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qfixdpl/quickfix/gen/enum/enums.generated.go
2026-03-09 15:35:32 -03:00

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// Code generated by quickfix. DO NOT EDIT.
package enum
// AccountType field enumeration values.
type AccountType string
const (
AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS AccountType = "1"
AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS AccountType = "2"
AccountType_HOUSE_TRADER AccountType = "3"
AccountType_FLOOR_TRADER AccountType = "4"
AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED AccountType = "6"
AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED AccountType = "7"
AccountType_JOINT_BACKOFFICE_ACCOUNT AccountType = "8"
)
// AcctIDSource field enumeration values.
type AcctIDSource string
const (
AcctIDSource_BIC AcctIDSource = "1"
AcctIDSource_SID_CODE AcctIDSource = "2"
AcctIDSource_TFM AcctIDSource = "3"
AcctIDSource_OMGEO AcctIDSource = "4"
AcctIDSource_DTCC_CODE AcctIDSource = "5"
AcctIDSource_OTHER AcctIDSource = "99"
)
// Adjustment field enumeration values.
type Adjustment string
const (
Adjustment_CANCEL Adjustment = "1"
Adjustment_ERROR Adjustment = "2"
Adjustment_CORRECTION Adjustment = "3"
)
// AdjustmentType field enumeration values.
type AdjustmentType string
const (
AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION AdjustmentType = "0"
AdjustmentType_DELTA_PLUS AdjustmentType = "1"
AdjustmentType_DELTA_MINUS AdjustmentType = "2"
AdjustmentType_FINAL AdjustmentType = "3"
)
// AdvSide field enumeration values.
type AdvSide string
const (
AdvSide_BUY AdvSide = "B"
AdvSide_SELL AdvSide = "S"
AdvSide_TRADE AdvSide = "T"
AdvSide_CROSS AdvSide = "X"
)
// AdvTransType field enumeration values.
type AdvTransType string
const (
AdvTransType_CANCEL AdvTransType = "C"
AdvTransType_NEW AdvTransType = "N"
AdvTransType_REPLACE AdvTransType = "R"
)
// AffirmStatus field enumeration values.
type AffirmStatus string
const (
AffirmStatus_RECEIVED AffirmStatus = "1"
AffirmStatus_CONFIRM_REJECTED AffirmStatus = "2"
AffirmStatus_AFFIRMED AffirmStatus = "3"
)
// AggregatedBook field enumeration values.
type AggregatedBook string
const (
AggregatedBook_NO AggregatedBook = "N"
AggregatedBook_YES AggregatedBook = "Y"
)
// AggressorIndicator field enumeration values.
type AggressorIndicator string
const (
AggressorIndicator_NO AggressorIndicator = "N"
AggressorIndicator_YES AggressorIndicator = "Y"
)
// AllocAccountType field enumeration values.
type AllocAccountType string
const (
AllocAccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS AllocAccountType = "1"
AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS AllocAccountType = "2"
AllocAccountType_HOUSE_TRADER AllocAccountType = "3"
AllocAccountType_FLOOR_TRADER AllocAccountType = "4"
AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED AllocAccountType = "6"
AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED AllocAccountType = "7"
AllocAccountType_JOINT_BACKOFFICE_ACCOUNT AllocAccountType = "8"
)
// AllocCancReplaceReason field enumeration values.
type AllocCancReplaceReason string
const (
AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT AllocCancReplaceReason = "1"
AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS AllocCancReplaceReason = "2"
AllocCancReplaceReason_OTHER AllocCancReplaceReason = "99"
)
// AllocHandlInst field enumeration values.
type AllocHandlInst string
const (
AllocHandlInst_MATCH AllocHandlInst = "1"
AllocHandlInst_FORWARD AllocHandlInst = "2"
AllocHandlInst_FORWARD_AND_MATCH AllocHandlInst = "3"
)
// AllocIntermedReqType field enumeration values.
type AllocIntermedReqType string
const (
AllocIntermedReqType_PENDING_ACCEPT AllocIntermedReqType = "1"
AllocIntermedReqType_PENDING_RELEASE AllocIntermedReqType = "2"
AllocIntermedReqType_PENDING_REVERSAL AllocIntermedReqType = "3"
AllocIntermedReqType_ACCEPT AllocIntermedReqType = "4"
AllocIntermedReqType_BLOCK_LEVEL_REJECT AllocIntermedReqType = "5"
AllocIntermedReqType_ACCOUNT_LEVEL_REJECT AllocIntermedReqType = "6"
)
// AllocLinkType field enumeration values.
type AllocLinkType string
const (
AllocLinkType_F_X_NETTING AllocLinkType = "0"
AllocLinkType_F_X_SWAP AllocLinkType = "1"
)
// AllocMethod field enumeration values.
type AllocMethod string
const (
AllocMethod_AUTOMATIC AllocMethod = "1"
AllocMethod_GUARANTOR AllocMethod = "2"
AllocMethod_MANUAL AllocMethod = "3"
)
// AllocNoOrdersType field enumeration values.
type AllocNoOrdersType string
const (
AllocNoOrdersType_NOT_SPECIFIED AllocNoOrdersType = "0"
AllocNoOrdersType_EXPLICIT_LIST_PROVIDED AllocNoOrdersType = "1"
)
// AllocPositionEffect field enumeration values.
type AllocPositionEffect string
const (
AllocPositionEffect_CLOSE AllocPositionEffect = "C"
AllocPositionEffect_FIFO AllocPositionEffect = "F"
AllocPositionEffect_OPEN AllocPositionEffect = "O"
AllocPositionEffect_ROLLED AllocPositionEffect = "R"
)
// AllocRejCode field enumeration values.
type AllocRejCode string
const (
AllocRejCode_UNKNOWN_ACCOUNT AllocRejCode = "0"
AllocRejCode_INCORRECT_QUANTITY AllocRejCode = "1"
AllocRejCode_UNKNOWN_OR_STALE_EXEC_ID AllocRejCode = "10"
AllocRejCode_MISMATCHED_DATA_VALUE AllocRejCode = "11"
AllocRejCode_UNKNOWN_CLORDID AllocRejCode = "12"
AllocRejCode_WAREHOUSE_REQUEST_REJECTED AllocRejCode = "13"
AllocRejCode_INCORRECT_AVERAGE_PRICE AllocRejCode = "2"
AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC AllocRejCode = "3"
AllocRejCode_COMMISSION_DIFFERENCE AllocRejCode = "4"
AllocRejCode_UNKNOWN_ORDERID AllocRejCode = "5"
AllocRejCode_UNKNOWN_LISTID AllocRejCode = "6"
AllocRejCode_OTHER AllocRejCode = "7"
AllocRejCode_INCORRECT_ALLOCATED_QUANTITY AllocRejCode = "8"
AllocRejCode_CALCULATION_DIFFERENCE AllocRejCode = "9"
)
// AllocReportType field enumeration values.
type AllocReportType string
const (
AllocReportType_REJECT AllocReportType = "10"
AllocReportType_ACCEPT_PENDING AllocReportType = "11"
AllocReportType_COMPLETE AllocReportType = "12"
AllocReportType_REVERSE_PENDING AllocReportType = "14"
AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY AllocReportType = "2"
AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY AllocReportType = "3"
AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY AllocReportType = "4"
AllocReportType_WAREHOUSE_RECAP AllocReportType = "5"
AllocReportType_REQUEST_TO_INTERMEDIARY AllocReportType = "8"
AllocReportType_ACCEPT AllocReportType = "9"
)
// AllocSettlInstType field enumeration values.
type AllocSettlInstType string
const (
AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS AllocSettlInstType = "0"
AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED AllocSettlInstType = "1"
AllocSettlInstType_FULL_DETAILS_PROVIDED AllocSettlInstType = "2"
AllocSettlInstType_SSI_DB_IDS_PROVIDED AllocSettlInstType = "3"
AllocSettlInstType_PHONE_FOR_INSTRUCTIONS AllocSettlInstType = "4"
)
// AllocStatus field enumeration values.
