package/src/types/FIXML50SP2/settlement_instructions.ts +11 -11
  9311. package/src/types/FIXML50SP2/settlement_obligation_report.ts +11 -11
  9312. package/src/types/FIXML50SP2/stream_assignment_report.ts +5 -5
  9313. package/src/types/FIXML50SP2/stream_assignment_report_ack.ts +7 -7
  9314. package/src/types/FIXML50SP2/stream_assignment_request.ts +4 -4
  9315. package/src/types/FIXML50SP2/trade_capture_report.ts +163 -163
  9316. package/src/types/FIXML50SP2/trade_capture_report_ack.ts +97 -97
  9317. package/src/types/FIXML50SP2/trade_capture_report_request.ts +45 -45
  9318. package/src/types/FIXML50SP2/trade_capture_report_request_ack.ts +22 -22
  9319. package/src/types/FIXML50SP2/trade_match_report.ts +18 -18
  9320. package/src/types/FIXML50SP2/trade_match_report_ack.ts +11 -11
  9321. package/src/types/FIXML50SP2/trading_session_list.ts +4 -4
  9322. package/src/types/FIXML50SP2/trading_session_list_request.ts +10 -10
  9323. package/src/types/FIXML50SP2/trading_session_list_update_report.ts +4 -4
  9324. package/src/types/FIXML50SP2/trading_session_status.ts +27 -27
  9325. package/src/types/FIXML50SP2/trading_session_status_request.ts +10 -10
  9326. package/src/types/FIXML50SP2/user_notification.ts +7 -7
  9327. package/src/types/FIXML50SP2/user_request.ts +13 -13
  9328. package/src/types/FIXML50SP2/user_response.ts +6 -6
  9329. package/src/util/definition-factory.ts +3 -3
  9330. package/src/util/dictionary-path.ts +1 -1
  9331. package/src/util/json-helper.ts +3 -3
  9332. package/src/util/message-generator.ts +1 -1
  9333. package/src/util/replay.ts +3 -3
  9334. package/src/util/unzip.js +4 -3
  9335. package/dist/dictionary/parser/quickfix2/quick-fix-fast-xml-parser.d.ts +0 -10
  9336. package/dist/dictionary/parser/quickfix2/quick-fix-fast-xml-parser.js +0 -27
  9337. package/dist/dictionary/parser/quickfix2/quick-fix-fast-xml-parser.js.map +0 -1
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enum AdvSide {\r\n Buy = 'B',\r\n Sell = 'S',\r\n Trade = 'T',\r\n Cross = 'X'\r\n}\r\n\r\nexport enum AdvTransType {\r\n New = 'N',\r\n Cancel = 'C',\r\n Replace = 'R'\r\n}\r\n\r\nexport enum BeginString {\r\n Fix42 = 'FIX.4.2',\r\n Fix44 = 'FIX.4.4',\r\n Fixt11 = 'FIXT.1.1'\r\n}\r\n\r\nexport enum CommType {\r\n PerUnit = '1',\r\n Percent = '2',\r\n Absolute = '3',\r\n PercentageWaivedCashDiscount = '4',\r\n PercentageWaivedEnhancedUnits = '5',\r\n PointsPerBondOrContract = '6',\r\n BasisPoints = '7',\r\n AmountPerContract = '8'\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 ReinstateOnSystemFailure = 'H',\r\n InstitutionsOnly = 'I',\r\n ReinstateOnTradingHalt = 'J',\r\n CancelOnTradingHalt = 'K',\r\n LastPeg = 'L',\r\n MidPricePeg = 'M',\r\n NonNegotiable = 'N',\r\n OpeningPeg = 'O',\r\n MarketPeg = 'P',\r\n CancelOnSystemFailure = 'Q',\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 TradeAlong = 'X',\r\n TryToStop = 'Y',\r\n CancelIfNotBest = 'Z',\r\n TrailingStopPeg = 'a',\r\n StrictLimit = 'b',\r\n IgnorePriceValidityChecks = 'c',\r\n PegToLimitPrice = 'd',\r\n WorkToTargetStrategy = 'e',\r\n IntermarketSweep = 'f',\r\n ExternalRoutingAllowed = 'g',\r\n ExternalRoutingNotAllowed = 'h',\r\n ImbalanceOnly = 'i',\r\n SingleExecutionRequestedForBlockTrade = 'j',\r\n BestExecution = 'k',\r\n SuspendOnSystemFailure = 'l',\r\n SuspendOnTradingHalt = 'm',\r\n ReinstateOnConnectionLoss = 'n',\r\n CancelOnConnectionLoss = 'o',\r\n SuspendOnConnectionLoss = 'p',\r\n Release = 'q',\r\n ExecuteAsDeltaNeutral = 'r',\r\n ExecuteAsDurationNeutral = 's',\r\n ExecuteAsFxNeutral = 't',\r\n MinGuaranteedFillEligible = 'u',\r\n BypassNonDisplayLiquidity = 'v',\r\n Lock = 'w',\r\n IgnoreNotionalValueChecks = 'x',\r\n TrdAtRefPx = 'y',\r\n AllowFacilitation = 'z'\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\nexport enum SecurityIDSource {\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 BloombergSymbol = 'A',\r\n Wertpapier = 'B',\r\n Dutch = 'C',\r\n Valoren = 'D',\r\n Sicovam = 'E',\r\n Belgian = 'F',\r\n Common = 'G',\r\n ClearingHouse = 'H',\r\n IsdaFpMlSpecification = 'I',\r\n OptionPriceReportingAuthority = 'J',\r\n IsdaFpMlurl = 'K',\r\n LetterOfCredit = 'L',\r\n MarketplaceAssignedIdentifier = 'M',\r\n MarkitRedEntityClip = 'N',\r\n MarkitRedPairClip = 'P',\r\n CftcCommodityCode = 'Q',\r\n IsdaCommodityReferencePrice = 'R',\r\n FinancialInstrumentGlobalIdentifier = 'S',\r\n LegalEntityIdentifier = 'T',\r\n Synthetic = 'U',\r\n FidessaInstrumentMnemonic = 'V',\r\n IndexName = 'W',\r\n UniformSymbol = 'X',\r\n DigitalTokenIdentifier = 'Y'\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\nexport enum IOIQty {\r\n Small = 'S',\r\n Medium = 'M',\r\n Large = 'L',\r\n UndisclosedQuantity = 'U'\r\n}\r\n\r\nexport enum IOITransType {\r\n New = 'N',\r\n Cancel = 'C',\r\n Replace = 'R'\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 RisklessPrincipal = '5'\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 Logon = 'A',\r\n News = 'B',\r\n Email = 'C',\r\n NewOrderSingle = 'D',\r\n NewOrderList = 'E',\r\n OrderCancelRequest = 'F',\r\n OrderCancelReplaceRequest = 'G',\r\n OrderStatusRequest = 'H',\r\n AllocationInstruction = 'J',\r\n ListCancelRequest = 'K',\r\n ListExecute = 'L',\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 QuoteStatusRequest = 'a',\r\n MassQuoteAck = 'b',\r\n SecurityDefinitionRequest = 'c',\r\n SecurityDefinition = 'd',\r\n SecurityStatusRequest = 'e',\r\n SecurityStatus = 'f',\r\n TradingSessionStatusRequest = 'g',\r\n TradingSessionStatus = 'h',\r\n MassQuote = 'i',\r\n BusinessMessageReject = 'j',\r\n BidRequest = 'k',\r\n BidResponse = 'l',\r\n ListStrikePrice = 'm',\r\n XmLnonFix = 'n',\r\n RegistrationInstructions = 'o',\r\n RegistrationInstructionsResponse = 'p',\r\n OrderMassCancelRequest = 'q',\r\n OrderMassCancelReport = 'r',\r\n NewOrderCross = 's',\r\n CrossOrderCancelReplaceRequest = 't',\r\n CrossOrderCancelRequest = 'u',\r\n SecurityTypeRequest = 'v',\r\n SecurityTypes = 'w',\r\n SecurityListRequest = 'x',\r\n SecurityList = 'y',\r\n DerivativeSecurityListRequest = 'z',\r\n DerivativeSecurityList = 'AA',\r\n NewOrderMultileg = 'AB',\r\n MultilegOrderCancelReplace = 'AC',\r\n TradeCaptureReportRequest = 'AD',\r\n TradeCaptureReport = 'AE',\r\n OrderMassStatusRequest = 'AF',\r\n QuoteRequestReject = 'AG',\r\n RfqRequest = 'AH',\r\n QuoteStatusReport = 'AI',\r\n QuoteResponse = 'AJ',\r\n Confirmation = 'AK',\r\n PositionMaintenanceRequest = 'AL',\r\n PositionMaintenanceReport = 'AM',\r\n RequestForPositions = 'AN',\r\n RequestForPositionsAck = 'AO',\r\n PositionReport = 'AP',\r\n TradeCaptureReportRequestAck = 'AQ',\r\n TradeCaptureReportAck = 'AR',\r\n AllocationReport = 'AS',\r\n AllocationReportAck = 'AT',\r\n ConfirmationAck = 'AU',\r\n SettlementInstructionRequest = 'AV',\r\n AssignmentReport = 'AW',\r\n CollateralRequest = 'AX',\r\n CollateralAssignment = 'AY',\r\n CollateralResponse = 'AZ',\r\n CollateralReport = 'BA',\r\n CollateralInquiry = 'BB',\r\n NetworkCounterpartySystemStatusRequest = 'BC',\r\n NetworkCounterpartySystemStatusResponse = 'BD',\r\n UserRequest = 'BE',\r\n UserResponse = 'BF',\r\n CollateralInquiryAck = 'BG',\r\n ConfirmationRequest = 'BH',\r\n ContraryIntentionReport = 'BO',\r\n SecurityDefinitionUpdateReport = 'BP',\r\n SecurityListUpdateReport = 'BK',\r\n AdjustedPositionReport = 'BL',\r\n AllocationInstructionAlert = 'BM',\r\n ExecutionAck = 'BN',\r\n TradingSessionList = 'BJ',\r\n TradingSessionListRequest = 'BI',\r\n SettlementObligationReport = 'BQ',\r\n DerivativeSecurityListUpdateReport = 'BR',\r\n TradingSessionListUpdateReport = 'BS',\r\n MarketDefinitionRequest = 'BT',\r\n MarketDefinition = 'BU',\r\n MarketDefinitionUpdateReport = 'BV',\r\n ApplicationMessageRequest = 'BW',\r\n ApplicationMessageRequestAck = 'BX',\r\n ApplicationMessageReport = 'BY',\r\n OrderMassActionReport = 'BZ',\r\n OrderMassActionRequest = 'CA',\r\n UserNotification = 'CB',\r\n StreamAssignmentRequest = 'CC',\r\n StreamAssignmentReport = 'CD',\r\n StreamAssignmentReportAck = 'CE',\r\n PartyDetailsListRequest = 'CF',\r\n PartyDetailsListReport = 'CG',\r\n MarginRequirementInquiry = 'CH',\r\n MarginRequirementInquiryAck = 'CI',\r\n MarginRequirementReport = 'CJ',\r\n PartyDetailsListUpdateReport = 'CK',\r\n PartyRiskLimitsRequest = 'CL',\r\n PartyRiskLimitsReport = 'CM',\r\n SecurityMassStatusRequest = 'CN',\r\n SecurityMassStatus = 'CO',\r\n AccountSummaryReport = 'CQ',\r\n PartyRiskLimitsUpdateReport = 'CR',\r\n PartyRiskLimitsDefinitionRequest = 'CS',\r\n PartyRiskLimitsDefinitionRequestAck = 'CT',\r\n PartyEntitlementsRequest = 'CU',\r\n PartyEntitlementsReport = 'CV',\r\n QuoteAck = 'CW',\r\n PartyDetailsDefinitionRequest = 'CX',\r\n PartyDetailsDefinitionRequestAck = 'CY',\r\n PartyEntitlementsUpdateReport = 'CZ',\r\n PartyEntitlementsDefinitionRequest = 'DA',\r\n PartyEntitlementsDefinitionRequestAck = 'DB',\r\n TradeMatchReport = 'DC',\r\n TradeMatchReportAck = 'DD',\r\n PartyRiskLimitsReportAck = 'DE',\r\n PartyRiskLimitCheckRequest = 'DF',\r\n PartyRiskLimitCheckRequestAck = 'DG',\r\n PartyActionRequest = 'DH',\r\n PartyActionReport = 'DI',\r\n MassOrder = 'DJ',\r\n MassOrderAck = 'DK',\r\n PositionTransferInstruction = 'DL',\r\n PositionTransferInstructionAck = 'DM',\r\n PositionTransferReport = 'DN',\r\n MarketDataStatisticsRequest = 'DO',\r\n MarketDataStatisticsReport = 'DP',\r\n CollateralReportAck = 'DQ',\r\n MarketDataReport = 'DR',\r\n CrossRequest = 'DS',\r\n CrossRequestAck = 'DT',\r\n AllocationInstructionAlertRequest = 'DU',\r\n AllocationInstructionAlertRequestAck = 'DV',\r\n TradeAggregationRequest = 'DW',\r\n TradeAggregationReport = 'DX',\r\n PayManagementReport = 'EA',\r\n PayManagementReportAck = 'EB',\r\n PayManagementRequest = 'DY',\r\n PayManagementRequestAck = 'DZ'\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\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 MarketIfTouched = 'J',\r\n MarketWithLeftOverAsLimit = 'K',\r\n PreviousFundValuationPoint = 'L',\r\n NextFundValuationPoint = 'M',\r\n Pegged = 'P',\r\n CounterOrderSelection = 'Q',\r\n StopOnBidOrOffer = 'R',\r\n StopLimitOnBidOrOffer = 'S'\r\n}\r\n\r\nexport enum PossDupFlag {\r\n No = 'N',\r\n Yes = 'Y'\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 CrossShortExempt = 'A',\r\n AsDefined = 'B',\r\n Opposite = 'C',\r\n Subscribe = 'D',\r\n Redeem = 'E',\r\n Lend = 'F',\r\n Borrow = 'G',\r\n SellUndisclosed = 'H'\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 AtTheClose = '7',\r\n GoodThroughCrossing = '8',\r\n AtCrossing = '9',\r\n GoodForTime = 'A',\r\n GoodForAuction = 'B',\r\n GoodForMonth = 'C'\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\nexport enum SettlType {\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 BrokenDate = 'B',\r\n FxSpotNextSettlement = 'C'\r\n}\r\n\r\nexport enum SymbolSfx {\r\n EucpWithLumpSumInterest = 'CD',\r\n WhenIssued = 'WI'\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 Reversal = '6'\r\n}\r\n\r\nexport enum PositionEffect {\r\n Close = 'C',\r\n Fifo = 'F',\r\n Open = 'O',\r\n Rolled = 'R',\r\n CloseButNotifyOnOpen = 'N',\r\n Default = 'D'\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\nexport enum AllocStatus {\r\n Accepted = 0,\r\n BlockLevelReject = 1,\r\n AccountLevelReject = 2,\r\n Received = 3,\r\n Incomplete = 4,\r\n RejectedByIntermediary = 5,\r\n AllocationPending = 6,\r\n Reversed = 7,\r\n CancelledByIntermediary = 8,\r\n Claimed = 9,\r\n Refused = 10,\r\n PendingGiveUpApproval = 11,\r\n Cancelled = 12,\r\n PendingTakeUpApproval = 13,\r\n ReversalPending = 14\r\n}\r\n\r\nexport enum AllocRejCode {\r\n UnknownAccount = 0,\r\n IncorrectQuantity = 1,\r\n IncorrectAveragePrice = 2,\r\n UnknownExecutingBrokerMnemonic = 3,\r\n CommissionDifference = 4,\r\n UnknownOrderId = 5,\r\n UnknownListId = 6,\r\n OtherSeeText = 7,\r\n IncorrectAllocatedQuantity = 8,\r\n CalculationDifference = 9,\r\n UnknownOrStaleExecId = 10,\r\n MismatchedData = 11,\r\n UnknownClOrdId = 12,\r\n WarehouseRequestRejected = 13,\r\n DuplicateOrMissingIndividualAllocId = 14,\r\n TradeNotRecognized = 15,\r\n DuplicateTrade = 16,\r\n IncorrectOrMissingInstrument = 17,\r\n IncorrectOrMissingSettlDate = 18,\r\n IncorrectOrMissingFundIdOrFundName = 19,\r\n IncorrectOrMissingSettlInstructions = 20,\r\n IncorrectOrMissingFees = 21,\r\n IncorrectOrMissingTax = 22,\r\n UnknownOrMissingParty = 23,\r\n IncorrectOrMissingSide = 24,\r\n IncorrectOrMissingNetMoney = 25,\r\n IncorrectOrMissingTradeDate = 26,\r\n IncorrectOrMissingSettlCcyInstructions = 27,\r\n IncorrectOrMissingProcessCode = 28,\r\n Other = 99\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\nexport enum PossResend {\r\n No = 'N',\r\n Yes = 'Y'\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\nexport enum CxlRejReason {\r\n TooLateToCancel = 0,\r\n UnknownOrder = 1,\r\n BrokerCredit = 2,\r\n OrderAlreadyInPendingStatus = 3,\r\n UnableToProcessOrderMassCancelRequest = 4,\r\n OrigOrdModTime = 5,\r\n DuplicateClOrdId = 6,\r\n PriceExceedsCurrentPrice = 7,\r\n PriceExceedsCurrentPriceBand = 8,\r\n InvalidPriceIncrement = 18,\r\n Other = 99\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 TradeAlongRequired = 9,\r\n InvalidInvestorId = 10,\r\n UnsupportedOrderCharacteristic = 11,\r\n SurveillanceOption = 12,\r\n IncorrectQuantity = 13,\r\n IncorrectAllocatedQuantity = 14,\r\n UnknownAccount = 15,\r\n PriceExceedsCurrentPriceBand = 16,\r\n InvalidPriceIncrement = 18,\r\n ReferencePriceNotAvailable = 19,\r\n NotionalValueExceedsThreshold = 20,\r\n AlgorithmRiskThresholdBreached = 21,\r\n ShortSellNotPermitted = 22,\r\n ShortSellSecurityPreBorrowRestriction = 23,\r\n ShortSellAccountPreBorrowRestriction = 24,\r\n InsufficientCreditLimit = 25,\r\n ExceededClipSizeLimit = 26,\r\n ExceededMaxNotionalOrderAmt = 27,\r\n ExceededDv01Pv01Limit = 28,\r\n ExceededCs01Limit = 29,\r\n Other = 99\r\n}\r\n\r\nexport enum IOIQualifier {\r\n QuantityNegotiable = '1',\r\n AllowLateBids = '2',\r\n ImmediateOrCounter = '3',\r\n AutoTrade = '4',\r\n AllOrNone = 'A',\r\n MarketOnClose = 'B',\r\n AtTheClose = 'C',\r\n Vwap = 'D',\r\n Axe = 'E',\r\n AxeOnBid = 'F',\r\n AxeOnOffer = 'G',\r\n ClientNaturalWorking = 'H',\r\n InTouchWith = 'I',\r\n PositionWanted = 'J',\r\n MarketMaking = 'K',\r\n Limit = 'L',\r\n MoreBehind = 'M',\r\n ClientNaturalBlock = 'N',\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 Unwind = 'U',\r\n Versus = 'V',\r\n Indication = 'W',\r\n CrossingOpportunity = 'X',\r\n AtTheMidpoint = 'Y',\r\n PreOpen = 'Z',\r\n AutomaticSpot = 'a',\r\n PlatformCalculatedSpot = 'b',\r\n OutsideSpread = 'c',\r\n DeferredSpot = 'd',\r\n NegotiatedSpot = 'n'\r\n}\r\n\r\nexport enum ReportToExch {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum LocateReqd {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum ForexReq {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum GapFillFlag {\r\n No = 'N',\r\n Yes = 'Y'\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 CalculationDifference = 'F',\r\n NoMatchingExecutionReport = 'G',\r\n Other = 'Z'\r\n}\r\n\r\nexport enum IOINaturalFlag {\r\n No = 'N',\r\n Yes = 'Y'\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 PerTransaction = '10',\r\n Conversion = '11',\r\n Agent = '12',\r\n TransferFee = '13',\r\n SecurityLending = '14',\r\n TradeReporting = '15',\r\n TaxOnPrincipalAmount = '16',\r\n TaxOnAccruedInterestAmount = '17',\r\n NewIssuanceFee = '18',\r\n ServiceFee = '19',\r\n OddLotFee = '20',\r\n AuctionFee = '21',\r\n ValueAddedTax = '22',\r\n SalesTax = '23',\r\n ExecutionFee = '24',\r\n OrderEntryFee = '25',\r\n OrderModificationFee = '26',\r\n OrdersCancellationFee = '27',\r\n MarketDataAccessFee = '28',\r\n MarketDataTerminalFee = '29',\r\n MarketDataVolumeFee = '30',\r\n ClearingFee = '31',\r\n SettlementFee = '32',\r\n Rebates = '33',\r\n Discounts = '34',\r\n Payments = '35',\r\n NonMonetaryPayments = '36'\r\n}\r\n\r\nexport enum ResetSeqNumFlag {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum ExecType {\r\n New = '0',\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 Trade = 'F',\r\n TradeCorrect = 'G',\r\n TradeCancel = 'H',\r\n OrderStatus = 'I',\r\n TradeInAClearingHold = 'J',\r\n TradeHasBeenReleasedToClearing = 'K',\r\n TriggeredOrActivatedBySystem = 'L',\r\n Locked = 'M',\r\n Released = 'N'\r\n}\r\n\r\nexport enum SettlCurrFxRateCalc {\r\n Multiply = 'M',\r\n Divide = 'D'\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 SpecificOrderForASingleAccount = '4',\r\n RequestReject = '5'\r\n}\r\n\r\nexport enum SettlInstTransType {\r\n New = 'N',\r\n Cancel = 'C',\r\n Replace = 'R',\r\n Restate = 'T'\r\n}\r\n\r\nexport enum SettlInstSource {\r\n BrokerCredit = '1',\r\n Institution = '2',\r\n Investor = '3'\r\n}\r\n\r\nexport enum SecurityType {\r\n UsTreasuryNoteOld = 'UST',\r\n UsTreasuryBillOld = 'USTB',\r\n EuroSupranationalCoupons = 'EUSUPRA',\r\n FederalAgencyCoupon = 'FAC',\r\n FederalAgencyDiscountNote = 'FADN',\r\n PrivateExportFunding = 'PEF',\r\n UsdSupranationalCoupons = 'SUPRA',\r\n CorporateBond = 'CORP',\r\n CorporatePrivatePlacement = 'CPP',\r\n ConvertibleBond = 'CB',\r\n DualCurrency = 'DUAL',\r\n EuroCorporateBond = 'EUCORP',\r\n EuroCorporateFloatingRateNotes = 'EUFRN',\r\n UsCorporateFloatingRateNotes = 'FRN',\r\n IndexedLinked = 'XLINKD',\r\n StructuredNotes = 'STRUCT',\r\n YankeeCorporateBond = 'YANK',\r\n OffshoreIssuedChineseYuanCorporateBond = 'DIMSUMCORP',\r\n PreferredCorporateBond = 'PRCORP',\r\n ForeignExchangeContract = 'FOR',\r\n NonDeliverableForward = 'FXNDF',\r\n FxSpot = 'FXSPOT',\r\n FxForward = 'FXFWD',\r\n FxSwap = 'FXSWAP',\r\n NonDeliverableSwap = 'FXNDS',\r\n FxBankNote = 'FXBN',\r\n ForeignCurrencyDiscountNote = 'FXDN',\r\n Cap = 'CAP',\r\n CreditDefaultSwap = 'CDS',\r\n Collar = 'CLLR',\r\n CommoditySwap = 'CMDTYSWAP',\r\n Exotic = 'EXOTIC',\r\n OptionsOnCombo = 'OOC',\r\n Floor = 'FLR',\r\n Fra = 'FRA',\r\n Future = 'FUT',\r\n DerivativeForward = 'FWD',\r\n InterestRateSwap = 'IRS',\r\n TotalReturnSwap = 'TRS',\r\n LoanLease = 'LOANLEASE',\r\n OptionsOnFutures = 'OOF',\r\n OptionsOnPhysical = 'OOP',\r\n Option = 'OPT',\r\n SpotForward = 'SPOTFWD',\r\n SwapOption = 'SWAPTION',\r\n Transmission = 'XMISSION',\r\n Index = 'INDEX',\r\n BondBasket = 'BDBSKT',\r\n ContractForDifference = 'CFD',\r\n CorrelationSwap = 'CRLTNSWAP',\r\n DiviendSwap = 'DVDNDSWAP',\r\n EquityBasket = 'EQBSKT',\r\n EquityForward = 'EQFWD',\r\n ReturnSwap = 'RTRNSWAP',\r\n VarianceSwap = 'VARSWAP',\r\n PortfolioSwaps = 'PRTFLIOSWAP',\r\n FuturesOnASwap = 'FUTSWAP',\r\n ForwardsOnASwap = 'FWDSWAP',\r\n ForwardFreightAgreement = 'FWDFRTAGMT',\r\n SpreadBetting = 'SPREADBET',\r\n ExchangeTradedCommodity = 'ETC',\r\n CommonStock = 'CS',\r\n PreferredStock = 'PS',\r\n DepositoryReceipts = 'DR',\r\n Repurchase = 'REPO',\r\n Forward = 'FORWARD',\r\n BuySellback = 'BUYSELL',\r\n SecuritiesLoan = 'SECLOAN',\r\n SecuritiesPledge = 'SECPLEDGE',\r\n DeliveryVersusPledge = 'DVPLDG',\r\n CollateralBasket = 'COLLBSKT',\r\n StructuredFinanceProduct = 'SFP',\r\n MarginLoan = 'MRGNLOAN',\r\n BradyBond = 'BRADY',\r\n CanadianTreasuryNotes = 'CAN',\r\n CanadianTreasuryBills = 'CTB',\r\n EuroSovereigns = 'EUSOV',\r\n CanadianProvincialBonds = 'PROV',\r\n TreasuryBill = 'TB',\r\n UsTreasuryBond = 'TBOND',\r\n InterestStripFromAnyBondOrNote = 'TINT',\r\n UsTreasuryBill = 'TBILL',\r\n TreasuryInflationProtectedSecurities = 'TIPS',\r\n PrincipalStripOfACallableBondOrNote = 'TCAL',\r\n PrincipalStripFromANonCallableBondOrNote = 'TPRN',\r\n UsTreasuryNote = 'TNOTE',\r\n OffshoreIssuedChineseYuanSovereignBond = 'DIMSUMSOV',\r\n SovereignBond = 'SOV',\r\n UsTreasuryFloatingRateNote = 'TFRN',\r\n TermLoan = 'TERM',\r\n RevolverLoan = 'RVLV',\r\n Revolver = 'RVLVTRM',\r\n BridgeLoan = 'BRIDGE',\r\n LetterOfCredit = 'LOFC',\r\n SwingLineFacility = 'SWING',\r\n DebtorInPossession = 'DINP',\r\n Defaulted = 'DEFLTED',\r\n Withdrawn = 'WITHDRN',\r\n Replaced = 'REPLACD',\r\n Matured = 'MATURED',\r\n Amended = 'AMENDED',\r\n Retired = 'RETIRED',\r\n BankersAcceptance = 'BA',\r\n BankDepositoryNote = 'BDN',\r\n BankNotes = 'BN',\r\n BillOfExchanges = 'BOX',\r\n CanadianMoneyMarkets = 'CAMM',\r\n CertificateOfDeposit = 'CD',\r\n CallLoans = 'CL',\r\n CommercialPaper = 'CP',\r\n DepositNotes = 'DN',\r\n EuroCertificateOfDeposit = 'EUCD',\r\n EuroCommercialPaper = 'EUCP',\r\n LiquidityNote = 'LQN',\r\n MediumTermNotes = 'MTN',\r\n Overnight = 'ONITE',\r\n PromissoryNote = 'PN',\r\n ShortTermLoanNote = 'STN',\r\n PlazosFijos = 'PZFJ',\r\n SecuredLiquidityNote = 'SLQN',\r\n TimeDeposit = 'TD',\r\n TermLiquidityNote = 'TLQN',\r\n ExtendedCommNote = 'XCN',\r\n YankeeCertificateOfDeposit = 'YCD',\r\n BankAcceptedBill = 'BAB',\r\n ShortTermBankNote = 'BNST',\r\n CallableCommercialPaper = 'CLCP',\r\n CommercialNote = 'CN',\r\n InterestBearingCommercialPaper = 'CPIB',\r\n EuroMediumTermNote = 'EUMTN',\r\n EuroNegotiableCommercialPaper = 'EUNCP',\r\n EuroStructuredLiquidityNote = 'EUSTLQN',\r\n EuroTimeDeposit = 'EUTD',\r\n JumboCertificateOfDeposit = 'JCD',\r\n MoneyMarketFund = 'MMF',\r\n MasterNote = 'MN',\r\n NegotiableCertificateOfDeposit = 'NCD',\r\n NegotiableCommercialPaper = 'NCP',\r\n RetailCertificateOfDeposit = 'RCD',\r\n TermDepositReceipt = 'TDR',\r\n AssetBackedSecurities = 'ABS',\r\n CanadianMortgageBonds = 'CMB',\r\n Corp = 'CMBS',\r\n CollateralizedMortgageObligation = 'CMO',\r\n IoetteMortgage = 'IET',\r\n MortgageBackedSecurities = 'MBS',\r\n MortgageInterestOnly = 'MIO',\r\n MortgagePrincipalOnly = 'MPO',\r\n MortgagePrivatePlacement = 'MPP',\r\n MiscellaneousPassThrough = 'MPT',\r\n Pfandbrief = 'PFAND',\r\n ToBeAnnounced = 'TBA',\r\n OtherAnticipationNotes = 'AN',\r\n CertificateOfObligation = 'COFO',\r\n CertificateOfParticipation = 'COFP',\r\n GeneralObligationBonds = 'GO',\r\n MandatoryTender = 'MT',\r\n RevenueAnticipationNote = 'RAN',\r\n RevenueBonds = 'REV',\r\n SpecialAssessment = 'SPCLA',\r\n SpecialObligation = 'SPCLO',\r\n SpecialTax = 'SPCLT',\r\n TaxAnticipationNote = 'TAN',\r\n TaxAllocation = 'TAXA',\r\n TaxExemptCommercialPaper = 'TECP',\r\n TaxableMunicipalCp = 'TMCP',\r\n TaxRevenueAnticipationNote = 'TRAN',\r\n VariableRateDemandNote = 'VRDN',\r\n Warrant = 'WAR',\r\n MunicipalInterestBearingCommercialPaper = 'MCPIB',\r\n TaxableMunicipalBond = 'TMB',\r\n VariableRateDemandObligation = 'VRDO',\r\n MutualFund = 'MF',\r\n MultilegInstrument = 'MLEG',\r\n NoSecurityType = 'NONE',\r\n Wildcard = '?',\r\n Cash = 'CASH',\r\n Other = 'Other',\r\n ExchangeTradedNote = 'ETN',\r\n SecuritizedDerivative = 'SECDERIV',\r\n ExchangeTradedFund = 'ETF',\r\n DigitalAsset = 'DIGITAL'\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 AccountNet = 4\r\n}\r\n\r\nexport enum SettlDeliveryType {\r\n Versus = 0,\r\n Free = 1,\r\n TriParty = 2,\r\n HoldInCustody = 3\r\n}\r\n\r\nexport enum AllocLinkType {\r\n FxNetting = 0,\r\n FxSwap = 1\r\n}\r\n\r\nexport enum PutOrCall {\r\n Put = 0,\r\n Call = 1,\r\n Other = 2,\r\n Chooser = 3\r\n}\r\n\r\nexport enum CoveredOrUncovered {\r\n Covered = 0,\r\n Uncovered = 1\r\n}\r\n\r\nexport enum NotifyBrokerOfCredit {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum AllocHandlInst {\r\n Match = 1,\r\n Forward = 2,\r\n ForwardAndMatch = 3,\r\n AutoClaimGiveUp = 4\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 TargetPerson = 5,\r\n BlockPerson = 6\r\n}\r\n\r\nexport enum BenchmarkCurveName {\r\n Eonia = 'EONIA',\r\n Eurepo = 'EUREPO',\r\n Euribor = 'Euribor',\r\n FutureSwap = 'FutureSWAP',\r\n Libid = 'LIBID',\r\n Libor = 'LIBOR',\r\n MuniAaa = 'MuniAAA',\r\n Other = 'OTHER',\r\n Pfandbriefe = 'Pfandbriefe',\r\n Sonia = 'SONIA',\r\n Swap = 'SWAP',\r\n Treasury = 'Treasury',\r\n FedFundRateEffective = 'FEDEFF',\r\n FedOpen = 'FEDOPEN',\r\n Euribor2 = 'EURIBOR',\r\n Aubsw = 'AUBSW',\r\n Bubor = 'BUBOR',\r\n Cdor = 'CDOR',\r\n Cibor = 'CIBOR',\r\n Eoniaswap = 'EONIASWAP',\r\n Estr = 'ESTR',\r\n Eurodollar = 'EURODOLLAR',\r\n Euroswiss = 'EUROSWISS',\r\n Gcfrepo = 'GCFREPO',\r\n Isdafix = 'ISDAFIX',\r\n Jibar = 'JIBAR',\r\n Mosprim = 'MOSPRIM',\r\n Nibor = 'NIBOR',\r\n Pribor = 'PRIBOR',\r\n Sofr = 'SOFR',\r\n Stibor = 'STIBOR',\r\n Telbor = 'TELBOR',\r\n Tibor = 'TIBOR',\r\n Wibor = 'WIBOR',\r\n Aonia = 'AONIA',\r\n Aoniar = 'AONIA-R',\r\n Bkbm = 'BKBM',\r\n Cd19D = 'CD91D',\r\n Corra = 'CORRA',\r\n Dirrtn = 'DIRR-TN',\r\n Eibor = 'EIBOR',\r\n FixingRepoRate = 'FixingRepoRate',\r\n Hibor = 'HIBOR',\r\n Ibr = 'IBR',\r\n Klibor = 'KLIBOR',\r\n Mibor = 'MIBOR',\r\n Nzonia = 'NZONIA',\r\n Phiref = 'PHIREF',\r\n Reibor = 'REIBOR',\r\n Saibor = 'SAIBOR',\r\n Saron = 'SARON',\r\n Sora = 'SORA',\r\n Tlref = 'TLREF',\r\n Tiie = 'TIIE',\r\n Thbfix = 'THBFIX',\r\n Tonar = 'TONAR'\r\n}\r\n\r\nexport enum StipulationType {\r\n AlternativeMinimumTax = 'AMT',\r\n AutoReinvestment = 'AUTOREINV',\r\n BankQualified = 'BANKQUAL',\r\n BargainConditions = 'BGNCON',\r\n CouponRange = 'COUPON',\r\n IsoCurrencyCode = 'CURRENCY',\r\n CustomStart = 'CUSTOMDATE',\r\n Geographics = 'GEOG',\r\n ValuationDiscount = 'HAIRCUT',\r\n Insured = 'INSURED',\r\n IssueDate = 'ISSUE',\r\n Issuer = 'ISSUER',\r\n IssueSizeRange = 'ISSUESIZE',\r\n LookbackDays = 'LOOKBACK',\r\n ExplicitLotIdentifier = 'LOT',\r\n LotVariance = 'LOTVAR',\r\n MaturityYearAndMonth = 'MAT',\r\n MaturityRange = 'MATURITY',\r\n MaximumSubstitutions = 'MAXSUBS',\r\n MinimumDenomination = 'MINDNOM',\r\n MinimumIncrement = 'MININCR',\r\n MinimumQuantity = 'MINQTY',\r\n PaymentFrequency = 'PAYFREQ',\r\n NumberOfPieces = 'PIECES',\r\n PoolsMaximum = 'PMAX',\r\n PoolsPerLot = 'PPL',\r\n PoolsPerMillion = 'PPM',\r\n PoolsPerTrade = 'PPT',\r\n PriceRange = 'PRICE',\r\n PricingFrequency = 'PRICEFREQ',\r\n ProductionYear = 'PROD',\r\n CallProtection = 'PROTECT',\r\n Purpose = 'PURPOSE',\r\n BenchmarkPriceSource = 'PXSOURCE',\r\n RatingSourceAndRange = 'RATING',\r\n TypeOfRedemption = 'REDEMPTION',\r\n Restricted = 'RESTRICTED',\r\n MarketSector = 'SECTOR',\r\n SecurityTypeIncludedOrExcluded = 'SECTYPE',\r\n Structure = 'STRUCT',\r\n SubstitutionsFrequency = 'SUBSFREQ',\r\n SubstitutionsLeft = 'SUBSLEFT',\r\n FreeformText = 'TEXT',\r\n TradeVariance = 'TRDVAR',\r\n WeightedAverageCoupon = 'WAC',\r\n WeightedAverageLifeCoupon = 'WAL',\r\n WeightedAverageLoanAge = 'WALA',\r\n WeightedAverageMaturity = 'WAM',\r\n WholePool = 'WHOLE',\r\n YieldRange = 'YIELD',\r\n OriginalAmount = 'ORIGAMT',\r\n PoolEffectiveDate = 'POOLEFFDT',\r\n PoolInitialFactor = 'POOLINITFCTR',\r\n Tranche = 'TRANCHE',\r\n Substitution = 'SUBSTITUTION',\r\n Multexchfllbck = 'MULTEXCHFLLBCK',\r\n Compsecfllbck = 'COMPSECFLLBCK',\r\n Locljrsdctn = 'LOCLJRSDCTN',\r\n Relvjrsdctn = 'RELVJRSDCTN',\r\n IncurredRecovery = 'INCURRCVY',\r\n AdditionalTerm = 'ADDTRM',\r\n ModifiedEquityDelivery = 'MODEQTYDLVY',\r\n NoReferenceOblication = 'NOREFOBLIG',\r\n UnknownReferenceObligation = 'UNKREFOBLIG',\r\n AllGuarantees = 'ALLGUARANTEES',\r\n ReferencePrice = 'REFPX',\r\n ReferencePolicy = 'REFPOLICY',\r\n SecuredList = 'SECRDLIST',\r\n AverageFicoScore = 'AVFICO',\r\n AverageLoanSize = 'AVSIZE',\r\n MaximumLoanBalance = 'MAXBAL',\r\n PoolIdentifier = 'POOL',\r\n TypeOfRollTrade = 'ROLLTYPE',\r\n ReferenceToRollingOrClosingTrade = 'REFTRADE',\r\n PrincipalOfRollingOrClosingTrade = 'REFPRIN',\r\n InterestOfRollingOrClosingTrade = 'REFINT',\r\n AvailableOfferQuantityToBeShownToTheStreet = 'AVAILQTY',\r\n BrokerCredit = 'BROKERCREDIT',\r\n OfferPriceToBeShownToInternalBrokers = 'INTERNALPX',\r\n OfferQuantityToBeShownToInternalBrokers = 'INTERNALQTY',\r\n TheMinimumResidualOfferQuantity = 'LEAVEQTY',\r\n MaximumOrderSize = 'MAXORDQTY',\r\n OrderQuantityIncrement = 'ORDRINCR',\r\n PrimaryOrSecondaryMarketIndicator = 'PRIMARY',\r\n BrokerSalesCreditOverride = 'SALESCREDITOVR',\r\n TraderCredit = 'TRADERCREDIT',\r\n DiscountRate = 'DISCOUNT',\r\n YieldToMaturity = 'YTM',\r\n InterestPayoffOfRollingOrAmendingTrade = 'PAYOFF',\r\n AbsolutePrepaymentSpeed = 'ABS',\r\n ConstantPrepaymentPenalty = 'CPP',\r\n ConstantPrepaymentRate = 'CPR',\r\n ConstantPrepaymentYield = 'CPY',\r\n FinalCprOfHomeEquityPrepaymentCurve = 'HEP',\r\n PercentOfManufacturedHousingPrepaymentCurve = 'MHP',\r\n MonthlyPrepaymentRate = 'MPR',\r\n PercentOfProspectusPrepaymentCurve = 'PPC',\r\n PercentOfBmaPrepaymentCurve = 'PSA',\r\n SingleMonthlyMortality = 'SMM'\r\n}\r\n\r\nexport enum YieldType {\r\n AfterTaxYield = 'AFTERTAX',\r\n AnnualYield = 'ANNUAL',\r\n YieldAtIssue = 'ATISSUE',\r\n YieldToAverageMaturity = 'AVGMATURITY',\r\n BookYield = 'BOOK',\r\n YieldToNextCall = 'CALL',\r\n YieldChangeSinceClose = 'CHANGE',\r\n ClosingYield = 'CLOSE',\r\n CompoundYield = 'COMPOUND',\r\n CurrentYield = 'CURRENT',\r\n GvntEquivalentYield = 'GOVTEQUIV',\r\n TrueGrossYield = 'GROSS',\r\n YieldWithInflationAssumption = 'INFLATION',\r\n InverseFloaterBondYield = 'INVERSEFLOATER',\r\n MostRecentClosingYield = 'LASTCLOSE',\r\n ClosingYieldMostRecentMonth = 'LASTMONTH',\r\n ClosingYieldMostRecentQuarter = 'LASTQUARTER',\r\n ClosingYieldMostRecentYear = 'LASTYEAR',\r\n YieldToLongestAverageLife = 'LONGAVGLIFE',\r\n MarkToMarketYield = 'MARK',\r\n YieldToMaturity = 'MATURITY',\r\n YieldToNextRefund = 'NEXTREFUND',\r\n OpenAverageYield = 'OPENAVG',\r\n PreviousCloseYield = 'PREVCLOSE',\r\n ProceedsYield = 'PROCEEDS',\r\n YieldToNextPut = 'PUT',\r\n SemiAnnualYield = 'SEMIANNUAL',\r\n YieldToShortestAverageLife = 'SHORTAVGLIFE',\r\n SimpleYield = 'SIMPLE',\r\n TaxEquivalentYield = 'TAXEQUIV',\r\n YieldToTenderDate = 'TENDER',\r\n TrueYield = 'TRUE',\r\n YieldValueOf32Nds = 'VALUE1_32',\r\n YieldToWorst = 'WORST'\r\n}\r\n\r\nexport enum TradedFlatSwitch {\r\n No = 'N',\r\n Yes = 'Y'\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\nexport enum MDUpdateType {\r\n FullRefresh = 0,\r\n IncrementalRefresh = 1\r\n}\r\n\r\nexport enum AggregatedBook {\r\n Yes = 'Y',\r\n No = 'N'\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 Vwap = '9',\r\n Imbalance = 'A',\r\n TradeVolume = 'B',\r\n OpenInterest = 'C',\r\n CompositeUnderlyingPrice = 'D',\r\n SimulatedSellPrice = 'E',\r\n SimulatedBuyPrice = 'F',\r\n MarginRate = 'G',\r\n MidPrice = 'H',\r\n EmptyBook = 'J',\r\n SettleHighPrice = 'K',\r\n SettleLowPrice = 'L',\r\n PriorSettlePrice = 'M',\r\n SessionHighBid = 'N',\r\n SessionLowOffer = 'O',\r\n EarlyPrices = 'P',\r\n AuctionClearingPrice = 'Q',\r\n SwapValueFactor = 'S',\r\n DailyValueAdjustmentForLongPositions = 'R',\r\n CumulativeValueAdjustmentForLongPositions = 'T',\r\n DailyValueAdjustmentForShortPositions = 'U',\r\n CumulativeValueAdjustmentForShortPositions = 'V',\r\n FixingPrice = 'W',\r\n CashRate = 'X',\r\n RecoveryRate = 'Y',\r\n RecoveryRateForLong = 'Z',\r\n RecoveryRateForShort = 'a',\r\n MarketBid = 'b',\r\n MarketOffer = 'c',\r\n ShortSaleMinPrice = 'd',\r\n PreviousClosingPrice = 'e',\r\n ThresholdLimitPriceBanding = 'g',\r\n DailyFinancingValue = 'h',\r\n AccruedFinancingValue = 'i',\r\n Twap = 't'\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\nexport enum QuoteCondition {\r\n ReservedSam = '0',\r\n NoActiveSam = '1',\r\n Restricted = '2',\r\n RestOfBookVwap = '3',\r\n BetterPricesInConditionalOrders = '4',\r\n MedianPrice = '5',\r\n FullCurve = '6',\r\n FlatCurve = '7',\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 Manual = 'L',\r\n OutrightPrice = 'J',\r\n ImpliedPrice = 'K',\r\n DepthOnOffer = 'M',\r\n DepthOnBid = 'N',\r\n Closing = 'O',\r\n NewsDissemination = 'P',\r\n TradingRange = 'Q',\r\n OrderInflux = 'R',\r\n DueToRelated = 'S',\r\n NewsPending = 'T',\r\n AdditionalInfo = 'U',\r\n AdditionalInfoDueToRelated = 'V',\r\n Resume = 'W',\r\n ViewOfCommon = 'X',\r\n VolumeAlert = 'Y',\r\n OrderImbalance = 'Z',\r\n EquipmentChangeover = 'a',\r\n NoOpen = 'b',\r\n RegularEth = 'c',\r\n AutomaticExecution = 'd',\r\n AutomaticExecutionEth = 'e',\r\n FastMarketEth = 'f',\r\n InactiveEth = 'g',\r\n Rotation = 'h',\r\n RotationEth = 'i',\r\n Halt = 'j',\r\n HaltEth = 'k',\r\n DueToNewsDissemination = 'l',\r\n DueToNewsPending = 'm',\r\n TradingResume = 'n',\r\n OutOfSequence = 'o',\r\n BidSpecialist = 'p',\r\n OfferSpecialist = 'q',\r\n BidOfferSpecialist = 'r',\r\n EndOfDaySam = 's',\r\n ForbiddenSam = 't',\r\n FrozenSam = 'u',\r\n PreOpeningSam = 'v',\r\n OpeningSam = 'w',\r\n OpenSam = 'x',\r\n SurveillanceSam = 'y',\r\n SuspendedSam = 'z'\r\n}\r\n\r\nexport enum TradeCondition {\r\n Cancel = '0',\r\n ImpliedTrade = '1',\r\n MarketplaceEnteredTrade = '2',\r\n MultiAssetClassMultilegTrade = '3',\r\n MultilegToMultilegTrade = '4',\r\n ShortSaleMinPrice = '5',\r\n Benchmark = '6',\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 ImbalanceMoreBuyers = 'P',\r\n ImbalanceMoreSellers = 'Q',\r\n OpeningPrice = 'R',\r\n BargainCondition = 'S',\r\n ConvertedPriceIndicator = 'T',\r\n ExchangeLast = 'U',\r\n FinalPriceOfSession = 'V',\r\n ExPit = 'W',\r\n Crossed = 'X',\r\n TradesResultingFromManual = 'Y',\r\n TradesResultingFromIntermarketSweep = 'Z',\r\n VolumeOnly = 'a',\r\n DirectPlus = 'b',\r\n Acquisition = 'c',\r\n Bunched = 'd',\r\n Distribution = 'e',\r\n BunchedSale = 'f',\r\n SplitTrade = 'g',\r\n CancelStopped = 'h',\r\n CancelEth = 'i',\r\n CancelStoppedEth = 'j',\r\n OutOfSequenceEth = 'k',\r\n CancelLastEth = 'l',\r\n SoldLastSaleEth = 'm',\r\n CancelLast = 'n',\r\n SoldLastSale = 'o',\r\n CancelOpen = 'p',\r\n CancelOpenEth = 'q',\r\n OpenedSaleEth = 'r',\r\n CancelOnly = 's',\r\n CancelOnlyEth = 't',\r\n LateOpenEth = 'u',\r\n AutoExecutionEth = 'v',\r\n Reopen = 'w',\r\n ReopenEth = 'x',\r\n Adjusted = 'y',\r\n AdjustedEth = 'z',\r\n Spread = 'AA',\r\n SpreadEth = 'AB',\r\n Straddle = 'AC',\r\n StraddleEth = 'AD',\r\n Stopped = 'AE',\r\n StoppedEth = 'AF',\r\n RegularEth = 'AG',\r\n Combo = 'AH',\r\n ComboEth = 'AI',\r\n OfficialClosingPrice = 'AJ',\r\n PriorReferencePrice = 'AK',\r\n StoppedSoldLast = 'AL',\r\n StoppedOutOfSequence = 'AM',\r\n OfficialClosingPriceDup = 'AN',\r\n CrossedOld = 'AO',\r\n FastMarket = 'AP',\r\n AutomaticExecution = 'AQ',\r\n FormT = 'AR',\r\n BasketIndex = 'AS',\r\n BurstBasket = 'AT',\r\n TradeThroughExempt = 'AU',\r\n QuoteSpread = 'AV',\r\n LastAuctionPrice = 'AW',\r\n HighPrice = 'AX',\r\n LowPrice = 'AY',\r\n SystematicInternaliser = 'AZ',\r\n AwayMarket = 'BA',\r\n MidpointPrice = 'BB',\r\n TradedBeforeIssueDate = 'BC',\r\n PreviousClosingPrice = 'BD',\r\n NationalBestBidOffer = 'BE'\r\n}\r\n\r\nexport enum MDUpdateAction {\r\n New = '0',\r\n Change = '1',\r\n Delete = '2',\r\n DeleteThru = '3',\r\n DeleteFrom = '4',\r\n Overlay = '5'\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 UnsupportedTradingSessionId = '9',\r\n UnsupportedScope = 'A',\r\n UnsupportedOpenCloseSettleFlag = 'B',\r\n UnsupportedMdImplicitDelete = 'C',\r\n InsufficientCredit = 'D'\r\n}\r\n\r\nexport enum DeleteReason {\r\n Cancellation = '0',\r\n Error = '1'\r\n}\r\n\r\nexport enum OpenCloseSettlFlag {\r\n DailyOpen = '0',\r\n SessionOpen = '1',\r\n DeliverySettlementEntry = '2',\r\n ExpectedEntry = '3',\r\n EntryFromPreviousBusinessDay = '4',\r\n TheoreticalPriceValue = '5'\r\n}\r\n\r\nexport enum FinancialStatus {\r\n Bankrupt = '1',\r\n PendingDelisting = '2',\r\n Restricted = '3'\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 CashDividend = 'F',\r\n StockDividend = 'G',\r\n NonIntegerStockSplit = 'H',\r\n ReverseStockSplit = 'I',\r\n StandardIntegerStockSplit = 'J',\r\n PositionConsolidation = 'K',\r\n LiquidationReorganization = 'L',\r\n MergerReorganization = 'M',\r\n RightsOffering = 'N',\r\n ShareholderMeeting = 'O',\r\n Spinoff = 'P',\r\n TenderOffer = 'Q',\r\n Warrant = 'R',\r\n SpecialAction = 'S',\r\n SymbolConversion = 'T',\r\n Cusip = 'U',\r\n LeapRollover = 'V',\r\n SuccessionEvent = 'W'\r\n}\r\n\r\nexport enum QuoteStatus {\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 RemovedFromMarket = 6,\r\n Expired = 7,\r\n Query = 8,\r\n QuoteNotFound = 9,\r\n Pending = 10,\r\n Pass = 11,\r\n LockedMarketWarning = 12,\r\n CrossMarketWarning = 13,\r\n CanceledDueToLockMarket = 14,\r\n CanceledDueToCrossMarket = 15,\r\n Active = 16,\r\n Canceled = 17,\r\n UnsolicitedQuoteReplenishment = 18,\r\n PendingEndTrade = 19,\r\n TooLateToEnd = 20,\r\n Traded = 21,\r\n TradedAndRemoved = 22,\r\n ContractTerminates = 23\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 CancelSpecifiedSingleQuote = 5,\r\n CancelByTypeOfQuote = 6,\r\n CancelForSecurityIssuer = 7,\r\n CancelForIssuerOfUnderlyingSecurity = 8\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 PriceExceedsCurrentPriceBand = 10,\r\n QuoteLocked = 11,\r\n InvalidOrUnknownSecurityIssuer = 12,\r\n InvalidOrUnknownIssuerOfUnderlyingSecurity = 13,\r\n NotionalValueExceedsThreshold = 14,\r\n PriceExceedsCurrentPriceBandDepr = 15,\r\n ReferencePriceNotAvailable = 16,\r\n InsufficientCreditLimit = 17,\r\n ExceededClipSizeLimit = 18,\r\n ExceededMaxNotionalOrderAmt = 19,\r\n ExceededDv01Pv01Limit = 20,\r\n ExceededCs01Limit = 21,\r\n Other = 99\r\n}\r\n\r\nexport enum QuoteResponseLevel {\r\n NoAcknowledgement = 0,\r\n AcknowledgeOnlyNegativeOrErroneousQuotes = 1,\r\n AcknowledgeEachQuoteMessage = 2,\r\n SummaryAcknowledgement = 3\r\n}\r\n\r\nexport enum QuoteRequestType {\r\n Manual = 1,\r\n Automatic = 2,\r\n ConfirmQuote = 3\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 Symbol = 4,\r\n SecurityTypeAndOrCfiCode = 5,\r\n Product = 6,\r\n TradingSessionId = 7,\r\n AllSecurities = 8,\r\n MarketIdOrMarketId = 9\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\nexport enum UnsolicitedIndicator {\r\n No = 'N',\r\n Yes = 'Y'\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 PreOpen = 21,\r\n OpeningRotation = 22,\r\n FastMarket = 23,\r\n PreCross = 24,\r\n Cross = 25,\r\n PostClose = 26,\r\n NoCancel = 27\r\n}\r\n\r\nexport enum HaltReasonInt {\r\n NewsDissemination = 0,\r\n OrderInflux = 1,\r\n OrderImbalance = 2,\r\n AdditionalInformation = 3,\r\n NewsPending = 4,\r\n EquipmentChangeover = 5\r\n}\r\n\r\nexport enum InViewOfCommon {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum DueToRelated {\r\n No = 'N',\r\n Yes = 'Y'\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\nexport enum TradingSessionID {\r\n Day = '1',\r\n HalfDay = '2',\r\n Morning = '3',\r\n Afternoon = '4',\r\n Evening = '5',\r\n AfterHours = '6',\r\n Holiday = '7'\r\n}\r\n\r\nexport enum TradSesMethod {\r\n Electronic = 1,\r\n OpenOutcry = 2,\r\n TwoParty = 3,\r\n Voice = 4\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\nexport enum TradSesStatus {\r\n Unknown = 0,\r\n Halted = 1,\r\n Open = 2,\r\n Closed = 3,\r\n PreOpen = 4,\r\n PreClose = 5,\r\n RequestRejected = 6\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 XmlValidationError = 12,\r\n TagAppearsMoreThanOnce = 13,\r\n TagSpecifiedOutOfRequiredOrder = 14,\r\n RepeatingGroupFieldsOutOfOrder = 15,\r\n IncorrectNumInGroupCountForRepeatingGroup = 16,\r\n NonDataValueIncludesFieldDelimiter = 17,\r\n InvalidUnsupportedApplVer = 18,\r\n Other = 99\r\n}\r\n\r\nexport enum BidRequestTransType {\r\n Cancel = 'C',\r\n New = 'N'\r\n}\r\n\r\nexport enum SolicitedFlag {\r\n No = 'N',\r\n Yes = 'Y'\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 CancelOnTradingHalt = 6,\r\n CancelOnSystemFailure = 7,\r\n Market = 8,\r\n Canceled = 9,\r\n WarehouseRecap = 10,\r\n PegRefresh = 11,\r\n CancelOnConnectionLoss = 12,\r\n CancelOnLogout = 13,\r\n AssignTimePriority = 14,\r\n CancelledForTradePriceViolation = 15,\r\n CancelledForCrossImbalance = 16,\r\n CxldSmp = 17,\r\n CxldSmpAggressive = 18,\r\n CxldSmpPassive = 19,\r\n CxldSmpAggressivePassive = 20,\r\n Other = 99\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 NotAuthorized = 6,\r\n DeliverToFirmNotAvailableAtThisTime = 7,\r\n ThrottleLimitExceeded = 8,\r\n ThrottleLimitExceededSessionDisconnected = 9,\r\n ThrottledMessagesRejectedOnRequest = 10,\r\n InvalidPriceIncrement = 18\r\n}\r\n\r\nexport enum MsgDirection {\r\n Receive = 'R',\r\n Send = 'S'\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 RelatedToVwap = '6',\r\n AveragePriceGuarantee = '7'\r\n}\r\n\r\nexport enum BidType {\r\n NonDisclosed = 1,\r\n Disclosed = 2,\r\n NoBiddingProcess = 3\r\n}\r\n\r\nexport enum BidDescriptorType {\r\n Sector = 1,\r\n Country = 2,\r\n Index = 3\r\n}\r\n\r\nexport enum SideValueInd {\r\n SideValue1 = 1,\r\n SideValue2 = 2\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\nexport enum ExchangeForPhysical {\r\n No = 'N',\r\n Yes = 'Y'\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\nexport enum IncTaxInd {\r\n Net = 1,\r\n Gross = 2\r\n}\r\n\r\nexport enum BidTradeType {\r\n Agency = 'A',\r\n VwapGuarantee = 'G',\r\n GuaranteedClose = 'J',\r\n RiskTrade = 'R'\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\nexport enum PriceType {\r\n Percentage = 1,\r\n PerUnit = 2,\r\n FixedAmount = 3,\r\n Discount = 4,\r\n Premium = 5,\r\n Spread = 6,\r\n TedPrice = 7,\r\n TedYield = 8,\r\n Yield = 9,\r\n FixedCabinetTradePrice = 10,\r\n VariableCabinetTradePrice = 11,\r\n PriceSpread = 12,\r\n ProductTicksInHalves = 13,\r\n ProductTicksInFourths = 14,\r\n ProductTicksInEighths = 15,\r\n ProductTicksInSixteenths = 16,\r\n ProductTicksInThirtySeconds = 17,\r\n ProductTicksInSixtyFourths = 18,\r\n ProductTicksInOneTwentyEighths = 19,\r\n NormalRateRepresentation = 20,\r\n InverseRateRepresentation = 21,\r\n BasisPoints = 22,\r\n UpfrontPoints = 23,\r\n InterestRate = 24,\r\n PercentageNotional = 25\r\n}\r\n\r\nexport enum GTBookingInst {\r\n BookOutAllTradesOnDayOfExecution = 0,\r\n AccumulateUntilFilledOrExpired = 1,\r\n AccumulateUntilVerballyNotifiedOtherwise = 2\r\n}\r\n\r\nexport enum ListStatusType {\r\n Ack = 1,\r\n Response = 2,\r\n Timed = 3,\r\n ExecStarted = 4,\r\n AllDone = 5,\r\n Alert = 