jspurefix 3.2.0 → 3.5.0

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 (1663) hide show
  1. package/data/examples/FIX.4.4/fix.txt +50 -50
  2. package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
  3. package/dist/buffer/ascii/ascii-parser-state.js.map +1 -1
  4. package/dist/buffer/ascii/ascii-parser.js +14 -4
  5. package/dist/buffer/ascii/ascii-parser.js.map +1 -1
  6. package/dist/buffer/ascii/ascii-segment-parser-error.d.ts +5 -0
  7. package/dist/buffer/ascii/ascii-segment-parser-error.js +11 -0
  8. package/dist/buffer/ascii/ascii-segment-parser-error.js.map +1 -0
  9. package/dist/buffer/ascii/ascii-segment-parser-summary.d.ts +12 -0
  10. package/dist/buffer/ascii/ascii-segment-parser-summary.js +3 -0
  11. package/dist/buffer/ascii/ascii-segment-parser-summary.js.map +1 -0
  12. package/dist/buffer/ascii/ascii-segment-parser.js +27 -8
  13. package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
  14. package/dist/buffer/ascii/ascii-view.d.ts +1 -0
  15. package/dist/buffer/ascii/ascii-view.js +3 -0
  16. package/dist/buffer/ascii/ascii-view.js.map +1 -1
  17. package/dist/buffer/ascii/time-formatter.js.map +1 -1
  18. package/dist/buffer/elastic-buffer.js.map +1 -1
  19. package/dist/buffer/encode-proxy.js.map +1 -1
  20. package/dist/buffer/encoder-state.js.map +1 -1
  21. package/dist/buffer/fixml/fixml-encoder.js.map +1 -1
  22. package/dist/buffer/fixml/fixml-parser.js.map +1 -1
  23. package/dist/buffer/fixml/fixml-view.js.map +1 -1
  24. package/dist/buffer/msg-encoder.js.map +1 -1
  25. package/dist/buffer/msg-view.d.ts +2 -2
  26. package/dist/buffer/msg-view.js +47 -47
  27. package/dist/buffer/msg-view.js.map +1 -1
  28. package/dist/buffer/segment/segment-description.d.ts +1 -0
  29. package/dist/buffer/segment/segment-description.js +18 -0
  30. package/dist/buffer/segment/segment-description.js.map +1 -1
  31. package/dist/buffer/structure.js.map +1 -1
  32. package/dist/buffer/tag/tag-pos.d.ts +1 -1
  33. package/dist/buffer/tag/tag-pos.js +12 -12
  34. package/dist/buffer/tag/tag-pos.js.map +1 -1
  35. package/dist/buffer/tag/tags.js.map +1 -1
  36. package/dist/collections/dictionary.js.map +1 -1
  37. package/dist/dict-parser.js.map +1 -1
  38. package/dist/dictionary/compiler/compiler-type.js.map +1 -1
  39. package/dist/dictionary/compiler/enum-compiler.js.map +1 -1
  40. package/dist/dictionary/compiler/msg-compiler.js.map +1 -1
  41. package/dist/dictionary/compiler/standard-snippet.js.map +1 -1
  42. package/dist/dictionary/contained/contained-field-dispatch.js.map +1 -1
  43. package/dist/dictionary/contained/contained-field-set.d.ts +1 -1
  44. package/dist/dictionary/contained/contained-field-set.js.map +1 -1
  45. package/dist/dictionary/contained/contained-group-field.js.map +1 -1
  46. package/dist/dictionary/contained/fields-dispatch.js.map +1 -1
  47. package/dist/dictionary/definition/fix-definitions.d.ts +3 -0
  48. package/dist/dictionary/definition/fix-definitions.js +10 -0
  49. package/dist/dictionary/definition/fix-definitions.js.map +1 -1
  50. package/dist/dictionary/definition/fix-version-parser.d.ts +6 -0
  51. package/dist/dictionary/definition/fix-version-parser.js +54 -0
  52. package/dist/dictionary/definition/fix-version-parser.js.map +1 -0
  53. package/dist/dictionary/definition/group-field-definition.js.map +1 -1
  54. package/dist/dictionary/definition/simple-field-definition.js +2 -0
  55. package/dist/dictionary/definition/simple-field-definition.js.map +1 -1
  56. package/dist/dictionary/parser/fix-repository/base-parser.js.map +1 -1
  57. package/dist/dictionary/parser/fix-repository/repository-xml-parser.js.map +1 -1
  58. package/dist/dictionary/parser/fix-repository/repository.js +1 -1
  59. package/dist/dictionary/parser/fix-repository/repository.js.map +1 -1
  60. package/dist/dictionary/parser/fixml/components-parser.js.map +1 -1
  61. package/dist/dictionary/parser/fixml/fields-parser.js.map +1 -1
  62. package/dist/dictionary/parser/fixml/fix-xsd-parser.js.map +1 -1
  63. package/dist/dictionary/parser/fixml/include-graph.js.map +1 -1
  64. package/dist/dictionary/parser/fixml/xsd-parser.js.map +1 -1
  65. package/dist/dictionary/parser/quickfix/field-definition-parser.js.map +1 -1
  66. package/dist/dictionary/parser/quickfix/field-set-parser.js.map +1 -1
  67. package/dist/dictionary/parser/quickfix/message-parser.js.map +1 -1
  68. package/dist/dictionary/parser/quickfix/node-parser.js.map +1 -1
  69. package/dist/dictionary/parser/quickfix/parse-context.js.map +1 -1
  70. package/dist/dictionary/parser/quickfix/parse-progress.js.map +1 -1
  71. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.d.ts +22 -0
  72. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.js +142 -0
  73. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.js.map +1 -0
  74. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.d.ts +3 -2
  75. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js +8 -6
  76. package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js.map +1 -1
  77. package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.d.ts +20 -0
  78. package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.js +56 -0
  79. package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.js.map +1 -0
  80. package/dist/dictionary/set-reduce.js.map +1 -1
  81. package/dist/dictionary/version-util.js +19 -29
  82. package/dist/dictionary/version-util.js.map +1 -1
  83. package/dist/jsfix-cmd.d.ts +3 -1
  84. package/dist/jsfix-cmd.js +157 -24
  85. package/dist/jsfix-cmd.js.map +1 -1
  86. package/dist/runtime/make-config.js.map +1 -1
  87. package/dist/runtime/session-container.js.map +1 -1
  88. package/dist/runtime/session-launcher.d.ts +2 -2
  89. package/dist/runtime/session-launcher.js +4 -2
  90. package/dist/runtime/session-launcher.js.map +1 -1
  91. package/dist/sample/http/oms/app.js.map +1 -1
  92. package/dist/sample/http/oms/http-client.js.map +1 -1
  93. package/dist/sample/http/oms/http-server.js.map +1 -1
  94. package/dist/sample/tcp/qf-md/md-server.js.map +1 -1
  95. package/dist/sample/tcp/recovering-skeleton/app.js.map +1 -1
  96. package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js.map +1 -1
  97. package/dist/sample/tcp/recovering-skeleton/skeleton-client.js.map +1 -1
  98. package/dist/sample/tcp/recovering-skeleton/skeleton-server.js.map +1 -1
  99. package/dist/sample/tcp/skeleton/skeleton-session.js.map +1 -1
  100. package/dist/sample/tcp/trade-capture/trade-capture-client.js.map +1 -1
  101. package/dist/sample/tcp/trade-capture/trade-capture-server.js.map +1 -1
  102. package/dist/sample/tcp/trade-capture/trade-factory.js.map +1 -1
  103. package/dist/store/fix-msg-ascii-store-resend.d.ts +4 -3
  104. package/dist/store/fix-msg-ascii-store-resend.js +21 -5
  105. package/dist/store/fix-msg-ascii-store-resend.js.map +1 -1
  106. package/dist/store/fix-msg-memory-store.js.map +1 -1
  107. package/dist/test/ascii/ascii-encoder.test.js.map +1 -1
  108. package/dist/test/ascii/ascii-parser.test.js +0 -1
  109. package/dist/test/ascii/ascii-parser.test.js.map +1 -1
  110. package/dist/test/ascii/ascii-store-replay.test.js +14 -1
  111. package/dist/test/ascii/ascii-store-replay.test.js.map +1 -1
  112. package/dist/test/ascii/ascii-tag-pos.test.js.map +1 -1
  113. package/dist/test/ascii/execution-report.test.js.map +1 -1
  114. package/dist/test/ascii/fix-log-replay.test.js.map +1 -1
  115. package/dist/test/ascii/fix-repo-dict.test.js +40 -1
  116. package/dist/test/ascii/fix-repo-dict.test.js.map +1 -1
  117. package/dist/test/ascii/logon.test.js.map +1 -1
  118. package/dist/test/ascii/memory-store.test.js +14 -27
  119. package/dist/test/ascii/memory-store.test.js.map +1 -1
  120. package/dist/test/ascii/qf-43-full-msg.test.js +6 -0
  121. package/dist/test/ascii/qf-43-full-msg.test.js.map +1 -1
  122. package/dist/test/ascii/qf-44-ascii-parser.test.d.ts +1 -0
  123. package/dist/test/ascii/qf-44-ascii-parser.test.js +54 -0
  124. package/dist/test/ascii/qf-44-ascii-parser.test.js.map +1 -0
  125. package/dist/test/ascii/qf-50sp0-dict.test.d.ts +1 -0
  126. package/dist/test/ascii/qf-50sp0-dict.test.js +145 -0
  127. package/dist/test/ascii/qf-50sp0-dict.test.js.map +1 -0
  128. package/dist/test/ascii/qf-50sp2-dict.test.js +324 -116
  129. package/dist/test/ascii/qf-50sp2-dict.test.js.map +1 -1
  130. package/dist/test/ascii/session.test.js +64 -15
  131. package/dist/test/ascii/session.test.js.map +1 -1
  132. package/dist/test/ascii/view-decode.test.js.map +1 -1
  133. package/dist/test/env/LogReplayer.d.ts +16 -0
  134. package/dist/test/env/LogReplayer.js +51 -0
  135. package/dist/test/env/LogReplayer.js.map +1 -0
  136. package/dist/test/env/encoder-test.js.map +1 -1
  137. package/dist/test/env/experiment.js +1 -1
  138. package/dist/test/env/experiment.js.map +1 -1
  139. package/dist/test/env/set-constraint-helper.js +0 -1
  140. package/dist/test/env/set-constraint-helper.js.map +1 -1
  141. package/dist/test/env/setup.js +2 -1
  142. package/dist/test/env/setup.js.map +1 -1
  143. package/dist/test/env/skeleton-runner.js.map +1 -1
  144. package/dist/test/env/test-recovery.js.map +1 -1
  145. package/dist/test/fixml/repo-full-fixml-msg.test.js +7 -0
  146. package/dist/test/fixml/repo-full-fixml-msg.test.js.map +1 -1
  147. package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
  148. package/dist/transport/ascii/ascii-session.js +4 -1
  149. package/dist/transport/ascii/ascii-session.js.map +1 -1
  150. package/dist/transport/duplex/fix-duplex.d.ts +1 -0
  151. package/dist/transport/duplex/fix-duplex.js.map +1 -1
  152. package/dist/transport/duplex/http-duplex.js.map +1 -1
  153. package/dist/transport/duplex/string-duplex.d.ts +12 -4
  154. package/dist/transport/duplex/string-duplex.js +70 -41
  155. package/dist/transport/duplex/string-duplex.js.map +1 -1
  156. package/dist/transport/factory/msg-transport.js.map +1 -1
  157. package/dist/transport/fixml/fixml-msg-transmitter.js.map +1 -1
  158. package/dist/transport/fixml/fixml-session-msg-factory.js.map +1 -1
  159. package/dist/transport/fixml/fixml-session.js.map +1 -1
  160. package/dist/transport/http/http-acceptor-listener.js.map +1 -1
  161. package/dist/transport/http/http-acceptor.js +1 -1
  162. package/dist/transport/http/http-acceptor.js.map +1 -1
  163. package/dist/transport/http/http-initiator.js.map +1 -1
  164. package/dist/transport/http/http-json-sample-adapter.js.map +1 -1
  165. package/dist/transport/index.d.ts +1 -7
  166. package/dist/transport/index.js +1 -7
  167. package/dist/transport/index.js.map +1 -1
  168. package/dist/transport/msg-transmitter.js.map +1 -1
  169. package/dist/transport/session/fix-session-state.js.map +1 -1
  170. package/dist/transport/session/fix-session.js +2 -4
  171. package/dist/transport/session/fix-session.js.map +1 -1
  172. package/dist/transport/session/index.d.ts +8 -0
  173. package/dist/transport/session/index.js +25 -0
  174. package/dist/transport/session/index.js.map +1 -0
  175. package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -1
  176. package/dist/transport/tcp/tcp-acceptor-listener.js.map +1 -1
  177. package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
  178. package/dist/transport/tcp/tcp-initiator-connector.js.map +1 -1
  179. package/dist/transport/tcp/tcp-initiator.js.map +1 -1
  180. package/dist/transport/tcp/tls-options-factory.js.map +1 -1
  181. package/dist/types/FIX.5.MOD/quickfix/account_list.d.ts +12 -0
  182. package/dist/types/FIX.5.MOD/quickfix/account_list.js +3 -0
  183. package/dist/types/FIX.5.MOD/quickfix/account_list.js.map +1 -0
  184. package/dist/types/FIX.5.MOD/quickfix/account_list_incremental.d.ts +9 -0
  185. package/dist/types/FIX.5.MOD/quickfix/account_list_incremental.js +3 -0
  186. package/dist/types/FIX.5.MOD/quickfix/account_list_incremental.js.map +1 -0
  187. package/dist/types/FIX.5.MOD/quickfix/account_list_request.d.ts +11 -0
  188. package/dist/types/FIX.5.MOD/quickfix/account_list_request.js +3 -0
  189. package/dist/types/FIX.5.MOD/quickfix/account_list_request.js.map +1 -0
  190. package/dist/types/FIX.5.MOD/quickfix/adjusted_position_report.d.ts +19 -0
  191. package/dist/types/FIX.5.MOD/quickfix/adjusted_position_report.js +3 -0
  192. package/dist/types/FIX.5.MOD/quickfix/adjusted_position_report.js.map +1 -0
  193. package/dist/types/FIX.5.MOD/quickfix/advertisement.d.ts +30 -0
  194. package/dist/types/FIX.5.MOD/quickfix/advertisement.js +3 -0
  195. package/dist/types/FIX.5.MOD/quickfix/advertisement.js.map +1 -0
  196. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction.d.ts +93 -0
  197. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction.js +3 -0
  198. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction.js.map +1 -0
  199. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_ack.d.ts +25 -0
  200. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_ack.js +3 -0
  201. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_ack.js.map +1 -0
  202. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_alert.d.ts +93 -0
  203. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_alert.js +3 -0
  204. package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_alert.js.map +1 -0
  205. package/dist/types/FIX.5.MOD/quickfix/allocation_report.d.ts +98 -0
  206. package/dist/types/FIX.5.MOD/quickfix/allocation_report.js +3 -0
  207. package/dist/types/FIX.5.MOD/quickfix/allocation_report.js.map +1 -0
  208. package/dist/types/FIX.5.MOD/quickfix/allocation_report_ack.d.ts +30 -0
  209. package/dist/types/FIX.5.MOD/quickfix/allocation_report_ack.js +3 -0
  210. package/dist/types/FIX.5.MOD/quickfix/allocation_report_ack.js.map +1 -0
  211. package/dist/types/FIX.5.MOD/quickfix/assignment_report.d.ts +41 -0
  212. package/dist/types/FIX.5.MOD/quickfix/assignment_report.js +3 -0
  213. package/dist/types/FIX.5.MOD/quickfix/assignment_report.js.map +1 -0
  214. package/dist/types/FIX.5.MOD/quickfix/bid_request.d.ts +38 -0
  215. package/dist/types/FIX.5.MOD/quickfix/bid_request.js +3 -0
  216. package/dist/types/FIX.5.MOD/quickfix/bid_request.js.map +1 -0
  217. package/dist/types/FIX.5.MOD/quickfix/bid_response.d.ts +10 -0
  218. package/dist/types/FIX.5.MOD/quickfix/bid_response.js +3 -0
  219. package/dist/types/FIX.5.MOD/quickfix/bid_response.js.map +1 -0
  220. package/dist/types/FIX.5.MOD/quickfix/business_message_reject.d.ts +14 -0
  221. package/dist/types/FIX.5.MOD/quickfix/business_message_reject.js +3 -0
  222. package/dist/types/FIX.5.MOD/quickfix/business_message_reject.js.map +1 -0
  223. package/dist/types/FIX.5.MOD/quickfix/collateral_assignment.d.ts +66 -0
  224. package/dist/types/FIX.5.MOD/quickfix/collateral_assignment.js +3 -0
  225. package/dist/types/FIX.5.MOD/quickfix/collateral_assignment.js.map +1 -0
  226. package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry.d.ts +63 -0
  227. package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry.js +3 -0
  228. package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry.js.map +1 -0
  229. package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.d.ts +47 -0
  230. package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.js +3 -0
  231. package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.js.map +1 -0
  232. package/dist/types/FIX.5.MOD/quickfix/collateral_report.d.ts +67 -0
  233. package/dist/types/FIX.5.MOD/quickfix/collateral_report.js +3 -0
  234. package/dist/types/FIX.5.MOD/quickfix/collateral_report.js.map +1 -0
  235. package/dist/types/FIX.5.MOD/quickfix/collateral_request.d.ts +61 -0
  236. package/dist/types/FIX.5.MOD/quickfix/collateral_request.js +3 -0
  237. package/dist/types/FIX.5.MOD/quickfix/collateral_request.js.map +1 -0
  238. package/dist/types/FIX.5.MOD/quickfix/collateral_response.d.ts +63 -0
  239. package/dist/types/FIX.5.MOD/quickfix/collateral_response.js +3 -0
  240. package/dist/types/FIX.5.MOD/quickfix/collateral_response.js.map +1 -0
  241. package/dist/types/FIX.5.MOD/quickfix/confirmation.d.ts +88 -0
  242. package/dist/types/FIX.5.MOD/quickfix/confirmation.js +3 -0
  243. package/dist/types/FIX.5.MOD/quickfix/confirmation.js.map +1 -0
  244. package/dist/types/FIX.5.MOD/quickfix/confirmation_ack.d.ts +16 -0
  245. package/dist/types/FIX.5.MOD/quickfix/confirmation_ack.js +3 -0
  246. package/dist/types/FIX.5.MOD/quickfix/confirmation_ack.js.map +1 -0
  247. package/dist/types/FIX.5.MOD/quickfix/confirmation_request.d.ts +21 -0
  248. package/dist/types/FIX.5.MOD/quickfix/confirmation_request.js +3 -0
  249. package/dist/types/FIX.5.MOD/quickfix/confirmation_request.js.map +1 -0
  250. package/dist/types/FIX.5.MOD/quickfix/contrary_intention_report.d.ts +23 -0
  251. package/dist/types/FIX.5.MOD/quickfix/contrary_intention_report.js +3 -0
  252. package/dist/types/FIX.5.MOD/quickfix/contrary_intention_report.js.map +1 -0
  253. package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.d.ts +77 -0
  254. package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.js +3 -0
  255. package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.js.map +1 -0
  256. package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_request.d.ts +23 -0
  257. package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_request.js +3 -0
  258. package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_request.js.map +1 -0
  259. package/dist/types/FIX.5.MOD/quickfix/derivative_security_list.d.ts +15 -0
  260. package/dist/types/FIX.5.MOD/quickfix/derivative_security_list.js +3 -0
  261. package/dist/types/FIX.5.MOD/quickfix/derivative_security_list.js.map +1 -0
  262. package/dist/types/FIX.5.MOD/quickfix/derivative_security_list_request.d.ts +19 -0
  263. package/dist/types/FIX.5.MOD/quickfix/derivative_security_list_request.js +3 -0
  264. package/dist/types/FIX.5.MOD/quickfix/derivative_security_list_request.js.map +1 -0
  265. package/dist/types/FIX.5.MOD/quickfix/dont_know_trade_dk.d.ts +25 -0
  266. package/dist/types/FIX.5.MOD/quickfix/dont_know_trade_dk.js +3 -0
  267. package/dist/types/FIX.5.MOD/quickfix/dont_know_trade_dk.js.map +1 -0
  268. package/dist/types/FIX.5.MOD/quickfix/email.d.ts +27 -0
  269. package/dist/types/FIX.5.MOD/quickfix/email.js +3 -0
  270. package/dist/types/FIX.5.MOD/quickfix/email.js.map +1 -0
  271. package/dist/types/FIX.5.MOD/quickfix/enum/all-enum.d.ts +3452 -0
  272. package/dist/types/FIX.5.MOD/quickfix/enum/all-enum.js +3809 -0
  273. package/dist/types/FIX.5.MOD/quickfix/enum/all-enum.js.map +1 -0
  274. package/dist/types/FIX.5.MOD/quickfix/enum/index.d.ts +2 -0
  275. package/dist/types/FIX.5.MOD/quickfix/enum/index.js +19 -0
  276. package/dist/types/FIX.5.MOD/quickfix/enum/index.js.map +1 -0
  277. package/dist/types/FIX.5.MOD/quickfix/enum/msg_tag.d.ts +1645 -0
  278. package/dist/types/FIX.5.MOD/quickfix/enum/msg_tag.js +1650 -0
  279. package/dist/types/FIX.5.MOD/quickfix/enum/msg_tag.js.map +1 -0
  280. package/dist/types/FIX.5.MOD/quickfix/execution_acknowledgement.d.ts +31 -0
  281. package/dist/types/FIX.5.MOD/quickfix/execution_acknowledgement.js +3 -0
  282. package/dist/types/FIX.5.MOD/quickfix/execution_acknowledgement.js.map +1 -0
  283. package/dist/types/FIX.5.MOD/quickfix/execution_report.d.ts +186 -0
  284. package/dist/types/FIX.5.MOD/quickfix/execution_report.js +3 -0
  285. package/dist/types/FIX.5.MOD/quickfix/execution_report.js.map +1 -0
  286. package/dist/types/FIX.5.MOD/quickfix/heartbeat.d.ts +7 -0
  287. package/dist/types/FIX.5.MOD/quickfix/heartbeat.js +3 -0
  288. package/dist/types/FIX.5.MOD/quickfix/heartbeat.js.map +1 -0
  289. package/dist/types/FIX.5.MOD/quickfix/index.d.ts +358 -0
  290. package/dist/types/FIX.5.MOD/quickfix/index.js +375 -0
  291. package/dist/types/FIX.5.MOD/quickfix/index.js.map +1 -0
  292. package/dist/types/FIX.5.MOD/quickfix/ioi.d.ts +46 -0
  293. package/dist/types/FIX.5.MOD/quickfix/ioi.js +3 -0
  294. package/dist/types/FIX.5.MOD/quickfix/ioi.js.map +1 -0
  295. package/dist/types/FIX.5.MOD/quickfix/list_cancel_request.d.ts +16 -0
  296. package/dist/types/FIX.5.MOD/quickfix/list_cancel_request.js +3 -0
  297. package/dist/types/FIX.5.MOD/quickfix/list_cancel_request.js.map +1 -0
  298. package/dist/types/FIX.5.MOD/quickfix/list_execute.d.ts +14 -0
  299. package/dist/types/FIX.5.MOD/quickfix/list_execute.js +3 -0
  300. package/dist/types/FIX.5.MOD/quickfix/list_execute.js.map +1 -0
  301. package/dist/types/FIX.5.MOD/quickfix/list_status.d.ts +20 -0
  302. package/dist/types/FIX.5.MOD/quickfix/list_status.js +3 -0
  303. package/dist/types/FIX.5.MOD/quickfix/list_status.js.map +1 -0
  304. package/dist/types/FIX.5.MOD/quickfix/list_status_request.d.ts +11 -0
  305. package/dist/types/FIX.5.MOD/quickfix/list_status_request.js +3 -0
  306. package/dist/types/FIX.5.MOD/quickfix/list_status_request.js.map +1 -0
  307. package/dist/types/FIX.5.MOD/quickfix/list_strike_price.d.ts +13 -0
  308. package/dist/types/FIX.5.MOD/quickfix/list_strike_price.js +3 -0
  309. package/dist/types/FIX.5.MOD/quickfix/list_strike_price.js.map +1 -0
  310. package/dist/types/FIX.5.MOD/quickfix/logon.d.ts +22 -0
  311. package/dist/types/FIX.5.MOD/quickfix/logon.js +3 -0
  312. package/dist/types/FIX.5.MOD/quickfix/logon.js.map +1 -0
  313. package/dist/types/FIX.5.MOD/quickfix/logout.d.ts +10 -0
  314. package/dist/types/FIX.5.MOD/quickfix/logout.js +3 -0
  315. package/dist/types/FIX.5.MOD/quickfix/logout.js.map +1 -0
  316. package/dist/types/FIX.5.MOD/quickfix/market_data_incremental_refresh.d.ts +16 -0
  317. package/dist/types/FIX.5.MOD/quickfix/market_data_incremental_refresh.js +3 -0
  318. package/dist/types/FIX.5.MOD/quickfix/market_data_incremental_refresh.js.map +1 -0
  319. package/dist/types/FIX.5.MOD/quickfix/market_data_request.d.ts +24 -0
  320. package/dist/types/FIX.5.MOD/quickfix/market_data_request.js +3 -0
  321. package/dist/types/FIX.5.MOD/quickfix/market_data_request.js.map +1 -0
  322. package/dist/types/FIX.5.MOD/quickfix/market_data_request_reject.d.ts +14 -0
  323. package/dist/types/FIX.5.MOD/quickfix/market_data_request_reject.js +3 -0
  324. package/dist/types/FIX.5.MOD/quickfix/market_data_request_reject.js.map +1 -0
  325. package/dist/types/FIX.5.MOD/quickfix/market_data_snapshot_full_refresh.d.ts +28 -0
  326. package/dist/types/FIX.5.MOD/quickfix/market_data_snapshot_full_refresh.js +3 -0
  327. package/dist/types/FIX.5.MOD/quickfix/market_data_snapshot_full_refresh.js.map +1 -0
  328. package/dist/types/FIX.5.MOD/quickfix/mass_quote.d.ts +19 -0
  329. package/dist/types/FIX.5.MOD/quickfix/mass_quote.js +3 -0
  330. package/dist/types/FIX.5.MOD/quickfix/mass_quote.js.map +1 -0
  331. package/dist/types/FIX.5.MOD/quickfix/mass_quote_acknowledgement.d.ts +23 -0
  332. package/dist/types/FIX.5.MOD/quickfix/mass_quote_acknowledgement.js +3 -0
  333. package/dist/types/FIX.5.MOD/quickfix/mass_quote_acknowledgement.js.map +1 -0
  334. package/dist/types/FIX.5.MOD/quickfix/multileg_order_cancel_replace.d.ts +103 -0
  335. package/dist/types/FIX.5.MOD/quickfix/multileg_order_cancel_replace.js +3 -0
  336. package/dist/types/FIX.5.MOD/quickfix/multileg_order_cancel_replace.js.map +1 -0
  337. package/dist/types/FIX.5.MOD/quickfix/network_counterparty_system_status_request.d.ts +10 -0
  338. package/dist/types/FIX.5.MOD/quickfix/network_counterparty_system_status_request.js +3 -0
  339. package/dist/types/FIX.5.MOD/quickfix/network_counterparty_system_status_request.js.map +1 -0
  340. package/dist/types/FIX.5.MOD/quickfix/network_counterparty_system_status_response.d.ts +12 -0
  341. package/dist/types/FIX.5.MOD/quickfix/network_counterparty_system_status_response.js +3 -0
  342. package/dist/types/FIX.5.MOD/quickfix/network_counterparty_system_status_response.js.map +1 -0
  343. package/dist/types/FIX.5.MOD/quickfix/new_order_cross.d.ts +74 -0
  344. package/dist/types/FIX.5.MOD/quickfix/new_order_cross.js +3 -0
  345. package/dist/types/FIX.5.MOD/quickfix/new_order_cross.js.map +1 -0
  346. package/dist/types/FIX.5.MOD/quickfix/new_order_list.d.ts +29 -0
  347. package/dist/types/FIX.5.MOD/quickfix/new_order_list.js +3 -0
  348. package/dist/types/FIX.5.MOD/quickfix/new_order_list.js.map +1 -0
  349. package/dist/types/FIX.5.MOD/quickfix/new_order_multileg.d.ts +102 -0
  350. package/dist/types/FIX.5.MOD/quickfix/new_order_multileg.js +3 -0
  351. package/dist/types/FIX.5.MOD/quickfix/new_order_multileg.js.map +1 -0
  352. package/dist/types/FIX.5.MOD/quickfix/new_order_single.d.ts +116 -0
  353. package/dist/types/FIX.5.MOD/quickfix/new_order_single.js +3 -0
  354. package/dist/types/FIX.5.MOD/quickfix/new_order_single.js.map +1 -0
  355. package/dist/types/FIX.5.MOD/quickfix/news.d.ts +26 -0
  356. package/dist/types/FIX.5.MOD/quickfix/news.js +3 -0
  357. package/dist/types/FIX.5.MOD/quickfix/news.js.map +1 -0
  358. package/dist/types/FIX.5.MOD/quickfix/order_cancel_reject.d.ts +28 -0
  359. package/dist/types/FIX.5.MOD/quickfix/order_cancel_reject.js +3 -0
  360. package/dist/types/FIX.5.MOD/quickfix/order_cancel_reject.js.map +1 -0
  361. package/dist/types/FIX.5.MOD/quickfix/order_cancel_replace_request.d.ts +112 -0
  362. package/dist/types/FIX.5.MOD/quickfix/order_cancel_replace_request.js +3 -0
  363. package/dist/types/FIX.5.MOD/quickfix/order_cancel_replace_request.js.map +1 -0
  364. package/dist/types/FIX.5.MOD/quickfix/order_cancel_request.d.ts +33 -0
  365. package/dist/types/FIX.5.MOD/quickfix/order_cancel_request.js +3 -0
  366. package/dist/types/FIX.5.MOD/quickfix/order_cancel_request.js.map +1 -0
  367. package/dist/types/FIX.5.MOD/quickfix/order_mass_cancel_report.d.ts +31 -0
  368. package/dist/types/FIX.5.MOD/quickfix/order_mass_cancel_report.js +3 -0
  369. package/dist/types/FIX.5.MOD/quickfix/order_mass_cancel_report.js.map +1 -0
  370. package/dist/types/FIX.5.MOD/quickfix/order_mass_cancel_request.d.ts +27 -0
  371. package/dist/types/FIX.5.MOD/quickfix/order_mass_cancel_request.js +3 -0
  372. package/dist/types/FIX.5.MOD/quickfix/order_mass_cancel_request.js.map +1 -0
  373. package/dist/types/FIX.5.MOD/quickfix/order_mass_status_request.d.ts +19 -0
  374. package/dist/types/FIX.5.MOD/quickfix/order_mass_status_request.js +3 -0
  375. package/dist/types/FIX.5.MOD/quickfix/order_mass_status_request.js.map +1 -0
  376. package/dist/types/FIX.5.MOD/quickfix/order_status_request.d.ts +22 -0
  377. package/dist/types/FIX.5.MOD/quickfix/order_status_request.js +3 -0
  378. package/dist/types/FIX.5.MOD/quickfix/order_status_request.js.map +1 -0
  379. package/dist/types/FIX.5.MOD/quickfix/position_maintenance_report.d.ts +45 -0
  380. package/dist/types/FIX.5.MOD/quickfix/position_maintenance_report.js +3 -0
  381. package/dist/types/FIX.5.MOD/quickfix/position_maintenance_report.js.map +1 -0
  382. package/dist/types/FIX.5.MOD/quickfix/position_maintenance_request.d.ts +42 -0
  383. package/dist/types/FIX.5.MOD/quickfix/position_maintenance_request.js +3 -0
  384. package/dist/types/FIX.5.MOD/quickfix/position_maintenance_request.js.map +1 -0
  385. package/dist/types/FIX.5.MOD/quickfix/position_report.d.ts +47 -0
  386. package/dist/types/FIX.5.MOD/quickfix/position_report.js +3 -0
  387. package/dist/types/FIX.5.MOD/quickfix/position_report.js.map +1 -0
  388. package/dist/types/FIX.5.MOD/quickfix/quote.d.ts +81 -0
  389. package/dist/types/FIX.5.MOD/quickfix/quote.js +3 -0
  390. package/dist/types/FIX.5.MOD/quickfix/quote.js.map +1 -0
  391. package/dist/types/FIX.5.MOD/quickfix/quote_cancel.d.ts +20 -0
  392. package/dist/types/FIX.5.MOD/quickfix/quote_cancel.js +3 -0
  393. package/dist/types/FIX.5.MOD/quickfix/quote_cancel.js.map +1 -0
  394. package/dist/types/FIX.5.MOD/quickfix/quote_request.d.ts +17 -0
  395. package/dist/types/FIX.5.MOD/quickfix/quote_request.js +3 -0
  396. package/dist/types/FIX.5.MOD/quickfix/quote_request.js.map +1 -0
  397. package/dist/types/FIX.5.MOD/quickfix/quote_request_reject.d.ts +15 -0
  398. package/dist/types/FIX.5.MOD/quickfix/quote_request_reject.js +3 -0
  399. package/dist/types/FIX.5.MOD/quickfix/quote_request_reject.js.map +1 -0
  400. package/dist/types/FIX.5.MOD/quickfix/quote_response.d.ts +80 -0
  401. package/dist/types/FIX.5.MOD/quickfix/quote_response.js +3 -0
  402. package/dist/types/FIX.5.MOD/quickfix/quote_response.js.map +1 -0
  403. package/dist/types/FIX.5.MOD/quickfix/quote_status_report.d.ts +81 -0
  404. package/dist/types/FIX.5.MOD/quickfix/quote_status_report.js +3 -0
  405. package/dist/types/FIX.5.MOD/quickfix/quote_status_report.js.map +1 -0
  406. package/dist/types/FIX.5.MOD/quickfix/quote_status_request.d.ts +24 -0
  407. package/dist/types/FIX.5.MOD/quickfix/quote_status_request.js +3 -0
  408. package/dist/types/FIX.5.MOD/quickfix/quote_status_request.js.map +1 -0
  409. package/dist/types/FIX.5.MOD/quickfix/registration_instructions.d.ts +21 -0
  410. package/dist/types/FIX.5.MOD/quickfix/registration_instructions.js +3 -0
