architect-py 3.2.2__py3-none-any.whl → 5.0.0b2__py3-none-any.whl

architect_py/{grpc_client → grpc/models}/definitions.py

@@ -2,7 +2,7 @@
 #   filename:  definitions.json
 
 from __future__ import annotations
-from architect_py.scalars import OrderDir
+from architect_py.common_types import OrderDir
 from datetime import datetime, timezone
 
 from datetime import date, datetime, time
@@ -12,6 +12,8 @@ from typing import Annotated, Any, Dict, List, Literal, Optional, Union
 
 from msgspec import Meta, Struct
 
+from .Marketdata.Ticker import Ticker
+
 Model = Any
 
 
@@ -49,7 +51,7 @@ class AccountPosition(Struct, omit_defaults=True):
     Unrealized PNL of the position, if known.
     """
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -131,7 +133,7 @@ class AccountStatistics(Struct, omit_defaults=True):
     Yesterday total account equity.
     """
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -159,32 +161,33 @@ class AccountStatistics(Struct, omit_defaults=True):
         return f"AccountStatistics(cash_excess={self.cash_excess},equity={self.equity},position_margin={self.position_margin},purchasing_power={self.purchasing_power},realized_pnl={self.realized_pnl},total_margin={self.total_margin},unrealized_pnl={self.unrealized_pnl},yesterday_equity={self.yesterday_equity})"
 
 
-class AlgoState(str, Enum):
-    Pending = "Pending"
-    Running = "Running"
-    Stopped = "Stopped"
+class AlgoOrderStatus(int, Enum):
+    Working = 1
+    Rejected = 2
+    Paused = 63
+    Stopped = 127
 
 
-class CancelStatus(str, Enum):
-    Pending = "Pending"
-    Acked = "Acked"
-    Rejected = "Rejected"
-    Out = "Out"
+class CancelStatus(int, Enum):
+    Pending = 0
+    Acked = 1
+    Rejected = 2
+    Out = 127
 
 
-class CandleWidth(str, Enum):
-    OneSecond = "OneSecond"
-    FiveSecond = "FiveSecond"
-    OneMinute = "OneMinute"
-    FifteenMinute = "FifteenMinute"
-    OneHour = "OneHour"
-    OneDay = "OneDay"
+class CandleWidth(int, Enum):
+    OneSecond = 1
+    FiveSecond = 5
+    OneMinute = 60
+    FifteenMinute = 900
+    OneHour = 3600
+    OneDay = 86400
 
 
 class CptyLogoutRequest(Struct, omit_defaults=True):
     pass
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -195,6 +198,35 @@ class CptyLogoutRequest(Struct, omit_defaults=True):
         return f"CptyLogoutRequest()"
 
 
+DateTimeOrUtc = datetime
+
+
+class Deposit(Struct, omit_defaults=True):
+    account: str
+    amount: Decimal
+    description: str
+    timestamp: datetime
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        account: str,
+        amount: Decimal,
+        description: str,
+        timestamp: datetime,
+    ):
+        return cls(
+            account,
+            amount,
+            description,
+            timestamp,
+        )
+
+    def __str__(self) -> str:
+        return f"Deposit(account={self.account},amount={self.amount},description={self.description},timestamp={self.timestamp})"
+
+
 class HealthMetric(Struct, omit_defaults=True):
     timestamp: int
     value: float
@@ -203,7 +235,7 @@ class HealthMetric(Struct, omit_defaults=True):
     should_be_less_than: Optional[float] = None
     should_be_less_than_or_equal_to: Optional[float] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -270,7 +302,7 @@ class L2BookDiff(Struct, omit_defaults=True):
     tn: Annotated[int, Meta(ge=0, title="timestamp_ns")]
     ts: Annotated[int, Meta(title="timestamp")]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -350,34 +382,15 @@ class L2BookDiff(Struct, omit_defaults=True):
         return datetime.fromtimestamp(self.ts)
 
 
-class OrderId(Struct, omit_defaults=True):
-    """
-    System-unique, persistent order identifiers
-    """
-
-    seqid: str
-    seqno: Annotated[int, Meta(ge=0)]
-
-    # below is a constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        seqid: str,
-        seqno: int,
-    ):
-        return cls(
-            seqid,
-            seqno,
-        )
-
-    def __str__(self) -> str:
-        return f"OrderId(seqid={self.seqid},seqno={self.seqno})"
+OrderId = Annotated[
+    str, Meta(description="System-unique, persistent order identifiers")
+]
 
 
 class OrderOut(Struct, omit_defaults=True):
     id: OrderId
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -405,20 +418,20 @@ class OrderRejectReason(str, Enum):
     Unknown = "Unknown"
 
 
-class OrderSource(str, Enum):
-    API = "API"
-    GUI = "GUI"
-    Algo = "Algo"
-    Reconciled = "Reconciled"
-    CLI = "CLI"
-    Telegram = "Telegram"
-    Other = "Other"
+class OrderSource(int, Enum):
+    API = 0
+    GUI = 1
+    Algo = 2
+    Reconciled = 3
+    CLI = 4
+    Telegram = 5
+    Other = 255
 
 
 class OrderStale(Struct, omit_defaults=True):
     id: OrderId
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -432,16 +445,266 @@ class OrderStale(Struct, omit_defaults=True):
         return f"OrderStale(id={self.id})"
 
