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.
- package/data/examples/FIX.4.4/fix.txt +50 -50
- package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser-state.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser.js +14 -4
- package/dist/buffer/ascii/ascii-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-segment-parser-error.d.ts +5 -0
- package/dist/buffer/ascii/ascii-segment-parser-error.js +11 -0
- package/dist/buffer/ascii/ascii-segment-parser-error.js.map +1 -0
- package/dist/buffer/ascii/ascii-segment-parser-summary.d.ts +12 -0
- package/dist/buffer/ascii/ascii-segment-parser-summary.js +3 -0
- package/dist/buffer/ascii/ascii-segment-parser-summary.js.map +1 -0
- package/dist/buffer/ascii/ascii-segment-parser.js +27 -8
- package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-view.d.ts +1 -0
- package/dist/buffer/ascii/ascii-view.js +3 -0
- package/dist/buffer/ascii/ascii-view.js.map +1 -1
- package/dist/buffer/ascii/time-formatter.js.map +1 -1
- package/dist/buffer/elastic-buffer.js.map +1 -1
- package/dist/buffer/encode-proxy.js.map +1 -1
- package/dist/buffer/encoder-state.js.map +1 -1
- package/dist/buffer/fixml/fixml-encoder.js.map +1 -1
- package/dist/buffer/fixml/fixml-parser.js.map +1 -1
- package/dist/buffer/fixml/fixml-view.js.map +1 -1
- package/dist/buffer/msg-encoder.js.map +1 -1
- package/dist/buffer/msg-view.d.ts +2 -2
- package/dist/buffer/msg-view.js +47 -47
- package/dist/buffer/msg-view.js.map +1 -1
- package/dist/buffer/segment/segment-description.d.ts +1 -0
- package/dist/buffer/segment/segment-description.js +18 -0
- package/dist/buffer/segment/segment-description.js.map +1 -1
- package/dist/buffer/structure.js.map +1 -1
- package/dist/buffer/tag/tag-pos.d.ts +1 -1
- package/dist/buffer/tag/tag-pos.js +12 -12
- package/dist/buffer/tag/tag-pos.js.map +1 -1
- package/dist/buffer/tag/tags.js.map +1 -1
- package/dist/collections/dictionary.js.map +1 -1
- package/dist/dict-parser.js.map +1 -1
- package/dist/dictionary/compiler/compiler-type.js.map +1 -1
- package/dist/dictionary/compiler/enum-compiler.js.map +1 -1
- package/dist/dictionary/compiler/msg-compiler.js.map +1 -1
- package/dist/dictionary/compiler/standard-snippet.js.map +1 -1
- package/dist/dictionary/contained/contained-field-dispatch.js.map +1 -1
- package/dist/dictionary/contained/contained-field-set.d.ts +1 -1
- package/dist/dictionary/contained/contained-field-set.js.map +1 -1
- package/dist/dictionary/contained/contained-group-field.js.map +1 -1
- package/dist/dictionary/contained/fields-dispatch.js.map +1 -1
- package/dist/dictionary/definition/fix-definitions.d.ts +3 -0
- package/dist/dictionary/definition/fix-definitions.js +10 -0
- package/dist/dictionary/definition/fix-definitions.js.map +1 -1
- package/dist/dictionary/definition/fix-version-parser.d.ts +6 -0
- package/dist/dictionary/definition/fix-version-parser.js +54 -0
- package/dist/dictionary/definition/fix-version-parser.js.map +1 -0
- package/dist/dictionary/definition/group-field-definition.js.map +1 -1
- package/dist/dictionary/definition/simple-field-definition.js +2 -0
- package/dist/dictionary/definition/simple-field-definition.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/base-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/repository-xml-parser.js.map +1 -1
- package/dist/dictionary/parser/fix-repository/repository.js +1 -1
- package/dist/dictionary/parser/fix-repository/repository.js.map +1 -1
- package/dist/dictionary/parser/fixml/components-parser.js.map +1 -1
- package/dist/dictionary/parser/fixml/fields-parser.js.map +1 -1
- package/dist/dictionary/parser/fixml/fix-xsd-parser.js.map +1 -1
- package/dist/dictionary/parser/fixml/include-graph.js.map +1 -1
- package/dist/dictionary/parser/fixml/xsd-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/field-definition-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/field-set-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/message-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/node-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/parse-context.js.map +1 -1
- package/dist/dictionary/parser/quickfix/parse-progress.js.map +1 -1
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.d.ts +22 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.js +142 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-builder.js.map +1 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.d.ts +3 -2
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js +8 -6
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.d.ts +20 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.js +56 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-formatter.js.map +1 -0
- package/dist/dictionary/set-reduce.js.map +1 -1
- package/dist/dictionary/version-util.js +19 -29
- package/dist/dictionary/version-util.js.map +1 -1
- package/dist/jsfix-cmd.d.ts +3 -1
- package/dist/jsfix-cmd.js +157 -24
- package/dist/jsfix-cmd.js.map +1 -1
- package/dist/runtime/make-config.js.map +1 -1
- package/dist/runtime/session-container.js.map +1 -1
- package/dist/runtime/session-launcher.d.ts +2 -2
- package/dist/runtime/session-launcher.js +4 -2