6\r\n}\r\n\r\nexport enum NetGrossInd {\r\n Net = 1,\r\n Gross = 2\r\n}\r\n\r\nexport enum ListOrderStatus {\r\n InBiddingProcess = 1,\r\n ReceivedForExecution = 2,\r\n Executing = 3,\r\n Cancelling = 4,\r\n Alert = 5,\r\n AllDone = 6,\r\n Reject = 7\r\n}\r\n\r\nexport enum ListExecInstType {\r\n Immediate = '1',\r\n WaitForInstruction = '2',\r\n SellDriven = '3',\r\n BuyDrivenCashTopUp = '4',\r\n BuyDrivenCashWithdraw = '5'\r\n}\r\n\r\nexport enum CxlRejResponseTo {\r\n OrderCancelRequest = '1',\r\n OrderCancelReplaceRequest = '2'\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\nexport enum PartyIDSource {\r\n KoreanInvestorId = '1',\r\n TaiwaneseForeignInvestorId = '2',\r\n TaiwaneseTradingAcct = '3',\r\n MalaysianCentralDepository = '4',\r\n ChineseInvestorId = '5',\r\n UkNationalInsuranceOrPensionNumber = '6',\r\n UsSocialSecurityNumber = '7',\r\n UsEmployerOrTaxIdNumber = '8',\r\n AustralianBusinessNumber = '9',\r\n AustralianTaxFileNumber = 'A',\r\n TaxId = 'J',\r\n IsitcAcronym = 'I',\r\n Bic = 'B',\r\n GeneralIdentifier = 'C',\r\n Proprietary = 'D',\r\n IsoCountryCode = 'E',\r\n SettlementEntityLocation = 'F',\r\n Mic = 'G',\r\n CsdParticipant = 'H',\r\n AustralianCompanyNumber = 'K',\r\n AustralianRegisteredBodyNumber = 'L',\r\n CftcReportingFirmIdentifier = 'M',\r\n LegalEntityIdentifier = 'N',\r\n InterimIdentifier = 'O',\r\n ShortCodeIdentifier = 'P',\r\n NationalIdNaturalPerson = 'Q',\r\n IndiaPermanentAccountNumber = 'R',\r\n Fdid = 'S',\r\n Spsaid = 'T',\r\n MasterSpsaid = 'U'\r\n}\r\n\r\nexport enum PartyRole {\r\n ExecutingFirm = 1,\r\n BrokerOfCredit = 2,\r\n ClientId = 3,\r\n ClearingFirm = 4,\r\n InvestorId = 5,\r\n IntroducingFirm = 6,\r\n EnteringFirm = 7,\r\n Locate = 8,\r\n FundManagerClientId = 9,\r\n SettlementLocation = 10,\r\n OrderOriginationTrader = 11,\r\n ExecutingTrader = 12,\r\n OrderOriginationFirm = 13,\r\n GiveupClearingFirmDepr = 14,\r\n CorrespondantClearingFirm = 15,\r\n ExecutingSystem = 16,\r\n ContraFirm = 17,\r\n ContraClearingFirm = 18,\r\n SponsoringFirm = 19,\r\n UnderlyingContraFirm = 20,\r\n ClearingOrganization = 21,\r\n Exchange = 22,\r\n CustomerAccount = 24,\r\n CorrespondentClearingOrganization = 25,\r\n CorrespondentBroker = 26,\r\n Buyer = 27,\r\n Custodian = 28,\r\n Intermediary = 29,\r\n Agent = 30,\r\n SubCustodian = 31,\r\n Beneficiary = 32,\r\n InterestedParty = 33,\r\n RegulatoryBody = 34,\r\n LiquidityProvider = 35,\r\n EnteringTrader = 36,\r\n ContraTrader = 37,\r\n PositionAccount = 38,\r\n ContraInvestorId = 39,\r\n TransferToFirm = 40,\r\n ContraPositionAccount = 41,\r\n ContraExchange = 42,\r\n InternalCarryAccount = 43,\r\n OrderEntryOperatorId = 44,\r\n SecondaryAccountNumber = 45,\r\n ForeignFirm = 46,\r\n ThirdPartyAllocationFirm = 47,\r\n ClaimingAccount = 48,\r\n AssetManager = 49,\r\n PledgorAccount = 50,\r\n PledgeeAccount = 51,\r\n LargeTraderReportableAccount = 52,\r\n TraderMnemonic = 53,\r\n SenderLocation = 54,\r\n SessionId = 55,\r\n AcceptableCounterparty = 56,\r\n UnacceptableCounterparty = 57,\r\n EnteringUnit = 58,\r\n ExecutingUnit = 59,\r\n IntroducingBroker = 60,\r\n QuoteOriginator = 61,\r\n ReportOriginator = 62,\r\n SystematicInternaliser = 63,\r\n MultilateralTradingFacility = 64,\r\n RegulatedMarket = 65,\r\n MarketMaker = 66,\r\n InvestmentFirm = 67,\r\n HostCompetentAuthority = 68,\r\n HomeCompetentAuthority = 69,\r\n CompetentAuthorityLiquidity = 70,\r\n CompetentAuthorityTransactionVenue = 71,\r\n ReportingIntermediary = 72,\r\n ExecutionVenue = 73,\r\n MarketDataEntryOriginator = 74,\r\n LocationId = 75,\r\n DeskId = 76,\r\n MarketDataMarket = 77,\r\n AllocationEntity = 78,\r\n PrimeBroker = 79,\r\n StepOutFirm = 80,\r\n BrokerClearingId = 81,\r\n CentralRegistrationDepository = 82,\r\n ClearingAccount = 83,\r\n AcceptableSettlingCounterparty = 84,\r\n UnacceptableSettlingCounterparty = 85,\r\n ClsMemberBank = 86,\r\n InConcertGroup = 87,\r\n InConcertControllingEntity = 88,\r\n LargePositionsReportingAccount = 89,\r\n SettlementFirm = 90,\r\n SettlementAccount = 91,\r\n ReportingMarketCenter = 92,\r\n RelatedReportingMarketCenter = 93,\r\n AwayMarket = 94,\r\n GiveupTradingFirm = 95,\r\n TakeupTradingFirm = 96,\r\n GiveupClearingFirm = 97,\r\n TakeupClearingFirm = 98,\r\n OriginatingMarket = 99,\r\n MarginAccount = 100,\r\n CollateralAssetAccount = 101,\r\n DataRepository = 102,\r\n CalculationAgent = 103,\r\n ExerciseNoticeSender = 104,\r\n ExerciseNoticeReceiver = 105,\r\n RateReferenceBank = 106,\r\n Correspondent = 107,\r\n BeneficiaryBank = 109,\r\n Borrower = 110,\r\n PrimaryObligator = 111,\r\n Guarantor = 112,\r\n ExcludedReferenceEntity = 113,\r\n DeterminingParty = 114,\r\n HedgingParty = 115,\r\n ReportingEntity = 116,\r\n SalesPerson = 117,\r\n Operator = 118,\r\n Csd = 119,\r\n Icsd = 120,\r\n TradingSubAccount = 121,\r\n InvestmentDecisionMaker = 122,\r\n PublishingIntermediary = 123,\r\n CsdParticipant = 124,\r\n Issuer = 125,\r\n ContraCustomerAccount = 126,\r\n ContraInvestmentDecisionMaker = 127\r\n}\r\n\r\nexport enum Product {\r\n Agency = 1,\r\n Commodity = 2,\r\n Corporate = 3,\r\n Currency = 4,\r\n Equity = 5,\r\n Government = 6,\r\n Index = 7,\r\n Loan = 8,\r\n Moneymarket = 9,\r\n Mortgage = 10,\r\n Municipal = 11,\r\n Other = 12,\r\n Financing = 13\r\n}\r\n\r\nexport enum TestMessageIndicator {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum RoundingDirection {\r\n RoundToNearest = '0',\r\n RoundDown = '1',\r\n RoundUp = '2'\r\n}\r\n\r\nexport enum DistribPaymentMethod {\r\n Crest = 1,\r\n Nscc = 2,\r\n Euroclear = 3,\r\n Clearstream = 4,\r\n Cheque = 5,\r\n TelegraphicTransfer = 6,\r\n FedWire = 7,\r\n DirectCredit = 8,\r\n AchCredit = 9,\r\n Bpay = 10,\r\n HighValueClearingSystemHvacs = 11,\r\n ReinvestInFund = 12,\r\n Other = 999\r\n}\r\n\r\nexport enum CancellationRights {\r\n Yes = 'Y',\r\n NoExecutionOnly = 'N',\r\n NoWaiverAgreement = 'M',\r\n NoInstitutional = 'O'\r\n}\r\n\r\nexport enum MoneyLaunderingStatus {\r\n ExemptBelowLimit = '1',\r\n ExemptMoneyType = '2',\r\n ExemptAuthorised = '3',\r\n Passed = 'Y',\r\n NotChecked = 'N'\r\n}\r\n\r\nexport enum ExecPriceType {\r\n BidPrice = 'B',\r\n CreationPrice = 'C',\r\n CreationPricePlusAdjustmentPercent = 'D',\r\n CreationPricePlusAdjustmentAmount = 'E',\r\n OfferPrice = 'O',\r\n OfferPriceMinusAdjustmentPercent = 'P',\r\n OfferPriceMinusAdjustmentAmount = 'Q',\r\n SinglePrice = 'S'\r\n}\r\n\r\nexport enum TradeReportTransType {\r\n New = 0,\r\n Cancel = 1,\r\n Replace = 2,\r\n Release = 3,\r\n Reverse = 4,\r\n CancelDueToBackOutOfTrade = 5\r\n}\r\n\r\nexport enum PaymentMethod {\r\n Crest = 1,\r\n Nscc = 2,\r\n Euroclear = 3,\r\n Clearstream = 4,\r\n Cheque = 5,\r\n TelegraphicTransfer = 6,\r\n FedWire = 7,\r\n DebitCard = 8,\r\n DirectDebit = 9,\r\n DirectCredit = 10,\r\n CreditCard = 11,\r\n AchDebit = 12,\r\n AchCredit = 13,\r\n Bpay = 14,\r\n HighValueClearingSystem = 15,\r\n Chips = 16,\r\n Swift = 17,\r\n Chaps = 18,\r\n Sic = 19,\r\n EuroSic = 20,\r\n Other = 999\r\n}\r\n\r\nexport enum TaxAdvantageType {\r\n None = 0,\r\n MaxiIsa = 1,\r\n Tessa = 2,\r\n MiniCashIsa = 3,\r\n MiniStocksAndSharesIsa = 4,\r\n MiniInsuranceIsa = 5,\r\n CurrentYearPayment = 6,\r\n PriorYearPayment = 7,\r\n AssetTransfer = 8,\r\n EmployeePriorYear = 9,\r\n EmployeeCurrentYear = 10,\r\n EmployerPriorYear = 11,\r\n EmployerCurrentYear = 12,\r\n NonFundPrototypeIra = 13,\r\n NonFundQualifiedPlan = 14,\r\n DefinedContributionPlan = 15,\r\n Ira = 16,\r\n IraRollover = 17,\r\n Keogh = 18,\r\n ProfitSharingPlan = 19,\r\n Us401K = 20,\r\n SelfDirectedIra = 21,\r\n Us403B = 22,\r\n Us457 = 23,\r\n RothIraPrototype = 24,\r\n RothIraNonPrototype = 25,\r\n RothConversionIraPrototype = 26,\r\n RothConversionIraNonPrototype = 27,\r\n EducationIraPrototype = 28,\r\n EducationIraNonPrototype = 29,\r\n Other = 999\r\n}\r\n\r\nexport enum FundRenewWaiv {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum RegistStatus {\r\n Accepted = 'A',\r\n Rejected = 'R',\r\n Held = 'H',\r\n Reminder = 'N'\r\n}\r\n\r\nexport enum RegistRejReasonCode {\r\n InvalidAccountType = 1,\r\n InvalidTaxExemptType = 2,\r\n InvalidOwnershipType = 3,\r\n NoRegDetails = 4,\r\n InvalidRegSeqNo = 5,\r\n InvalidRegDetails = 6,\r\n InvalidMailingDetails = 7,\r\n InvalidMailingInstructions = 8,\r\n InvalidInvestorId = 9,\r\n InvalidInvestorIdSource = 10,\r\n InvalidDateOfBirth = 11,\r\n InvalidCountry = 12,\r\n InvalidDistribInstns = 13,\r\n InvalidPercentage = 14,\r\n InvalidPaymentMethod = 15,\r\n InvalidAccountName = 16,\r\n InvalidAgentCode = 17,\r\n InvalidAccountNum = 18,\r\n Other = 99\r\n}\r\n\r\nexport enum RegistTransType {\r\n New = '0',\r\n Replace = '1',\r\n Cancel = '2'\r\n}\r\n\r\nexport enum OwnershipType {\r\n JointTrustees = '2',\r\n JointInvestors = 'J',\r\n TenantsInCommon = 'T'\r\n}\r\n\r\nexport enum ContAmtType {\r\n CommissionAmount = 1,\r\n CommissionPercent = 2,\r\n InitialChargeAmount = 3,\r\n InitialChargePercent = 4,\r\n DiscountAmount = 5,\r\n DiscountPercent = 6,\r\n DilutionLevyAmount = 7,\r\n DilutionLevyPercent = 8,\r\n ExitChargeAmount = 9,\r\n ExitChargePercent = 10,\r\n FundBasedRenewalCommissionPercent = 11,\r\n ProjectedFundValue = 12,\r\n FundBasedRenewalCommissionOnOrder = 13,\r\n FundBasedRenewalCommissionOnFund = 14,\r\n NetSettlementAmount = 15\r\n}\r\n\r\nexport enum OwnerType {\r\n IndividualInvestor = 1,\r\n PublicCompany = 2,\r\n PrivateCompany = 3,\r\n IndividualTrustee = 4,\r\n CompanyTrustee = 5,\r\n PensionPlan = 6,\r\n CustodianUnderGiftsToMinorsAct = 7,\r\n Trusts = 8,\r\n Fiduciaries = 9,\r\n NetworkingSubAccount = 10,\r\n NonProfitOrganization = 11,\r\n CorporateBody = 12,\r\n Nominee = 13,\r\n InstitutionalCustomer = 14,\r\n Combined = 15,\r\n MemberFirmEmployee = 16,\r\n MarketMakingAccount = 17,\r\n ProprietaryAccount = 18,\r\n NonbrokerDealer = 19,\r\n UnknownBeneficialOwnerType = 20,\r\n FirmsErrorAccount = 21,\r\n FirmAgencyAveragePriceAccount = 22\r\n}\r\n\r\nexport enum OrderCapacity {\r\n Agency = 'A',\r\n Proprietary = 'G',\r\n Individual = 'I',\r\n Principal = 'P',\r\n RisklessPrincipal = 'R',\r\n AgentForOtherMember = 'W',\r\n MixedCapacity = 'M'\r\n}\r\n\r\nexport enum OrderRestrictions {\r\n ProgramTrade = '1',\r\n IndexArbitrage = '2',\r\n NonIndexArbitrage = '3',\r\n CompetingMarketMaker = '4',\r\n ActingAsMarketMakerOrSpecialistInSecurity = '5',\r\n ActingAsMarketMakerOrSpecialistInUnderlying = '6',\r\n ForeignEntity = '7',\r\n ExternalMarketParticipant = '8',\r\n ExternalInterConnectedMarketLinkage = '9',\r\n RisklessArbitrage = 'A',\r\n IssuerHolding = 'B',\r\n IssuePriceStabilization = 'C',\r\n NonAlgorithmic = 'D',\r\n Algorithmic = 'E',\r\n Cross = 'F',\r\n InsiderAccount = 'G',\r\n SignificantShareholder = 'H',\r\n NormalCourseIssuerBid = 'I'\r\n}\r\n\r\nexport enum MassCancelRequestType {\r\n CancelOrdersForASecurity = '1',\r\n CancelOrdersForAnUnderlyingSecurity = '2',\r\n CancelOrdersForAProduct = '3',\r\n CancelOrdersForAcfiCode = '4',\r\n CancelOrdersForASecurityType = '5',\r\n CancelOrdersForATradingSession = '6',\r\n CancelAllOrders = '7',\r\n CancelOrdersForAMarket = '8',\r\n CancelOrdersForAMarketSegment = '9',\r\n CancelOrdersForASecurityGroup = 'A',\r\n CancelOrdersForSecurityIssuer = 'B',\r\n CancelForIssuerOfUnderlyingSecurity = 'C'\r\n}\r\n\r\nexport enum MassCancelResponse {\r\n CancelRequestRejected = '0',\r\n CancelOrdersForASecurity = '1',\r\n CancelOrdersForAnUnderlyingSecurity = '2',\r\n CancelOrdersForAProduct = '3',\r\n CancelOrdersForAcfiCode = '4',\r\n CancelOrdersForASecurityType = '5',\r\n CancelOrdersForATradingSession = '6',\r\n CancelAllOrders = '7',\r\n CancelOrdersForAMarket = '8',\r\n CancelOrdersForAMarketSegment = '9',\r\n CancelOrdersForASecurityGroup = 'A',\r\n CancelOrdersForASecuritiesIssuer = 'B',\r\n CancelOrdersForIssuerOfUnderlyingSecurity = 'C'\r\n}\r\n\r\nexport enum MassCancelRejectReason {\r\n MassCancelNotSupported = 0,\r\n InvalidOrUnknownSecurity = 1,\r\n InvalidOrUnknownUnderlyingSecurity = 2,\r\n InvalidOrUnknownProduct = 3,\r\n InvalidOrUnknownCfiCode = 4,\r\n InvalidOrUnknownSecurityType = 5,\r\n InvalidOrUnknownTradingSession = 6,\r\n InvalidOrUnknownMarket = 7,\r\n InvalidOrUnkownMarketSegment = 8,\r\n InvalidOrUnknownSecurityGroup = 9,\r\n InvalidOrUnknownSecurityIssuer = 10,\r\n InvalidOrUnknownIssuerOfUnderlyingSecurity = 11,\r\n Other = 99\r\n}\r\n\r\nexport enum QuoteType {\r\n Indicative = 0,\r\n Tradeable = 1,\r\n RestrictedTradeable = 2,\r\n Counter = 3,\r\n InitiallyTradeable = 4\r\n}\r\n\r\nexport enum CashMargin {\r\n Cash = '1',\r\n MarginOpen = '2',\r\n MarginClose = '3'\r\n}\r\n\r\nexport enum Scope {\r\n LocalMarket = '1',\r\n National = '2',\r\n Global = '3'\r\n}\r\n\r\nexport enum MDImplicitDelete {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum CrossType {\r\n CrossAon = 1,\r\n CrossIoc = 2,\r\n CrossOneSide = 3,\r\n CrossSamePrice = 4,\r\n BasisCross = 5,\r\n ContingentCross = 6,\r\n VwapCross = 7,\r\n StsCross = 8,\r\n CustomerToCustomer = 9\r\n}\r\n\r\nexport enum CrossPrioritization {\r\n None = 0,\r\n BuySideIsPrioritized = 1,\r\n SellSideIsPrioritized = 2\r\n}\r\n\r\nexport enum NoSides {\r\n OneSide = 1,\r\n BothSides = 2\r\n}\r\n\r\nexport enum SecurityListRequestType {\r\n Symbol = 0,\r\n SecurityTypeAnd = 1,\r\n Product = 2,\r\n TradingSessionId = 3,\r\n AllSecurities = 4,\r\n MarketIdOrMarketId = 5\r\n}\r\n\r\nexport enum SecurityRequestResult {\r\n ValidRequest = 0,\r\n InvalidOrUnsupportedRequest = 1,\r\n NoInstrumentsFound = 2,\r\n NotAuthorizedToRetrieveInstrumentData = 3,\r\n InstrumentDataTemporarilyUnavailable = 4,\r\n RequestForInstrumentDataNotSupported = 5\r\n}\r\n\r\nexport enum MultiLegRptTypeReq {\r\n ReportByMulitlegSecurityOnly = 0,\r\n ReportByMultilegSecurityAndInstrumentLegs = 1,\r\n ReportByInstrumentLegsOnly = 2\r\n}\r\n\r\nexport enum TradSesStatusRejReason {\r\n UnknownOrInvalidTradingSessionId = 1,\r\n Other = 99\r\n}\r\n\r\nexport enum TradeRequestType {\r\n AllTrades = 0,\r\n MatchedTradesMatchingCriteria = 1,\r\n UnmatchedTradesThatMatchCriteria = 2,\r\n UnreportedTradesThatMatchCriteria = 3,\r\n AdvisoriesThatMatchCriteria = 4\r\n}\r\n\r\nexport enum PreviouslyReported {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum MatchStatus {\r\n Compared = '0',\r\n Uncompared = '1',\r\n AdvisoryOrAlert = '2',\r\n Mismatched = '3'\r\n}\r\n\r\nexport enum MatchType {\r\n OnePartyTradeReport = '1',\r\n TwoPartyTradeReport = '2',\r\n ConfirmedTradeReport = '3',\r\n AutoMatch = '4',\r\n CrossAuction = '5',\r\n CounterOrderSelection = '6',\r\n CallAuction = '7',\r\n Issuing = '8',\r\n SystematicInternaliser = '9',\r\n AutoMatchLastLook = '10',\r\n CrossAuctionLastLook = '11',\r\n ActAcceptedTrade = 'M3',\r\n ActDefaultTrade = 'M4',\r\n ActDefaultAfterM2 = 'M5',\r\n Actm6Match = 'M6',\r\n ExactMatchPlus4BadgesExecTime = 'A1',\r\n ExactMatchPlus4Badges = 'A2',\r\n ExactMatchPlus2BadgesExecTime = 'A3',\r\n ExactMatchPlus2Badges = 'A4',\r\n ExactMatchPlusExecTime = 'A5',\r\n StampedAdvisoriesOrSpecialistAccepts = 'AQ',\r\n A1ExactMatchSummarizedQuantity = 'S1',\r\n A2ExactMatchSummarizedQuantity = 'S2',\r\n A3ExactMatchSummarizedQuantity = 'S3',\r\n A4ExactMatchSummarizedQuantity = 'S4',\r\n A5ExactMatchSummarizedQuantity = 'S5',\r\n ExactMatchMinusBadgesTimes = 'M1',\r\n SummarizedMatchMinusBadgesTimes = 'M2',\r\n OcsLockedIn = 'MT'\r\n}\r\n\r\nexport enum OddLot {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum ClearingInstruction {\r\n ProcessNormally = 0,\r\n ExcludeFromAllNetting = 1,\r\n BilateralNettingOnly = 2,\r\n ExClearing = 3,\r\n SpecialTrade = 4,\r\n MultilateralNetting = 5,\r\n ClearAgainstCentralCounterparty = 6,\r\n ExcludeFromCentralCounterparty = 7,\r\n ManualMode = 8,\r\n AutomaticPostingMode = 9,\r\n AutomaticGiveUpMode = 10,\r\n QualifiedServiceRepresentativeQsr = 11,\r\n CustomerTrade = 12,\r\n SelfClearing = 13,\r\n BuyIn = 14\r\n}\r\n\r\nexport enum AccountType {\r\n CarriedCustomerSide = 1,\r\n CarriedNonCustomerSide = 2,\r\n HouseTrader = 3,\r\n FloorTrader = 4,\r\n CarriedNonCustomerSideCrossMargined = 6,\r\n HouseTraderCrossMargined = 7,\r\n JointBackOfficeAccount = 8,\r\n EquitiesSpecialist = 9,\r\n OptionsMarketMaker = 10,\r\n OptionsFirmAccount = 11,\r\n AccountCustomerNonCustomerOrders = 12,\r\n AccountOrdersMultipleCustomers = 13\r\n}\r\n\r\nexport enum CustOrderCapacity {\r\n MemberTradingForTheirOwnAccount = 1,\r\n ClearingFirmTradingForItsProprietaryAccount = 2,\r\n MemberTradingForAnotherMember = 3,\r\n AllOther = 4,\r\n RetailCustomer = 5\r\n}\r\n\r\nexport enum MassStatusReqType {\r\n StatusForOrdersForASecurity = 1,\r\n StatusForOrdersForAnUnderlyingSecurity = 2,\r\n StatusForOrdersForAProduct = 3,\r\n StatusForOrdersForAcfiCode = 4,\r\n StatusForOrdersForASecurityType = 5,\r\n StatusForOrdersForATradingSession = 6,\r\n StatusForAllOrders = 7,\r\n StatusForOrdersForAPartyId = 8,\r\n StatusForSecurityIssuer = 9,\r\n StatusForIssuerOfUnderlyingSecurity = 10\r\n}\r\n\r\nexport enum DayBookingInst {\r\n Auto = '0',\r\n SpeakWithOrderInitiatorBeforeBooking = '1',\r\n Accumulate = '2'\r\n}\r\n\r\nexport enum BookingUnit {\r\n EachPartialExecutionIsABookableUnit = '0',\r\n AggregatePartialExecutionsOnThisOrder = '1',\r\n AggregateExecutionsForThisSymbol = '2'\r\n}\r\n\r\nexport enum PreallocMethod {\r\n ProRata = '0',\r\n DoNotProRata = '1'\r\n}\r\n\r\nexport enum TradingSessionSubID {\r\n PreTrading = '1',\r\n OpeningOrOpeningAuction = '2',\r\n Continuous = '3',\r\n ClosingOrClosingAuction = '4',\r\n PostTrading = '5',\r\n ScheduledIntradayAuction = '6',\r\n Quiescent = '7',\r\n AnyAuction = '8',\r\n UnscheduledIntradayAuction = '9',\r\n OutOfMainSessionTrading = '10',\r\n PrivateAuction = '11',\r\n PublicAuction = '12',\r\n GroupAuction = '13'\r\n}\r\n\r\nexport enum AllocType {\r\n Calculated = 1,\r\n Preliminary = 2,\r\n SellsideCalculatedUsingPreliminary = 3,\r\n SellsideCalculatedWithoutPreliminary = 4,\r\n ReadyToBook = 5,\r\n BuysideReadyToBook = 6,\r\n WarehouseInstruction = 7,\r\n RequestToIntermediary = 8,\r\n Accept = 9,\r\n Reject = 10,\r\n AcceptPending = 11,\r\n IncompleteGroup = 12,\r\n CompleteGroup = 13,\r\n ReversalPending = 14,\r\n ReopenGroup = 15,\r\n CancelGroup = 16,\r\n Giveup = 17,\r\n Takeup = 18,\r\n RefuseTakeup = 19,\r\n InitiateReversal = 20,\r\n Reverse = 21,\r\n RefuseReversal = 22,\r\n SubAllocationGiveup = 23,\r\n ApproveGiveup = 24,\r\n ApproveTakeup = 25,\r\n NotionalValueAveragePxGroupAlloc = 26\r\n}\r\n\r\nexport enum ClearingFeeIndicator {\r\n FirstYearDelegate = '1',\r\n SecondYearDelegate = '2',\r\n ThirdYearDelegate = '3',\r\n FourthYearDelegate = '4',\r\n FifthYearDelegate = '5',\r\n SixthYearDelegate = '9',\r\n CboeMember = 'B',\r\n NonMemberAndCustomer = 'C',\r\n EquityMemberAndClearingMember = 'E',\r\n FullAndAssociateMember = 'F',\r\n Firms106HAnd106J = 'H',\r\n Gim = 'I',\r\n Lessee106FEmployees = 'L',\r\n AllOtherOwnershipTypes = 'M'\r\n}\r\n\r\nexport enum WorkingIndicator {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum PriorityIndicator {\r\n PriorityUnchanged = 0,\r\n LostPriorityAsResultOfOrderChange = 1\r\n}\r\n\r\nexport enum LegalConfirm {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum QuoteRequestRejectReason {\r\n UnknownSymbol = 1,\r\n Exchange = 2,\r\n QuoteRequestExceedsLimit = 3,\r\n TooLateToEnter = 4,\r\n InvalidPrice = 5,\r\n NotAuthorizedToRequestQuote = 6,\r\n NoMatchForInquiry = 7,\r\n NoMarketForInstrument = 8,\r\n NoInventory = 9,\r\n Pass = 10,\r\n InsufficientCredit = 11,\r\n ExceededClipSizeLimit = 12,\r\n ExceededMaxNotionalOrderAmt = 13,\r\n ExceededDv01Pv01Limit = 14,\r\n ExceededCs01Limit = 15,\r\n Other = 99\r\n}\r\n\r\nexport enum AcctIDSource {\r\n Bic = 1,\r\n SidCode = 2,\r\n Tfm = 3,\r\n Omgeo = 4,\r\n DtccCode = 5,\r\n Spsaid = 6,\r\n Other = 99\r\n}\r\n\r\nexport enum ConfirmStatus {\r\n Received = 1,\r\n MismatchedAccount = 2,\r\n MissingSettlementInstructions = 3,\r\n Confirmed = 4,\r\n RequestRejected = 5\r\n}\r\n\r\nexport enum ConfirmTransType {\r\n New = 0,\r\n Replace = 1,\r\n Cancel = 2\r\n}\r\n\r\nexport enum DeliveryForm {\r\n BookEntry = 1,\r\n Bearer = 2\r\n}\r\n\r\nexport enum LegSwapType {\r\n ParForPar = 1,\r\n ModifiedDuration = 2,\r\n Risk = 4,\r\n Proceeds = 5\r\n}\r\n\r\nexport enum QuotePriceType {\r\n Percent = 1,\r\n PerShare = 2,\r\n FixedAmount = 3,\r\n Discount = 4,\r\n Premium = 5,\r\n Spread = 6,\r\n TedPrice = 7,\r\n TedYield = 8,\r\n YieldSpread = 9,\r\n Yield = 10,\r\n PriceSpread = 12,\r\n ProductTicksInHalves = 13,\r\n ProductTicksInFourths = 14,\r\n ProductTicksInEighths = 15,\r\n ProductTicksInSixteenths = 16,\r\n ProductTicksInThirtySeconds = 17,\r\n ProductTicksInSixtyFourths = 18,\r\n ProductTicksInOneTwentyEighths = 19,\r\n NormalRateRepresentation = 20,\r\n InverseRateRepresentation = 21,\r\n BasisPoints = 22,\r\n UpFrontPoints = 23,\r\n InterestRate = 24,\r\n PercentageOfNotional = 25\r\n}\r\n\r\nexport enum QuoteRespType {\r\n Hit = 1,\r\n Counter = 2,\r\n Expired = 3,\r\n Cover = 4,\r\n DoneAway = 5,\r\n Pass = 6,\r\n EndTrade = 7,\r\n TimedOut = 8,\r\n Tied = 9,\r\n TiedCover = 10,\r\n Accept = 11,\r\n TerminateContract = 12\r\n}\r\n\r\nexport enum PosType {\r\n AllocationTradeQty = 'ALC',\r\n OptionAssignment = 'AS',\r\n AsOfTradeQty = 'ASF',\r\n DeliveryQty = 'DLV',\r\n ElectronicTradeQty = 'ETR',\r\n OptionExerciseQty = 'EX',\r\n EndOfDayQty = 'FIN',\r\n IntraSpreadQty = 'IAS',\r\n InterSpreadQty = 'IES',\r\n AdjustmentQty = 'PA',\r\n PitTradeQty = 'PIT',\r\n StartOfDayQty = 'SOD',\r\n IntegralSplit = 'SPL',\r\n TransactionFromAssignment = 'TA',\r\n TotalTransactionQty = 'TOT',\r\n TransactionQuantity = 'TQ',\r\n TransferTradeQty = 'TRF',\r\n TransactionFromExercise = 'TX',\r\n CrossMarginQty = 'XM',\r\n ReceiveQuantity = 'RCV',\r\n CorporateActionAdjustment = 'CAA',\r\n DeliveryNoticeQty = 'DN',\r\n ExchangeForPhysicalQty = 'EP',\r\n PrivatelyNegotiatedTradeQty = 'PNTN',\r\n NetDeltaQty = 'DLT',\r\n CreditEventAdjustment = 'CEA',\r\n SuccessionEventAdjustment = 'SEA',\r\n NetQty = 'NET',\r\n GrossQty = 'GRS',\r\n IntradayQty = 'ITD',\r\n GrossLongNonDeltaAdjustedSwaptionPosition = 'NDAS',\r\n LongDeltaAdjustedPairedSwaptionPosition = 'DAS',\r\n ExpiringQuantity = 'EXP',\r\n QuantityNotExercised = 'UNEX',\r\n RequestedExerciseQuantity = 'REQ',\r\n CashFuturesEquivalentQuantity = 'CFE',\r\n LoanOrBorrowedQuantity = 'SECLN'\r\n}\r\n\r\nexport enum PosQtyStatus {\r\n Submitted = 0,\r\n Accepted = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum PosAmtType {\r\n CashAmount = 'CASH',\r\n CashResidualAmount = 'CRES',\r\n FinalMarkToMarketAmount = 'FMTM',\r\n IncrementalMarkToMarketAmount = 'IMTM',\r\n PremiumAmount = 'PREM',\r\n StartOfDayMarkToMarketAmount = 'SMTM',\r\n TradeVariationAmount = 'TVAR',\r\n ValueAdjustedAmount = 'VADJ',\r\n SettlementValue = 'SETL',\r\n InitialTradeCouponAmount = 'ICPN',\r\n AccruedCouponAmount = 'ACPN',\r\n CouponAmount = 'CPN',\r\n IncrementalAccruedCoupon = 'IACPN',\r\n CollateralizedMarkToMarket = 'CMTM',\r\n IncrementalCollateralizedMarkToMarket = 'ICMTM',\r\n CompensationAmount = 'DLV',\r\n TotalBankedAmount = 'BANK',\r\n TotalCollateralizedAmount = 'COLAT',\r\n LongPairedSwapNotionalValue = 'LSNV',\r\n ShortPairedSwapNotionalValue = 'SSNV',\r\n StartOfDayAccruedCoupon = 'SACPN',\r\n NetPresentValue = 'NPV',\r\n StartOfDayNetPresentValue = 'SNPV',\r\n NetCashFlow = 'NCF',\r\n PresentValueOfFees = 'PVFEES',\r\n PresentValueOneBasisPoints = 'PV01',\r\n FiveYearEquivalentNotional = '5YREN',\r\n UndiscountedMarkToMarket = 'UMTM',\r\n MarkToModel = 'MTD',\r\n MarkToMarketVariance = 'VMTM',\r\n MarkToModelVariance = 'VMTD',\r\n UpfrontPayment = 'UPFRNT',\r\n EndVale = 'ENDV',\r\n OutstandingMarginLoan = 'MGNLN',\r\n LoanValue = 'LNVL'\r\n}\r\n\r\nexport enum PosTransType {\r\n Exercise = 1,\r\n DoNotExercise = 2,\r\n PositionAdjustment = 3,\r\n PositionChangeSubmission = 4,\r\n Pledge = 5,\r\n LargeTraderSubmission = 6,\r\n LargePositionsReportingSubmission = 7,\r\n LongHoldings = 8,\r\n InternalTransfer = 9,\r\n TransferOfFirm = 10,\r\n ExternalTransfer = 11,\r\n CorporateAction = 12,\r\n Notification = 13,\r\n PositionCreation = 14,\r\n Closeout = 15,\r\n Reopen = 16\r\n}\r\n\r\nexport enum PosMaintAction {\r\n New = 1,\r\n Replace = 2,\r\n Cancel = 3,\r\n Reverse = 4\r\n}\r\n\r\nexport enum SettlSessID {\r\n Intraday = 'ITD',\r\n RegularTradingHours = 'RTH',\r\n ElectronicTradingHours = 'ETH',\r\n EndOfDay = 'EOD'\r\n}\r\n\r\nexport enum AdjustmentType {\r\n ProcessRequestAsMarginDisposition = 0,\r\n DeltaPlus = 1,\r\n DeltaMinus = 2,\r\n Final = 3,\r\n CustomerSpecificPosition = 4\r\n}\r\n\r\nexport enum PosMaintStatus {\r\n Accepted = 0,\r\n AcceptedWithWarnings = 1,\r\n Rejected = 2,\r\n Completed = 3,\r\n CompletedWithWarnings = 4\r\n}\r\n\r\nexport enum PosMaintResult {\r\n SuccessfulCompletion = 0,\r\n Rejected = 1,\r\n Other = 99\r\n}\r\n\r\nexport enum PosReqType {\r\n Positions = 0,\r\n Trades = 1,\r\n Exercises = 2,\r\n Assignments = 3,\r\n SettlementActivity = 4,\r\n BackoutMessage = 5,\r\n DeltaPositions = 6,\r\n NetPosition = 7,\r\n LargePositionsReporting = 8,\r\n ExercisePositionReportingSubmission = 9,\r\n PositionLimitReportingSubmissing = 10\r\n}\r\n\r\nexport enum ResponseTransportType {\r\n Inband = 0,\r\n OutOfBand = 1\r\n}\r\n\r\nexport enum PosReqResult {\r\n ValidRequest = 0,\r\n InvalidOrUnsupportedRequest = 1,\r\n NoPositionsFoundThatMatchCriteria = 2,\r\n NotAuthorizedToRequestPositions = 3,\r\n RequestForPositionNotSupported = 4,\r\n Other = 99\r\n}\r\n\r\nexport enum PosReqStatus {\r\n Completed = 0,\r\n CompletedWithWarnings = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum SettlPriceType {\r\n Final = 1,\r\n Theoretical = 2\r\n}\r\n\r\nexport enum AssignmentMethod {\r\n ProRata = 'P',\r\n Random = 'R'\r\n}\r\n\r\nexport enum ExerciseMethod {\r\n Automatic = 'A',\r\n Manual = 'M'\r\n}\r\n\r\nexport enum TradeRequestResult {\r\n Successful = 0,\r\n InvalidOrUnknownInstrument = 1,\r\n InvalidTypeOfTradeRequested = 2,\r\n InvalidParties = 3,\r\n InvalidTransportTypeRequested = 4,\r\n InvalidDestinationRequested = 5,\r\n TradeRequestTypeNotSupported = 8,\r\n NotAuthorized = 9,\r\n Other = 99\r\n}\r\n\r\nexport enum TradeRequestStatus {\r\n Accepted = 0,\r\n Completed = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum TradeReportRejectReason {\r\n Successful = 0,\r\n InvalidPartyInformation = 1,\r\n UnknownInstrument = 2,\r\n UnauthorizedToReportTrades = 3,\r\n InvalidTradeType = 4,\r\n PriceExceedsCurrentPriceBand = 5,\r\n ReferencePriceNotAvailable = 6,\r\n NotionalValueExceedsThreshold = 7,\r\n Other = 99\r\n}\r\n\r\nexport enum SideMultiLegReportingType {\r\n SingleSecurity = 1,\r\n IndividualLegOfAMultilegSecurity = 2,\r\n MultilegSecurity = 3\r\n}\r\n\r\nexport enum TrdRegTimestampType {\r\n ExecutionTime = 1,\r\n TimeIn = 2,\r\n TimeOut = 3,\r\n BrokerReceipt = 4,\r\n BrokerExecution = 5,\r\n DeskReceipt = 6,\r\n SubmissionToClearing = 7,\r\n TimePriority = 8,\r\n OrderbookEntryTime = 9,\r\n OrderSubmissionTime = 10,\r\n PubliclyReported = 11,\r\n PublicReportUpdated = 12,\r\n NonPubliclyReported = 13,\r\n NonPublicReportUpdated = 14,\r\n SubmittedForConfirmation = 15,\r\n UpdatedForConfirmation = 16,\r\n Confirmed = 17,\r\n UpdatedForClearing = 18,\r\n Cleared = 19,\r\n AllocationsSubmitted = 20,\r\n AllocationsUpdated = 21,\r\n AllocationsCompleted = 22,\r\n SubmittedToRepository = 23,\r\n PostTrdContntnEvnt = 24,\r\n PostTradeValuation = 25,\r\n PreviousTimePriority = 26,\r\n IdentifierAssigned = 27,\r\n PreviousIdentifierAssigned = 28,\r\n OrderCancellationTime = 29,\r\n OrderModificationTime = 30,\r\n OrderRoutingTime = 31,\r\n TradeCancellationTime = 32,\r\n TradeModificationTime = 33,\r\n ReferenceTimeForNbbo = 34\r\n}\r\n\r\nexport enum ConfirmType {\r\n Status = 1,\r\n Confirmation = 2,\r\n ConfirmationRequestRejected = 3\r\n}\r\n\r\nexport enum ConfirmRejReason {\r\n MismatchedAccount = 1,\r\n MissingSettlementInstructions = 2,\r\n UnknownOrMissingIndividualAllocId = 3,\r\n TransactionNotRecognized = 4,\r\n DuplicateTransaction = 5,\r\n IncorrectOrMissingInstrument = 6,\r\n IncorrectOrMissingPrice = 7,\r\n IncorrectOrMissingCommission = 8,\r\n IncorrectOrMissingSettlDate = 9,\r\n IncorrectOrMissingFundIdOrFundName = 10,\r\n IncorrectOrMissingQuantity = 11,\r\n IncorrectOrMissingFees = 12,\r\n IncorrectOrMissingTax = 13,\r\n IncorrectOrMissingParty = 14,\r\n IncorrectOrMissingSide = 15,\r\n IncorrectOrMissingNetMoney = 16,\r\n IncorrectOrMissingTradeDate = 17,\r\n IncorrectOrMissingSettlCcyInstructions = 18,\r\n IncorrectOrMissingCapacity = 19,\r\n Other = 99\r\n}\r\n\r\nexport enum BookingType {\r\n RegularBooking = 0,\r\n Cfd = 1,\r\n TotalReturnSwap = 2\r\n}\r\n\r\nexport enum AllocSettlInstType {\r\n UseDefaultInstructions = 0,\r\n DeriveFromParametersProvided = 1,\r\n FullDetailsProvided = 2,\r\n SsidbiDsProvided = 3,\r\n PhoneForInstructions = 4\r\n}\r\n\r\nexport enum DlvyInstType {\r\n Cash = 'C',\r\n Securities = 'S'\r\n}\r\n\r\nexport enum TerminationType {\r\n Overnight = 1,\r\n Term = 2,\r\n Flexible = 3,\r\n Open = 4\r\n}\r\n\r\nexport enum SettlInstReqRejCode {\r\n UnableToProcessRequest = 0,\r\n UnknownAccount = 1,\r\n NoMatchingSettlementInstructionsFound = 2,\r\n Other = 99\r\n}\r\n\r\nexport enum AllocReportType {\r\n PreliminaryRequestToIntermediary = 2,\r\n SellsideCalculatedUsingPreliminary = 3,\r\n SellsideCalculatedWithoutPreliminary = 4,\r\n WarehouseRecap = 5,\r\n RequestToIntermediary = 8,\r\n Accept = 9,\r\n Reject = 10,\r\n AcceptPending = 11,\r\n Complete = 12,\r\n ReversePending = 14,\r\n Giveup = 15,\r\n Takeup = 16,\r\n Reversal = 17,\r\n Alleged = 18,\r\n SubAllocationGiveup = 19\r\n}\r\n\r\nexport enum AllocCancReplaceReason {\r\n OriginalDetailsIncomplete = 1,\r\n ChangeInUnderlyingOrderDetails = 2,\r\n CancelledByGiveupFirm = 3,\r\n Other = 99\r\n}\r\n\r\nexport enum AllocAccountType {\r\n CarriedCustomerSide = 1,\r\n CarriedNonCustomerSide = 2,\r\n HouseTrader = 3,\r\n FloorTrader = 4,\r\n CarriedNonCustomerSideCrossMargined = 6,\r\n HouseTraderCrossMargined = 7,\r\n JointBackOfficeAccount = 8\r\n}\r\n\r\nexport enum PartySubIDType {\r\n Firm = 1,\r\n Person = 2,\r\n System = 3,\r\n Application = 4,\r\n FullLegalNameOfFirm = 5,\r\n PostalAddress = 6,\r\n PhoneNumber = 7,\r\n EmailAddress = 8,\r\n ContactName = 9,\r\n SecuritiesAccountNumber = 10,\r\n RegistrationNumber = 11,\r\n RegisteredAddressForConfirmation = 12,\r\n RegulatoryStatus = 13,\r\n RegistrationName = 14,\r\n CashAccountNumber = 15,\r\n Bic = 16,\r\n CsdParticipantMemberCode = 17,\r\n RegisteredAddress = 18,\r\n FundAccountName = 19,\r\n TelexNumber = 20,\r\n FaxNumber = 21,\r\n SecuritiesAccountName = 22,\r\n CashAccountName = 23,\r\n Department = 24,\r\n LocationDesk = 25,\r\n PositionAccountType = 26,\r\n SecurityLocateId = 27,\r\n MarketMaker = 28,\r\n EligibleCounterparty = 29,\r\n ProfessionalClient = 30,\r\n Location = 31,\r\n ExecutionVenue = 32,\r\n CurrencyDeliveryIdentifier = 33,\r\n AddressCity = 34,\r\n AddressStateOrProvince = 35,\r\n AddressPostalCode = 36,\r\n AddressStreet = 37,\r\n AddressIsoCountryCode = 38,\r\n IsoCountryCode = 39,\r\n MarketSegment = 40,\r\n CustomerAccountType = 41,\r\n OmnibusAccount = 42,\r\n FundsSegregationType = 43,\r\n GuaranteeFund = 44,\r\n SwapDealer = 45,\r\n MajorParticipant = 46,\r\n FinancialEntity = 47,\r\n UsPerson = 48,\r\n ReportingEntityIndicator = 49,\r\n ElectedClearingRequirementException = 50,\r\n BusinessCenter = 51,\r\n ReferenceText = 52,\r\n ShortMarkingExemptAccount = 53,\r\n ParentFirmIdentifier = 54,\r\n ParentFirmName = 55,\r\n DealIdentifier = 56,\r\n SystemTradeId = 57,\r\n SystemTradeSubId = 58,\r\n FcmCode = 59,\r\n DlvryTrmlCode = 60,\r\n VolntyRptEntity = 61,\r\n RptObligJursdctn = 62,\r\n VolntyRptJursdctn = 63,\r\n CompanyActivities = 64,\r\n EeAreaDomiciled = 65,\r\n ContractLinked = 66,\r\n ContractAbove = 67,\r\n VolntyRptPty = 68,\r\n EndUser = 69,\r\n LocationOrJurisdiction = 70,\r\n DerivativesDealer = 71,\r\n Domicile = 72,\r\n ExemptFromRecognition = 73,\r\n Payer = 74,\r\n Receiver = 75,\r\n SystematicInternaliser = 76,\r\n PublishingEntityIndicator = 77,\r\n FirstName = 78,\r\n Surname = 79,\r\n DateOfBirth = 80,\r\n OrderTransmittingFirm = 81,\r\n OrderTransmittingFirmBuyer = 82,\r\n OrderTransmitterSeller = 83,\r\n LegalEntityIdentifier = 84,\r\n SubSectorClassification = 85,\r\n PartySide = 86,\r\n LegalRegistrationCountry = 87\r\n}\r\n\r\nexport enum AllocIntermedReqType {\r\n PendingAccept = 1,\r\n PendingRelease = 2,\r\n PendingReversal = 3,\r\n Accept = 4,\r\n BlockLevelReject = 5,\r\n AccountLevelReject = 6\r\n}\r\n\r\nexport enum ApplQueueResolution {\r\n NoActionTaken = 0,\r\n QueueFlushed = 1,\r\n OverlayLast = 2,\r\n EndSession = 3\r\n}\r\n\r\nexport enum ApplQueueAction {\r\n NoActionTaken = 0,\r\n QueueFlushed = 1,\r\n OverlayLast = 2,\r\n EndSession = 3\r\n}\r\n\r\nexport enum AvgPxIndicator {\r\n NoAveragePricing = 0,\r\n Trade = 1,\r\n LastTrade = 2,\r\n NotionalValueAveragePxGroupTrade = 3,\r\n AveragePricedTrade = 4\r\n}\r\n\r\nexport enum TradeAllocIndicator {\r\n AllocationNotRequired = 0,\r\n AllocationRequired = 1,\r\n UseAllocationProvidedWithTheTrade = 2,\r\n AllocationGiveUpExecutor = 3,\r\n AllocationFromExecutor = 4,\r\n AllocationToClaimAccount = 5,\r\n TradeSplit = 6\r\n}\r\n\r\nexport enum ExpirationCycle {\r\n ExpireOnTradingSessionClose = 0,\r\n ExpireOnTradingSessionOpen = 1,\r\n SpecifiedExpiration = 2\r\n}\r\n\r\nexport enum TrdType {\r\n RegularTrade = 0,\r\n BlockTrade = 1,\r\n Efp = 2,\r\n Transfer = 3,\r\n LateTrade = 4,\r\n TTrade = 5,\r\n WeightedAveragePriceTrade = 6,\r\n BunchedTrade = 7,\r\n LateBunchedTrade = 8,\r\n PriorReferencePriceTrade = 9,\r\n AfterHoursTrade = 10,\r\n ExchangeForRisk = 11,\r\n ExchangeForSwap = 12,\r\n ExchangeOfFuturesFor = 13,\r\n ExchangeOfOptionsForOptions = 14,\r\n TradingAtSettlement = 15,\r\n AllOrNone = 16,\r\n FuturesLargeOrderExecution = 17,\r\n ExchangeOfFuturesForFutures = 18,\r\n OptionInterimTrade = 19,\r\n OptionCabinetTrade = 20,\r\n PrivatelyNegotiatedTrades = 22,\r\n SubstitutionOfFuturesForForwards = 23,\r\n ErrorTrade = 24,\r\n SpecialCumDividend = 25,\r\n SpecialExDividend = 26,\r\n SpecialCumCoupon = 27,\r\n SpecialExCoupon = 28,\r\n CashSettlement = 29,\r\n SpecialPrice = 30,\r\n GuaranteedDelivery = 31,\r\n SpecialCumRights = 32,\r\n SpecialExRights = 33,\r\n SpecialCumCapitalRepayments = 34,\r\n SpecialExCapitalRepayments = 35,\r\n SpecialCumBonus = 36,\r\n SpecialExBonus = 37,\r\n LargeTrade = 38,\r\n WorkedPrincipalTrade = 39,\r\n BlockTrades = 40,\r\n NameChange = 41,\r\n PortfolioTransfer = 42,\r\n ProrogationBuy = 43,\r\n ProrogationSell = 44,\r\n OptionExercise = 45,\r\n DeltaNeutralTransaction = 46,\r\n FinancingTransaction = 47,\r\n NonStandardSettlement = 48,\r\n DerivativeRelatedTransaction = 49,\r\n PortfolioTrade = 50,\r\n VolumeWeightedAverageTrade = 51,\r\n ExchangeGrantedTrade = 52,\r\n RepurchaseAgreement = 53,\r\n Otc = 54,\r\n ExchangeBasisFacility = 55,\r\n OpeningTrade = 56,\r\n NettedTrade = 57,\r\n BlockSwapTrade = 58,\r\n CreditEventTrade = 59,\r\n SuccessionEventTrade = 60,\r\n GiveUpGiveInTrade = 61,\r\n DarkTrade = 62,\r\n TechnicalTrade = 63,\r\n Benchmark = 64,\r\n PackageTrade = 65,\r\n RollTrade = 66\r\n}\r\n\r\nexport enum TrdSubType {\r\n Cmta = 0,\r\n InternalTransferOrAdjustment = 1,\r\n ExternalTransferOrTransferOfAccount = 2,\r\n RejectForSubmittingSide = 3,\r\n AdvisoryForContraSide = 4,\r\n OffsetDueToAnAllocation = 5,\r\n OnsetDueToAnAllocation = 6,\r\n DifferentialSpread = 7,\r\n ImpliedSpreadLegExecutedAgainstAnOutright = 8,\r\n TransactionFromExercise = 9,\r\n TransactionFromAssignment = 10,\r\n Acats = 11,\r\n Ai = 14,\r\n B = 15,\r\n K = 16,\r\n Lc = 17,\r\n M = 18,\r\n N = 19,\r\n Nm = 20,\r\n Nr = 21,\r\n P = 22,\r\n Pa = 23,\r\n Pc = 24,\r\n Pn = 25,\r\n R = 26,\r\n Ro = 27,\r\n Rt = 28,\r\n Sw = 29,\r\n T = 30,\r\n Wn = 31,\r\n Wt = 32,\r\n OffHoursTrade = 33,\r\n OnHoursTrade = 34,\r\n OtcQuote = 35,\r\n ConvertedSwap = 36,\r\n CrossedTrade = 37,\r\n InterimProtectedTrade = 38,\r\n LargeInScale = 39,\r\n WashTrade = 40,\r\n TradeAtSettlement = 41,\r\n AuctionTrade = 42,\r\n TradeAtMarker = 43,\r\n CreditDefault = 44,\r\n CreditRestructuring = 45,\r\n Merger = 46,\r\n SpinOff = 47,\r\n MultilateralCompression = 48,\r\n Balancing = 50,\r\n BasisTradeIndexClose = 51,\r\n TradeAtCashOpen = 52,\r\n TrdSubmitVenueClrSettl = 53,\r\n BilateralCompression = 54\r\n}\r\n\r\nexport enum PegMoveType {\r\n Floating = 0,\r\n Fixed = 1\r\n}\r\n\r\nexport enum PegOffsetType {\r\n Price = 0,\r\n BasisPoints = 1,\r\n Ticks = 2,\r\n PriceTier = 3,\r\n Percentage = 4\r\n}\r\n\r\nexport enum PegLimitType {\r\n OrBetter = 0,\r\n Strict = 1,\r\n OrWorse = 2\r\n}\r\n\r\nexport enum PegRoundDirection {\r\n MoreAggressive = 1,\r\n MorePassive = 2\r\n}\r\n\r\nexport enum PegScope {\r\n Local = 1,\r\n National = 2,\r\n Global = 3,\r\n NationalExcludingLocal = 4\r\n}\r\n\r\nexport enum DiscretionMoveType {\r\n Floating = 0,\r\n Fixed = 1\r\n}\r\n\r\nexport enum DiscretionOffsetType {\r\n Price = 0,\r\n BasisPoints = 1,\r\n Ticks = 2,\r\n PriceTier = 3\r\n}\r\n\r\nexport enum DiscretionLimitType {\r\n OrBetter = 0,\r\n Strict = 1,\r\n OrWorse = 2\r\n}\r\n\r\nexport enum DiscretionRoundDirection {\r\n MoreAggressive = 1,\r\n MorePassive = 2\r\n}\r\n\r\nexport enum DiscretionScope {\r\n Local = 1,\r\n National = 2,\r\n Global = 3,\r\n NationalExcludingLocal = 4\r\n}\r\n\r\nexport enum TargetStrategy {\r\n Vwap = 1,\r\n Participate = 2,\r\n MininizeMarketImpact = 3\r\n}\r\n\r\nexport enum LastLiquidityInd {\r\n NeitherAddedNorRemovedLiquidity = 0,\r\n AddedLiquidity = 1,\r\n RemovedLiquidity = 2,\r\n LiquidityRoutedOut = 3,\r\n Auction = 4,\r\n TriggeredStopOrder = 5,\r\n TriggeredContingencyOrder = 6,\r\n TriggeredMarketOrder = 7,\r\n RemovedLiquidityAfterFirmOrderCommitment = 8,\r\n AuctionExecutionAfterFirmOrderCommitment = 9,\r\n Unknown = 10,\r\n Other = 11\r\n}\r\n\r\nexport enum PublishTrdIndicator {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum ShortSaleReason {\r\n DealerSoldShort = 0,\r\n DealerSoldShortExempt = 1,\r\n SellingCustomerSoldShort = 2,\r\n SellingCustomerSoldShortExempt = 3,\r\n QualifiedServiceRepresentative = 4,\r\n QsrOrAguContraSideSoldShortExempt = 5\r\n}\r\n\r\nexport enum QtyType {\r\n Units = 0,\r\n Contracts = 1,\r\n UnitsOfMeasurePerTimeUnit = 2\r\n}\r\n\r\nexport enum TradeReportType {\r\n Submit = 0,\r\n Alleged = 1,\r\n Accept = 2,\r\n Decline = 3,\r\n Addendum = 4,\r\n No = 5,\r\n TradeReportCancel = 6,\r\n LockedIn = 7,\r\n Defaulted = 8,\r\n InvalidCmta = 9,\r\n Pended = 10,\r\n AllegedNew = 11,\r\n AllegedAddendum = 12,\r\n AllegedNo = 13,\r\n AllegedTradeReportCancel = 14,\r\n AllegedTradeBreak = 15,\r\n Verify = 16,\r\n Dispute = 17,\r\n NonMaterialUpdate = 18\r\n}\r\n\r\nexport enum AllocNoOrdersType {\r\n NotSpecified = 0,\r\n ExplicitListProvided = 1\r\n}\r\n\r\nexport enum EventType {\r\n Put = 1,\r\n Call = 2,\r\n Tender = 3,\r\n SinkingFundCall = 4,\r\n Activation = 5,\r\n Inactiviation = 6,\r\n LastEligibleTradeDate = 7,\r\n SwapStartDate = 8,\r\n SwapEndDate = 9,\r\n SwapRollDate = 10,\r\n SwapNextStartDate = 11,\r\n SwapNextRollDate = 12,\r\n FirstDeliveryDate = 13,\r\n LastDeliveryDate = 14,\r\n InitialInventoryDueDate = 15,\r\n FinalInventoryDueDate = 16,\r\n FirstIntentDate = 17,\r\n LastIntentDate = 18,\r\n PositionRemovalDate = 19,\r\n MinimumNotice = 20,\r\n DeliveryStartTime = 21,\r\n DeliveryEndTime = 22,\r\n FirstNoticeDate = 23,\r\n LastNoticeDate = 24,\r\n FirstExerciseDate = 25,\r\n RedemptionDate = 26,\r\n TrdCntntnEfctvDt = 27,\r\n Other = 99\r\n}\r\n\r\nexport enum InstrAttribType {\r\n Flat = 1,\r\n ZeroCoupon = 2,\r\n InterestBearing = 3,\r\n NoPeriodicPayments = 4,\r\n VariableRate = 5,\r\n LessFeeForPut = 6,\r\n SteppedCoupon = 7,\r\n CouponPeriod = 8,\r\n When = 9,\r\n OriginalIssueDiscount = 10,\r\n Callable = 11,\r\n EscrowedToMaturity = 12,\r\n EscrowedToRedemptionDate = 13,\r\n PreRefunded = 14,\r\n InDefault = 15,\r\n Unrated = 16,\r\n Taxable = 17,\r\n Indexed = 18,\r\n SubjectToAlternativeMinimumTax = 19,\r\n OriginalIssueDiscountPrice = 20,\r\n CallableBelowMaturityValue = 21,\r\n CallableWithoutNotice = 22,\r\n PriceTickRulesForSecurity = 23,\r\n TradeTypeEligibilityDetailsForSecurity = 24,\r\n InstrumentDenominator = 25,\r\n InstrumentNumerator = 26,\r\n InstrumentPricePrecision = 27,\r\n InstrumentStrikePrice = 28,\r\n TradeableIndicator = 29,\r\n InstrumentEligibleAnonOrders = 30,\r\n MinGuaranteedFillVolume = 31,\r\n MinGuaranteedFillStatus = 32,\r\n TradeAtSettlementEligibility = 33,\r\n TestInstrument = 34,\r\n DummyInstrument = 35,\r\n NegativeSettlementPriceEligibility = 36,\r\n NegativeStrikePriceEligibility = 37,\r\n UsStdContractInd = 38,\r\n AdmittedToTradingOnTradingVenue = 39,\r\n AverageDailyNotionalAmount = 40,\r\n AverageDailyNumberTrades = 41,\r\n Text = 99\r\n}\r\n\r\nexport enum CPProgram {\r\n Program3A3 = 1,\r\n Program42 = 2,\r\n Program3A2 = 3,\r\n Program3A3And3C7 = 4,\r\n Program3A4 = 5,\r\n Program3A5 = 6,\r\n Program3A7 = 7,\r\n Program3C7 = 8,\r\n Other = 99\r\n}\r\n\r\nexport enum MiscFeeBasis {\r\n Absolute = 0,\r\n PerUnit = 1,\r\n Percentage = 2\r\n}\r\n\r\nexport enum LastFragment {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum CollAsgnReason {\r\n Initial = 0,\r\n Scheduled = 1,\r\n TimeWarning = 2,\r\n MarginDeficiency = 3,\r\n MarginExcess = 4,\r\n ForwardCollateralDemand = 5,\r\n EventOfDefault = 6,\r\n AdverseTaxEvent = 7,\r\n