type AllocStatus string
const (
AllocStatus_ACCEPTED AllocStatus = "0"
AllocStatus_BLOCK_LEVEL_REJECT AllocStatus = "1"
AllocStatus_ACCOUNT_LEVEL_REJECT AllocStatus = "2"
AllocStatus_RECEIVED AllocStatus = "3"
AllocStatus_INCOMPLETE AllocStatus = "4"
AllocStatus_REJECTED_BY_INTERMEDIARY AllocStatus = "5"
AllocStatus_ALLOCATION_PENDING AllocStatus = "6"
AllocStatus_REVERSED AllocStatus = "7"
)
// AllocTransType field enumeration values.
type AllocTransType string
const (
AllocTransType_NEW AllocTransType = "0"
AllocTransType_REPLACE AllocTransType = "1"
AllocTransType_CANCEL AllocTransType = "2"
AllocTransType_PRELIMINARY AllocTransType = "3"
AllocTransType_CALCULATED AllocTransType = "4"
AllocTransType_CALCULATED_WITHOUT_PRELIMINARY AllocTransType = "5"
AllocTransType_REVERSAL AllocTransType = "6"
)
// AllocType field enumeration values.
type AllocType string
const (
AllocType_CALCULATED AllocType = "1"
AllocType_REJECT AllocType = "10"
AllocType_ACCEPT_PENDING AllocType = "11"
AllocType_INCOMPLETE_GROUP AllocType = "12"
AllocType_COMPLETE_GROUP AllocType = "13"
AllocType_REVERSAL_PENDING AllocType = "14"
AllocType_PRELIMINARY AllocType = "2"
AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY AllocType = "3"
AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY AllocType = "4"
AllocType_READY_TO_BOOK_SINGLE_ORDER AllocType = "5"
AllocType_BUYSIDE_READY_TO_BOOK AllocType = "6"
AllocType_WAREHOUSE_INSTRUCTION AllocType = "7"
AllocType_REQUEST_TO_INTERMEDIARY AllocType = "8"
AllocType_ACCEPT AllocType = "9"
)
// ApplQueueAction field enumeration values.
type ApplQueueAction string
const (
ApplQueueAction_NO_ACTION_TAKEN ApplQueueAction = "0"
ApplQueueAction_QUEUE_FLUSHED ApplQueueAction = "1"
ApplQueueAction_OVERLAY_LAST ApplQueueAction = "2"
ApplQueueAction_END_SESSION ApplQueueAction = "3"
)
// ApplQueueResolution field enumeration values.
type ApplQueueResolution string
const (
ApplQueueResolution_NO_ACTION_TAKEN ApplQueueResolution = "0"
ApplQueueResolution_QUEUE_FLUSHED ApplQueueResolution = "1"
ApplQueueResolution_OVERLAY_LAST ApplQueueResolution = "2"
ApplQueueResolution_END_SESSION ApplQueueResolution = "3"
)
// ApplReportType field enumeration values.
type ApplReportType string
const (
ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM ApplReportType = "0"
ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM ApplReportType = "1"
ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID ApplReportType = "2"
)
// ApplReqType field enumeration values.
type ApplReqType string
const (
ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS ApplReqType = "0"
ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "1"
ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS ApplReqType = "2"
ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS ApplReqType = "3"
ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "4"
)
// ApplResponseError field enumeration values.
type ApplResponseError string
const (
ApplResponseError_APPLICATION_DOES_NOT_EXIST ApplResponseError = "0"
ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE ApplResponseError = "1"
ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION ApplResponseError = "2"
)
// ApplResponseType field enumeration values.
type ApplResponseType string
const (
ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED ApplResponseType = "0"
ApplResponseType_APPLICATION_DOES_NOT_EXIST ApplResponseType = "1"
ApplResponseType_MESSAGES_NOT_AVAILABLE ApplResponseType = "2"
)
// ApplVerID field enumeration values.
type ApplVerID string
const (
ApplVerID_FIX27 ApplVerID = "0"
ApplVerID_FIX30 ApplVerID = "1"
ApplVerID_FIX40 ApplVerID = "2"
ApplVerID_FIX41 ApplVerID = "3"
ApplVerID_FIX42 ApplVerID = "4"
ApplVerID_FIX43 ApplVerID = "5"
ApplVerID_FIX44 ApplVerID = "6"
ApplVerID_FIX50 ApplVerID = "7"
ApplVerID_FIX50SP1 ApplVerID = "8"
ApplVerID_FIX50SP2 ApplVerID = "9"
)
// AsOfIndicator field enumeration values.
type AsOfIndicator string
const (
AsOfIndicator_FALSE AsOfIndicator = "0"
AsOfIndicator_TRUE AsOfIndicator = "1"
)
// AssignmentMethod field enumeration values.
type AssignmentMethod string
const (
AssignmentMethod_PRORATA AssignmentMethod = "P"
AssignmentMethod_RANDOM AssignmentMethod = "R"
)
// AvgPxIndicator field enumeration values.
type AvgPxIndicator string
const (
AvgPxIndicator_NO_AVERAGE_PRICING AvgPxIndicator = "0"
AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID AvgPxIndicator = "1"
AvgPxIndicator_LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID AvgPxIndicator = "2"
)
// BasisPxType field enumeration values.
type BasisPxType string
const (
BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION BasisPxType = "2"
BasisPxType_CLOSING_PRICE BasisPxType = "3"
BasisPxType_CURRENT_PRICE BasisPxType = "4"
BasisPxType_SQ BasisPxType = "5"
BasisPxType_VWAP_THROUGH_A_DAY BasisPxType = "6"
BasisPxType_VWAP_THROUGH_A_MORNING_SESSION BasisPxType = "7"
BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION BasisPxType = "8"
BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI BasisPxType = "9"
BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI BasisPxType = "A"
BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI BasisPxType = "B"
BasisPxType_STRIKE BasisPxType = "C"
BasisPxType_OPEN BasisPxType = "D"
BasisPxType_OTHERS BasisPxType = "Z"
)
// Benchmark field enumeration values.
type Benchmark string
const (
Benchmark_CURVE Benchmark = "1"
Benchmark_5YR Benchmark = "2"
Benchmark_OLD5 Benchmark = "3"
Benchmark_10YR Benchmark = "4"
Benchmark_OLD10 Benchmark = "5"
Benchmark_30YR Benchmark = "6"
Benchmark_OLD30 Benchmark = "7"
Benchmark_3MOLIBOR Benchmark = "8"
Benchmark_6MOLIBOR Benchmark = "9"
)
// BenchmarkCurveName field enumeration values.
type BenchmarkCurveName string
const (
BenchmarkCurveName_EONIA BenchmarkCurveName = "EONIA"
BenchmarkCurveName_EUREPO BenchmarkCurveName = "EUREPO"
BenchmarkCurveName_EURIBOR BenchmarkCurveName = "Euribor"
BenchmarkCurveName_FUTURESWAP BenchmarkCurveName = "FutureSWAP"
BenchmarkCurveName_LIBID BenchmarkCurveName = "LIBID"
BenchmarkCurveName_LIBOR BenchmarkCurveName = "LIBOR"
BenchmarkCurveName_MUNIAAA BenchmarkCurveName = "MuniAAA"
BenchmarkCurveName_OTHER BenchmarkCurveName = "OTHER"
BenchmarkCurveName_PFANDBRIEFE BenchmarkCurveName = "Pfandbriefe"
BenchmarkCurveName_SONIA BenchmarkCurveName = "SONIA"
BenchmarkCurveName_SWAP BenchmarkCurveName = "SWAP"
BenchmarkCurveName_TREASURY BenchmarkCurveName = "Treasury"
)
// BidDescriptorType field enumeration values.
type BidDescriptorType string
const (
BidDescriptorType_SECTOR BidDescriptorType = "1"
BidDescriptorType_COUNTRY BidDescriptorType = "2"
BidDescriptorType_INDEX BidDescriptorType = "3"
)
// BidRequestTransType field enumeration values.
type BidRequestTransType string
const (
BidRequestTransType_CANCEL BidRequestTransType = "C"
BidRequestTransType_NEW BidRequestTransType = "N"
)
// BidTradeType field enumeration values.
type BidTradeType string
const (
BidTradeType_AGENCY BidTradeType = "A"
BidTradeType_VWAP_GUARANTEE BidTradeType = "G"
BidTradeType_GUARANTEED_CLOSE BidTradeType = "J"
BidTradeType_RISK_TRADE BidTradeType = "R"
)
// BidType field enumeration values.