  411. package/dist/types/FIX.5.MOD/quickfix/registration_instructions.js.map +1 -0
  412. package/dist/types/FIX.5.MOD/quickfix/registration_instructions_response.d.ts +17 -0
  413. package/dist/types/FIX.5.MOD/quickfix/registration_instructions_response.js +3 -0
  414. package/dist/types/FIX.5.MOD/quickfix/registration_instructions_response.js.map +1 -0
  415. package/dist/types/FIX.5.MOD/quickfix/reject.d.ts +14 -0
  416. package/dist/types/FIX.5.MOD/quickfix/reject.js +3 -0
  417. package/dist/types/FIX.5.MOD/quickfix/reject.js.map +1 -0
  418. package/dist/types/FIX.5.MOD/quickfix/request_for_positions.d.ts +35 -0
  419. package/dist/types/FIX.5.MOD/quickfix/request_for_positions.js +3 -0
  420. package/dist/types/FIX.5.MOD/quickfix/request_for_positions.js.map +1 -0
  421. package/dist/types/FIX.5.MOD/quickfix/request_for_positions_ack.d.ts +37 -0
  422. package/dist/types/FIX.5.MOD/quickfix/request_for_positions_ack.js +3 -0
  423. package/dist/types/FIX.5.MOD/quickfix/request_for_positions_ack.js.map +1 -0
  424. package/dist/types/FIX.5.MOD/quickfix/resend_request.d.ts +8 -0
  425. package/dist/types/FIX.5.MOD/quickfix/resend_request.js +3 -0
  426. package/dist/types/FIX.5.MOD/quickfix/resend_request.js.map +1 -0
  427. package/dist/types/FIX.5.MOD/quickfix/rfq_request.d.ts +10 -0
  428. package/dist/types/FIX.5.MOD/quickfix/rfq_request.js +3 -0
  429. package/dist/types/FIX.5.MOD/quickfix/rfq_request.js.map +1 -0
  430. package/dist/types/FIX.5.MOD/quickfix/security_definition.d.ts +29 -0
  431. package/dist/types/FIX.5.MOD/quickfix/security_definition.js +3 -0
  432. package/dist/types/FIX.5.MOD/quickfix/security_definition.js.map +1 -0
  433. package/dist/types/FIX.5.MOD/quickfix/security_definition_request.d.ts +25 -0
  434. package/dist/types/FIX.5.MOD/quickfix/security_definition_request.js +3 -0
  435. package/dist/types/FIX.5.MOD/quickfix/security_definition_request.js.map +1 -0
  436. package/dist/types/FIX.5.MOD/quickfix/security_definition_update_report.d.ts +29 -0
  437. package/dist/types/FIX.5.MOD/quickfix/security_definition_update_report.js +3 -0
  438. package/dist/types/FIX.5.MOD/quickfix/security_definition_update_report.js.map +1 -0
  439. package/dist/types/FIX.5.MOD/quickfix/security_list.d.ts +27 -0
  440. package/dist/types/FIX.5.MOD/quickfix/security_list.js +3 -0
  441. package/dist/types/FIX.5.MOD/quickfix/security_list.js.map +1 -0
  442. package/dist/types/FIX.5.MOD/quickfix/security_list_request.d.ts +28 -0
  443. package/dist/types/FIX.5.MOD/quickfix/security_list_request.js +3 -0
  444. package/dist/types/FIX.5.MOD/quickfix/security_list_request.js.map +1 -0
  445. package/dist/types/FIX.5.MOD/quickfix/security_list_update_report.d.ts +17 -0
  446. package/dist/types/FIX.5.MOD/quickfix/security_list_update_report.js +3 -0
  447. package/dist/types/FIX.5.MOD/quickfix/security_list_update_report.js.map +1 -0
  448. package/dist/types/FIX.5.MOD/quickfix/security_status.d.ts +37 -0
  449. package/dist/types/FIX.5.MOD/quickfix/security_status.js +3 -0
  450. package/dist/types/FIX.5.MOD/quickfix/security_status.js.map +1 -0
  451. package/dist/types/FIX.5.MOD/quickfix/security_status_request.d.ts +19 -0
  452. package/dist/types/FIX.5.MOD/quickfix/security_status_request.js +3 -0
  453. package/dist/types/FIX.5.MOD/quickfix/security_status_request.js.map +1 -0
  454. package/dist/types/FIX.5.MOD/quickfix/security_type_request.d.ts +16 -0
  455. package/dist/types/FIX.5.MOD/quickfix/security_type_request.js +3 -0
  456. package/dist/types/FIX.5.MOD/quickfix/security_type_request.js.map +1 -0
  457. package/dist/types/FIX.5.MOD/quickfix/security_types.d.ts +20 -0
  458. package/dist/types/FIX.5.MOD/quickfix/security_types.js +3 -0
  459. package/dist/types/FIX.5.MOD/quickfix/security_types.js.map +1 -0
  460. package/dist/types/FIX.5.MOD/quickfix/sequence_reset.d.ts +8 -0
  461. package/dist/types/FIX.5.MOD/quickfix/sequence_reset.js +3 -0
  462. package/dist/types/FIX.5.MOD/quickfix/sequence_reset.js.map +1 -0
  463. package/dist/types/FIX.5.MOD/quickfix/set/affected_ord_grp.d.ts +3 -0
  464. package/dist/types/FIX.5.MOD/quickfix/set/affected_ord_grp.js +3 -0
  465. package/dist/types/FIX.5.MOD/quickfix/set/affected_ord_grp.js.map +1 -0
  466. package/dist/types/FIX.5.MOD/quickfix/set/alloc_ack_grp.d.ts +4 -0
  467. package/dist/types/FIX.5.MOD/quickfix/set/alloc_ack_grp.js +3 -0
  468. package/dist/types/FIX.5.MOD/quickfix/set/alloc_ack_grp.js.map +1 -0
  469. package/dist/types/FIX.5.MOD/quickfix/set/alloc_ack_grp_no_allocs.d.ts +18 -0
  470. package/dist/types/FIX.5.MOD/quickfix/set/alloc_ack_grp_no_allocs.js +3 -0
  471. package/dist/types/FIX.5.MOD/quickfix/set/alloc_ack_grp_no_allocs.js.map +1 -0
  472. package/dist/types/FIX.5.MOD/quickfix/set/alloc_grp.d.ts +4 -0
  473. package/dist/types/FIX.5.MOD/quickfix/set/alloc_grp.js +3 -0
  474. package/dist/types/FIX.5.MOD/quickfix/set/alloc_grp.js.map +1 -0
  475. package/dist/types/FIX.5.MOD/quickfix/set/alloc_grp_no_allocs.d.ts +42 -0
  476. package/dist/types/FIX.5.MOD/quickfix/set/alloc_grp_no_allocs.js +3 -0
  477. package/dist/types/FIX.5.MOD/quickfix/set/alloc_grp_no_allocs.js.map +1 -0
  478. package/dist/types/FIX.5.MOD/quickfix/set/attrb_grp.d.ts +4 -0
  479. package/dist/types/FIX.5.MOD/quickfix/set/attrb_grp.js +3 -0
  480. package/dist/types/FIX.5.MOD/quickfix/set/attrb_grp.js.map +1 -0
  481. package/dist/types/FIX.5.MOD/quickfix/set/attrb_grp_no_instr_attrib.d.ts +4 -0
  482. package/dist/types/FIX.5.MOD/quickfix/set/attrb_grp_no_instr_attrib.js +3 -0
  483. package/dist/types/FIX.5.MOD/quickfix/set/attrb_grp_no_instr_attrib.js.map +1 -0
  484. package/dist/types/FIX.5.MOD/quickfix/set/base_trading_rules.d.ts +18 -0
  485. package/dist/types/FIX.5.MOD/quickfix/set/base_trading_rules.js +3 -0
  486. package/dist/types/FIX.5.MOD/quickfix/set/base_trading_rules.js.map +1 -0
  487. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp.d.ts +4 -0
  488. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp.js +3 -0
  489. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp.js.map +1 -0
  490. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp_no_bid_components.d.ts +11 -0
  491. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp_no_bid_components.js +3 -0
  492. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp_no_bid_components.js.map +1 -0
  493. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp.d.ts +4 -0
  494. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp.js +3 -0
  495. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp.js.map +1 -0
  496. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp_no_bid_components.d.ts +19 -0
  497. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp_no_bid_components.js +3 -0
  498. package/dist/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp_no_bid_components.js.map +1 -0
  499. package/dist/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp.d.ts +4 -0
  500. package/dist/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp.js +3 -0
  501. package/dist/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp.js.map +1 -0
  502. package/dist/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp_no_bid_descriptors.d.ts +13 -0
  503. package/dist/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp_no_bid_descriptors.js +3 -0
  504. package/dist/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp_no_bid_descriptors.js.map +1 -0
  505. package/dist/types/FIX.5.MOD/quickfix/set/clr_inst_grp.d.ts +4 -0
  506. package/dist/types/FIX.5.MOD/quickfix/set/clr_inst_grp.js +3 -0
  507. package/dist/types/FIX.5.MOD/quickfix/set/clr_inst_grp.js.map +1 -0
  508. package/dist/types/FIX.5.MOD/quickfix/set/clr_inst_grp_no_clearing_instructions.d.ts +3 -0
  509. package/dist/types/FIX.5.MOD/quickfix/set/clr_inst_grp_no_clearing_instructions.js +3 -0
  510. package/dist/types/FIX.5.MOD/quickfix/set/clr_inst_grp_no_clearing_instructions.js.map +1 -0
  511. package/dist/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp.d.ts +4 -0
  512. package/dist/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp.js +3 -0
  513. package/dist/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp.js.map +1 -0
  514. package/dist/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp_no_coll_inquiry_qualifier.d.ts +3 -0
  515. package/dist/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp_no_coll_inquiry_qualifier.js +3 -0
  516. package/dist/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp_no_coll_inquiry_qualifier.js.map +1 -0
  517. package/dist/types/FIX.5.MOD/quickfix/set/commission_data.d.ts +6 -0
  518. package/dist/types/FIX.5.MOD/quickfix/set/commission_data.js +3 -0
  519. package/dist/types/FIX.5.MOD/quickfix/set/commission_data.js.map +1 -0
  520. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_req_grp.d.ts +4 -0
  521. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_req_grp.js +3 -0
  522. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_req_grp.js.map +1 -0
  523. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_req_grp_no_comp_i_ds.d.ts +6 -0
  524. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_req_grp_no_comp_i_ds.js +3 -0
  525. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_req_grp_no_comp_i_ds.js.map +1 -0
  526. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp.d.ts +4 -0
  527. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp.js +3 -0
  528. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp.js.map +1 -0
  529. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp_no_comp_i_ds.d.ts +8 -0
  530. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp_no_comp_i_ds.js +3 -0
  531. package/dist/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp_no_comp_i_ds.js.map +1 -0
  532. package/dist/types/FIX.5.MOD/quickfix/set/cont_amt_grp.d.ts +4 -0
  533. package/dist/types/FIX.5.MOD/quickfix/set/cont_amt_grp.js +3 -0
  534. package/dist/types/FIX.5.MOD/quickfix/set/cont_amt_grp.js.map +1 -0
  535. package/dist/types/FIX.5.MOD/quickfix/set/cont_amt_grp_no_cont_amts.d.ts +5 -0
  536. package/dist/types/FIX.5.MOD/quickfix/set/cont_amt_grp_no_cont_amts.js +3 -0
  537. package/dist/types/FIX.5.MOD/quickfix/set/cont_amt_grp_no_cont_amts.js.map +1 -0
  538. package/dist/types/FIX.5.MOD/quickfix/set/contra_grp.d.ts +4 -0
  539. package/dist/types/FIX.5.MOD/quickfix/set/contra_grp.js +3 -0
  540. package/dist/types/FIX.5.MOD/quickfix/set/contra_grp.js.map +1 -0
  541. package/dist/types/FIX.5.MOD/quickfix/set/contra_grp_no_contra_brokers.d.ts +7 -0
  542. package/dist/types/FIX.5.MOD/quickfix/set/contra_grp_no_contra_brokers.js +3 -0
  543. package/dist/types/FIX.5.MOD/quickfix/set/contra_grp_no_contra_brokers.js.map +1 -0
  544. package/dist/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp.d.ts +4 -0
  545. package/dist/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp.js +3 -0
  546. package/dist/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp.js.map +1 -0
  547. package/dist/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp_no_capacities.d.ts +5 -0
  548. package/dist/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp_no_capacities.js +3 -0
  549. package/dist/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp_no_capacities.js.map +1 -0
  550. package/dist/types/FIX.5.MOD/quickfix/set/discretion_instructions.d.ts +9 -0
  551. package/dist/types/FIX.5.MOD/quickfix/set/discretion_instructions.js +3 -0
  552. package/dist/types/FIX.5.MOD/quickfix/set/discretion_instructions.js.map +1 -0
  553. package/dist/types/FIX.5.MOD/quickfix/set/display_instruction.d.ts +10 -0
  554. package/dist/types/FIX.5.MOD/quickfix/set/display_instruction.js +3 -0
  555. package/dist/types/FIX.5.MOD/quickfix/set/display_instruction.js.map +1 -0
  556. package/dist/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp.d.ts +4 -0
  557. package/dist/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp.js +3 -0
  558. package/dist/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp.js.map +1 -0
  559. package/dist/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp_no_dlvy_inst.d.ts +6 -0
  560. package/dist/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp_no_dlvy_inst.js +3 -0
  561. package/dist/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp_no_dlvy_inst.js.map +1 -0
  562. package/dist/types/FIX.5.MOD/quickfix/set/evnt_grp.d.ts +4 -0
  563. package/dist/types/FIX.5.MOD/quickfix/set/evnt_grp.js +3 -0
  564. package/dist/types/FIX.5.MOD/quickfix/set/evnt_grp.js.map +1 -0
  565. package/dist/types/FIX.5.MOD/quickfix/set/evnt_grp_no_events.d.ts +6 -0
  566. package/dist/types/FIX.5.MOD/quickfix/set/evnt_grp_no_events.js +3 -0
  567. package/dist/types/FIX.5.MOD/quickfix/set/evnt_grp_no_events.js.map +1 -0
  568. package/dist/types/FIX.5.MOD/quickfix/set/exec_alloc_grp.d.ts +4 -0
  569. package/dist/types/FIX.5.MOD/quickfix/set/exec_alloc_grp.js +3 -0
  570. package/dist/types/FIX.5.MOD/quickfix/set/exec_alloc_grp.js.map +1 -0
  571. package/dist/types/FIX.5.MOD/quickfix/set/exec_alloc_grp_no_execs.d.ts +10 -0
  572. package/dist/types/FIX.5.MOD/quickfix/set/exec_alloc_grp_no_execs.js +3 -0
  573. package/dist/types/FIX.5.MOD/quickfix/set/exec_alloc_grp_no_execs.js.map +1 -0
  574. package/dist/types/FIX.5.MOD/quickfix/set/exec_coll_grp.d.ts +4 -0
  575. package/dist/types/FIX.5.MOD/quickfix/set/exec_coll_grp.js +3 -0
  576. package/dist/types/FIX.5.MOD/quickfix/set/exec_coll_grp.js.map +1 -0
  577. package/dist/types/FIX.5.MOD/quickfix/set/exec_coll_grp_no_execs.d.ts +3 -0
  578. package/dist/types/FIX.5.MOD/quickfix/set/exec_coll_grp_no_execs.js +3 -0
  579. package/dist/types/FIX.5.MOD/quickfix/set/exec_coll_grp_no_execs.js.map +1 -0
  580. package/dist/types/FIX.5.MOD/quickfix/set/exec_inst_rules.d.ts +4 -0
  581. package/dist/types/FIX.5.MOD/quickfix/set/exec_inst_rules.js +3 -0
  582. package/dist/types/FIX.5.MOD/quickfix/set/exec_inst_rules.js.map +1 -0
  583. package/dist/types/FIX.5.MOD/quickfix/set/exec_inst_rules_no_exec_inst_rules.d.ts +3 -0
  584. package/dist/types/FIX.5.MOD/quickfix/set/exec_inst_rules_no_exec_inst_rules.js +3 -0
  585. package/dist/types/FIX.5.MOD/quickfix/set/exec_inst_rules_no_exec_inst_rules.js.map +1 -0
  586. package/dist/types/FIX.5.MOD/quickfix/set/expiration_qty.d.ts +4 -0
  587. package/dist/types/FIX.5.MOD/quickfix/set/expiration_qty.js +3 -0
  588. package/dist/types/FIX.5.MOD/quickfix/set/expiration_qty.js.map +1 -0
  589. package/dist/types/FIX.5.MOD/quickfix/set/expiration_qty_no_expiration.d.ts +4 -0
  590. package/dist/types/FIX.5.MOD/quickfix/set/expiration_qty_no_expiration.js +3 -0
  591. package/dist/types/FIX.5.MOD/quickfix/set/expiration_qty_no_expiration.js.map +1 -0
  592. package/dist/types/FIX.5.MOD/quickfix/set/financing_details.d.ts +11 -0
  593. package/dist/types/FIX.5.MOD/quickfix/set/financing_details.js +3 -0
  594. package/dist/types/FIX.5.MOD/quickfix/set/financing_details.js.map +1 -0
  595. package/dist/types/FIX.5.MOD/quickfix/set/hop_grp.d.ts +4 -0
  596. package/dist/types/FIX.5.MOD/quickfix/set/hop_grp.js +3 -0
  597. package/dist/types/FIX.5.MOD/quickfix/set/hop_grp.js.map +1 -0
  598. package/dist/types/FIX.5.MOD/quickfix/set/hop_grp_no_hops.d.ts +5 -0
  599. package/dist/types/FIX.5.MOD/quickfix/set/hop_grp_no_hops.js +3 -0
  600. package/dist/types/FIX.5.MOD/quickfix/set/hop_grp_no_hops.js.map +1 -0
  601. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_grp.d.ts +4 -0
  602. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_grp.js +3 -0
  603. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_grp.js.map +1 -0
  604. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_grp_no_related_sym.d.ts +4 -0
  605. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_grp_no_related_sym.js +3 -0
  606. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_grp_no_related_sym.js.map +1 -0
  607. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp.d.ts +4 -0
  608. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp.js +3 -0
  609. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp.js.map +1 -0
  610. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp_no_legs.d.ts +22 -0
  611. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp_no_legs.js +3 -0
  612. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp_no_legs.js.map +1 -0
  613. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp.d.ts +4 -0
  614. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp.js +3 -0
  615. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp.js.map +1 -0
  616. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp_no_legs.d.ts +4 -0
  617. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp_no_legs.js +3 -0
  618. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp_no_legs.js.map +1 -0
  619. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp.d.ts +4 -0
  620. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp.js +3 -0
  621. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp.js.map +1 -0
  622. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp_no_legs.d.ts +7 -0
  623. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp_no_legs.js +3 -0
  624. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp_no_legs.js.map +1 -0
  625. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp.d.ts +4 -0
  626. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp.js +3 -0
  627. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp.js.map +1 -0
  628. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp_no_legs.d.ts +10 -0
  629. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp_no_legs.js +3 -0
  630. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp_no_legs.js.map +1 -0
  631. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp.d.ts +4 -0
  632. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp.js +3 -0
  633. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp.js.map +1 -0
  634. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp_no_related_sym.d.ts +13 -0
  635. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp_no_related_sym.js +3 -0
  636. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp_no_related_sym.js.map +1 -0
  637. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp.d.ts +4 -0
  638. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp.js +3 -0
  639. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp.js.map +1 -0
  640. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp_no_strikes.d.ts +4 -0
  641. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp_no_strikes.js +3 -0
  642. package/dist/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp_no_strikes.js.map +1 -0
  643. package/dist/types/FIX.5.MOD/quickfix/set/instrument.d.ts +73 -0
  644. package/dist/types/FIX.5.MOD/quickfix/set/instrument.js +3 -0
  645. package/dist/types/FIX.5.MOD/quickfix/set/instrument.js.map +1 -0
  646. package/dist/types/FIX.5.MOD/quickfix/set/instrument_extension.d.ts +6 -0
  647. package/dist/types/FIX.5.MOD/quickfix/set/instrument_extension.js +3 -0
  648. package/dist/types/FIX.5.MOD/quickfix/set/instrument_extension.js.map +1 -0
  649. package/dist/types/FIX.5.MOD/quickfix/set/instrument_leg.d.ts +48 -0
  650. package/dist/types/FIX.5.MOD/quickfix/set/instrument_leg.js +3 -0
  651. package/dist/types/FIX.5.MOD/quickfix/set/instrument_leg.js.map +1 -0
  652. package/dist/types/FIX.5.MOD/quickfix/set/instrument_parties.d.ts +4 -0
  653. package/dist/types/FIX.5.MOD/quickfix/set/instrument_parties.js +3 -0
  654. package/dist/types/FIX.5.MOD/quickfix/set/instrument_parties.js.map +1 -0
  655. package/dist/types/FIX.5.MOD/quickfix/set/instrument_parties_no_instrument_parties.d.ts +7 -0
  656. package/dist/types/FIX.5.MOD/quickfix/set/instrument_parties_no_instrument_parties.js +3 -0
  657. package/dist/types/FIX.5.MOD/quickfix/set/instrument_parties_no_instrument_parties.js.map +1 -0
  658. package/dist/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp.d.ts +4 -0
  659. package/dist/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp.js +3 -0
  660. package/dist/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp.js.map +1 -0
  661. package/dist/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp_no_instrument_party_sub_i_ds.d.ts +4 -0
  662. package/dist/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp_no_instrument_party_sub_i_ds.js +3 -0
  663. package/dist/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp_no_instrument_party_sub_i_ds.js.map +1 -0
  664. package/dist/types/FIX.5.MOD/quickfix/set/ioi_qual_grp.d.ts +4 -0
  665. package/dist/types/FIX.5.MOD/quickfix/set/ioi_qual_grp.js +3 -0
  666. package/dist/types/FIX.5.MOD/quickfix/set/ioi_qual_grp.js.map +1 -0
  667. package/dist/types/FIX.5.MOD/quickfix/set/ioi_qual_grp_no_ioi_qualifiers.d.ts +3 -0
  668. package/dist/types/FIX.5.MOD/quickfix/set/ioi_qual_grp_no_ioi_qualifiers.js +3 -0
  669. package/dist/types/FIX.5.MOD/quickfix/set/ioi_qual_grp_no_ioi_qualifiers.js.map +1 -0
  670. package/dist/types/FIX.5.MOD/quickfix/set/leg_benchmark_curve_data.d.ts +7 -0
  671. package/dist/types/FIX.5.MOD/quickfix/set/leg_benchmark_curve_data.js +3 -0
  672. package/dist/types/FIX.5.MOD/quickfix/set/leg_benchmark_curve_data.js.map +1 -0
  673. package/dist/types/FIX.5.MOD/quickfix/set/leg_ord_grp.d.ts +4 -0
  674. package/dist/types/FIX.5.MOD/quickfix/set/leg_ord_grp.js +3 -0
  675. package/dist/types/FIX.5.MOD/quickfix/set/leg_ord_grp.js.map +1 -0
  676. package/dist/types/FIX.5.MOD/quickfix/set/leg_ord_grp_no_legs.d.ts +20 -0
  677. package/dist/types/FIX.5.MOD/quickfix/set/leg_ord_grp_no_legs.js +3 -0
  678. package/dist/types/FIX.5.MOD/quickfix/set/leg_ord_grp_no_legs.js.map +1 -0
  679. package/dist/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp.d.ts +4 -0
  680. package/dist/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp.js +3 -0
  681. package/dist/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp.js.map +1 -0
  682. package/dist/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp_no_leg_allocs.d.ts +9 -0
  683. package/dist/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp_no_leg_allocs.js +3 -0
  684. package/dist/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp_no_leg_allocs.js.map +1 -0
  685. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_grp.d.ts +4 -0
  686. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_grp.js +3 -0
  687. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_grp.js.map +1 -0
  688. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_grp_no_legs.d.ts +21 -0
  689. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_grp_no_legs.js +3 -0
  690. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_grp_no_legs.js.map +1 -0
  691. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp.d.ts +4 -0
  692. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp.js +3 -0
  693. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp.js.map +1 -0
  694. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp_no_legs.d.ts +13 -0
  695. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp_no_legs.js +3 -0
  696. package/dist/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp_no_legs.js.map +1 -0
  697. package/dist/types/FIX.5.MOD/quickfix/set/leg_sec_alt_id_grp.d.ts +3 -0
  698. package/dist/types/FIX.5.MOD/quickfix/set/leg_sec_alt_id_grp.js +3 -0
  699. package/dist/types/FIX.5.MOD/quickfix/set/leg_sec_alt_id_grp.js.map +1 -0
  700. package/dist/types/FIX.5.MOD/quickfix/set/leg_stipulations.d.ts +4 -0
  701. package/dist/types/FIX.5.MOD/quickfix/set/leg_stipulations.js +3 -0
  702. package/dist/types/FIX.5.MOD/quickfix/set/leg_stipulations.js.map +1 -0
  703. package/dist/types/FIX.5.MOD/quickfix/set/leg_stipulations_no_leg_stipulations.d.ts +4 -0
  704. package/dist/types/FIX.5.MOD/quickfix/set/leg_stipulations_no_leg_stipulations.js +3 -0
  705. package/dist/types/FIX.5.MOD/quickfix/set/leg_stipulations_no_leg_stipulations.js.map +1 -0
  706. package/dist/types/FIX.5.MOD/quickfix/set/lines_of_text_grp.d.ts +4 -0
  707. package/dist/types/FIX.5.MOD/quickfix/set/lines_of_text_grp.js +3 -0
  708. package/dist/types/FIX.5.MOD/quickfix/set/lines_of_text_grp.js.map +1 -0
  709. package/dist/types/FIX.5.MOD/quickfix/set/lines_of_text_grp_no_lines_of_text.d.ts +6 -0
  710. package/dist/types/FIX.5.MOD/quickfix/set/lines_of_text_grp_no_lines_of_text.js +3 -0
  711. package/dist/types/FIX.5.MOD/quickfix/set/lines_of_text_grp_no_lines_of_text.js.map +1 -0
  712. package/dist/types/FIX.5.MOD/quickfix/set/list_ord_grp.d.ts +4 -0
  713. package/dist/types/FIX.5.MOD/quickfix/set/list_ord_grp.js +3 -0
  714. package/dist/types/FIX.5.MOD/quickfix/set/list_ord_grp.js.map +1 -0
  715. package/dist/types/FIX.5.MOD/quickfix/set/list_ord_grp_no_orders.d.ts +103 -0
  716. package/dist/types/FIX.5.MOD/quickfix/set/list_ord_grp_no_orders.js +3 -0
  717. package/dist/types/FIX.5.MOD/quickfix/set/list_ord_grp_no_orders.js.map +1 -0
  718. package/dist/types/FIX.5.MOD/quickfix/set/lot_type_rules.d.ts +4 -0
  719. package/dist/types/FIX.5.MOD/quickfix/set/lot_type_rules.js +3 -0
  720. package/dist/types/FIX.5.MOD/quickfix/set/lot_type_rules.js.map +1 -0
  721. package/dist/types/FIX.5.MOD/quickfix/set/lot_type_rules_no_lot_type_rules.d.ts +5 -0
  722. package/dist/types/FIX.5.MOD/quickfix/set/lot_type_rules_no_lot_type_rules.js +3 -0
  723. package/dist/types/FIX.5.MOD/quickfix/set/lot_type_rules_no_lot_type_rules.js.map +1 -0
  724. package/dist/types/FIX.5.MOD/quickfix/set/market_alias.d.ts +4 -0
  725. package/dist/types/FIX.5.MOD/quickfix/set/market_alias.js +3 -0
  726. package/dist/types/FIX.5.MOD/quickfix/set/market_alias.js.map +1 -0
  727. package/dist/types/FIX.5.MOD/quickfix/set/market_alias_no_market_alias.d.ts +4 -0
  728. package/dist/types/FIX.5.MOD/quickfix/set/market_alias_no_market_alias.js +3 -0
  729. package/dist/types/FIX.5.MOD/quickfix/set/market_alias_no_market_alias.js.map +1 -0
  730. package/dist/types/FIX.5.MOD/quickfix/set/market_data_feed_types.d.ts +4 -0
  731. package/dist/types/FIX.5.MOD/quickfix/set/market_data_feed_types.js +3 -0
  732. package/dist/types/FIX.5.MOD/quickfix/set/market_data_feed_types.js.map +1 -0
  733. package/dist/types/FIX.5.MOD/quickfix/set/market_data_feed_types_no_md_feed_types.d.ts +5 -0
  734. package/dist/types/FIX.5.MOD/quickfix/set/market_data_feed_types_no_md_feed_types.js +3 -0
  735. package/dist/types/FIX.5.MOD/quickfix/set/market_data_feed_types_no_md_feed_types.js.map +1 -0
  736. package/dist/types/FIX.5.MOD/quickfix/set/match_rules.d.ts +4 -0
  737. package/dist/types/FIX.5.MOD/quickfix/set/match_rules.js +3 -0
  738. package/dist/types/FIX.5.MOD/quickfix/set/match_rules.js.map +1 -0
  739. package/dist/types/FIX.5.MOD/quickfix/set/match_rules_no_match_rules.d.ts +4 -0
  740. package/dist/types/FIX.5.MOD/quickfix/set/match_rules_no_match_rules.js +3 -0
  741. package/dist/types/FIX.5.MOD/quickfix/set/match_rules_no_match_rules.js.map +1 -0
  742. package/dist/types/FIX.5.MOD/quickfix/set/maturity_rules.d.ts +4 -0
  743. package/dist/types/FIX.5.MOD/quickfix/set/maturity_rules.js +3 -0
  744. package/dist/types/FIX.5.MOD/quickfix/set/maturity_rules.js.map +1 -0
  745. package/dist/types/FIX.5.MOD/quickfix/set/maturity_rules_no_maturity_rules.d.ts +8 -0
  746. package/dist/types/FIX.5.MOD/quickfix/set/maturity_rules_no_maturity_rules.js +3 -0
  747. package/dist/types/FIX.5.MOD/quickfix/set/maturity_rules_no_maturity_rules.js.map +1 -0
  748. package/dist/types/FIX.5.MOD/quickfix/set/md_full_grp.d.ts +4 -0
  749. package/dist/types/FIX.5.MOD/quickfix/set/md_full_grp.js +3 -0
  750. package/dist/types/FIX.5.MOD/quickfix/set/md_full_grp.js.map +1 -0
  751. package/dist/types/FIX.5.MOD/quickfix/set/md_full_grp_no_md_entries.d.ts +58 -0
  752. package/dist/types/FIX.5.MOD/quickfix/set/md_full_grp_no_md_entries.js +3 -0
  753. package/dist/types/FIX.5.MOD/quickfix/set/md_full_grp_no_md_entries.js.map +1 -0
  754. package/dist/types/FIX.5.MOD/quickfix/set/md_inc_grp.d.ts +4 -0
  755. package/dist/types/FIX.5.MOD/quickfix/set/md_inc_grp.js +3 -0
  756. package/dist/types/FIX.5.MOD/quickfix/set/md_inc_grp.js.map +1 -0
  757. package/dist/types/FIX.5.MOD/quickfix/set/md_inc_grp_no_md_entries.d.ts +67 -0
  758. package/dist/types/FIX.5.MOD/quickfix/set/md_inc_grp_no_md_entries.js +3 -0
  759. package/dist/types/FIX.5.MOD/quickfix/set/md_inc_grp_no_md_entries.js.map +1 -0
  760. package/dist/types/FIX.5.MOD/quickfix/set/md_req_grp.d.ts +4 -0
  761. package/dist/types/FIX.5.MOD/quickfix/set/md_req_grp.js +3 -0
  762. package/dist/types/FIX.5.MOD/quickfix/set/md_req_grp.js.map +1 -0
  763. package/dist/types/FIX.5.MOD/quickfix/set/md_req_grp_no_md_entry_types.d.ts +3 -0
  764. package/dist/types/FIX.5.MOD/quickfix/set/md_req_grp_no_md_entry_types.js +3 -0
  765. package/dist/types/FIX.5.MOD/quickfix/set/md_req_grp_no_md_entry_types.js.map +1 -0
  766. package/dist/types/FIX.5.MOD/quickfix/set/md_rjct_grp.d.ts +4 -0