- package/dist/runtime/session-launcher.js.map +1 -1
- package/dist/sample/http/oms/app.js.map +1 -1
- package/dist/sample/http/oms/http-client.js.map +1 -1
- package/dist/sample/http/oms/http-server.js.map +1 -1
- package/dist/sample/tcp/qf-md/md-server.js.map +1 -1
- package/dist/sample/tcp/recovering-skeleton/app.js.map +1 -1
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js.map +1 -1
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js.map +1 -1
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js.map +1 -1
- package/dist/sample/tcp/skeleton/skeleton-session.js.map +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-client.js.map +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-server.js.map +1 -1
- package/dist/sample/tcp/trade-capture/trade-factory.js.map +1 -1
- package/dist/store/fix-msg-ascii-store-resend.d.ts +4 -3
- package/dist/store/fix-msg-ascii-store-resend.js +21 -5
- package/dist/store/fix-msg-ascii-store-resend.js.map +1 -1
- package/dist/store/fix-msg-memory-store.js.map +1 -1
- package/dist/test/ascii/ascii-encoder.test.js.map +1 -1
- package/dist/test/ascii/ascii-parser.test.js +0 -1
- package/dist/test/ascii/ascii-parser.test.js.map +1 -1
- package/dist/test/ascii/ascii-store-replay.test.js +14 -1
- package/dist/test/ascii/ascii-store-replay.test.js.map +1 -1
- package/dist/test/ascii/ascii-tag-pos.test.js.map +1 -1
- package/dist/test/ascii/execution-report.test.js.map +1 -1
- package/dist/test/ascii/fix-log-replay.test.js.map +1 -1
- package/dist/test/ascii/fix-repo-dict.test.js +40 -1
- package/dist/test/ascii/fix-repo-dict.test.js.map +1 -1
- package/dist/test/ascii/logon.test.js.map +1 -1
- package/dist/test/ascii/memory-store.test.js +14 -27
- package/dist/test/ascii/memory-store.test.js.map +1 -1
- package/dist/test/ascii/qf-43-full-msg.test.js +6 -0
- package/dist/test/ascii/qf-43-full-msg.test.js.map +1 -1
- package/dist/test/ascii/qf-44-ascii-parser.test.d.ts +1 -0
- package/dist/test/ascii/qf-44-ascii-parser.test.js +54 -0
- package/dist/test/ascii/qf-44-ascii-parser.test.js.map +1 -0
- package/dist/test/ascii/qf-50sp0-dict.test.d.ts +1 -0
- package/dist/test/ascii/qf-50sp0-dict.test.js +145 -0
- package/dist/test/ascii/qf-50sp0-dict.test.js.map +1 -0
- package/dist/test/ascii/qf-50sp2-dict.test.js +324 -116
- package/dist/test/ascii/qf-50sp2-dict.test.js.map +1 -1
- package/dist/test/ascii/session.test.js +64 -15
- package/dist/test/ascii/session.test.js.map +1 -1
- package/dist/test/ascii/view-decode.test.js.map +1 -1
- package/dist/test/env/LogReplayer.d.ts +16 -0
- package/dist/test/env/LogReplayer.js +51 -0
- package/dist/test/env/LogReplayer.js.map +1 -0
- package/dist/test/env/encoder-test.js.map +1 -1
- package/dist/test/env/experiment.js +1 -1
- package/dist/test/env/experiment.js.map +1 -1
- package/dist/test/env/set-constraint-helper.js +0 -1
- package/dist/test/env/set-constraint-helper.js.map +1 -1
- package/dist/test/env/setup.js +2 -1
- package/dist/test/env/setup.js.map +1 -1
- package/dist/test/env/skeleton-runner.js.map +1 -1
- package/dist/test/env/test-recovery.js.map +1 -1
- package/dist/test/fixml/repo-full-fixml-msg.test.js +7 -0
- package/dist/test/fixml/repo-full-fixml-msg.test.js.map +1 -1
- package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
- package/dist/transport/ascii/ascii-session.js +4 -1
- package/dist/transport/ascii/ascii-session.js.map +1 -1
- package/dist/transport/duplex/fix-duplex.d.ts +1 -0
- package/dist/transport/duplex/fix-duplex.js.map +1 -1
- package/dist/transport/duplex/http-duplex.js.map +1 -1
- package/dist/transport/duplex/string-duplex.d.ts +12 -4
- package/dist/transport/duplex/string-duplex.js +70 -41
- package/dist/transport/duplex/string-duplex.js.map +1 -1
- package/dist/transport/factory/msg-transport.js.map +1 -1
- package/dist/transport/fixml/fixml-msg-transmitter.js.map +1 -1
- package/dist/transport/fixml/fixml-session-msg-factory.js.map +1 -1
- package/dist/transport/fixml/fixml-session.js.map +1 -1
- package/dist/transport/http/http-acceptor-listener.js.map +1 -1
- package/dist/transport/http/http-acceptor.js +1 -1
- package/dist/transport/http/http-acceptor.js.map +1 -1
- package/dist/transport/http/http-initiator.js.map +1 -1
- package/dist/transport/http/http-json-sample-adapter.js.map +1 -1
- package/dist/transport/index.d.ts +1 -7
- package/dist/transport/index.js +1 -7
- package/dist/transport/index.js.map +1 -1
- package/dist/transport/msg-transmitter.js.map +1 -1
- package/dist/transport/session/fix-session-state.js.map +1 -1
- package/dist/transport/session/fix-session.js +2 -4
- package/dist/transport/session/fix-session.js.map +1 -1
- package/dist/transport/session/index.d.ts +8 -0
- package/dist/transport/session/index.js +25 -0
- package/dist/transport/session/index.js.map +1 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -1
- package/dist/transport/tcp/tcp-acceptor-listener.js.map +1 -1
- package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator-connector.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator.js.map +1 -1
- package/dist/transport/tcp/tls-options-factory.js.map +1 -1