type BidType string
const (
BidType_NON_DISCLOSED BidType = "1"
BidType_DISCLOSED_STYLE BidType = "2"
BidType_NO_BIDDING_PROCESS BidType = "3"
)
// BookingType field enumeration values.
type BookingType string
const (
BookingType_REGULAR_BOOKING BookingType = "0"
BookingType_CFD BookingType = "1"
BookingType_TOTAL_RETURN_SWAP BookingType = "2"
)
// BookingUnit field enumeration values.
type BookingUnit string
const (
BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT BookingUnit = "0"
BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER BookingUnit = "1"
BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE BookingUnit = "2"
)
// BusinessRejectReason field enumeration values.
type BusinessRejectReason string
const (
BusinessRejectReason_OTHER BusinessRejectReason = "0"
BusinessRejectReason_UNKOWN_ID BusinessRejectReason = "1"
BusinessRejectReason_INVALID_PRICE_INCREMENT BusinessRejectReason = "18"
BusinessRejectReason_UNKNOWN_SECURITY BusinessRejectReason = "2"
BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE BusinessRejectReason = "3"
BusinessRejectReason_APPLICATION_NOT_AVAILABLE BusinessRejectReason = "4"
BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING BusinessRejectReason = "5"
BusinessRejectReason_NOT_AUTHORIZED BusinessRejectReason = "6"
BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME BusinessRejectReason = "7"
)
// CPProgram field enumeration values.
type CPProgram string
const (
CPProgram_3 CPProgram = "1"
CPProgram_4 CPProgram = "2"
CPProgram_OTHER CPProgram = "99"
)
// CancellationRights field enumeration values.
type CancellationRights string
const (
CancellationRights_NO_WAIVER_AGREEMENT CancellationRights = "M"
CancellationRights_NO_EXECUTION_ONLY CancellationRights = "N"
CancellationRights_NO_INSTITUTIONAL CancellationRights = "O"
CancellationRights_YES CancellationRights = "Y"
)
// CashMargin field enumeration values.
type CashMargin string
const (
CashMargin_CASH CashMargin = "1"
CashMargin_MARGIN_OPEN CashMargin = "2"
CashMargin_MARGIN_CLOSE CashMargin = "3"
)
// ClearingFeeIndicator field enumeration values.
type ClearingFeeIndicator string
const (
ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "1"
ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "2"
ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "3"
ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "4"
ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "5"
ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "9"
ClearingFeeIndicator_CBOE_MEMBER ClearingFeeIndicator = "B"
ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER ClearingFeeIndicator = "C"
ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER ClearingFeeIndicator = "E"
ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS ClearingFeeIndicator = "F"
ClearingFeeIndicator_FIRMS_106H_AND_106J ClearingFeeIndicator = "H"
ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS ClearingFeeIndicator = "I"
ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES ClearingFeeIndicator = "L"
ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES ClearingFeeIndicator = "M"
)
// ClearingInstruction field enumeration values.
type ClearingInstruction string
const (
ClearingInstruction_PROCESS_NORMALLY ClearingInstruction = "0"
ClearingInstruction_EXCLUDE_FROM_ALL_NETTING ClearingInstruction = "1"
ClearingInstruction_AUTOMATIC_GIVE_UP_MODE ClearingInstruction = "10"
ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR ClearingInstruction = "11"
ClearingInstruction_CUSTOMER_TRADE ClearingInstruction = "12"
ClearingInstruction_SELF_CLEARING ClearingInstruction = "13"
ClearingInstruction_BILATERAL_NETTING_ONLY ClearingInstruction = "2"
ClearingInstruction_EX_CLEARING ClearingInstruction = "3"
ClearingInstruction_SPECIAL_TRADE ClearingInstruction = "4"
ClearingInstruction_MULTILATERAL_NETTING ClearingInstruction = "5"
ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY ClearingInstruction = "6"
ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY ClearingInstruction = "7"
ClearingInstruction_MANUAL_MODE ClearingInstruction = "8"
ClearingInstruction_AUTOMATIC_POSTING_MODE ClearingInstruction = "9"
)
// CollAction field enumeration values.
type CollAction string
const (
CollAction_RETAIN CollAction = "0"
CollAction_ADD CollAction = "1"
CollAction_REMOVE CollAction = "2"
)
// CollApplType field enumeration values.
type CollApplType string
const (
CollApplType_SPECIFIC_DEPOSIT CollApplType = "0"
CollApplType_GENERAL CollApplType = "1"
)
// CollAsgnReason field enumeration values.
type CollAsgnReason string
const (
CollAsgnReason_INITIAL CollAsgnReason = "0"
CollAsgnReason_SCHEDULED CollAsgnReason = "1"
CollAsgnReason_TIME_WARNING CollAsgnReason = "2"
CollAsgnReason_MARGIN_DEFICIENCY CollAsgnReason = "3"
CollAsgnReason_MARGIN_EXCESS CollAsgnReason = "4"
CollAsgnReason_FORWARD_COLLATERAL_DEMAND CollAsgnReason = "5"
CollAsgnReason_EVENT_OF_DEFAULT CollAsgnReason = "6"
CollAsgnReason_ADVERSE_TAX_EVENT CollAsgnReason = "7"
)
// CollAsgnRejectReason field enumeration values.
type CollAsgnRejectReason string
const (
CollAsgnRejectReason_UNKNOWN_DEAL CollAsgnRejectReason = "0"
CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT CollAsgnRejectReason = "1"
CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION CollAsgnRejectReason = "2"
CollAsgnRejectReason_INSUFFICIENT_COLLATERAL CollAsgnRejectReason = "3"
CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL CollAsgnRejectReason = "4"
CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION CollAsgnRejectReason = "5"
CollAsgnRejectReason_OTHER CollAsgnRejectReason = "99"
)
// CollAsgnRespType field enumeration values.
type CollAsgnRespType string
const (
CollAsgnRespType_RECEIVED CollAsgnRespType = "0"
CollAsgnRespType_ACCEPTED CollAsgnRespType = "1"
CollAsgnRespType_DECLINED CollAsgnRespType = "2"
CollAsgnRespType_REJECTED CollAsgnRespType = "3"
)
// CollAsgnTransType field enumeration values.
type CollAsgnTransType string
const (
CollAsgnTransType_NEW CollAsgnTransType = "0"
CollAsgnTransType_REPLACE CollAsgnTransType = "1"
CollAsgnTransType_CANCEL CollAsgnTransType = "2"
CollAsgnTransType_RELEASE CollAsgnTransType = "3"
CollAsgnTransType_REVERSE CollAsgnTransType = "4"
)
// CollInquiryQualifier field enumeration values.
type CollInquiryQualifier string
const (
CollInquiryQualifier_TRADEDATE CollInquiryQualifier = "0"
CollInquiryQualifier_GC_INSTRUMENT CollInquiryQualifier = "1"
CollInquiryQualifier_COLLATERALINSTRUMENT CollInquiryQualifier = "2"
CollInquiryQualifier_SUBSTITUTION_ELIGIBLE CollInquiryQualifier = "3"
CollInquiryQualifier_NOT_ASSIGNED CollInquiryQualifier = "4"
CollInquiryQualifier_PARTIALLY_ASSIGNED CollInquiryQualifier = "5"
CollInquiryQualifier_FULLY_ASSIGNED CollInquiryQualifier = "6"
CollInquiryQualifier_OUTSTANDING_TRADES CollInquiryQualifier = "7"
)
// CollInquiryResult field enumeration values.
type CollInquiryResult string
const (
CollInquiryResult_SUCCESSFUL CollInquiryResult = "0"
CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT CollInquiryResult = "1"
CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE CollInquiryResult = "2"
CollInquiryResult_INVALID_PARTIES CollInquiryResult = "3"
CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED CollInquiryResult = "4"
CollInquiryResult_INVALID_DESTINATION_REQUESTED CollInquiryResult = "5"
CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED CollInquiryResult = "6"
CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED CollInquiryResult = "7"
CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED CollInquiryResult = "8"
CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY CollInquiryResult = "9"
CollInquiryResult_OTHER CollInquiryResult = "99"
)
// CollInquiryStatus field enumeration values.