  767. package/dist/types/FIX.5.MOD/quickfix/set/md_rjct_grp.js +3 -0
  768. package/dist/types/FIX.5.MOD/quickfix/set/md_rjct_grp.js.map +1 -0
  769. package/dist/types/FIX.5.MOD/quickfix/set/md_rjct_grp_no_alt_md_source.d.ts +3 -0
  770. package/dist/types/FIX.5.MOD/quickfix/set/md_rjct_grp_no_alt_md_source.js +3 -0
  771. package/dist/types/FIX.5.MOD/quickfix/set/md_rjct_grp_no_alt_md_source.js.map +1 -0
  772. package/dist/types/FIX.5.MOD/quickfix/set/misc_fees_grp.d.ts +4 -0
  773. package/dist/types/FIX.5.MOD/quickfix/set/misc_fees_grp.js +3 -0
  774. package/dist/types/FIX.5.MOD/quickfix/set/misc_fees_grp.js.map +1 -0
  775. package/dist/types/FIX.5.MOD/quickfix/set/misc_fees_grp_no_misc_fees.d.ts +6 -0
  776. package/dist/types/FIX.5.MOD/quickfix/set/misc_fees_grp_no_misc_fees.js +3 -0
  777. package/dist/types/FIX.5.MOD/quickfix/set/misc_fees_grp_no_misc_fees.js.map +1 -0
  778. package/dist/types/FIX.5.MOD/quickfix/set/msg_type_grp.d.ts +4 -0
  779. package/dist/types/FIX.5.MOD/quickfix/set/msg_type_grp.js +3 -0
  780. package/dist/types/FIX.5.MOD/quickfix/set/msg_type_grp.js.map +1 -0
  781. package/dist/types/FIX.5.MOD/quickfix/set/msg_type_grp_no_msg_types.d.ts +6 -0
  782. package/dist/types/FIX.5.MOD/quickfix/set/msg_type_grp_no_msg_types.js +3 -0
  783. package/dist/types/FIX.5.MOD/quickfix/set/msg_type_grp_no_msg_types.js.map +1 -0
  784. package/dist/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute.d.ts +4 -0
  785. package/dist/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute.js +3 -0
  786. package/dist/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute.js.map +1 -0
  787. package/dist/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute_no_nested_instr_attrib.d.ts +4 -0
  788. package/dist/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute_no_nested_instr_attrib.js +3 -0
  789. package/dist/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute_no_nested_instr_attrib.js.map +1 -0
  790. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties.d.ts +4 -0
  791. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties.js +3 -0
  792. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties.js.map +1 -0
  793. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_2.d.ts +4 -0
  794. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_2.js +3 -0
  795. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_2.js.map +1 -0
  796. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_2_no_nested_2_party_i_ds.d.ts +7 -0
  797. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_2_no_nested_2_party_i_ds.js +3 -0
  798. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_2_no_nested_2_party_i_ds.js.map +1 -0
  799. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_3.d.ts +4 -0
  800. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_3.js +3 -0
  801. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_3.js.map +1 -0
  802. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_3_no_nested_3_party_i_ds.d.ts +7 -0
  803. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_3_no_nested_3_party_i_ds.js +3 -0
  804. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_3_no_nested_3_party_i_ds.js.map +1 -0
  805. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_no_nested_party_i_ds.d.ts +7 -0
  806. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_no_nested_party_i_ds.js +3 -0
  807. package/dist/types/FIX.5.MOD/quickfix/set/nested_parties_no_nested_party_i_ds.js.map +1 -0
  808. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp.d.ts +4 -0
  809. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp.js +3 -0
  810. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp.js.map +1 -0
  811. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp_no_nested_2_party_sub_i_ds.d.ts +4 -0
  812. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp_no_nested_2_party_sub_i_ds.js +3 -0
  813. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp_no_nested_2_party_sub_i_ds.js.map +1 -0
  814. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp.d.ts +4 -0
  815. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp.js +3 -0
  816. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp.js.map +1 -0
  817. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp_no_nested_3_party_sub_i_ds.d.ts +4 -0
  818. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp_no_nested_3_party_sub_i_ds.js +3 -0
  819. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp_no_nested_3_party_sub_i_ds.js.map +1 -0
  820. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp.d.ts +4 -0
  821. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp.js +3 -0
  822. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp.js.map +1 -0
  823. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp_no_nested_party_sub_i_ds.d.ts +4 -0
  824. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp_no_nested_party_sub_i_ds.js +3 -0
  825. package/dist/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp_no_nested_party_sub_i_ds.js.map +1 -0
  826. package/dist/types/FIX.5.MOD/quickfix/set/ord_alloc_grp.d.ts +4 -0
  827. package/dist/types/FIX.5.MOD/quickfix/set/ord_alloc_grp.js +3 -0
  828. package/dist/types/FIX.5.MOD/quickfix/set/ord_alloc_grp.js.map +1 -0
  829. package/dist/types/FIX.5.MOD/quickfix/set/ord_alloc_grp_no_orders.d.ts +12 -0
  830. package/dist/types/FIX.5.MOD/quickfix/set/ord_alloc_grp_no_orders.js +3 -0
  831. package/dist/types/FIX.5.MOD/quickfix/set/ord_alloc_grp_no_orders.js.map +1 -0
  832. package/dist/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp.d.ts +4 -0
  833. package/dist/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp.js +3 -0
  834. package/dist/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp.js.map +1 -0
  835. package/dist/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp_no_orders.d.ts +15 -0
  836. package/dist/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp_no_orders.js +3 -0
  837. package/dist/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp_no_orders.js.map +1 -0
  838. package/dist/types/FIX.5.MOD/quickfix/set/ord_type_rules.d.ts +4 -0
  839. package/dist/types/FIX.5.MOD/quickfix/set/ord_type_rules.js +3 -0
  840. package/dist/types/FIX.5.MOD/quickfix/set/ord_type_rules.js.map +1 -0
  841. package/dist/types/FIX.5.MOD/quickfix/set/ord_type_rules_no_ord_type_rules.d.ts +3 -0
  842. package/dist/types/FIX.5.MOD/quickfix/set/ord_type_rules_no_ord_type_rules.js +3 -0
  843. package/dist/types/FIX.5.MOD/quickfix/set/ord_type_rules_no_ord_type_rules.js.map +1 -0
  844. package/dist/types/FIX.5.MOD/quickfix/set/order_qty_data.d.ts +7 -0
  845. package/dist/types/FIX.5.MOD/quickfix/set/order_qty_data.js +3 -0
  846. package/dist/types/FIX.5.MOD/quickfix/set/order_qty_data.js.map +1 -0
  847. package/dist/types/FIX.5.MOD/quickfix/set/parties.d.ts +4 -0
  848. package/dist/types/FIX.5.MOD/quickfix/set/parties.js +3 -0
  849. package/dist/types/FIX.5.MOD/quickfix/set/parties.js.map +1 -0
  850. package/dist/types/FIX.5.MOD/quickfix/set/parties_no_party_i_ds.d.ts +7 -0
  851. package/dist/types/FIX.5.MOD/quickfix/set/parties_no_party_i_ds.js +3 -0
  852. package/dist/types/FIX.5.MOD/quickfix/set/parties_no_party_i_ds.js.map +1 -0
  853. package/dist/types/FIX.5.MOD/quickfix/set/peg_instructions.d.ts +13 -0
  854. package/dist/types/FIX.5.MOD/quickfix/set/peg_instructions.js +3 -0
  855. package/dist/types/FIX.5.MOD/quickfix/set/peg_instructions.js.map +1 -0
  856. package/dist/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp.d.ts +4 -0
  857. package/dist/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp.js +3 -0
  858. package/dist/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp.js.map +1 -0
  859. package/dist/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp_no_underlyings.d.ts +9 -0
  860. package/dist/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp_no_underlyings.js +3 -0
  861. package/dist/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp_no_underlyings.js.map +1 -0
  862. package/dist/types/FIX.5.MOD/quickfix/set/position_amount_data.d.ts +4 -0
  863. package/dist/types/FIX.5.MOD/quickfix/set/position_amount_data.js +3 -0
  864. package/dist/types/FIX.5.MOD/quickfix/set/position_amount_data.js.map +1 -0
  865. package/dist/types/FIX.5.MOD/quickfix/set/position_amount_data_no_pos_amt.d.ts +5 -0
  866. package/dist/types/FIX.5.MOD/quickfix/set/position_amount_data_no_pos_amt.js +3 -0
  867. package/dist/types/FIX.5.MOD/quickfix/set/position_amount_data_no_pos_amt.js.map +1 -0
  868. package/dist/types/FIX.5.MOD/quickfix/set/position_qty.d.ts +4 -0
  869. package/dist/types/FIX.5.MOD/quickfix/set/position_qty.js +3 -0
  870. package/dist/types/FIX.5.MOD/quickfix/set/position_qty.js.map +1 -0
  871. package/dist/types/FIX.5.MOD/quickfix/set/position_qty_no_positions.d.ts +9 -0
  872. package/dist/types/FIX.5.MOD/quickfix/set/position_qty_no_positions.js +3 -0
  873. package/dist/types/FIX.5.MOD/quickfix/set/position_qty_no_positions.js.map +1 -0
  874. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_grp.d.ts +4 -0
  875. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_grp.js +3 -0
  876. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_grp.js.map +1 -0
  877. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_grp_no_allocs.d.ts +9 -0
  878. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_grp_no_allocs.js +3 -0
  879. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_grp_no_allocs.js.map +1 -0
  880. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp.d.ts +4 -0
  881. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp.js +3 -0
  882. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp.js.map +1 -0
  883. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp_no_allocs.d.ts +9 -0
  884. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp_no_allocs.js +3 -0
  885. package/dist/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp_no_allocs.js.map +1 -0
  886. package/dist/types/FIX.5.MOD/quickfix/set/price_limits.d.ts +6 -0
  887. package/dist/types/FIX.5.MOD/quickfix/set/price_limits.js +3 -0
  888. package/dist/types/FIX.5.MOD/quickfix/set/price_limits.js.map +1 -0
  889. package/dist/types/FIX.5.MOD/quickfix/set/ptys_sub_grp.d.ts +4 -0
  890. package/dist/types/FIX.5.MOD/quickfix/set/ptys_sub_grp.js +3 -0
  891. package/dist/types/FIX.5.MOD/quickfix/set/ptys_sub_grp.js.map +1 -0
  892. package/dist/types/FIX.5.MOD/quickfix/set/ptys_sub_grp_no_party_sub_i_ds.d.ts +4 -0
  893. package/dist/types/FIX.5.MOD/quickfix/set/ptys_sub_grp_no_party_sub_i_ds.js +3 -0
  894. package/dist/types/FIX.5.MOD/quickfix/set/ptys_sub_grp_no_party_sub_i_ds.js.map +1 -0
  895. package/dist/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp.d.ts +4 -0
  896. package/dist/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp.js +3 -0
  897. package/dist/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp.js.map +1 -0
  898. package/dist/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp_no_quote_entries.d.ts +10 -0
  899. package/dist/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp_no_quote_entries.js +3 -0
  900. package/dist/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp_no_quote_entries.js.map +1 -0
  901. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp.d.ts +4 -0
  902. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp.js +3 -0
  903. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp.js.map +1 -0
  904. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp_no_quote_entries.d.ts +31 -0
  905. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp_no_quote_entries.js +3 -0
  906. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp_no_quote_entries.js.map +1 -0
  907. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_grp.d.ts +4 -0
  908. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_grp.js +3 -0
  909. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_grp.js.map +1 -0
  910. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_grp_no_quote_entries.d.ts +30 -0
  911. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_grp_no_quote_entries.js +3 -0
  912. package/dist/types/FIX.5.MOD/quickfix/set/quot_entry_grp_no_quote_entries.js.map +1 -0
  913. package/dist/types/FIX.5.MOD/quickfix/set/quot_qual_grp.d.ts +4 -0
  914. package/dist/types/FIX.5.MOD/quickfix/set/quot_qual_grp.js +3 -0
  915. package/dist/types/FIX.5.MOD/quickfix/set/quot_qual_grp.js.map +1 -0
  916. package/dist/types/FIX.5.MOD/quickfix/set/quot_qual_grp_no_quote_qualifiers.d.ts +3 -0
  917. package/dist/types/FIX.5.MOD/quickfix/set/quot_qual_grp_no_quote_qualifiers.js +3 -0
  918. package/dist/types/FIX.5.MOD/quickfix/set/quot_qual_grp_no_quote_qualifiers.js.map +1 -0
  919. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_grp.d.ts +4 -0
  920. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_grp.js +3 -0
  921. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_grp.js.map +1 -0
  922. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_grp_no_related_sym.d.ts +46 -0
  923. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_grp_no_related_sym.js +3 -0
  924. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_grp_no_related_sym.js.map +1 -0
  925. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp.d.ts +4 -0
  926. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp.js +3 -0
  927. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp.js.map +1 -0
  928. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp_no_legs.d.ts +18 -0
  929. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp_no_legs.js +3 -0
  930. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp_no_legs.js.map +1 -0
  931. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp.d.ts +4 -0
  932. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp.js +3 -0
  933. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp.js.map +1 -0
  934. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp_no_related_sym.d.ts +45 -0
  935. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp_no_related_sym.js +3 -0
  936. package/dist/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp_no_related_sym.js.map +1 -0
  937. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp.d.ts +4 -0
  938. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp.js +3 -0
  939. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp.js.map +1 -0
  940. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp_no_quote_sets.d.ts +9 -0
  941. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp_no_quote_sets.js +3 -0
  942. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp_no_quote_sets.js.map +1 -0
  943. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_grp.d.ts +4 -0
  944. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_grp.js +3 -0
  945. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_grp.js.map +1 -0
  946. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_grp_no_quote_sets.d.ts +10 -0
  947. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_grp_no_quote_sets.js +3 -0
  948. package/dist/types/FIX.5.MOD/quickfix/set/quot_set_grp_no_quote_sets.js.map +1 -0
  949. package/dist/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp.d.ts +4 -0
  950. package/dist/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp.js +3 -0
  951. package/dist/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp.js.map +1 -0
  952. package/dist/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp_no_related_sym.d.ts +16 -0
  953. package/dist/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp_no_related_sym.js +3 -0
  954. package/dist/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp_no_related_sym.js.map +1 -0
  955. package/dist/types/FIX.5.MOD/quickfix/set/related_account.d.ts +4 -0
  956. package/dist/types/FIX.5.MOD/quickfix/set/related_account.js +3 -0
  957. package/dist/types/FIX.5.MOD/quickfix/set/related_account.js.map +1 -0
  958. package/dist/types/FIX.5.MOD/quickfix/set/related_account_no_related_acc.d.ts +11 -0
  959. package/dist/types/FIX.5.MOD/quickfix/set/related_account_no_related_acc.js +3 -0
  960. package/dist/types/FIX.5.MOD/quickfix/set/related_account_no_related_acc.js.map +1 -0
  961. package/dist/types/FIX.5.MOD/quickfix/set/rfq_req_grp.d.ts +4 -0
  962. package/dist/types/FIX.5.MOD/quickfix/set/rfq_req_grp.js +3 -0
  963. package/dist/types/FIX.5.MOD/quickfix/set/rfq_req_grp.js.map +1 -0
  964. package/dist/types/FIX.5.MOD/quickfix/set/rfq_req_grp_no_related_sym.d.ts +13 -0
  965. package/dist/types/FIX.5.MOD/quickfix/set/rfq_req_grp_no_related_sym.js +3 -0
  966. package/dist/types/FIX.5.MOD/quickfix/set/rfq_req_grp_no_related_sym.js.map +1 -0
  967. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp.d.ts +4 -0
  968. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp.js +3 -0
  969. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp.js.map +1 -0
  970. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp_no_distrib_insts.d.ts +10 -0
  971. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp_no_distrib_insts.js +3 -0
  972. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp_no_distrib_insts.js.map +1 -0
  973. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp.d.ts +4 -0
  974. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp.js +3 -0
  975. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp.js.map +1 -0
  976. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp_no_regist_dtls.d.ts +11 -0
  977. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp_no_regist_dtls.js +3 -0
  978. package/dist/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp_no_regist_dtls.js.map +1 -0
  979. package/dist/types/FIX.5.MOD/quickfix/set/root_parties.d.ts +4 -0
  980. package/dist/types/FIX.5.MOD/quickfix/set/root_parties.js +3 -0
  981. package/dist/types/FIX.5.MOD/quickfix/set/root_parties.js.map +1 -0
  982. package/dist/types/FIX.5.MOD/quickfix/set/root_parties_no_root_party_i_ds.d.ts +7 -0
  983. package/dist/types/FIX.5.MOD/quickfix/set/root_parties_no_root_party_i_ds.js +3 -0
  984. package/dist/types/FIX.5.MOD/quickfix/set/root_parties_no_root_party_i_ds.js.map +1 -0
  985. package/dist/types/FIX.5.MOD/quickfix/set/root_sub_parties.d.ts +4 -0
  986. package/dist/types/FIX.5.MOD/quickfix/set/root_sub_parties.js +3 -0
  987. package/dist/types/FIX.5.MOD/quickfix/set/root_sub_parties.js.map +1 -0
  988. package/dist/types/FIX.5.MOD/quickfix/set/root_sub_parties_no_root_party_sub_i_ds.d.ts +4 -0
  989. package/dist/types/FIX.5.MOD/quickfix/set/root_sub_parties_no_root_party_sub_i_ds.js +3 -0
  990. package/dist/types/FIX.5.MOD/quickfix/set/root_sub_parties_no_root_party_sub_i_ds.js.map +1 -0
  991. package/dist/types/FIX.5.MOD/quickfix/set/routing_grp.d.ts +4 -0
  992. package/dist/types/FIX.5.MOD/quickfix/set/routing_grp.js +3 -0
  993. package/dist/types/FIX.5.MOD/quickfix/set/routing_grp.js.map +1 -0
  994. package/dist/types/FIX.5.MOD/quickfix/set/routing_grp_no_routing_i_ds.d.ts +4 -0
  995. package/dist/types/FIX.5.MOD/quickfix/set/routing_grp_no_routing_i_ds.js +3 -0
  996. package/dist/types/FIX.5.MOD/quickfix/set/routing_grp_no_routing_i_ds.js.map +1 -0
  997. package/dist/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp.d.ts +4 -0
  998. package/dist/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp.js +3 -0
  999. package/dist/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp.js.map +1 -0
  1000. package/dist/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp_no_security_alt_id.d.ts +4 -0
  1001. package/dist/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp_no_security_alt_id.js +3 -0
  1002. package/dist/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp_no_security_alt_id.js.map +1 -0
  1003. package/dist/types/FIX.5.MOD/quickfix/set/sec_list_grp.d.ts +4 -0
  1004. package/dist/types/FIX.5.MOD/quickfix/set/sec_list_grp.js +3 -0
  1005. package/dist/types/FIX.5.MOD/quickfix/set/sec_list_grp.js.map +1 -0
  1006. package/dist/types/FIX.5.MOD/quickfix/set/sec_list_grp_no_related_sym.d.ts +29 -0
  1007. package/dist/types/FIX.5.MOD/quickfix/set/sec_list_grp_no_related_sym.js +3 -0
  1008. package/dist/types/FIX.5.MOD/quickfix/set/sec_list_grp_no_related_sym.js.map +1 -0
  1009. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp.d.ts +4 -0
  1010. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp.js +3 -0
  1011. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp.js.map +1 -0
  1012. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp_no_related_sym.d.ts +28 -0
  1013. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp_no_related_sym.js +3 -0
  1014. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp_no_related_sym.js.map +1 -0
  1015. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp.d.ts +4 -0
  1016. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp.js +3 -0
  1017. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp.js.map +1 -0
  1018. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp_no_legs.d.ts +10 -0
  1019. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp_no_legs.js +3 -0
  1020. package/dist/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp_no_legs.js.map +1 -0
  1021. package/dist/types/FIX.5.MOD/quickfix/set/sec_types_grp.d.ts +4 -0
  1022. package/dist/types/FIX.5.MOD/quickfix/set/sec_types_grp.js +3 -0
  1023. package/dist/types/FIX.5.MOD/quickfix/set/sec_types_grp.js.map +1 -0
  1024. package/dist/types/FIX.5.MOD/quickfix/set/sec_types_grp_no_security_types.d.ts +6 -0
  1025. package/dist/types/FIX.5.MOD/quickfix/set/sec_types_grp_no_security_types.js +3 -0
  1026. package/dist/types/FIX.5.MOD/quickfix/set/sec_types_grp_no_security_types.js.map +1 -0
  1027. package/dist/types/FIX.5.MOD/quickfix/set/security_trading_rules.d.ts +8 -0
  1028. package/dist/types/FIX.5.MOD/quickfix/set/security_trading_rules.js +3 -0
  1029. package/dist/types/FIX.5.MOD/quickfix/set/security_trading_rules.js.map +1 -0
  1030. package/dist/types/FIX.5.MOD/quickfix/set/settl_inst_grp.d.ts +4 -0
  1031. package/dist/types/FIX.5.MOD/quickfix/set/settl_inst_grp.js +3 -0
  1032. package/dist/types/FIX.5.MOD/quickfix/set/settl_inst_grp.js.map +1 -0
  1033. package/dist/types/FIX.5.MOD/quickfix/set/settl_inst_grp_no_settl_inst.d.ts +26 -0
  1034. package/dist/types/FIX.5.MOD/quickfix/set/settl_inst_grp_no_settl_inst.js +3 -0
  1035. package/dist/types/FIX.5.MOD/quickfix/set/settl_inst_grp_no_settl_inst.js.map +1 -0
  1036. package/dist/types/FIX.5.MOD/quickfix/set/settl_instructions_data.d.ts +8 -0
  1037. package/dist/types/FIX.5.MOD/quickfix/set/settl_instructions_data.js +3 -0
  1038. package/dist/types/FIX.5.MOD/quickfix/set/settl_instructions_data.js.map +1 -0
  1039. package/dist/types/FIX.5.MOD/quickfix/set/settl_parties.d.ts +4 -0
  1040. package/dist/types/FIX.5.MOD/quickfix/set/settl_parties.js +3 -0
  1041. package/dist/types/FIX.5.MOD/quickfix/set/settl_parties.js.map +1 -0
  1042. package/dist/types/FIX.5.MOD/quickfix/set/settl_parties_no_settl_party_i_ds.d.ts +7 -0
  1043. package/dist/types/FIX.5.MOD/quickfix/set/settl_parties_no_settl_party_i_ds.js +3 -0
  1044. package/dist/types/FIX.5.MOD/quickfix/set/settl_parties_no_settl_party_i_ds.js.map +1 -0
  1045. package/dist/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp.d.ts +4 -0
  1046. package/dist/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp.js +3 -0
  1047. package/dist/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp.js.map +1 -0
  1048. package/dist/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp_no_settl_party_sub_i_ds.d.ts +4 -0
  1049. package/dist/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp_no_settl_party_sub_i_ds.js +3 -0
  1050. package/dist/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp_no_settl_party_sub_i_ds.js.map +1 -0
  1051. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp.d.ts +4 -0
  1052. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp.js +3 -0
  1053. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp.js.map +1 -0
  1054. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp_no_sides.d.ts +19 -0
  1055. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp_no_sides.js +3 -0
  1056. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp_no_sides.js.map +1 -0
  1057. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp.d.ts +4 -0
  1058. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp.js +3 -0
  1059. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp.js.map +1 -0
  1060. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp_no_sides.d.ts +42 -0
  1061. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp_no_sides.js +3 -0
  1062. package/dist/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp_no_sides.js.map +1 -0
  1063. package/dist/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts.d.ts +4 -0
  1064. package/dist/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts.js +3 -0
  1065. package/dist/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts.js.map +1 -0
  1066. package/dist/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts_no_side_trd_reg_ts.d.ts +5 -0
  1067. package/dist/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts_no_side_trd_reg_ts.js +3 -0
  1068. package/dist/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts_no_side_trd_reg_ts.js.map +1 -0
  1069. package/dist/types/FIX.5.MOD/quickfix/set/spread_or_benchmark_curve_data.d.ts +10 -0
  1070. package/dist/types/FIX.5.MOD/quickfix/set/spread_or_benchmark_curve_data.js +3 -0
  1071. package/dist/types/FIX.5.MOD/quickfix/set/spread_or_benchmark_curve_data.js.map +1 -0
  1072. package/dist/types/FIX.5.MOD/quickfix/set/standard_header.d.ts +33 -0
  1073. package/dist/types/FIX.5.MOD/quickfix/set/standard_header.js +3 -0
  1074. package/dist/types/FIX.5.MOD/quickfix/set/standard_header.js.map +1 -0
  1075. package/dist/types/FIX.5.MOD/quickfix/set/standard_trailer.d.ts +6 -0
  1076. package/dist/types/FIX.5.MOD/quickfix/set/standard_trailer.js +3 -0
  1077. package/dist/types/FIX.5.MOD/quickfix/set/standard_trailer.js.map +1 -0
  1078. package/dist/types/FIX.5.MOD/quickfix/set/stipulations.d.ts +4 -0
  1079. package/dist/types/FIX.5.MOD/quickfix/set/stipulations.js +3 -0
  1080. package/dist/types/FIX.5.MOD/quickfix/set/stipulations.js.map +1 -0
  1081. package/dist/types/FIX.5.MOD/quickfix/set/stipulations_no_stipulations.d.ts +4 -0
  1082. package/dist/types/FIX.5.MOD/quickfix/set/stipulations_no_stipulations.js +3 -0
  1083. package/dist/types/FIX.5.MOD/quickfix/set/stipulations_no_stipulations.js.map +1 -0
  1084. package/dist/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp.d.ts +4 -0
  1085. package/dist/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp.js +3 -0
  1086. package/dist/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp.js.map +1 -0
  1087. package/dist/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp_no_strategy_parameters.d.ts +5 -0
  1088. package/dist/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp_no_strategy_parameters.js +3 -0
  1089. package/dist/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp_no_strategy_parameters.js.map +1 -0
  1090. package/dist/types/FIX.5.MOD/quickfix/set/strike_rules.d.ts +4 -0
  1091. package/dist/types/FIX.5.MOD/quickfix/set/strike_rules.js +3 -0
  1092. package/dist/types/FIX.5.MOD/quickfix/set/strike_rules.js.map +1 -0
  1093. package/dist/types/FIX.5.MOD/quickfix/set/strike_rules_no_strike_rules.d.ts +9 -0
  1094. package/dist/types/FIX.5.MOD/quickfix/set/strike_rules_no_strike_rules.js +3 -0
  1095. package/dist/types/FIX.5.MOD/quickfix/set/strike_rules_no_strike_rules.js.map +1 -0
  1096. package/dist/types/FIX.5.MOD/quickfix/set/tick_rules.d.ts +4 -0
  1097. package/dist/types/FIX.5.MOD/quickfix/set/tick_rules.js +3 -0
  1098. package/dist/types/FIX.5.MOD/quickfix/set/tick_rules.js.map +1 -0
  1099. package/dist/types/FIX.5.MOD/quickfix/set/tick_rules_no_tick_rules.d.ts +6 -0
  1100. package/dist/types/FIX.5.MOD/quickfix/set/tick_rules_no_tick_rules.js +3 -0
  1101. package/dist/types/FIX.5.MOD/quickfix/set/tick_rules_no_tick_rules.js.map +1 -0
  1102. package/dist/types/FIX.5.MOD/quickfix/set/time_in_force_rules.d.ts +4 -0
  1103. package/dist/types/FIX.5.MOD/quickfix/set/time_in_force_rules.js +3 -0
  1104. package/dist/types/FIX.5.MOD/quickfix/set/time_in_force_rules.js.map +1 -0
  1105. package/dist/types/FIX.5.MOD/quickfix/set/time_in_force_rules_no_time_in_force_rules.d.ts +3 -0
  1106. package/dist/types/FIX.5.MOD/quickfix/set/time_in_force_rules_no_time_in_force_rules.js +3 -0
  1107. package/dist/types/FIX.5.MOD/quickfix/set/time_in_force_rules_no_time_in_force_rules.js.map +1 -0
  1108. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules.d.ts +12 -0
  1109. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules.js +3 -0
  1110. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules.js.map +1 -0