 
-class OrderStatus(str, Enum):
-    Pending = "Pending"
-    Open = "Open"
-    Rejected = "Rejected"
-    Out = "Out"
-    Canceling = "Canceling"
-    Canceled = "Canceled"
-    ReconciledOut = "ReconciledOut"
-    Stale = "Stale"
-    Unknown = "Unknown"
+class OrderStatus(int, Enum):
+    Pending = 0
+    Open = 1
+    Rejected = 2
+    Out = 127
+    Canceling = 128
+    Canceled = 129
+    ReconciledOut = 130
+    Stale = 254
+    Unknown = 255
+
+
+class OrderType(str, Enum):
+    LIMIT = "LIMIT"
+    STOP_LOSS_LIMIT = "STOP_LOSS_LIMIT"
+    TAKE_PROFIT_LIMIT = "TAKE_PROFIT_LIMIT"
+
+
+class ProductCatalogInfo(Struct, omit_defaults=True):
+    """
+    Loosely normalized information about exchange products; used to seed symbology loaders and populate extended product info;
+
+    Symbology loaders will use catalog fields to augment and/or cross-check any other load source.
+    """
+
+    exchange: str
+    exchange_product: Annotated[str, Meta(description="Could be anything really")]
+    """
+    Could be anything really
+    """
+    category: Optional[str] = None
+    cqg_contract_symbol: Optional[str] = None
+    info_url: Optional[
+        Annotated[Optional[str], Meta(description="URL to more product info")]
+    ] = None
+    """
+    URL to more product info
+    """
+    long_description: Optional[str] = None
+    multiplier: Optional[
+        Annotated[
+            Optional[Decimal],
+            Meta(description="For derivatives contracts, the multiplier"),
+        ]
+    ] = None
+    """
+    For derivatives contracts, the multiplier
+    """
+    price_display_format: Optional[str] = None
+    quote_currency: Optional[str] = None
+    schedule_description: Optional[str] = None
+    settle_method: Optional[str] = None
+    short_description: Optional[
+        Annotated[
+            Optional[str],
+            Meta(
+                description="Short description of the product, suitable for display in a bubble, for example"
+            ),
+        ]
+    ] = None
+    """
+    Short description of the product, suitable for display in a bubble, for example
+    """
+    sub_category: Optional[str] = None
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        exchange: str,
+        exchange_product: str,
+        category: Optional[str] = None,
+        cqg_contract_symbol: Optional[str] = None,
+        info_url: Optional[str] = None,
+        long_description: Optional[str] = None,
+        multiplier: Optional[Decimal] = None,
+        price_display_format: Optional[str] = None,
+        quote_currency: Optional[str] = None,
+        schedule_description: Optional[str] = None,
+        settle_method: Optional[str] = None,
+        short_description: Optional[str] = None,
+        sub_category: Optional[str] = None,
+    ):
+        return cls(
+            exchange,
+            exchange_product,
+            category,
+            cqg_contract_symbol,
+            info_url,
+            long_description,
+            multiplier,
+            price_display_format,
+            quote_currency,
+            schedule_description,
+            settle_method,
+            short_description,
+            sub_category,
+        )
+
+    def __str__(self) -> str:
+        return f"ProductCatalogInfo(exchange={self.exchange},exchange_product={self.exchange_product},category={self.category},cqg_contract_symbol={self.cqg_contract_symbol},info_url={self.info_url},long_description={self.long_description},multiplier={self.multiplier},price_display_format={self.price_display_format},quote_currency={self.quote_currency},schedule_description={self.schedule_description},settle_method={self.settle_method},short_description={self.short_description},sub_category={self.sub_category})"
+
+
+class RqdAccountStatistics(Struct, omit_defaults=True):
+    account_number: str
+    account_type: Optional[str] = None
+    as_of_date: Optional[str] = None
+    available_cash_balance: Optional[Decimal] = None
+    cash_available_for_withdrawal: Optional[Decimal] = None
+    cumulative_day_trade_pnl: Optional[Decimal] = None
+    day_trading_buying_power: Optional[Decimal] = None
+    day_trading_buying_power_high_water_mark: Optional[Decimal] = None
+    day_trading_buying_power_maintenance_margin_multiplier: Optional[Decimal] = None
+    day_trading_house_minimum_equity_margin_call_amount: Optional[Decimal] = None
+    day_trading_margin_call_amount: Optional[Decimal] = None
+    day_trading_minimum_equity_margin_call_amount: Optional[Decimal] = None
+    excess_sma_amount: Optional[Decimal] = None
+    house_initial_margin_requirement_adjustment_factor: Optional[Decimal] = None
+    house_margin_call_amount: Optional[Decimal] = None
+    house_margin_requirement: Optional[Decimal] = None
+    house_margin_requirement_adjustment_factor: Optional[Decimal] = None
+    is_day_trader: Optional[str] = None
+    maintenance_margin_requirement: Optional[Decimal] = None
+    margin_call_amount: Optional[Decimal] = None
+    marginable_equity: Optional[Decimal] = None
+    market_value_adjustment_factor: Optional[Decimal] = None
+    number_open_day_trading_margin_calls: Optional[Decimal] = None
+    option_only_maintenance_margin_requirement: Optional[Decimal] = None
+    option_trade_date_short_market_value: Optional[Decimal] = None
+    overall_current_sma_balance: Optional[Decimal] = None
+    overnight_buying_power: Optional[Decimal] = None
+    reg_t_initial_margin_requirement: Optional[Decimal] = None
+    reg_t_maintenance_margin_requirement_adjustment_factor: Optional[str] = None
+    reg_t_margin_call_amount: Optional[Decimal] = None
+    settlement_date_cash_balance: Optional[Decimal] = None
+    settlement_date_long_market_value: Optional[Decimal] = None
+    settlement_date_option_long_market_value: Optional[Decimal] = None
+    settlement_date_option_short_market_value: Optional[Decimal] = None
+    settlement_date_short_market_value: Optional[Decimal] = None
+    start_of_day_day_trading_buying_power: Optional[Decimal] = None
+    start_of_day_day_trading_buying_power_margin_call_amount: Optional[Decimal] = None
+    start_of_day_house_margin_call_amount: Optional[Decimal] = None
+    start_of_day_maintenance_margin_call_amount: Optional[Decimal] = None
+    start_of_day_reg_t_margin_call_amount: Optional[Decimal] = None
+    strategy_based_relief_adjustment_factor: Optional[Decimal] = None
+    total_equity: Optional[Decimal] = None
+    trade_date_cash_balance: Optional[Decimal] = None
+    trade_date_option_long_market_value: Optional[Decimal] = None
+    trade_date_total_long_market_value: Optional[Decimal] = None
+    trade_date_total_short_market_value: Optional[Decimal] = None
+    usable_sma_balance: Optional[Decimal] = None
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        account_number: str,
+        account_type: Optional[str] = None,
+        as_of_date: Optional[str] = None,
+        available_cash_balance: Optional[Decimal] = None,
+        cash_available_for_withdrawal: Optional[Decimal] = None,
+        cumulative_day_trade_pnl: Optional[Decimal] = None,
+        day_trading_buying_power: Optional[Decimal] = None,
+        day_trading_buying_power_high_water_mark: Optional[Decimal] = None,
+        day_trading_buying_power_maintenance_margin_multiplier: Optional[
+            Decimal
+        ] = None,
+        day_trading_house_minimum_equity_margin_call_amount: Optional[Decimal] = None,
+        day_trading_margin_call_amount: Optional[Decimal] = None,
+        day_trading_minimum_equity_margin_call_amount: Optional[Decimal] = None,
+        excess_sma_amount: Optional[Decimal] = None,
+        house_initial_margin_requirement_adjustment_factor: Optional[Decimal] = None,
+        house_margin_call_amount: Optional[Decimal] = None,
+        house_margin_requirement: Optional[Decimal] = None,
+        house_margin_requirement_adjustment_factor: Optional[Decimal] = None,
+        is_day_trader: Optional[str] = None,
+        maintenance_margin_requirement: Optional[Decimal] = None,
+        margin_call_amount: Optional[Decimal] = None,
+        marginable_equity: Optional[Decimal] = None,
+        market_value_adjustment_factor: Optional[Decimal] = None,
+        number_open_day_trading_margin_calls: Optional[Decimal] = None,
+        option_only_maintenance_margin_requirement: Optional[Decimal] = None,
+        option_trade_date_short_market_value: Optional[Decimal] = None,
+        overall_current_sma_balance: Optional[Decimal] = None,
+        overnight_buying_power: Optional[Decimal] = None,
+        reg_t_initial_margin_requirement: Optional[Decimal] = None,
+        reg_t_maintenance_margin_requirement_adjustment_factor: Optional[str] = None,
+        reg_t_margin_call_amount: Optional[Decimal] = None,
+        settlement_date_cash_balance: Optional[Decimal] = None,
+        settlement_date_long_market_value: Optional[Decimal] = None,
+        settlement_date_option_long_market_value: Optional[Decimal] = None,
+        settlement_date_option_short_market_value: Optional[Decimal] = None,
+        settlement_date_short_market_value: Optional[Decimal] = None,
+        start_of_day_day_trading_buying_power: Optional[Decimal] = None,
+        start_of_day_day_trading_buying_power_margin_call_amount: Optional[
+            Decimal
+        ] = None,
+        start_of_day_house_margin_call_amount: Optional[Decimal] = None,
+        start_of_day_maintenance_margin_call_amount: Optional[Decimal] = None,
+        start_of_day_reg_t_margin_call_amount: Optional[Decimal] = None,
+        strategy_based_relief_adjustment_factor: Optional[Decimal] = None,
+        total_equity: Optional[Decimal] = None,
+        trade_date_cash_balance: Optional[Decimal] = None,
+        trade_date_option_long_market_value: Optional[Decimal] = None,
+        trade_date_total_long_market_value: Optional[Decimal] = None,
+        trade_date_total_short_market_value: Optional[Decimal] = None,
+        usable_sma_balance: Optional[Decimal] = None,
+    ):
+        return cls(
+            account_number,
+            account_type,
+            as_of_date,
+            available_cash_balance,
+            cash_available_for_withdrawal,
+            cumulative_day_trade_pnl,
+            day_trading_buying_power,
+            day_trading_buying_power_high_water_mark,
+            day_trading_buying_power_maintenance_margin_multiplier,
+            day_trading_house_minimum_equity_margin_call_amount,
+            day_trading_margin_call_amount,
+            day_trading_minimum_equity_margin_call_amount,
+            excess_sma_amount,
+            house_initial_margin_requirement_adjustment_factor,
+            house_margin_call_amount,
+            house_margin_requirement,
+            house_margin_requirement_adjustment_factor,
+            is_day_trader,
+            maintenance_margin_requirement,
+            margin_call_amount,
+            marginable_equity,
+            market_value_adjustment_factor,
+            number_open_day_trading_margin_calls,
+            option_only_maintenance_margin_requirement,
+            option_trade_date_short_market_value,
+            overall_current_sma_balance,
+            overnight_buying_power,
+            reg_t_initial_margin_requirement,
+            reg_t_maintenance_margin_requirement_adjustment_factor,
+            reg_t_margin_call_amount,
+            settlement_date_cash_balance,
+            settlement_date_long_market_value,
+            settlement_date_option_long_market_value,
+            settlement_date_option_short_market_value,
+            settlement_date_short_market_value,
+            start_of_day_day_trading_buying_power,
+            start_of_day_day_trading_buying_power_margin_call_amount,
+            start_of_day_house_margin_call_amount,
+            start_of_day_maintenance_margin_call_amount,
+            start_of_day_reg_t_margin_call_amount,
+            strategy_based_relief_adjustment_factor,
+            total_equity,
+            trade_date_cash_balance,
+            trade_date_option_long_market_value,
+            trade_date_total_long_market_value,
+            trade_date_total_short_market_value,
+            usable_sma_balance,
+        )
+
+    def __str__(self) -> str:
+        return f"RqdAccountStatistics(account_number={self.account_number},account_type={self.account_type},as_of_date={self.as_of_date},available_cash_balance={self.available_cash_balance},cash_available_for_withdrawal={self.cash_available_for_withdrawal},cumulative_day_trade_pnl={self.cumulative_day_trade_pnl},day_trading_buying_power={self.day_trading_buying_power},day_trading_buying_power_high_water_mark={self.day_trading_buying_power_high_water_mark},day_trading_buying_power_maintenance_margin_multiplier={self.day_trading_buying_power_maintenance_margin_multiplier},day_trading_house_minimum_equity_margin_call_amount={self.day_trading_house_minimum_equity_margin_call_amount},day_trading_margin_call_amount={self.day_trading_margin_call_amount},day_trading_minimum_equity_margin_call_amount={self.day_trading_minimum_equity_margin_call_amount},excess_sma_amount={self.excess_sma_amount},house_initial_margin_requirement_adjustment_factor={self.house_initial_margin_requirement_adjustment_factor},house_margin_call_amount={self.house_margin_call_amount},house_margin_requirement={self.house_margin_requirement},house_margin_requirement_adjustment_factor={self.house_margin_requirement_adjustment_factor},is_day_trader={self.is_day_trader},maintenance_margin_requirement={self.maintenance_margin_requirement},margin_call_amount={self.margin_call_amount},marginable_equity={self.marginable_equity},market_value_adjustment_factor={self.market_value_adjustment_factor},number_open_day_trading_margin_calls={self.number_open_day_trading_margin_calls},option_only_maintenance_margin_requirement={self.option_only_maintenance_margin_requirement},option_trade_date_short_market_value={self.option_trade_date_short_market_value},overall_current_sma_balance={self.overall_current_sma_balance},overnight_buying_power={self.overnight_buying_power},reg_t_initial_margin_requirement={self.reg_t_initial_margin_requirement},reg_t_maintenance_margin_requirement_adjustment_factor={self.reg_t_maintenance_margin_requirement_adjustment_factor},reg_t_margin_call_amount={self.reg_t_margin_call_amount},settlement_date_cash_balance={self.settlement_date_cash_balance},settlement_date_long_market_value={self.settlement_date_long_market_value},settlement_date_option_long_market_value={self.settlement_date_option_long_market_value},settlement_date_option_short_market_value={self.settlement_date_option_short_market_value},settlement_date_short_market_value={self.settlement_date_short_market_value},start_of_day_day_trading_buying_power={self.start_of_day_day_trading_buying_power},start_of_day_day_trading_buying_power_margin_call_amount={self.start_of_day_day_trading_buying_power_margin_call_amount},start_of_day_house_margin_call_amount={self.start_of_day_house_margin_call_amount},start_of_day_maintenance_margin_call_amount={self.start_of_day_maintenance_margin_call_amount},start_of_day_reg_t_margin_call_amount={self.start_of_day_reg_t_margin_call_amount},strategy_based_relief_adjustment_factor={self.strategy_based_relief_adjustment_factor},total_equity={self.total_equity},trade_date_cash_balance={self.trade_date_cash_balance},trade_date_option_long_market_value={self.trade_date_option_long_market_value},trade_date_total_long_market_value={self.trade_date_total_long_market_value},trade_date_total_short_market_value={self.trade_date_total_short_market_value},usable_sma_balance={self.usable_sma_balance})"
 
 
 class SortTickersBy(str, Enum):
@@ -451,10 +714,42 @@ class SortTickersBy(str, Enum):
     ABS_CHANGE_DESC = "ABS_CHANGE_DESC"
 