TransferDeposit = 8,\r\n TransferWithdrawal = 9,\r\n Pledge = 10\r\n}\r\n\r\nexport enum CollInquiryQualifier {\r\n TradeDate = 0,\r\n GcInstrument = 1,\r\n CollateralInstrument = 2,\r\n SubstitutionEligible = 3,\r\n NotAssigned = 4,\r\n PartiallyAssigned = 5,\r\n FullyAssigned = 6,\r\n OutstandingTrades = 7\r\n}\r\n\r\nexport enum CollAsgnTransType {\r\n New = 0,\r\n Replace = 1,\r\n Cancel = 2,\r\n Release = 3,\r\n Reverse = 4\r\n}\r\n\r\nexport enum CollAsgnRespType {\r\n Received = 0,\r\n Accepted = 1,\r\n Declined = 2,\r\n Rejected = 3,\r\n TransactionPending = 4,\r\n TransactionCompletedWithWarning = 5\r\n}\r\n\r\nexport enum CollAsgnRejectReason {\r\n UnknownDeal = 0,\r\n UnknownOrInvalidInstrument = 1,\r\n UnauthorizedTransaction = 2,\r\n InsufficientCollateral = 3,\r\n InvalidTypeOfCollateral = 4,\r\n ExcessiveSubstitution = 5,\r\n Other = 99\r\n}\r\n\r\nexport enum CollStatus {\r\n Unassigned = 0,\r\n PartiallyAssigned = 1,\r\n AssignmentProposed = 2,\r\n Assigned = 3,\r\n Challenged = 4,\r\n Reused = 5\r\n}\r\n\r\nexport enum LastRptRequested {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum DeliveryType {\r\n VersusPayment = 0,\r\n Free = 1,\r\n TriParty = 2,\r\n HoldInCustody = 3,\r\n DeliverByValue = 4\r\n}\r\n\r\nexport enum UserRequestType {\r\n LogOnUser = 1,\r\n LogOffUser = 2,\r\n ChangePasswordForUser = 3,\r\n RequestIndividualUserStatus = 4,\r\n RequestThrottleLimit = 5\r\n}\r\n\r\nexport enum UserStatus {\r\n LoggedIn = 1,\r\n NotLoggedIn = 2,\r\n UserNotRecognised = 3,\r\n PasswordIncorrect = 4,\r\n PasswordChanged = 5,\r\n Other = 6,\r\n ForcedUserLogoutByExchange = 7,\r\n SessionShutdownWarning = 8,\r\n ThrottleParametersChanged = 9\r\n}\r\n\r\nexport enum StatusValue {\r\n Connected = 1,\r\n NotConnectedUnexpected = 2,\r\n NotConnectedExpected = 3,\r\n InProcess = 4\r\n}\r\n\r\nexport enum NetworkRequestType {\r\n Snapshot = 1,\r\n Subscribe = 2,\r\n StopSubscribing = 4,\r\n LevelOfDetail = 8\r\n}\r\n\r\nexport enum NetworkStatusResponseType {\r\n Full = 1,\r\n IncrementalUpdate = 2\r\n}\r\n\r\nexport enum TrdRptStatus {\r\n Accepted = 0,\r\n Rejected = 1,\r\n Cancelled = 2,\r\n AcceptedWithErrors = 3,\r\n PendingNew = 4,\r\n PendingCancel = 5,\r\n PendingReplace = 6,\r\n Terminated = 7,\r\n PendingVerification = 8,\r\n DeemedVerified = 9,\r\n Verified = 10,\r\n Disputed = 11\r\n}\r\n\r\nexport enum AffirmStatus {\r\n Received = 1,\r\n ConfirmRejected = 2,\r\n Affirmed = 3\r\n}\r\n\r\nexport enum CollAction {\r\n Retain = 0,\r\n Add = 1,\r\n Remove = 2\r\n}\r\n\r\nexport enum CollInquiryStatus {\r\n Accepted = 0,\r\n AcceptedWithWarnings = 1,\r\n Completed = 2,\r\n CompletedWithWarnings = 3,\r\n Rejected = 4\r\n}\r\n\r\nexport enum CollInquiryResult {\r\n Successful = 0,\r\n InvalidOrUnknownInstrument = 1,\r\n InvalidOrUnknownCollateralType = 2,\r\n InvalidParties = 3,\r\n InvalidTransportTypeRequested = 4,\r\n InvalidDestinationRequested = 5,\r\n NoCollateralFoundForTheTradeSpecified = 6,\r\n NoCollateralFoundForTheOrderSpecified = 7,\r\n CollateralInquiryTypeNotSupported = 8,\r\n UnauthorizedForCollateralInquiry = 9,\r\n Other = 99\r\n}\r\n\r\nexport enum StrategyParameterType {\r\n Int = 1,\r\n Length = 2,\r\n NumInGroup = 3,\r\n SeqNum = 4,\r\n TagNum = 5,\r\n Float = 6,\r\n Qty = 7,\r\n Price = 8,\r\n PriceOffset = 9,\r\n Amt = 10,\r\n Percentage = 11,\r\n Char = 12,\r\n Boolean = 13,\r\n String = 14,\r\n MultipleCharValue = 15,\r\n Currency = 16,\r\n Exchange = 17,\r\n MonthYear = 18,\r\n UtcTimestamp = 19,\r\n UtcTimeOnly = 20,\r\n LocalMktDate = 21,\r\n UtcDateOnly = 22,\r\n Data = 23,\r\n MultipleStringValue = 24,\r\n Country = 25,\r\n Language = 26,\r\n TzTimeOnly = 27,\r\n TzTimestamp = 28,\r\n Tenor = 29\r\n}\r\n\r\nexport enum SecurityStatus {\r\n Active = '1',\r\n Inactive = '2',\r\n ActiveClosingOrdersOnly = '3',\r\n Expired = '4',\r\n Delisted = '5',\r\n KnockedOut = '6',\r\n KnockOutRevoked = '7',\r\n PendingExpiry = '8',\r\n Suspended = '9',\r\n Published = '10',\r\n PendingDeletion = '11'\r\n}\r\n\r\nexport enum UnderlyingCashType {\r\n Fixed = 'FIXED',\r\n Diff = 'DIFF'\r\n}\r\n\r\nexport enum UnderlyingSettlementType {\r\n TPlus1 = 2,\r\n TPlus3 = 4,\r\n TPlus4 = 5\r\n}\r\n\r\nexport enum SecurityUpdateAction {\r\n Add = 'A',\r\n Delete = 'D',\r\n Modify = 'M'\r\n}\r\n\r\nexport enum ExpirationQtyType {\r\n AutoExercise = 1,\r\n NonAutoExercise = 2,\r\n FinalWillBeExercised = 3,\r\n ContraryIntention = 4,\r\n Difference = 5\r\n}\r\n\r\nexport enum IndividualAllocType {\r\n SubAllocate = 1,\r\n ThirdPartyAllocation = 2\r\n}\r\n\r\nexport enum UnitOfMeasure {\r\n BillionCubicFeet = 'Bcf',\r\n CubicMeters = 'CBM',\r\n Gigajoules = 'GJ',\r\n HeatRate = 'kHR',\r\n KilowattHours = 'kWh',\r\n MegaHeatRate = 'MHR',\r\n OneMillionBtu = 'MMBtu',\r\n MegawattHours = 'MWh',\r\n Therms = 'thm',\r\n TonsOfCarbonDioxide = 'tnCO2',\r\n MillionBarrels = 'MMbbl',\r\n Allowances = 'Alw',\r\n Barrels = 'Bbl',\r\n BoardFeet = 'BDFT',\r\n Bushels = 'Bu',\r\n Currency = 'Ccy',\r\n CoolingDegreeDay = 'CDD',\r\n CertifiedEmissionsReduction = 'CER',\r\n CriticalPrecipDay = 'CPD',\r\n ClimateReserveTonnes = 'CRT',\r\n Hundredweight = 'cwt',\r\n Day = 'day',\r\n DryMetricTons = 'dt',\r\n EnvAllwncCert = 'EnvAllwnc',\r\n EnvironmentalCredit = 'EnvCrd',\r\n EnvironmentalOffset = 'EnvOfst',\r\n Grams = 'g',\r\n Gallons = 'Gal',\r\n GrossTons = 'GT',\r\n HeatingDegreeDay = 'HDD',\r\n IndexPoint = 'IPNT',\r\n Kilograms = 'kg',\r\n Kiloliters = 'kL',\r\n KilowattYear = 'kW-a',\r\n KilowattDay = 'kW-d',\r\n KilowattHour = 'kW-h',\r\n KilowattMonth = 'kW-M',\r\n KilowattMinute = 'kW-min',\r\n Liters = 'L',\r\n Pounds = 'lbs',\r\n MegawattYear = 'MW-a',\r\n MegawattDay = 'MW-d',\r\n MegawattHour = 'MW-h',\r\n MegawattMonth = 'MW-M',\r\n MegawattMinute = 'MW-min',\r\n TroyOunces = 'oz_tr',\r\n PrincipalWithRelationToDebtInstrument = 'PRINC',\r\n MetricTons = 't',\r\n Tons = 'tn',\r\n Are = 'a',\r\n Acre = 'ac',\r\n Centiliter = 'cL',\r\n Centimeter = 'cM',\r\n DieselGallonEquivalent = 'DGE',\r\n Foot = 'ft',\r\n GbGallon = 'Gal_gb',\r\n GasolineGallonEquivalent = 'GGE',\r\n Hectare = 'ha',\r\n Inch = 'in',\r\n Kilometer = 'kM',\r\n Meter = 'M',\r\n Mile = 'mi',\r\n Milliliter = 'mL',\r\n Millimeter = 'mM',\r\n UsOunce = 'oz',\r\n Piece = 'pc',\r\n UsPint = 'pt',\r\n GbPint = 'pt_gb',\r\n UsQuart = 'qt',\r\n GbQuart = 'qt_gb',\r\n SquareCentimeter = 'SqcM',\r\n SquareFoot = 'Sqft',\r\n SquareInch = 'Sqin',\r\n SquareKilometer = 'SqkM',\r\n SquareMeter = 'SqM',\r\n SquareMile = 'Sqmi',\r\n SquareMillimeter = 'SqmM',\r\n SquareYard = 'Sqyd',\r\n Yard = 'yd',\r\n UsDollars = 'USD'\r\n}\r\n\r\nexport enum TimeUnit {\r\n Hour = 'H',\r\n Minute = 'Min',\r\n Second = 'S',\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr',\r\n Quarter = 'Q'\r\n}\r\n\r\nexport enum AllocMethod {\r\n Automatic = 1,\r\n Guarantor = 2,\r\n Manual = 3,\r\n BrokerAssigned = 4\r\n}\r\n\r\nexport enum AsOfIndicator {\r\n False = '0',\r\n True = '1'\r\n}\r\n\r\nexport enum MDBookType {\r\n TopOfBook = 1,\r\n PriceDepth = 2,\r\n OrderDepth = 3\r\n}\r\n\r\nexport enum MDOriginType {\r\n Book = 0,\r\n OffBook = 1,\r\n Cross = 2,\r\n QuoteDrivenMarket = 3,\r\n DarkOrderBook = 4,\r\n AuctionDrivenMarket = 5,\r\n QuoteNegotiation = 6,\r\n VoiceNegotiation = 7,\r\n HybridMarket = 8\r\n}\r\n\r\nexport enum CustOrderHandlingInst {\r\n PhoneSimple = 'A',\r\n PhoneComplex = 'B',\r\n FcmProvidedScreen = 'C',\r\n OtherProvidedScreen = 'D',\r\n ClientProvidedPlatformControlledByFcm = 'E',\r\n ClientProvidedPlatformDirectToExchange = 'F',\r\n AlgoEngine = 'H',\r\n PriceAtExecution = 'J',\r\n DeskElectronic = 'W',\r\n DeskPit = 'X',\r\n ClientElectronic = 'Y',\r\n ClientPit = 'Z',\r\n AddOnOrder = 'ADD',\r\n AllOrNone = 'AON',\r\n ConditionalOrder = 'CND',\r\n CashNotHeld = 'CNH',\r\n DeliveryInstructionsCash = 'CSH',\r\n DirectedOrder = 'DIR',\r\n DiscretionaryLimitOrder = 'DLO',\r\n ExchangeForPhysicalTransaction = 'E.W',\r\n FillOrKill = 'FOK',\r\n IntraDayCross = 'IDX',\r\n ImbalanceOnly = 'IO',\r\n ImmediateOrCancel = 'IOC',\r\n IntermarketSweepOrder = 'ISO',\r\n LimitOnOpen = 'LOO',\r\n LimitOnClose = 'LOC',\r\n MarketAtOpen = 'MAO',\r\n MarketAtClose = 'MAC',\r\n MarketOnOpen = 'MOO',\r\n MarketOnClose = 'MOC',\r\n MergerRelatedTransferPosition = 'MPT',\r\n MinimumQuantity = 'MQT',\r\n MarketToLimit = 'MTL',\r\n DeliveryInstructionsNextDay = 'ND',\r\n NotHeld = 'NH',\r\n OptionsRelatedTransaction = 'OPT',\r\n OverTheDay = 'OVD',\r\n Pegged = 'PEG',\r\n ReserveSizeOrder = 'RSV',\r\n StopStockTransaction = 'S.W',\r\n Scale = 'SCL',\r\n DeliveryInstructionsSellersOption = 'SLR',\r\n TimeOrder = 'TMO',\r\n TrailingStop = 'TS',\r\n Work = 'WRK',\r\n StayOnOfferside = 'F0',\r\n GoAlong = 'F3',\r\n ParticipateDoNotInitiate = 'F6',\r\n StrictScale = 'F7',\r\n TryToScale = 'F8',\r\n StayOnBidside = 'F9',\r\n NoCross = 'FA',\r\n OkToCross = 'FB',\r\n CallFirst = 'FC',\r\n PercentOfVolume = 'FD',\r\n ReinstateOnSystemFailure = 'FH',\r\n InstitutionOnly = 'FI',\r\n ReinstateOnTradingHalt = 'FJ',\r\n CancelOnTradingHalf = 'FK',\r\n LastPeg = 'FL',\r\n MidPricePeg = 'FM',\r\n NonNegotiable = 'FN',\r\n OpeningPeg = 'FO',\r\n MarketPeg = 'FP',\r\n CancelOnSystemFailure = 'FQ',\r\n PrimaryPeg = 'FR',\r\n Suspend = 'FS',\r\n FixedPegToLocalBbo = 'FT',\r\n PegToVwap = 'FW',\r\n TradeAlong = 'FX',\r\n TryToStop = 'FY',\r\n CancelIfNotBest = 'FZ',\r\n StrictLimit = 'Fb',\r\n IgnorePriceValidityChecks = 'Fc',\r\n PegToLimitPrice = 'Fd',\r\n WorkToTargetStrategy = 'Fe',\r\n GOrderAndFcmapIorFix = 'G'\r\n}\r\n\r\nexport enum OrderHandlingInstSource {\r\n Finraoats = 1,\r\n FiaExecutionSourceCode = 2\r\n}\r\n\r\nexport enum DeskType {\r\n Agency = 'A',\r\n Arbitrage = 'AR',\r\n BlockTrading = 'B',\r\n ConvertibleDesk = 'C',\r\n CentralRiskBooks = 'CR',\r\n Derivatives = 'D',\r\n EquityCapitalMarkets = 'EC',\r\n International = 'IN',\r\n Institutional = 'IS',\r\n Other = 'O',\r\n PreferredTrading = 'PF',\r\n Proprietary = 'PR',\r\n ProgramTrading = 'PT',\r\n Sales = 'S',\r\n Swaps = 'SW',\r\n TradingDeskSystem = 'T',\r\n Treasury = 'TR',\r\n FloorBroker = 'FB'\r\n}\r\n\r\nexport enum DeskTypeSource {\r\n Finraoats = 1\r\n}\r\n\r\nexport enum ExecAckStatus {\r\n Received = '0',\r\n Accepted = '1',\r\n DontKnow = '2'\r\n}\r\n\r\nexport enum CollApplType {\r\n SpecificDeposit = 0,\r\n General = 1\r\n}\r\n\r\nexport enum UnderlyingFXRateCalc {\r\n Divide = 'D',\r\n Multiply = 'M'\r\n}\r\n\r\nexport enum AllocPositionEffect {\r\n Open = 'O',\r\n Close = 'C',\r\n Rolled = 'R',\r\n Fifo = 'F'\r\n}\r\n\r\nexport enum DealingCapacity {\r\n Agent = 'A',\r\n Principal = 'P',\r\n RisklessPrincipal = 'R'\r\n}\r\n\r\nexport enum InstrmtAssignmentMethod {\r\n ProRata = 'P',\r\n Random = 'R'\r\n}\r\n\r\nexport enum AggressorIndicator {\r\n Yes = 'Y',\r\n No = 'N'\r\n}\r\n\r\nexport enum MDQuoteType {\r\n Indicative = 0,\r\n Tradeable = 1,\r\n RestrictedTradeable = 2,\r\n Counter = 3,\r\n IndicativeAndTradeable = 4\r\n}\r\n\r\nexport enum RefOrderIDSource {\r\n SecondaryOrderId = '0',\r\n OrderId = '1',\r\n MdEntryId = '2',\r\n QuoteEntryId = '3',\r\n OriginalOrderId = '4',\r\n QuoteId = '5',\r\n QuoteReqId = '6',\r\n PreviousOrderIdentifier = '7',\r\n PreviousQuoteIdentifier = '8',\r\n ParentOrderIdentifier = '9',\r\n ManualOrderIdentifier = 'A'\r\n}\r\n\r\nexport enum DisplayWhen {\r\n Immediate = '1',\r\n Exhaust = '2'\r\n}\r\n\r\nexport enum DisplayMethod {\r\n Initial = '1',\r\n New = '2',\r\n Random = '3',\r\n Undisclosed = '4'\r\n}\r\n\r\nexport enum PriceProtectionScope {\r\n None = '0',\r\n Local = '1',\r\n National = '2',\r\n Global = '3'\r\n}\r\n\r\nexport enum LotType {\r\n OddLot = '1',\r\n RoundLot = '2',\r\n BlockLot = '3',\r\n RoundLotBasedUpon = '4'\r\n}\r\n\r\nexport enum PegPriceType {\r\n LastPeg = 1,\r\n MidPricePeg = 2,\r\n OpeningPeg = 3,\r\n MarketPeg = 4,\r\n PrimaryPeg = 5,\r\n PegToVwap = 7,\r\n TrailingStopPeg = 8,\r\n PegToLimitPrice = 9,\r\n ShortSaleMinPricePeg = 10\r\n}\r\n\r\nexport enum TriggerType {\r\n PartialExecution = '1',\r\n SpecifiedTradingSession = '2',\r\n NextAuction = '3',\r\n PriceMovement = '4',\r\n OnOrderEntryOrModification = '5'\r\n}\r\n\r\nexport enum TriggerAction {\r\n Activate = '1',\r\n Modify = '2',\r\n Cancel = '3'\r\n}\r\n\r\nexport enum TriggerPriceType {\r\n BestOffer = '1',\r\n LastTrade = '2',\r\n BestBid = '3',\r\n BestBidOrLastTrade = '4',\r\n BestOfferOrLastTrade = '5',\r\n BestMid = '6'\r\n}\r\n\r\nexport enum TriggerPriceTypeScope {\r\n None = '0',\r\n Local = '1',\r\n National = '2',\r\n Global = '3'\r\n}\r\n\r\nexport enum TriggerPriceDirection {\r\n Up = 'U',\r\n Down = 'D'\r\n}\r\n\r\nexport enum TriggerOrderType {\r\n Market = '1',\r\n Limit = '2'\r\n}\r\n\r\nexport enum OrderCategory {\r\n Order = '1',\r\n Quote = '2',\r\n PrivatelyNegotiatedTrade = '3',\r\n MultilegOrder = '4',\r\n LinkedOrder = '5',\r\n QuoteRequest = '6',\r\n ImpliedOrder = '7',\r\n CrossOrder = '8',\r\n StreamingPrice = '9',\r\n InternalCrossOrder = 'A'\r\n}\r\n\r\nexport enum TradeHandlingInstr {\r\n TradeConfirmation = '0',\r\n TwoPartyReport = '1',\r\n OnePartyReportForMatching = '2',\r\n OnePartyReportForPassThrough = '3',\r\n AutomatedFloorOrderRouting = '4',\r\n TwoPartyReportForClaim = '5',\r\n OnePartyReport = '6',\r\n ThirdPtyRptForPassThrough = '7',\r\n OnePartyReportAutoMatch = '8'\r\n}\r\n\r\nexport enum ApplVerID {\r\n Fix27 = '0',\r\n Fix30 = '1',\r\n Fix40 = '2',\r\n Fix41 = '3',\r\n Fix42 = '4',\r\n Fix43 = '5',\r\n Fix44 = '6',\r\n Fix50 = '7',\r\n Fix50Sp1 = '8',\r\n Fix50Sp2 = '9',\r\n FixLatest = '10'\r\n}\r\n\r\nexport enum ExDestinationIDSource {\r\n Bic = 'B',\r\n GeneralIdentifier = 'C',\r\n Proprietary = 'D',\r\n IsoCountryCode = 'E',\r\n Mic = 'G'\r\n}\r\n\r\nexport enum ImpliedMarketIndicator {\r\n NotImplied = 0,\r\n ImpliedIn = 1,\r\n ImpliedOut = 2,\r\n BothImpliedInAndImpliedOut = 3\r\n}\r\n\r\nexport enum SettlObligMode {\r\n Preliminary = 1,\r\n Final = 2\r\n}\r\n\r\nexport enum SettlObligTransType {\r\n Cancel = 'C',\r\n New = 'N',\r\n Replace = 'R',\r\n Restate = 'T'\r\n}\r\n\r\nexport enum SettlObligSource {\r\n InstructionsOfBroker = '1',\r\n InstructionsForInstitution = '2',\r\n Investor = '3',\r\n BuyersSettlementInstructions = '4',\r\n SellersSettlementInstructions = '5'\r\n}\r\n\r\nexport enum QuoteEntryStatus {\r\n Accepted = 0,\r\n Rejected = 5,\r\n RemovedFromMarket = 6,\r\n Expired = 7,\r\n LockedMarketWarning = 12,\r\n CrossMarketWarning = 13,\r\n CanceledDueToLockMarket = 14,\r\n CanceledDueToCrossMarket = 15,\r\n Active = 16\r\n}\r\n\r\nexport enum PrivateQuote {\r\n Yes = 'Y',\r\n No = 'N'\r\n}\r\n\r\nexport enum RespondentType {\r\n AllMarketParticipants = 1,\r\n SpecifiedMarketParticipants = 2,\r\n AllMarketMakers = 3,\r\n PrimaryMarketMaker = 4\r\n}\r\n\r\nexport enum SecurityTradingEvent {\r\n OrderImbalance = 1,\r\n TradingResumes = 2,\r\n PriceVolatilityInterruption = 3,\r\n ChangeOfTradingSession = 4,\r\n ChangeOfTradingSubsession = 5,\r\n ChangeOfSecurityTradingStatus = 6,\r\n ChangeOfBookType = 7,\r\n ChangeOfMarketDepth = 8,\r\n CorporateAction = 9\r\n}\r\n\r\nexport enum StatsType {\r\n ExchangeLast = 1,\r\n High = 2,\r\n AveragePrice = 3,\r\n Turnover = 4\r\n}\r\n\r\nexport enum MDSecSizeType {\r\n Customer = 1,\r\n CustomerProfessional = 2,\r\n DoNotTradeThrough = 3\r\n}\r\n\r\nexport enum SettlMethod {\r\n CashSettlementRequired = 'C',\r\n PhysicalSettlementRequired = 'P',\r\n Election = 'E'\r\n}\r\n\r\nexport enum ExerciseStyle {\r\n European = 0,\r\n American = 1,\r\n Bermuda = 2,\r\n Other = 99\r\n}\r\n\r\nexport enum PriceQuoteMethod {\r\n Standard = 'STD',\r\n Index = 'INX',\r\n InterestRateIndex = 'INT',\r\n PercentOfPar = 'PCTPAR'\r\n}\r\n\r\nexport enum ValuationMethod {\r\n PremiumStyle = 'EQTY',\r\n FuturesStyleMarkToMarket = 'FUT',\r\n FuturesStyleWithAnAttachedCashAdjustment = 'FUTDA',\r\n CdsStyleCollateralization = 'CDS',\r\n CdsInDeliveryUseRecoveryRateToCalculate = 'CDSD'\r\n}\r\n\r\nexport enum ListMethod {\r\n PreListedOnly = 0,\r\n UserRequested = 1\r\n}\r\n\r\nexport enum TickRuleType {\r\n RegularTrading = 0,\r\n VariableCabinet = 1,\r\n FixedCabinet = 2,\r\n TradedAsASpreadLeg = 3,\r\n SettledAsASpreadLeg = 4,\r\n TradedAsSpread = 5\r\n}\r\n\r\nexport enum MaturityMonthYearIncrementUnits {\r\n Months = 0,\r\n Days = 1,\r\n Weeks = 2,\r\n Years = 3\r\n}\r\n\r\nexport enum MaturityMonthYearFormat {\r\n YearMonthOnly = 0,\r\n YearMonthDay = 1,\r\n YearMonthWeek = 2\r\n}\r\n\r\nexport enum PriceLimitType {\r\n Price = 0,\r\n Ticks = 1,\r\n Percentage = 2\r\n}\r\n\r\nexport enum ListUpdateAction {\r\n Add = 'A',\r\n Delete = 'D',\r\n Modify = 'M',\r\n Snapshot = 'S'\r\n}\r\n\r\nexport enum ApplReqType {\r\n Retransmission = 0,\r\n Subscription = 1,\r\n RequestLastSeqNum = 2,\r\n RequestApplications = 3,\r\n Unsubscribe = 4,\r\n CancelRetransmission = 5,\r\n CancelRetransmissionUnsubscribe = 6\r\n}\r\n\r\nexport enum ApplResponseType {\r\n RequestSuccessfullyProcessed = 0,\r\n ApplicationDoesNotExist = 1,\r\n MessagesNotAvailable = 2\r\n}\r\n\r\nexport enum ApplResponseError {\r\n ApplicationDoesNotExist = 0,\r\n MessagesRequestedAreNotAvailable = 1,\r\n UserNotAuthorizedForApplication = 2\r\n}\r\n\r\nexport enum TradSesEvent {\r\n TradingResumes = 0,\r\n ChangeOfTradingSession = 1,\r\n ChangeOfTradingSubsession = 2,\r\n ChangeOfTradingStatus = 3\r\n}\r\n\r\nexport enum MassActionType {\r\n SuspendOrders = 1,\r\n ReleaseOrdersFromSuspension = 2,\r\n CancelOrders = 3\r\n}\r\n\r\nexport enum MassActionScope {\r\n AllOrdersForASecurity = 1,\r\n AllOrdersForAnUnderlyingSecurity = 2,\r\n AllOrdersForAProduct = 3,\r\n AllOrdersForAcfiCode = 4,\r\n AllOrdersForASecurityType = 5,\r\n AllOrdersForATradingSession = 6,\r\n AllOrders = 7,\r\n AllOrdersForAMarket = 8,\r\n AllOrdersForAMarketSegment = 9,\r\n AllOrdersForASecurityGroup = 10,\r\n CancelForSecurityIssuer = 11,\r\n CancelForIssuerOfUnderlyingSecurity = 12\r\n}\r\n\r\nexport enum MassActionResponse {\r\n Rejected = 0,\r\n Accepted = 1,\r\n Completed = 2\r\n}\r\n\r\nexport enum MassActionRejectReason {\r\n MassActionNotSupported = 0,\r\n InvalidOrUnknownSecurity = 1,\r\n InvalidOrUnknownUnderlyingSecurity = 2,\r\n InvalidOrUnknownProduct = 3,\r\n InvalidOrUnknownCfiCode = 4,\r\n InvalidOrUnknownSecurityType = 5,\r\n InvalidOrUnknownTradingSession = 6,\r\n InvalidOrUnknownMarket = 7,\r\n InvalidOrUnknownMarketSegment = 8,\r\n InvalidOrUnknownSecurityGroup = 9,\r\n InvalidOrUnknownSecurityIssuer = 10,\r\n InvalidOrUnknownIssuerOfUnderlyingSecurity = 11,\r\n Other = 99\r\n}\r\n\r\nexport enum MultilegModel {\r\n PredefinedMultilegSecurity = 0,\r\n UserDefinedMultilegSecurity = 1,\r\n UserDefined = 2\r\n}\r\n\r\nexport enum MultilegPriceMethod {\r\n NetPrice = 0,\r\n ReversedNetPrice = 1,\r\n YieldDifference = 2,\r\n Individual = 3,\r\n ContractWeightedAveragePrice = 4,\r\n MultipliedPrice = 5\r\n}\r\n\r\nexport enum ContingencyType {\r\n OneCancelsTheOther = 1,\r\n OneTriggersTheOther = 2,\r\n OneUpdatesTheOtherAbsolute = 3,\r\n OneUpdatesTheOtherProportional = 4,\r\n BidAndOffer = 5,\r\n BidAndOfferOco = 6\r\n}\r\n\r\nexport enum ListRejectReason {\r\n BrokerCredit = 0,\r\n ExchangeClosed = 2,\r\n TooLateToEnter = 4,\r\n UnknownOrder = 5,\r\n DuplicateOrder = 6,\r\n UnsupportedOrderCharacteristic = 11,\r\n Other = 99\r\n}\r\n\r\nexport enum TradePublishIndicator {\r\n DoNotPublishTrade = 0,\r\n PublishTrade = 1,\r\n DeferredPublication = 2,\r\n Published = 3\r\n}\r\n\r\nexport enum SessionStatus {\r\n SessionActive = 0,\r\n SessionPasswordChanged = 1,\r\n SessionPasswordDueToExpire = 2,\r\n NewSessionPasswordDoesNotComplyWithPolicy = 3,\r\n SessionLogoutComplete = 4,\r\n InvalidUsernameOrPassword = 5,\r\n AccountLocked = 6,\r\n LogonsAreNotAllowedAtThisTime = 7,\r\n PasswordExpired = 8,\r\n ReceivedMsgSeqNumTooLow = 9,\r\n ReceivedNextExpectedMsgSeqNumTooHigh = 10\r\n}\r\n\r\nexport enum ApplReportType {\r\n ApplSeqNumReset = 0,\r\n LastMessageSent = 1,\r\n ApplicationAlive = 2,\r\n ResendComplete = 3\r\n}\r\n\r\nexport enum OrderDelayUnit {\r\n Seconds = 0,\r\n TenthsOfASecond = 1,\r\n HundredthsOfASecond = 2,\r\n Milliseconds = 3,\r\n Microseconds = 4,\r\n Nanoseconds = 5,\r\n Minutes = 10,\r\n Hours = 11,\r\n Days = 12,\r\n Weeks = 13,\r\n Months = 14,\r\n Years = 15\r\n}\r\n\r\nexport enum VenueType {\r\n Electronic = 'E',\r\n Pit = 'P',\r\n ExPit = 'X',\r\n ClearingHouse = 'C',\r\n RegisteredMarket = 'R',\r\n OffMarket = 'O',\r\n CentralLimitOrderBook = 'B',\r\n QuoteDrivenMarket = 'Q',\r\n DarkOrderBook = 'D',\r\n AuctionDrivenMarket = 'A',\r\n QuoteNegotiation = 'N',\r\n VoiceNegotiation = 'V',\r\n HybridMarket = 'H',\r\n OtherMarket = 'z'\r\n}\r\n\r\nexport enum RefOrdIDReason {\r\n GtcFromPreviousDay = 0,\r\n PartialFillRemaining = 1,\r\n OrderChanged = 2\r\n}\r\n\r\nexport