  1111. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp.d.ts +4 -0
  1112. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp.js +3 -0
  1113. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp.js.map +1 -0
  1114. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp_no_trading_session_rules.d.ts +6 -0
  1115. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp_no_trading_session_rules.js +3 -0
  1116. package/dist/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp_no_trading_session_rules.js.map +1 -0
  1117. package/dist/types/FIX.5.MOD/quickfix/set/trd_alloc_grp.d.ts +4 -0
  1118. package/dist/types/FIX.5.MOD/quickfix/set/trd_alloc_grp.js +3 -0
  1119. package/dist/types/FIX.5.MOD/quickfix/set/trd_alloc_grp.js.map +1 -0
  1120. package/dist/types/FIX.5.MOD/quickfix/set/trd_alloc_grp_no_allocs.d.ts +13 -0
  1121. package/dist/types/FIX.5.MOD/quickfix/set/trd_alloc_grp_no_allocs.js +3 -0
  1122. package/dist/types/FIX.5.MOD/quickfix/set/trd_alloc_grp_no_allocs.js.map +1 -0
  1123. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_dt_grp.d.ts +3 -0
  1124. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_dt_grp.js +3 -0
  1125. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_dt_grp.js.map +1 -0
  1126. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp.d.ts +4 -0
  1127. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp.js +3 -0
  1128. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp.js.map +1 -0
  1129. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp_no_sides.d.ts +74 -0
  1130. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp_no_sides.js +3 -0
  1131. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp_no_sides.js.map +1 -0
  1132. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp.d.ts +4 -0
  1133. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp.js +3 -0
  1134. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp.js.map +1 -0
  1135. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp_no_sides.d.ts +80 -0
  1136. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp_no_sides.js +3 -0
  1137. package/dist/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp_no_sides.js.map +1 -0
  1138. package/dist/types/FIX.5.MOD/quickfix/set/trd_coll_grp.d.ts +4 -0
  1139. package/dist/types/FIX.5.MOD/quickfix/set/trd_coll_grp.js +3 -0
  1140. package/dist/types/FIX.5.MOD/quickfix/set/trd_coll_grp.js.map +1 -0
  1141. package/dist/types/FIX.5.MOD/quickfix/set/trd_coll_grp_no_trades.d.ts +4 -0
  1142. package/dist/types/FIX.5.MOD/quickfix/set/trd_coll_grp_no_trades.js +3 -0
  1143. package/dist/types/FIX.5.MOD/quickfix/set/trd_coll_grp_no_trades.js.map +1 -0
  1144. package/dist/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp.d.ts +4 -0
  1145. package/dist/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp.js +3 -0
  1146. package/dist/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp.js.map +1 -0
  1147. package/dist/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp_no_legs.d.ts +22 -0
  1148. package/dist/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp_no_legs.js +3 -0
  1149. package/dist/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp_no_legs.js.map +1 -0
  1150. package/dist/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps.d.ts +4 -0
  1151. package/dist/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps.js +3 -0
  1152. package/dist/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps.js.map +1 -0
  1153. package/dist/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps_no_trd_reg_timestamps.d.ts +8 -0
  1154. package/dist/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps_no_trd_reg_timestamps.js +3 -0
  1155. package/dist/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps_no_trd_reg_timestamps.js.map +1 -0
  1156. package/dist/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp.d.ts +4 -0
  1157. package/dist/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp.js +3 -0
  1158. package/dist/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp.js.map +1 -0
  1159. package/dist/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp_no_trading_sessions.d.ts +20 -0
  1160. package/dist/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp_no_trading_sessions.js +3 -0
  1161. package/dist/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp_no_trading_sessions.js.map +1 -0
  1162. package/dist/types/FIX.5.MOD/quickfix/set/trdg_ses_grp.d.ts +4 -0
  1163. package/dist/types/FIX.5.MOD/quickfix/set/trdg_ses_grp.js +3 -0
  1164. package/dist/types/FIX.5.MOD/quickfix/set/trdg_ses_grp.js.map +1 -0
  1165. package/dist/types/FIX.5.MOD/quickfix/set/trdg_ses_grp_no_trading_sessions.d.ts +4 -0
  1166. package/dist/types/FIX.5.MOD/quickfix/set/trdg_ses_grp_no_trading_sessions.js +3 -0
  1167. package/dist/types/FIX.5.MOD/quickfix/set/trdg_ses_grp_no_trading_sessions.js.map +1 -0
  1168. package/dist/types/FIX.5.MOD/quickfix/set/triggering_instruction.d.ts +17 -0
  1169. package/dist/types/FIX.5.MOD/quickfix/set/triggering_instruction.js +3 -0
  1170. package/dist/types/FIX.5.MOD/quickfix/set/triggering_instruction.js.map +1 -0
  1171. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp.d.ts +4 -0
  1172. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp.js +3 -0
  1173. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp.js.map +1 -0
  1174. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp_no_underlyings.d.ts +5 -0
  1175. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp_no_underlyings.js +3 -0
  1176. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp_no_underlyings.js.map +1 -0
  1177. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_grp.d.ts +4 -0
  1178. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_grp.js +3 -0
  1179. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_grp.js.map +1 -0
  1180. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_grp_no_underlyings.d.ts +4 -0
  1181. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_grp_no_underlyings.js +3 -0
  1182. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_grp_no_underlyings.js.map +1 -0
  1183. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp.d.ts +4 -0
  1184. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp.js +3 -0
  1185. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp.js.map +1 -0
  1186. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp_no_underlyings.d.ts +14 -0
  1187. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp_no_underlyings.js +3 -0
  1188. package/dist/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp_no_underlyings.js.map +1 -0
  1189. package/dist/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp.d.ts +4 -0
  1190. package/dist/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp.js +3 -0
  1191. package/dist/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp.js.map +1 -0
  1192. package/dist/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp_no_underlying_security_alt_id.d.ts +4 -0
  1193. package/dist/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp_no_underlying_security_alt_id.js +3 -0
  1194. package/dist/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp_no_underlying_security_alt_id.js.map +1 -0
  1195. package/dist/types/FIX.5.MOD/quickfix/set/underlying_amount.d.ts +4 -0
  1196. package/dist/types/FIX.5.MOD/quickfix/set/underlying_amount.js +3 -0
  1197. package/dist/types/FIX.5.MOD/quickfix/set/underlying_amount.js.map +1 -0
  1198. package/dist/types/FIX.5.MOD/quickfix/set/underlying_amount_no_underlying_amounts.d.ts +6 -0
  1199. package/dist/types/FIX.5.MOD/quickfix/set/underlying_amount_no_underlying_amounts.js +3 -0
  1200. package/dist/types/FIX.5.MOD/quickfix/set/underlying_amount_no_underlying_amounts.js.map +1 -0
  1201. package/dist/types/FIX.5.MOD/quickfix/set/underlying_instrument.d.ts +64 -0
  1202. package/dist/types/FIX.5.MOD/quickfix/set/underlying_instrument.js +3 -0
  1203. package/dist/types/FIX.5.MOD/quickfix/set/underlying_instrument.js.map +1 -0
  1204. package/dist/types/FIX.5.MOD/quickfix/set/underlying_stipulations.d.ts +4 -0
  1205. package/dist/types/FIX.5.MOD/quickfix/set/underlying_stipulations.js +3 -0
  1206. package/dist/types/FIX.5.MOD/quickfix/set/underlying_stipulations.js.map +1 -0
  1207. package/dist/types/FIX.5.MOD/quickfix/set/underlying_stipulations_no_underlying_stips.d.ts +4 -0
  1208. package/dist/types/FIX.5.MOD/quickfix/set/underlying_stipulations_no_underlying_stips.js +3 -0
  1209. package/dist/types/FIX.5.MOD/quickfix/set/underlying_stipulations_no_underlying_stips.js.map +1 -0
  1210. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_parties.d.ts +4 -0
  1211. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_parties.js +3 -0
  1212. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_parties.js.map +1 -0
  1213. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_parties_no_undly_instrument_parties.d.ts +7 -0
  1214. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_parties_no_undly_instrument_parties.js +3 -0
  1215. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_parties_no_undly_instrument_parties.js.map +1 -0
  1216. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp.d.ts +4 -0
  1217. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp.js +3 -0
  1218. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp.js.map +1 -0
  1219. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp_no_undly_instrument_party_sub_i_ds.d.ts +4 -0
  1220. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp_no_undly_instrument_party_sub_i_ds.js +3 -0
  1221. package/dist/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp_no_undly_instrument_party_sub_i_ds.js.map +1 -0
  1222. package/dist/types/FIX.5.MOD/quickfix/set/yield_data.d.ts +8 -0
  1223. package/dist/types/FIX.5.MOD/quickfix/set/yield_data.js +3 -0
  1224. package/dist/types/FIX.5.MOD/quickfix/set/yield_data.js.map +1 -0
  1225. package/dist/types/FIX.5.MOD/quickfix/settlement_instruction_request.d.ts +23 -0
  1226. package/dist/types/FIX.5.MOD/quickfix/settlement_instruction_request.js +3 -0
  1227. package/dist/types/FIX.5.MOD/quickfix/settlement_instruction_request.js.map +1 -0
  1228. package/dist/types/FIX.5.MOD/quickfix/settlement_instructions.d.ts +18 -0
  1229. package/dist/types/FIX.5.MOD/quickfix/settlement_instructions.js +3 -0
  1230. package/dist/types/FIX.5.MOD/quickfix/settlement_instructions.js.map +1 -0
  1231. package/dist/types/FIX.5.MOD/quickfix/test_request.d.ts +7 -0
  1232. package/dist/types/FIX.5.MOD/quickfix/test_request.js +3 -0
  1233. package/dist/types/FIX.5.MOD/quickfix/test_request.js.map +1 -0
  1234. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report.d.ts +102 -0
  1235. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report.js +3 -0
  1236. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report.js.map +1 -0
  1237. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_ack.d.ts +92 -0
  1238. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_ack.js +3 -0
  1239. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_ack.js.map +1 -0
  1240. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_request.d.ts +56 -0
  1241. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_request.js +3 -0
  1242. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_request.js.map +1 -0
  1243. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_request_ack.d.ts +30 -0
  1244. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_request_ack.js +3 -0
  1245. package/dist/types/FIX.5.MOD/quickfix/trade_capture_report_request_ack.js.map +1 -0
  1246. package/dist/types/FIX.5.MOD/quickfix/trading_session_list.d.ts +9 -0
  1247. package/dist/types/FIX.5.MOD/quickfix/trading_session_list.js +3 -0
  1248. package/dist/types/FIX.5.MOD/quickfix/trading_session_list.js.map +1 -0
  1249. package/dist/types/FIX.5.MOD/quickfix/trading_session_list_request.d.ts +13 -0
  1250. package/dist/types/FIX.5.MOD/quickfix/trading_session_list_request.js +3 -0
  1251. package/dist/types/FIX.5.MOD/quickfix/trading_session_list_request.js.map +1 -0
  1252. package/dist/types/FIX.5.MOD/quickfix/trading_session_status.d.ts +28 -0
  1253. package/dist/types/FIX.5.MOD/quickfix/trading_session_status.js +3 -0
  1254. package/dist/types/FIX.5.MOD/quickfix/trading_session_status.js.map +1 -0
  1255. package/dist/types/FIX.5.MOD/quickfix/trading_session_status_request.d.ts +15 -0
  1256. package/dist/types/FIX.5.MOD/quickfix/trading_session_status_request.js +3 -0
  1257. package/dist/types/FIX.5.MOD/quickfix/trading_session_status_request.js.map +1 -0
  1258. package/dist/types/FIX.5.MOD/quickfix/user_request.d.ts +14 -0
  1259. package/dist/types/FIX.5.MOD/quickfix/user_request.js +3 -0
  1260. package/dist/types/FIX.5.MOD/quickfix/user_request.js.map +1 -0
  1261. package/dist/types/FIX.5.MOD/quickfix/user_response.d.ts +10 -0
  1262. package/dist/types/FIX.5.MOD/quickfix/user_response.js +3 -0
  1263. package/dist/types/FIX.5.MOD/quickfix/user_response.js.map +1 -0
  1264. package/dist/util/definition-factory.js +2 -1
  1265. package/dist/util/definition-factory.js.map +1 -1
  1266. package/dist/util/json-helper.js.map +1 -1
  1267. package/dist/util/message-generator.js.map +1 -1
  1268. package/dist/util/replay.js +2 -2
  1269. package/dist/util/replay.js.map +1 -1
  1270. package/package.json +24 -22
  1271. package/src/buffer/ascii/ascii-parser.ts +18 -9
  1272. package/src/buffer/ascii/ascii-segment-parser-error.ts +7 -0
  1273. package/src/buffer/ascii/ascii-segment-parser-summary.ts +13 -0
  1274. package/src/buffer/ascii/ascii-segment-parser.ts +28 -8
  1275. package/src/buffer/ascii/ascii-view.ts +4 -0
  1276. package/src/buffer/msg-view.ts +2 -2
  1277. package/src/buffer/segment/segment-description.ts +18 -0
  1278. package/src/buffer/tag/tag-pos.ts +1 -1
  1279. package/src/dictionary/contained/contained-field-set.ts +1 -1
  1280. package/src/dictionary/definition/fix-definitions.ts +13 -0
  1281. package/src/dictionary/definition/fix-version-parser.ts +57 -0
  1282. package/src/dictionary/definition/simple-field-definition.ts +1 -0
  1283. package/src/dictionary/parser/fix-repository/repository.ts +1 -1
  1284. package/src/dictionary/parser/quickfix/quick-fix-xml-file-builder.ts +179 -0
  1285. package/src/dictionary/parser/quickfix/quick-fix-xml-file-parser.ts +8 -4
  1286. package/src/dictionary/parser/quickfix/quick-fix-xml-formatter.ts +67 -0
  1287. package/src/dictionary/version-util.ts +10 -21
  1288. package/src/jsfix-cmd.ts +194 -23
  1289. package/src/runtime/session-launcher.ts +8 -4
  1290. package/src/store/fix-msg-ascii-store-resend.ts +64 -8
  1291. package/src/transport/ascii/ascii-session.ts +5 -1
  1292. package/src/transport/duplex/fix-duplex.ts +2 -0
  1293. package/src/transport/duplex/http-duplex.ts +1 -1
  1294. package/src/transport/duplex/string-duplex.ts +72 -41
  1295. package/src/transport/http/http-acceptor.ts +3 -3
  1296. package/src/transport/http/http-json-sample-adapter.ts +1 -1
  1297. package/src/transport/index.ts +1 -7
  1298. package/src/transport/session/fix-session.ts +2 -2
  1299. package/src/transport/session/index.ts +8 -0
  1300. package/src/types/FIX.5.MOD/quickfix/account_list.ts +13 -0
  1301. package/src/types/FIX.5.MOD/quickfix/account_list_incremental.ts +10 -0
  1302. package/src/types/FIX.5.MOD/quickfix/account_list_request.ts +12 -0
  1303. package/src/types/FIX.5.MOD/quickfix/adjusted_position_report.ts +20 -0
  1304. package/src/types/FIX.5.MOD/quickfix/advertisement.ts +30 -0
  1305. package/src/types/FIX.5.MOD/quickfix/allocation_instruction.ts +93 -0
  1306. package/src/types/FIX.5.MOD/quickfix/allocation_instruction_ack.ts +25 -0
  1307. package/src/types/FIX.5.MOD/quickfix/allocation_instruction_alert.ts +93 -0
  1308. package/src/types/FIX.5.MOD/quickfix/allocation_report.ts +98 -0
  1309. package/src/types/FIX.5.MOD/quickfix/allocation_report_ack.ts +30 -0
  1310. package/src/types/FIX.5.MOD/quickfix/assignment_report.ts +41 -0
  1311. package/src/types/FIX.5.MOD/quickfix/bid_request.ts +38 -0
  1312. package/src/types/FIX.5.MOD/quickfix/bid_response.ts +11 -0
  1313. package/src/types/FIX.5.MOD/quickfix/business_message_reject.ts +14 -0
  1314. package/src/types/FIX.5.MOD/quickfix/collateral_assignment.ts +66 -0
  1315. package/src/types/FIX.5.MOD/quickfix/collateral_inquiry.ts +63 -0
  1316. package/src/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.ts +47 -0
  1317. package/src/types/FIX.5.MOD/quickfix/collateral_report.ts +67 -0
  1318. package/src/types/FIX.5.MOD/quickfix/collateral_request.ts +61 -0
  1319. package/src/types/FIX.5.MOD/quickfix/collateral_response.ts +63 -0
  1320. package/src/types/FIX.5.MOD/quickfix/confirmation.ts +88 -0
  1321. package/src/types/FIX.5.MOD/quickfix/confirmation_ack.ts +16 -0
  1322. package/src/types/FIX.5.MOD/quickfix/confirmation_request.ts +21 -0
  1323. package/src/types/FIX.5.MOD/quickfix/contrary_intention_report.ts +23 -0
  1324. package/src/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.ts +78 -0
  1325. package/src/types/FIX.5.MOD/quickfix/cross_order_cancel_request.ts +24 -0
  1326. package/src/types/FIX.5.MOD/quickfix/derivative_security_list.ts +16 -0
  1327. package/src/types/FIX.5.MOD/quickfix/derivative_security_list_request.ts +19 -0
  1328. package/src/types/FIX.5.MOD/quickfix/dont_know_trade_dk.ts +25 -0
  1329. package/src/types/FIX.5.MOD/quickfix/email.ts +27 -0
  1330. package/src/types/FIX.5.MOD/quickfix/enum/all-enum.ts +3799 -0
  1331. package/src/types/FIX.5.MOD/quickfix/enum/index.ts +2 -0
  1332. package/src/types/FIX.5.MOD/quickfix/enum/msg_tag.ts +1645 -0
  1333. package/src/types/FIX.5.MOD/quickfix/execution_acknowledgement.ts +31 -0
  1334. package/src/types/FIX.5.MOD/quickfix/execution_report.ts +186 -0
  1335. package/src/types/FIX.5.MOD/quickfix/heartbeat.ts +8 -0
  1336. package/src/types/FIX.5.MOD/quickfix/index.ts +358 -0
  1337. package/src/types/FIX.5.MOD/quickfix/ioi.ts +46 -0
  1338. package/src/types/FIX.5.MOD/quickfix/list_cancel_request.ts +16 -0
  1339. package/src/types/FIX.5.MOD/quickfix/list_execute.ts +14 -0
  1340. package/src/types/FIX.5.MOD/quickfix/list_status.ts +20 -0
  1341. package/src/types/FIX.5.MOD/quickfix/list_status_request.ts +11 -0
  1342. package/src/types/FIX.5.MOD/quickfix/list_strike_price.ts +14 -0
  1343. package/src/types/FIX.5.MOD/quickfix/logon.ts +22 -0
  1344. package/src/types/FIX.5.MOD/quickfix/logout.ts +10 -0
  1345. package/src/types/FIX.5.MOD/quickfix/market_data_incremental_refresh.ts +17 -0
  1346. package/src/types/FIX.5.MOD/quickfix/market_data_request.ts +25 -0
  1347. package/src/types/FIX.5.MOD/quickfix/market_data_request_reject.ts +14 -0
  1348. package/src/types/FIX.5.MOD/quickfix/market_data_snapshot_full_refresh.ts +29 -0
  1349. package/src/types/FIX.5.MOD/quickfix/mass_quote.ts +20 -0
  1350. package/src/types/FIX.5.MOD/quickfix/mass_quote_acknowledgement.ts +23 -0
  1351. package/src/types/FIX.5.MOD/quickfix/multileg_order_cancel_replace.ts +103 -0
  1352. package/src/types/FIX.5.MOD/quickfix/network_counterparty_system_status_request.ts +11 -0
  1353. package/src/types/FIX.5.MOD/quickfix/network_counterparty_system_status_response.ts +13 -0
  1354. package/src/types/FIX.5.MOD/quickfix/new_order_cross.ts +75 -0
  1355. package/src/types/FIX.5.MOD/quickfix/new_order_list.ts +29 -0
  1356. package/src/types/FIX.5.MOD/quickfix/new_order_multileg.ts +102 -0
  1357. package/src/types/FIX.5.MOD/quickfix/new_order_single.ts +116 -0
  1358. package/src/types/FIX.5.MOD/quickfix/news.ts +26 -0
  1359. package/src/types/FIX.5.MOD/quickfix/order_cancel_reject.ts +28 -0
  1360. package/src/types/FIX.5.MOD/quickfix/order_cancel_replace_request.ts +112 -0
  1361. package/src/types/FIX.5.MOD/quickfix/order_cancel_request.ts +33 -0
  1362. package/src/types/FIX.5.MOD/quickfix/order_mass_cancel_report.ts +31 -0
  1363. package/src/types/FIX.5.MOD/quickfix/order_mass_cancel_request.ts +27 -0
  1364. package/src/types/FIX.5.MOD/quickfix/order_mass_status_request.ts +20 -0
  1365. package/src/types/FIX.5.MOD/quickfix/order_status_request.ts +23 -0
  1366. package/src/types/FIX.5.MOD/quickfix/position_maintenance_report.ts +45 -0
  1367. package/src/types/FIX.5.MOD/quickfix/position_maintenance_request.ts +42 -0
  1368. package/src/types/FIX.5.MOD/quickfix/position_report.ts +47 -0
  1369. package/src/types/FIX.5.MOD/quickfix/quote.ts +81 -0
  1370. package/src/types/FIX.5.MOD/quickfix/quote_cancel.ts +21 -0
  1371. package/src/types/FIX.5.MOD/quickfix/quote_request.ts +17 -0
  1372. package/src/types/FIX.5.MOD/quickfix/quote_request_reject.ts +15 -0
  1373. package/src/types/FIX.5.MOD/quickfix/quote_response.ts +80 -0
  1374. package/src/types/FIX.5.MOD/quickfix/quote_status_report.ts +81 -0
  1375. package/src/types/FIX.5.MOD/quickfix/quote_status_request.ts +25 -0
  1376. package/src/types/FIX.5.MOD/quickfix/registration_instructions.ts +22 -0
  1377. package/src/types/FIX.5.MOD/quickfix/registration_instructions_response.ts +18 -0
  1378. package/src/types/FIX.5.MOD/quickfix/reject.ts +14 -0
  1379. package/src/types/FIX.5.MOD/quickfix/request_for_positions.ts +35 -0
  1380. package/src/types/FIX.5.MOD/quickfix/request_for_positions_ack.ts +37 -0
  1381. package/src/types/FIX.5.MOD/quickfix/resend_request.ts +9 -0
  1382. package/src/types/FIX.5.MOD/quickfix/rfq_request.ts +11 -0
  1383. package/src/types/FIX.5.MOD/quickfix/security_definition.ts +29 -0
  1384. package/src/types/FIX.5.MOD/quickfix/security_definition_request.ts +25 -0
  1385. package/src/types/FIX.5.MOD/quickfix/security_definition_update_report.ts +29 -0
  1386. package/src/types/FIX.5.MOD/quickfix/security_list.ts +27 -0
  1387. package/src/types/FIX.5.MOD/quickfix/security_list_request.ts +28 -0
  1388. package/src/types/FIX.5.MOD/quickfix/security_list_update_report.ts +18 -0
  1389. package/src/types/FIX.5.MOD/quickfix/security_status.ts +37 -0
  1390. package/src/types/FIX.5.MOD/quickfix/security_status_request.ts +20 -0
  1391. package/src/types/FIX.5.MOD/quickfix/security_type_request.ts +16 -0
  1392. package/src/types/FIX.5.MOD/quickfix/security_types.ts +20 -0
  1393. package/src/types/FIX.5.MOD/quickfix/sequence_reset.ts +9 -0
  1394. package/src/types/FIX.5.MOD/quickfix/set/affected_ord_grp.ts +3 -0
  1395. package/src/types/FIX.5.MOD/quickfix/set/alloc_ack_grp.ts +5 -0
  1396. package/src/types/FIX.5.MOD/quickfix/set/alloc_ack_grp_no_allocs.ts +18 -0
  1397. package/src/types/FIX.5.MOD/quickfix/set/alloc_grp.ts +5 -0
  1398. package/src/types/FIX.5.MOD/quickfix/set/alloc_grp_no_allocs.ts +42 -0
  1399. package/src/types/FIX.5.MOD/quickfix/set/attrb_grp.ts +5 -0
  1400. package/src/types/FIX.5.MOD/quickfix/set/attrb_grp_no_instr_attrib.ts +4 -0
  1401. package/src/types/FIX.5.MOD/quickfix/set/base_trading_rules.ts +19 -0
  1402. package/src/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp.ts +5 -0
  1403. package/src/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp_no_bid_components.ts +11 -0
  1404. package/src/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp.ts +5 -0
  1405. package/src/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp_no_bid_components.ts +19 -0
  1406. package/src/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp.ts +5 -0
  1407. package/src/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp_no_bid_descriptors.ts +13 -0
  1408. package/src/types/FIX.5.MOD/quickfix/set/clr_inst_grp.ts +5 -0
  1409. package/src/types/FIX.5.MOD/quickfix/set/clr_inst_grp_no_clearing_instructions.ts +3 -0
  1410. package/src/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp.ts +5 -0
  1411. package/src/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp_no_coll_inquiry_qualifier.ts +3 -0
  1412. package/src/types/FIX.5.MOD/quickfix/set/commission_data.ts +6 -0
  1413. package/src/types/FIX.5.MOD/quickfix/set/comp_id_req_grp.ts +5 -0
  1414. package/src/types/FIX.5.MOD/quickfix/set/comp_id_req_grp_no_comp_i_ds.ts +6 -0
  1415. package/src/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp.ts +5 -0
  1416. package/src/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp_no_comp_i_ds.ts +8 -0
  1417. package/src/types/FIX.5.MOD/quickfix/set/cont_amt_grp.ts +5 -0
  1418. package/src/types/FIX.5.MOD/quickfix/set/cont_amt_grp_no_cont_amts.ts +5 -0
  1419. package/src/types/FIX.5.MOD/quickfix/set/contra_grp.ts +5 -0
  1420. package/src/types/FIX.5.MOD/quickfix/set/contra_grp_no_contra_brokers.ts +7 -0
  1421. package/src/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp.ts +5 -0
  1422. package/src/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp_no_capacities.ts +5 -0
  1423. package/src/types/FIX.5.MOD/quickfix/set/discretion_instructions.ts +9 -0
  1424. package/src/types/FIX.5.MOD/quickfix/set/display_instruction.ts +10 -0
  1425. package/src/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp.ts +5 -0
  1426. package/src/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp_no_dlvy_inst.ts +7 -0
  1427. package/src/types/FIX.5.MOD/quickfix/set/evnt_grp.ts +5 -0
  1428. package/src/types/FIX.5.MOD/quickfix/set/evnt_grp_no_events.ts +6 -0
  1429. package/src/types/FIX.5.MOD/quickfix/set/exec_alloc_grp.ts +5 -0
  1430. package/src/types/FIX.5.MOD/quickfix/set/exec_alloc_grp_no_execs.ts +10 -0
  1431. package/src/types/FIX.5.MOD/quickfix/set/exec_coll_grp.ts +5 -0
  1432. package/src/types/FIX.5.MOD/quickfix/set/exec_coll_grp_no_execs.ts +3 -0
  1433. package/src/types/FIX.5.MOD/quickfix/set/exec_inst_rules.ts +5 -0
  1434. package/src/types/FIX.5.MOD/quickfix/set/exec_inst_rules_no_exec_inst_rules.ts +3 -0
  1435. package/src/types/FIX.5.MOD/quickfix/set/expiration_qty.ts +5 -0
  1436. package/src/types/FIX.5.MOD/quickfix/set/expiration_qty_no_expiration.ts +4 -0
  1437. package/src/types/FIX.5.MOD/quickfix/set/financing_details.ts +11 -0
  1438. package/src/types/FIX.5.MOD/quickfix/set/hop_grp.ts +5 -0
  1439. package/src/types/FIX.5.MOD/quickfix/set/hop_grp_no_hops.ts +5 -0
  1440. package/src/types/FIX.5.MOD/quickfix/set/instrmt_grp.ts +5 -0
  1441. package/src/types/FIX.5.MOD/quickfix/set/instrmt_grp_no_related_sym.ts +5 -0
  1442. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp.ts +5 -0
  1443. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp_no_legs.ts +23 -0
  1444. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp.ts +5 -0
  1445. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp_no_legs.ts +5 -0
  1446. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp.ts +5 -0
  1447. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp_no_legs.ts +8 -0
  1448. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp.ts +5 -0
  1449. package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp_no_legs.ts +11 -0
  1450. package/src/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp.ts +5 -0
  1451. package/src/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp_no_related_sym.ts +14 -0
  1452. package/src/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp.ts +5 -0
  1453. package/src/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp_no_strikes.ts +5 -0
  1454. package/src/types/FIX.5.MOD/quickfix/set/instrument.ts +73 -0
  1455. package/src/types/FIX.5.MOD/quickfix/set/instrument_extension.ts +7 -0
  1456. package/src/types/FIX.5.MOD/quickfix/set/instrument_leg.ts +48 -0
  1457. package/src/types/FIX.5.MOD/quickfix/set/instrument_parties.ts +5 -0
  1458. package/src/types/FIX.5.MOD/quickfix/set/instrument_parties_no_instrument_parties.ts +8 -0
  1459. package/src/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp.ts +5 -0
  1460. package/src/types/FIX.5.MOD/quickfix/set/instrument_ptys_sub_grp_no_instrument_party_sub_i_ds.ts +4 -0
  1461. package/src/types/FIX.5.MOD/quickfix/set/ioi_qual_grp.ts +5 -0
  1462. package/src/types/FIX.5.MOD/quickfix/set/ioi_qual_grp_no_ioi_qualifiers.ts +3 -0
  1463. package/src/types/FIX.5.MOD/quickfix/set/leg_benchmark_curve_data.ts +7 -0
  1464. package/src/types/FIX.5.MOD/quickfix/set/leg_ord_grp.ts +5 -0
  1465. package/src/types/FIX.5.MOD/quickfix/set/leg_ord_grp_no_legs.ts +21 -0
  1466. package/src/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp.ts +5 -0
  1467. package/src/types/FIX.5.MOD/quickfix/set/leg_pre_alloc_grp_no_leg_allocs.ts +10 -0
  1468. package/src/types/FIX.5.MOD/quickfix/set/leg_quot_grp.ts +5 -0
  1469. package/src/types/FIX.5.MOD/quickfix/set/leg_quot_grp_no_legs.ts +22 -0
  1470. package/src/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp.ts +5 -0
  1471. package/src/types/FIX.5.MOD/quickfix/set/leg_quot_stat_grp_no_legs.ts +14 -0
  1472. package/src/types/FIX.5.MOD/quickfix/set/leg_sec_alt_id_grp.ts +3 -0
  1473. package/src/types/FIX.5.MOD/quickfix/set/leg_stipulations.ts +5 -0
  1474. package/src/types/FIX.5.MOD/quickfix/set/leg_stipulations_no_leg_stipulations.ts +4 -0
  1475. package/src/types/FIX.5.MOD/quickfix/set/lines_of_text_grp.ts +5 -0