- package/dist/types/FIX.5.MOD/quickfix/account_list.d.ts +12 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list_incremental.d.ts +9 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list_incremental.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list_incremental.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list_request.d.ts +11 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/account_list_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/adjusted_position_report.d.ts +19 -0
- package/dist/types/FIX.5.MOD/quickfix/adjusted_position_report.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/adjusted_position_report.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/advertisement.d.ts +30 -0
- package/dist/types/FIX.5.MOD/quickfix/advertisement.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/advertisement.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction.d.ts +93 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_ack.d.ts +25 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_ack.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_ack.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_alert.d.ts +93 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_alert.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_instruction_alert.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_report.d.ts +98 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_report.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_report.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_report_ack.d.ts +30 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_report_ack.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/allocation_report_ack.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/assignment_report.d.ts +41 -0
- package/dist/types/FIX.5.MOD/quickfix/assignment_report.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/assignment_report.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/bid_request.d.ts +38 -0
- package/dist/types/FIX.5.MOD/quickfix/bid_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/bid_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/bid_response.d.ts +10 -0
- package/dist/types/FIX.5.MOD/quickfix/bid_response.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/bid_response.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/business_message_reject.d.ts +14 -0
- package/dist/types/FIX.5.MOD/quickfix/business_message_reject.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/business_message_reject.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_assignment.d.ts +66 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_assignment.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_assignment.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry.d.ts +63 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.d.ts +47 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_report.d.ts +67 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_report.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_report.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_request.d.ts +61 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_response.d.ts +63 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_response.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/collateral_response.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation.d.ts +88 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation_ack.d.ts +16 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation_ack.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation_ack.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation_request.d.ts +21 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/confirmation_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/contrary_intention_report.d.ts +23 -0
- package/dist/types/FIX.5.MOD/quickfix/contrary_intention_report.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/contrary_intention_report.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.d.ts +77 -0
- package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_request.d.ts +23 -0
- package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/cross_order_cancel_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/derivative_security_list.d.ts +15 -0
- package/dist/types/FIX.5.MOD/quickfix/derivative_security_list.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/derivative_security_list.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/derivative_security_list_request.d.ts +19 -0
- package/dist/types/FIX.5.MOD/quickfix/derivative_security_list_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/derivative_security_list_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/dont_know_trade_dk.d.ts +25 -0
- package/dist/types/FIX.5.MOD/quickfix/dont_know_trade_dk.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/dont_know_trade_dk.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/email.d.ts +27 -0