enum OrigCustOrderCapacity {\r\n MemberTradingForTheirOwnAccount = 1,\r\n ClearingFirmTradingForItsProprietaryAccount = 2,\r\n MemberTradingForAnotherMember = 3,\r\n AllOther = 4\r\n}\r\n\r\nexport enum ModelType {\r\n UtilityProvidedStandardModel = 0,\r\n ProprietaryModel = 1\r\n}\r\n\r\nexport enum ContractMultiplierUnit {\r\n Shares = 0,\r\n Hours = 1,\r\n Days = 2\r\n}\r\n\r\nexport enum FlowScheduleType {\r\n NercEasternOffPeak = 0,\r\n NercWesternOffPeak = 1,\r\n NercCalendarAllDaysInMonth = 2,\r\n NercEasternPeak = 3,\r\n NercWesternPeak = 4,\r\n AllTimes = 5,\r\n OnPeak = 6,\r\n OffPeak = 7,\r\n Base = 8,\r\n Block = 9,\r\n Other = 99\r\n}\r\n\r\nexport enum RateSource {\r\n Bloomberg = 0,\r\n Reuters = 1,\r\n Telerate = 2,\r\n IsdaRateOption = 3,\r\n Other = 99\r\n}\r\n\r\nexport enum RateSourceType {\r\n Primary = 0,\r\n Secondary = 1\r\n}\r\n\r\nexport enum RestructuringType {\r\n FullRestructuring = 'FR',\r\n ModifiedRestructuring = 'MR',\r\n ModifiedModRestructuring = 'MM',\r\n NoRestructuringSpecified = 'XR'\r\n}\r\n\r\nexport enum Seniority {\r\n SeniorSecured = 'SD',\r\n Senior = 'SR',\r\n Subordinated = 'SB',\r\n Junior = 'JR',\r\n Mezzanine = 'MZ',\r\n SeniorNonPreferred = 'SN'\r\n}\r\n\r\nexport enum SecurityListType {\r\n IndustryClassification = 1,\r\n TradingList = 2,\r\n Market = 3,\r\n NewspaperList = 4\r\n}\r\n\r\nexport enum SecurityListTypeSource {\r\n Icb = 1,\r\n Naics = 2,\r\n Gics = 3\r\n}\r\n\r\nexport enum NewsCategory {\r\n CompanyNews = 0,\r\n MarketplaceNews = 1,\r\n FinancialMarketNews = 2,\r\n TechnicalNews = 3,\r\n OtherNews = 99\r\n}\r\n\r\nexport enum NewsRefType {\r\n Replacement = 0,\r\n OtherLanguage = 1,\r\n Complimentary = 2,\r\n Withdrawal = 3\r\n}\r\n\r\nexport enum StrikePriceDeterminationMethod {\r\n FixedStrike = 1,\r\n StrikeSetAtExpiration = 2,\r\n StrikeSetToAverageAcrossLife = 3,\r\n StrikeSetToOptimalValue = 4\r\n}\r\n\r\nexport enum StrikePriceBoundaryMethod {\r\n LessThan = 1,\r\n LessThanOrEqual = 2,\r\n Equal = 3,\r\n GreaterThanOrEqual = 4,\r\n GreaterThan = 5\r\n}\r\n\r\nexport enum UnderlyingPriceDeterminationMethod {\r\n Regular = 1,\r\n SpecialReference = 2,\r\n OptimalValue = 3,\r\n AverageValue = 4\r\n}\r\n\r\nexport enum OptPayoutType {\r\n Vanilla = 1,\r\n Capped = 2,\r\n Binary = 3,\r\n Asian = 4,\r\n Barrier = 5,\r\n DigitalBarrier = 6,\r\n Lookback = 7,\r\n OtherPathDependent = 8,\r\n Other = 99\r\n}\r\n\r\nexport enum ComplexEventType {\r\n Capped = 1,\r\n Trigger = 2,\r\n KnockInUp = 3,\r\n KnockInDown = 4,\r\n KnockOutUp = 5,\r\n KnockOutDown = 6,\r\n Underlying = 7,\r\n ResetBarrier = 8,\r\n RollingBarrier = 9,\r\n OneTouch = 10,\r\n NoTouch = 11,\r\n DblOneTouch = 12,\r\n DblNoTouch = 13,\r\n FxComposite = 14,\r\n FxQuanto = 15,\r\n FxCrssCcy = 16,\r\n StrkSpread = 17,\r\n ClndrSpread = 18,\r\n PxObsvtn = 19,\r\n PassThrough = 20,\r\n StrkSched = 21,\r\n EquityValuation = 22,\r\n DividendValuation = 23\r\n}\r\n\r\nexport enum ComplexEventPriceBoundaryMethod {\r\n LessThanComplexEventPrice = 1,\r\n LessThanOrEqualToComplexEventPrice = 2,\r\n EqualToComplexEventPrice = 3,\r\n GreaterThanOrEqualToComplexEventPrice = 4,\r\n GreaterThanComplexEventPrice = 5\r\n}\r\n\r\nexport enum ComplexEventPriceTimeType {\r\n Expiration = 1,\r\n Immediate = 2,\r\n SpecifiedDate = 3,\r\n Close = 4,\r\n Open = 5,\r\n OfficialSettlPrice = 6,\r\n DerivativesClose = 7,\r\n AsSpecifiedMasterConfirmation = 8\r\n}\r\n\r\nexport enum ComplexEventCondition {\r\n And = 1,\r\n Or = 2\r\n}\r\n\r\nexport enum StreamAsgnReqType {\r\n StreamAssignmentForNewCustomer = 1,\r\n StreamAssignmentForExistingCustomer = 2\r\n}\r\n\r\nexport enum StreamAsgnRejReason {\r\n UnknownClient = 0,\r\n ExceedsMaximumSize = 1,\r\n UnknownOrInvalidCurrencyPair = 2,\r\n NoAvailableStream = 3,\r\n Other = 99\r\n}\r\n\r\nexport enum StreamAsgnAckType {\r\n AssignmentAccepted = 0,\r\n AssignmentRejected = 1\r\n}\r\n\r\nexport enum RequestResult {\r\n ValidRequest = 0,\r\n InvalidOrUnsupportedRequest = 1,\r\n NoDataFound = 2,\r\n NotAuthorized = 3,\r\n DataTemporarilyUnavailable = 4,\r\n RequestForDataNotSupported = 5,\r\n Other = 99\r\n}\r\n\r\nexport enum PartyRelationship {\r\n IsAlso = 0,\r\n ClearsFor = 1,\r\n ClearsThrough = 2,\r\n TradesFor = 3,\r\n TradesThrough = 4,\r\n Sponsors = 5,\r\n SponsoredThrough = 6,\r\n ProvidesGuaranteeFor = 7,\r\n IsGuaranteedBy = 8,\r\n MemberOf = 9,\r\n HasMembers = 10,\r\n ProvidesMarketplaceFor = 11,\r\n ParticipantOfMarketplace = 12,\r\n CarriesPositionsFor = 13,\r\n PostsTradesTo = 14,\r\n EntersTradesFor = 15,\r\n EntersTradesThrough = 16,\r\n ProvidesQuotesTo = 17,\r\n RequestsQuotesFrom = 18,\r\n InvestsFor = 19,\r\n InvestsThrough = 20,\r\n BrokersTradesFor = 21,\r\n BrokersTradesThrough = 22,\r\n ProvidesTradingServicesFor = 23,\r\n UsesTradingServicesOf = 24,\r\n ApprovesOf = 25,\r\n ApprovedBy = 26,\r\n ParentFirmFor = 27,\r\n SubsidiaryOf = 28,\r\n RegulatoryOwnerOf = 29,\r\n OwnedByRegulatory = 30,\r\n Controls = 31,\r\n IsControlledBy = 32,\r\n LegalOwnerOf = 33,\r\n OwnedByLegal = 34,\r\n BeneficialOwnerOf = 35,\r\n OwnedByBeneficial = 36,\r\n SettlesFor = 37,\r\n SettlesThrough = 38\r\n}\r\n\r\nexport enum TrdAckStatus {\r\n Accepted = 0,\r\n Rejected = 1,\r\n Received = 2\r\n}\r\n\r\nexport enum RiskLimitType {\r\n CreditLimit = 0,\r\n GrossLimit = 1,\r\n NetLimit = 2,\r\n Exposure = 3,\r\n LongLimit = 4,\r\n ShortLimit = 5,\r\n CashMargin = 6,\r\n AdditionalMargin = 7,\r\n TotalMargin = 8,\r\n LimitConsumed = 9,\r\n ClipSize = 10,\r\n MaxNotionalOrderSize = 11,\r\n Dv01Pv01Limit = 12,\r\n Cs01Limit = 13,\r\n VolumeLimitPerTimePeriod = 14,\r\n VolFilledPctOrdVolTmPeriod = 15,\r\n NotlFilledPctNotlTmPeriod = 16,\r\n TransactionExecutionLimitPerTimePeriod = 17\r\n}\r\n\r\nexport enum InstrumentScopeOperator {\r\n Include = 1,\r\n Exclude = 2\r\n}\r\n\r\nexport enum SwapSubClass {\r\n Amortizing = 'AMTZ',\r\n Compounding = 'COMP',\r\n ConstantNotionalSchedule = 'CNST',\r\n AccretingNotionalSchedule = 'ACRT',\r\n CustomNotionalSchedule = 'CUST'\r\n}\r\n\r\nexport enum SecurityClassificationReason {\r\n Fee = 0,\r\n CreditControls = 1,\r\n Margin = 2,\r\n EntitlementOrEligibility = 3,\r\n MarketData = 4,\r\n AccountSelection = 5,\r\n DeliveryProcess = 6,\r\n Sector = 7\r\n}\r\n\r\nexport enum PosAmtReason {\r\n OptionsSettlement = 0,\r\n PendingErosionAdjustment = 1,\r\n FinalErosionAdjustment = 2,\r\n TearUpCouponAmount = 3,\r\n PriceAlignmentInterest = 4,\r\n DeliveryInvoiceCharges = 5,\r\n DeliveryStorageCharges = 6\r\n}\r\n\r\nexport enum SideClearingTradePriceType {\r\n TradeClearingAtExecutionPrice = 0,\r\n TradeClearingAtAlternateClearingPrice = 1\r\n}\r\n\r\nexport enum SecurityRejectReason {\r\n InvalidInstrumentRequested = 1,\r\n InstrumentAlreadyExists = 2,\r\n RequestTypeNotSupported = 3,\r\n SystemUnavailableForInstrumentCreation = 4,\r\n IneligibleInstrumentGroup = 5,\r\n InstrumentIdUnavailable = 6,\r\n InvalidOrMissingDataOnOptionLeg = 7,\r\n InvalidOrMissingDataOnFutureLeg = 8,\r\n InvalidOrMissingDataOnFxLeg = 10,\r\n InvalidLegPriceSpecified = 11,\r\n InvalidInstrumentStructureSpecified = 12\r\n}\r\n\r\nexport enum ThrottleStatus {\r\n ThrottleLimitNotExceededNotQueued = 0,\r\n QueuedDueToThrottleLimitExceeded = 1\r\n}\r\n\r\nexport enum ThrottleAction {\r\n QueueInbound = 0,\r\n QueueOutbound = 1,\r\n Reject = 2,\r\n Disconnect = 3,\r\n Warning = 4\r\n}\r\n\r\nexport enum ThrottleType {\r\n InboundRate = 0,\r\n OutstandingRequests = 1\r\n}\r\n\r\nexport enum StreamAsgnType {\r\n Assignment = 1,\r\n Rejected = 2,\r\n Terminate = 3\r\n}\r\n\r\nexport enum MatchInst {\r\n Match = 1,\r\n DoNotMatch = 2\r\n}\r\n\r\nexport enum TriggerScope {\r\n ThisOrder = 0,\r\n OtherOrder = 1,\r\n AllOtherOrdersForGivenSecurity = 2,\r\n AllOtherOrdersForGivenSecurityAndPrice = 3,\r\n AllOtherOrdersForGivenSecurityAndSide = 4,\r\n AllOtherOrdersForGivenSecurityPriceAndSide = 5\r\n}\r\n\r\nexport enum LimitAmtType {\r\n CreditLimit = 0,\r\n GrossPositionLimit = 1,\r\n NetPositionLimit = 2,\r\n RiskExposureLimit = 3,\r\n LongPositionLimit = 4,\r\n ShortPositionLimit = 5\r\n}\r\n\r\nexport enum MarginReqmtInqQualifier {\r\n Summary = 0,\r\n Detail = 1,\r\n ExcessDeficit = 2,\r\n NetPosition = 3\r\n}\r\n\r\nexport enum MarginReqmtRptType {\r\n Summary = 0,\r\n Detail = 1,\r\n ExcessDeficit = 2\r\n}\r\n\r\nexport enum MarginReqmtInqResult {\r\n Successful = 0,\r\n InvalidOrUnknownInstrument = 1,\r\n InvalidOrUnknownMarginClass = 2,\r\n InvalidParties = 3,\r\n InvalidTransportTypeReq = 4,\r\n InvalidDestinationReq = 5,\r\n NoMarginReqFound = 6,\r\n MarginReqInquiryQualifierNotSupported = 7,\r\n UnauthorizedForMarginReqInquiry = 8,\r\n Other = 99\r\n}\r\n\r\nexport enum MarginAmtType {\r\n AdditionalMargin = 1,\r\n AdjustedMargin = 2,\r\n UnadjustedMargin = 3,\r\n BinaryAddOnAmount = 4,\r\n CashBalanceAmount = 5,\r\n ConcentrationMargin = 6,\r\n CoreMargin = 7,\r\n DeliveryMargin = 8,\r\n DiscretionaryMargin = 9,\r\n FuturesSpreadMargin = 10,\r\n InitialMargin = 11,\r\n LiquidatingMargin = 12,\r\n MarginCallAmount = 13,\r\n MarginDeficitAmount = 14,\r\n MarginExcessAmount = 15,\r\n OptionPremiumAmount = 16,\r\n PremiumMargin = 17,\r\n ReserveMargin = 18,\r\n SecurityCollateralAmount = 19,\r\n StressTestAddOnAmount = 20,\r\n SuperMargin = 21,\r\n TotalMargin = 22,\r\n VariationMargin = 23,\r\n SecondaryVariationMargin = 24,\r\n RolledUpMarginDeficit = 25,\r\n SpreadResponseMargin = 26,\r\n SystemicRiskMargin = 27,\r\n CurveRiskMargin = 28,\r\n IndexSpreadRiskMargin = 29,\r\n SectorRiskMargin = 30,\r\n JumpToDefaultRiskMargin = 31,\r\n BasisRiskMargin = 32,\r\n InterestRateRiskMargin = 33,\r\n JumpToHealthRiskMargin = 34,\r\n OtherRiskMargin = 35\r\n}\r\n\r\nexport enum RelatedInstrumentType {\r\n HedgesForInstrument = 1,\r\n Underlier = 2,\r\n EquityEquivalent = 3,\r\n NearestExchangeTradedContract = 4,\r\n RetailEquivalent = 5,\r\n Leg = 6\r\n}\r\n\r\nexport enum MarketMakerActivity {\r\n NoParticipation = 0,\r\n BuyParticipation = 1,\r\n SellParticipation = 2,\r\n BothBuyAndSellParticipation = 3\r\n}\r\n\r\nexport enum PartyDetailStatus {\r\n Active = 0,\r\n Suspended = 1,\r\n Halted = 2\r\n}\r\n\r\nexport enum PartyDetailRoleQualifier {\r\n Agency = 0,\r\n Principal = 1,\r\n RisklessPrincipal = 2,\r\n GeneralClearingMember = 3,\r\n IndividualClearingMember = 4,\r\n PreferredMarketMaker = 5,\r\n DirectedMarketMaker = 6,\r\n Bank = 7,\r\n Hub = 8,\r\n PrimaryTrdRepository = 9,\r\n OrigTrdRepository = 10,\r\n AddtnlIntlTrdRepository = 11,\r\n AddtnlDomesticTrdRepository = 12,\r\n RelatedExchange = 13,\r\n OptionsExchange = 14,\r\n SpecifiedExchange = 15,\r\n ConstituentExchange = 16,\r\n ExemptFromTradeReporting = 17,\r\n Current = 18,\r\n New = 19,\r\n DesignatedSponsor = 20,\r\n Specialist = 21,\r\n Algorithm = 22,\r\n FirmOrLegalEntity = 23,\r\n NaturalPerson = 24,\r\n RegularTrader = 25,\r\n HeadTrader = 26,\r\n Supervisor = 27,\r\n TriParty = 28,\r\n Lender = 29,\r\n ExchangeOrderSubmitter = 30\r\n}\r\n\r\nexport enum ThrottleInst {\r\n RejectIfThrottleLimitExceeded = 0,\r\n QueueIfThrottleLimitExceeded = 1\r\n}\r\n\r\nexport enum ThrottleCountIndicator {\r\n OutstandingRequestsUnchanged = 0,\r\n OutstandingRequestsDecreased = 1\r\n}\r\n\r\nexport enum ShortSaleRestriction {\r\n NoRestrictions = 0,\r\n SecurityNotShortable = 1,\r\n SecurityNotShortableAtOrBelowBestBid = 2,\r\n SecurityNotShortableWithoutPreBorrow = 3\r\n}\r\n\r\nexport enum ShortSaleExemptionReason {\r\n ExemptionReasonUnknown = 0,\r\n IncomingSse = 1,\r\n AboveNationalBestBid = 2,\r\n DelayedDelivery = 3,\r\n OddLot = 4,\r\n DomesticArbitrage = 5,\r\n InternationalArbitrage = 6,\r\n UnderwriterOrSyndicateDistribution = 7,\r\n RisklessPrincipal = 8,\r\n Vwap = 9\r\n}\r\n\r\nexport enum OrderOrigination {\r\n OrderReceivedFromCustomer = 1,\r\n OrderReceivedFromWithinFirm = 2,\r\n OrderReceivedFromAnotherBrokerDealer = 3,\r\n OrderReceivedFromCustomerOrWithFirm = 4,\r\n OrderReceivedFromDirectAccessCustomer = 5,\r\n OrderReceivedFromForeignDealerEquivalent = 6,\r\n OrderReceivedFromExecutionOnlyService = 7\r\n}\r\n\r\nexport enum AllocationRollupInstruction {\r\n Rollup = 0,\r\n DoNotRollUp = 1\r\n}\r\n\r\nexport enum AllocReversalStatus {\r\n Completed = 0,\r\n Refused = 1,\r\n Cancelled = 2\r\n}\r\n\r\nexport enum ObligationType {\r\n Bond = '0',\r\n ConvertBond = '1',\r\n Mortgage = '2',\r\n Loan = '3'\r\n}\r\n\r\nexport enum TradePriceNegotiationMethod {\r\n PercentPar = 0,\r\n DealSpread = 1,\r\n UpfrontPnts = 2,\r\n UpfrontAmt = 3,\r\n ParUpfrontAmt = 4,\r\n SpreadUpfrontAmt = 5,\r\n UpfrontPntsAmt = 6\r\n}\r\n\r\nexport enum UpfrontPriceType {\r\n Percentage = 1,\r\n FixedAmount = 3\r\n}\r\n\r\nexport enum ApplLevelRecoveryIndicator {\r\n NoApplRecoveryNeeded = 0,\r\n ApplRecoveryNeeded = 1\r\n}\r\n\r\nexport enum RiskLimitRequestType {\r\n Definitions = 1,\r\n Utilization = 2,\r\n DefinitionsAndUtilizations = 3\r\n}\r\n\r\nexport enum RiskLimitRequestResult {\r\n Successful = 0,\r\n InvalidParty = 1,\r\n InvalidRelatedParty = 2,\r\n InvalidRiskLimitType = 3,\r\n InvalidRiskLimitId = 4,\r\n InvalidRiskLimitAmount = 5,\r\n InvalidRiskWarningLevelAction = 6,\r\n InvalidRiskInstrumentScope = 7,\r\n RiskLimitActionsNotSupported = 8,\r\n WarningLevelsNotSupported = 9,\r\n WarningLevelActionsNotSupported = 10,\r\n RiskInstrumentScopeNotSupported = 11,\r\n RiskLimitNotApprovedForParty = 12,\r\n RiskLimitAlreadyDefinedForParty = 13,\r\n InstrumentNotApprovedForParty = 14,\r\n NotAuthorized = 98,\r\n Other = 99\r\n}\r\n\r\nexport enum RiskLimitAction {\r\n QueueInbound = 0,\r\n QueueOutbound = 1,\r\n Reject = 2,\r\n Disconnect = 3,\r\n Warning = 4,\r\n PingCreditCheckWithRevalidation = 5,\r\n PingCreditCheckNoRevalidation = 6,\r\n PushCreditCheckWithRevalidation = 7,\r\n PushCreditCheckNoRevalidation = 8,\r\n Suspend = 9,\r\n HaltTrading = 10\r\n}\r\n\r\nexport enum EntitlementType {\r\n Trade = 0,\r\n MakeMarkets = 1,\r\n HoldPositions = 2,\r\n PerformGiveUps = 3,\r\n SubmitIoIs = 4,\r\n SubscribeMarketData = 5,\r\n ShortWithPreBorrow = 6,\r\n SubmitQuoteRequests = 7,\r\n RespondToQuoteRequests = 8\r\n}\r\n\r\nexport enum EntitlementAttribDatatype {\r\n Int = 1,\r\n Length = 2,\r\n NumInGroup = 3,\r\n SeqNum = 4,\r\n TagNum = 5,\r\n Float = 6,\r\n Qty = 7,\r\n Price = 8,\r\n PriceOffset = 9,\r\n Amt = 10,\r\n Percentage = 11,\r\n Char = 12,\r\n Boolean = 13,\r\n String = 14,\r\n MultipleCharValue = 15,\r\n Currency = 16,\r\n Exchange = 17,\r\n MonthYear = 18,\r\n UtcTimestamp = 19,\r\n UtcTimeOnly = 20,\r\n LocalMktDate = 21,\r\n UtcDateOnly = 22,\r\n Data = 23,\r\n MultipleStringValue = 24,\r\n Country = 25,\r\n Language = 26,\r\n TzTimeOnly = 27,\r\n TzTimestamp = 28,\r\n Tenor = 29,\r\n DayOfMonth = 30,\r\n XmlData = 31,\r\n Pattern = 32,\r\n Reserved100Plus = 33,\r\n Reserved1000Plus = 34,\r\n Reserved4000Plus = 35\r\n}\r\n\r\nexport enum TradSesControl {\r\n Automatic = 0,\r\n Manual = 1\r\n}\r\n\r\nexport enum TradeVolType {\r\n NumberOfUnits = 0,\r\n NumberOfRoundLots = 1\r\n}\r\n\r\nexport enum OrderEventType {\r\n Added = 1,\r\n Modified = 2,\r\n Deleted = 3,\r\n PartiallyFilled = 4,\r\n Filled = 5,\r\n Suspended = 6,\r\n Released = 7,\r\n Restated = 8,\r\n Locked = 9,\r\n Triggered = 10,\r\n Activated = 11\r\n}\r\n\r\nexport enum OrderEventReason {\r\n AddOrderRequest = 1,\r\n ModifyOrderRequest = 2,\r\n DeleteOrderRequest = 3,\r\n OrderEnteredOob = 4,\r\n OrderModifiedOob = 5,\r\n OrderDeletedOob = 6,\r\n OrderActivatedOrTriggered = 7,\r\n OrderExpired = 8,\r\n ReserveOrderRefreshed = 9,\r\n AwayMarketBetter = 10,\r\n CorporateAction = 11,\r\n StartOfDay = 12,\r\n EndOfDay = 13\r\n}\r\n\r\nexport enum AuctionType {\r\n None = 0,\r\n BlockOrderAuction = 1,\r\n DirectedOrderAuction = 2,\r\n ExposureOrderAuction = 3,\r\n FlashOrderAuction = 4,\r\n FacilitationOrderAuction = 5,\r\n SolicitationOrderAuction = 6,\r\n PriceImprovementMechanism = 7,\r\n DirectedOrderPriceImprovementMechanism = 8\r\n}\r\n\r\nexport enum AuctionInstruction {\r\n AutomatedAuctionPermitted = 0,\r\n AutomatedAuctionNotPermitted = 1\r\n}\r\n\r\nexport enum LockType {\r\n NotLocked = 0,\r\n AwayMarketNetter = 1,\r\n ThreeTickLocked = 2,\r\n LockedByMarketMaker = 3,\r\n DirectedOrderLock = 4,\r\n MultilegLock = 5,\r\n MarketOrderLock = 6,\r\n PreAssignmentLock = 7\r\n}\r\n\r\nexport enum ReleaseInstruction {\r\n Iso = 1,\r\n NoAwayMarketBetterCheck = 2\r\n}\r\n\r\nexport enum DisclosureType {\r\n Volume = 1,\r\n Price = 2,\r\n Side = 3,\r\n Aon = 4,\r\n General = 5,\r\n ClearingAccount = 6,\r\n CmtaAccount = 7\r\n}\r\n\r\nexport enum DisclosureInstruction {\r\n No = 0,\r\n Yes = 1,\r\n UseDefaultSetting = 2\r\n}\r\n\r\nexport enum TradingCapacity {\r\n Customer = 1,\r\n CustomerProfessional = 2,\r\n BrokerDealer = 3,\r\n CustomerBrokerDealer = 4,\r\n Principal = 5,\r\n MarketMaker = 6,\r\n AwayMarketMaker = 7,\r\n SystematicInternaliser = 8\r\n}\r\n\r\nexport enum ClearingAccountType {\r\n Customer = 1,\r\n Firm = 2,\r\n MarketMaker = 3\r\n}\r\n\r\nexport enum RelatedPriceSource {\r\n NbBid = 1,\r\n NbOffer = 2\r\n}\r\n\r\nexport enum MinQtyMethod {\r\n Once = 1,\r\n Multiple = 2\r\n}\r\n\r\nexport enum Triggered {\r\n NotTriggered = 0,\r\n Triggered = 1,\r\n StopOrderTriggered = 2,\r\n OcoOrderTriggered = 3,\r\n OtoOrderTriggered = 4,\r\n OuoOrderTriggered = 5\r\n}\r\n\r\nexport enum EventTimeUnit {\r\n Hour = 'H',\r\n Minute = 'Min',\r\n Second = 'S',\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr'\r\n}\r\n\r\nexport enum ClearedIndicator {\r\n NotCleared = 0,\r\n Cleared = 1,\r\n Submitted = 2,\r\n Rejected = 3\r\n}\r\n\r\nexport enum ContractRefPosType {\r\n TwoComponentIntercommoditySpread = 0,\r\n IndexOrBasket = 1,\r\n TwoComponentLocationBasis = 2,\r\n Other = 99\r\n}\r\n\r\nexport enum PositionCapacity {\r\n Principal = 0,\r\n Agent = 1,\r\n Customer = 2,\r\n Counterparty = 3\r\n}\r\n\r\nexport enum TradePriceCondition {\r\n SpecialCumDividend = 0,\r\n SpecialCumRights = 1,\r\n SpecialExDividend = 2,\r\n SpecialExRights = 3,\r\n SpecialCumCoupon = 4,\r\n SpecialCumCapitalRepayments = 5,\r\n SpecialExCoupon = 6,\r\n SpecialExCapitalRepayments = 7,\r\n CashSettlement = 8,\r\n SpecialCumBonus = 9,\r\n SpecialPrice = 10,\r\n SpecialExBonus = 11,\r\n GuaranteedDelivery = 12,\r\n SpecialDividend = 13,\r\n PriceImprovement = 14,\r\n NonPriceFormingTrade = 15,\r\n TradeExemptedFromTradingObligation = 16,\r\n PricePending = 17,\r\n PriceNotApplicable = 18\r\n}\r\n\r\nexport enum TradeAllocStatus {\r\n PendingClear = 0,\r\n Claimed = 1,\r\n Cleared = 2,\r\n Rejected = 3\r\n}\r\n\r\nexport enum TradeQtyType {\r\n ClearedQuantity = 0,\r\n LongSideClaimedQuantity = 1,\r\n ShortSideClaimedQuantity = 2,\r\n LongSideRejectedQuantity = 3,\r\n ShortSideRejectedQuantity = 4,\r\n PendingQuantity = 5,\r\n TransactionQuantity = 6,\r\n RemainingQuantity = 7,\r\n PreviousRemainingQuantity = 8\r\n}\r\n\r\nexport enum TradeAllocGroupInstruction {\r\n Add = 0,\r\n DoNotAdd = 1\r\n}\r\n\r\nexport enum OffsetInstruction {\r\n Offset = 0,\r\n Onset = 1\r\n}\r\n\r\nexport enum SideAvgPxIndicator {\r\n NoAvgPricing = 0,\r\n TradeIsPartAvgPriceGrp = 1,\r\n LastTradeIsPartAvgPriceGrp = 2\r\n}\r\n\r\nexport enum RelatedTradeIDSource {\r\n NonFixSource = 0,\r\n TradeId = 1,\r\n SecondaryTradeId = 2,\r\n TradeReportId = 3,\r\n FirmTradeId = 4,\r\n SecondaryFirmTradeId = 5,\r\n RegulatoryTradeId = 6\r\n}\r\n\r\nexport enum RelatedPositionIDSource {\r\n PosMaintRptId = 1,\r\n TransferId = 2,\r\n PositionEntityId = 3\r\n}\r\n\r\nexport enum QuoteAckStatus {\r\n ReceivedNotYetProcessed = 0,\r\n Accepted = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum ValueCheckType {\r\n PriceCheck = 1,\r\n NotionalValueCheck = 2,\r\n QuantityCheck = 3\r\n}\r\n\r\nexport enum ValueCheckAction {\r\n DoNotCheck = 0,\r\n Check = 1,\r\n BestEffort = 2\r\n}\r\n\r\nexport enum PartyDetailRequestResult {\r\n Successful = 0,\r\n InvalidParty = 1,\r\n InvalidRelatedParty = 2,\r\n InvalidPartyStatus = 3,\r\n NotAuthorized = 98,\r\n Other = 99\r\n}\r\n\r\nexport enum PartyDetailRequestStatus {\r\n Accepted = 0,\r\n AcceptedWithChanges = 1,\r\n Rejected = 2,\r\n AcceptancePending = 3\r\n}\r\n\r\nexport enum PartyDetailDefinitionStatus {\r\n Accepted = 0,\r\n AcceptedWithChanges = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum EntitlementRequestResult {\r\n Successful = 0,\r\n InvalidParty = 1,\r\n InvalidRelatedParty = 2,\r\n InvalidEntitlementType = 3,\r\n InvalidEntitlementId = 4,\r\n InvalidEntitlementAttribute = 5,\r\n InvalidInstrumentScope = 6,\r\n InvalidMarketSegmentScope = 7,\r\n InvalidStartDate = 8,\r\n InvalidEndDate = 9,\r\n InstrumentScopeNotSupported = 10,\r\n MarketSegmentScopeNotSupported = 11,\r\n EntitlementNotApprovedForParty = 12,\r\n EntitlementAlreadyDefinedForParty = 13,\r\n