  1476. package/src/types/FIX.5.MOD/quickfix/set/lines_of_text_grp_no_lines_of_text.ts +5 -0
  1477. package/src/types/FIX.5.MOD/quickfix/set/list_ord_grp.ts +5 -0
  1478. package/src/types/FIX.5.MOD/quickfix/set/list_ord_grp_no_orders.ts +103 -0
  1479. package/src/types/FIX.5.MOD/quickfix/set/lot_type_rules.ts +5 -0
  1480. package/src/types/FIX.5.MOD/quickfix/set/lot_type_rules_no_lot_type_rules.ts +5 -0
  1481. package/src/types/FIX.5.MOD/quickfix/set/market_alias.ts +5 -0
  1482. package/src/types/FIX.5.MOD/quickfix/set/market_alias_no_market_alias.ts +4 -0
  1483. package/src/types/FIX.5.MOD/quickfix/set/market_data_feed_types.ts +5 -0
  1484. package/src/types/FIX.5.MOD/quickfix/set/market_data_feed_types_no_md_feed_types.ts +5 -0
  1485. package/src/types/FIX.5.MOD/quickfix/set/match_rules.ts +5 -0
  1486. package/src/types/FIX.5.MOD/quickfix/set/match_rules_no_match_rules.ts +4 -0
  1487. package/src/types/FIX.5.MOD/quickfix/set/maturity_rules.ts +5 -0
  1488. package/src/types/FIX.5.MOD/quickfix/set/maturity_rules_no_maturity_rules.ts +8 -0
  1489. package/src/types/FIX.5.MOD/quickfix/set/md_full_grp.ts +5 -0
  1490. package/src/types/FIX.5.MOD/quickfix/set/md_full_grp_no_md_entries.ts +58 -0
  1491. package/src/types/FIX.5.MOD/quickfix/set/md_inc_grp.ts +5 -0
  1492. package/src/types/FIX.5.MOD/quickfix/set/md_inc_grp_no_md_entries.ts +67 -0
  1493. package/src/types/FIX.5.MOD/quickfix/set/md_req_grp.ts +5 -0
  1494. package/src/types/FIX.5.MOD/quickfix/set/md_req_grp_no_md_entry_types.ts +3 -0
  1495. package/src/types/FIX.5.MOD/quickfix/set/md_rjct_grp.ts +5 -0
  1496. package/src/types/FIX.5.MOD/quickfix/set/md_rjct_grp_no_alt_md_source.ts +3 -0
  1497. package/src/types/FIX.5.MOD/quickfix/set/misc_fees_grp.ts +5 -0
  1498. package/src/types/FIX.5.MOD/quickfix/set/misc_fees_grp_no_misc_fees.ts +6 -0
  1499. package/src/types/FIX.5.MOD/quickfix/set/msg_type_grp.ts +5 -0
  1500. package/src/types/FIX.5.MOD/quickfix/set/msg_type_grp_no_msg_types.ts +6 -0
  1501. package/src/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute.ts +5 -0
  1502. package/src/types/FIX.5.MOD/quickfix/set/nested_instrument_attribute_no_nested_instr_attrib.ts +4 -0
  1503. package/src/types/FIX.5.MOD/quickfix/set/nested_parties.ts +5 -0
  1504. package/src/types/FIX.5.MOD/quickfix/set/nested_parties_2.ts +5 -0
  1505. package/src/types/FIX.5.MOD/quickfix/set/nested_parties_2_no_nested_2_party_i_ds.ts +8 -0
  1506. package/src/types/FIX.5.MOD/quickfix/set/nested_parties_3.ts +5 -0
  1507. package/src/types/FIX.5.MOD/quickfix/set/nested_parties_3_no_nested_3_party_i_ds.ts +8 -0
  1508. package/src/types/FIX.5.MOD/quickfix/set/nested_parties_no_nested_party_i_ds.ts +8 -0
  1509. package/src/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp.ts +5 -0
  1510. package/src/types/FIX.5.MOD/quickfix/set/nstd_ptys_2_sub_grp_no_nested_2_party_sub_i_ds.ts +4 -0
  1511. package/src/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp.ts +5 -0
  1512. package/src/types/FIX.5.MOD/quickfix/set/nstd_ptys_3_sub_grp_no_nested_3_party_sub_i_ds.ts +4 -0
  1513. package/src/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp.ts +5 -0
  1514. package/src/types/FIX.5.MOD/quickfix/set/nstd_ptys_sub_grp_no_nested_party_sub_i_ds.ts +4 -0
  1515. package/src/types/FIX.5.MOD/quickfix/set/ord_alloc_grp.ts +5 -0
  1516. package/src/types/FIX.5.MOD/quickfix/set/ord_alloc_grp_no_orders.ts +13 -0
  1517. package/src/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp.ts +5 -0
  1518. package/src/types/FIX.5.MOD/quickfix/set/ord_list_stat_grp_no_orders.ts +14 -0
  1519. package/src/types/FIX.5.MOD/quickfix/set/ord_type_rules.ts +5 -0
  1520. package/src/types/FIX.5.MOD/quickfix/set/ord_type_rules_no_ord_type_rules.ts +3 -0
  1521. package/src/types/FIX.5.MOD/quickfix/set/order_qty_data.ts +7 -0
  1522. package/src/types/FIX.5.MOD/quickfix/set/parties.ts +5 -0
  1523. package/src/types/FIX.5.MOD/quickfix/set/parties_no_party_i_ds.ts +8 -0
  1524. package/src/types/FIX.5.MOD/quickfix/set/peg_instructions.ts +13 -0
  1525. package/src/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp.ts +5 -0
  1526. package/src/types/FIX.5.MOD/quickfix/set/pos_und_instrmt_grp_no_underlyings.ts +10 -0
  1527. package/src/types/FIX.5.MOD/quickfix/set/position_amount_data.ts +5 -0
  1528. package/src/types/FIX.5.MOD/quickfix/set/position_amount_data_no_pos_amt.ts +5 -0
  1529. package/src/types/FIX.5.MOD/quickfix/set/position_qty.ts +5 -0
  1530. package/src/types/FIX.5.MOD/quickfix/set/position_qty_no_positions.ts +10 -0
  1531. package/src/types/FIX.5.MOD/quickfix/set/pre_alloc_grp.ts +5 -0
  1532. package/src/types/FIX.5.MOD/quickfix/set/pre_alloc_grp_no_allocs.ts +10 -0
  1533. package/src/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp.ts +5 -0
  1534. package/src/types/FIX.5.MOD/quickfix/set/pre_alloc_mleg_grp_no_allocs.ts +10 -0
  1535. package/src/types/FIX.5.MOD/quickfix/set/price_limits.ts +6 -0
  1536. package/src/types/FIX.5.MOD/quickfix/set/ptys_sub_grp.ts +5 -0
  1537. package/src/types/FIX.5.MOD/quickfix/set/ptys_sub_grp_no_party_sub_i_ds.ts +4 -0
  1538. package/src/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp.ts +5 -0
  1539. package/src/types/FIX.5.MOD/quickfix/set/quot_cxl_entries_grp_no_quote_entries.ts +11 -0
  1540. package/src/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp.ts +5 -0
  1541. package/src/types/FIX.5.MOD/quickfix/set/quot_entry_ack_grp_no_quote_entries.ts +32 -0
  1542. package/src/types/FIX.5.MOD/quickfix/set/quot_entry_grp.ts +5 -0
  1543. package/src/types/FIX.5.MOD/quickfix/set/quot_entry_grp_no_quote_entries.ts +31 -0
  1544. package/src/types/FIX.5.MOD/quickfix/set/quot_qual_grp.ts +5 -0
  1545. package/src/types/FIX.5.MOD/quickfix/set/quot_qual_grp_no_quote_qualifiers.ts +3 -0
  1546. package/src/types/FIX.5.MOD/quickfix/set/quot_req_grp.ts +5 -0
  1547. package/src/types/FIX.5.MOD/quickfix/set/quot_req_grp_no_related_sym.ts +47 -0
  1548. package/src/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp.ts +5 -0
  1549. package/src/types/FIX.5.MOD/quickfix/set/quot_req_legs_grp_no_legs.ts +19 -0
  1550. package/src/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp.ts +5 -0
  1551. package/src/types/FIX.5.MOD/quickfix/set/quot_req_rjct_grp_no_related_sym.ts +46 -0
  1552. package/src/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp.ts +5 -0
  1553. package/src/types/FIX.5.MOD/quickfix/set/quot_set_ack_grp_no_quote_sets.ts +10 -0
  1554. package/src/types/FIX.5.MOD/quickfix/set/quot_set_grp.ts +5 -0
  1555. package/src/types/FIX.5.MOD/quickfix/set/quot_set_grp_no_quote_sets.ts +11 -0
  1556. package/src/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp.ts +5 -0
  1557. package/src/types/FIX.5.MOD/quickfix/set/rel_sym_deriv_sec_grp_no_related_sym.ts +16 -0
  1558. package/src/types/FIX.5.MOD/quickfix/set/related_account.ts +5 -0
  1559. package/src/types/FIX.5.MOD/quickfix/set/related_account_no_related_acc.ts +12 -0
  1560. package/src/types/FIX.5.MOD/quickfix/set/rfq_req_grp.ts +5 -0
  1561. package/src/types/FIX.5.MOD/quickfix/set/rfq_req_grp_no_related_sym.ts +14 -0
  1562. package/src/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp.ts +5 -0
  1563. package/src/types/FIX.5.MOD/quickfix/set/rgst_dist_inst_grp_no_distrib_insts.ts +10 -0
  1564. package/src/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp.ts +5 -0
  1565. package/src/types/FIX.5.MOD/quickfix/set/rgst_dtls_grp_no_regist_dtls.ts +12 -0
  1566. package/src/types/FIX.5.MOD/quickfix/set/root_parties.ts +5 -0
  1567. package/src/types/FIX.5.MOD/quickfix/set/root_parties_no_root_party_i_ds.ts +8 -0
  1568. package/src/types/FIX.5.MOD/quickfix/set/root_sub_parties.ts +5 -0
  1569. package/src/types/FIX.5.MOD/quickfix/set/root_sub_parties_no_root_party_sub_i_ds.ts +4 -0
  1570. package/src/types/FIX.5.MOD/quickfix/set/routing_grp.ts +5 -0
  1571. package/src/types/FIX.5.MOD/quickfix/set/routing_grp_no_routing_i_ds.ts +4 -0
  1572. package/src/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp.ts +5 -0
  1573. package/src/types/FIX.5.MOD/quickfix/set/sec_alt_id_grp_no_security_alt_id.ts +4 -0
  1574. package/src/types/FIX.5.MOD/quickfix/set/sec_list_grp.ts +5 -0
  1575. package/src/types/FIX.5.MOD/quickfix/set/sec_list_grp_no_related_sym.ts +29 -0
  1576. package/src/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp.ts +5 -0
  1577. package/src/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_sym_grp_no_related_sym.ts +28 -0
  1578. package/src/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp.ts +5 -0
  1579. package/src/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_grp_no_legs.ts +11 -0
  1580. package/src/types/FIX.5.MOD/quickfix/set/sec_types_grp.ts +5 -0
  1581. package/src/types/FIX.5.MOD/quickfix/set/sec_types_grp_no_security_types.ts +6 -0
  1582. package/src/types/FIX.5.MOD/quickfix/set/security_trading_rules.ts +9 -0
  1583. package/src/types/FIX.5.MOD/quickfix/set/settl_inst_grp.ts +5 -0
  1584. package/src/types/FIX.5.MOD/quickfix/set/settl_inst_grp_no_settl_inst.ts +27 -0
  1585. package/src/types/FIX.5.MOD/quickfix/set/settl_instructions_data.ts +9 -0
  1586. package/src/types/FIX.5.MOD/quickfix/set/settl_parties.ts +5 -0
  1587. package/src/types/FIX.5.MOD/quickfix/set/settl_parties_no_settl_party_i_ds.ts +8 -0
  1588. package/src/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp.ts +5 -0
  1589. package/src/types/FIX.5.MOD/quickfix/set/settl_ptys_sub_grp_no_settl_party_sub_i_ds.ts +4 -0
  1590. package/src/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp.ts +5 -0
  1591. package/src/types/FIX.5.MOD/quickfix/set/side_cross_ord_cxl_grp_no_sides.ts +19 -0
  1592. package/src/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp.ts +5 -0
  1593. package/src/types/FIX.5.MOD/quickfix/set/side_cross_ord_mod_grp_no_sides.ts +42 -0
  1594. package/src/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts.ts +5 -0
  1595. package/src/types/FIX.5.MOD/quickfix/set/side_trd_reg_ts_no_side_trd_reg_ts.ts +5 -0
  1596. package/src/types/FIX.5.MOD/quickfix/set/spread_or_benchmark_curve_data.ts +10 -0
  1597. package/src/types/FIX.5.MOD/quickfix/set/standard_header.ts +33 -0
  1598. package/src/types/FIX.5.MOD/quickfix/set/standard_trailer.ts +5 -0
  1599. package/src/types/FIX.5.MOD/quickfix/set/stipulations.ts +5 -0
  1600. package/src/types/FIX.5.MOD/quickfix/set/stipulations_no_stipulations.ts +4 -0
  1601. package/src/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp.ts +5 -0
  1602. package/src/types/FIX.5.MOD/quickfix/set/strategy_parameters_grp_no_strategy_parameters.ts +5 -0
  1603. package/src/types/FIX.5.MOD/quickfix/set/strike_rules.ts +5 -0
  1604. package/src/types/FIX.5.MOD/quickfix/set/strike_rules_no_strike_rules.ts +10 -0
  1605. package/src/types/FIX.5.MOD/quickfix/set/tick_rules.ts +5 -0
  1606. package/src/types/FIX.5.MOD/quickfix/set/tick_rules_no_tick_rules.ts +6 -0
  1607. package/src/types/FIX.5.MOD/quickfix/set/time_in_force_rules.ts +5 -0
  1608. package/src/types/FIX.5.MOD/quickfix/set/time_in_force_rules_no_time_in_force_rules.ts +3 -0
  1609. package/src/types/FIX.5.MOD/quickfix/set/trading_session_rules.ts +13 -0
  1610. package/src/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp.ts +5 -0
  1611. package/src/types/FIX.5.MOD/quickfix/set/trading_session_rules_grp_no_trading_session_rules.ts +7 -0
  1612. package/src/types/FIX.5.MOD/quickfix/set/trd_alloc_grp.ts +5 -0
  1613. package/src/types/FIX.5.MOD/quickfix/set/trd_alloc_grp_no_allocs.ts +14 -0
  1614. package/src/types/FIX.5.MOD/quickfix/set/trd_cap_dt_grp.ts +3 -0
  1615. package/src/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp.ts +5 -0
  1616. package/src/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_ack_side_grp_no_sides.ts +75 -0
  1617. package/src/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp.ts +5 -0
  1618. package/src/types/FIX.5.MOD/quickfix/set/trd_cap_rpt_side_grp_no_sides.ts +80 -0
  1619. package/src/types/FIX.5.MOD/quickfix/set/trd_coll_grp.ts +5 -0
  1620. package/src/types/FIX.5.MOD/quickfix/set/trd_coll_grp_no_trades.ts +4 -0
  1621. package/src/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp.ts +5 -0
  1622. package/src/types/FIX.5.MOD/quickfix/set/trd_instrmt_leg_grp_no_legs.ts +23 -0
  1623. package/src/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps.ts +5 -0
  1624. package/src/types/FIX.5.MOD/quickfix/set/trd_reg_timestamps_no_trd_reg_timestamps.ts +8 -0
  1625. package/src/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp.ts +5 -0
  1626. package/src/types/FIX.5.MOD/quickfix/set/trd_sess_lst_grp_no_trading_sessions.ts +19 -0
  1627. package/src/types/FIX.5.MOD/quickfix/set/trdg_ses_grp.ts +5 -0
  1628. package/src/types/FIX.5.MOD/quickfix/set/trdg_ses_grp_no_trading_sessions.ts +4 -0
  1629. package/src/types/FIX.5.MOD/quickfix/set/triggering_instruction.ts +17 -0
  1630. package/src/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp.ts +5 -0
  1631. package/src/types/FIX.5.MOD/quickfix/set/und_instrmt_coll_grp_no_underlyings.ts +6 -0
  1632. package/src/types/FIX.5.MOD/quickfix/set/und_instrmt_grp.ts +5 -0
  1633. package/src/types/FIX.5.MOD/quickfix/set/und_instrmt_grp_no_underlyings.ts +5 -0
  1634. package/src/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp.ts +5 -0
  1635. package/src/types/FIX.5.MOD/quickfix/set/und_instrmt_strk_px_grp_no_underlyings.ts +14 -0
  1636. package/src/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp.ts +5 -0
  1637. package/src/types/FIX.5.MOD/quickfix/set/und_sec_alt_id_grp_no_underlying_security_alt_id.ts +4 -0
  1638. package/src/types/FIX.5.MOD/quickfix/set/underlying_amount.ts +5 -0
  1639. package/src/types/FIX.5.MOD/quickfix/set/underlying_amount_no_underlying_amounts.ts +6 -0
  1640. package/src/types/FIX.5.MOD/quickfix/set/underlying_instrument.ts +64 -0
  1641. package/src/types/FIX.5.MOD/quickfix/set/underlying_stipulations.ts +5 -0
  1642. package/src/types/FIX.5.MOD/quickfix/set/underlying_stipulations_no_underlying_stips.ts +4 -0
  1643. package/src/types/FIX.5.MOD/quickfix/set/undly_instrument_parties.ts +5 -0
  1644. package/src/types/FIX.5.MOD/quickfix/set/undly_instrument_parties_no_undly_instrument_parties.ts +8 -0
  1645. package/src/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp.ts +5 -0
  1646. package/src/types/FIX.5.MOD/quickfix/set/undly_instrument_ptys_sub_grp_no_undly_instrument_party_sub_i_ds.ts +4 -0
  1647. package/src/types/FIX.5.MOD/quickfix/set/yield_data.ts +8 -0
  1648. package/src/types/FIX.5.MOD/quickfix/settlement_instruction_request.ts +24 -0
  1649. package/src/types/FIX.5.MOD/quickfix/settlement_instructions.ts +18 -0
  1650. package/src/types/FIX.5.MOD/quickfix/test_request.ts +8 -0
  1651. package/src/types/FIX.5.MOD/quickfix/trade_capture_report.ts +103 -0
  1652. package/src/types/FIX.5.MOD/quickfix/trade_capture_report_ack.ts +92 -0
  1653. package/src/types/FIX.5.MOD/quickfix/trade_capture_report_request.ts +56 -0
  1654. package/src/types/FIX.5.MOD/quickfix/trade_capture_report_request_ack.ts +30 -0
  1655. package/src/types/FIX.5.MOD/quickfix/trading_session_list.ts +10 -0
  1656. package/src/types/FIX.5.MOD/quickfix/trading_session_list_request.ts +14 -0
  1657. package/src/types/FIX.5.MOD/quickfix/trading_session_status.ts +28 -0
  1658. package/src/types/FIX.5.MOD/quickfix/trading_session_status_request.ts +16 -0
  1659. package/src/types/FIX.5.MOD/quickfix/user_request.ts +14 -0
  1660. package/src/types/FIX.5.MOD/quickfix/user_response.ts +11 -0
  1661. package/src/util/definition-factory.ts +2 -1
  1662. package/src/util/replay.ts +2 -2
  1663. package/data/fix5-mod.xml +0 -9720
@@ -0,0 +1,3799 @@
1
+ export enum AdvSide {
2
+ Buy = 'B',
3
+ Sell = 'S',
4
+ Cross = 'X',
5
+ Trade = 'T'
6
+ }
7
+
8
+ export enum AdvTransType {
9
+ New = 'N',
10
+ Cancel = 'C',
11
+ Replace = 'R'
12
+ }
13
+
14
+ export enum CommType {
15
+ PerUnit = '1',
16
+ Percentage = '2',
17
+ Absolute = '3',
18
+ PercentageWaivedCashDiscount = '4',
19
+ PercentageWaivedEnhancedUnits = '5',
20
+ PointsPerBondOrOrContract = '6'
21
+ }
22
+
23
+ export enum ExecInst {
24
+ StayOnOfferside = '0',
25
+ NotHeld = '1',
26
+ Work = '2',
27
+ GoAlong = '3',
28
+ OverTheDay = '4',
29
+ Held = '5',
30
+ ParticipateDontInitiate = '6',
31
+ StrictScale = '7',
32
+ TryToScale = '8',
33
+ StayOnBidside = '9',
34
+ NoCross = 'A',
35
+ OkToCross = 'B',
36
+ CallFirst = 'C',
37
+ PercentOfVolume = 'D',
38
+ DoNotIncrease = 'E',
39
+ DoNotReduce = 'F',
40
+ AllOrNone = 'G',
41
+ ReinstateOnSystemFailure = 'H',
42
+ InstitutionsOnly = 'I',
43
+ ReinstateOnTradingHalt = 'J',
44
+ CancelOnTradingHalt = 'K',
45
+ LastPeg = 'L',
46
+ MidPrice = 'M',
47
+ NonNegotiable = 'N',
48
+ OpeningPeg = 'O',
49
+ MarketPeg = 'P',
50
+ CancelOnSystemFailure = 'Q',
51
+ PrimaryPeg = 'R',
52
+ Suspend = 'S',
53
+ FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T',
54
+ CustomerDisplayInstruction = 'U',
55
+ Netting = 'V',
56
+ PegToVwap = 'W',
57
+ TradeAlong = 'X',
58
+ TryToStop = 'Y',
59
+ CancelIfNotBest = 'Z',
60
+ TrailingStopPeg = 'a',
61
+ StrictLimit = 'b',
62
+ IgnorePriceValidityChecks = 'c',
63
+ PegToLimitPrice = 'd',
64
+ WorkToTargetStrategy = 'e',
65
+ IntermarketSweep = 'f',
66
+ ExternalRoutingAllowed = 'g',
67
+ ExternalRoutingNotAllowed = 'h',
68
+ ImbalanceOnly = 'i',
69
+ SingleExecutionRequestedForBlockTrade = 'j',
70
+ BestExecution = 'k',
71
+ RofexOrderHandler = 'x',
72
+ CancelOnConnectionLoss = 'o'
73
+ }
74
+
75
+ export enum ExecTransType {
76
+ New = '0',
77
+ Cancel = '1',
78
+ Correct = '2',
79
+ Status = '3'
80
+ }
81
+
82
+ export enum HandlInst {
83
+ AutomatedExecutionOrderPrivate = '1',
84
+ AutomatedExecutionOrderPublic = '2',
85
+ ManualOrder = '3'
86
+ }
87
+
88
+ export enum SecurityIDSource {
89
+ Cusip = '1',
90
+ Sedol = '2',
91
+ Quik = '3',
92
+ IsinNumber = '4',
93
+ RicCode = '5',
94
+ IsoCurrencyCode = '6',
95
+ IsoCountryCode = '7',
96
+ ExchangeSymbol = '8',
97
+ ConsolidatedTapeAssociation = '9',
98
+ BloombergSymbol = 'A',
99
+ Wertpapier = 'B',
100
+ Dutch = 'C',
101
+ Valoren = 'D',
102
+ Sicovam = 'E',
103
+ Belgian = 'F',
104
+ Common = 'G',
105
+ ClearingHouseClearingOrganization = 'H',
106
+ IsdaFpmlProductSpecification = 'I',
107
+ OptionsPriceReportingAuthority = 'J',
108
+ IsdaFpmlProductUrl = 'K',
109
+ LetterOfCredit = 'L',
110
+ MarketPlaceAssignedIdentifier = 'M'
111
+ }
112
+
113
+ export enum IOIQltyInd {
114
+ Low = 'L',
115
+ Medium = 'M',
116
+ High = 'H'
117
+ }
118
+
119
+ export enum IOIQty {
120
+ E1000000000 = '0',
121
+ Small = 'S',
122
+ Medium = 'M',
123
+ Large = 'L',
124
+ UndisclosedQuantity = 'U'
125
+ }
126
+
127
+ export enum IOITransType {
128
+ New = 'N',
129
+ Cancel = 'C',
130
+ Replace = 'R'
131
+ }
132
+
133
+ export enum LastCapacity {
134
+ Agent = '1',
135
+ CrossAsAgent = '2',
136
+ CrossAsPrincipal = '3',
137
+ Principal = '4'
138
+ }
139
+
140
+ export enum MsgType {
141
+ Heartbeat = '0',
142
+ TestRequest = '1',
143
+ ResendRequest = '2',
144
+ Reject = '3',
145
+ SequenceReset = '4',
146
+ Logout = '5',
147
+ IndicationOfInterest = '6',
148
+ Advertisement = '7',
149
+ ExecutionReport = '8',
150
+ OrderCancelReject = '9',
151
+ Logon = 'A',
152
+ News = 'B',
153
+ Email = 'C',
154
+ OrderSingle = 'D',
155
+ OrderList = 'E',
156
+ OrderCancelRequest = 'F',
157
+ OrderCancelReplaceRequest = 'G',
158
+ OrderStatusRequest = 'H',
159
+ AllocationInstruction = 'J',
160
+ ListCancelRequest = 'K',
161
+ ListExecute = 'L',
162
+ ListStatusRequest = 'M',
163
+ ListStatus = 'N',
164
+ AllocationInstructionAck = 'P',
165
+ DontKnowTrade = 'Q',
166
+ QuoteRequest = 'R',
167
+ Quote = 'S',
168
+ SettlementInstructions = 'T',
169
+ MarketDataRequest = 'V',
170
+ MarketDataSnapshotFullRefresh = 'W',
171
+ MarketDataIncrementalRefresh = 'X',
172
+ MarketDataRequestReject = 'Y',
173
+ QuoteCancel = 'Z',
174
+ QuoteStatusRequest = 'a',
175
+ MassQuoteAcknowledgement = 'b',
176
+ SecurityDefinitionRequest = 'c',
177
+ SecurityDefinition = 'd',
178
+ SecurityStatusRequest = 'e',
179
+ SecurityStatus = 'f',
180
+ TradingSessionStatusRequest = 'g',
181
+ TradingSessionStatus = 'h',
182
+ MassQuote = 'i',
183
+ BusinessMessageReject = 'j',
184
+ BidRequest = 'k',
185
+ BidResponse = 'l',
186
+ ListStrikePrice = 'm',
187
+ XmlMessage = 'n',
188
+ RegistrationInstructions = 'o',
189
+ RegistrationInstructionsResponse = 'p',
190
+ OrderMassCancelRequest = 'q',
191
+ OrderMassCancelReport = 'r',
192
+ NewOrderCross = 's',
193
+ CrossOrderCancelReplaceRequest = 't',
194
+ CrossOrderCancelRequest = 'u',
195
+ SecurityTypeRequest = 'v',
196
+ SecurityTypes = 'w',
197
+ SecurityListRequest = 'x',
198
+ SecurityList = 'y',
199
+ DerivativeSecurityListRequest = 'z',
200
+ DerivativeSecurityList = 'AA',
201
+ NewOrderMultileg = 'AB',
202
+ MultilegOrderCancelReplace = 'AC',
203
+ TradeCaptureReportRequest = 'AD',
204
+ TradeCaptureReport = 'AE',
205
+ OrderMassStatusRequest = 'AF',
206
+ QuoteRequestReject = 'AG',
207
+ RfqRequest = 'AH',
208
+ QuoteStatusReport = 'AI',
209
+ QuoteResponse = 'AJ',
210
+ Confirmation = 'AK',
211
+ PositionMaintenanceRequest = 'AL',
212
+ PositionMaintenanceReport = 'AM',
213
+ RequestForPositions = 'AN',
214
+ RequestForPositionsAck = 'AO',
215
+ PositionReport = 'AP',
216
+ TradeCaptureReportRequestAck = 'AQ',
217
+ TradeCaptureReportAck = 'AR',
218
+ AllocationReport = 'AS',
219
+ AllocationReportAck = 'AT',
220
+ ConfirmationAck = 'AU',
221
+ SettlementInstructionRequest = 'AV',
222
+ AssignmentReport = 'AW',
223
+ CollateralRequest = 'AX',
224
+ CollateralAssignment = 'AY',
225
+ CollateralResponse = 'AZ',
226
+ CollateralReport = 'BA',
227
+ CollateralInquiry = 'BB',
228
+ NetworkStatusRequest = 'BC',
229
+ NetworkStatusResponse = 'BD',
230
+ UserRequest = 'BE',
231
+ UserResponse = 'BF',
232
+ CollateralInquiryAck = 'BG',
233
+ ConfirmationRequest = 'BH',
234
+ TradingSessionListRequest = 'BI',
235
+ TradingSessionList = 'BJ',
236
+ SecurityListUpdateReport = 'BK',
237
+ AdjustedPositionReport = 'BL',
238
+ AllocationInstructionAlert = 'BM',
239
+ ExecutionAcknowledgement = 'BN',
240
+ ContraryIntentionReport = 'BO',
241
+ SecurityDefinitionUpdateReport = 'BP',
242
+ AccountListRequest = 'UALR',
243
+ AccountList = 'UALT',
244
+ AccountListIncremental = 'UALI'
245
+ }
246
+
247
+ export enum OrdStatus {
248
+ New = '0',
249
+ PartiallyFilled = '1',
250
+ Filled = '2',
251
+ DoneForDay = '3',
252
+ Canceled = '4',
253
+ Replaced = '5',
254
+ PendingCancel = '6',
255
+ Stopped = '7',
256
+ Rejected = '8',
257
+ Suspended = '9',
258
+ PendingNew = 'A',
259
+ Calculated = 'B',
260
+ Expired = 'C',
261
+ AcceptedForBidding = 'D',
262
+ PendingReplace = 'E',
263
+ PendingApproval = 'F'
264
+ }
265
+
266
+ export enum OrdType {
267
+ Market = '1',
268
+ Limit = '2',
269
+ Stop = '3',
270
+ StopLimit = '4',
271
+ MarketOnClose = '5',
272
+ WithOrWithout = '6',
273
+ LimitOrBetter = '7',
274
+ LimitWithOrWithout = '8',
275
+ OnBasis = '9',
276
+ OnClose = 'A',
277
+ LimitOnClose = 'B',
278
+ ForexMarket = 'C',
279
+ PreviouslyQuoted = 'D',
280
+ PreviouslyIndicated = 'E',
281
+ ForexLimit = 'F',
282
+ ForexSwap = 'G',
283
+ ForexPreviouslyQuoted = 'H',
284
+ Funari = 'I',
285
+ MarketIfTouched = 'J',
286
+ MarketWithLeftoverAsLimit = 'K',
287
+ PreviousFundValuationPoint = 'L',
288
+ NextFundValuationPoint = 'M',
289
+ Pegged = 'P',
290
+ CounterOrderSelection = 'Q',
291
+ StopLimitMerval = 'z'
292
+ }
293
+
294
+ export enum Side {
295
+ Buy = '1',
296
+ Sell = '2',
297
+ BuyMinus = '3',
298
+ SellPlus = '4',
299
+ SellShort = '5',
300
+ SellShortExempt = '6',
301
+ Undisclosed = '7',
302
+ Cross = '8',
303
+ CrossShort = '9',
304
+ CrossShortExempt = 'A',
305
+ AsDefined = 'B',
306
+ Opposite = 'C',
307
+ Subscribe = 'D',
308
+ Redeem = 'E',
309
+ Lend = 'F',
310
+ Borrow = 'G'
311
+ }
312
+
313
+ export enum TimeInForce {
314
+ Day = '0',
315
+ GoodTillCancel = '1',
316
+ AtTheOpening = '2',
317
+ ImmediateOrCancel = '3',
318
+ FillOrKill = '4',
319
+ GoodTillCrossing = '5',
320
+ GoodTillDate = '6',
321
+ AtTheClose = '7'
322
+ }
323
+
324
+ export enum Urgency {
325
+ Normal = '0',
326
+ Flash = '1',
327
+ Background = '2'
328
+ }
329
+
330
+ export enum SettlType {
331
+ Regular = '0',
332
+ Cash = '1',
333
+ NextDay = '2',
334
+ TPlus2 = '3',
335
+ TPlus3 = '4',
336
+ TPlus4 = '5',
337
+ Future = '6',
338
+ WhenAndIfIssued = '7',
339
+ SellersOption = '8',
340
+ TPlus5 = '9',
341
+ FxSpotNextSettlement = 'C',
342
+ BrokenDate = 'B'
343
+ }
344
+
345
+ export enum SymbolSfx {
346
+ WhenIssued = 'WI',
347
+ AEucpWithLumpSumInterest = 'CD'
348
+ }
349
+
350
+ export enum AllocTransType {
351
+ New = '0',
352
+ Replace = '1',
353
+ Cancel = '2',
354
+ Preliminary = '3',
355
+ Calculated = '4',
356
+ CalculatedWithoutPreliminary = '5',
357
+ Reversal = '6'
358
+ }
359
+
360
+ export enum PositionEffect {
361
+ Open = 'O',
362
+ Close = 'C',
363
+ Rolled = 'R',
364
+ Fifo = 'F'
365
+ }
366
+
367
+ export enum ProcessCode {
368
+ Regular = '0',
369
+ SoftDollar = '1',
370
+ StepIn = '2',
371
+ StepOut = '3',
372
+ SoftDollarStepIn = '4',
373
+ SoftDollarStepOut = '5',
374
+ PlanSponsor = '6'
375
+ }
376
+
377
+ export enum AllocStatus {
378
+ Accepted = 0,
379
+ BlockLevelReject = 1,
380
+ AccountLevelReject = 2,
381
+ Received = 3,
382
+ Incomplete = 4,
383
+ RejectedByIntermediary = 5,
384
+ AllocationPending = 6,
385
+ Reversed = 7
386
+ }
387
+
388
+ export enum AllocRejCode {
389
+ UnknownAccount = 0,
390
+ IncorrectQuantity = 1,
391
+ IncorrectAveragePrice = 2,
392
+ UnknownExecutingBrokerMnemonic = 3,
393
+ CommissionDifference = 4,
394
+ UnknownOrderid = 5,
395
+ UnknownListid = 6,
396
+ Other = 7,
397
+ IncorrectAllocatedQuantity = 8,
398
+ CalculationDifference = 9,
399
+ UnknownOrStaleExecId = 10,
400
+ MismatchedDataValue = 11,
401
+ UnknownClordid = 12,
402
+ WarehouseRequestRejected = 13
403
+ }
404
+
405
+ export enum EmailType {
406
+ New = '0',
407
+ Reply = '1',
408
+ AdminReply = '2'
409
+ }
410
+
411
+ export enum EncryptMethod {
412
+ NoneOther = 0,
413
+ Pkcs = 1,
414
+ Des = 2,
415
+ PkcsDes = 3,
416
+ PgpDes = 4,
417
+ PgpDesMd5 = 5,
418
+ PemDesMd5 = 6
419
+ }
420
+
421
+ export enum CxlRejReason {
422
+ TooLateToCancel = 0,
423
+ UnknownOrder = 1,
424
+ BrokerExchangeOption = 2,
425
+ OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3,
426
+ UnableToProcessOrderMassCancelRequest = 4,
427
+ OrigordmodtimeDidNotMatchLastTransacttimeOfOrder = 5,
428
+ DuplicateClordidReceived = 6,
429
+ InvalidPriceIncrement = 18,
430
+ Other = 99
431
+ }
432
+
433
+ export enum OrdRejReason {
434
+ BrokerExchangeOption = 0,
435
+ UnknownSymbol = 1,
436
+ ExchangeClosed = 2,
437
+ OrderExceedsLimit = 3,
438
+ TooLateToEnter = 4,
439
+ UnknownOrder = 5,
440
+ DuplicateOrder = 6,
441
+ DuplicateOfAVerballyCommunicatedOrder = 7,
442
+ StaleOrder = 8,
443
+ TradeAlongRequired = 9,
444
+ InvalidInvestorId = 10,
445
+ UnsupportedOrderCharacteristic = 11,
446
+ SurveillenceOption = 12,
447
+ IncorrectQuantity = 13,
448
+ IncorrectAllocatedQuantity = 14,
449
+ UnknownAccount = 15,
450
+ InvalidPriceIncrement = 18,
451
+ Other = 99
452
+ }
453
+
454
+ export enum IOIQualifier {
455
+ AllOrNone = 'A',
456
+ MarketOnClose = 'B',
457
+ AtTheClose = 'C',
458
+ Vwap = 'D',
459
+ InTouchWith = 'I',
460
+ Limit = 'L',
461
+ MoreBehind = 'M',
462
+ AtTheOpen = 'O',
463
+ TakingAPosition = 'P',
464
+ AtTheMarket = 'Q',
465
+ ReadyToTrade = 'R',
466
+ PortfolioShown = 'S',
467
+ ThroughTheDay = 'T',
468
+ Versus = 'V',
469
+ IndicationWorkingAway = 'W',
470
+ CrossingOpportunity = 'X',
471
+ AtTheMidpoint = 'Y',
472
+ PreOpen = 'Z'
473
+ }
474
+
475
+ export enum CxlType {
476
+ PartialCancel = 'P',
477
+ FullRemainingQuantity = 'F'
478
+ }
479
+
480
+ export enum DKReason {
481
+ UnknownSymbol = 'A',
482
+ WrongSide = 'B',
483
+ QuantityExceedsOrder = 'C',
484
+ NoMatchingOrder = 'D',
485
+ PriceExceedsLimit = 'E',
486
+ CalculationDifference = 'F',
487
+ Other = 'Z'
488
+ }
489
+
490
+ export enum MiscFeeType {
491
+ Regulatory = '1',
492
+ Tax = '2',
493
+ LocalCommission = '3',
494
+ ExchangeFees = '4',
495
+ Stamp = '5',
496
+ Levy = '6',
497
+ Other = '7',
498
+ Markup = '8',
499
+ ConsumptionTax = '9',
500
+ PerTransaction = '10',
501
+ Conversion = '11',
502
+ Agent = '12',
503
+ TransferFee = '13',
504
+ SecurityLending = '14'
505
+ }
506
+
507
+ export enum ExecType {
508
+ New = '0',
509
+ PartialFill = '1',
510
+ Fill = '2',
511
+ DoneForDay = '3',
512
+ Canceled = '4',
513
+ Replace = '5',
514
+ PendingCancel = '6',
515
+ Stopped = '7',
516
+ Rejected = '8',
517
+ Suspended = '9',
518
+ PendingNew = 'A',
519
+ Calculated = 'B',
520
+ Expired = 'C',
521
+ Restated = 'D',
522
+ PendingReplace = 'E',
523
+ Trade = 'F',
524
+ TradeCorrect = 'G',
525
+ TradeCancel = 'H',
526
+ OrderStatus = 'I',
527
+ TradeInAClearingHold = 'J',
528
+ TradeHasBeenReleasedToClearing = 'K',
529