 
+class Statement(Struct, omit_defaults=True):
+    account: str
+    clearing_firm: str
+    filename: str
+    statement_date: date
+    statement_type: str
+    statement_uuid: str
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        account: str,
+        clearing_firm: str,
+        filename: str,
+        statement_date: date,
+        statement_type: str,
+        statement_uuid: str,
+    ):
+        return cls(
+            account,
+            clearing_firm,
+            filename,
+            statement_date,
+            statement_type,
+            statement_uuid,
+        )
+
+    def __str__(self) -> str:
+        return f"Statement(account={self.account},clearing_firm={self.clearing_firm},filename={self.filename},statement_date={self.statement_date},statement_type={self.statement_type},statement_uuid={self.statement_uuid})"
+
+
 class GoodTilDate(Struct, omit_defaults=True):
     GTD: datetime
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -483,27 +778,33 @@ TimeInForce = Union[GoodTilDate, TimeInForceEnum]
 TraderIdOrEmail = str
 
 
-class TwapStatus(Struct, omit_defaults=True):
-    quantity_filled: Decimal
-    realized_twap: Optional[Decimal] = None
+UserId = str
+
 
-    # below is a constructor that takes all field titles as arguments for convenience
+class Withdrawal(Struct, omit_defaults=True):
+    account: str
+    amount: Decimal
+    description: str
+    timestamp: datetime
+
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        quantity_filled: Decimal,
-        realized_twap: Optional[Decimal] = None,
+        account: str,
+        amount: Decimal,
+        description: str,
+        timestamp: datetime,
     ):
         return cls(
-            quantity_filled,
-            realized_twap,
+            account,
+            amount,
+            description,
+            timestamp,
         )
 
     def __str__(self) -> str:
-        return f"TwapStatus(quantity_filled={self.quantity_filled},realized_twap={self.realized_twap})"
-
-
-UserId = str
+        return f"Withdrawal(account={self.account},amount={self.amount},description={self.description},timestamp={self.timestamp})"
 
 
 class AccountPermissions(Struct, omit_defaults=True):
@@ -517,7 +818,7 @@ class AccountPermissions(Struct, omit_defaults=True):
     trade: bool
     view: bool
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -550,13 +851,10 @@ class DerivativeKind(str, Enum):
     Quanto = "Quanto"
 
 
-class FillKind(str, Enum):
-    Normal = "Normal"
-    Reversal = "Reversal"
-    Correction = "Correction"
-
-
-HumanDuration = str
+class FillKind(int, Enum):
+    Normal = 0
+    Reversal = 1
+    Correction = 2
 
 
 class Unit(str, Enum):
@@ -567,7 +865,7 @@ class Unit(str, Enum):
 class MinOrderQuantityUnit(Struct, omit_defaults=True):
     unit: Unit
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -593,7 +891,7 @@ PriceDisplayFormat = str
 class Fiat(Struct, omit_defaults=True):
     product_type: Literal["Fiat"]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -610,7 +908,7 @@ class Fiat(Struct, omit_defaults=True):
 class Commodity(Struct, omit_defaults=True):
     product_type: Literal["Commodity"]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -627,7 +925,7 @@ class Commodity(Struct, omit_defaults=True):
 class Crypto(Struct, omit_defaults=True):
     product_type: Literal["Crypto"]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -645,7 +943,7 @@ class Equity(Struct, omit_defaults=True):
     product_type: Literal["Equity"]
     easy_to_borrow: Optional[bool] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -664,7 +962,7 @@ class Equity(Struct, omit_defaults=True):
 class Index(Struct, omit_defaults=True):
     product_type: Literal["Index"]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -687,7 +985,7 @@ class Future(Struct, omit_defaults=True):
     series: Optional[str] = None
     underlying: Optional[str] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -719,7 +1017,7 @@ class Perpetual(Struct, omit_defaults=True):
     product_type: Literal["Perpetual"]
     underlying: Optional[str] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -742,7 +1040,7 @@ class Perpetual(Struct, omit_defaults=True):
 class Unknown(Struct, omit_defaults=True):
     product_type: Literal["Unknown"]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -756,10 +1054,62 @@ class Unknown(Struct, omit_defaults=True):
         return f"Unknown(product_type={self.product_type})"
 
 
+class PutOrCall(str, Enum):
+    P = "P"
+    C = "C"
+
+
+class SnapshotOrUpdateForStringAndProductCatalogInfo1(Struct, omit_defaults=True):
+    snapshot: Dict[str, ProductCatalogInfo]
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        snapshot: Dict[str, ProductCatalogInfo],
+    ):
+        return cls(
+            snapshot,
+        )
+
+    def __str__(self) -> str:
+        return (
+            f"SnapshotOrUpdateForStringAndProductCatalogInfo1(snapshot={self.snapshot})"
+        )
+
+
+Update6 = List[Union[str, Optional[ProductCatalogInfo]]]
+
+
+class SnapshotOrUpdateForStringAndProductCatalogInfo2(Struct, omit_defaults=True):
+    updates: List[Update6]
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        updates: List[Update6],
+    ):
+        return cls(
+            updates,
+        )
+
+    def __str__(self) -> str:
+        return (
+            f"SnapshotOrUpdateForStringAndProductCatalogInfo2(updates={self.updates})"
+        )
+
+
+SnapshotOrUpdateForStringAndProductCatalogInfo = Union[
+    SnapshotOrUpdateForStringAndProductCatalogInfo1,
+    SnapshotOrUpdateForStringAndProductCatalogInfo2,
+]
+
+
 class SnapshotOrUpdateForStringAndString1(Struct, omit_defaults=True):
     snapshot: Dict[str, str]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -773,17 +1123,17 @@ class SnapshotOrUpdateForStringAndString1(Struct, omit_defaults=True):
         return f"SnapshotOrUpdateForStringAndString1(snapshot={self.snapshot})"
 
 
-Update5 = List[Union[str, Optional[str]]]
+Update7 = List[Union[str, Optional[str]]]
 
 
 class SnapshotOrUpdateForStringAndString2(Struct, omit_defaults=True):
-    updates: List[Update5]
+    updates: List[Update7]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        updates: List[Update5],
+        updates: List[Update7],
     ):
         return cls(
             updates,
@@ -801,7 +1151,7 @@ SnapshotOrUpdateForStringAndString = Union[
 class SimpleDecimal(Struct, omit_defaults=True):
     simple: Decimal
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -821,7 +1171,7 @@ Threshold = List[Decimal]
 class Varying1(Struct, omit_defaults=True):
     thresholds: List[Threshold]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -842,7 +1192,7 @@ class Varying(Struct, omit_defaults=True):
 
     varying: Varying1
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -859,606 +1209,6 @@ class Varying(Struct, omit_defaults=True):
 TickSize = Union[SimpleDecimal, Varying]
 