type CollInquiryStatus string
const (
CollInquiryStatus_ACCEPTED CollInquiryStatus = "0"
CollInquiryStatus_ACCEPTED_WITH_WARNINGS CollInquiryStatus = "1"
CollInquiryStatus_COMPLETED CollInquiryStatus = "2"
CollInquiryStatus_COMPLETED_WITH_WARNINGS CollInquiryStatus = "3"
CollInquiryStatus_REJECTED CollInquiryStatus = "4"
)
// CollStatus field enumeration values.
type CollStatus string
const (
CollStatus_UNASSIGNED CollStatus = "0"
CollStatus_PARTIALLY_ASSIGNED CollStatus = "1"
CollStatus_ASSIGNMENT_PROPOSED CollStatus = "2"
CollStatus_ASSIGNED CollStatus = "3"
CollStatus_CHALLENGED CollStatus = "4"
)
// CommType field enumeration values.
type CommType string
const (
CommType_PER_UNIT CommType = "1"
CommType_PERCENTAGE CommType = "2"
CommType_ABSOLUTE CommType = "3"
CommType_PERCENTAGE_WAIVED_CASH_DISCOUNT CommType = "4"
CommType_PERCENTAGE_WAIVED_ENHANCED_UNITS CommType = "5"
CommType_POINTS_PER_BOND_OR_OR_CONTRACT CommType = "6"
)
// ConfirmRejReason field enumeration values.
type ConfirmRejReason string
const (
ConfirmRejReason_MISMATCHED_ACCOUNT ConfirmRejReason = "1"
ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS ConfirmRejReason = "2"
ConfirmRejReason_OTHER ConfirmRejReason = "99"
)
// ConfirmStatus field enumeration values.
type ConfirmStatus string
const (
ConfirmStatus_RECEIVED ConfirmStatus = "1"
ConfirmStatus_MISMATCHED_ACCOUNT ConfirmStatus = "2"
ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS ConfirmStatus = "3"
ConfirmStatus_CONFIRMED ConfirmStatus = "4"
ConfirmStatus_REQUEST_REJECTED ConfirmStatus = "5"
)
// ConfirmTransType field enumeration values.
type ConfirmTransType string
const (
ConfirmTransType_NEW ConfirmTransType = "0"
ConfirmTransType_REPLACE ConfirmTransType = "1"
ConfirmTransType_CANCEL ConfirmTransType = "2"
)
// ConfirmType field enumeration values.
type ConfirmType string
const (
ConfirmType_STATUS ConfirmType = "1"
ConfirmType_CONFIRMATION ConfirmType = "2"
ConfirmType_CONFIRMATION_REQUEST_REJECTED ConfirmType = "3"
)
// ContAmtType field enumeration values.
type ContAmtType string
const (
ContAmtType_COMMISSION_AMOUNT ContAmtType = "1"
ContAmtType_EXIT_CHARGE_PERCENT ContAmtType = "10"
ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT ContAmtType = "11"
ContAmtType_PROJECTED_FUND_VALUE ContAmtType = "12"
ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 ContAmtType = "13"
ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 ContAmtType = "14"
ContAmtType_NET_SETTLEMENT_AMOUNT ContAmtType = "15"
ContAmtType_COMMISSION_PERCENT ContAmtType = "2"
ContAmtType_INITIAL_CHARGE_AMOUNT ContAmtType = "3"
ContAmtType_INITIAL_CHARGE_PERCENT ContAmtType = "4"
ContAmtType_DISCOUNT_AMOUNT ContAmtType = "5"
ContAmtType_DISCOUNT_PERCENT ContAmtType = "6"
ContAmtType_DILUTION_LEVY_AMOUNT ContAmtType = "7"
ContAmtType_DILUTION_LEVY_PERCENT ContAmtType = "8"
ContAmtType_EXIT_CHARGE_AMOUNT ContAmtType = "9"
)
// ContingencyType field enumeration values.
type ContingencyType string
const (
ContingencyType_ONE_CANCELS_THE_OTHER ContingencyType = "1"
ContingencyType_ONE_TRIGGERS_THE_OTHER ContingencyType = "2"
ContingencyType_ONE_UPDATES_THE_OTHER_3 ContingencyType = "3"
ContingencyType_ONE_UPDATES_THE_OTHER_4 ContingencyType = "4"
)
// CorporateAction field enumeration values.
type CorporateAction string
const (
CorporateAction_EX_DIVIDEND CorporateAction = "A"
CorporateAction_EX_DISTRIBUTION CorporateAction = "B"
CorporateAction_EX_RIGHTS CorporateAction = "C"
CorporateAction_NEW CorporateAction = "D"
CorporateAction_EX_INTEREST CorporateAction = "E"
CorporateAction_CASH_DIVIDEND CorporateAction = "F"
CorporateAction_STOCK_DIVIDEND CorporateAction = "G"
CorporateAction_NON_INTEGER_STOCK_SPLIT CorporateAction = "H"
CorporateAction_REVERSE_STOCK_SPLIT CorporateAction = "I"
CorporateAction_STANDARD_INTEGER_STOCK_SPLIT CorporateAction = "J"
CorporateAction_POSITION_CONSOLIDATION CorporateAction = "K"
CorporateAction_LIQUIDATION_REORGANIZATION CorporateAction = "L"
CorporateAction_MERGER_REORGANIZATION CorporateAction = "M"
CorporateAction_RIGHTS_OFFERING CorporateAction = "N"
CorporateAction_SHAREHOLDER_MEETING CorporateAction = "O"
CorporateAction_SPINOFF CorporateAction = "P"
CorporateAction_TENDER_OFFER CorporateAction = "Q"
CorporateAction_WARRANT CorporateAction = "R"
CorporateAction_SPECIAL_ACTION CorporateAction = "S"
CorporateAction_SYMBOL_CONVERSION CorporateAction = "T"
CorporateAction_CUSIP CorporateAction = "U"
CorporateAction_LEAP_ROLLOVER CorporateAction = "V"
CorporateAction_SUCCESSION_EVENT CorporateAction = "W"
)
// CoveredOrUncovered field enumeration values.
type CoveredOrUncovered string
const (
CoveredOrUncovered_COVERED CoveredOrUncovered = "0"
CoveredOrUncovered_UNCOVERED CoveredOrUncovered = "1"
)
// CrossPrioritization field enumeration values.
type CrossPrioritization string
const (
CrossPrioritization_NONE CrossPrioritization = "0"
CrossPrioritization_BUY_SIDE_IS_PRIORITIZED CrossPrioritization = "1"
CrossPrioritization_SELL_SIDE_IS_PRIORITIZED CrossPrioritization = "2"
)
// CrossType field enumeration values.
type CrossType string
const (
CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT CrossType = "1"
CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED CrossType = "2"
CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE CrossType = "3"
CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE CrossType = "4"
)
// CustOrderCapacity field enumeration values.
type CustOrderCapacity string
const (
CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT CustOrderCapacity = "1"
CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT CustOrderCapacity = "2"
CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER CustOrderCapacity = "3"
CustOrderCapacity_ALL_OTHER CustOrderCapacity = "4"
)
// CustOrderHandlingInst field enumeration values.