+ TriggeredOrActivatedBySystem = 'L'
530
+ }
531
+
532
+ export enum SettlCurrFxRateCalc {
533
+ Multiply = 'M',
534
+ Divide = 'D'
535
+ }
536
+
537
+ export enum SettlInstMode {
538
+ Default = '0',
539
+ StandingInstructionsProvided = '1',
540
+ SpecificAllocationAccountOverriding = '2',
541
+ SpecificAllocationAccountStanding = '3',
542
+ SpecificOrderForASingleAccount = '4',
543
+ RequestReject = '5'
544
+ }
545
+
546
+ export enum SettlInstTransType {
547
+ New = 'N',
548
+ Cancel = 'C',
549
+ Replace = 'R',
550
+ Restate = 'T'
551
+ }
552
+
553
+ export enum SettlInstSource {
554
+ BrokersInstructions = '1',
555
+ InstitutionsInstructions = '2',
556
+ Investor = '3'
557
+ }
558
+
559
+ export enum SettlLocation {
560
+ Cedel = 'CED',
561
+ DepositoryTrustCompany = 'DTC',
562
+ Euroclear = 'EUR',
563
+ FederalBookEntry = 'FED',
564
+ LocalMarketSettleLocation = 'ISO',
565
+ Physical = 'PNY',
566
+ ParticipantTrustCompany = 'PTC'
567
+ }
568
+
569
+ export enum SecurityType {
570
+ Wildcard = '?',
571
+ AssetBackedSecurities = 'ABS',
572
+ AmendedAndRestated = 'AMENDED',
573
+ OtherAnticipationNotes = 'AN',
574
+ BankersAcceptance = 'BA',
575
+ BankNotes = 'BN',
576
+ BillOfExchanges = 'BOX',
577
+ BradyBond = 'BRADY',
578
+ BridgeLoan = 'BRIDGE',
579
+ BuySellback = 'BUYSELL',
580
+ ConvertibleBond = 'CB',
581
+ CertificateOfDeposit = 'CD',
582
+ CallLoans = 'CL',
583
+ CorpMortgageBackedSecurities = 'CMBS',
584
+ CollateralizedMortgageObligation = 'CMO',
585
+ CertificateOfObligation = 'COFO',
586
+ CertificateOfParticipation = 'COFP',
587
+ CorporateBond = 'CORP',
588
+ CommercialPaper = 'CP',
589
+ CorporatePrivatePlacement = 'CPP',
590
+ CommonStock = 'CS',
591
+ Defaulted = 'DEFLTED',
592
+ DebtorInPossession = 'DINP',
593
+ DepositNotes = 'DN',
594
+ DualCurrency = 'DUAL',
595
+ EuroCertificateOfDeposit = 'EUCD',
596
+ EuroCorporateBond = 'EUCORP',
597
+ EuroCommercialPaper = 'EUCP',
598
+ EuroSovereigns = 'EUSOV',
599
+ EuroSupranationalCoupons = 'EUSUPRA',
600
+ FederalAgencyCoupon = 'FAC',
601
+ FederalAgencyDiscountNote = 'FADN',
602
+ ForeignExchangeContract = 'FOR',
603
+ Forward = 'FORWARD',
604
+ Future = 'FUT',
605
+ GeneralObligationBonds = 'GO',
606
+ IoetteMortgage = 'IET',
607
+ LetterOfCredit = 'LOFC',
608
+ LiquidityNote = 'LQN',
609
+ Matured = 'MATURED',
610
+ MortgageBackedSecurities = 'MBS',
611
+ MutualFund = 'MF',
612
+ MortgageInterestOnly = 'MIO',
613
+ MultiLegInstrument = 'MLEG',
614
+ MortgagePrincipalOnly = 'MPO',
615
+ MortgagePrivatePlacement = 'MPP',
616
+ MiscellaneousPassThrough = 'MPT',
617
+ MandatoryTender = 'MT',
618
+ MediumTermNotes = 'MTN',
619
+ NoSecurityType = 'NONE',
620
+ Overnight = 'ONITE',
621
+ Option = 'OPT',
622
+ PrivateExportFunding = 'PEF',
623
+ Pfandbriefe = 'PFAND',
624
+ PromissoryNote = 'PN',
625
+ PreferredStock = 'PS',
626
+ PlazosFijos = 'PZFJ',
627
+ RevenueAnticipationNote = 'RAN',
628
+ Replaced = 'REPLACD',
629
+ Repurchase = 'REPO',
630
+ Retired = 'RETIRED',
631
+ RevenueBonds = 'REV',
632
+ RevolverLoan = 'RVLV',
633
+ RevolverTermLoan = 'RVLVTRM',
634
+ SecuritiesLoan = 'SECLOAN',
635
+ SecuritiesPledge = 'SECPLEDGE',
636
+ SpecialAssessment = 'SPCLA',
637
+ SpecialObligation = 'SPCLO',
638
+ SpecialTax = 'SPCLT',
639
+ ShortTermLoanNote = 'STN',
640
+ StructuredNotes = 'STRUCT',
641
+ UsdSupranationalCoupons = 'SUPRA',
642
+ SwingLineFacility = 'SWING',
643
+ TaxAnticipationNote = 'TAN',
644
+ TaxAllocation = 'TAXA',
645
+ ToBeAnnounced = 'TBA',
646
+ UsTreasuryBill = 'TBILL',
647
+ UsTreasuryBond = 'TBOND',
648
+ PrincipalStripOfACallableBondOrNote = 'TCAL',
649
+ TimeDeposit = 'TD',
650
+ TaxExemptCommercialPaper = 'TECP',
651
+ TermLoan = 'TERM',
652
+ InterestStripFromAnyBondOrNote = 'TINT',
653
+ TreasuryInflationProtectedSecurities = 'TIPS',
654
+ UsTreasuryNote = 'TNOTE',
655
+ PrincipalStripFromANonCallableBondOrNote = 'TPRN',
656
+ TaxAndRevenueAnticipationNote = 'TRAN',
657
+ UsTreasuryNote2 = 'UST',
658
+ UsTreasuryBill2 = 'USTB',
659
+ VariableRateDemandNote = 'VRDN',
660
+ Warrant = 'WAR',
661
+ Withdrawn = 'WITHDRN',
662
+ Unknown = 'WLD',
663
+ ExtendedCommNote = 'XCN',
664
+ IndexedLinked = 'XLINKD',
665
+ YankeeCorporateBond = 'YANK',
666
+ YankeeCertificateOfDeposit = 'YCD',
667
+ OptionsOnPhysical = 'OOP',
668
+ OptionsOnFutures = 'OOF',
669
+ Cash = 'CASH',
670
+ QualifyingShares = 'QS'
671
+ }
672
+
673
+ export enum StandInstDbType {
674
+ Other = 0,
675
+ DtcSid = 1,
676
+ ThomsonAlert = 2,
677
+ AGlobalCustodian = 3,
678
+ Accountnet = 4
679
+ }
680
+
681
+ export enum SettlDeliveryType {
682
+ VersusPayment = 0,
683
+ Free = 1,
684
+ TriParty = 2,
685
+ HoldInCustody = 3
686
+ }
687
+
688
+ export enum AllocLinkType {
689
+ FXNetting = 0,
690
+ FXSwap = 1
691
+ }
692
+
693
+ export enum PutOrCall {
694
+ Put = 0,
695
+ Call = 1
696
+ }
697
+
698
+ export enum CoveredOrUncovered {
699
+ Covered = 0,
700
+ Uncovered = 1
701
+ }
702
+
703
+ export enum CustomerOrFirm {
704
+ Customer = 0,
705
+ Firm = 1
706
+ }
707
+
708
+ export enum AllocHandlInst {
709
+ Match = 1,
710
+ Forward = 2,
711
+ ForwardAndMatch = 3
712
+ }
713
+
714
+ export enum RoutingType {
715
+ TargetFirm = 1,
716
+ TargetList = 2,
717
+ BlockFirm = 3,
718
+ BlockList = 4
719
+ }
720
+
721
+ export enum Benchmark {
722
+ Curve = '1',
723
+ Fiveyr = '2',
724
+ Old5 = '3',
725
+ Tenyr = '4',
726
+ Old10 = '5',
727
+ Thirtyyr = '6',
728
+ Old30 = '7',
729
+ Threemolibor = '8',
730
+ Sixmolibor = '9'
731
+ }
732
+
733
+ export enum BenchmarkCurveName {
734
+ Eonia = 'EONIA',
735
+ Eurepo = 'EUREPO',
736
+ Euribor = 'Euribor',
737
+ Futureswap = 'FutureSWAP',
738
+ Libid = 'LIBID',
739
+ Libor = 'LIBOR',
740
+ Muniaaa = 'MuniAAA',
741
+ Other = 'OTHER',
742
+ Pfandbriefe = 'Pfandbriefe',
743
+ Sonia = 'SONIA',
744
+ Swap = 'SWAP',
745
+ Treasury = 'Treasury'
746
+ }
747
+
748
+ export enum StipulationType {
749
+ AbsolutePrepaymentSpeed = 'ABS',
750
+ Amt = 'AMT',
751
+ AutoReinvestmentAtOrBetter = 'AUTOREINV',
752
+ BankQualified = 'BANKQUAL',
753
+ BargainConditions = 'BGNCON',
754
+ CouponRange = 'COUPON',
755
+ ConstantPrepaymentPenalty = 'CPP',
756
+ ConstantPrepaymentRate = 'CPR',
757
+ ConstantPrepaymentYield = 'CPY',
758
+ IsoCurrencyCode = 'CURRENCY',
759
+ CustomStartEndDate = 'CUSTOMDATE',
760
+ GeographicsAndPercentRange = 'GEOG',
761
+ ValuationDiscount = 'HAIRCUT',
762
+ FinalCprOfHomeEquityPrepaymentCurve = 'HEP',
763
+ Insured = 'INSURED',
764
+ YearOrYearMonthOfIssue = 'ISSUE',
765
+ IssuersTicker = 'ISSUER',
766
+ IssueSizeRange = 'ISSUESIZE',
767
+ LookbackDays = 'LOOKBACK',
768
+ ExplicitLotIdentifier = 'LOT',
769
+ LotVariance = 'LOTVAR',
770
+ MaturityYearAndMonth = 'MAT',
771
+ MaturityRange = 'MATURITY',
772
+ MaximumSubstitutions = 'MAXSUBS',
773
+ PercentOfManufacturedHousingPrepaymentCurve = 'MHP',
774
+ MinimumDenomination = 'MINDNOM',
775
+ MinimumIncrement = 'MININCR',
776
+ MinimumQuantity = 'MINQTY',
777
+ MonthlyPrepaymentRate = 'MPR',
778
+ PaymentFrequencyCalendar = 'PAYFREQ',
779
+ NumberOfPieces = 'PIECES',
780
+ PoolsMaximum = 'PMAX',
781
+ PercentOfProspectusPrepaymentCurve = 'PPC',
782
+ PoolsPerLot = 'PPL',
783
+ PoolsPerMillion = 'PPM',
784
+ PoolsPerTrade = 'PPT',
785
+ PriceRange = 'PRICE',
786
+ PricingFrequency = 'PRICEFREQ',
787
+ ProductionYear = 'PROD',
788
+ CallProtection = 'PROTECT',
789
+ PercentOfBmaPrepaymentCurve = 'PSA',
790
+ Purpose = 'PURPOSE',
791
+ BenchmarkPriceSource = 'PXSOURCE',
792
+ RatingSourceAndRange = 'RATING',
793
+ TypeOfRedemption = 'REDEMPTION',
794
+ Restricted = 'RESTRICTED',
795
+ MarketSector = 'SECTOR',
796
+ SecuritytypeIncludedOrExcluded = 'SECTYPE',
797
+ SingleMonthlyMortality = 'SMM',
798
+ Structure = 'STRUCT',
799
+ SubstitutionsFrequency = 'SUBSFREQ',
800
+ SubstitutionsLeft = 'SUBSLEFT',
801
+ FreeformText = 'TEXT',
802
+ TradeVariance = 'TRDVAR',
803
+ WeightedAverageCoupon = 'WAC',
804
+ WeightedAverageLifeCoupon = 'WAL',
805
+ WeightedAverageLoanAge = 'WALA',
806
+ WeightedAverageMaturity = 'WAM',
807
+ WholePool = 'WHOLE',
808
+ YieldRange = 'YIELD'
809
+ }
810
+
811
+ export enum StipulationValue {
812
+ SpecialCumDividend = 'CD',
813
+ SpecialExDividend = 'XD',
814
+ SpecialCumCoupon = 'CC',
815
+ SpecialExCoupon = 'XC',
816
+ SpecialCumBonus = 'CB',
817
+ SpecialExBonus = 'XB',
818
+ SpecialCumRights = 'CR',
819
+ SpecialExRights = 'XR',
820
+ SpecialCumCapitalRepayments = 'CP',
821
+ SpecialExCapitalRepayments = 'XP',
822
+ CashSettlement = 'CS',
823
+ SpecialPrice = 'SP',
824
+ ReportForEuropeanEquityMarketSecurities = 'TR',
825
+ GuaranteedDelivery = 'GD'
826
+ }
827
+
828
+ export enum YieldType {
829
+ AfterTaxYield = 'AFTERTAX',
830
+ AnnualYield = 'ANNUAL',
831
+ YieldAtIssue = 'ATISSUE',
832
+ YieldToAverageMaturity = 'AVGMATURITY',
833
+ BookYield = 'BOOK',
834
+ YieldToNextCall = 'CALL',
835
+ YieldChangeSinceClose = 'CHANGE',
836
+ ClosingYield = 'CLOSE',
837
+ CompoundYield = 'COMPOUND',
838
+ CurrentYield = 'CURRENT',
839
+ GovernmentEquivalentYield = 'GOVTEQUIV',
840
+ TrueGrossYield = 'GROSS',
841
+ YieldWithInflationAssumption = 'INFLATION',
842
+ InverseFloaterBondYield = 'INVERSEFLOATER',
843
+ MostRecentClosingYield = 'LASTCLOSE',
844
+ ClosingYieldMostRecentMonth = 'LASTMONTH',
845
+ ClosingYieldMostRecentQuarter = 'LASTQUARTER',
846
+ ClosingYieldMostRecentYear = 'LASTYEAR',
847
+ YieldToLongestAverageLife = 'LONGAVGLIFE',
848
+ MarkToMarketYield = 'MARK',
849
+ YieldToMaturity = 'MATURITY',
850
+ YieldToNextRefund = 'NEXTREFUND',
851
+ OpenAverageYield = 'OPENAVG',
852
+ PreviousCloseYield = 'PREVCLOSE',
853
+ ProceedsYield = 'PROCEEDS',
854
+ YieldToNextPut = 'PUT',
855
+ SemiAnnualYield = 'SEMIANNUAL',
856
+ YieldToShortestAverageLife = 'SHORTAVGLIFE',
857
+ SimpleYield = 'SIMPLE',
858
+ TaxEquivalentYield = 'TAXEQUIV',
859
+ YieldToTenderDate = 'TENDER',
860
+ TrueYield = 'TRUE',
861
+ YieldValueOf132 = 'VALUE1_32',
862
+ YieldToWorst = 'WORST'
863
+ }
864
+
865
+ export enum SubscriptionRequestType {
866
+ Snapshot = '0',
867
+ SnapshotPlusUpdates = '1',
868
+ DisablePreviousSnapshotPlusUpdateRequest = '2'
869
+ }
870
+
871
+ export enum MDUpdateType {
872
+ FullRefresh = 0,
873
+ IncrementalRefresh = 1
874
+ }
875
+
876
+ export enum MDEntryType {
877
+ Bid = '0',
878
+ Offer = '1',
879
+ Trade = '2',
880
+ IndexValue = '3',
881
+ OpeningPrice = '4',
882
+ ClosingPrice = '5',
883
+ SettlementPrice = '6',
884
+ TradingSessionHighPrice = '7',
885
+ TradingSessionLowPrice = '8',
886
+ TradingSessionVwapPrice = '9',
887
+ Imbalance = 'A',
888
+ TradeVolume = 'B',
889
+ OpenInterest = 'C',
890
+ CompositeUnderlyingPrice = 'D',
891
+ SimulatedSellPrice = 'E',
892
+ SimulatedBuyPrice = 'F',
893
+ MarginRate = 'G',
894
+ MidPrice = 'H',
895
+ EmptyBook = 'J',
896
+ SettleHighPrice = 'K',
897
+ SettleLowPrice = 'L',
898
+ PriorSettlePrice = 'M',
899
+ SessionHighBid = 'N',
900
+ SessionLowOffer = 'O',
901
+ EarlyPrices = 'P',
902
+ AuctionClearingPrice = 'Q',
903
+ TradeCount = 'v',
904
+ TradeEffectiveVolume = 'w',
905
+ TradeNominalVolume = 'x',
906
+ OpenInterestDate = 'y',
907
+ SettlementDate = 'z',
908
+ FixingPrice = 'W'
909
+ }
910
+
911
+ export enum TickDirection {
912
+ PlusTick = '0',
913
+ ZeroPlusTick = '1',
914
+ MinusTick = '2',
915
+ ZeroMinusTick = '3'
916
+ }
917
+
918
+ export enum QuoteCondition {
919
+ ReservedSam = '0',
920
+ NoActiveSam = '1',
921
+ Restricted = '2',
922
+ NoMarketActivity = '1000',
923
+ NoDataAvailable = '1001',
924
+ NotApplicable = '1002',
925
+ AmountThresholdExceeded = '1003',
926
+ OpenActive = 'A',
927
+ ClosedInactive = 'B',
928
+ ExchangeBest = 'C',
929
+ ConsolidatedBest = 'D',
930
+ Locked = 'E',
931
+ Crossed = 'F',
932
+ Depth = 'G',
933
+ FastTrading = 'H',
934
+ NonFirm = 'I',
935
+ ManualSlowQuote = 'L',
936
+ OutrightPrice = 'J',
937
+ ImpliedPrice = 'K',
938
+ DepthOnOffer = 'M',
939
+ DepthOnBid = 'N',
940
+ Closing = 'O',
941
+ NewsDissemination = 'P',
942
+ TradingRange = 'Q',
943
+ OrderInflux = 'R',
944
+ DueToRelated = 'S',
945
+ NewsPending = 'T',
946
+ AdditionalInfo = 'U',
947
+ AdditionalInfoDueToRelated = 'V',
948
+ Resume = 'W',
949
+ ViewOfCommon = 'X',
950
+ VolumeAlert = 'Y',
951
+ OrderImbalance = 'Z',
952
+ EquipmentChangeover = 'a',
953
+ NoOpen = 'b',
954
+ RegularEth = 'c',
955
+ AutomaticExecution = 'd',
956
+ AutomaticExecutionEth = 'e',
957
+ FastMarketEth = 'f',
958
+ InactiveEth = 'g',
959
+ Rotation = 'h',
960
+ RotationEth = 'i',
961
+ Halt = 'j',
962
+ HaltEth = 'k',
963
+ DueToNewsDissemination = 'l',
964
+ DueToNewsPending = 'm',
965
+ TradingResume = 'n',
966
+ OutOfSequence = 'o',
967
+ BidSpecialist = 'p',
968
+ OfferSpecialist = 'q',
969
+ BidOfferSpecialist = 'r',
970
+ EndOfDaySam = 's',
971
+ ForbiddenSam = 't',
972
+ FrozenSam = 'u',
973
+ PreopeningSam = 'v',
974
+ OpeningSam = 'w',
975
+ OpenSam = 'x',
976
+ SurveillanceSam = 'y',
977
+ SuspendedSam = 'z'
978
+ }
979
+
980
+ export enum TradeCondition {
981
+ Cancel = '0',
982
+ NoMarketActivity = '1000',
983
+ NoDataAvailable = '1001',
984
+ NotApplicable = '1002',
985
+ CashMarket = 'A',
986
+ AveragePriceTrade = 'B',
987
+ CashTrade = 'C',
988
+ NextDayMarket = 'D',
989
+ OpeningReopeningTradeDetail = 'E',
990
+ IntradayTradeDetail = 'F',
991
+ Rule127 = 'G',
992
+ Rule155 = 'H',
993
+ SoldLast = 'I',
994
+ NextDayTrade = 'J',
995
+ Opened = 'K',
996
+ Seller = 'L',
997
+ Sold = 'M',
998
+ StoppedStock = 'N',
999
+ ImbalanceMoreBuyers = 'P',
1000
+ ImbalanceMoreSellers = 'Q',
1001
+ OpeningPrice = 'R',
1002
+ TradesResultingFromManualSlowQuote = 'Y',
1003
+ TradesResultingFromIntermarketSweep = 'Z',
1004
+ BargainCondition = 'S',
1005
+ ConvertedPriceIndicator = 'T',
1006
+ ExchangeLast = 'U',
1007
+ FinalPriceOfSession = 'V',
1008
+ ExPit = 'W',
1009
+ Crossed = 'X',
1010
+ VolumeOnly = 'a',
1011
+ DirectPlus = 'b',
1012
+ Acquisition = 'c',
1013
+ Bunched = 'd',
1014
+ Distribution = 'e',
1015
+ BunchedSale = 'f',
1016
+ SplitTrade = 'g',
1017
+ CancelStopped = 'h',
1018
+ CancelEth = 'i',
1019
+ CancelStoppedEth = 'j',
1020
+ OutOfSequenceEth = 'k',
1021
+ CancelLastEth = 'l',
1022
+ SoldLastSaleEth = 'm',
1023
+ CancelLast = 'n',
1024
+ SoldLastSale = 'o',
1025
+ CancelOpen = 'p',
1026
+ CancelOpenEth = 'q',
1027
+ OpenedSaleEth = 'r',
1028
+ CancelOnly = 's',
1029
+ CancelOnlyEth = 't',
1030
+ LateOpenEth = 'u',
1031
+ AutoExecutionEth = 'v',
1032
+ Reopen = 'w',
1033
+ ReopenEth = 'x',
1034
+ Adjusted = 'y',
1035
+ AdjustedEth = 'z',
1036
+ Spread = 'AA',
1037
+ SpreadEth = 'AB',
1038
+ Straddle = 'AC',
1039
+ StraddleEth = 'AD',
1040
+ Stopped = 'AE',
1041
+ StoppedEth = 'AF',
1042
+ RegularEth = 'AG',
1043
+ Combo = 'AH',
1044
+ ComboEth = 'AI',
1045
+ OfficialClosingPrice = 'AJ',
1046
+ PriorReferencePrice = 'AK',
1047
+ StoppedSoldLast = 'AL',
1048
+ StoppedOutOfSequence = 'AM',
1049
+ OfficalClosingPrice = 'AN',
1050
+ Crossed2 = 'AO',
1051
+ FastMarket = 'AP',
1052
+ AutomaticExecution = 'AQ',
1053
+ FormT = 'AR',
1054
+ BasketIndex = 'AS',
1055
+ BurstBasket = 'AT'
1056
+ }
1057
+
1058
+ export enum MDUpdateAction {
1059
+ New = '0',
1060
+ Change = '1',
1061
+ Delete = '2',
1062
+ DeleteThru = '3',
1063
+ DeleteFrom = '4',
1064
+ Overlay = '5'
1065
+ }
1066
+
1067
+ export enum MDReqRejReason {
1068
+ UnknownSymbol = '0',
1069
+ DuplicateMdreqid = '1',
1070
+ InsufficientBandwidth = '2',
1071
+ InsufficientPermissions = '3',
1072
+ UnsupportedSubscriptionrequesttype = '4',
1073
+ UnsupportedMarketdepth = '5',
1074
+ UnsupportedMdupdatetype = '6',
1075
+ UnsupportedAggregatedbook = '7',
1076
+ UnsupportedMdentrytype = '8',
1077
+ UnsupportedTradingsessionid = '9',
1078
+ UnsupportedScope = 'A',
1079
+ UnsupportedOpenclosesettleflag = 'B',
1080
+ UnsupportedMdimplicitdelete = 'C',
1081
+ InsufficientCredit = 'D'
1082
+ }
1083
+
1084
+ export enum DeleteReason {
1085
+ CancelationTradeBust = '0',
1086
+ Error = '1'
1087
+ }
1088
+
1089
+ export enum OpenCloseSettlFlag {
1090
+ DailyOpenCloseSettlementEntry = '0',
1091
+ SessionOpenCloseSettlementEntry = '1',
1092
+ DeliverySettlementEntry = '2',
1093
+ ExpectedEntry = '3',
1094
+ EntryFromPreviousBusinessDay = '4',
1095
+ TheoreticalPriceValue = '5'
1096
+ }
1097
+
1098
+ export enum FinancialStatus {
1099
+ Bankrupt = '1',
1100
+ PendingDelisting = '2',
1101
+ Restricted = '3'
1102
+ }
1103
+
1104
+ export enum CorporateAction {
1105
+ ExDividend = 'A',
1106
+ ExDistribution = 'B',
1107
+ ExRights = 'C',
1108
+ New = 'D',
1109
+ ExInterest = 'E',
1110
+ CashDividend = 'F',
1111
+ StockDividend = 'G',
1112
+ NonIntegerStockSplit = 'H',
1113
+ ReverseStockSplit = 'I',
1114
+ StandardIntegerStockSplit = 'J',
1115
+ PositionConsolidation = 'K',
1116
+ LiquidationReorganization = 'L',
1117
+ MergerReorganization = 'M',
1118
+ RightsOffering = 'N',
1119
+ ShareholderMeeting = 'O',
1120
+ Spinoff = 'P',
1121
+ TenderOffer = 'Q',
1122
+ Warrant = 'R',
1123
+ SpecialAction = 'S',
1124
+ SymbolConversion = 'T',
1125
+ Cusip = 'U',
1126
+ LeapRollover = 'V'
1127
+ }
1128
+
1129
+ export enum QuoteStatus {
1130
+ Accepted = 0,
1131
+ CanceledForSymbol = 1,
1132
+ CanceledForSecurityType = 2,
1133
+ CanceledForUnderlying = 3,
1134
+ CanceledAll = 4,
1135
+ Rejected = 5,
1136
+ RemovedFromMarket = 6,
1137
+ Expired = 7,
1138
+ Query = 8,
1139
+ QuoteNotFound = 9,
1140
+ Pending = 10,
1141
+ Pass = 11,
1142
+ LockedMarketWarning = 12,
1143
+ CrossMarketWarning = 13,
1144
+ CanceledDueToLockMarket = 14,
1145
+ CanceledDueToCrossMarket = 15
1146
+ }
1147
+
1148
+ export enum QuoteCancelType {
1149
+ CancelForSymbol = 1,
1150
+ CancelForSecurityType = 2,
1151
+ CancelForUnderlyingSymbol = 3,
1152
+ CancelAllQuotes = 4,
1153
+ CancelQuoteSpecifiedInQuoteid = 5
1154
+ }
1155
+
1156
+ export enum QuoteRejectReason {
1157
+ UnknownSymbol = 1,
1158
+ ExchangeClosed = 2,
1159
+ QuoteRequestExceedsLimit = 3,
1160
+ TooLateToEnter = 4,
1161
+ UnknownQuote = 5,
1162
+ DuplicateQuote = 6,
1163
+ InvalidBidAskSpread = 7,
1164
+ InvalidPrice = 8,
1165
+ NotAuthorizedToQuoteSecurity = 9,
1166
+ Other = 99
1167
+ }
1168
+
1169
+ export enum QuoteResponseLevel {
1170
+ NoAcknowledgement = 0,
1171
+ AcknowledgeOnlyNegativeOrErroneousQuotes = 1,
1172
+ AcknowledgeEachQuoteMessages = 2
1173
+ }
1174
+
1175
+ export enum QuoteRequestType {
1176
+ Manual = 1,
1177
+ Automatic = 2
1178
+ }
1179
+
1180
+ export enum SecurityRequestType {
1181
+ RequestSecurityIdentityAndSpecifications = 0,
1182
+ RequestSecurityIdentityForTheSpecificationsProvided = 1,
1183
+ RequestListSecurityTypes = 2,
1184
+ RequestListSecurities = 3
1185
+ }
1186
+
1187
+ export enum SecurityResponseType {
1188
+ AcceptSecurityProposalAsIs = 1,
1189
+ AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage = 2,
1190
+ ListOfSecurityTypesReturnedPerRequest = 3,
1191
+ ListOfSecuritiesReturnedPerRequest = 4,
1192
+ RejectSecurityProposal = 5,
1193
+ CanNotMatchSelectionCriteria = 6
1194
+ }
1195
+
1196
+ export enum SecurityTradingStatus {
1197
+ OpeningDelay = 1,
1198
+ TradingHalt = 2,
1199
+ Resume = 3,
1200
+ NoOpenNoResume = 4,
1201
+ PriceIndication = 5,
1202
+ TradingRangeIndication = 6,
1203
+ MarketImbalanceBuy = 7,
1204
+ MarketImbalanceSell = 8,
1205
+ MarketOnCloseImbalanceBuy = 9,
1206
+ MarketOnCloseImbalanceSell = 10,
1207
+ NotAssigned = 11,
1208
+ NoMarketImbalance = 12,
1209
+ NoMarketOnCloseImbalance = 13,
1210
+ ItsPreOpening = 14,
1211
+ NewPriceIndication = 15,
1212
+ TradeDisseminationTime = 16,
1213
+ ReadyToTradeStartOfSession = 17,
1214
+ NotAvailableForTradingEndOfSession = 18,
1215
+ NotTradedOnThisMarket = 19,
1216
+ UnknownOrInvalid = 20,
1217
+ PreOpen = 21,
1218
+ OpeningRotation = 22,
1219
+ FastMarket = 23
1220
+ }
1221
+
1222
+ export enum HaltReason {
1223
+ NewsDissemination = 'D',
1224
+ OrderInflux = 'E',
1225
+ OrderImbalance = 'I',
1226
+ AdditionalInformation = 'M',
1227
+ NewsPending = 'P',
1228
+ EquipmentChangeover = 'X'
1229
+ }
1230
+
1231
+ export enum Adjustment {
1232
+ Cancel = 1,
1233
+ Error = 2,
1234
+ Correction = 3
1235
+ }
1236
+
1237
+ export enum TradSesMethod {
1238
+ Electronic = 1,
1239
+ OpenOutcry = 2,
1240
+ TwoParty = 3
1241
+ }
1242
+
1243
+ export enum TradSesMode {
1244
+ Testing = 1,
1245
+ Simulated = 2,
1246
+ Production = 3
1247
+ }
1248
+
1249
+ export enum TradSesStatus {
1250
+ Unknown = 0,
1251
+ Halted = 1,
1252
+ Open = 2,
1253
+ Closed = 3,
1254
+ PreOpen = 4,
1255
+ PreClose = 5,
1256
+ RequestRejected = 6,
1257
+ Disabled = 7
1258
+ }
1259
+
1260
+ export enum MessageEncoding {
1261
+ Iso2022Jp = 'ISO-2022-JP',
1262
+ EucJp = 'EUC-JP',
1263
+ ShiftJis = 'SHIFT_JIS',
1264
+ Utf8 = 'UTF-8'
1265
+ }
1266
+
1267
+ export enum QuoteEntryRejectReason {
1268
+ UnknownSymbol = 1,
1269
+ ExchangeClosed = 2,
1270
+ QuoteExceedsLimit = 3,
1271
+ TooLateToEnter = 4,
1272
+ UnknownQuote = 5,
1273
+ DuplicateQuote = 6,
1274
+ InvalidBidAskSpread = 7,
1275
+ InvalidPrice = 8,
1276
+ NotAuthorizedToQuoteSecurity = 9,
1277
+ Other = 99
1278
+ }
1279
+
1280
+ export enum SessionRejectReason {
1281
+ InvalidTagNumber = 0,
1282
+ RequiredTagMissing = 1,
1283
+ TagNotDefinedForThisMessageType = 2,
1284
+ UndefinedTag = 3,
1285
+ TagSpecifiedWithoutAValue = 4,
1286
+ ValueIsIncorrect = 5,
1287
+ IncorrectDataFormatForValue = 6,
1288
+ DecryptionProblem = 7,
1289
+ SignatureProblem = 8,
1290
+ CompidProblem = 9,
1291
+ SendingtimeAccuracyProblem = 10,
1292
+ InvalidMsgtype = 11,
1293
+ XmlValidationError = 12,
1294
+ TagAppearsMoreThanOnce = 13,
1295
+ TagSpecifiedOutOfRequiredOrder = 14,
1296
+ RepeatingGroupFieldsOutOfOrder = 15,
1297
+ IncorrectNumingroupCountForRepeatingGroup = 16,
1298
+ NonDataValueIncludesFieldDelimiter = 17,
1299
+ Other = 99
1300
+ }
1301
+
1302
+ export enum BidRequestTransType {
1303
+ Cancel = 'C',
1304
+ New = 'N'
1305
+ }
1306
+
1307
+ export enum ExecRestatementReason {
1308
+ GtCorporateAction = 0,
1309
+ GtRenewalRestatement = 1,
1310
+ VerbalChange = 2,
1311
+ RepricingOfOrder = 3,
1312
+ BrokerOption = 4,
1313
+ PartialDeclineOfOrderqty = 5,
1314
+ CancelOnTradingHalt = 6,
1315
+ CancelOnSystemFailure = 7,
1316
+ MarketOption = 8,
1317
+ CanceledNotBest = 9,
1318
+ WarehouseRecap = 10,
1319
+ PegRefresh = 11,
1320
+ Other = 99
1321
+ }
1322
+
1323
+ export enum BusinessRejectReason {
1324
+ Other = 0,
1325
+ UnkownId = 1,
1326
+ UnknownSecurity = 2,
1327
+ UnsupportedMessageType = 3,
1328
+ ApplicationNotAvailable = 4,
1329
+ ConditionallyRequiredFieldMissing = 5,
1330
+ NotAuthorized = 6,
1331
+ DelivertoFirmNotAvailableAtThisTime = 7,
1332
+ ThrottleLimitExceeded = 8,
1333
+ InvalidPriceIncrement = 18
1334
+ }
1335
+
1336
+ export enum MsgDirection {
1337
+ Receive = 'R',
1338
+ Send = 'S'
1339
+ }
1340
+
1341
+ export enum DiscretionInst {
1342
+ RelatedToDisplayedPrice = '0',
1343
+ RelatedToMarketPrice = '1',
1344
+ RelatedToPrimaryPrice = '2',
1345
+ RelatedToLocalPrimaryPrice = '3',
1346
+ RelatedToMidpointPrice = '4',
1347
+ RelatedToLastTradePrice = '5',
1348
+ RelatedToVwap = '6',
1349
+ AveragePriceGuarantee = '7'
1350
+ }
1351
+
1352
+ export enum BidType {
1353
+ NonDisclosed = 1,
1354
+ DisclosedStyle = 2,
1355
+ NoBiddingProcess = 3
1356
+ }
1357
+
1358
+ export enum BidDescriptorType {
1359
+ Sector = 1,
1360
+ Country = 2,
1361
+ Index = 3
1362
+ }
1363
+
1364
+ export enum SideValueInd {
1365
+ Sidevalue1 = 1,
1366
+ Sidevalue2 = 2
1367
+ }
1368
+
1369
+ export enum LiquidityIndType {
1370
+ FivedayMovingAverage = 1,
1371
+ TwentydayMovingAverage = 2,
1372
+ NormalMarketSize = 3,
1373
+ Other = 4
1374
+ }
1375
+
1376
+ export enum ProgRptReqs {
1377
+ BuysideExplicitlyRequestsStatusUsingStatusrequest = 1,
1378
+ SellsidePeriodicallySendsStatusUsingListstatus = 2,
1379
+ RealTimeExecutionReports = 3
1380
+ }
1381
+
1382
+ export enum IncTaxInd {
1383
+ Net = 1,
1384
+ Gross = 2
1385
+ }
1386
+
1387
+ export enum BidTradeType {
1388
+ Agency = 'A',
1389
+ VwapGuarantee = 'G',
1390
+ GuaranteedClose = 'J',
1391
+ RiskTrade = 'R'
1392
+ }
1393
+
1394
+ export enum BasisPxType {
1395
+ ClosingPriceAtMorningSession = '2',
1396
+ ClosingPrice = '3',
1397
+ CurrentPrice = '4',
1398
+ Sq = '5',
1399
+ VwapThroughADay = '6',
1400
+ VwapThroughAMorningSession = '7',
1401
+ VwapThroughAnAfternoonSession = '8',
1402
+ VwapThroughADayExceptYori = '9',
1403
+ VwapThroughAMorningSessionExceptYori = 'A',
1404
+ VwapThroughAnAfternoonSessionExceptYori = 'B',
1405
+ Strike = 'C',
1406
+ Open = 'D',
1407
+ Others = 'Z'
1408
+ }
1409
+
1410
+ export enum PriceType {
1411
+ Percentage = 1,
1412
+ PerUnit = 2,
1413
+ FixedAmount = 3,
1414
+ Discount = 4,
1415
+ Premium = 5,
1416
+ Spread = 6,
1417
+ TedPrice = 7,
1418
+ TedYield = 8,
1419
+ Yield = 9,
1420
+ FixedCabinetTradePrice = 10,
1421
+ VariableCabinetTradePrice = 11,
1422
+ ProductTicksInHalfs = 13,
1423
+ ProductTicksInFourths = 14,
1424
+ ProductTicksInEights = 15,
1425
+ ProductTicksInSixteenths = 16,
1426
+ ProductTicksInThirtySeconds = 17,
1427
+ ProductTicksInSixtyForths = 18,
1428
+ ProductTicksInOneTwentyEights = 19
1429
+ }
1430
+
1431
+ export enum GTBookingInst {
1432
+ BookOutAllTradesOnDayOfExecution = 0,
1433
+ AccumulateExecutionsUntilOrderIsFilledOrExpires = 1,
1434
+ AccumulateUntilVerballyNotifiedOtherwise = 2
1435
+ }
1436
+
1437
+ export enum ListStatusType {
1438
+ Ack = 1,
1439
+ Response = 2,
1440
+ Timed = 3,
1441
+ Execstarted = 4,
1442
+ Alldone = 5,
1443
+ Alert = 6
1444
+ }
1445
+
1446
+ export enum NetGrossInd {
1447
+ Net = 1,
1448
+ Gross = 2
1449
+ }
1450
+
1451
+ export enum ListOrderStatus {
1452
+ Inbiddingprocess = 1,
1453
+ Receivedforexecution = 2,
1454
+ Executing = 3,
1455
+ Canceling = 4,
1456
+ Alert = 5,
1457
+ AllDone = 6,
1458
+ Reject = 7
1459
+ }
1460
+
1461
+ export enum ListExecInstType {
1462
+ Immediate = '1',
1463
+ WaitForExecuteInstruction = '2',
1464
+ ExchangeSwitchCivOrderSellDriven = '3',
1465
+ ExchangeSwitchCivOrderBuyDrivenCashTopUp = '4',
1466
+ ExchangeSwitchCivOrderBuyDrivenCashWithdraw = '5'
1467
+ }
1468
+
1469
+ export enum CxlRejResponseTo {
1470
+ OrderCancelRequest = '1',
1471
+ OrderCancelReplaceRequest = '2'
1472
+ }
1473
+
1474
+ export enum MultiLegReportingType {
1475
+ SingleSecurity = '1',
1476
+ IndividualLegOfAMultiLegSecurity = '2',
1477
+ MultiLegSecurity = '3'
1478
+ }
1479
+
1480
+ export enum PartyIDSource {
1481
+ KoreanInvestorId = '1',
1482
+ TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2',
1483
+ TaiwaneseTradingAccount = '3',
1484
+ MalaysianCentralDepositoryNumber = '4',
1485
+ ChineseBShare = '5',
1486
+ UkNationalInsuranceOrPensionNumber = '6',
1487
+ UsSocialSecurityNumber = '7',
1488
+ UsEmployerIdentificationNumber = '8',
1489
+ AustralianBusinessNumber = '9',
1490
+ AustralianTaxFileNumber = 'A',
1491
+ Bic = 'B',
1492
+ GenerallyAcceptedMarketParticipantIdentifier = 'C',
1493
+ ProprietaryCustomCode = 'D',
1494
+ IsoCountryCode = 'E',
1495
+ SettlementEntityLocation = 'F',
1496
+ Mic = 'G',
1497
+ CsdParticipantMemberCode = 'H',
1498
+ DirectedBroker = 'I'
1499
+ }
1500
+
1501
+ export enum PartyRole {
1502
+ ExecutingFirm = 1,
1503
+ BrokerOfCredit = 2,
1504
+ ClientId = 3,
1505
+ ClearingFirm = 4,
1506
+ InvestorId = 5,
1507
+ IntroducingFirm = 6,
1508
+ EnteringFirm = 7,
1509
+ LocateLendingFirm = 8,
1510
+ FundManagerClientId = 9,
1511
+ SettlementLocation = 10,
1512
+ OrderOriginationTrader = 11,
1513
+ ExecutingTrader = 12,
1514
+ OrderOriginationFirm = 13,
1515
+ GiveupClearingFirm = 14,
1516
+ CorrespondantClearingFirm = 15,
1517
+ ExecutingSystem = 16,
1518
+ ContraFirm = 17,
1519
+ ContraClearingFirm = 18,
1520
+ SponsoringFirm = 19,
1521
+ UnderlyingContraFirm = 20,
1522
+ ClearingOrganization = 21,
1523
+ Exchange = 22,
1524
+ CustomerAccount = 24,
1525
+ CorrespondentClearingOrganization = 25,
1526
+ CorrespondentBroker = 26,
1527
+ BuyerSeller = 27,
1528
+ Custodian = 28,
1529
+ Intermediary = 29,
1530
+ Agent = 30,
1531
+ SubCustodian = 31,
1532
+ Beneficiary = 32,
1533
+ InterestedParty = 33,
1534
+ RegulatoryBody = 34,
1535
+ LiquidityProvider = 35,
1536
+ EnteringTrader = 36,
1537
+ ContraTrader = 37,
1538
+ PositionAccount = 38,
1539
+ ContraInvestorId = 39,
1540
+ TransferToFirm = 40,
1541
+ ContraPositionAccount = 41,
1542
+ ContraExchange = 42,
1543
+ InternalCarryAccount = 43,
1544
+ OrderEntryOperatorId = 44,
1545
+ SecondaryAccountNumber = 45,
1546
+ ForiegnFirm = 46,
1547
+ ThirdPartyAllocationFirm = 47,
1548
+ ClaimingAccount = 48,
1549
+ AssetManager = 49,
1550
+ PledgorAccount = 50,
1551
+ PledgeeAccount = 51,
1552
+ LargeTraderReportableAccount = 52,
1553
+ TraderMnemonic = 53,
1554
+ SenderLocation = 54,
1555
+ SessionId = 55,
1556
+ AcceptableCounterparty = 56,
1557
+ UnacceptableCounterparty = 57,
1558
+ EnteringUnit = 58,
1559
+ ExecutingUnit = 59,
1560
+ IntroducingBroker = 60,
1561
+ QuoteOriginator = 61,
1562
+ ReportOriginator = 62,
1563
+ SystematicInternaliser = 63,
1564
+ MultilateralTradingFacility = 64,
1565
+ RegulatedMarket = 65,
1566
+ MarketMaker = 66,
1567
+ InvestmentFirm = 67,
1568