 
-class TimeZone(str, Enum):
-    Africa_Abidjan = "Africa/Abidjan"
-    Africa_Accra = "Africa/Accra"
-    Africa_Addis_Ababa = "Africa/Addis_Ababa"
-    Africa_Algiers = "Africa/Algiers"
-    Africa_Asmara = "Africa/Asmara"
-    Africa_Asmera = "Africa/Asmera"
-    Africa_Bamako = "Africa/Bamako"
-    Africa_Bangui = "Africa/Bangui"
-    Africa_Banjul = "Africa/Banjul"
-    Africa_Bissau = "Africa/Bissau"
-    Africa_Blantyre = "Africa/Blantyre"
-    Africa_Brazzaville = "Africa/Brazzaville"
-    Africa_Bujumbura = "Africa/Bujumbura"
-    Africa_Cairo = "Africa/Cairo"
-    Africa_Casablanca = "Africa/Casablanca"
-    Africa_Ceuta = "Africa/Ceuta"
-    Africa_Conakry = "Africa/Conakry"
-    Africa_Dakar = "Africa/Dakar"
-    Africa_Dar_es_Salaam = "Africa/Dar_es_Salaam"
-    Africa_Djibouti = "Africa/Djibouti"
-    Africa_Douala = "Africa/Douala"
-    Africa_El_Aaiun = "Africa/El_Aaiun"
-    Africa_Freetown = "Africa/Freetown"
-    Africa_Gaborone = "Africa/Gaborone"
-    Africa_Harare = "Africa/Harare"
-    Africa_Johannesburg = "Africa/Johannesburg"
-    Africa_Juba = "Africa/Juba"
-    Africa_Kampala = "Africa/Kampala"
-    Africa_Khartoum = "Africa/Khartoum"
-    Africa_Kigali = "Africa/Kigali"
-    Africa_Kinshasa = "Africa/Kinshasa"
-    Africa_Lagos = "Africa/Lagos"
-    Africa_Libreville = "Africa/Libreville"
-    Africa_Lome = "Africa/Lome"
-    Africa_Luanda = "Africa/Luanda"
-    Africa_Lubumbashi = "Africa/Lubumbashi"
-    Africa_Lusaka = "Africa/Lusaka"
-    Africa_Malabo = "Africa/Malabo"
-    Africa_Maputo = "Africa/Maputo"
-    Africa_Maseru = "Africa/Maseru"
-    Africa_Mbabane = "Africa/Mbabane"
-    Africa_Mogadishu = "Africa/Mogadishu"
-    Africa_Monrovia = "Africa/Monrovia"
-    Africa_Nairobi = "Africa/Nairobi"
-    Africa_Ndjamena = "Africa/Ndjamena"
-    Africa_Niamey = "Africa/Niamey"
-    Africa_Nouakchott = "Africa/Nouakchott"
-    Africa_Ouagadougou = "Africa/Ouagadougou"
-    Africa_Porto_Novo = "Africa/Porto-Novo"
-    Africa_Sao_Tome = "Africa/Sao_Tome"
-    Africa_Timbuktu = "Africa/Timbuktu"
-    Africa_Tripoli = "Africa/Tripoli"
-    Africa_Tunis = "Africa/Tunis"
-    Africa_Windhoek = "Africa/Windhoek"
-    America_Adak = "America/Adak"
-    America_Anchorage = "America/Anchorage"
-    America_Anguilla = "America/Anguilla"
-    America_Antigua = "America/Antigua"
-    America_Araguaina = "America/Araguaina"
-    America_Argentina_Buenos_Aires = "America/Argentina/Buenos_Aires"
-    America_Argentina_Catamarca = "America/Argentina/Catamarca"
-    America_Argentina_ComodRivadavia = "America/Argentina/ComodRivadavia"
-    America_Argentina_Cordoba = "America/Argentina/Cordoba"
-    America_Argentina_Jujuy = "America/Argentina/Jujuy"
-    America_Argentina_La_Rioja = "America/Argentina/La_Rioja"
-    America_Argentina_Mendoza = "America/Argentina/Mendoza"
-    America_Argentina_Rio_Gallegos = "America/Argentina/Rio_Gallegos"
-    America_Argentina_Salta = "America/Argentina/Salta"
-    America_Argentina_San_Juan = "America/Argentina/San_Juan"
-    America_Argentina_San_Luis = "America/Argentina/San_Luis"
-    America_Argentina_Tucuman = "America/Argentina/Tucuman"
-    America_Argentina_Ushuaia = "America/Argentina/Ushuaia"
-    America_Aruba = "America/Aruba"
-    America_Asuncion = "America/Asuncion"
-    America_Atikokan = "America/Atikokan"
-    America_Atka = "America/Atka"
-    America_Bahia = "America/Bahia"
-    America_Bahia_Banderas = "America/Bahia_Banderas"
-    America_Barbados = "America/Barbados"
-    America_Belem = "America/Belem"
-    America_Belize = "America/Belize"
-    America_Blanc_Sablon = "America/Blanc-Sablon"
-    America_Boa_Vista = "America/Boa_Vista"
-    America_Bogota = "America/Bogota"
-    America_Boise = "America/Boise"
-    America_Buenos_Aires = "America/Buenos_Aires"
-    America_Cambridge_Bay = "America/Cambridge_Bay"
-    America_Campo_Grande = "America/Campo_Grande"
-    America_Cancun = "America/Cancun"
-    America_Caracas = "America/Caracas"
-    America_Catamarca = "America/Catamarca"
-    America_Cayenne = "America/Cayenne"
-    America_Cayman = "America/Cayman"
-    America_Chicago = "America/Chicago"
-    America_Chihuahua = "America/Chihuahua"
-    America_Ciudad_Juarez = "America/Ciudad_Juarez"
-    America_Coral_Harbour = "America/Coral_Harbour"
-    America_Cordoba = "America/Cordoba"
-    America_Costa_Rica = "America/Costa_Rica"
-    America_Coyhaique = "America/Coyhaique"
-    America_Creston = "America/Creston"
-    America_Cuiaba = "America/Cuiaba"
-    America_Curacao = "America/Curacao"
-    America_Danmarkshavn = "America/Danmarkshavn"
-    America_Dawson = "America/Dawson"
-    America_Dawson_Creek = "America/Dawson_Creek"
-    America_Denver = "America/Denver"
-    America_Detroit = "America/Detroit"
-    America_Dominica = "America/Dominica"
-    America_Edmonton = "America/Edmonton"
-    America_Eirunepe = "America/Eirunepe"
-    America_El_Salvador = "America/El_Salvador"
-    America_Ensenada = "America/Ensenada"
-    America_Fort_Nelson = "America/Fort_Nelson"
-    America_Fort_Wayne = "America/Fort_Wayne"
-    America_Fortaleza = "America/Fortaleza"
-    America_Glace_Bay = "America/Glace_Bay"
-    America_Godthab = "America/Godthab"
-    America_Goose_Bay = "America/Goose_Bay"
-    America_Grand_Turk = "America/Grand_Turk"
-    America_Grenada = "America/Grenada"
-    America_Guadeloupe = "America/Guadeloupe"
-    America_Guatemala = "America/Guatemala"
-    America_Guayaquil = "America/Guayaquil"
-    America_Guyana = "America/Guyana"
-    America_Halifax = "America/Halifax"
-    America_Havana = "America/Havana"
-    America_Hermosillo = "America/Hermosillo"
-    America_Indiana_Indianapolis = "America/Indiana/Indianapolis"
-    America_Indiana_Knox = "America/Indiana/Knox"
-    America_Indiana_Marengo = "America/Indiana/Marengo"
-    America_Indiana_Petersburg = "America/Indiana/Petersburg"
-    America_Indiana_Tell_City = "America/Indiana/Tell_City"
-    America_Indiana_Vevay = "America/Indiana/Vevay"
-    America_Indiana_Vincennes = "America/Indiana/Vincennes"
-    America_Indiana_Winamac = "America/Indiana/Winamac"
-    America_Indianapolis = "America/Indianapolis"
-    America_Inuvik = "America/Inuvik"
-    America_Iqaluit = "America/Iqaluit"
-    America_Jamaica = "America/Jamaica"
-    America_Jujuy = "America/Jujuy"
-    America_Juneau = "America/Juneau"
-    America_Kentucky_Louisville = "America/Kentucky/Louisville"
-    America_Kentucky_Monticello = "America/Kentucky/Monticello"
-    America_Knox_IN = "America/Knox_IN"
-    America_Kralendijk = "America/Kralendijk"
-    America_La_Paz = "America/La_Paz"
-    America_Lima = "America/Lima"
-    America_Los_Angeles = "America/Los_Angeles"
-    America_Louisville = "America/Louisville"
-    America_Lower_Princes = "America/Lower_Princes"
-    America_Maceio = "America/Maceio"
-    America_Managua = "America/Managua"
-    America_Manaus = "America/Manaus"
-    America_Marigot = "America/Marigot"
-    America_Martinique = "America/Martinique"
-    America_Matamoros = "America/Matamoros"
-    America_Mazatlan = "America/Mazatlan"
-    America_Mendoza = "America/Mendoza"
-    America_Menominee = "America/Menominee"
-    America_Merida = "America/Merida"
-    America_Metlakatla = "America/Metlakatla"
-    America_Mexico_City = "America/Mexico_City"
-    America_Miquelon = "America/Miquelon"
-    America_Moncton = "America/Moncton"
-    America_Monterrey = "America/Monterrey"
-    America_Montevideo = "America/Montevideo"
-    America_Montreal = "America/Montreal"
-    America_Montserrat = "America/Montserrat"
-    America_Nassau = "America/Nassau"
-    America_New_York = "America/New_York"
-    America_Nipigon = "America/Nipigon"
-    America_Nome = "America/Nome"
-    America_Noronha = "America/Noronha"
-    America_North_Dakota_Beulah = "America/North_Dakota/Beulah"
-    America_North_Dakota_Center = "America/North_Dakota/Center"
-    America_North_Dakota_New_Salem = "America/North_Dakota/New_Salem"
-    America_Nuuk = "America/Nuuk"
-    America_Ojinaga = "America/Ojinaga"
-    America_Panama = "America/Panama"
-    America_Pangnirtung = "America/Pangnirtung"
-    America_Paramaribo = "America/Paramaribo"
-    America_Phoenix = "America/Phoenix"
-    America_Port_au_Prince = "America/Port-au-Prince"
-    America_Port_of_Spain = "America/Port_of_Spain"
-    America_Porto_Acre = "America/Porto_Acre"
-    America_Porto_Velho = "America/Porto_Velho"
-    America_Puerto_Rico = "America/Puerto_Rico"
-    America_Punta_Arenas = "America/Punta_Arenas"
-    America_Rainy_River = "America/Rainy_River"
-    America_Rankin_Inlet = "America/Rankin_Inlet"
-    America_Recife = "America/Recife"
-    America_Regina = "America/Regina"
-    America_Resolute = "America/Resolute"
-    America_Rio_Branco = "America/Rio_Branco"
-    America_Rosario = "America/Rosario"
-    America_Santa_Isabel = "America/Santa_Isabel"
-    America_Santarem = "America/Santarem"
-    America_Santiago = "America/Santiago"
-    America_Santo_Domingo = "America/Santo_Domingo"
-    America_Sao_Paulo = "America/Sao_Paulo"
-    America_Scoresbysund = "America/Scoresbysund"
-    America_Shiprock = "America/Shiprock"
-    America_Sitka = "America/Sitka"
-    America_St_Barthelemy = "America/St_Barthelemy"
-    America_St_Johns = "America/St_Johns"
-    America_St_Kitts = "America/St_Kitts"
-    America_St_Lucia = "America/St_Lucia"
-    America_St_Thomas = "America/St_Thomas"
-    America_St_Vincent = "America/St_Vincent"
-    America_Swift_Current = "America/Swift_Current"
-    America_Tegucigalpa = "America/Tegucigalpa"
-    America_Thule = "America/Thule"
-    America_Thunder_Bay = "America/Thunder_Bay"
-    America_Tijuana = "America/Tijuana"
-    America_Toronto = "America/Toronto"
-    America_Tortola = "America/Tortola"
-    America_Vancouver = "America/Vancouver"
-    America_Virgin = "America/Virgin"
-    America_Whitehorse = "America/Whitehorse"
-    America_Winnipeg = "America/Winnipeg"
-    America_Yakutat = "America/Yakutat"
-    America_Yellowknife = "America/Yellowknife"
-    Antarctica_Casey = "Antarctica/Casey"
-    Antarctica_Davis = "Antarctica/Davis"
-    Antarctica_DumontDUrville = "Antarctica/DumontDUrville"
-    Antarctica_Macquarie = "Antarctica/Macquarie"
-    Antarctica_Mawson = "Antarctica/Mawson"
-    Antarctica_McMurdo = "Antarctica/McMurdo"
-    Antarctica_Palmer = "Antarctica/Palmer"
-    Antarctica_Rothera = "Antarctica/Rothera"
-    Antarctica_South_Pole = "Antarctica/South_Pole"
-    Antarctica_Syowa = "Antarctica/Syowa"
-    Antarctica_Troll = "Antarctica/Troll"
-    Antarctica_Vostok = "Antarctica/Vostok"
-    Arctic_Longyearbyen = "Arctic/Longyearbyen"
-    Asia_Aden = "Asia/Aden"
-    Asia_Almaty = "Asia/Almaty"
-    Asia_Amman = "Asia/Amman"
-    Asia_Anadyr = "Asia/Anadyr"
-    Asia_Aqtau = "Asia/Aqtau"
-    Asia_Aqtobe = "Asia/Aqtobe"
-    Asia_Ashgabat = "Asia/Ashgabat"
-    Asia_Ashkhabad = "Asia/Ashkhabad"
-    Asia_Atyrau = "Asia/Atyrau"
-    Asia_Baghdad = "Asia/Baghdad"
-    Asia_Bahrain = "Asia/Bahrain"
-    Asia_Baku = "Asia/Baku"
-    Asia_Bangkok = "Asia/Bangkok"
-    Asia_Barnaul = "Asia/Barnaul"
-    Asia_Beirut = "Asia/Beirut"
-    Asia_Bishkek = "Asia/Bishkek"
-    Asia_Brunei = "Asia/Brunei"
-    Asia_Calcutta = "Asia/Calcutta"
-    Asia_Chita = "Asia/Chita"
-    Asia_Choibalsan = "Asia/Choibalsan"
-    Asia_Chongqing = "Asia/Chongqing"
-    Asia_Chungking = "Asia/Chungking"
-    Asia_Colombo = "Asia/Colombo"
-    Asia_Dacca = "Asia/Dacca"
-    Asia_Damascus = "Asia/Damascus"
-    Asia_Dhaka = "Asia/Dhaka"
-    Asia_Dili = "Asia/Dili"
-    Asia_Dubai = "Asia/Dubai"
-    Asia_Dushanbe = "Asia/Dushanbe"
-    Asia_Famagusta = "Asia/Famagusta"
-    Asia_Gaza = "Asia/Gaza"
-    Asia_Harbin = "Asia/Harbin"
-    Asia_Hebron = "Asia/Hebron"