type CustOrderHandlingInst string
const (
CustOrderHandlingInst_ADD_ON_ORDER CustOrderHandlingInst = "ADD"
CustOrderHandlingInst_ALL_OR_NONE CustOrderHandlingInst = "AON"
CustOrderHandlingInst_CASH_NOT_HELD CustOrderHandlingInst = "CNH"
CustOrderHandlingInst_DIRECTED_ORDER CustOrderHandlingInst = "DIR"
CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION CustOrderHandlingInst = "E.W"
CustOrderHandlingInst_FILL_OR_KILL CustOrderHandlingInst = "FOK"
CustOrderHandlingInst_IMBALANCE_ONLY CustOrderHandlingInst = "IO"
CustOrderHandlingInst_IMMEDIATE_OR_CANCEL CustOrderHandlingInst = "IOC"
CustOrderHandlingInst_LIMIT_ON_CLOSE CustOrderHandlingInst = "LOC"
CustOrderHandlingInst_LIMIT_ON_OPEN CustOrderHandlingInst = "LOO"
CustOrderHandlingInst_MARKET_AT_CLOSE CustOrderHandlingInst = "MAC"
CustOrderHandlingInst_MARKET_AT_OPEN CustOrderHandlingInst = "MAO"
CustOrderHandlingInst_MARKET_ON_CLOSE CustOrderHandlingInst = "MOC"
CustOrderHandlingInst_MARKET_ON_OPEN CustOrderHandlingInst = "MOO"
CustOrderHandlingInst_MINIMUM_QUANTITY CustOrderHandlingInst = "MQT"
CustOrderHandlingInst_NOT_HELD CustOrderHandlingInst = "NH"
CustOrderHandlingInst_OVER_THE_DAY CustOrderHandlingInst = "OVD"
CustOrderHandlingInst_PEGGED CustOrderHandlingInst = "PEG"
CustOrderHandlingInst_RESERVE_SIZE_ORDER CustOrderHandlingInst = "RSV"
CustOrderHandlingInst_STOP_STOCK_TRANSACTION CustOrderHandlingInst = "S.W"
CustOrderHandlingInst_SCALE CustOrderHandlingInst = "SCL"
CustOrderHandlingInst_TIME_ORDER CustOrderHandlingInst = "TMO"
CustOrderHandlingInst_TRAILING_STOP CustOrderHandlingInst = "TS"
CustOrderHandlingInst_WORK CustOrderHandlingInst = "WRK"
)
// CustomerOrFirm field enumeration values.
type CustomerOrFirm string
const (
CustomerOrFirm_CUSTOMER CustomerOrFirm = "0"
CustomerOrFirm_FIRM CustomerOrFirm = "1"
)
// CxlRejReason field enumeration values.
type CxlRejReason string
const (
CxlRejReason_TOO_LATE_TO_CANCEL CxlRejReason = "0"
CxlRejReason_UNKNOWN_ORDER CxlRejReason = "1"
CxlRejReason_INVALID_PRICE_INCREMENT CxlRejReason = "18"
CxlRejReason_BROKER_EXCHANGE_OPTION CxlRejReason = "2"
CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS CxlRejReason = "3"
CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST CxlRejReason = "4"
CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER CxlRejReason = "5"
CxlRejReason_DUPLICATE_CLORDID_RECEIVED CxlRejReason = "6"
CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE CxlRejReason = "7"
CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND CxlRejReason = "8"
CxlRejReason_OTHER CxlRejReason = "99"
)
// CxlRejResponseTo field enumeration values.
type CxlRejResponseTo string
const (
CxlRejResponseTo_ORDER_CANCEL_REQUEST CxlRejResponseTo = "1"
CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST CxlRejResponseTo = "2"
)
// CxlType field enumeration values.
type CxlType string
const (
CxlType_FULL_REMAINING_QUANTITY CxlType = "F"
CxlType_PARTIAL_CANCEL CxlType = "P"
)
// DKReason field enumeration values.
type DKReason string
const (
DKReason_UNKNOWN_SYMBOL DKReason = "A"
DKReason_WRONG_SIDE DKReason = "B"
DKReason_QUANTITY_EXCEEDS_ORDER DKReason = "C"
DKReason_NO_MATCHING_ORDER DKReason = "D"
DKReason_PRICE_EXCEEDS_LIMIT DKReason = "E"
DKReason_CALCULATION_DIFFERENCE DKReason = "F"
DKReason_OTHER DKReason = "Z"
)
// DayBookingInst field enumeration values.
type DayBookingInst string
const (
DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR DayBookingInst = "0"
DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING DayBookingInst = "1"
DayBookingInst_ACCUMULATE DayBookingInst = "2"
)
// DeleteReason field enumeration values.
type DeleteReason string
const (
DeleteReason_CANCELATION_TRADE_BUST DeleteReason = "0"
DeleteReason_ERROR DeleteReason = "1"
)
// DeliveryForm field enumeration values.
type DeliveryForm string
const (
DeliveryForm_BOOKENTRY DeliveryForm = "1"
DeliveryForm_BEARER DeliveryForm = "2"
)
// DeliveryType field enumeration values.
type DeliveryType string
const (
DeliveryType_VERSUS_PAYMENT DeliveryType = "0"
DeliveryType_FREE DeliveryType = "1"
DeliveryType_TRI_PARTY DeliveryType = "2"
DeliveryType_HOLD_IN_CUSTODY DeliveryType = "3"
)
// DerivativeSecurityListRequestType field enumeration values.
type DerivativeSecurityListRequestType string
const (
DerivativeSecurityListRequestType_SYMBOL DerivativeSecurityListRequestType = "0"
DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE DerivativeSecurityListRequestType = "1"
DerivativeSecurityListRequestType_PRODUCT DerivativeSecurityListRequestType = "2"
DerivativeSecurityListRequestType_TRADINGSESSIONID DerivativeSecurityListRequestType = "3"
DerivativeSecurityListRequestType_ALL_SECURITIES DerivativeSecurityListRequestType = "4"
DerivativeSecurityListRequestType_UNDELYINGSYMBOL DerivativeSecurityListRequestType = "5"
DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE DerivativeSecurityListRequestType = "6"
DerivativeSecurityListRequestType_UNDERLYING_PRODUCT DerivativeSecurityListRequestType = "7"
DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID DerivativeSecurityListRequestType = "8"
)
// DeskOrderHandlingInst field enumeration values.
type DeskOrderHandlingInst string
const (
DeskOrderHandlingInst_ADD_ON_ORDER DeskOrderHandlingInst = "ADD"
DeskOrderHandlingInst_ALL_OR_NONE DeskOrderHandlingInst = "AON"
DeskOrderHandlingInst_CASH_NOT_HELD DeskOrderHandlingInst = "CNH"
DeskOrderHandlingInst_DIRECTED_ORDER DeskOrderHandlingInst = "DIR"
DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION DeskOrderHandlingInst = "E.W"
DeskOrderHandlingInst_FILL_OR_KILL DeskOrderHandlingInst = "FOK"
DeskOrderHandlingInst_IMBALANCE_ONLY DeskOrderHandlingInst = "IO"
DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL DeskOrderHandlingInst = "IOC"
DeskOrderHandlingInst_LIMIT_ON_CLOSE DeskOrderHandlingInst = "LOC"
DeskOrderHandlingInst_LIMIT_ON_OPEN DeskOrderHandlingInst = "LOO"
DeskOrderHandlingInst_MARKET_AT_CLOSE DeskOrderHandlingInst = "MAC"
DeskOrderHandlingInst_MARKET_AT_OPEN DeskOrderHandlingInst = "MAO"
DeskOrderHandlingInst_MARKET_ON_CLOSE DeskOrderHandlingInst = "MOC"
DeskOrderHandlingInst_MARKET_ON_OPEN DeskOrderHandlingInst = "MOO"
DeskOrderHandlingInst_MINIMUM_QUANTITY DeskOrderHandlingInst = "MQT"
DeskOrderHandlingInst_NOT_HELD DeskOrderHandlingInst = "NH"
DeskOrderHandlingInst_OVER_THE_DAY DeskOrderHandlingInst = "OVD"
DeskOrderHandlingInst_PEGGED DeskOrderHandlingInst = "PEG"
DeskOrderHandlingInst_RESERVE_SIZE_ORDER DeskOrderHandlingInst = "RSV"
DeskOrderHandlingInst_STOP_STOCK_TRANSACTION DeskOrderHandlingInst = "S.W"
DeskOrderHandlingInst_SCALE DeskOrderHandlingInst = "SCL"
DeskOrderHandlingInst_TIME_ORDER DeskOrderHandlingInst = "TMO"
DeskOrderHandlingInst_TRAILING_STOP DeskOrderHandlingInst = "TS"
DeskOrderHandlingInst_WORK DeskOrderHandlingInst = "WRK"
)
// DeskType field enumeration values.
type DeskType string
const (
DeskType_AGENCY DeskType = "A"
DeskType_ARBITRAGE DeskType = "AR"
DeskType_DERIVATIVES DeskType = "D"
DeskType_INTERNATIONAL DeskType = "IN"
DeskType_INSTITUTIONAL DeskType = "IS"
DeskType_OTHER DeskType = "O"
DeskType_PREFERRED_TRADING DeskType = "PF"
DeskType_PROPRIETARY DeskType = "PR"
DeskType_PROGRAM_TRADING DeskType = "PT"
DeskType_SALES DeskType = "S"
DeskType_TRADING DeskType = "T"
)
// DeskTypeSource field enumeration values.