- package/dist/types/FIX.5.MOD/quickfix/email.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/email.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/all-enum.d.ts +3452 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/all-enum.js +3809 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/all-enum.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/index.d.ts +2 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/index.js +19 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/index.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/msg_tag.d.ts +1645 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/msg_tag.js +1650 -0
- package/dist/types/FIX.5.MOD/quickfix/enum/msg_tag.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/execution_acknowledgement.d.ts +31 -0
- package/dist/types/FIX.5.MOD/quickfix/execution_acknowledgement.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/execution_acknowledgement.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/execution_report.d.ts +186 -0
- package/dist/types/FIX.5.MOD/quickfix/execution_report.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/execution_report.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/heartbeat.d.ts +7 -0
- package/dist/types/FIX.5.MOD/quickfix/heartbeat.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/heartbeat.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/index.d.ts +358 -0
- package/dist/types/FIX.5.MOD/quickfix/index.js +375 -0
- package/dist/types/FIX.5.MOD/quickfix/index.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/ioi.d.ts +46 -0
- package/dist/types/FIX.5.MOD/quickfix/ioi.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/ioi.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/list_cancel_request.d.ts +16 -0
- package/dist/types/FIX.5.MOD/quickfix/list_cancel_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/list_cancel_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/list_execute.d.ts +14 -0
- package/dist/types/FIX.5.MOD/quickfix/list_execute.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/list_execute.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/list_status.d.ts +20 -0
- package/dist/types/FIX.5.MOD/quickfix/list_status.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/list_status.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/list_status_request.d.ts +11 -0
- package/dist/types/FIX.5.MOD/quickfix/list_status_request.js +3 -0
- package/dist/types/FIX.5.MOD/quickfix/list_status_request.js.map +1 -0
- package/dist/types/FIX.5.MOD/quickfix/list_strike_price.d.ts +13 -0
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- package/src/types/FIX.5.MOD/quickfix/trading_session_list.ts +10 -0
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- package/src/types/FIX.5.MOD/quickfix/trading_session_status.ts +28 -0
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- package/src/types/FIX.5.MOD/quickfix/user_response.ts +11 -0
- package/src/util/definition-factory.ts +2 -1
- package/src/util/replay.ts +2 -2
- package/data/fix5-mod.xml +0 -9720
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export enum AdvSide {
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Buy = 'B',
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Sell = 'S',
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Cross = 'X',
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Trade = 'T'
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}
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export enum AdvTransType {
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New = 'N',
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Cancel = 'C',
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Replace = 'R'
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}
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export enum CommType {
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PerUnit = '1',
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Percentage = '2',
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Absolute = '3',
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PercentageWaivedCashDiscount = '4',
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PercentageWaivedEnhancedUnits = '5',
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PointsPerBondOrOrContract = '6'
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}
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export enum ExecInst {
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StayOnOfferside = '0',
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NotHeld = '1',
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Work = '2',
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GoAlong = '3',
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OverTheDay = '4',
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Held = '5',
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ParticipateDontInitiate = '6',
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StrictScale = '7',
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TryToScale = '8',
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StayOnBidside = '9',
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NoCross = 'A',
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+
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
|
+
|