-    Asia_Ho_Chi_Minh = "Asia/Ho_Chi_Minh"
-    Asia_Hong_Kong = "Asia/Hong_Kong"
-    Asia_Hovd = "Asia/Hovd"
-    Asia_Irkutsk = "Asia/Irkutsk"
-    Asia_Istanbul = "Asia/Istanbul"
-    Asia_Jakarta = "Asia/Jakarta"
-    Asia_Jayapura = "Asia/Jayapura"
-    Asia_Jerusalem = "Asia/Jerusalem"
-    Asia_Kabul = "Asia/Kabul"
-    Asia_Kamchatka = "Asia/Kamchatka"
-    Asia_Karachi = "Asia/Karachi"
-    Asia_Kashgar = "Asia/Kashgar"
-    Asia_Kathmandu = "Asia/Kathmandu"
-    Asia_Katmandu = "Asia/Katmandu"
-    Asia_Khandyga = "Asia/Khandyga"
-    Asia_Kolkata = "Asia/Kolkata"
-    Asia_Krasnoyarsk = "Asia/Krasnoyarsk"
-    Asia_Kuala_Lumpur = "Asia/Kuala_Lumpur"
-    Asia_Kuching = "Asia/Kuching"
-    Asia_Kuwait = "Asia/Kuwait"
-    Asia_Macao = "Asia/Macao"
-    Asia_Macau = "Asia/Macau"
-    Asia_Magadan = "Asia/Magadan"
-    Asia_Makassar = "Asia/Makassar"
-    Asia_Manila = "Asia/Manila"
-    Asia_Muscat = "Asia/Muscat"
-    Asia_Nicosia = "Asia/Nicosia"
-    Asia_Novokuznetsk = "Asia/Novokuznetsk"
-    Asia_Novosibirsk = "Asia/Novosibirsk"
-    Asia_Omsk = "Asia/Omsk"
-    Asia_Oral = "Asia/Oral"
-    Asia_Phnom_Penh = "Asia/Phnom_Penh"
-    Asia_Pontianak = "Asia/Pontianak"
-    Asia_Pyongyang = "Asia/Pyongyang"
-    Asia_Qatar = "Asia/Qatar"
-    Asia_Qostanay = "Asia/Qostanay"
-    Asia_Qyzylorda = "Asia/Qyzylorda"
-    Asia_Rangoon = "Asia/Rangoon"
-    Asia_Riyadh = "Asia/Riyadh"
-    Asia_Saigon = "Asia/Saigon"
-    Asia_Sakhalin = "Asia/Sakhalin"
-    Asia_Samarkand = "Asia/Samarkand"
-    Asia_Seoul = "Asia/Seoul"
-    Asia_Shanghai = "Asia/Shanghai"
-    Asia_Singapore = "Asia/Singapore"
-    Asia_Srednekolymsk = "Asia/Srednekolymsk"
-    Asia_Taipei = "Asia/Taipei"
-    Asia_Tashkent = "Asia/Tashkent"
-    Asia_Tbilisi = "Asia/Tbilisi"
-    Asia_Tehran = "Asia/Tehran"
-    Asia_Tel_Aviv = "Asia/Tel_Aviv"
-    Asia_Thimbu = "Asia/Thimbu"
-    Asia_Thimphu = "Asia/Thimphu"
-    Asia_Tokyo = "Asia/Tokyo"
-    Asia_Tomsk = "Asia/Tomsk"
-    Asia_Ujung_Pandang = "Asia/Ujung_Pandang"
-    Asia_Ulaanbaatar = "Asia/Ulaanbaatar"
-    Asia_Ulan_Bator = "Asia/Ulan_Bator"
-    Asia_Urumqi = "Asia/Urumqi"
-    Asia_Ust_Nera = "Asia/Ust-Nera"
-    Asia_Vientiane = "Asia/Vientiane"
-    Asia_Vladivostok = "Asia/Vladivostok"
-    Asia_Yakutsk = "Asia/Yakutsk"
-    Asia_Yangon = "Asia/Yangon"
-    Asia_Yekaterinburg = "Asia/Yekaterinburg"
-    Asia_Yerevan = "Asia/Yerevan"
-    Atlantic_Azores = "Atlantic/Azores"
-    Atlantic_Bermuda = "Atlantic/Bermuda"
-    Atlantic_Canary = "Atlantic/Canary"
-    Atlantic_Cape_Verde = "Atlantic/Cape_Verde"
-    Atlantic_Faeroe = "Atlantic/Faeroe"
-    Atlantic_Faroe = "Atlantic/Faroe"
-    Atlantic_Jan_Mayen = "Atlantic/Jan_Mayen"
-    Atlantic_Madeira = "Atlantic/Madeira"
-    Atlantic_Reykjavik = "Atlantic/Reykjavik"
-    Atlantic_South_Georgia = "Atlantic/South_Georgia"
-    Atlantic_St_Helena = "Atlantic/St_Helena"
-    Atlantic_Stanley = "Atlantic/Stanley"
-    Australia_ACT = "Australia/ACT"
-    Australia_Adelaide = "Australia/Adelaide"
-    Australia_Brisbane = "Australia/Brisbane"
-    Australia_Broken_Hill = "Australia/Broken_Hill"
-    Australia_Canberra = "Australia/Canberra"
-    Australia_Currie = "Australia/Currie"
-    Australia_Darwin = "Australia/Darwin"
-    Australia_Eucla = "Australia/Eucla"
-    Australia_Hobart = "Australia/Hobart"
-    Australia_LHI = "Australia/LHI"
-    Australia_Lindeman = "Australia/Lindeman"
-    Australia_Lord_Howe = "Australia/Lord_Howe"
-    Australia_Melbourne = "Australia/Melbourne"
-    Australia_NSW = "Australia/NSW"
-    Australia_North = "Australia/North"
-    Australia_Perth = "Australia/Perth"
-    Australia_Queensland = "Australia/Queensland"
-    Australia_South = "Australia/South"
-    Australia_Sydney = "Australia/Sydney"
-    Australia_Tasmania = "Australia/Tasmania"
-    Australia_Victoria = "Australia/Victoria"
-    Australia_West = "Australia/West"
-    Australia_Yancowinna = "Australia/Yancowinna"
-    Brazil_Acre = "Brazil/Acre"
-    Brazil_DeNoronha = "Brazil/DeNoronha"
-    Brazil_East = "Brazil/East"
-    Brazil_West = "Brazil/West"
-    CET = "CET"
-    CST6CDT = "CST6CDT"
-    Canada_Atlantic = "Canada/Atlantic"
-    Canada_Central = "Canada/Central"
-    Canada_Eastern = "Canada/Eastern"
-    Canada_Mountain = "Canada/Mountain"
-    Canada_Newfoundland = "Canada/Newfoundland"
-    Canada_Pacific = "Canada/Pacific"
-    Canada_Saskatchewan = "Canada/Saskatchewan"
-    Canada_Yukon = "Canada/Yukon"
-    Chile_Continental = "Chile/Continental"
-    Chile_EasterIsland = "Chile/EasterIsland"
-    Cuba = "Cuba"
-    EET = "EET"
-    EST = "EST"
-    EST5EDT = "EST5EDT"
-    Egypt = "Egypt"
-    Eire = "Eire"
-    Etc_GMT = "Etc/GMT"
-    Etc_GMT_0 = "Etc/GMT+0"
-    Etc_GMT_1 = "Etc/GMT+1"
-    Etc_GMT_10 = "Etc/GMT+10"
-    Etc_GMT_11 = "Etc/GMT+11"
-    Etc_GMT_12 = "Etc/GMT+12"
-    Etc_GMT_2 = "Etc/GMT+2"
-    Etc_GMT_3 = "Etc/GMT+3"
-    Etc_GMT_4 = "Etc/GMT+4"
-    Etc_GMT_5 = "Etc/GMT+5"
-    Etc_GMT_6 = "Etc/GMT+6"
-    Etc_GMT_7 = "Etc/GMT+7"
-    Etc_GMT_8 = "Etc/GMT+8"
-    Etc_GMT_9 = "Etc/GMT+9"
-    Etc_GMT_0_1 = "Etc/GMT-0"
-    Etc_GMT_1_1 = "Etc/GMT-1"
-    Etc_GMT_10_1 = "Etc/GMT-10"
-    Etc_GMT_11_1 = "Etc/GMT-11"
-    Etc_GMT_12_1 = "Etc/GMT-12"
-    Etc_GMT_13 = "Etc/GMT-13"
-    Etc_GMT_14 = "Etc/GMT-14"
-    Etc_GMT_2_1 = "Etc/GMT-2"
-    Etc_GMT_3_1 = "Etc/GMT-3"
-    Etc_GMT_4_1 = "Etc/GMT-4"
-    Etc_GMT_5_1 = "Etc/GMT-5"
-    Etc_GMT_6_1 = "Etc/GMT-6"
-    Etc_GMT_7_1 = "Etc/GMT-7"
-    Etc_GMT_8_1 = "Etc/GMT-8"
-    Etc_GMT_9_1 = "Etc/GMT-9"
-    Etc_GMT0 = "Etc/GMT0"
-    Etc_Greenwich = "Etc/Greenwich"
-    Etc_UCT = "Etc/UCT"
-    Etc_UTC = "Etc/UTC"
-    Etc_Universal = "Etc/Universal"
-    Etc_Zulu = "Etc/Zulu"
-    Europe_Amsterdam = "Europe/Amsterdam"
-    Europe_Andorra = "Europe/Andorra"
-    Europe_Astrakhan = "Europe/Astrakhan"
-    Europe_Athens = "Europe/Athens"
-    Europe_Belfast = "Europe/Belfast"
-    Europe_Belgrade = "Europe/Belgrade"
-    Europe_Berlin = "Europe/Berlin"
-    Europe_Bratislava = "Europe/Bratislava"
-    Europe_Brussels = "Europe/Brussels"
-    Europe_Bucharest = "Europe/Bucharest"
-    Europe_Budapest = "Europe/Budapest"
-    Europe_Busingen = "Europe/Busingen"
-    Europe_Chisinau = "Europe/Chisinau"
-    Europe_Copenhagen = "Europe/Copenhagen"
-    Europe_Dublin = "Europe/Dublin"
-    Europe_Gibraltar = "Europe/Gibraltar"
-    Europe_Guernsey = "Europe/Guernsey"
-    Europe_Helsinki = "Europe/Helsinki"
-    Europe_Isle_of_Man = "Europe/Isle_of_Man"
-    Europe_Istanbul = "Europe/Istanbul"
-    Europe_Jersey = "Europe/Jersey"
-    Europe_Kaliningrad = "Europe/Kaliningrad"
-    Europe_Kiev = "Europe/Kiev"
-    Europe_Kirov = "Europe/Kirov"
-    Europe_Kyiv = "Europe/Kyiv"
-    Europe_Lisbon = "Europe/Lisbon"
-    Europe_Ljubljana = "Europe/Ljubljana"
-    Europe_London = "Europe/London"
-    Europe_Luxembourg = "Europe/Luxembourg"
-    Europe_Madrid = "Europe/Madrid"
-    Europe_Malta = "Europe/Malta"
-    Europe_Mariehamn = "Europe/Mariehamn"
-    Europe_Minsk = "Europe/Minsk"
-    Europe_Monaco = "Europe/Monaco"
-    Europe_Moscow = "Europe/Moscow"
-    Europe_Nicosia = "Europe/Nicosia"
-    Europe_Oslo = "Europe/Oslo"
-    Europe_Paris = "Europe/Paris"
-    Europe_Podgorica = "Europe/Podgorica"
-    Europe_Prague = "Europe/Prague"
-    Europe_Riga = "Europe/Riga"
-    Europe_Rome = "Europe/Rome"
-    Europe_Samara = "Europe/Samara"
-    Europe_San_Marino = "Europe/San_Marino"
-    Europe_Sarajevo = "Europe/Sarajevo"
-    Europe_Saratov = "Europe/Saratov"
-    Europe_Simferopol = "Europe/Simferopol"
-    Europe_Skopje = "Europe/Skopje"
-    Europe_Sofia = "Europe/Sofia"
-    Europe_Stockholm = "Europe/Stockholm"
-    Europe_Tallinn = "Europe/Tallinn"
-    Europe_Tirane = "Europe/Tirane"
-    Europe_Tiraspol = "Europe/Tiraspol"
-    Europe_Ulyanovsk = "Europe/Ulyanovsk"
-    Europe_Uzhgorod = "Europe/Uzhgorod"
-    Europe_Vaduz = "Europe/Vaduz"
-    Europe_Vatican = "Europe/Vatican"
-    Europe_Vienna = "Europe/Vienna"
-    Europe_Vilnius = "Europe/Vilnius"
-    Europe_Volgograd = "Europe/Volgograd"
-    Europe_Warsaw = "Europe/Warsaw"
-    Europe_Zagreb = "Europe/Zagreb"
-    Europe_Zaporozhye = "Europe/Zaporozhye"
-    Europe_Zurich = "Europe/Zurich"
-    GB = "GB"
-    GB_Eire = "GB-Eire"
-    GMT = "GMT"
-    GMT_0 = "GMT+0"
-    GMT_0_1 = "GMT-0"
-    GMT0 = "GMT0"
-    Greenwich = "Greenwich"
-    HST = "HST"
-    Hongkong = "Hongkong"
-    Iceland = "Iceland"
-    Indian_Antananarivo = "Indian/Antananarivo"
-    Indian_Chagos = "Indian/Chagos"
-    Indian_Christmas = "Indian/Christmas"
-    Indian_Cocos = "Indian/Cocos"
-    Indian_Comoro = "Indian/Comoro"
-    Indian_Kerguelen = "Indian/Kerguelen"
-    Indian_Mahe = "Indian/Mahe"
-    Indian_Maldives = "Indian/Maldives"
-    Indian_Mauritius = "Indian/Mauritius"
-    Indian_Mayotte = "Indian/Mayotte"
-    Indian_Reunion = "Indian/Reunion"
-    Iran = "Iran"
-    Israel = "Israel"
-    Jamaica = "Jamaica"
-    Japan = "Japan"
-    Kwajalein = "Kwajalein"
-    Libya = "Libya"
-    MET = "MET"
-    MST = "MST"
-    MST7MDT = "MST7MDT"
-    Mexico_BajaNorte = "Mexico/BajaNorte"
-    Mexico_BajaSur = "Mexico/BajaSur"
-    Mexico_General = "Mexico/General"
-    NZ = "NZ"
-    NZ_CHAT = "NZ-CHAT"
-    Navajo = "Navajo"
-    PRC = "PRC"
-    PST8PDT = "PST8PDT"
-    Pacific_Apia = "Pacific/Apia"
-    Pacific_Auckland = "Pacific/Auckland"
-    Pacific_Bougainville = "Pacific/Bougainville"
-    Pacific_Chatham = "Pacific/Chatham"
-    Pacific_Chuuk = "Pacific/Chuuk"
-    Pacific_Easter = "Pacific/Easter"
-    Pacific_Efate = "Pacific/Efate"
-    Pacific_Enderbury = "Pacific/Enderbury"
-    Pacific_Fakaofo = "Pacific/Fakaofo"
-    Pacific_Fiji = "Pacific/Fiji"
-    Pacific_Funafuti = "Pacific/Funafuti"
-    Pacific_Galapagos = "Pacific/Galapagos"
-    Pacific_Gambier = "Pacific/Gambier"
-    Pacific_Guadalcanal = "Pacific/Guadalcanal"
-    Pacific_Guam = "Pacific/Guam"
-    Pacific_Honolulu = "Pacific/Honolulu"
-    Pacific_Johnston = "Pacific/Johnston"
-    Pacific_Kanton = "Pacific/Kanton"
-    Pacific_Kiritimati = "Pacific/Kiritimati"
-    Pacific_Kosrae = "Pacific/Kosrae"
-    Pacific_Kwajalein = "Pacific/Kwajalein"
-    Pacific_Majuro = "Pacific/Majuro"
-    Pacific_Marquesas = "Pacific/Marquesas"
-    Pacific_Midway = "Pacific/Midway"
-    Pacific_Nauru = "Pacific/Nauru"
-    Pacific_Niue = "Pacific/Niue"
-    Pacific_Norfolk = "Pacific/Norfolk"
-    Pacific_Noumea = "Pacific/Noumea"
-    Pacific_Pago_Pago = "Pacific/Pago_Pago"
-    Pacific_Palau = "Pacific/Palau"
-    Pacific_Pitcairn = "Pacific/Pitcairn"
-    Pacific_Pohnpei = "Pacific/Pohnpei"
-    Pacific_Ponape = "Pacific/Ponape"
-    Pacific_Port_Moresby = "Pacific/Port_Moresby"
-    Pacific_Rarotonga = "Pacific/Rarotonga"
-    Pacific_Saipan = "Pacific/Saipan"
-    Pacific_Samoa = "Pacific/Samoa"
-    Pacific_Tahiti = "Pacific/Tahiti"
-    Pacific_Tarawa = "Pacific/Tarawa"
-    Pacific_Tongatapu = "Pacific/Tongatapu"
-    Pacific_Truk = "Pacific/Truk"
-    Pacific_Wake = "Pacific/Wake"
-    Pacific_Wallis = "Pacific/Wallis"
-    Pacific_Yap = "Pacific/Yap"
-    Poland = "Poland"
-    Portugal = "Portugal"
-    ROC = "ROC"
-    ROK = "ROK"
-    Singapore = "Singapore"
-    Turkey = "Turkey"
-    UCT = "UCT"
-    US_Alaska = "US/Alaska"
-    US_Aleutian = "US/Aleutian"
-    US_Arizona = "US/Arizona"
-    US_Central = "US/Central"
-    US_East_Indiana = "US/East-Indiana"
-    US_Eastern = "US/Eastern"
-    US_Hawaii = "US/Hawaii"
-    US_Indiana_Starke = "US/Indiana-Starke"
-    US_Michigan = "US/Michigan"
-    US_Mountain = "US/Mountain"
-    US_Pacific = "US/Pacific"
-    US_Samoa = "US/Samoa"
-    UTC = "UTC"
-    Universal = "Universal"
-    W_SU = "W-SU"
-    WET = "WET"
-    Zulu = "Zulu"
-
-
 AccountName = str
 