type DeskTypeSource string
const (
DeskTypeSource_NASD_OATS DeskTypeSource = "1"
)
// DiscretionInst field enumeration values.
type DiscretionInst string
const (
DiscretionInst_RELATED_TO_DISPLAYED_PRICE DiscretionInst = "0"
DiscretionInst_RELATED_TO_MARKET_PRICE DiscretionInst = "1"
DiscretionInst_RELATED_TO_PRIMARY_PRICE DiscretionInst = "2"
DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE DiscretionInst = "3"
DiscretionInst_RELATED_TO_MIDPOINT_PRICE DiscretionInst = "4"
DiscretionInst_RELATED_TO_LAST_TRADE_PRICE DiscretionInst = "5"
DiscretionInst_RELATED_TO_VWAP DiscretionInst = "6"
DiscretionInst_AVERAGE_PRICE_GUARANTEE DiscretionInst = "7"
)
// DiscretionLimitType field enumeration values.
type DiscretionLimitType string
const (
DiscretionLimitType_OR_BETTER DiscretionLimitType = "0"
DiscretionLimitType_STRICT DiscretionLimitType = "1"
DiscretionLimitType_OR_WORSE DiscretionLimitType = "2"
)
// DiscretionMoveType field enumeration values.
type DiscretionMoveType string
const (
DiscretionMoveType_FLOATING DiscretionMoveType = "0"
DiscretionMoveType_FIXED DiscretionMoveType = "1"
)
// DiscretionOffsetType field enumeration values.
type DiscretionOffsetType string
const (
DiscretionOffsetType_PRICE DiscretionOffsetType = "0"
DiscretionOffsetType_BASIS_POINTS DiscretionOffsetType = "1"
DiscretionOffsetType_TICKS DiscretionOffsetType = "2"
DiscretionOffsetType_PRICE_TIER_LEVEL DiscretionOffsetType = "3"
)
// DiscretionRoundDirection field enumeration values.
type DiscretionRoundDirection string
const (
DiscretionRoundDirection_MORE_AGGRESSIVE DiscretionRoundDirection = "1"
DiscretionRoundDirection_MORE_PASSIVE DiscretionRoundDirection = "2"
)
// DiscretionScope field enumeration values.
type DiscretionScope string
const (
DiscretionScope_LOCAL DiscretionScope = "1"
DiscretionScope_NATIONAL DiscretionScope = "2"
DiscretionScope_GLOBAL DiscretionScope = "3"
DiscretionScope_NATIONAL_EXCLUDING_LOCAL DiscretionScope = "4"
)
// DisplayMethod field enumeration values.
type DisplayMethod string
const (
DisplayMethod_INITIAL DisplayMethod = "1"
DisplayMethod_NEW DisplayMethod = "2"
DisplayMethod_RANDOM DisplayMethod = "3"
)
// DisplayWhen field enumeration values.
type DisplayWhen string
const (
DisplayWhen_IMMEDIATE DisplayWhen = "1"
DisplayWhen_EXHAUST DisplayWhen = "2"
)
// DistribPaymentMethod field enumeration values.
type DistribPaymentMethod string
const (
DistribPaymentMethod_CREST DistribPaymentMethod = "1"
DistribPaymentMethod_BPAY DistribPaymentMethod = "10"
DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS DistribPaymentMethod = "11"
DistribPaymentMethod_REINVEST_IN_FUND DistribPaymentMethod = "12"
DistribPaymentMethod_NSCC DistribPaymentMethod = "2"
DistribPaymentMethod_EUROCLEAR DistribPaymentMethod = "3"
DistribPaymentMethod_CLEARSTREAM DistribPaymentMethod = "4"
DistribPaymentMethod_CHEQUE DistribPaymentMethod = "5"
DistribPaymentMethod_TELEGRAPHIC_TRANSFER DistribPaymentMethod = "6"
DistribPaymentMethod_FEDWIRE DistribPaymentMethod = "7"
DistribPaymentMethod_DIRECT_CREDIT DistribPaymentMethod = "8"
DistribPaymentMethod_ACH_CREDIT DistribPaymentMethod = "9"
)
// DlvyInstType field enumeration values.
type DlvyInstType string
const (
DlvyInstType_CASH DlvyInstType = "C"
DlvyInstType_SECURITIES DlvyInstType = "S"
)
// DueToRelated field enumeration values.
type DueToRelated string
const (
DueToRelated_NO DueToRelated = "N"
DueToRelated_YES DueToRelated = "Y"
)
// EmailType field enumeration values.
type EmailType string
const (
EmailType_NEW EmailType = "0"
EmailType_REPLY EmailType = "1"
EmailType_ADMIN_REPLY EmailType = "2"
)
// EncryptMethod field enumeration values.
type EncryptMethod string
const (
EncryptMethod_NONE_OTHER EncryptMethod = "0"
EncryptMethod_PKCS EncryptMethod = "1"
EncryptMethod_DES EncryptMethod = "2"
EncryptMethod_PKCS_DES EncryptMethod = "3"
EncryptMethod_PGP_DES EncryptMethod = "4"
EncryptMethod_PGP_DES_MD5 EncryptMethod = "5"
EncryptMethod_PEM_DES_MD5 EncryptMethod = "6"
)
// EventType field enumeration values.
type EventType string
const (
EventType_PUT EventType = "1"
EventType_SWAP_ROLL_DATE EventType = "10"
EventType_SWAP_NEXT_START_DATE EventType = "11"
EventType_SWAP_NEXT_ROLL_DATE EventType = "12"
EventType_FIRST_DELIVERY_DATE EventType = "13"
EventType_LAST_DELIVERY_DATE EventType = "14"
EventType_INITIAL_INVENTORY_DUE_DATE EventType = "15"
EventType_FINAL_INVENTORY_DUE_DATE EventType = "16"
EventType_FIRST_INTENT_DATE EventType = "17"
EventType_LAST_INTENT_DATE EventType = "18"
EventType_POSITION_REMOVAL_DATE EventType = "19"
EventType_CALL EventType = "2"
EventType_TENDER EventType = "3"
EventType_SINKING_FUND_CALL EventType = "4"
EventType_ACTIVATION EventType = "5"
EventType_INACTIVIATION EventType = "6"
EventType_LAST_ELIGIBLE_TRADE_DATE EventType = "7"
EventType_SWAP_START_DATE EventType = "8"
EventType_SWAP_END_DATE EventType = "9"
EventType_OTHER EventType = "99"
)
// ExDestination field enumeration values.
type ExDestination string
const (
ExDestination_NONE ExDestination = "0"
ExDestination_POSIT ExDestination = "4"
)
// ExDestinationIDSource field enumeration values.
type ExDestinationIDSource string
const (
ExDestinationIDSource_BIC ExDestinationIDSource = "B"
ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER ExDestinationIDSource = "C"
ExDestinationIDSource_PROPRIETARY ExDestinationIDSource = "D"
ExDestinationIDSource_ISO_COUNTRY_CODE ExDestinationIDSource = "E"
ExDestinationIDSource_MIC ExDestinationIDSource = "G"
)
// ExchangeForPhysical field enumeration values.
type ExchangeForPhysical string
const (
ExchangeForPhysical_NO ExchangeForPhysical = "N"
ExchangeForPhysical_YES ExchangeForPhysical = "Y"
)
// ExecAckStatus field enumeration values.
type ExecAckStatus string
const (
ExecAckStatus_RECEIVED_NOT_YET_PROCESSED ExecAckStatus = "0"
ExecAckStatus_ACCEPTED ExecAckStatus = "1"
ExecAckStatus_REJECTED ExecAckStatus = "2"
)
// ExecInst field enumeration values.