+ HostCompetentAuthority = 68,
1569
+ HomeCompetentAuthority = 69,
1570
+ CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidity = 70,
1571
+ CompetentAuthorityOfTheTransaction = 71,
1572
+ ReportingIntermediary = 72,
1573
+ ExecutionVenue = 73,
1574
+ MarketDataEntryOriginator = 74,
1575
+ LocationId = 75,
1576
+ DeskId = 76,
1577
+ MarketDataMarket = 77,
1578
+ AllocationEntity = 78,
1579
+ GiveUpFirm = 95,
1580
+ TakeUpFirm = 96
1581
+ }
1582
+
1583
+ export enum Product {
1584
+ Agency = 1,
1585
+ Commodity = 2,
1586
+ Corporate = 3,
1587
+ Currency = 4,
1588
+ Equity = 5,
1589
+ Government = 6,
1590
+ Index = 7,
1591
+ Loan = 8,
1592
+ Moneymarket = 9,
1593
+ Mortgage = 10,
1594
+ Municipal = 11,
1595
+ Other = 12,
1596
+ Financing = 13
1597
+ }
1598
+
1599
+ export enum QuantityType {
1600
+ Shares = 1,
1601
+ Bonds = 2,
1602
+ Currentface = 3,
1603
+ Originalface = 4,
1604
+ Currency = 5,
1605
+ Contracts = 6,
1606
+ Other = 7,
1607
+ Par = 8
1608
+ }
1609
+
1610
+ export enum RoundingDirection {
1611
+ RoundToNearest = '0',
1612
+ RoundDown = '1',
1613
+ RoundUp = '2'
1614
+ }
1615
+
1616
+ export enum DistribPaymentMethod {
1617
+ Crest = 1,
1618
+ Nscc = 2,
1619
+ Euroclear = 3,
1620
+ Clearstream = 4,
1621
+ Cheque = 5,
1622
+ TelegraphicTransfer = 6,
1623
+ Fedwire = 7,
1624
+ DirectCredit = 8,
1625
+ AchCredit = 9,
1626
+ Bpay = 10,
1627
+ HighValueClearingSystemHvacs = 11,
1628
+ ReinvestInFund = 12
1629
+ }
1630
+
1631
+ export enum CancellationRights {
1632
+ NoExecutionOnly = 'N',
1633
+ NoWaiverAgreement = 'M',
1634
+ NoInstitutional = 'O',
1635
+ Yes = 'Y'
1636
+ }
1637
+
1638
+ export enum MoneyLaunderingStatus {
1639
+ ExemptBelowTheLimit = '1',
1640
+ ExemptClientMoneyTypeExemption = '2',
1641
+ ExemptAuthorisedCreditOrFinancialInstitution = '3',
1642
+ Passed = 'Y',
1643
+ NotChecked = 'N'
1644
+ }
1645
+
1646
+ export enum ExecPriceType {
1647
+ BidPrice = 'B',
1648
+ CreationPrice = 'C',
1649
+ CreationPricePlusAdjustmentPercent = 'D',
1650
+ CreationPricePlusAdjustmentAmount = 'E',
1651
+ OfferPrice = 'O',
1652
+ OfferPriceMinusAdjustmentPercent = 'P',
1653
+ OfferPriceMinusAdjustmentAmount = 'Q',
1654
+ SinglePrice = 'S'
1655
+ }
1656
+
1657
+ export enum TradeReportTransType {
1658
+ New = 0,
1659
+ Cancel = 1,
1660
+ Replace = 2,
1661
+ Release = 3,
1662
+ Reverse = 4,
1663
+ CancelDueToBackOutOfTrade = 5
1664
+ }
1665
+
1666
+ export enum PaymentMethod {
1667
+ Crest = 1,
1668
+ Nscc = 2,
1669
+ Euroclear = 3,
1670
+ Clearstream = 4,
1671
+ Cheque = 5,
1672
+ TelegraphicTransfer = 6,
1673
+ Fedwire = 7,
1674
+ DebitCard = 8,
1675
+ DirectDebit = 9,
1676
+ DirectCredit = 10,
1677
+ CreditCard = 11,
1678
+ AchDebit = 12,
1679
+ AchCredit = 13,
1680
+ Bpay = 14,
1681
+ HighValueClearingSystem = 15
1682
+ }
1683
+
1684
+ export enum TaxAdvantageType {
1685
+ None = 0,
1686
+ MaxiIsa = 1,
1687
+ Tessa = 2,
1688
+ MiniCashIsa = 3,
1689
+ MiniStocksAndSharesIsa = 4,
1690
+ MiniInsuranceIsa = 5,
1691
+ CurrentYearPayment = 6,
1692
+ PriorYearPayment = 7,
1693
+ AssetTransfer = 8,
1694
+ EmployeePriorYear = 9,
1695
+ Employee = 10,
1696
+ Employer = 11,
1697
+ Employer2 = 12,
1698
+ NonFundPrototypeIra = 13,
1699
+ NonFundQualifiedPlan = 14,
1700
+ DefinedContributionPlan = 15,
1701
+ IndividualRetirementAccount = 16,
1702
+ IndividualRetirementAccount2 = 17,
1703
+ Keogh = 18,
1704
+ ProfitSharingPlan = 19,
1705
+ E401K = 20,
1706
+ SelfDirectedIra = 21,
1707
+ E403B = 22,
1708
+ E457 = 23,
1709
+ RothIra = 24,
1710
+ RothIra2 = 25,
1711
+ RothConversionIra = 26,
1712
+ RothConversionIra2 = 27,
1713
+ EducationIra = 28,
1714
+ EducationIra2 = 29,
1715
+ Other = 999
1716
+ }
1717
+
1718
+ export enum FundRenewWaiv {
1719
+ No = 'N',
1720
+ Yes = 'Y'
1721
+ }
1722
+
1723
+ export enum RegistStatus {
1724
+ Accepted = 'A',
1725
+ Rejected = 'R',
1726
+ Held = 'H',
1727
+ Reminder = 'N'
1728
+ }
1729
+
1730
+ export enum RegistRejReasonCode {
1731
+ InvalidUnacceptableAccountType = 1,
1732
+ InvalidUnacceptableTaxExemptType = 2,
1733
+ InvalidUnacceptableOwnershipType = 3,
1734
+ InvalidUnacceptableNoRegDetls = 4,
1735
+ InvalidUnacceptableRegSeqNo = 5,
1736
+ InvalidUnacceptableRegDtls = 6,
1737
+ InvalidUnacceptableMailingDtls = 7,
1738
+ InvalidUnacceptableMailingInst = 8,
1739
+ InvalidUnacceptableInvestorId = 9,
1740
+ InvalidUnacceptableInvestorIdSource = 10,
1741
+ InvalidUnacceptableDateOfBirth = 11,
1742
+ InvalidUnacceptableInvestorCountryOfResidence = 12,
1743
+ InvalidUnacceptableNodistribinstns = 13,
1744
+ InvalidUnacceptableDistribPercentage = 14,
1745
+ InvalidUnacceptableDistribPaymentMethod = 15,
1746
+ InvalidUnacceptableCashDistribAgentAcctName = 16,
1747
+ InvalidUnacceptableCashDistribAgentCode = 17,
1748
+ InvalidUnacceptableCashDistribAgentAcctNum = 18,
1749
+ Other = 99
1750
+ }
1751
+
1752
+ export enum RegistTransType {
1753
+ New = '0',
1754
+ Replace = '1',
1755
+ Cancel = '2'
1756
+ }
1757
+
1758
+ export enum OwnershipType {
1759
+ JointTrustees = '2',
1760
+ JointInvestors = 'J',
1761
+ TenantsInCommon = 'T'
1762
+ }
1763
+
1764
+ export enum ContAmtType {
1765
+ CommissionAmount = 1,
1766
+ CommissionPercent = 2,
1767
+ InitialChargeAmount = 3,
1768
+ InitialChargePercent = 4,
1769
+ DiscountAmount = 5,
1770
+ DiscountPercent = 6,
1771
+ DilutionLevyAmount = 7,
1772
+ DilutionLevyPercent = 8,
1773
+ ExitChargeAmount = 9,
1774
+ ExitChargePercent = 10,
1775
+ FundBasedRenewalCommissionPercent = 11,
1776
+ ProjectedFundValue = 12,
1777
+ FundBasedRenewalCommissionAmount = 13,
1778
+ FundBasedRenewalCommissionAmount2 = 14,
1779
+ NetSettlementAmount = 15
1780
+ }
1781
+
1782
+ export enum OwnerType {
1783
+ IndividualInvestor = 1,
1784
+ PublicCompany = 2,
1785
+ PrivateCompany = 3,
1786
+ IndividualTrustee = 4,
1787
+ CompanyTrustee = 5,
1788
+ PensionPlan = 6,
1789
+ CustodianUnderGiftsToMinorsAct = 7,
1790
+ Trusts = 8,
1791
+ Fiduciaries = 9,
1792
+ NetworkingSubAccount = 10,
1793
+ NonProfitOrganization = 11,
1794
+ CorporateBody = 12,
1795
+ Nominee = 13
1796
+ }
1797
+
1798
+ export enum OrderCapacity {
1799
+ Agency = 'A',
1800
+ Proprietary = 'G',
1801
+ Individual = 'I',
1802
+ Principal = 'P',
1803
+ RisklessPrincipal = 'R',
1804
+ AgentForOtherMember = 'W'
1805
+ }
1806
+
1807
+ export enum OrderRestrictions {
1808
+ ProgramTrade = '1',
1809
+ IndexArbitrage = '2',
1810
+ NonIndexArbitrage = '3',
1811
+ CompetingMarketMaker = '4',
1812
+ ActingAsMarketMakerOrSpecialistInTheSecurity = '5',
1813
+ ActingAsMarketMakerOrSpecialistInTheUnderlyingSecurityOfADerivativeSecurity = '6',
1814
+ ForeignEntity = '7',
1815
+ ExternalMarketParticipant = '8',
1816
+ ExternalInterConnectedMarketLinkage = '9',
1817
+ RisklessArbitrage = 'A'
1818
+ }
1819
+
1820
+ export enum MassCancelRequestType {
1821
+ CancelOrdersForASecurity = '1',
1822
+ CancelOrdersForAnUnderlyingSecurity = '2',
1823
+ CancelOrdersForAProduct = '3',
1824
+ CancelOrdersForACficode = '4',
1825
+ CancelOrdersForASecuritytype = '5',
1826
+ CancelOrdersForATradingSession = '6',
1827
+ CancelAllOrders = '7',
1828
+ CancelOrdersForAMarket = '8',
1829
+ CancelOrdersForAMarketSegment = '9',
1830
+ CancelOrdersForASecurityGroup = 'A',
1831
+ CancelOrdersForASecurityB = 'B',
1832
+ CancelForIssuerOfUnderlyingSecurity = 'C'
1833
+ }
1834
+
1835
+ export enum MassCancelResponse {
1836
+ CancelRequestRejected = '0',
1837
+ CancelOrdersForASecurity = '1',
1838
+ CancelOrdersForAnUnderlyingSecurity = '2',
1839
+ CancelOrdersForAProduct = '3',
1840
+ CancelOrdersForACficode = '4',
1841
+ CancelOrdersForASecuritytype = '5',
1842
+ CancelOrdersForATradingSession = '6',
1843
+ CancelAllOrders = '7',
1844
+ CancelOrdersForAMarket = '8',
1845
+ CancelOrdersForAMarketSegment = '9',
1846
+ CancelOrdersForASecurityGroup = 'A',
1847
+ CancelOrdersForASecurityB = 'B',
1848
+ CancelForIssuerOfUnderlyingSecurity = 'C'
1849
+ }
1850
+
1851
+ export enum MassCancelRejectReason {
1852
+ MassCancelNotSupported = 0,
1853
+ InvalidOrUnknownSecurity = 1,
1854
+ InvalidOrUnknownUnderlying = 2,
1855
+ InvalidOrUnknownProduct = 3,
1856
+ InvalidOrUnknownCficode = 4,
1857
+ InvalidOrUnknownSecurityType = 5,
1858
+ InvalidOrUnknownTradingSession = 6,
1859
+ InvalidOrUnknownMarket = 7,
1860
+ InvalidOrUnknownMarketSegment = 8,
1861
+ InvalidOrUnknownSecurityGroup = 9,
1862
+ Other = 99
1863
+ }
1864
+
1865
+ export enum QuoteType {
1866
+ Indicative = 0,
1867
+ Tradeable = 1,
1868
+ RestrictedTradeable = 2,
1869
+ Counter = 3
1870
+ }
1871
+
1872
+ export enum CashMargin {
1873
+ Cash = '1',
1874
+ MarginOpen = '2',
1875
+ MarginClose = '3'
1876
+ }
1877
+
1878
+ export enum Scope {
1879
+ Local = '1',
1880
+ National = '2',
1881
+ Global = '3'
1882
+ }
1883
+
1884
+ export enum CrossType {
1885
+ CrossTradeWhichIsExecutedCompletelyOrNot = 1,
1886
+ CrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelled = 2,
1887
+ CrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActive = 3,
1888
+ CrossTradeIsExecutedWithExistingOrdersWithTheSamePrice = 4
1889
+ }
1890
+
1891
+ export enum CrossPrioritization {
1892
+ None = 0,
1893
+ BuySideIsPrioritized = 1,
1894
+ SellSideIsPrioritized = 2
1895
+ }
1896
+
1897
+ export enum NoSides {
1898
+ OneSide = 1,
1899
+ BothSides = 2
1900
+ }
1901
+
1902
+ export enum SecurityListRequestType {
1903
+ Symbol = 0,
1904
+ SecuritytypeAndOrCficode = 1,
1905
+ Product = 2,
1906
+ Tradingsessionid = 3,
1907
+ AllSecurities = 4
1908
+ }
1909
+
1910
+ export enum SecurityRequestResult {
1911
+ ValidRequest = 0,
1912
+ InvalidOrUnsupportedRequest = 1,
1913
+ NoInstrumentsFoundThatMatchSelectionCriteria = 2,
1914
+ NotAuthorizedToRetrieveInstrumentData = 3,
1915
+ InstrumentDataTemporarilyUnavailable = 4,
1916
+ RequestForInstrumentDataNotSupported = 5
1917
+ }
1918
+
1919
+ export enum MultiLegRptTypeReq {
1920
+ ReportByMulitlegSecurityOnly = 0,
1921
+ ReportByMultilegSecurityAndByInstrumentLegsBelongingToTheMultilegSecurity = 1,
1922
+ ReportByInstrumentLegsBelongingToTheMultilegSecurityOnly = 2
1923
+ }
1924
+
1925
+ export enum TradSesStatusRejReason {
1926
+ UnknownOrInvalidTradingsessionid = 1,
1927
+ Other = 99
1928
+ }
1929
+
1930
+ export enum TradeRequestType {
1931
+ AllTrades = 0,
1932
+ MatchedTradesMatchingCriteriaProvidedOnRequest = 1,
1933
+ UnmatchedTradesThatMatchCriteria = 2,
1934
+ UnreportedTradesThatMatchCriteria = 3,
1935
+ AdvisoriesThatMatchCriteria = 4
1936
+ }
1937
+
1938
+ export enum MatchStatus {
1939
+ ComparedMatchedOrAffirmed = '0',
1940
+ UncomparedUnmatchedOrUnaffirmed = '1',
1941
+ AdvisoryOrAlert = '2'
1942
+ }
1943
+
1944
+ export enum MatchType {
1945
+ OnePartyTradeReport = '1',
1946
+ TwoPartyTradeReport = '2',
1947
+ ConfirmedTradeReport = '3',
1948
+ AutoMatch = '4',
1949
+ CrossAuction = '5',
1950
+ CounterOrderSelection = '6',
1951
+ CallAuction = '7',
1952
+ OnePartyPrivatelyNegotiatedTradeReport = '60',
1953
+ TwoPartyPrivatelyNegotiatedTradeReport = '61',
1954
+ ContinuousAutoMatch = '62',
1955
+ CrossAuction2 = '63',
1956
+ CounterOrderSelection2 = '64',
1957
+ CallAuction2 = '65',
1958
+ ExactPlusFourBadgesAndExecutionTime = 'A1',
1959
+ ExactPlusFourBadges = 'A2',
1960
+ ExactPlusTwoBadgesAndExecutionTime = 'A3',
1961
+ ExactPlusTwoBadges = 'A4',
1962
+ ExactPlusExecutionTime = 'A5',
1963
+ ActAcceptedTrade = 'M3',
1964
+ ActDefaultTrade = 'M4',
1965
+ ActDefaultAfterM2 = 'M5',
1966
+ ActM6Match = 'M6',
1967
+ ComparedRecordsResultingFromStampedAdvisoriesOrSpecialistAcceptsPairOffs = 'AQ',
1968
+ ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimesActM1Match = 'M1',
1969
+ SummarizedMatchMinusBadgesAndTimesActM2Match = 'M2',
1970
+ OcsLockedInNonAct = 'MT',
1971
+ SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummaried = 'S1',
1972
+ SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized = 'S2',
1973
+ SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized = 'S3',
1974
+ SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized = 'S4',
1975
+ SummarizedMatchUsingA5ExactMatchCriteriaExceptQuantityIsSummarized = 'S5'
1976
+ }
1977
+
1978
+ export enum ClearingInstruction {
1979
+ ProcessNormally = 0,
1980
+ ExcludeFromAllNetting = 1,
1981
+ BilateralNettingOnly = 2,
1982
+ ExClearing = 3,
1983
+ SpecialTrade = 4,
1984
+ MultilateralNetting = 5,
1985
+ ClearAgainstCentralCounterparty = 6,
1986
+ ExcludeFromCentralCounterparty = 7,
1987
+ ManualMode = 8,
1988
+ AutomaticPostingMode = 9,
1989
+ AutomaticGiveUpMode = 10,
1990
+ QualifiedServiceRepresentativeQsr = 11,
1991
+ CustomerTrade = 12,
1992
+ SelfClearing = 13
1993
+ }
1994
+
1995
+ export enum AccountType {
1996
+ AccountIsCarriedOnCustomerSideOfBooks = 1,
1997
+ AccountIsCarriedOnNonCustomerSideOfBooks = 2,
1998
+ HouseTrader = 3,
1999
+ FloorTrader = 4,
2000
+ AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6,
2001
+ AccountIsHouseTraderAndIsCrossMargined = 7,
2002
+ JointBackofficeAccount = 8
2003
+ }
2004
+
2005
+ export enum CustOrderCapacity {
2006
+ MemberTradingForTheirOwnAccount = 1,
2007
+ ClearingFirmTradingForItsProprietaryAccount = 2,
2008
+ MemberTradingForAnotherMember = 3,
2009
+ AllOther = 4
2010
+ }
2011
+
2012
+ export enum MassStatusReqType {
2013
+ StatusForOrdersForASecurity = 1,
2014
+ StatusForOrdersForAnUnderlyingSecurity = 2,
2015
+ StatusForOrdersForAProduct = 3,
2016
+ StatusForOrdersForACficode = 4,
2017
+ StatusForOrdersForASecuritytype = 5,
2018
+ StatusForOrdersForATradingSession = 6,
2019
+ StatusForAllOrders = 7,
2020
+ StatusForOrdersForAPartyid = 8
2021
+ }
2022
+
2023
+ export enum DayBookingInst {
2024
+ CanTriggerBookingWithoutReferenceToTheOrderInitiator = '0',
2025
+ SpeakWithOrderInitiatorBeforeBooking = '1',
2026
+ Accumulate = '2'
2027
+ }
2028
+
2029
+ export enum BookingUnit {
2030
+ EachPartialExecutionIsABookableUnit = '0',
2031
+ AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder = '1',
2032
+ AggregateExecutionsForThisSymbolSideAndSettlementDate = '2'
2033
+ }
2034
+
2035
+ export enum PreallocMethod {
2036
+ ProRata = '0',
2037
+ DoNotProRata = '1'
2038
+ }
2039
+
2040
+ export enum AllocType {
2041
+ Calculated = 1,
2042
+ Preliminary = 2,
2043
+ SellsideCalculatedUsingPreliminary = 3,
2044
+ SellsideCalculatedWithoutPreliminary = 4,
2045
+ ReadyToBookSingleOrder = 5,
2046
+ BuysideReadyToBook = 6,
2047
+ WarehouseInstruction = 7,
2048
+ RequestToIntermediary = 8,
2049
+ Accept = 9,
2050
+ Reject = 10,
2051
+ AcceptPending = 11,
2052
+ IncompleteGroup = 12,
2053
+ CompleteGroup = 13,
2054
+ ReversalPending = 14
2055
+ }
2056
+
2057
+ export enum ClearingFeeIndicator {
2058
+ E1stYearDelegateTradingForOwnAccount = '1',
2059
+ E2ndYearDelegateTradingForOwnAccount = '2',
2060
+ E3rdYearDelegateTradingForOwnAccount = '3',
2061
+ E4thYearDelegateTradingForOwnAccount = '4',
2062
+ E5thYearDelegateTradingForOwnAccount = '5',
2063
+ E6thYearDelegateTradingForOwnAccount = '9',
2064
+ CboeMember = 'B',
2065
+ NonMemberAndCustomer = 'C',
2066
+ EquityMemberAndClearingMember = 'E',
2067
+ FullAndAssociateMemberTradingForOwnAccountAndAsFloorBrokers = 'F',
2068
+ Firms106HAnd106J = 'H',
2069
+ GimIdemAndComMembershipInterestHolders = 'I',
2070
+ LesseeAnd106FEmployees = 'L',
2071
+ AllOtherOwnershipTypes = 'M'
2072
+ }
2073
+
2074
+ export enum PriorityIndicator {
2075
+ PriorityUnchanged = 0,
2076
+ LostPriorityAsResultOfOrderChange = 1
2077
+ }
2078
+
2079
+ export enum SecDefStatus {
2080
+ PendingApproval = 0,
2081
+ Approved = 1,
2082
+ Rejected = 2,
2083
+ UnauthorizedRequest = 3,
2084
+ InvalidDefinitionRequest = 4
2085
+ }
2086
+
2087
+ export enum QuoteRequestRejectReason {
2088
+ UnknownSymbol = 1,
2089
+ ExchangeClosed = 2,
2090
+ QuoteRequestExceedsLimit = 3,
2091
+ TooLateToEnter = 4,
2092
+ InvalidPrice = 5,
2093
+ NotAuthorizedToRequestQuote = 6,
2094
+ NoMatchForInquiry = 7,
2095
+ NoMarketForInstrument = 8,
2096
+ NoInventory = 9,
2097
+ Pass = 10,
2098
+ InsufficientCredit = 11,
2099
+ Other = 99
2100
+ }
2101
+
2102
+ export enum AcctIDSource {
2103
+ Bic = 1,
2104
+ SidCode = 2,
2105
+ Tfm = 3,
2106
+ Omgeo = 4,
2107
+ DtccCode = 5,
2108
+ Other = 99
2109
+ }
2110
+
2111
+ export enum ConfirmStatus {
2112
+ Received = 1,
2113
+ MismatchedAccount = 2,
2114
+ MissingSettlementInstructions = 3,
2115
+ Confirmed = 4,
2116
+ RequestRejected = 5
2117
+ }
2118
+
2119
+ export enum ConfirmTransType {
2120
+ New = 0,
2121
+ Replace = 1,
2122
+ Cancel = 2
2123
+ }
2124
+
2125
+ export enum DeliveryForm {
2126
+ Bookentry = 1,
2127
+ Bearer = 2
2128
+ }
2129
+
2130
+ export enum LegSwapType {
2131
+ ParForPar = 1,
2132
+ ModifiedDuration = 2,
2133
+ Risk = 4,
2134
+ Proceeds = 5
2135
+ }
2136
+
2137
+ export enum QuotePriceType {
2138
+ Percent = 1,
2139
+ PerShare = 2,
2140
+ FixedAmount = 3,
2141
+ Discount = 4,
2142
+ Premium = 5,
2143
+ BasisPointsRelativeToBenchmark = 6,
2144
+ TedPrice = 7,
2145
+ TedYield = 8,
2146
+ YieldSpread = 9,
2147
+ Yield = 10
2148
+ }
2149
+
2150
+ export enum QuoteRespType {
2151
+ HitLift = 1,
2152
+ Counter = 2,
2153
+ Expired = 3,
2154
+ Cover = 4,
2155
+ DoneAway = 5,
2156
+ Pass = 6
2157
+ }
2158
+
2159
+ export enum PosType {
2160
+ TransactionQuantity = 'TQ',
2161
+ IntraSpreadQty = 'IAS',
2162
+ InterSpreadQty = 'IES',
2163
+ EndOfDayQty = 'FIN',
2164
+ StartOfDayQty = 'SOD',
2165
+ OptionExerciseQty = 'EX',
2166
+ OptionAssignment = 'AS',
2167
+ TransactionFromExercise = 'TX',
2168
+ TransactionFromAssignment = 'TA',
2169
+ PitTradeQty = 'PIT',
2170
+ TransferTradeQty = 'TRF',
2171
+ ElectronicTradeQty = 'ETR',
2172
+ AllocationTradeQty = 'ALC',
2173
+ AdjustmentQty = 'PA',
2174
+ AsOfTradeQty = 'ASF',
2175
+ DeliveryQty = 'DLV',
2176
+ TotalTransactionQty = 'TOT',
2177
+ CrossMarginQty = 'XM',
2178
+ IntegralSplit = 'SPL',
2179
+ ReceiveQuantity = 'RCV',
2180
+ CorporateActionAdjustment = 'CAA',
2181
+ DeliveryNoticeQty = 'DN',
2182
+ ExchangeForPhysicalQty = 'EP'
2183
+ }
2184
+
2185
+ export enum PosQtyStatus {
2186
+ Submitted = 0,
2187
+ Accepted = 1,
2188
+ Rejected = 2
2189
+ }
2190
+
2191
+ export enum PosAmtType {
2192
+ FinalMarkToMarketAmount = 'FMTM',
2193
+ IncrementalMarkToMarketAmount = 'IMTM',
2194
+ TradeVariationAmount = 'TVAR',
2195
+ StartOfDayMarkToMarketAmount = 'SMTM',
2196
+ PremiumAmount = 'PREM',
2197
+ CashResidualAmount = 'CRES',
2198
+ CashAmount = 'CASH',
2199
+ ValueAdjustedAmount = 'VADJ',
2200
+ SettlementValue = 'SETL'
2201
+ }
2202
+
2203
+ export enum PosTransType {
2204
+ Exercise = 1,
2205
+ DoNotExercise = 2,
2206
+ PositionAdjustment = 3,
2207
+ PositionChangeSubmissionMarginDisposition = 4,
2208
+ Pledge = 5,
2209
+ LargeTraderSubmission = 6
2210
+ }
2211
+
2212
+ export enum PosMaintAction {
2213
+ New = 1,
2214
+ Replace = 2,
2215
+ Cancel = 3,
2216
+ Reverse = 4
2217
+ }
2218
+
2219
+ export enum SettlSessID {
2220
+ Intraday = 'ITD',
2221
+ RegularTradingHours = 'RTH',
2222
+ ElectronicTradingHours = 'ETH',
2223
+ EndOfDay = 'EOD'
2224
+ }
2225
+
2226
+ export enum AdjustmentType {
2227
+ ProcessRequestAsMarginDisposition = 0,
2228
+ DeltaPlus = 1,
2229
+ DeltaMinus = 2,
2230
+ Final = 3
2231
+ }
2232
+
2233
+ export enum PosMaintStatus {
2234
+ Accepted = 0,
2235
+ AcceptedWithWarnings = 1,
2236
+ Rejected = 2,
2237
+ Completed = 3,
2238
+ CompletedWithWarnings = 4
2239
+ }
2240
+
2241
+ export enum PosMaintResult {
2242
+ SuccessfulCompletionNoWarningsOrErrors = 0,
2243
+ Rejected = 1,
2244
+ Other = 99
2245
+ }
2246
+
2247
+ export enum PosReqType {
2248
+ Positions = 0,
2249
+ Trades = 1,
2250
+ Exercises = 2,
2251
+ Assignments = 3,
2252
+ SettlementActivity = 4,
2253
+ BackoutMessage = 5
2254
+ }
2255
+
2256
+ export enum ResponseTransportType {
2257
+ Inband = 0,
2258
+ OutOfBand = 1
2259
+ }
2260
+
2261
+ export enum PosReqResult {
2262
+ ValidRequest = 0,
2263
+ InvalidOrUnsupportedRequest = 1,
2264
+ NoPositionsFoundThatMatchCriteria = 2,
2265
+ NotAuthorizedToRequestPositions = 3,
2266
+ RequestForPositionNotSupported = 4,
2267
+ Other = 99
2268
+ }
2269
+
2270
+ export enum PosReqStatus {
2271
+ Completed = 0,
2272
+ CompletedWithWarnings = 1,
2273
+ Rejected = 2
2274
+ }
2275
+
2276
+ export enum SettlPriceType {
2277
+ Final = 1,
2278
+ Theoretical = 2
2279
+ }
2280
+
2281
+ export enum AssignmentMethod {
2282
+ Random = 'R',
2283
+ Prorata = 'P'
2284
+ }
2285
+
2286
+ export enum ExerciseMethod {
2287
+ Automatic = 'A',
2288
+ Manual = 'M'
2289
+ }
2290
+
2291
+ export enum TradeRequestResult {
2292
+ Successful = 0,
2293
+ InvalidOrUnknownInstrument = 1,
2294
+ InvalidTypeOfTradeRequested = 2,
2295
+ InvalidParties = 3,
2296
+ InvalidTransportTypeRequested = 4,
2297
+ InvalidDestinationRequested = 5,
2298
+ TraderequesttypeNotSupported = 8,
2299
+ UnauthorizedForTradeCaptureReportRequest = 9,
2300
+ Other = 99
2301
+ }
2302
+
2303
+ export enum TradeRequestStatus {
2304
+ Accepted = 0,
2305
+ Completed = 1,
2306
+ Rejected = 2
2307
+ }
2308
+
2309
+ export enum TradeReportRejectReason {
2310
+ Successful = 0,
2311
+ InvalidPartyInformation = 1,
2312
+ UnknownInstrument = 2,
2313
+ UnauthorizedToReportTrades = 3,
2314
+ InvalidTradeType = 4,
2315
+ Other = 99
2316
+ }
2317
+
2318
+ export enum SideMultiLegReportingType {
2319
+ SingleSecurity = 1,
2320
+ IndividualLegOfAMultiLegSecurity = 2,
2321
+ MultiLegSecurity = 3
2322
+ }
2323
+
2324
+ export enum TrdRegTimestampType {
2325
+ ExecutionTime = 1,
2326
+ TimeIn = 2,
2327
+ TimeOut = 3,
2328
+ BrokerReceipt = 4,
2329
+ BrokerExecution = 5,
2330
+ DeskReceipt = 6
2331
+ }
2332
+
2333
+ export enum ConfirmType {
2334
+ Status = 1,
2335
+ Confirmation = 2,
2336
+ ConfirmationRequestRejected = 3
2337
+ }
2338
+
2339
+ export enum ConfirmRejReason {
2340
+ MismatchedAccount = 1,
2341
+ MissingSettlementInstructions = 2,
2342
+ Other = 99
2343
+ }
2344
+
2345
+ export enum BookingType {
2346
+ RegularBooking = 0,
2347
+ Cfd = 1,
2348
+ TotalReturnSwap = 2
2349
+ }
2350
+
2351
+ export enum AllocSettlInstType {
2352
+ UseDefaultInstructions = 0,
2353
+ DeriveFromParametersProvided = 1,
2354
+ FullDetailsProvided = 2,
2355
+ SsiDbIdsProvided = 3,
2356
+ PhoneForInstructions = 4
2357
+ }
2358
+
2359
+ export enum DlvyInstType {
2360
+ Securities = 'S',
2361
+ Cash = 'C'
2362
+ }
2363
+
2364
+ export enum TerminationType {
2365
+ Overnight = 1,
2366
+ Term = 2,
2367
+ Flexible = 3,
2368
+ Open = 4
2369
+ }
2370
+
2371
+ export enum SettlInstReqRejCode {
2372
+ UnableToProcessRequest = 0,
2373
+ UnknownAccount = 1,
2374
+ NoMatchingSettlementInstructionsFound = 2,
2375
+ Other = 99
2376
+ }
2377
+
2378
+ export enum AllocReportType {
2379
+ PreliminaryRequestToIntermediary = 2,
2380
+ SellsideCalculatedUsingPreliminary = 3,
2381
+ SellsideCalculatedWithoutPreliminary = 4,
2382
+ WarehouseRecap = 5,
2383
+ RequestToIntermediary = 8,
2384
+ Accept = 9,
2385
+ Reject = 10,
2386
+ AcceptPending = 11,
2387
+ Complete = 12,
2388
+ ReversePending = 14
2389
+ }
2390
+
2391
+ export enum AllocCancReplaceReason {
2392
+ OriginalDetailsIncompleteIncorrect = 1,
2393
+ ChangeInUnderlyingOrderDetails = 2,
2394
+ Other = 99
2395
+ }
2396
+
2397
+ export enum AllocAccountType {
2398
+ AccountIsCarriedOnCustomerSideOfBooks = 1,
2399
+ AccountIsCarriedOnNonCustomerSideOfBooks = 2,
2400
+ HouseTrader = 3,
2401
+ FloorTrader = 4,
2402
+ AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6,
2403
+ AccountIsHouseTraderAndIsCrossMargined = 7,
2404
+ JointBackofficeAccount = 8
2405
+ }
2406
+
2407
+ export enum PartySubIDType {
2408
+ Firm = 1,
2409
+ Person = 2,
2410
+ System = 3,
2411
+ Application = 4,
2412
+ FullLegalNameOfFirm = 5,
2413
+ PostalAddress = 6,
2414
+ PhoneNumber = 7,
2415
+ EmailAddress = 8,
2416
+ ContactName = 9,
2417
+ SecuritiesAccountNumber = 10,
2418
+ RegistrationNumber = 11,
2419
+ RegisteredAddress = 12,
2420
+ RegulatoryStatus = 13,
2421
+ RegistrationName = 14,
2422
+ CashAccountNumber = 15,
2423
+ Bic = 16,
2424
+ CsdParticipantMemberCode = 17,
2425
+ RegisteredAddress2 = 18,
2426
+ FundAccountName = 19,
2427
+ TelexNumber = 20,
2428
+ FaxNumber = 21,
2429
+ SecuritiesAccountName = 22,
2430
+ CashAccountName = 23,
2431
+ Department = 24,
2432
+ LocationDesk = 25,
2433
+ PositionAccountType = 26,
2434
+ SecurityLocateId = 27,
2435
+ MarketMaker = 28,
2436
+ EligibleCounterparty = 29,
2437
+ ProfessionalClient = 30,
2438
+ Location = 31,
2439
+ ExecutionVenue = 32
2440
+ }
2441
+
2442
+ export enum AllocIntermedReqType {
2443
+ PendingAccept = 1,
2444
+ PendingRelease = 2,
2445
+ PendingReversal = 3,
2446
+ Accept = 4,
2447
+ BlockLevelReject = 5,
2448
+ AccountLevelReject = 6
2449
+ }
2450
+
2451
+ export enum ApplQueueResolution {
2452
+ NoActionTaken = 0,
2453
+ QueueFlushed = 1,
2454
+ OverlayLast = 2,
2455
+ EndSession = 3
2456
+ }
2457
+
2458
+ export enum ApplQueueAction {
2459
+ NoActionTaken = 0,
2460
+ QueueFlushed = 1,
2461
+ OverlayLast = 2,
2462
+ EndSession = 3
2463
+ }
2464
+
2465
+ export enum AvgPxIndicator {
2466
+ NoAveragePricing = 0,
2467
+ TradeIsPartOfAnAveragePriceGroupIdentifiedByTheTradelinkid = 1,
2468
+ LastTradeInTheAveragePriceGroupIdentifiedByTheTradelinkid = 2
2469
+ }
2470
+
2471
+ export enum TradeAllocIndicator {
2472
+ AllocationNotRequired = 0,
2473
+ AllocationRequired = 1,
2474
+ UseAllocationProvidedWithTheTrade = 2,
2475
+ AllocationGiveUpExecutor = 3,
2476
+ AllocationFromExecutor = 4,
2477
+ AllocationToClaimAccount = 5
2478
+ }
2479
+
2480
+ export enum ExpirationCycle {
2481
+ ExpireOnTradingSessionClose = 0,
2482
+ ExpireOnTradingSessionOpen = 1
2483
+ }
2484
+
2485
+ export enum TrdType {
2486
+ RegularTrade = 0,
2487
+ BlockTrade = 1,
2488
+ Efp = 2,
2489
+ Transfer = 3,
2490
+ LateTrade = 4,
2491
+ TTrade = 5,
2492
+ WeightedAveragePriceTrade = 6,
2493
+ BunchedTrade = 7,
2494
+ LateBunchedTrade = 8,
2495
+ PriorReferencePriceTrade = 9,
2496
+ AfterHoursTrade = 10,
2497
+ ExchangeForRisk = 11,
2498
+ ExchangeForSwap = 12,
2499
+ ExchangeOfFuturesFor = 13,
2500
+ ExchangeOfOptionsForOptions = 14,
2501
+ TradingAtSettlement = 15,
2502
+ AllOrNone = 16,
2503
+ FuturesLargeOrderExecution = 17,
2504
+ ExchangeOfFuturesForFutures = 18,
2505
+ OptionInterimTrade = 19,
2506
+ OptionCabinetTrade = 20,
2507
+ PrivatelyNegotiatedTrades = 22,
2508
+ SubstitutionOfFuturesForForwards = 23,
2509
+ ErrorTrade = 24,
2510
+ SpecialCumDividend = 25,
2511
+ SpecialExDividend = 26,
2512
+ SpecialCumCoupon = 27,
2513
+ SpecialExCoupon = 28,
2514
+ CashSettlement = 29,
2515
+ SpecialPrice = 30,
2516
+ GuaranteedDelivery = 31,
2517
+ SpecialCumRights = 32,
2518
+ SpecialExRights = 33,
2519
+ SpecialCumCapitalRepayments = 34,
2520
+ SpecialExCapitalRepayments = 35,
2521
+ SpecialCumBonus = 36,
2522
+ SpecialExBonus = 37,
2523
+ BlockTrade2 = 38,
2524
+ WorkedPrincipalTrade = 39,
2525
+ BlockTrades = 40,
2526
+ NameChange = 41,
2527
+ PortfolioTransfer = 42,
2528
+ ProrogationBuy = 43,
2529
+ ProrogationSell = 44,
2530
+ OptionExercise = 45,
2531
+ DeltaNeutralTransaction = 46,
2532
+ FinancingTransaction = 47,
2533
+ Allocation = 1001,
2534
+ Giveup = 1002,
2535
+ Floor = 1003,
2536
+ Rfq = 1004,
2537
+ FloorBlockTrade = 1005
2538
+ }
2539
+
2540
+ export enum TrdSubType {
2541
+ Cmta = 0,
2542
+ InternalTransferOrAdjustment = 1,
2543
+ ExternalTransferOrTransferOfAccount = 2,
2544
+ RejectForSubmittingSide = 3,
2545
+ AdvisoryForContraSide = 4,
2546
+ OffsetDueToAnAllocation = 5,
2547
+ OnsetDutToAnAllocation = 6,
2548
+ DifferentialSpread = 7,
2549
+ ImpliedSpreadLegExecutedAgainstAnOutright = 8,
2550
+ TransactionFromExercise = 9,
2551
+ TransactionFromAssignment = 10,
2552
+ Acats = 11,
2553
+ Ai = 14,
2554
+ B = 15,
2555
+ K = 16,
2556
+ Lc = 17,
2557
+ M = 18,
2558
+ N = 19,
2559
+ Nm = 20,
2560
+ Nr = 21,
2561
+ P = 22,
2562
+ Pa = 23,
2563
+ Pc = 24,
2564
+ Pn = 25,
2565
+ R = 26,
2566
+ Ro = 27,
2567
+ Rt = 28,
2568
+ Sw = 29,
2569
+ T = 30,
2570
+ Wn = 31,
2571
+ Wt = 32
2572
+ }
2573
+
2574
+ export enum PegMoveType {
2575
+ Floating = 0,
2576
+ Fixed = 1
2577
+ }
2578
+
2579
+ export enum PegOffsetType {
2580
+ Price = 0,
2581
+ BasisPoints = 1,
2582
+ Ticks = 2,
2583
+ PriceTierLevel = 3
2584
+ }
2585
+
2586
+ export enum PegLimitType {
2587
+ OrBetter = 0,
2588
+ Strict = 1,
2589
+ OrWorse = 2
2590
+ }
2591
+
2592
+ export enum PegRoundDirection {
2593
+ MoreAggressive = 1,
2594
+ MorePassive = 2
2595
+ }
2596
+
2597
+ export enum PegScope {
2598
+ Local = 1,
2599
+ National = 2,
2600
+ Global = 3,
2601
+ NationalExcludingLocal = 4
2602
+ }
2603
+
2604
+ export enum DiscretionMoveType {
2605
+ Floating = 0,
2606
+ Fixed = 1
2607
+ }
2608
+
2609
+ export enum DiscretionOffsetType {
2610
+ Price = 0,
2611
+ BasisPoints = 1,
2612
+ Ticks = 2,
2613
+ PriceTierLevel = 3
2614
+ }
2615
+
2616
+ export enum DiscretionLimitType {
2617
+ OrBetter = 0,
2618
+ Strict = 1,
2619
+ OrWorse = 2
2620
+ }
2621
+
2622
+ export enum DiscretionRoundDirection {
2623
+ MoreAggressive = 1,
2624
+ MorePassive = 2
2625
+ }
2626
+
2627
+ export enum DiscretionScope {
2628
+ Local = 1,
2629
+ National = 2,
2630
+ Global = 3,
2631
+ NationalExcludingLocal = 4
2632