 
@@ -1466,7 +1216,7 @@ class OptionLike(Struct, omit_defaults=True):
     strike: Decimal
     expiration: Optional[datetime] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1485,7 +1235,7 @@ class OptionLike(Struct, omit_defaults=True):
 class EventContractSeriesInstance2(Struct, omit_defaults=True):
     OptionLike: OptionLike
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1499,6 +1249,33 @@ class EventContractSeriesInstance2(Struct, omit_defaults=True):
         return f"EventContractSeriesInstance2(OptionLike={self.OptionLike})"
 
 
+class OptionsSeriesInstance(Struct, omit_defaults=True):
+    """
+    A specific option from a series.
+    """
+
+    expiration: datetime
+    put_or_call: PutOrCall
+    strike: Decimal
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        expiration: datetime,
+        put_or_call: PutOrCall,
+        strike: Decimal,
+    ):
+        return cls(
+            expiration,
+            put_or_call,
+            strike,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsSeriesInstance(expiration={self.expiration},put_or_call={self.put_or_call},strike={self.strike})"
+
+
 class SpreadLeg(Struct, omit_defaults=True):
     product: str
     quantity: Annotated[
@@ -1511,7 +1288,7 @@ class SpreadLeg(Struct, omit_defaults=True):
     Some spreads have different ratios for their legs, like buy 1 A, sell 2 B, buy 1 C; We would represent that with quantities in the legs: 1, -2, 1
     """
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1530,7 +1307,7 @@ class SpreadLeg(Struct, omit_defaults=True):
 class Outcome(Struct, omit_defaults=True):
     name: str
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1544,11 +1321,6 @@ class Outcome(Struct, omit_defaults=True):
         return f"Outcome(name={self.name})"
 