type ExecInst string
const (
ExecInst_STAY_ON_OFFERSIDE ExecInst = "0"
ExecInst_NOT_HELD ExecInst = "1"
ExecInst_WORK ExecInst = "2"
ExecInst_GO_ALONG ExecInst = "3"
ExecInst_OVER_THE_DAY ExecInst = "4"
ExecInst_HELD ExecInst = "5"
ExecInst_PARTICIPATE_DONT_INITIATE ExecInst = "6"
ExecInst_STRICT_SCALE ExecInst = "7"
ExecInst_TRY_TO_SCALE ExecInst = "8"
ExecInst_STAY_ON_BIDSIDE ExecInst = "9"
ExecInst_NO_CROSS ExecInst = "A"
ExecInst_OK_TO_CROSS ExecInst = "B"
ExecInst_CALL_FIRST ExecInst = "C"
ExecInst_PERCENT_OF_VOLUME ExecInst = "D"
ExecInst_DO_NOT_INCREASE ExecInst = "E"
ExecInst_DO_NOT_REDUCE ExecInst = "F"
ExecInst_ALL_OR_NONE ExecInst = "G"
ExecInst_REINSTATE_ON_SYSTEM_FAILURE ExecInst = "H"
ExecInst_INSTITUTIONS_ONLY ExecInst = "I"
ExecInst_REINSTATE_ON_TRADING_HALT ExecInst = "J"
ExecInst_CANCEL_ON_TRADING_HALT ExecInst = "K"
ExecInst_LAST_PEG ExecInst = "L"
ExecInst_MID_PRICE ExecInst = "M"
ExecInst_NON_NEGOTIABLE ExecInst = "N"
ExecInst_OPENING_PEG ExecInst = "O"
ExecInst_MARKET_PEG ExecInst = "P"
ExecInst_CANCEL_ON_SYSTEM_FAILURE ExecInst = "Q"
ExecInst_PRIMARY_PEG ExecInst = "R"
ExecInst_SUSPEND ExecInst = "S"
ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER ExecInst = "T"
ExecInst_CUSTOMER_DISPLAY_INSTRUCTION ExecInst = "U"
ExecInst_NETTING ExecInst = "V"
ExecInst_PEG_TO_VWAP ExecInst = "W"
ExecInst_TRADE_ALONG ExecInst = "X"
ExecInst_TRY_TO_STOP ExecInst = "Y"
ExecInst_CANCEL_IF_NOT_BEST ExecInst = "Z"
ExecInst_TRAILING_STOP_PEG ExecInst = "a"
ExecInst_STRICT_LIMIT ExecInst = "b"
ExecInst_IGNORE_PRICE_VALIDITY_CHECKS ExecInst = "c"
ExecInst_PEG_TO_LIMIT_PRICE ExecInst = "d"
ExecInst_WORK_TO_TARGET_STRATEGY ExecInst = "e"
ExecInst_INTERMARKET_SWEEP ExecInst = "f"
ExecInst_EXTERNAL_ROUTING_ALLOWED ExecInst = "g"
ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED ExecInst = "h"
ExecInst_IMBALANCE_ONLY ExecInst = "i"
ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE ExecInst = "j"
ExecInst_BEST_EXECUTION ExecInst = "k"
ExecInst_SUSPEND_ON_SYSTEM_FAILURE ExecInst = "l"
ExecInst_SUSPEND_ON_TRADING_HALT ExecInst = "m"
ExecInst_REINSTATE_ON_CONNECTION_LOSS ExecInst = "n"
ExecInst_CANCEL_ON_CONNECTION_LOSS ExecInst = "o"
ExecInst_SUSPEND_ON_CONNECTION_LOSS ExecInst = "p"
ExecInst_RELEASE_FROM_SUSPENSION ExecInst = "q"
ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED ExecInst = "r"
ExecInst_EXECUTE_AS_DURATION_NEUTRAL ExecInst = "s"
ExecInst_EXECUTE_AS_FX_NEUTRAL ExecInst = "t"
)
// ExecPriceType field enumeration values.
type ExecPriceType string
const (
ExecPriceType_BID_PRICE ExecPriceType = "B"
ExecPriceType_CREATION_PRICE ExecPriceType = "C"
ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT ExecPriceType = "D"
ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT ExecPriceType = "E"
ExecPriceType_OFFER_PRICE ExecPriceType = "O"
ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT ExecPriceType = "P"
ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT ExecPriceType = "Q"
ExecPriceType_SINGLE_PRICE ExecPriceType = "S"
)
// ExecRestatementReason field enumeration values.
type ExecRestatementReason string
const (
ExecRestatementReason_GT_CORPORATE_ACTION ExecRestatementReason = "0"
ExecRestatementReason_GT_RENEWAL_RESTATEMENT ExecRestatementReason = "1"
ExecRestatementReason_WAREHOUSE_RECAP ExecRestatementReason = "10"
ExecRestatementReason_PEG_REFRESH ExecRestatementReason = "11"
ExecRestatementReason_VERBAL_CHANGE ExecRestatementReason = "2"
ExecRestatementReason_REPRICING_OF_ORDER ExecRestatementReason = "3"
ExecRestatementReason_BROKER_OPTION ExecRestatementReason = "4"
ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY ExecRestatementReason = "5"
ExecRestatementReason_CANCEL_ON_TRADING_HALT ExecRestatementReason = "6"
ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE ExecRestatementReason = "7"
ExecRestatementReason_MARKET_OPTION ExecRestatementReason = "8"
ExecRestatementReason_CANCELED_NOT_BEST ExecRestatementReason = "9"
ExecRestatementReason_OTHER ExecRestatementReason = "99"
)
// ExecTransType field enumeration values.
type ExecTransType string
const (
ExecTransType_NEW ExecTransType = "0"
ExecTransType_CANCEL ExecTransType = "1"
ExecTransType_CORRECT ExecTransType = "2"
ExecTransType_STATUS ExecTransType = "3"
)
// ExecType field enumeration values.
type ExecType string
const (
ExecType_NEW ExecType = "0"
ExecType_PARTIAL_FILL ExecType = "1"
ExecType_FILL ExecType = "2"
ExecType_DONE_FOR_DAY ExecType = "3"
ExecType_CANCELED ExecType = "4"
ExecType_REPLACE ExecType = "5"
ExecType_PENDING_CANCEL ExecType = "6"
ExecType_STOPPED ExecType = "7"
ExecType_REJECTED ExecType = "8"
ExecType_SUSPENDED ExecType = "9"
ExecType_PENDING_NEW ExecType = "A"
ExecType_CALCULATED ExecType = "B"
ExecType_EXPIRED ExecType = "C"
ExecType_RESTATED ExecType = "D"
ExecType_PENDING_REPLACE ExecType = "E"
ExecType_TRADE ExecType = "F"
ExecType_TRADE_CORRECT ExecType = "G"
ExecType_TRADE_CANCEL ExecType = "H"
ExecType_ORDER_STATUS ExecType = "I"
ExecType_TRADE_IN_A_CLEARING_HOLD ExecType = "J"
ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING ExecType = "K"
ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM ExecType = "L"
ExecType_MANUAL ExecType = "M"
)
// ExerciseMethod field enumeration values.
type ExerciseMethod string
const (
ExerciseMethod_AUTOMATIC ExerciseMethod = "A"
ExerciseMethod_MANUAL ExerciseMethod = "M"
)
// ExerciseStyle field enumeration values.
type ExerciseStyle string
const (
ExerciseStyle_EUROPEAN ExerciseStyle = "0"
ExerciseStyle_AMERICAN ExerciseStyle = "1"
ExerciseStyle_BERMUDA ExerciseStyle = "2"
)
// ExpType field enumeration values.
type ExpType string
const (
ExpType_AUTO_EXERCISE ExpType = "1"
ExpType_NON_AUTO_EXERCISE ExpType = "2"
ExpType_FINAL_WILL_BE_EXERCISED ExpType = "3"
ExpType_CONTRARY_INTENTION ExpType = "4"
ExpType_DIFFERENCE ExpType = "5"
)
// ExpirationCycle field enumeration values.
type ExpirationCycle string
const (
ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE ExpirationCycle = "0"
ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN ExpirationCycle = "1"
ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE ExpirationCycle = "2"
)
// ExpirationQtyType field enumeration values.
type ExpirationQtyType string
const (
ExpirationQtyType_AUTO_EXERCISE ExpirationQtyType = "1"
ExpirationQtyType_NON_AUTO_EXERCISE ExpirationQtyType = "2"
ExpirationQtyType_FINAL_WILL_BE_EXERCISED ExpirationQtyType = "3"
ExpirationQtyType_CONTRARY_INTENTION ExpirationQtyType = "4"
ExpirationQtyType_DIFFERENCE ExpirationQtyType = "5"
)
// FinancialStatus field enumeration values.