+ }
2633
+
2634
+ export enum TargetStrategy {
2635
+ Vwap = 1,
2636
+ Participate = 2,
2637
+ MininizeMarketImpact = 3
2638
+ }
2639
+
2640
+ export enum LastLiquidityInd {
2641
+ AddedLiquidity = 1,
2642
+ RemovedLiquidity = 2,
2643
+ LiquidityRoutedOut = 3
2644
+ }
2645
+
2646
+ export enum ShortSaleReason {
2647
+ DealerSoldShort = 0,
2648
+ DealerSoldShortExempt = 1,
2649
+ SellingCustomerSoldShort = 2,
2650
+ SellingCustomerSoldShortExempt = 3,
2651
+ QualifedServiceRepresentativeOrAutomaticGiveupContraSideSoldShort = 4,
2652
+ QsrOrAguContraSideSoldShortExempt = 5
2653
+ }
2654
+
2655
+ export enum QtyType {
2656
+ Units = 0,
2657
+ Contracts = 1,
2658
+ UnitsOfMeasurePerTimeUnit = 2
2659
+ }
2660
+
2661
+ export enum TradeReportType {
2662
+ Submit = 0,
2663
+ Alleged = 1,
2664
+ Accept = 2,
2665
+ Decline = 3,
2666
+ Addendum = 4,
2667
+ NoWas = 5,
2668
+ TradeReportCancel = 6,
2669
+ LockedInTradeBreak = 7,
2670
+ Defaulted = 8,
2671
+ InvalidCmta = 9,
2672
+ Pended = 10,
2673
+ AllegedNew = 11,
2674
+ AllegedAddendum = 12,
2675
+ AllegedNoWas = 13,
2676
+ AllegedTradeReportCancel = 14,
2677
+ Alleged2 = 15
2678
+ }
2679
+
2680
+ export enum AllocNoOrdersType {
2681
+ NotSpecified = 0,
2682
+ ExplicitListProvided = 1
2683
+ }
2684
+
2685
+ export enum EventType {
2686
+ Put = 1,
2687
+ Call = 2,
2688
+ Tender = 3,
2689
+ SinkingFundCall = 4,
2690
+ Activation = 5,
2691
+ Inactiviation = 6,
2692
+ Other = 99
2693
+ }
2694
+
2695
+ export enum InstrAttribType {
2696
+ Flat = 1,
2697
+ ZeroCoupon = 2,
2698
+ InterestBearing = 3,
2699
+ NoPeriodicPayments = 4,
2700
+ VariableRate = 5,
2701
+ LessFeeForPut = 6,
2702
+ SteppedCoupon = 7,
2703
+ CouponPeriod = 8,
2704
+ WhenAndIfIssued = 9,
2705
+ OriginalIssueDiscount = 10,
2706
+ CallablePuttable = 11,
2707
+ EscrowedToMaturity = 12,
2708
+ EscrowedToRedemptionDate = 13,
2709
+ PreRefunded = 14,
2710
+ InDefault = 15,
2711
+ Unrated = 16,
2712
+ Taxable = 17,
2713
+ Indexed = 18,
2714
+ SubjectToAlternativeMinimumTax = 19,
2715
+ OriginalIssueDiscountPriceSupplyPriceInTheInstrattribvalue = 20,
2716
+ CallableBelowMaturityValue = 21,
2717
+ CallableWithoutNoticeByMailToHolderUnlessRegistered = 22,
2718
+ TextSupplyTheTextOfTheAttributeOrDisclaimerInTheInstrattribvalue = 99
2719
+ }
2720
+
2721
+ export enum CPProgram {
2722
+ E3A = 1,
2723
+ E42 = 2,
2724
+ Other = 99
2725
+ }
2726
+
2727
+ export enum MiscFeeBasis {
2728
+ Absolute = 0,
2729
+ PerUnit = 1,
2730
+ Percentage = 2
2731
+ }
2732
+
2733
+ export enum CollAsgnReason {
2734
+ Initial = 0,
2735
+ Scheduled = 1,
2736
+ TimeWarning = 2,
2737
+ MarginDeficiency = 3,
2738
+ MarginExcess = 4,
2739
+ ForwardCollateralDemand = 5,
2740
+ EventOfDefault = 6,
2741
+ AdverseTaxEvent = 7
2742
+ }
2743
+
2744
+ export enum CollInquiryQualifier {
2745
+ Tradedate = 0,
2746
+ GcInstrument = 1,
2747
+ Collateralinstrument = 2,
2748
+ SubstitutionEligible = 3,
2749
+ NotAssigned = 4,
2750
+ PartiallyAssigned = 5,
2751
+ FullyAssigned = 6,
2752
+ OutstandingTrades = 7
2753
+ }
2754
+
2755
+ export enum CollAsgnTransType {
2756
+ New = 0,
2757
+ Replace = 1,
2758
+ Cancel = 2,
2759
+ Release = 3,
2760
+ Reverse = 4
2761
+ }
2762
+
2763
+ export enum CollAsgnRespType {
2764
+ Received = 0,
2765
+ Accepted = 1,
2766
+ Declined = 2,
2767
+ Rejected = 3
2768
+ }
2769
+
2770
+ export enum CollAsgnRejectReason {
2771
+ UnknownDeal = 0,
2772
+ UnknownOrInvalidInstrument = 1,
2773
+ UnauthorizedTransaction = 2,
2774
+ InsufficientCollateral = 3,
2775
+ InvalidTypeOfCollateral = 4,
2776
+ ExcessiveSubstitution = 5,
2777
+ Other = 99
2778
+ }
2779
+
2780
+ export enum CollStatus {
2781
+ Unassigned = 0,
2782
+ PartiallyAssigned = 1,
2783
+ AssignmentProposed = 2,
2784
+ Assigned = 3,
2785
+ Challenged = 4
2786
+ }
2787
+
2788
+ export enum DeliveryType {
2789
+ VersusPayment = 0,
2790
+ Free = 1,
2791
+ TriParty = 2,
2792
+ HoldInCustody = 3
2793
+ }
2794
+
2795
+ export enum UserRequestType {
2796
+ Logonuser = 1,
2797
+ Logoffuser = 2,
2798
+ Changepasswordforuser = 3,
2799
+ RequestIndividualUserStatus = 4
2800
+ }
2801
+
2802
+ export enum UserStatus {
2803
+ LoggedIn = 1,
2804
+ NotLoggedIn = 2,
2805
+ UserNotRecognised = 3,
2806
+ PasswordIncorrect = 4,
2807
+ PasswordChanged = 5,
2808
+ Other = 6
2809
+ }
2810
+
2811
+ export enum StatusValue {
2812
+ Connected = 1,
2813
+ NotConnectedDownExpectedUp = 2,
2814
+ NotConnectedDownExpectedDown = 3,
2815
+ InProcess = 4
2816
+ }
2817
+
2818
+ export enum NetworkRequestType {
2819
+ Snapshot = 1,
2820
+ Subscribe = 2,
2821
+ StopSubscribing = 4,
2822
+ LevelOfDetail = 8
2823
+ }
2824
+
2825
+ export enum NetworkStatusResponseType {
2826
+ Full = 1,
2827
+ IncrementalUpdate = 2
2828
+ }
2829
+
2830
+ export enum TrdRptStatus {
2831
+ Accepted = 0,
2832
+ Rejected = 1,
2833
+ AcceptedWithErrors = 3
2834
+ }
2835
+
2836
+ export enum AffirmStatus {
2837
+ Received = 1,
2838
+ ConfirmRejected = 2,
2839
+ Affirmed = 3
2840
+ }
2841
+
2842
+ export enum CollAction {
2843
+ Retain = 0,
2844
+ Add = 1,
2845
+ Remove = 2
2846
+ }
2847
+
2848
+ export enum CollInquiryStatus {
2849
+ Accepted = 0,
2850
+ AcceptedWithWarnings = 1,
2851
+ Completed = 2,
2852
+ CompletedWithWarnings = 3,
2853
+ Rejected = 4
2854
+ }
2855
+
2856
+ export enum CollInquiryResult {
2857
+ Successful = 0,
2858
+ InvalidOrUnknownInstrument = 1,
2859
+ InvalidOrUnknownCollateralType = 2,
2860
+ InvalidParties = 3,
2861
+ InvalidTransportTypeRequested = 4,
2862
+ InvalidDestinationRequested = 5,
2863
+ NoCollateralFoundForTheTradeSpecified = 6,
2864
+ NoCollateralFoundForTheOrderSpecified = 7,
2865
+ CollateralInquiryTypeNotSupported = 8,
2866
+ UnauthorizedForCollateralInquiry = 9,
2867
+ Other = 99
2868
+ }
2869
+
2870
+ export enum StrategyParameterType {
2871
+ Int = 1,
2872
+ Length = 2,
2873
+ Numingroup = 3,
2874
+ Seqnum = 4,
2875
+ Tagnum = 5,
2876
+ Float = 6,
2877
+ Qty = 7,
2878
+ Price = 8,
2879
+ Priceoffset = 9,
2880
+ Amt = 10,
2881
+ Percentage = 11,
2882
+ Char = 12,
2883
+ Boolean = 13,
2884
+ String = 14,
2885
+ Multiplecharvalue = 15,
2886
+ Currency = 16,
2887
+ Exchange = 17,
2888
+ MonthYear = 18,
2889
+ Utctimestamp = 19,
2890
+ Utctimeonly = 20,
2891
+ Localmkttime = 21,
2892
+ Utcdate = 22,
2893
+ Data = 23,
2894
+ Multiplestringvalue = 24
2895
+ }
2896
+
2897
+ export enum SecurityStatus {
2898
+ All = '0',
2899
+ Active = '1',
2900
+ Inactive = '2'
2901
+ }
2902
+
2903
+ export enum UnderlyingCashType {
2904
+ Fixed = 'FIXED',
2905
+ Diff = 'DIFF'
2906
+ }
2907
+
2908
+ export enum UnderlyingSettlementType {
2909
+ Tp1 = 2,
2910
+ Tp3 = 4,
2911
+ Tp4 = 5
2912
+ }
2913
+
2914
+ export enum SecurityUpdateAction {
2915
+ Add = 'A',
2916
+ Delete = 'D',
2917
+ Modify = 'M'
2918
+ }
2919
+
2920
+ export enum ExpType {
2921
+ AutoExercise = 1,
2922
+ NonAutoExercise = 2,
2923
+ FinalWillBeExercised = 3,
2924
+ ContraryIntention = 4,
2925
+ Difference = 5
2926
+ }
2927
+
2928
+ export enum IndividualAllocType {
2929
+ SubAllocate = 1,
2930
+ ThirdPartyAllocation = 2
2931
+ }
2932
+
2933
+ export enum UnitofMeasure {
2934
+ MegawattHours = 'MWh',
2935
+ OneMillionBtu = 'MMBtu',
2936
+ Barrels = 'Bbl',
2937
+ Gallons = 'Gal',
2938
+ MetricTons = 't',
2939
+ Tons = 'tn',
2940
+ MillionBarrels = 'MMbbl',
2941
+ Pounds = 'lbs',
2942
+ TroyOunces = 'oz_tr',
2943
+ UsDollars = 'USD',
2944
+ BillionCubicFeet = 'Bcf',
2945
+ Bushels = 'Bu'
2946
+ }
2947
+
2948
+ export enum TimeUnit {
2949
+ Second = 'S',
2950
+ Minute = 'Min',
2951
+ Hour = 'H',
2952
+ Day = 'D',
2953
+ Week = 'Wk',
2954
+ Month = 'Mo',
2955
+ Year = 'Yr'
2956
+ }
2957
+
2958
+ export enum AllocMethod {
2959
+ Automatic = 1,
2960
+ Guarantor = 2,
2961
+ Manual = 3
2962
+ }
2963
+
2964
+ export enum SideTrdSubTyp {
2965
+ Cmta = 0,
2966
+ InternalTransfer = 1,
2967
+ ExternalTransfer = 2,
2968
+ RejectForSubmittingTrade = 3,
2969
+ AdvisoryForContraSide = 4,
2970
+ OffsetDueToAnAllocation = 5,
2971
+ OnsetDueToAnAllocation = 6,
2972
+ DifferentialSpread = 7,
2973
+ ImpliedSpreadLegExecutedAgainstAnOutright = 8,
2974
+ TransactionFromExercise = 9,
2975
+ TransactionFromAssignment = 10
2976
+ }
2977
+
2978
+ export enum AsOfIndicator {
2979
+ False = '0',
2980
+ True = '1'
2981
+ }
2982
+
2983
+ export enum MDBookType {
2984
+ TopOfBook = 1,
2985
+ PriceDepth = 2,
2986
+ OrderDepth = 3
2987
+ }
2988
+
2989
+ export enum MDOriginType {
2990
+ Book = 0,
2991
+ OffBook = 1,
2992
+ Cross = 2
2993
+ }
2994
+
2995
+ export enum CustOrderHandlingInst {
2996
+ AddOnOrder = 'ADD',
2997
+ AllOrNone = 'AON',
2998
+ CashNotHeld = 'CNH',
2999
+ DirectedOrder = 'DIR',
3000
+ ExchangeForPhysicalTransaction = 'E.W',
3001
+ FillOrKill = 'FOK',
3002
+ ImbalanceOnly = 'IO',
3003
+ ImmediateOrCancel = 'IOC',
3004
+ LimitOnOpen = 'LOO',
3005
+ LimitOnClose = 'LOC',
3006
+ MarketAtOpen = 'MAO',
3007
+ MarketAtClose = 'MAC',
3008
+ MarketOnOpen = 'MOO',
3009
+ MarketOnClose = 'MOC',
3010
+ MinimumQuantity = 'MQT',
3011
+ NotHeld = 'NH',
3012
+ OverTheDay = 'OVD',
3013
+ Pegged = 'PEG',
3014
+ ReserveSizeOrder = 'RSV',
3015
+ StopStockTransaction = 'S.W',
3016
+ Scale = 'SCL',
3017
+ TimeOrder = 'TMO',
3018
+ TrailingStop = 'TS',
3019
+ Work = 'WRK'
3020
+ }
3021
+
3022
+ export enum OrderHandlingInstSource {
3023
+ NasdOats = 1
3024
+ }
3025
+
3026
+ export enum DeskType {
3027
+ Agency = 'A',
3028
+ Arbitrage = 'AR',
3029
+ Derivatives = 'D',
3030
+ International = 'IN',
3031
+ Institutional = 'IS',
3032
+ Other = 'O',
3033
+ PreferredTrading = 'PF',
3034
+ Proprietary = 'PR',
3035
+ ProgramTrading = 'PT',
3036
+ Sales = 'S',
3037
+ Trading = 'T'
3038
+ }
3039
+
3040
+ export enum DeskTypeSource {
3041
+ NasdOats = 1
3042
+ }
3043
+
3044
+ export enum DeskOrderHandlingInst {
3045
+ AddOnOrder = 'ADD',
3046
+ AllOrNone = 'AON',
3047
+ CashNotHeld = 'CNH',
3048
+ DirectedOrder = 'DIR',
3049
+ ExchangeForPhysicalTransaction = 'E.W',
3050
+ FillOrKill = 'FOK',
3051
+ ImbalanceOnly = 'IO',
3052
+ ImmediateOrCancel = 'IOC',
3053
+ LimitOnOpen = 'LOO',
3054
+ LimitOnClose = 'LOC',
3055
+ MarketAtOpen = 'MAO',
3056
+ MarketAtClose = 'MAC',
3057
+ MarketOnOpen = 'MOO',
3058
+ MarketOnClose = 'MOC',
3059
+ MinimumQuantity = 'MQT',
3060
+ NotHeld = 'NH',
3061
+ OverTheDay = 'OVD',
3062
+ Pegged = 'PEG',
3063
+ ReserveSizeOrder = 'RSV',
3064
+ StopStockTransaction = 'S.W',
3065
+ Scale = 'SCL',
3066
+ TimeOrder = 'TMO',
3067
+ TrailingStop = 'TS',
3068
+ Work = 'WRK'
3069
+ }
3070
+
3071
+ export enum ExecAckStatus {
3072
+ ReceivedNotYetProcessed = '0',
3073
+ Accepted = '1',
3074
+ DontKnow = '2'
3075
+ }
3076
+
3077
+ export enum CollApplType {
3078
+ SpecificDeposit = 0,
3079
+ General = 1
3080
+ }
3081
+
3082
+ export enum UnderlyingFXRateCalc {
3083
+ Multiply = 'M',
3084
+ Divide = 'D'
3085
+ }
3086
+
3087
+ export enum AllocPositionEffect {
3088
+ Open = 'O',
3089
+ Close = 'C',
3090
+ Rolled = 'R',
3091
+ Fifo = 'F'
3092
+ }
3093
+
3094
+ export enum MDQuoteType {
3095
+ Indicative = 0,
3096
+ Tradeable = 1,
3097
+ RestrictedTradeable = 2,
3098
+ Counter = 3,
3099
+ IndicativeAndTradeable = 4
3100
+ }
3101
+
3102
+ export enum RefOrderIDSource {
3103
+ Secondaryordeid = '0',
3104
+ Ordeid = '1',
3105
+ Mentryid = '2',
3106
+ Quotentryid = '3'
3107
+ }
3108
+
3109
+ export enum DisplayWhen {
3110
+ Immediate = '1',
3111
+ Exhaust = '2'
3112
+ }
3113
+
3114
+ export enum DisplayMethod {
3115
+ Initial = '1',
3116
+ New = '2',
3117
+ Random = '3'
3118
+ }
3119
+
3120
+ export enum PriceProtectionScope {
3121
+ None = '0',
3122
+ Local = '1',
3123
+ National = '2',
3124
+ Global = '3'
3125
+ }
3126
+
3127
+ export enum LotType {
3128
+ OddLot = '1',
3129
+ RoundLot = '2',
3130
+ BlockLot = '3'
3131
+ }
3132
+
3133
+ export enum PegPriceType {
3134
+ LastPeg = 1,
3135
+ MidPricePeg = 2,
3136
+ OpeningPeg = 3,
3137
+ MarketPeg = 4,
3138
+ PrimaryPeg = 5,
3139
+ FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 6,
3140
+ PegToVwap = 7,
3141
+ TrailingStopPeg = 8,
3142
+ PegToLimitPrice = 9
3143
+ }
3144
+
3145
+ export enum TriggerType {
3146
+ PartialExecution = '1',
3147
+ SpecifiedTradingSession = '2',
3148
+ NextAuction = '3',
3149
+ PriceMovement = '4'
3150
+ }
3151
+
3152
+ export enum TriggerAction {
3153
+ Activate = '1',
3154
+ Modify = '2',
3155
+ Cancel = '3'
3156
+ }
3157
+
3158
+ export enum TriggerPriceType {
3159
+ BestOffer = '1',
3160
+ LastTrade = '2',
3161
+ BestBid = '3',
3162
+ BestBidOrLastTrade = '4',
3163
+ BestOfferOrLastTrade = '5',
3164
+ BestMid = '6'
3165
+ }
3166
+
3167
+ export enum TriggerPriceTypeScope {
3168
+ None = '0',
3169
+ Local = '1',
3170
+ National = '2',
3171
+ Global = '3'
3172
+ }
3173
+
3174
+ export enum TriggerPriceDirection {
3175
+ TriggerIfThePriceOfTheSpecifiedTypeGoesUpToOrThroughTheSpecifiedTriggerPrice = 'U',
3176
+ TriggerIfThePriceOfTheSpecifiedTypeGoesDownToOrThroughTheSpecifiedTriggerPrice = 'D'
3177
+ }
3178
+
3179
+ export enum TriggerOrderType {
3180
+ Market = '1',
3181
+ Limit = '2'
3182
+ }
3183
+
3184
+ export enum OrderCategory {
3185
+ Order = '1',
3186
+ Quote = '2',
3187
+ PrivatelyNegotiatedTrade = '3',
3188
+ MultilegOrder = '4',
3189
+ LinkedOrder = '5',
3190
+ QuoteRequest = '6',
3191
+ ImpliedOrder = '7',
3192
+ CrossOrder = '8'
3193
+ }
3194
+
3195
+ export enum TradeHandlingInstr {
3196
+ TradeConfirmation = '0',
3197
+ TwoPartyReport = '1',
3198
+ OnePartyReportForMatching = '2',
3199
+ OnePartyReportForPassThrough = '3',
3200
+ AutomatedFloorOrderRouting = '4'
3201
+ }
3202
+
3203
+ export enum ApplVerID {
3204
+ Fix27 = '0',
3205
+ Fix30 = '1',
3206
+ Fix40 = '2',
3207
+ Fix41 = '3',
3208
+ Fix42 = '4',
3209
+ Fix43 = '5',
3210
+ Fix44 = '6',
3211
+ Fix50 = '7',
3212
+ Fix50Sp1 = '8',
3213
+ Fix50Sp2 = '9'
3214
+ }
3215
+
3216
+ export enum ExDestinationIDSource {
3217
+ Bic = 'B',
3218
+ GenerallyAcceptedMarketParticipantIdentifier = 'C',
3219
+ Proprietary = 'D',
3220
+ IsoCountryCode = 'E',
3221
+ Mic = 'G'
3222
+ }
3223
+
3224
+ export enum ImpliedMarketIndicator {
3225
+ NotImplied = 0,
3226
+ ImpliedIn = 1,
3227
+ ImpliedOut = 2,
3228
+ BothImpliedInAndImpliedOut = 3
3229
+ }
3230
+
3231
+ export enum SettlObligMode {
3232
+ Preliminary = 1,
3233
+ Final = 2
3234
+ }
3235
+
3236
+ export enum SettlObligTransType {
3237
+ Cancel = 'C',
3238
+ New = 'N',
3239
+ Replace = 'R',
3240
+ Restate = 'T'
3241
+ }
3242
+
3243
+ export enum SettlObligSource {
3244
+ InstructionsOfBroker = '1',
3245
+ InstructionsForInstitution = '2',
3246
+ Investor = '3'
3247
+ }
3248
+
3249
+ export enum QuoteEntryStatus {
3250
+ Accepted = 0,
3251
+ Rejected = 5,
3252
+ RemovedFromMarket = 6,
3253
+ Expired = 7,
3254
+ LockedMarketWarning = 12,
3255
+ CrossMarketWarning = 13,
3256
+ CanceledDueToLockMarket = 14,
3257
+ CanceledDueToCrossMarket = 15,
3258
+ Active = 16
3259
+ }
3260
+
3261
+ export enum RespondentType {
3262
+ AllMarketParticipants = 1,
3263
+ SpecifiedMarketParticipants = 2,
3264
+ AllMarketMakers = 3,
3265
+ PrimaryMarketMaker = 4
3266
+ }
3267
+
3268
+ export enum SecurityTradingEvent {
3269
+ OrderImbalanceAuctionIsExtended = 1,
3270
+ TradingResumes = 2,
3271
+ PriceVolatilityInterruption = 3,
3272
+ ChangeOfTradingSession = 4,
3273
+ ChangeOfTradingSubsession = 5,
3274
+ ChangeOfSecurityTradingStatus = 6,
3275
+ ChangeOfBookType = 7,
3276
+ ChangeOfMarketDepth = 8
3277
+ }
3278
+
3279
+ export enum StatsType {
3280
+ ExchangeLast = 1,
3281
+ High = 2,
3282
+ AveragePrice = 3,
3283
+ Turnover = 4
3284
+ }
3285
+
3286
+ export enum MDSecSizeType {
3287
+ Customer = 1
3288
+ }
3289
+
3290
+ export enum SettlMethod {
3291
+ CashSettlementRequired = 'C',
3292
+ PhysicalSettlementRequired = 'P'
3293
+ }
3294
+
3295
+ export enum ExerciseStyle {
3296
+ European = 0,
3297
+ American = 1,
3298
+ Bermuda = 2
3299
+ }
3300
+
3301
+ export enum PriceQuoteMethod {
3302
+ Standard = 'STD',
3303
+ Index = 'INX',
3304
+ InterestRateIndex = 'INT',
3305
+ PercentOfPar = 'PCTPAR'
3306
+ }
3307
+
3308
+ export enum ValuationMethod {
3309
+ PremiumStyle = 'EQTY',
3310
+ FuturesStyleMarkToMarket = 'FUT',
3311
+ FuturesStyleWithAnAttachedCashAdjustment = 'FUTDA',
3312
+ CdsStyleCollateralizationOfMarketToMarketAndCoupon = 'CDS',
3313
+ CdsInDelivery = 'CDSD'
3314
+ }
3315
+
3316
+ export enum ListMethod {
3317
+ PreListedOnly = 0,
3318
+ UserRequested = 1
3319
+ }
3320
+
3321
+ export enum TickRuleType {
3322
+ Regular = 0,
3323
+ Variable = 1,
3324
+ Fixed = 2,
3325
+ TradedAsASpreadLeg = 3,
3326
+ SettledAsASpreadLeg = 4
3327
+ }
3328
+
3329
+ export enum MaturityMonthYearIncrementUnits {
3330
+ Months = 0,
3331
+ Days = 1,
3332
+ Weeks = 2,
3333
+ Years = 3
3334
+ }
3335
+
3336
+ export enum MaturityMonthYearFormat {
3337
+ YearmonthOnly = 0,
3338
+ Yearmonthday = 1,
3339
+ Yearmonthweek = 2
3340
+ }
3341
+
3342
+ export enum PriceLimitType {
3343
+ Price = 0,
3344
+ Ticks = 1,
3345
+ Percentage = 2
3346
+ }
3347
+
3348
+ export enum DerivativeSecurityListRequestType {
3349
+ Symbol = 0,
3350
+ SecuritytypeAndOrCficode = 1,
3351
+ Product = 2,
3352
+ Tradingsessionid = 3,
3353
+ AllSecurities = 4,
3354
+ Undelyingsymbol = 5,
3355
+ UnderlyingSecuritytypeAndOrCficode = 6,
3356
+ UnderlyingProduct = 7,
3357
+ MarketidOrMarketidPlusMarketsegmentid = 8
3358
+ }
3359
+
3360
+ export enum ApplReqType {
3361
+ RetransmissionOfApplicationMessagesForTheSpecifiedApplications = 0,
3362
+ SubscriptionToTheSpecifiedApplications = 1,
3363
+ RequestForTheLastAppllastseqnumPublishedForTheSpecifiedApplications = 2,
3364
+ RequestValidSetOfApplications = 3,
3365
+ UnsubscribeToTheSpecifiedApplications = 4,
3366
+ CancelRetransmission = 5,
3367
+ CancelRetransmissionAndUnsubscribeToTheSpecifiedApplications = 6
3368
+ }
3369
+
3370
+ export enum ApplResponseType {
3371
+ RequestSuccessfullyProcessed = 0,
3372
+ ApplicationDoesNotExist = 1,
3373
+ MessagesNotAvailable = 2
3374
+ }
3375
+
3376
+ export enum ApplResponseError {
3377
+ ApplicationDoesNotExist = 0,
3378
+ MessagesRequestedAreNotAvailable = 1,
3379
+ UserNotAuthorizedForApplication = 2
3380
+ }
3381
+
3382
+ export enum TradSesEvent {
3383
+ TradingResumes = 0,
3384
+ ChangeOfTradingSession = 1,
3385
+ ChangeOfTradingSubsession = 2,
3386
+ ChangeOfTradingStatus = 3
3387
+ }
3388
+
3389
+ export enum MassActionType {
3390
+ SuspendOrders = 1,
3391
+ ReleaseOrdersFromSuspension = 2,
3392
+ CancelOrders = 3
3393
+ }
3394
+
3395
+ export enum MassActionScope {
3396
+ AllOrdersForASecurity = 1,
3397
+ AllOrdersForAnUnderlyingSecurity = 2,
3398
+ AllOrdersForAProduct = 3,
3399
+ AllOrdersForACficode = 4,
3400
+ AllOrdersForASecuritytype = 5,
3401
+ AllOrdersForATradingSession = 6,
3402
+ AllOrders = 7,
3403
+ AllOrdersForAMarket = 8,
3404
+ AllOrdersForAMarketSegment = 9,
3405
+ AllOrdersForASecurityGroup = 10,
3406
+ CancelForSecurityIssuer = 11,
3407
+ CancelForIssuerOfUnderlyingSecurity = 12
3408
+ }
3409
+
3410
+ export enum MassActionResponse {
3411
+ Rejected = 0,
3412
+ Accepted = 1
3413
+ }
3414
+
3415
+ export enum MassActionRejectReason {
3416
+ MassActionNotSupported = 0,
3417
+ InvalidOrUnknownSecurity = 1,
3418
+ InvalidOrUnknownUnderlyingSecurity = 2,
3419
+ InvalidOrUnknownProduct = 3,
3420
+ InvalidOrUnknownCficode = 4,
3421
+ InvalidOrUnknownSecuritytype = 5,
3422
+ InvalidOrUnknownTradingSession = 6,
3423
+ InvalidOrUnknownMarket = 7,
3424
+ InvalidOrUnknownMarketSegment = 8,
3425
+ InvalidOrUnknownSecurityGroup = 9,
3426
+ InvalidOrUnknownSecurityIssuer = 10,
3427
+ InvalidOrUnknownIssuerOfUnderlyingSecurity = 11,
3428
+ Other = 99
3429
+ }
3430
+
3431
+ export enum MultilegModel {
3432
+ PredefinedMultilegSecurity = 0,
3433
+ UserDefinedMultlegSecurity = 1,
3434
+ UserDefinedNonSecuritizedMultileg = 2
3435
+ }
3436
+
3437
+ export enum MultilegPriceMethod {
3438
+ NetPrice = 0,
3439
+ ReversedNetPrice = 1,
3440
+ YieldDifference = 2,
3441
+ Individual = 3,
3442
+ ContractWeightedAveragePrice = 4,
3443
+ MultipliedPrice = 5
3444
+ }
3445
+
3446
+ export enum ContingencyType {
3447
+ OneCancelsTheOther = 1,
3448
+ OneTriggersTheOther = 2,
3449
+ OneUpdatesTheOther3 = 3,
3450
+ OneUpdatesTheOther4 = 4
3451
+ }
3452
+
3453
+ export enum ListRejectReason {
3454
+ Broker = 0,
3455
+ ExchangeClosed = 2,
3456
+ TooLateToEnter = 4,
3457
+ UnknownOrder = 5,
3458
+ DuplicateOrder = 6,
3459
+ UnsupportedOrderCharacteristic = 11,
3460
+ Other = 99
3461
+ }
3462
+
3463
+ export enum TradePublishIndicator {
3464
+ DoNotPublishTrade = 0,
3465
+ PublishTrade = 1,
3466
+ DeferredPublication = 2
3467
+ }
3468
+
3469
+ export enum MarketUpdateAction {
3470
+ Add = 'A',
3471
+ Delete = 'D',
3472
+ Modify = 'M'
3473
+ }
3474
+
3475
+ export enum SessionStatus {
3476
+ SessionActive = 0,
3477
+ SessionPasswordChanged = 1,
3478
+ SessionPasswordDueToExpire = 2,
3479
+ NewSessionPasswordDoesNotComplyWithPolicy = 3,
3480
+ SessionLogoutComplete = 4,
3481
+ InvalidUsernameOrPassword = 5,
3482
+ AccountLocked = 6,
3483
+ LogonsAreNotAllowedAtThisTime = 7,
3484
+ PasswordExpired = 8
3485
+ }
3486
+
3487
+ export enum ApplReportType {
3488
+ ResetApplseqnumToNewValueSpecifiedInApplnewseqnum = 0,
3489
+ ReportsThatTheLastMessageHasBeenSentForTheApplidsReferToRefappllastseqnum = 1,
3490
+ HeartbeatMessageIndicatingThatApplicationIdentifiedByRefapplid = 2,
3491
+ ApplicationMessageReSendCompleted = 3
3492
+ }
3493
+
3494
+ export enum OrderDelayUnit {
3495
+ Seconds = 0,
3496
+ TenthsOfASecond = 1,
3497
+ HundredthsOfASecond = 2,
3498
+ Milliseconds = 3,
3499
+ Microseconds = 4,
3500
+ Nanoseconds = 5,
3501
+ Minutes = 10,
3502
+ Hours = 11,
3503
+ Days = 12,
3504
+ Weeks = 13,
3505
+ Months = 14,
3506
+ Years = 15
3507
+ }
3508
+
3509
+ export enum VenueType {
3510
+ Electronic = 'E',
3511
+ Pit = 'P',
3512
+ ExPit = 'X'
3513
+ }
3514
+
3515
+ export enum RefOrdIDReason {
3516
+ GtcFromPreviousDay = 0,
3517
+ PartialFillRemaining = 1,
3518
+ OrderChanged = 2
3519
+ }
3520
+
3521
+ export enum OrigCustOrderCapacity {
3522
+ MemberTradingForTheirOwnAccount = 1,
3523
+ ClearingFirmTradingForItsProprietaryAccount = 2,
3524
+ MemberTradingForAnotherMember = 3,
3525
+ AllOther = 4
3526
+ }
3527
+
3528
+ export enum ModelType {
3529
+ UtilityProvidedStandardModel = 0,
3530
+ Proprietary = 1
3531
+ }
3532
+
3533
+ export enum ContractMultiplierUnit {
3534
+ Shares = 0,
3535
+ Hours = 1,
3536
+ Days = 2
3537
+ }
3538
+
3539
+ export enum FlowScheduleType {
3540
+ NercEasternOffPeak = 0,
3541
+ NercWesternOffPeak = 1,
3542
+ NercCalendarAllDaysInMonth = 2,
3543
+ NercEasternPeak = 3,
3544
+ NercWesternPeak = 4
3545
+ }
3546
+
3547
+ export enum RateSource {
3548
+ Bloomberg = 0,
3549
+ Reuters = 1,
3550
+ Telerate = 2,
3551
+ Other = 99
3552
+ }
3553
+
3554
+ export enum RateSourceType {
3555
+ Primary = 0,
3556
+ Secondary = 1
3557
+ }
3558
+
3559
+ export enum RestructuringType {
3560
+ FullRestructuring = 'FR',
3561
+ ModifiedRestructuring = 'MR',
3562
+ ModifiedModRestructuring = 'MM',
3563
+ NoRestructuringSpecified = 'XR'
3564
+ }
3565
+
3566
+ export enum Seniority {
3567
+ SeniorSecured = 'SD',
3568
+ Senior = 'SR',
3569
+ Subordinated = 'SB'
3570
+ }
3571
+
3572
+ export enum SecurityListType {
3573
+ IndustryClassification = 1,
3574
+ TradingList = 2,
3575
+ Market = 3,
3576
+ NewspaperList = 4
3577
+ }
3578
+
3579
+ export enum SecurityListTypeSource {
3580
+ Icb = 1,
3581
+ Naics = 2,
3582
+ Gics = 3
3583
+ }
3584
+
3585
+ export enum NewsCategory {
3586
+ CompanyNews = 0,
3587
+ MarketplaceNews = 1,
3588
+ FinancialMarketNews = 2,
3589
+ TechnicalNews = 3,
3590
+ OtherNews = 99
3591
+ }
3592
+
3593
+ export enum NewsRefType {
3594
+ Replacement = 0,
3595
+ OtherLanguage = 1,
3596
+ Complimentary = 2
3597
+ }
3598
+
3599
+ export enum StrikePriceDeterminationMethod {
3600
+ FixedStrike = 1,
3601
+ StrikeSetAtExpirationToUnderlyingOrOtherValue = 2,
3602
+ StrikeSetToAverageOfUnderlyingSettlementPriceAcrossTheLifeOfTheOption = 3,
3603
+ StrikeSetToOptimalValue = 4
3604
+ }
3605
+
3606
+ export enum StrikePriceBoundaryMethod {
3607
+ LessThanUnderlyingPriceIsInTheMoney = 1,
3608
+ LessThanOrEqualToTheUnderlyingPriceIsInTheMoney = 2,
3609
+ EqualToTheUnderlyingPriceIsInTheMoney = 3,
3610
+ GreaterThanOrEqualToUnderlyingPriceIsInTheMoney = 4,
3611
+ GreaterThanUnderlyingIsInTheMoney = 5
3612
+ }
3613
+
3614
+ export enum UnderlyingPriceDeterminationMethod {
3615
+ Regular = 1,
3616
+ SpecialReference = 2,
3617
+ OptimalValue = 3,
3618
+ AverageValue = 4
3619
+ }
3620
+
3621
+ export enum OptPayoutType {
3622
+ Vanilla = 1,
3623
+ Capped = 2,
3624
+ Binary = 3
3625
+ }
3626
+
3627
+ export enum ComplexEventType {
3628
+ Capped = 1,
3629
+ Trigger = 2,
3630
+ KnockInUp = 3,
3631
+ KockInDown = 4,
3632
+ KnockOutUp = 5,
3633
+ KnockOutDown = 6,
3634
+ Underlying = 7,
3635
+ ResetBarrier = 8,
3636
+ RollingBarrier = 9
3637
+ }
3638
+
3639
+ export enum ComplexEventPriceBoundaryMethod {
3640
+ LessThanComplexeventprice = 1,
3641
+ LessThanOrEqualToComplexeventprice = 2,
3642
+ EqualToComplexeventprice = 3,
3643
+ GreaterThanOrEqualToComplexeventprice = 4,
3644
+ GreaterThanComplexeventprice = 5
3645
+ }
3646
+
3647
+ export enum ComplexEventPriceTimeType {
3648
+ Expiration = 1,
3649
+ Immediate = 2,
3650
+ SpecifiedDateTime = 3
3651
+ }
3652
+
3653
+ export enum ComplexEventCondition {
3654
+ And = 1,
3655
+ Or = 2
3656
+ }
3657
+
3658
+ export enum StreamAsgnReqType {
3659
+ StreamAssignmentForNewCustomer = 1,
3660
+ StreamAssignmentForExistingCustomer = 2
3661
+ }
3662
+
3663
+ export enum StreamAsgnRejReason {
3664
+ UnknownClient = 0,
3665
+ ExceedsMaximumSize = 1,
3666
+ UnknownOrInvalidCurrencyPair = 2,
3667
+ NoAvailableStream = 3,
3668
+ Other = 99
3669
+ }
3670
+
3671
+ export enum StreamAsgnAckType {
3672
+ AssignmentAccepted = 0,
3673
+ AssignmentRejected = 1
3674
+ }
3675
+
3676
+ export enum PartyListResponseType {
3677
+ ReturnAllAvailableInformationOnPartiesAndRelatedParties = 0,
3678
+ ReturnOnlyPartyInformation = 1,
3679
+ IncludeInformationOnRelatedParties = 2,
3680
+ IncludeRiskLimitInformation = 3
3681
+ }
3682
+
3683
+ export enum PartyDetailsRequestResult {
3684
+ ValidRequest = 0,
3685
+ InvalidOrUnsupportedRequest = 1,
3686
+ NoPartiesOrPartyDetailsFoundThatMatchSelectionCriteria = 2,
3687
+ UnsupportedPartylistresponsetype = 3,
3688
+ NotAuthorizedToRetrievePartiesOrPartyDetailsData = 4,
3689
+ PartiesOrPartyDetailsDataTemporarilyUnavailable = 5,
3690
+ RequestForPartiesDataNotSupported = 6,
3691
+ Other = 99
3692
+ }
3693
+
3694
+ export enum PartyRelationship {
3695
+ IsAlso = 0,
3696
+ ClearsFor = 1,
3697
+ ClearsThrough = 2,
3698
+ TradesFor = 3,
3699
+ TradesThrough = 4,
3700
+ Sponsors = 5,
3701
+ SponsoredThrough = 6,
3702
+ ProvidesGuaranteeFor = 7,
3703
+ IsGuaranteedBy = 8,
3704
+ MemberOf = 9,
3705
+ HasMembers = 10,
3706
+ ProvidesMarketplaceFor = 11,
3707
+ ParticipantOfMarketplace = 12,
3708
+ CarriesPositionsFor = 13,
3709
+ PostsTradesTo = 14,
3710
+ EntersTradesFor = 15,
3711
+ EntersTradesThrough = 16,
3712
+ ProvidesQuotesTo = 17,
3713
+ RequestsQuotesFrom = 18,
3714
+ InvestsFor = 19,
3715
+ InvestsThrough = 20,
3716
+ BrokersTradesFor = 21,
3717
+ BrokersTradesThrough = 22,
3718
+ ProvidesTradingServicesFor = 23,
3719
+ UsesTradingServicesOf = 24,
3720
+ ApprovesOf = 25,
3721
+ ApprovedBy = 26,
3722
+ ParentFirmFor = 27,
3723
+ SubsidiaryOf = 28,
3724
+ RegulatoryOwnerOf = 29,
3725
+ OwnedBy30 = 30,
3726
+ Controls = 31,
3727
+ IsControlledBy = 32,
3728
+ Legal = 33,
3729
+ OwnedBy34 = 34,
3730
+ BeneficialOwnerOf = 35,
3731
+ OwnedBy36 = 36
3732
+ }
3733
+
3734
+ export enum RiskLimitType {
3735
+ GrossLimit = 1,
3736
+ NetLimit = 2,
3737
+ Exposure = 3,
3738
+ LongLimit = 4,
3739
+ ShortLimit = 5
3740
+ }
3741
+
3742
+ export enum RiskInstrumentOperator {
3743
+ Include = 1,
3744
+ Exclude = 2
3745
+ }
3746
+
3747
+ export enum StreamAsgnType {
3748
+ Assignment = 1,
3749
+ Rejected = 2,
3750
+ TerminateUnassign = 3
3751
+ }
3752
+
3753
+ export enum MDElementName {
3754
+ BestBid = 1,
3755
+ BestOffer = 2,
3756
+ Paid = 11,
3757
+ Given = 12,
3758
+ DealableBid = 45,
3759
+ DealableOffer = 46,
3760
+ LocalBid = 47,
3761
+ LocalOffer = 48,
3762
+ DealableRegularBid = 49,
3763
+ DealableRegularOffer = 50,
3764
+ DealableOutsideBid = 51,
3765
+ DealableOutsideOffer = 52,
3766
+ DealablePlusBid = 53,
3767
+ DealablePlusOffer = 54
3768
+ }
3769
+
3770
+ export enum AccountListRequestType {
3771
+ Account = 0,
3772
+ AccountType = 1,
3773
+ AllAccount = 2
3774
+ }
3775
+
3776
+ export enum AccountRequestResult {
3777
+ ValidRequest = 0,
3778
+ InvalidOrUnsupportedRequest = 1,
3779
+ NoAccountFoundThatMatchSelectionCriteria = 2,
3780
+ NotAuthorizedToRetrieveAccountData = 3,
3781
+ AccountDataTemporarilyUnavailable = 4,
3782
+ RequestForAccountDataNotSupported = 5
3783
+ }
3784
+
3785
+ export enum MarketDataType {
3786
+ Detailed = 'D',
3787
+ Plain = 'P'
3788
+ }
3789
+
3790
+ export enum RofexProps {
3791
+ TodoONada = 'T',
3792
+ Pase = 'P'
3793
+ }
3794
+
3795
+ export enum TradeSide {
3796
+ Buy = '1',
3797
+ Sell = '2'
3798
+ }
3799
+