 
-class PutOrCall(str, Enum):
-    P = "P"
-    C = "C"
-
-
 class AberrantFill(Struct, omit_defaults=True):
     """
     Fills which we received but couldn't parse fully, return details best effort
@@ -1559,7 +1331,7 @@ class AberrantFill(Struct, omit_defaults=True):
     a: Optional[Annotated[Optional[str], Meta(title="account")]] = None
     atn: Optional[Annotated[Optional[int], Meta(title="recv_time_ns")]] = None
     ats: Optional[Annotated[Optional[int], Meta(title="recv_time")]] = None
-    d: Optional[Annotated[Optional[OrderDir], Meta(title="direction")]] = None
+    d: Optional[Annotated[Optional[OrderDir], Meta(title="dir")]] = None
     f: Optional[Annotated[Optional[Decimal], Meta(title="fee")]] = None
     fu: Optional[Annotated[Optional[str], Meta(title="fee_currency")]] = None
     k: Optional[Annotated[Optional[FillKind], Meta(title="fill_kind")]] = None
@@ -1572,7 +1344,7 @@ class AberrantFill(Struct, omit_defaults=True):
     u: Optional[Annotated[Optional[UserId], Meta(title="trader")]] = None
     xid: Optional[Annotated[Optional[str], Meta(title="exchange_fill_id")]] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1581,7 +1353,7 @@ class AberrantFill(Struct, omit_defaults=True):
         account: Optional[str] = None,
         recv_time_ns: Optional[int] = None,
         recv_time: Optional[int] = None,
-        direction: Optional[OrderDir] = None,
+        dir: Optional[OrderDir] = None,
         fee: Optional[Decimal] = None,
         fee_currency: Optional[str] = None,
         fill_kind: Optional[FillKind] = None,
@@ -1600,7 +1372,7 @@ class AberrantFill(Struct, omit_defaults=True):
             account,
             recv_time_ns,
             recv_time,
-            direction,
+            dir,
             fee,
             fee_currency,
             fill_kind,
@@ -1615,7 +1387,7 @@ class AberrantFill(Struct, omit_defaults=True):
         )
 
     def __str__(self) -> str:
-        return f"AberrantFill(fill_id={self.id},execution_venue={self.x},account={self.a},recv_time_ns={self.atn},recv_time={self.ats},direction={self.d},fee={self.f},fee_currency={self.fu},fill_kind={self.k},order_id={self.oid},price={self.p},quantity={self.q},symbol={self.s},trade_time_ns={self.tn},trade_time={self.ts},trader={self.u},exchange_fill_id={self.xid})"
+        return f"AberrantFill(fill_id={self.id},execution_venue={self.x},account={self.a},recv_time_ns={self.atn},recv_time={self.ats},dir={self.d},fee={self.f},fee_currency={self.fu},fill_kind={self.k},order_id={self.oid},price={self.p},quantity={self.q},symbol={self.s},trade_time_ns={self.tn},trade_time={self.ts},trader={self.u},exchange_fill_id={self.xid})"
 
     @property
     def fill_id(self) -> str:
@@ -1658,11 +1430,11 @@ class AberrantFill(Struct, omit_defaults=True):
         self.ats = value
 
     @property
-    def direction(self) -> Optional[OrderDir]:
+    def dir(self) -> Optional[OrderDir]:
         return self.d
 
-    @direction.setter
-    def direction(self, value: Optional[OrderDir]) -> None:
+    @dir.setter
+    def dir(self, value: Optional[OrderDir]) -> None:
         self.d = value
 
     @property
@@ -1759,7 +1531,7 @@ class CancelReject(Struct, omit_defaults=True):
     xid: str
     rm: Optional[str] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1781,7 +1553,7 @@ class CptyLoginRequest(Struct, omit_defaults=True):
     account: str
     trader: UserId
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1822,7 +1594,7 @@ class ExecutionInfo(Struct, omit_defaults=True):
     initial_margin: Optional[Decimal] = None
     maintenance_margin: Optional[Decimal] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -1853,7 +1625,7 @@ class ExecutionInfo(Struct, omit_defaults=True):
 
 
 class Fill(Struct, omit_defaults=True):
-    d: Annotated[OrderDir, Meta(title="direction")]
+    d: Annotated[OrderDir, Meta(title="dir")]
     id: Annotated[str, Meta(title="fill_id")]
     k: Annotated[FillKind, Meta(title="fill_kind")]
     p: Annotated[Decimal, Meta(title="price")]
@@ -1900,11 +1672,11 @@ class Fill(Struct, omit_defaults=True):
     u: Optional[Annotated[Optional[UserId], Meta(title="trader")]] = None
     xid: Optional[Annotated[Optional[str], Meta(title="exchange_fill_id")]] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        direction: OrderDir,
+        dir: OrderDir,
         fill_id: str,
         fill_kind: FillKind,
         price: Decimal,
@@ -1924,7 +1696,7 @@ class Fill(Struct, omit_defaults=True):
         exchange_fill_id: Optional[str] = None,
     ):
         return cls(
-            direction,
+            dir,
             fill_id,
             fill_kind,
             price,
@@ -1945,14 +1717,14 @@ class Fill(Struct, omit_defaults=True):
         )
 
     def __str__(self) -> str:
-        return f"Fill(direction={self.d},fill_id={self.id},fill_kind={self.k},price={self.p},quantity={self.q},symbol={self.s},trade_time_ns={self.tn},trade_time={self.ts},execution_venue={self.x},account={self.a},is_taker={self.agg},recv_time_ns={self.atn},recv_time={self.ats},fee={self.f},fee_currency={self.fu},order_id={self.oid},trader={self.u},exchange_fill_id={self.xid})"
+        return f"Fill(dir={self.d},fill_id={self.id},fill_kind={self.k},price={self.p},quantity={self.q},symbol={self.s},trade_time_ns={self.tn},trade_time={self.ts},execution_venue={self.x},account={self.a},is_taker={self.agg},recv_time_ns={self.atn},recv_time={self.ats},fee={self.f},fee_currency={self.fu},order_id={self.oid},trader={self.u},exchange_fill_id={self.xid})"
 
     @property
-    def direction(self) -> OrderDir:
+    def dir(self) -> OrderDir:
         return self.d
 
-    @direction.setter
-    def direction(self, value: OrderDir) -> None:
+    @dir.setter
+    def dir(self, value: OrderDir) -> None:
         self.d = value
 
     @property
@@ -2092,11 +1864,90 @@ class Fill(Struct, omit_defaults=True):
         self.xid = value
 
 
+class OptionsContract(Struct, omit_defaults=True):
+    expiration: date
+    put_or_call: PutOrCall
+    strike: Decimal
+    ticker: Ticker
+    underlying: str
+    in_the_money: Optional[bool] = None
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        expiration: date,
+        put_or_call: PutOrCall,
+        strike: Decimal,
+        ticker: Ticker,
+        underlying: str,
+        in_the_money: Optional[bool] = None,
+    ):
+        return cls(
+            expiration,
+            put_or_call,
+            strike,
+            ticker,
+            underlying,
+            in_the_money,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsContract(expiration={self.expiration},put_or_call={self.put_or_call},strike={self.strike},ticker={self.ticker},underlying={self.underlying},in_the_money={self.in_the_money})"
+
+
+class OptionsGreeks(Struct, omit_defaults=True):
+    delta: Decimal
+    expiration: date
+    gamma: Decimal
+    implied_volatility: Decimal
+    put_or_call: PutOrCall
+    rho: Decimal
+    strike: Decimal
+    symbol: str
+    theta: Decimal
+    underlying: str
+    vega: Decimal
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        delta: Decimal,
+        expiration: date,
+        gamma: Decimal,
+        implied_volatility: Decimal,
+        put_or_call: PutOrCall,
+        rho: Decimal,
+        strike: Decimal,
+        symbol: str,
+        theta: Decimal,
+        underlying: str,
+        vega: Decimal,
+    ):
+        return cls(
+            delta,
+            expiration,
+            gamma,
+            implied_volatility,
+            put_or_call,
+            rho,
+            strike,
+            symbol,
+            theta,
+            underlying,
+            vega,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsGreeks(delta={self.delta},expiration={self.expiration},gamma={self.gamma},implied_volatility={self.implied_volatility},put_or_call={self.put_or_call},rho={self.rho},strike={self.strike},symbol={self.symbol},theta={self.theta},underlying={self.underlying},vega={self.vega})"
+
+
 class OptionsSeriesInfo(Struct, omit_defaults=True):
     derivative_kind: DerivativeKind
     exercise_type: OptionsExerciseType
     expiration_time_of_day: time
-    expiration_time_zone: TimeZone
+    expiration_time_zone: str
     is_cash_settled: bool
     multiplier: Decimal
     options_series: str
@@ -2105,14 +1956,14 @@ class OptionsSeriesInfo(Struct, omit_defaults=True):
     underlying: str
     venue_discriminant: Optional[str] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
         derivative_kind: DerivativeKind,
         exercise_type: OptionsExerciseType,
         expiration_time_of_day: time,
-        expiration_time_zone: TimeZone,
+        expiration_time_zone: str,
         is_cash_settled: bool,
         multiplier: Decimal,
         options_series: str,
@@ -2143,7 +1994,7 @@ class OrderAck(Struct, omit_defaults=True):
     id: Annotated[OrderId, Meta(title="order_id")]
     eid: Optional[Annotated[Optional[str], Meta(title="exchange_order_id")]] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2179,7 +2030,7 @@ class OrderCanceled(Struct, omit_defaults=True):
     id: OrderId
     xid: Optional[str] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2199,7 +2050,7 @@ class OrderCanceling(Struct, omit_defaults=True):
     id: OrderId
     xid: Optional[str] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2217,25 +2068,41 @@ class OrderCanceling(Struct, omit_defaults=True):
 