InstrumentNotApprovedForParty = 14,\r\n NotAuthorized = 98,\r\n Other = 99\r\n}\r\n\r\nexport enum EntitlementStatus {\r\n Accepted = 0,\r\n AcceptedWithChanges = 1,\r\n Rejected = 2,\r\n Pending = 3,\r\n Requested = 4,\r\n Deferred = 5\r\n}\r\n\r\nexport enum TradeMatchAckStatus {\r\n ReceivedNotProcessed = 0,\r\n Accepted = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum TradeMatchRejectReason {\r\n Successful = 0,\r\n InvalidPartyInformation = 1,\r\n UnknownInstrument = 2,\r\n Unauthorized = 3,\r\n InvalidTradeType = 4,\r\n Other = 99\r\n}\r\n\r\nexport enum RegulatoryTradeIDEvent {\r\n InitialBlockTrade = 0,\r\n Allocation = 1,\r\n Clearing = 2,\r\n Compression = 3,\r\n Novation = 4,\r\n Termination = 5,\r\n PostTrdVal = 6\r\n}\r\n\r\nexport enum RegulatoryTradeIDSource {\r\n UniqueTransactionIdentifier = '1'\r\n}\r\n\r\nexport enum RegulatoryTradeIDType {\r\n Current = 0,\r\n Previous = 1,\r\n Block = 2,\r\n Related = 3,\r\n ClearedBlockTrade = 4,\r\n TradingVenueTransactionIdentifier = 5\r\n}\r\n\r\nexport enum PriceMovementType {\r\n Amount = 0,\r\n Percentage = 1\r\n}\r\n\r\nexport enum ClearingIntention {\r\n DoNotIntendToClear = 0,\r\n IntendToClear = 1\r\n}\r\n\r\nexport enum ConfirmationMethod {\r\n NonElectronic = 0,\r\n Electronic = 1,\r\n Unconfirmed = 2\r\n}\r\n\r\nexport enum VerificationMethod {\r\n NonElectronic = 0,\r\n Electronic = 1\r\n}\r\n\r\nexport enum ClearingRequirementException {\r\n NoException = 0,\r\n Exception = 1,\r\n EndUserException = 2,\r\n InterAffiliateException = 3,\r\n TreasuryAffiliateException = 4,\r\n CooperativeException = 5\r\n}\r\n\r\nexport enum IRSDirection {\r\n Pay = 'PAY',\r\n Rcv = 'RCV',\r\n Na = 'NA'\r\n}\r\n\r\nexport enum RegulatoryReportType {\r\n Rt = 0,\r\n Pet = 1,\r\n Snapshot = 2,\r\n Confirmation = 3,\r\n Rtpet = 4,\r\n PetConfirmation = 5,\r\n RtpetConfirmation = 6,\r\n PostTrade = 7,\r\n Verification = 8,\r\n PstTrdEvnt = 9,\r\n PstTrdEvntRtReportable = 10,\r\n Lmtf = 11,\r\n Datf = 12,\r\n Volo = 13,\r\n Fwaf = 14,\r\n Idaf = 15,\r\n Volw = 16,\r\n Fulf = 17,\r\n Fula = 18,\r\n Fulv = 19,\r\n Fulj = 20,\r\n Coaf = 21,\r\n Order = 22,\r\n ChildOrder = 23,\r\n OrderRoute = 24,\r\n Trade = 25,\r\n Quote = 26,\r\n Supplement = 27,\r\n NewTransaction = 28,\r\n TransactionCorrection = 29,\r\n TransactionModification = 30,\r\n CollateralUpdate = 31,\r\n MarginUpdate = 32,\r\n TransactionReportedInError = 33,\r\n TerminationEarlyTermination = 34\r\n}\r\n\r\nexport enum TradeCollateralization {\r\n Uncollateralized = 0,\r\n PartiallyCollateralized = 1,\r\n OneWayCollaterallization = 2,\r\n FullyCollateralized = 3,\r\n NetExposure = 4\r\n}\r\n\r\nexport enum TradeContinuation {\r\n Novation = 0,\r\n PartialNovation = 1,\r\n TradeUnwind = 2,\r\n PartialTradeUnwind = 3,\r\n Exercise = 4,\r\n Netting = 5,\r\n FullNetting = 6,\r\n PartialNetting = 7,\r\n Amendment = 8,\r\n Increase = 9,\r\n CreditEvent = 10,\r\n StrategicRestructuring = 11,\r\n SuccessionEventReorganization = 12,\r\n SuccessionEventRenaming = 13,\r\n Porting = 14,\r\n Withdrawl = 15,\r\n Void = 16,\r\n AccountTransfer = 17,\r\n GiveUp = 18,\r\n TakeUp = 19,\r\n AveragePricing = 20,\r\n Reversal = 21,\r\n AllocTrdPosting = 22,\r\n Cascade = 23,\r\n Delivery = 24,\r\n OptionAsgn = 25,\r\n Expiration = 26,\r\n Maturity = 27,\r\n EqualPosAdj = 28,\r\n UnequalPosAdj = 29,\r\n Correction = 30,\r\n EarlyTermination = 31,\r\n Rerate = 32,\r\n Other = 99\r\n}\r\n\r\nexport enum AssetClass {\r\n InterestRate = 1,\r\n Currency = 2,\r\n Credit = 3,\r\n Equity = 4,\r\n Commodity = 5,\r\n Other = 6,\r\n Cash = 7,\r\n Debt = 8,\r\n Fund = 9,\r\n LoanFacility = 10,\r\n Index = 11\r\n}\r\n\r\nexport enum AssetSubClass {\r\n SingleCurrency = 1,\r\n CrossCurrency = 2,\r\n Basket = 3,\r\n SingleName = 4,\r\n CreditIndex = 5,\r\n IndexTranche = 6,\r\n CreditBasket = 7,\r\n Exotic = 8,\r\n Common = 9,\r\n Preferred = 10,\r\n EquityIndex = 11,\r\n EquityBasket = 12,\r\n Metals = 13,\r\n Bullion = 14,\r\n Energy = 15,\r\n CommodityIndex = 16,\r\n Agricultural = 17,\r\n Environmental = 18,\r\n Freight = 19,\r\n Government = 20,\r\n Agency = 21,\r\n Corporate = 22,\r\n Financing = 23,\r\n MoneyMarket = 24,\r\n Mortgage = 25,\r\n Municipal = 26,\r\n MutualFund = 27,\r\n CollectiveInvestmentVehicle = 28,\r\n InvestmentProgram = 29,\r\n SpecializedAccountProgram = 30,\r\n TermLoan = 31,\r\n BridgeLoan = 32,\r\n LetterOfCredit = 33,\r\n DividendIndex = 34,\r\n StockDividend = 35,\r\n ExchangeTradedFund = 36,\r\n VolatilityIndex = 37,\r\n FxCrossRates = 38,\r\n FxEmergingMarkets = 39,\r\n FxMajors = 40,\r\n Fertilizer = 41,\r\n IndustrialProduct = 42,\r\n Inflation = 43,\r\n Paper = 44,\r\n Polypropylene = 45,\r\n OfficialEconomicStatistics = 46,\r\n OtherC10 = 47,\r\n Other = 48\r\n}\r\n\r\nexport enum SwapClass {\r\n BasisSwap = 'BS',\r\n IndexSwap = 'IX',\r\n BroadBasedSecuritySwap = 'BB',\r\n BasketSwap = 'SK'\r\n}\r\n\r\nexport enum CouponType {\r\n Zero = 0,\r\n FixedRate = 1,\r\n FloatingRate = 2,\r\n Structured = 3\r\n}\r\n\r\nexport enum CouponFrequencyUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr',\r\n Hour = 'H',\r\n Minute = 'Min',\r\n Second = 'S',\r\n Term = 'T'\r\n}\r\n\r\nexport enum CouponDayCount {\r\n OneOne = 0,\r\n ThirtyThreeSixtyUs = 1,\r\n ThirtyThreeSixtySia = 2,\r\n ThirtyThreeSixtyM = 3,\r\n ThirtyEThreeSixty = 4,\r\n ThirtyEThreeSixtyIsda = 5,\r\n ActThreeSixty = 6,\r\n ActThreeSixtyFiveFixed = 7,\r\n ActActAfb = 8,\r\n ActActIcma = 9,\r\n ActActIsmaUltimo = 10,\r\n ActActIsda = 11,\r\n BusTwoFiftyTwo = 12,\r\n ThirtyEPlusThreeSixty = 13,\r\n ActThreeSixtyFiveL = 14,\r\n NlThreeSixtyFive = 15,\r\n NlThreeSixty = 16,\r\n Act364 = 17,\r\n ThirtyThreeSixtyFive = 18,\r\n ThirtyActual = 19,\r\n ThirtyThreeSixtyIcma = 20,\r\n ThirtyETwoThreeSixty = 21,\r\n ThirtyEThreeThreeSixty = 22,\r\n Other = 99\r\n}\r\n\r\nexport enum LienSeniority {\r\n Unknown = 0,\r\n FirstLien = 1,\r\n SecondLien = 2,\r\n ThirdLien = 3\r\n}\r\n\r\nexport enum LoanFacility {\r\n BridgeLoan = 0,\r\n LetterOfCredit = 1,\r\n RevolvingLoan = 2,\r\n SwinglineFunding = 3,\r\n TermLoan = 4,\r\n TradeClaim = 5\r\n}\r\n\r\nexport enum ReferenceEntityType {\r\n Asian = 1,\r\n AustralianNewZealand = 2,\r\n EuropeanEmergingMarkets = 3,\r\n Japanese = 4,\r\n NorthAmericanHighYield = 5,\r\n NorthAmericanInsurance = 6,\r\n NorthAmericanInvestmentGrade = 7,\r\n Singaporean = 8,\r\n WesternEuropean = 9,\r\n WesternEuropeanInsurance = 10\r\n}\r\n\r\nexport enum BlockTrdAllocIndicator {\r\n BlockToBeAllocated = 0,\r\n BlockNotToBeAllocated = 1,\r\n AllocatedTrade = 2\r\n}\r\n\r\nexport enum UnderlyingObligationType {\r\n Bond = '0',\r\n ConvertibleBond = '1',\r\n Mortgage = '2',\r\n Loan = '3'\r\n}\r\n\r\nexport enum AttachmentEncodingType {\r\n Base64 = 0,\r\n RawBinary = 1\r\n}\r\n\r\nexport enum NegotiationMethod {\r\n AutoSpot = 0,\r\n NegotiatedSpot = 1,\r\n PhoneSpot = 2\r\n}\r\n\r\nexport enum ComplexOptPayoutTime {\r\n Close = 0,\r\n Open = 1,\r\n OfficialSettl = 2,\r\n ValuationTime = 3,\r\n ExcahgneSettlTime = 4,\r\n DerivativesClose = 5,\r\n AsSpecified = 6\r\n}\r\n\r\nexport enum ComplexEventQuoteBasis {\r\n Currency1PerCurrency2 = 0,\r\n Currency2PerCurrency1 = 1\r\n}\r\n\r\nexport enum ComplexEventCreditEventNotifyingParty {\r\n SellerNotifies = 0,\r\n BuyerNotifies = 1,\r\n SellerOrBuyerNotifies = 2\r\n}\r\n\r\nexport enum StrategyType {\r\n Straddle = 'STD',\r\n Strangle = 'STG',\r\n Butterfly = 'BF',\r\n Condor = 'CNDR',\r\n CallableInversibleSnowball = 'CISN',\r\n Other = 'OTHER'\r\n}\r\n\r\nexport enum SettlDisruptionProvision {\r\n Negotiation = 1,\r\n Cancellation = 2\r\n}\r\n\r\nexport enum AssetGroup {\r\n Financials = 1,\r\n Commodities = 2,\r\n AlternativeInvestments = 3\r\n}\r\n\r\nexport enum RiskLimitReportStatus {\r\n Accepted = 0,\r\n Rejected = 1\r\n}\r\n\r\nexport enum RiskLimitReportRejectReason {\r\n UnkRiskLmtRprtId = 0,\r\n UnkPty = 1,\r\n Other = 99\r\n}\r\n\r\nexport enum RiskLimitCheckTransType {\r\n New = 0,\r\n Cancel = 1,\r\n Replace = 2\r\n}\r\n\r\nexport enum RiskLimitCheckType {\r\n Submit = 0,\r\n LimitConsumed = 1\r\n}\r\n\r\nexport enum RiskLimitCheckRequestType {\r\n AllOrNone = 0,\r\n Partial = 1\r\n}\r\n\r\nexport enum RiskLimitCheckRequestStatus {\r\n Approved = 0,\r\n PartiallyApproved = 1,\r\n Rejected = 2,\r\n ApprovalPending = 3,\r\n Cancelled = 4\r\n}\r\n\r\nexport enum RiskLimitCheckRequestResult {\r\n Successful = 0,\r\n InvalidParty = 1,\r\n ReqExceedsCreditLimit = 2,\r\n ReqExceedsClipSizeLimit = 3,\r\n ReqExceedsMaxNotional = 4,\r\n Other = 99\r\n}\r\n\r\nexport enum PartyActionType {\r\n Suspend = 0,\r\n HaltTrading = 1,\r\n Reinstate = 2\r\n}\r\n\r\nexport enum PartyActionResponse {\r\n Accepted = 0,\r\n Completed = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum PartyActionRejectReason {\r\n InvalidParty = 0,\r\n UnkReqParty = 1,\r\n NotAuthorized = 98,\r\n Other = 99\r\n}\r\n\r\nexport enum RefRiskLimitCheckIDType {\r\n RiskLimitRequestId = 0,\r\n RiskLimitCheckId = 1,\r\n OutOfBandId = 3\r\n}\r\n\r\nexport enum RiskLimitCheckModelType {\r\n None = 0,\r\n PlusOneModel = 1,\r\n PingModel = 2,\r\n PushModel = 3\r\n}\r\n\r\nexport enum RiskLimitCheckStatus {\r\n Accepted = 0,\r\n Rejected = 1,\r\n ClaimRequired = 2,\r\n PreDefinedLimitCheckSucceeded = 3,\r\n PreDefinedLimitCheckFailed = 4,\r\n PreDefinedAutoAcceptRuleInvoked = 5,\r\n PreDefinedAutoRejectRuleInvoked = 6,\r\n AcceptedByClearingFirm = 7,\r\n RejectedByClearingFirm = 8,\r\n Pending = 9,\r\n AcceptedByCreditHub = 10,\r\n RejectedByCreditHub = 11,\r\n PendingCreditHubCheck = 12,\r\n AcceptedByExecVenue = 13,\r\n RejectedByExecVenue = 14\r\n}\r\n\r\nexport enum RegulatoryTransactionType {\r\n None = 0,\r\n SefRequiredTransaction = 1,\r\n SefPermittedTransaction = 2\r\n}\r\n\r\nexport enum PartyRiskLimitStatus {\r\n Disabled = 0,\r\n Enabled = 1\r\n}\r\n\r\nexport enum RemunerationIndicator {\r\n NoRemunerationPaid = 0,\r\n RemunerationPaid = 1\r\n}\r\n\r\nexport enum TaxonomyType {\r\n IsinOrAltInstrmtId = 'I',\r\n InterimTaxonomy = 'E'\r\n}\r\n\r\nexport enum TradeContingency {\r\n DoesNotApply = 0,\r\n ContingentTrade = 1,\r\n NonContingentTrade = 2\r\n}\r\n\r\nexport enum RegulatoryTradeIDScope {\r\n ClearingMember = 1,\r\n Client = 2\r\n}\r\n\r\nexport enum EntitlementSubType {\r\n OrderEntry = 1,\r\n HItLift = 2,\r\n ViewIndicativePx = 3,\r\n ViewExecutablePx = 4,\r\n SingleQuote = 5,\r\n StreamingQuotes = 6,\r\n SingleBroker = 7,\r\n MultiBrokers = 8\r\n}\r\n\r\nexport enum QuoteModelType {\r\n QuoteEntry = 1,\r\n QuoteModification = 2\r\n}\r\n\r\nexport enum ExecMethod {\r\n Unspecified = 0,\r\n Manual = 1,\r\n Automated = 2,\r\n VoiceBrokered = 3\r\n}\r\n\r\nexport enum MassOrderRequestStatus {\r\n Accepted = 1,\r\n AcceptedWithAdditionalEvents = 2,\r\n Rejected = 3\r\n}\r\n\r\nexport enum MassOrderRequestResult {\r\n Successful = 0,\r\n ResponseLevelNotSupported = 1,\r\n InvalidMarket = 2,\r\n InvalidMarketSegment = 3,\r\n Other = 99\r\n}\r\n\r\nexport enum OrderResponseLevel {\r\n NoAck = 0,\r\n MinimumAck = 1,\r\n AckEach = 2,\r\n SummaryAck = 3\r\n}\r\n\r\nexport enum OrderEntryAction {\r\n Add = '1',\r\n Modify = '2',\r\n Delete = '3',\r\n Suspend = '4',\r\n Release = '5'\r\n}\r\n\r\nexport enum ExecTypeReason {\r\n OrdAddedOnRequest = 1,\r\n OrdReplacedOnRequest = 2,\r\n OrdCxldOnRequest = 3,\r\n UnsolicitedOrdCxl = 4,\r\n NonRestingOrdAddedOnRequest = 5,\r\n OrdReplacedWithNonRestingOrdOnRequest = 6,\r\n TriggerOrdReplacedOnRequest = 7,\r\n SuspendedOrdReplacedOnRequest = 8,\r\n SuspendedOrdCxldOnRequest = 9,\r\n OrdCxlPending = 10,\r\n PendingCxlExecuted = 11,\r\n RestingOrdTriggered = 12,\r\n SuspendedOrdActivated = 13,\r\n ActiveOrdSuspended = 14,\r\n OrdExpired = 15\r\n}\r\n\r\nexport enum TransferTransType {\r\n New = 0,\r\n Replace = 1,\r\n Cancel = 2\r\n}\r\n\r\nexport enum TransferType {\r\n RequestTransfer = 0,\r\n AcceptTransfer = 1,\r\n DeclineTransfer = 2\r\n}\r\n\r\nexport enum TransferScope {\r\n InterFirmTransfer = 0,\r\n IntraFirmTransfer = 1,\r\n Cmta = 2\r\n}\r\n\r\nexport enum TransferStatus {\r\n Received = 0,\r\n RejectedByIntermediary = 1,\r\n AcceptPending = 2,\r\n Accepted = 3,\r\n Declined = 4,\r\n Cancelled = 5\r\n}\r\n\r\nexport enum TransferRejectReason {\r\n Success = 0,\r\n InvalidParty = 1,\r\n UnknownInstrument = 2,\r\n UnauthorizedToSubmitXfer = 3,\r\n UnknownPosition = 4,\r\n Other = 99\r\n}\r\n\r\nexport enum TransferReportType {\r\n Submit = 0,\r\n Alleged = 1\r\n}\r\n\r\nexport enum MDStatisticType {\r\n Count = 1,\r\n AverageVolume = 2,\r\n TotalVolume = 3,\r\n Distribution = 4,\r\n Ratio = 5,\r\n Liquidity = 6,\r\n Vwap = 7,\r\n Volatility = 8,\r\n Duration = 9,\r\n Tick = 10,\r\n AverageValue = 11,\r\n TotalValue = 12,\r\n High = 13,\r\n Low = 14,\r\n Midpoint = 15,\r\n First = 16,\r\n Last = 17,\r\n Final = 18,\r\n ExchangeBest = 19,\r\n ExchangeBestWithVolume = 20,\r\n ConsolidatedBest = 21,\r\n ConsolidatedBestWithVolume = 22,\r\n Twap = 23,\r\n AverageDuration = 24,\r\n AveragePrice = 25,\r\n TotalFees = 26,\r\n TotalBenefits = 27,\r\n MedianValue = 28,\r\n AverageLiquidity = 29,\r\n MedianDuration = 30\r\n}\r\n\r\nexport enum MDStatisticScope {\r\n BidPrices = 1,\r\n OfferPrices = 2,\r\n BidDepth = 3,\r\n OfferDepth = 4,\r\n Orders = 5,\r\n Quotes = 6,\r\n OrdersAndQuotes = 7,\r\n Trades = 8,\r\n TradePrices = 9,\r\n AuctionPrices = 10,\r\n OpeningPrices = 11,\r\n ClosingPrices = 12,\r\n SettlementPrices = 13,\r\n UnderlyingPrices = 14,\r\n OpenInterest = 15,\r\n IndexValues = 16,\r\n MarginRates = 17,\r\n Outages = 18,\r\n ScheduledAuctions = 19,\r\n ReferencePrices = 20,\r\n TradeValue = 21,\r\n MarketDataFeeItems = 22,\r\n Rebates = 23,\r\n Discounts = 24,\r\n Payments = 25,\r\n Taxes = 26,\r\n Levies = 27,\r\n Benefits = 28,\r\n Fees = 29,\r\n OrdersRfQs = 30,\r\n MarketMakers = 31,\r\n TradingInterruptions = 32,\r\n TradingSuspensions = 33,\r\n NoQuotes = 34,\r\n RequestForQuotes = 35,\r\n TradeVolume = 36\r\n}\r\n\r\nexport enum MDStatisticSubScope {\r\n Visible = 1,\r\n Hidden = 2,\r\n Indicative = 3,\r\n Tradeable = 4,\r\n Passive = 5,\r\n MarketConsensus = 6,\r\n Power = 7,\r\n HardwareError = 8,\r\n SoftwareError = 9,\r\n NetworkError = 10,\r\n Failed = 11,\r\n Executed = 12,\r\n Entered = 13,\r\n Modified = 14,\r\n Cancelled = 15,\r\n MarketDataAccess = 16,\r\n TerminalAccess = 17,\r\n Volume = 18,\r\n Cleared = 19,\r\n Settled = 20,\r\n Other = 21,\r\n Monetary = 22,\r\n NonMonetary = 23,\r\n Gross = 24,\r\n LargeInScale = 25,\r\n NeitherHiddenNorLargeInScale = 26,\r\n CorporateAction = 27,\r\n VenueDecision = 28,\r\n MinimumTimePeriod = 29,\r\n Open = 30,\r\n NotExecuted = 31,\r\n Aggressive = 32,\r\n Directed = 33\r\n}\r\n\r\nexport enum MDStatisticScopeType {\r\n EntryRate = 1,\r\n ModificationRate = 2,\r\n CancelRate = 3,\r\n DownwardMove = 4,\r\n UpwardMove = 5\r\n}\r\n\r\nexport enum MDStatisticIntervalType {\r\n SlidingWindow = 1,\r\n SlidingWindowPeak = 2,\r\n FixedDateRange = 3,\r\n FixedTimeRange = 4,\r\n CurrentTimeUnit = 5,\r\n PreviousTimeUnit = 6,\r\n MaximumRange = 7,\r\n MaximumRangeUpToPreviousTimeUnit = 8\r\n}\r\n\r\nexport enum MDStatisticRatioType {\r\n BuyersToSellers = 1,\r\n UpticksToDownticks = 2,\r\n MarketMakerToNonMarketMaker = 3,\r\n AutomatedToNonAutomated = 4,\r\n OrdersToTrades = 5,\r\n QuotesToTrades = 6,\r\n OrdersAndQuotesToTrades = 7,\r\n FailedToTotalTradedValue = 8,\r\n BenefitsToTotalTradedValue = 9,\r\n FeesToTotalTradedValue = 10,\r\n TradeVolumeToTotalTradedVolume = 11,\r\n OrdersToTotalNumberOrders = 12\r\n}\r\n\r\nexport enum MDStatisticRequestResult {\r\n Successful = 0,\r\n InvalidOrUnknownMarket = 1,\r\n InvalidOrUnknownMarketSegment = 2,\r\n InvalidOrUnknownSecurityList = 3,\r\n InvalidOrUnknownInstruments = 4,\r\n InvalidParties = 5,\r\n TradeDateOutOfSupportedRange = 6,\r\n UnsupportedStatisticType = 7,\r\n UnsupportedScopeOrSubScope = 8,\r\n UnsupportedScopeType = 9,\r\n MarketDepthNotSupported = 10,\r\n FrequencyNotSupported = 11,\r\n UnsupportedStatisticInterval = 12,\r\n UnsupportedStatisticDateRange = 13,\r\n UnsupportedStatisticTimeRange = 14,\r\n UnsupportedRatioType = 15,\r\n InvalidOrUnknownTradeInputSource = 16,\r\n InvalidOrUnknownTradingSession = 17,\r\n UnauthorizedForStatisticRequest = 18,\r\n Other = 99\r\n}\r\n\r\nexport enum MDStatisticStatus {\r\n Active = 1,\r\n Inactive = 2\r\n}\r\n\r\nexport enum MDStatisticValueType {\r\n Absolute = 1,\r\n Percentage = 2\r\n}\r\n\r\nexport enum CollRptRejectReason {\r\n UnknownTrade = 0,\r\n UnknownInstrument = 1,\r\n UnknownCounterparty = 2,\r\n UnknownPosition = 3,\r\n UnacceptableCollateral = 4,\r\n Other = 99\r\n}\r\n\r\nexport enum CollRptStatus {\r\n Accepted = 0,\r\n Received = 1,\r\n Rejected = 2\r\n}\r\n\r\nexport enum CrossedIndicator {\r\n NoCross = 0,\r\n CrossRejected = 1,\r\n CrossAccepted = 2\r\n}\r\n\r\nexport enum TradeReportingIndicator {\r\n NotReported = 0,\r\n OnBook = 1,\r\n SiSeller = 2,\r\n SiBuyer = 3,\r\n NonSiSeller = 4,\r\n SubDelegationByFirm = 5,\r\n Reportable = 6,\r\n NonSiBuyer = 7,\r\n OffBook = 8,\r\n NotReportable = 9\r\n}\r\n\r\nexport enum RelativeValueType {\r\n AswSpread = 1,\r\n Ois = 2,\r\n ZSpread = 3,\r\n DiscountMargin = 4,\r\n ISpread = 5,\r\n Oas = 6,\r\n GSpread = 7,\r\n CdsBasis = 8,\r\n CdsInterpolatedBasis = 9,\r\n Dv01 = 10,\r\n Pv01 = 11,\r\n Cs01 = 12\r\n}\r\n\r\nexport enum RelativeValueSide {\r\n Bid = 1,\r\n Mid = 2,\r\n Offer = 3\r\n}\r\n\r\nexport enum MDReportEvent {\r\n StartInstrumentRefData = 1,\r\n EndInstrumentRefData = 2,\r\n StartOffMarketTrades = 3,\r\n EndOffMarketTrades = 4,\r\n StartOrderBookTrades = 5,\r\n EndOrderBookTrades = 6,\r\n StartOpenInterest = 7,\r\n EndOpenInterest = 8,\r\n StartSettlementPrices = 9,\r\n EndSettlementPrices = 10,\r\n StartStatsRefData = 11,\r\n EndStatsRefData = 12,\r\n StartStatistics = 13,\r\n EndStatistics = 14\r\n}\r\n\r\nexport enum MarketSegmentStatus {\r\n Active = 1,\r\n Inactive = 2,\r\n Published = 3\r\n}\r\n\r\nexport enum MarketSegmentType {\r\n Pool = 1,\r\n Retail = 2,\r\n Wholesale = 3\r\n}\r\n\r\nexport enum MarketSegmentSubType {\r\n InterProductSpread = 1\r\n}\r\n\r\nexport enum MarketSegmentRelationship {\r\n MarketSegmentPoolMember = 1,\r\n RetailSegment = 2,\r\n WholesaleSegment = 3\r\n}\r\n\r\nexport enum QuoteSideIndicator {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum CustomerPriority {\r\n NoPriority = 0,\r\n UnconditionalPriority = 1\r\n}\r\n\r\nexport enum SettlSubMethod {\r\n Shares = 1,\r\n Derivatives = 2,\r\n PaymentVsPayment = 3,\r\n Notional = 4,\r\n Cascade = 5,\r\n Repurchase = 6,\r\n Other = 99\r\n}\r\n\r\nexport enum CalculationMethod {\r\n Automatic = 0,\r\n Manual = 1\r\n}\r\n\r\nexport enum OrderAttributeType {\r\n AggregatedOrder = 0,\r\n PendingAllocation = 1,\r\n LiquidityProvisionActivityOrder = 2,\r\n RiskReductionOrder = 3,\r\n AlgorithmicOrder = 4,\r\n SystematicInternaliserOrder = 5,\r\n AllExecutionsSubmittedToApa = 6,\r\n OrderExecutionInstructedByClient = 7,\r\n LargeInScale = 8,\r\n Hidden = 9,\r\n SubjectToEusto = 10,\r\n SubjectToUksto = 11,\r\n RepresentativeOrder = 12,\r\n LinkageType = 13,\r\n ExemptFromSto = 14\r\n}\r\n\r\nexport enum ComplexEventPVFinalPriceElectionFallback {\r\n Close = 0,\r\n HedgeElection = 1\r\n}\r\n\r\nexport enum StrikeIndexQuote {\r\n Bid = 0,\r\n Mid = 1,\r\n Offer = 2\r\n}\r\n\r\nexport enum ExtraordinaryEventAdjustmentMethod {\r\n CalculationAgent = 0,\r\n OptionsExchange = 1\r\n}\r\n\r\nexport enum UnderlyingNotionalAdjustments {\r\n Execution = 0,\r\n PortfolioRebalancing = 1,\r\n Standard = 2\r\n}\r\n\r\nexport enum CollateralAmountType {\r\n MarketValuation = 0,\r\n PortfolioValue = 1,\r\n ValueConfirmed = 2,\r\n CollateralCreditValue = 3,\r\n AdditionalCollateralValue = 4,\r\n EstimatedMarketValuation = 5\r\n}\r\n\r\nexport enum CommissionAmountType {\r\n Unspecified = 0,\r\n Acceptance = 1,\r\n Broker = 2,\r\n ClearingBroker = 3,\r\n Retail = 4,\r\n SalesCommission = 5,\r\n LocalCommission = 6,\r\n ResearchPayment = 7\r\n}\r\n\r\nexport enum AlgorithmicTradeIndicator {\r\n NonAlgorithmicTrade = 0,\r\n AlgorithmicTrade = 1\r\n}\r\n\r\nexport enum TrdRegPublicationType {\r\n PreTradeTransparencyWaiver = 0,\r\n PostTradeDeferral = 1,\r\n ExemptFromPublication = 2,\r\n OrderLevelPublicationToSubscribers = 3,\r\n PriceLevelPublicationToSubscribers = 4,\r\n OrderLevelPublicationToThePublic = 5,\r\n PublicationInternalToExecutionVenue = 6\r\n}\r\n\r\nexport enum TrdRegPublicationReason {\r\n NoBookOrderDueToAverageSpreadPrice = 0,\r\n NoBookOrderDueToRefPrice = 1,\r\n NoBookOrderDueToOtherConditions = 2,\r\n NoPublicPriceDueToRefPrice = 3,\r\n NoPublicPriceDueToIlliquid = 4,\r\n NoPublicPriceDueToOrderSize = 5,\r\n DeferralDueToLargeInScale = 6,\r\n DeferralDueToIlliquid = 7,\r\n DeferralDueToSizeSpecific = 8,\r\n NoPublicPriceDueToLargeInScale = 9,\r\n NoPublicPriceSizeDueToOrderHidden = 10,\r\n ExemptedDueToSecuritiesFinancingTransaction = 11,\r\n ExemptedDueToEscbPolicyTransaction = 12,\r\n ExceptionDueToReportByPaper = 13,\r\n ExceptionDueToTradeExecutedWithNonReportingParty = 14,\r\n ExceptionDueToIntraFirmOrder = 15,\r\n ReportedOutsideReportingHours = 16\r\n}\r\n\r\nexport enum MassActionReason {\r\n None = 0,\r\n TradingRiskControl = 1,\r\n ClearingRiskControl = 2,\r\n MarketMakerProtection = 3,\r\n StopTrading = 4,\r\n EmergencyAction = 5,\r\n SessionLossLogout = 6,\r\n DuplicateLogin = 7,\r\n ProductNotTraded = 8,\r\n InstrumentNotTraded = 9,\r\n CompleInstrumentDeleted = 10,\r\n CircuitBreakerActivated = 11,\r\n Other = 99\r\n}\r\n\r\nexport enum NotAffectedReason {\r\n OrderSuspended = 0,\r\n InstrumentSuspended = 1\r\n}\r\n\r\nexport enum OrderOwnershipIndicator {\r\n NoChange = 0,\r\n ExecutingPartyChange = 1,\r\n EnteringPartyChange = 2,\r\n SpecifiedPartyChange = 3\r\n}\r\n\r\nexport enum InTheMoneyCondition {\r\n StandardItm = 0,\r\n Atmitm = 1,\r\n AtmCallItm = 2,\r\n AtmPutItm = 3\r\n}\r\n\r\nexport enum ExDestinationType {\r\n NoRestriction = 0,\r\n TradedOnlyOnTradingVenue = 1,\r\n TradedOnlyOnSi = 2,\r\n TradedOnTradingVenueOrSi = 3\r\n}\r\n\r\nexport enum MarketCondition {\r\n Normal = 0,\r\n Stressed = 1,\r\n Exceptional = 2\r\n}\r\n\r\nexport enum QuoteAttributeType {\r\n QuoteAboveStandardMarketSize = 0,\r\n QuoteAboveSpecificInstrumentSize = 1,\r\n QuoteApplicableForLiquidtyProvisionActivity = 2,\r\n QuoteIssuerStatus = 3,\r\n BidOrAskRequest = 4\r\n}\r\n\r\nexport enum PriceQualifier {\r\n AccruedInterestIsFactored = 0,\r\n TaxIsFactored = 1,\r\n BondAmortizationIsFactored = 2\r\n}\r\n\r\nexport enum MDValueTier {\r\n Range1 = 1,\r\n Range2 = 2,\r\n Range3 = 3\r\n}\r\n\r\nexport enum MiscFeeQualifier {\r\n Contributes = 0,\r\n DoesNotContribute = 1\r\n}\r\n\r\nexport enum CommissionAmountSubType {\r\n ResearchPaymentAccount = 0,\r\n CommissionSharingAgreement = 1,\r\n OtherTypeResearchPayment = 2\r\n}\r\n\r\nexport enum CommodityFinalPriceType {\r\n ArgusMcCloskey = 0,\r\n Baltic = 1,\r\n Exchange = 2,\r\n GlobalCoal = 3,\r\n IhsMcCloskey = 4,\r\n Platts = 5,\r\n Other = 99\r\n}\r\n\r\nexport enum ReferenceDataDateType {\r\n AdmitToTradeRequestDate = 0,\r\n AdmitToTradeApprovalDate = 1,\r\n AdmitToTradeOrFirstTradeDate = 2,\r\n TerminationDate = 3\r\n}\r\n\r\nexport enum ReturnTrigger {\r\n Dividend = 1,\r\n Variance = 2,\r\n Volatility = 3,\r\n TotalReturn = 4,\r\n ContractForDifference = 5,\r\n CreditDefault = 6,\r\n SpreadBet = 7,\r\n Price = 8,\r\n ForwardPriceUnderlyingInstrument = 9,\r\n Other = 99\r\n}\r\n\r\nexport enum AveragePriceType {\r\n TimeWeightedAveragePrice = 0,\r\n VolumeWeightedAveragePrice = 1,\r\n PercentOfVolumeAveragePrice = 2,\r\n LimitOrderAveragePrice = 3\r\n}\r\n\r\nexport enum AllocGroupStatus {\r\n Added = 0,\r\n Canceled = 1,\r\n Replaced = 2,\r\n Changed = 3,\r\n Pending = 4\r\n}\r\n\r\nexport enum AllocRequestStatus {\r\n Accepted = 0,\r\n Rejected = 1\r\n}\r\n\r\nexport enum MatchExceptionType {\r\n NoMatchingConfirmation = 0,\r\n NoMatchingAllocation = 1,\r\n AllocationDataElementMissing = 2,\r\n ConfirmationDataElementMissing = 3,\r\n DataDifferenceNotWithinTolerance = 4,\r\n MatchWithinTolerance = 5,\r\n Other = 99\r\n}\r\n\r\nexport enum MatchExceptionElementType {\r\n AccruedInterest = 1,\r\n DealPrice = 2,\r\n TradeDate = 3,\r\n SettlementDate = 4,\r\n SideIndicator = 5,\r\n TradedCurrency = 6,\r\n AccountId = 7,\r\n ExecutingBrokerId = 8,\r\n SettlementCurrencyAndAmount = 9,\r\n InvestmentManagerId = 10,\r\n NetAmount = 11,\r\n PlaceOfSettlement = 12,\r\n Commissions = 13,\r\n SecurityIdentifier = 14,\r\n QualityAllocated = 15,\r\n Principal = 16,\r\n Fees = 17,\r\n Tax = 18\r\n}\r\n\r\nexport enum MatchExceptionToleranceValueType {\r\n FixedAmount = 1,\r\n Percentage = 2\r\n}\r\n\r\nexport enum MatchingDataPointIndicator {\r\n Mandatory = 1,\r\n Optional = 2\r\n}\r\n\r\nexport enum TradeAggregationTransType {\r\n New = 0,\r\n Cancel = 1,\r\n Replace = 2\r\n}\r\n\r\nexport enum TradeAggregationRequestStatus {\r\n Accepted = 0,\r\n Rejected = 1\r\n}\r\n\r\nexport enum TradeAggregationRejectReason {\r\n UnknownOrders = 0,\r\n UnknownExecutionFills = 1,\r\n Other = 99\r\n}\r\n\r\nexport enum OffshoreIndicator {\r\n Regular = 0,\r\n Offshore = 1,\r\n Onshore = 2\r\n}\r\n\r\nexport enum PayReportTransType {\r\n New = 0,\r\n Replace = 1,\r\n Status = 2\r\n}\r\n\r\nexport enum PayReportStatus {\r\n Received = 0,\r\n Accepted = 1,\r\n Rejected = 2,\r\n Disputed = 3\r\n}\r\n\r\nexport enum PayRequestTransType {\r\n New = 0,\r\n Cancel = 1\r\n}\r\n\r\nexport enum PayRequestStatus {\r\n Received = 0,\r\n Accepted = 1,\r\n Rejected = 2,\r\n Disputed = 3\r\n}\r\n\r\nexport enum PostTradePaymentDebitOrCredit {\r\n DebitPay = 0,\r\n CreditReceive = 1\r\n}\r\n\r\nexport enum PostTradePaymentStatus {\r\n New = 0,\r\n Initiated = 1,\r\n Pending = 2,\r\n Confirmed = 3,\r\n Rejected = 4\r\n}\r\n\r\nexport enum DuplicateClOrdIDIndicator {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum EventInitiatorType {\r\n CustomerOrClient = 'C',\r\n ExchangeOrExecutionVenue = 'E',\r\n FirmOrBroker = 'F'\r\n}\r\n\r\nexport enum NBBOEntryType {\r\n Bid = 0,\r\n Offer = 1,\r\n MidPrice = 2\r\n}\r\n\r\nexport enum NBBOSource {\r\n NotApplicable = 0,\r\n Direct = 1,\r\n Sip = 2,\r\n Hybrid = 3\r\n}\r\n\r\nexport enum SingleQuoteIndicator {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum TrdRegTimestampManualIndicator {\r\n No = 'N',\r\n Yes = 'Y'\r\n}\r\n\r\nexport enum CollateralReinvestmentType {\r\n MoneyMarketFund = 0,\r\n OtherComingledPool = 1,\r\n RepoMarket = 2,\r\n DirectPurchaseOfSecurities = 3,\r\n OtherInvestments = 4\r\n}\r\n\r\nexport enum FundingSource {\r\n Repo = 0,\r\n Cash = 1,\r\n FreeCedits = 2,\r\n CustomerShortSales = 3,\r\n BrokerShortSales = 4,\r\n UnsecuredBorrowing = 5,\r\n Other = 99\r\n}\r\n\r\nexport enum MarginDirection {\r\n Posted = 0,\r\n Received = 1\r\n}\r\n\r\nexport enum TransactionAttributeType {\r\n ExclusiveArrangement = 0,\r\n CollateralReuse = 1,\r\n CollateralArrangmentType = 2\r\n}\r\n\r\nexport enum RoutingArrangmentIndicator {\r\n NoRoutingArrangmentInPlace = 0,\r\n RoutingArrangementInPlace = 1\r\n}\r\n\r\nexport enum RelatedOrderIDSource {\r\n NonFixSource = 0,\r\n SystemOrderIdentifier = 1,\r\n ClientOrderIdentifier = 2,\r\n SecondaryOrderIdentifier = 3,\r\n SecondaryClientOrderIdentifier = 4\r\n}\r\n\r\nexport enum OrderRelationship {\r\n NotSpecified = 0,\r\n OrderAggregation = 1,\r\n OrderSplit = 2\r\n}\r\n\r\nexport enum CurrencyCodeSource {\r\n Cusip = '1',\r\n Sedol = '2',\r\n IsinNumber = '4',\r\n IsoCurrencyCode = '6',\r\n FinancialInstrumentGlobalIdentifier = 'S',\r\n DigitalTokenIdentifier = 'Y'\r\n}\r\n\r\nexport enum MultiJurisdictionReportingIndicator {\r\n NotMultiJrsdctnEligible = 0,\r\n MultiJrsdctnEligible = 1\r\n}\r\n\r\nexport enum SelfMatchPreventionInstruction {\r\n CancelAggressive = 1,\r\n CancelPassive = 2,\r\n CancelAggressivePassive = 3\r\n}\r\n\r\nexport enum CashSettlQuoteMethod {\r\n Bid = 0,\r\n Mid = 1,\r\n Offer = 2\r\n}\r\n\r\nexport enum CashSettlValuationMethod {\r\n Market = 0,\r\n Highest = 1,\r\n AverageMarket = 2,\r\n AverageHighest = 3,\r\n BlendedMarket = 4,\r\n BlendedHighest = 5,\r\n AverageBlendedMarket = 6,\r\n AverageBlendedHighest = 7\r\n}\r\n\r\nexport enum StreamType {\r\n PaymentCashSettlement = 0,\r\n PhysicalDelivery = 1\r\n}\r\n\r\nexport enum ProvisionType {\r\n MandatoryEarlyTermination = 0,\r\n OptionalEarlyTermination = 1,\r\n Cancelable = 2,\r\n Extendable = 3,\r\n MutualEarlyTermination = 4,\r\n Evergreen = 5,\r\n Callable = 6,\r\n Puttable = 7\r\n}\r\n\r\nexport enum ProvisionDateTenorUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr'\r\n}\r\n\r\nexport enum ProvisionCalculationAgent {\r\n ExercisingParty = 0,\r\n NonExercisingParty = 1,\r\n MasterAgreeent = 2,\r\n Supplement = 3\r\n}\r\n\r\nexport enum ProvisionOptionSinglePartyBuyerSide {\r\n Buy = 1,\r\n Sell = 2\r\n}\r\n\r\nexport enum ProvisionCashSettlMethod {\r\n CashPrice = 0,\r\n CashPriceAlternate = 1,\r\n ParYieldCurveAdjusted = 2,\r\n ZeroCouponYieldCurveAdjusted = 3,\r\n ParYieldCurveUnadjusted = 4,\r\n CrossCurrency = 5,\r\n CollateralizedPrice = 6\r\n}\r\n\r\nexport enum ProvisionCashSettlQuoteType {\r\n Bid = 0,\r\n Mid = 1,\r\n Offer = 2,\r\n ExercisingPartyPays = 3\r\n}\r\n\r\nexport enum ProvisionOptionExerciseEarliestDateOffsetUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr'\r\n}\r\n\r\nexport enum ProvisionOptionExerciseFixedDateType {\r\n Unadjusted = 0,\r\n Adjusted = 1\r\n}\r\n\r\nexport enum ProvisionCashSettlPaymentDateType {\r\n Unadjusted = 0,\r\n Adjusted = 1\r\n}\r\n\r\nexport enum ProtectionTermEventUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr'\r\n}\r\n\r\nexport enum ProtectionTermEventDayType {\r\n Business = 0,\r\n Calendar = 1,\r\n CommodityBusiness = 2,\r\n CurrencyBusiness = 3,\r\n ExchangeBusiness = 4,\r\n ScheduledTradingDay = 5\r\n}\r\n\r\nexport enum ProtectionTermEventQualifier {\r\n RestructuringMultipleHoldingObligations = 'H',\r\n RestructuringMultipleCreditEventNotices = 'E',\r\n FloatingRateInterestShortfall = 'C'\r\n}\r\n\r\nexport enum PaymentType {\r\n Brokerage = 0,\r\n UpfrontFee = 1,\r\n IndependentAmountCollateral = 2,\r\n PrincipalExchange = 3,\r\n NovationTermination = 4,\r\n EarlyTerminationProvision = 5,\r\n CancelableProvision = 6,\r\n ExtendibleProvision = 7,\r\n CapRateProvision = 8,\r\n FloorRateProvision = 9,\r\n OptionPremium = 10,\r\n SettlementPayment = 11,\r\n CashSettl = 12,\r\n SecurityLending = 13,\r\n Rebate = 14,\r\n Other = 99\r\n}\r\n\r\nexport enum PaymentPaySide {\r\n Buy = 1,\r\n Sell = 2\r\n}\r\n\r\nexport enum PaymentSettlStyle {\r\n Standard = 0,\r\n Net = 1,\r\n StandardfNet = 2\r\n}\r\n\r\nexport enum PaymentStreamType {\r\n Periodic = 0,\r\n Initial = 1,\r\n Single = 2,\r\n Dividend = 3,\r\n Interest = 4,\r\n DividendReturn = 5,\r\n PriceReturn = 6,\r\n TotalReturn = 7,\r\n Variance = 8,\r\n Correlation = 9\r\n}\r\n\r\nexport enum PaymentStreamDiscountType {\r\n Standard = 0,\r\n Fra = 1\r\n}\r\n\r\nexport enum PaymentStreamCompoundingMethod {\r\n None = 0,\r\n Flat = 1,\r\n Straight = 2,\r\n SpreadExclusive = 3\r\n}\r\n\r\nexport enum PaymentStreamPaymentFrequencyUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr',\r\n Term = 'T'\r\n}\r\n\r\nexport enum PaymentStreamPaymentDateOffsetUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr'\r\n}\r\n\r\nexport enum PaymentStreamResetWeeklyRollConvention {\r\n Monday = 'MON',\r\n Tuesday = 'TUE',\r\n Wednesday = 'WED',\r\n Thursday = 'THU',\r\n Friday = 'FRI',\r\n Saturday = 'SAT',\r\n Sunday = 'SUN'\r\n}\r\n\r\nexport enum PaymentStreamRateIndexSource {\r\n Bloomberg = 0,\r\n Reuters = 1,\r\n Telerate = 2,\r\n Other = 99\r\n}\r\n\r\nexport enum PaymentStreamRateIndexCurveUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr'\r\n}\r\n\r\nexport enum PaymentStreamRateSpreadPositionType {\r\n Short = 0,\r\n Long = 1\r\n}\r\n\r\nexport enum PaymentStreamRateTreatment {\r\n BondEquivalentYield = 0,\r\n MoneyMarketYield = 1\r\n}\r\n\r\nexport enum PaymentStreamCapRateBuySide {\r\n Buyer = 1,\r\n Seller = 2\r\n}\r\n\r\nexport enum PaymentStreamFloorRateBuySide {\r\n Buyer = 1,\r\n Seller = 2\r\n}\r\n\r\nexport enum PaymentStreamAveragingMethod {\r\n Unweighted = 0,\r\n Weighted = 1\r\n}\r\n\r\nexport enum PaymentStreamNegativeRateTreatment {\r\n ZeroInterestRateMethod = 0,\r\n NegativeInterestRateMethod = 1\r\n}\r\n\r\nexport enum PaymentStreamInflationLagUnit {\r\n Day = 'D',\r\n Week = 'Wk',\r\n Month = 'Mo',\r\n Year = 'Yr'\r\n}\r\n\r\nexport enum PaymentStreamInflationLagDayType {\r\n Business = 0,\r\n Calendar = 1,\r\n CommodityBusiness = 2,\r\n CurrencyBusiness = 3,\r\n ExchangeBusiness = 4,\r\n ScheduledTradingDay = 5\r\n}\r\n\r\nexport enum PaymentStreamInflationInterpolationMethod {\r\n None = 0,\r\n LinearZeroYield = 1\r\n}\r\n\r\nexport enum PaymentStreamFRADiscounting {\r\n None = 0,\r\n Isda = 1,\r\n Afma = 2\r\n}\r\n\r\nexport enum NonDeliverableFixingDateType {\r\n Unadjusted = 0,\r\n Adjusted = 1\r\n}\r\n\r\nexport enum PaymentScheduleType {\r\n Notional = 0,\r\n CashFlow = 1,\r\n FxLinkedNotional = 2,\r\n FixedRate = 3,\r\n FutureValueNotional = 4,\r\n KnownAmount = 5,\r\n FloatingRateMultiplier = 6,\r\n Spread = 7,\r\n CapRate = 8,\r\n FloorRate = 9,\r\n NonDeliverableSettlPaymentDates = 10,\r\n NonDeliverableSettlCalculationDates = 11,\r\n NonDeliverableFxFixingDates = 12,\r\n SettlPeriodNotnl = 13,\r\n SettlPeriodPx = 14,\r\n CalcPeriod = 15,\r\n DividendAccrualRateMultiplier = 16,\r\n DividendAccrualRateSpread = 17,\r\n DividendAccrualCapRate = 18,\r\n DividendAccrualFloorRate = 19,\r\n CompoundingRateMultiplier = 20,\r\n CompoundingRateSpread = 21,\r\n CompoundingCapRate = 22,\r\n CompoundingFloorRate = 23\r\n}\r\n\r\nexport enum PaymentScheduleStepRelativeTo {\r\n Initial = 0,\r\n Previous = 1\r\n}\r\n\r\nexport enum PaymentStubType {\r\n Initial = 0,\r\n Final = 1,\r\n CompoundingInitial = 2,\r\n CompoundingFinal = 3\r\n}\r\n\r\nexport enum PaymentStubLength {\r\n Short = 0,\r\n Long = 1\r\n}\r\n\r\nexport enum PaymentStreamPaymentDateOffsetDayType {\r\n Business = 0,\r\n Calendar = 1,\r\n CommodityBusiness = 2,\r\n CurrencyBusiness = 3,\r\n ExchangeBusiness = 4,\r\n ScheduledTradingDay = 5\r\n}\r\n\r\nexport enum BusinessDayConvention {\r\n NotApplicable = 0,\r\n None = 1,\r\n FollowingDay = 2,\r\n FloatingRateNote = 3,\r\n ModifiedFollowingDay = 4,\r\n PrecedingDay = 5,\r\n ModifiedPrecedingDay = 6,\r\n NearestDay = 7\r\n}\r\n\r\nexport enum DateRollConvention {\r\n FirstDay = '1',\r\n SecondDay = '2',\r\n ThirdDay = '3',\r\n FourthDay = '4',\r\n FifthDay = '5',\r\n SixthDay = '6',\r\n SeventhDay = '7',\r\n EighthDay = '8',\r\n NinthDay = '9',\r\n TenthDay = '10',\r\n EleventhDay = '11',\r\n TwelvthDay = '12',\r\n ThirteenthDay = '13',\r\n ForteenthDay = '14',\r\n FifteenthDay = '15',\r\n SixteenthDay = '16',\r\n SeventeenthDay = '17',\r\n EighteenthDay = '18',\r\n NineteenthDay = '19',\r\n TwentiethDay = '20',\r\n TwentyFirstDay = '21',\r\n TwentySecondDay = '22',\r\n TwentyThirdDay = '23',\r\n TwentyFourthDay = '24',\r\n TwentyFifthDay = '25',\r\n TwentySixthDay = '26',\r\n TwentySeventhDay = '27',\r\n TwentyEigthDa28Y = '28',\r\n TwentyNinthDay = '29',\r\n ThirtiethDay = '30',\r\n Eom = 'EOM',\r\n Frn = 'FRN',\r\n Imm = 'IMM',\r\n Immcad = 'IMMCAD',\r\n Immaud = 'IMMAUD',\r\n Immnzd = 'IMMNZD',\r\n Sfe = 'SFE',\r\n None = 'NONE',\r\n Tbill = 'TBILL',\r\n Mon = 'MON',\r\n Tue = 'TUE',\r\n Wed = 'WED',\r\n Thu = 'THU',\r\n Fri = 'FRI',\r\n Sat = 'SAT',\r\n Sun = 'SUN'\r\n}\r\n\r\nexport enum PaymentSubType {\r\n Initial = 0,\r\n Intermediate = 1,\r\n Final = 2,\r\n Prepaid = 3,\r\n Postpaid = 4,\r\n Variable = 5,\r\n Fixed = 6,\r\n Swap = 7,\r\n Conditional = 8,\r\n FixedRate = 9,\r\n FloatingRate = 10\r\n}\r\n\r\nexport enum ComplexEventPeriodType {\r\n AsianOut = 0,\r\n AsianIn = 1,\r\n BarrierCap = 2,\r\n BarrierFloor = 3,\r\n KnockOut = 4,\r\n KnockIn = 5\r\n}\r\n\r\nexport enum ComplexEventDateOffsetDayType {\r\n Business = 0,\r\n Calendar = 1,\r\n CommodityBusiness = 2,\r\n CurrencyBusiness = 3,\r\n ExchangeBusiness = 4,\r\n ScheduledTradingDay = 5\r\n}\r\n\r\nexport enum DeliveryScheduleType {\r\n Notional = 0,\r\n Delivery = 1,\r\n PhysicalSettlPeriods = 2\r\n}\r\n\r\nexport enum DeliveryScheduleToleranceType {\r\n Absolute = 0,\r\n Percentage = 1\r\n}\r\n\r\nexport enum DeliveryScheduleSettlFlowType {\r\n AllTimes = 0,\r\n OnPeak = 1,\r\n OffPeak = 2,\r\n Base = 3,\r\n BlockHours = 4,\r\n Other = 5\r\n}\r\n\r\nexport enum DeliveryScheduleSettlHolidaysProcessingInstruction {\r\n DoNotIncludeHolidays = 0,\r\n IncludeHolidays = 1\r\n}\r\n\r\nexport enum DeliveryScheduleSettlDay {\r\n Monday = 1,\r\n Tuesday = 2,\r\n Wednesday = 3,\r\n Thursday = 4,\r\n Friday = 5,\r\n Saturday = 6,\r\n Sunday = 7,\r\n AllWeekdays = 8,\r\n AllDays = 9,\r\n AllWeekends = 10\r\n}\r\n\r\nexport enum DeliveryScheduleSettlTimeType {\r\n Hour = 0,\r\n Timestamp = 1\r\n}\r\n\r\nexport enum DeliveryStreamType {\r\n Periodic = 0,\r\n Initial = 1,\r\n Single = 2\r\n}\r\n\r\nexport enum DeliveryStreamDeliveryRestriction {\r\n Firm = 1,\r\n NonFirm = 2,\r\n ForceMajeure = 3,\r\n SystemFirm = 4,\r\n UnitFirm = 5\r\n}\r\n\r\nexport enum DeliveryStreamTitleTransferCondition {\r\n Transfers = 0,\r\n DoesNotTransfer = 1\r\n}\r\n\r\nexport enum DeliveryStreamToleranceOptionSide {\r\n Buyer = 1,\r\n Seller = 2\r\n}\r\n\r\nexport enum DeliveryStreamElectingPartySide {\r\n Buyer = 0,\r\n Seller = 1\r\n}\r\n\r\nexport enum MarketDisruptionProvision {\r\n NotApplicable = 0,\r\n Applicable = 1,\r\n AsInMasterAgreement = 2,\r\n AsInConfirmation = 3\r\n}\r\n\r\nexport enum MarketDisruptionFallbackProvision {\r\n MasterAgreement = 0,\r\n Confirmation = 1\r\n}\r\n\r\nexport enum MarketDisruptionFallbackUnderlierType {\r\n Basket = 0,\r\n Bond = 1,\r\n Cash = 2,\r\n Commodity = 3,\r\n ConvertibleBond = 4,\r\n Equity = 5,\r\n ExchangeTradedFund = 6,\r\n Future = 7,\r\n Index = 8,\r\n Loan = 9,\r\n Mortgage = 10,\r\n MutualFund = 11\r\n}\r\n\r\nexport enum ExerciseConfirmationMethod {\r\n NotRequired = 0,\r\n NonElectronic = 1,\r\n Electronic = 2,\r\n Unknown = 3\r\n}\r\n\r\nexport enum OptionExerciseDateType {\r\n Unadjusted = 0,\r\n Adjusted = 1\r\n}\r\n\r\nexport enum PaymentDateOffsetDayType {\r\n Business = 0,\r\n Calendar = 1,\r\n Commodity = 2,\r\n Currency = 3,\r\n Exchange = 4,\r\n Scheduled = 5\r\n}\r\n\r\nexport enum PaymentForwardStartType {\r\n Prepaid = 0,\r\n Postpaid = 1,\r\n Variable = 2,\r\n Fixed = 3\r\n}\r\n\r\nexport enum PaymentStreamSettlLevel {\r\n Average = 0,\r\n Maximum = 1,\r\n Minimum = 2,\r\n Cumulative = 3\r\n}\r\n\r\nexport enum PaymentStreamRateSpreadType {\r\n Absolute = 0,\r\n Percentage = 1\r\n}\r\n\r\nexport enum PaymentStreamPricingDayDistribution {\r\n All = 0,\r\n First = 1,\r\n Last = 2,\r\n Penultimate = 3\r\n}\r\n\r\nexport enum PaymentStreamPricingDayOfWeek {\r\n EveryDay = 0,\r\n Monday = 1,\r\n Tuesday = 2,\r\n Wednesday = 3,\r\n Thursday = 4,\r\n Friday = 5,\r\n Saturday = 6,\r\n Sunday = 7\r\n}\r\n\r\nexport enum StreamCommodityNearbySettlDayUnit {\r\n Week = 'Wk',\r\n Month = 'Mo'\r\n}\r\n\r\nexport enum StreamCommoditySettlDateRollUnit {\r\n Day = 'D'\r\n}\r\n\r\nexport enum StreamCommodityDataSourceIDType {\r\n City = 0,\r\n Airport = 1,\r\n WeatherStation = 2,\r\n WeatherIndex = 3\r\n}\r\n\r\nexport enum StreamNotionalCommodityFrequency {\r\n Term = 0,\r\n PerBusinessDay = 1,\r\n PerCalculationPeriod = 2,\r\n PerSettlPeriod = 3,\r\n PerCalendarDay = 4,\r\n PerHour = 5,\r\n PerMonth = 6\r\n}\r\n\r\nexport enum DeliveryStreamDeliveryPointSource {\r\n Proprietary = 0,\r\n Eic = 1\r\n}\r\n\r\nexport enum CashSettlPriceDefault {\r\n Close = 0,\r\n Hedge = 1\r\n}\r\n\r\nexport enum DividendEntitlementEvent {\r\n ExDate = 0,\r\n RecordDate = 1\r\n}\r\n\r\nexport enum DividendAmountType {\r\n RecordAmount = 0,\r\n ExAmount = 1,\r\n PaidAmount = 2,\r\n PerMasterConfirm = 3\r\n}\r\n\r\nexport enum NonCashDividendTreatment {\r\n PotentialAdjustment = 0,\r\n CashEquivalent = 1\r\n}\r\n\r\nexport enum DividendComposition {\r\n EquityAmountReceiver = 0,\r\n CalculationAgent = 1\r\n}\r\n\r\nexport enum PaymentStreamInterpolationPeriod {\r\n Initial = 0,\r\n InitialAndFinal = 1,\r\n Final = 2,\r\n AnyPeriod = 3\r\n}\r\n\r\nexport enum PaymentStreamLinkStrikePriceType {\r\n Volatility = 0,\r\n Variance = 1\r\n}\r\n\r\nexport enum PaymentStreamRealizedVarianceMethod {\r\n Previous = 0,\r\n Last = 1,\r\n Both = 2\r\n}\r\n\r\nexport enum ProvisionBreakFeeElection {\r\n FlatFee = 0,\r\n AmortizedFee = 1,\r\n FundingFee = 2,\r\n FlatAndFundingFee = 3,\r\n AmortizedAndFundingFee = 4\r\n}\r\n\r\nexport enum ReturnRateDateMode {\r\n PriceValuation = 0,\r\n DividendValuation = 1\r\n}\r\n\r\nexport enum ReturnRatePriceSequence {\r\n Initial = 0,\r\n Interim = 1,\r\n Final = 2\r\n}\r\n\r\nexport enum ReturnRateQuoteTimeType {\r\n Open = 0,\r\n OfficialSettlPx = 1,\r\n Xetra = 2,\r\n Close = 3,\r\n DerivativesClose = 4,\r\n High = 5,\r\n Low = 6,\r\n AsSpecifiedInMasterConfirmation = 7\r\n}\r\n\r\nexport enum ReturnRateValuationPriceOption {\r\n None = 0,\r\n FuturesPrice = 1,\r\n OptionsPrice = 2\r\n}\r\n\r\nexport enum ReturnRatePriceBasis {\r\n Gross = 0,\r\n Net = 1,\r\n Accrued = 2,\r\n CleanNet = 3\r\n}\r\n\r\nexport enum ReturnRatePriceType {\r\n AbsoluteTerms = 0,\r\n PercentageOfNotional = 1\r\n}\r\n\r\nexport enum StreamNotionalAdjustments {\r\n Execution = 0,\r\n PortfolioRebalancing = 1,\r\n Standard = 2\r\n}\r\n\r\nexport enum BatchProcessMode {\r\n Update = 0,\r\n Snapshot = 1\r\n}\r\n\r\n"]}