 class OrderReject(Struct, omit_defaults=True):
     id: OrderId
-    r: OrderRejectReason
-    rm: Optional[str] = None
+    r: Annotated[OrderRejectReason, Meta(title="reject_reason")]
+    rm: Optional[Annotated[Optional[str], Meta(title="message")]] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
         id: OrderId,
-        r: OrderRejectReason,
-        rm: Optional[str] = None,
+        reject_reason: OrderRejectReason,
+        message: Optional[str] = None,
     ):
         return cls(
             id,
-            r,
-            rm,
+            reject_reason,
+            message,
         )
 
     def __str__(self) -> str:
-        return f"OrderReject(id={self.id},r={self.r},rm={self.rm})"
+        return f"OrderReject(id={self.id},reject_reason={self.r},message={self.rm})"
+
+    @property
+    def reject_reason(self) -> OrderRejectReason:
+        return self.r
+
+    @reject_reason.setter
+    def reject_reason(self, value: OrderRejectReason) -> None:
+        self.r = value
+
+    @property
+    def message(self) -> Optional[str]:
+        return self.rm
+
+    @message.setter
+    def message(self, value: Optional[str]) -> None:
+        self.rm = value
 
 
 class SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString1(
@@ -2243,7 +2110,7 @@ class SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString1(
 ):
     snapshot: Dict[str, SnapshotOrUpdateForStringAndString]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2265,7 +2132,7 @@ class SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString2(
 ):
     updates: List[Update]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2288,7 +2155,7 @@ SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString = Union[
 class SnapshotOrUpdateForStringAndOptionsSeriesInfo1(Struct, omit_defaults=True):
     snapshot: Dict[str, OptionsSeriesInfo]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2310,7 +2177,7 @@ Update1 = List[Union[str, Optional[OptionsSeriesInfo]]]
 class SnapshotOrUpdateForStringAndOptionsSeriesInfo2(Struct, omit_defaults=True):
     updates: List[Update1]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2330,49 +2197,58 @@ SnapshotOrUpdateForStringAndOptionsSeriesInfo = Union[
 ]
 
 
-class TwapParams(Struct, omit_defaults=True):
-    dir: OrderDir
-    end_time: datetime
-    execution_venue: str
-    interval: HumanDuration
-    quantity: Decimal
-    reject_lockout: HumanDuration
-    symbol: str
-    take_through_frac: Optional[Decimal] = None
+class SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo1(
+    Struct
+):
+    snapshot: Dict[str, SnapshotOrUpdateForStringAndProductCatalogInfo]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        dir: OrderDir,
-        end_time: datetime,
-        execution_venue: str,
-        interval: HumanDuration,
-        quantity: Decimal,
-        reject_lockout: HumanDuration,
-        symbol: str,
-        take_through_frac: Optional[Decimal] = None,
+        snapshot: Dict[str, SnapshotOrUpdateForStringAndProductCatalogInfo],
     ):
         return cls(
-            dir,
-            end_time,
-            execution_venue,
-            interval,
-            quantity,
-            reject_lockout,
-            symbol,
-            take_through_frac,
+            snapshot,
+        )
+
+    def __str__(self) -> str:
+        return f"SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo1(snapshot={self.snapshot})"
+
+
+Update4 = List[Union[str, Optional[SnapshotOrUpdateForStringAndProductCatalogInfo]]]
+
+
+class SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo2(
+    Struct
+):
+    updates: List[Update4]
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        updates: List[Update4],
+    ):
+        return cls(
+            updates,
         )
 
     def __str__(self) -> str:
-        return f"TwapParams(dir={self.dir},end_time={self.end_time},execution_venue={self.execution_venue},interval={self.interval},quantity={self.quantity},reject_lockout={self.reject_lockout},symbol={self.symbol},take_through_frac={self.take_through_frac})"
+        return f"SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo2(updates={self.updates})"
+
+
+SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo = Union[
+    SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo1,
+    SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo2,
+]
 
 
 class Account(Struct, omit_defaults=True):
     id: str
     name: AccountName
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2392,7 +2268,7 @@ class FutureSpread(Struct, omit_defaults=True):
     legs: List[SpreadLeg]
     product_type: Literal["FutureSpread"]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2408,10 +2284,33 @@ class FutureSpread(Struct, omit_defaults=True):
         return f"FutureSpread(legs={self.legs},product_type={self.product_type})"
 
 
+class Option(Struct, omit_defaults=True):
+    instance: OptionsSeriesInstance
+    product_type: Literal["Option"]
+    series: str
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        instance: OptionsSeriesInstance,
+        product_type: Literal["Option"],
+        series: str,
+    ):
+        return cls(
+            instance,
+            product_type,
+            series,
+        )
+
+    def __str__(self) -> str:
+        return f"Option(instance={self.instance},product_type={self.product_type},series={self.series})"
+
+
 class SnapshotOrUpdateForStringAndExecutionInfo1(Struct, omit_defaults=True):
     snapshot: Dict[str, ExecutionInfo]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2425,17 +2324,17 @@ class SnapshotOrUpdateForStringAndExecutionInfo1(Struct, omit_defaults=True):
         return f"SnapshotOrUpdateForStringAndExecutionInfo1(snapshot={self.snapshot})"
 
 
-Update4 = List[Union[str, Optional[ExecutionInfo]]]
+Update5 = List[Union[str, Optional[ExecutionInfo]]]
 
 
 class SnapshotOrUpdateForStringAndExecutionInfo2(Struct, omit_defaults=True):
-    updates: List[Update4]
+    updates: List[Update5]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        updates: List[Update4],
+        updates: List[Update5],
     ):
         return cls(
             updates,
@@ -2454,7 +2353,7 @@ SnapshotOrUpdateForStringAndExecutionInfo = Union[
 class Enumerated(Struct, omit_defaults=True):
     outcome: Outcome
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2471,7 +2370,7 @@ class Enumerated(Struct, omit_defaults=True):
 class EventContractSeriesInstance1(Struct, omit_defaults=True):
     Enumerated: Enumerated
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2490,39 +2389,12 @@ EventContractSeriesInstance = Union[
 ]
 
 
-class OptionsSeriesInstance(Struct, omit_defaults=True):
-    """
-    A specific option from a series.
-    """
-
-    expiration: datetime
-    put_or_call: PutOrCall
-    strike: Decimal
-
-    # below is a constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        expiration: datetime,
-        put_or_call: PutOrCall,
-        strike: Decimal,
-    ):
-        return cls(
-            expiration,
-            put_or_call,
-            strike,
-        )
-
-    def __str__(self) -> str:
-        return f"OptionsSeriesInstance(expiration={self.expiration},put_or_call={self.put_or_call},strike={self.strike})"
-
-
 class AccountWithPermissions(Struct, omit_defaults=True):
     account: Account
     permissions: AccountPermissions
     trader: UserId
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2545,7 +2417,7 @@ class SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndExecutionInfo1(
 ):
     snapshot: Dict[str, SnapshotOrUpdateForStringAndExecutionInfo]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2567,7 +2439,7 @@ class SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndExecutionInfo2(
 ):
     updates: List[Update3]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2587,35 +2459,12 @@ SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndExecutionInfo = Union[
 ]
 
 
-class Option(Struct, omit_defaults=True):
-    instance: OptionsSeriesInstance
-    product_type: Literal["Option"]
-    series: str
-
-    # below is a constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        instance: OptionsSeriesInstance,
-        product_type: Literal["Option"],
-        series: str,
-    ):
-        return cls(
-            instance,
-            product_type,
-            series,
-        )
-
-    def __str__(self) -> str:
-        return f"Option(instance={self.instance},product_type={self.product_type},series={self.series})"
-
-
 class EventContract(Struct, omit_defaults=True):
     instance: EventContractSeriesInstance
     product_type: Literal["EventContract"]
     series: str
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2653,7 +2502,7 @@ class ProductInfo(Struct, omit_defaults=True):
     price_display_format: Optional[PriceDisplayFormat] = None
     primary_venue: Optional[str] = None
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2674,7 +2523,7 @@ class ProductInfo(Struct, omit_defaults=True):
 class SnapshotOrUpdateForStringAndProductInfo1(Struct, omit_defaults=True):
     snapshot: Dict[str, ProductInfo]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
@@ -2694,7 +2543,7 @@ Update2 = List[Union[str, Optional[ProductInfo]]]
 class SnapshotOrUpdateForStringAndProductInfo2(Struct, omit_defaults=True):
     updates: List[Update2]
 
-    # below is a constructor that takes all field titles as arguments for convenience
+    # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,