type FinancialStatus string
const (
FinancialStatus_BANKRUPT FinancialStatus = "1"
FinancialStatus_PENDING_DELISTING FinancialStatus = "2"
FinancialStatus_RESTRICTED FinancialStatus = "3"
)
// ForexReq field enumeration values.
type ForexReq string
const (
ForexReq_NO ForexReq = "N"
ForexReq_YES ForexReq = "Y"
)
// FundRenewWaiv field enumeration values.
type FundRenewWaiv string
const (
FundRenewWaiv_NO FundRenewWaiv = "N"
FundRenewWaiv_YES FundRenewWaiv = "Y"
)
// FuturesValuationMethod field enumeration values.
type FuturesValuationMethod string
const (
FuturesValuationMethod_PREMIUM_STYLE FuturesValuationMethod = "EQTY"
FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET FuturesValuationMethod = "FUT"
FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT FuturesValuationMethod = "FUTDA"
)
// GTBookingInst field enumeration values.
type GTBookingInst string
const (
GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION GTBookingInst = "0"
GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES GTBookingInst = "1"
GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE GTBookingInst = "2"
)
// GapFillFlag field enumeration values.
type GapFillFlag string
const (
GapFillFlag_NO GapFillFlag = "N"
GapFillFlag_YES GapFillFlag = "Y"
)
// HaltReason field enumeration values.
type HaltReason string
const (
HaltReason_NEWS_DISSEMINATION HaltReason = "D"
HaltReason_ORDER_INFLUX HaltReason = "E"
HaltReason_ORDER_IMBALANCE HaltReason = "I"
HaltReason_ADDITIONAL_INFORMATION HaltReason = "M"
HaltReason_NEWS_PENDING HaltReason = "P"
HaltReason_EQUIPMENT_CHANGEOVER HaltReason = "X"
)
// HaltReasonChar field enumeration values.
type HaltReasonChar string
const (
HaltReasonChar_NEWS_DISSEMINATION HaltReasonChar = "D"
HaltReasonChar_ORDER_INFLUX HaltReasonChar = "E"
HaltReasonChar_ORDER_IMBALANCE HaltReasonChar = "I"
HaltReasonChar_ADDITIONAL_INFORMATION HaltReasonChar = "M"
HaltReasonChar_NEW_PENDING HaltReasonChar = "P"
HaltReasonChar_EQUIPMENT_CHANGEOVER HaltReasonChar = "X"
)
// HandlInst field enumeration values.
type HandlInst string
const (
HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE HandlInst = "1"
HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC HandlInst = "2"
HandlInst_MANUAL_ORDER HandlInst = "3"
)
// IDSource field enumeration values.
type IDSource string
const (
IDSource_CUSIP IDSource = "1"
IDSource_SEDOL IDSource = "2"
IDSource_QUIK IDSource = "3"
IDSource_ISIN_NUMBER IDSource = "4"
IDSource_RIC_CODE IDSource = "5"
IDSource_ISO_CURRENCY_CODE IDSource = "6"
IDSource_ISO_COUNTRY_CODE IDSource = "7"
IDSource_EXCHANGE_SYMBOL IDSource = "8"
IDSource_CONSOLIDATED_TAPE_ASSOCIATION IDSource = "9"
)
// IOINaturalFlag field enumeration values.
type IOINaturalFlag string
const (
IOINaturalFlag_NO IOINaturalFlag = "N"
IOINaturalFlag_YES IOINaturalFlag = "Y"
)
// IOIOthSvc field enumeration values.
type IOIOthSvc string
const (
IOIOthSvc_AUTEX IOIOthSvc = "A"
IOIOthSvc_BRIDGE IOIOthSvc = "B"
)
// IOIQltyInd field enumeration values.
type IOIQltyInd string
const (
IOIQltyInd_HIGH IOIQltyInd = "H"
IOIQltyInd_LOW IOIQltyInd = "L"
IOIQltyInd_MEDIUM IOIQltyInd = "M"
)
// IOIQty field enumeration values.
type IOIQty string
const (
IOIQty_1000000000 IOIQty = "0"
IOIQty_LARGE IOIQty = "L"
IOIQty_MEDIUM IOIQty = "M"
IOIQty_SMALL IOIQty = "S"
IOIQty_UNDISCLOSED_QUANTITY IOIQty = "U"
)
// IOIQualifier field enumeration values.
type IOIQualifier string
const (
IOIQualifier_ALL_OR_NONE IOIQualifier = "A"
IOIQualifier_MARKET_ON_CLOSE IOIQualifier = "B"
IOIQualifier_AT_THE_CLOSE IOIQualifier = "C"
IOIQualifier_VWAP IOIQualifier = "D"
IOIQualifier_IN_TOUCH_WITH IOIQualifier = "I"
IOIQualifier_LIMIT IOIQualifier = "L"
IOIQualifier_MORE_BEHIND IOIQualifier = "M"
IOIQualifier_AT_THE_OPEN IOIQualifier = "O"
IOIQualifier_TAKING_A_POSITION IOIQualifier = "P"
IOIQualifier_AT_THE_MARKET IOIQualifier = "Q"
IOIQualifier_READY_TO_TRADE IOIQualifier = "R"
IOIQualifier_PORTFOLIO_SHOWN IOIQualifier = "S"
IOIQualifier_THROUGH_THE_DAY IOIQualifier = "T"
IOIQualifier_VERSUS IOIQualifier = "V"
IOIQualifier_INDICATION_WORKING_AWAY IOIQualifier = "W"
IOIQualifier_CROSSING_OPPORTUNITY IOIQualifier = "X"
IOIQualifier_AT_THE_MIDPOINT IOIQualifier = "Y"
IOIQualifier_PRE_OPEN IOIQualifier = "Z"
)
// IOIShares field enumeration values.
type IOIShares string
const (
IOIShares_LARGE IOIShares = "L"
IOIShares_MEDIUM IOIShares = "M"
IOIShares_SMALL IOIShares = "S"
)
// IOITransType field enumeration values.
type IOITransType string
const (
IOITransType_CANCEL IOITransType = "C"
IOITransType_NEW IOITransType = "N"
IOITransType_REPLACE IOITransType = "R"
)
// ImpliedMarketIndicator field enumeration values.
type ImpliedMarketIndicator string
const (
ImpliedMarketIndicator_NOT_IMPLIED ImpliedMarketIndicator = "0"
ImpliedMarketIndicator_IMPLIED_IN ImpliedMarketIndicator = "1"
ImpliedMarketIndicator_IMPLIED_OUT ImpliedMarketIndicator = "2"
ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT ImpliedMarketIndicator = "3"
)
// InViewOfCommon field enumeration values.
type InViewOfCommon string
const (
InViewOfCommon_NO InViewOfCommon = "N"
InViewOfCommon_YES InViewOfCommon = "Y"
)
// IncTaxInd field enumeration values.
type IncTaxInd string
const (
IncTaxInd_NET IncTaxInd = "1"
IncTaxInd_GROSS IncTaxInd = "2"
)
// IndividualAllocType field enumeration values.
type IndividualAllocType string
const (
IndividualAllocType_SUB_ALLOCATE IndividualAllocType = "1"
IndividualAllocType_THIRD_PARTY_ALLOCATION IndividualAllocType = "2"
)
// InstrAttribType field enumeration values.
type InstrAttribType string
const (
InstrAttribType_FLAT InstrAttribType = "1"
InstrAttribType_ORIGINAL_ISSUE_DISCOUNT InstrAttribType = "10"
InstrAttribType_CALLABLE_PUTTABLE InstrAttribType = "11"
InstrAttribType_ESCROWED_TO_MATURITY InstrAttribType = "12"
InstrAttribType_ESCROWED_TO_REDEMPTION_DATE InstrAttribType = "13"
InstrAttribType_PRE_REFUNDED InstrAttribType = "14"
InstrAttribType_IN_DEFAULT InstrAttribType = "15"
InstrAttribType_UNRATED InstrAttribType = "16"
InstrAttribType_TAXABLE InstrAttribType = "17"
InstrAttribType_INDEXED InstrAttribType = "18"
InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX InstrAttribType = "19"
InstrAttribType_ZERO_COUPON InstrAttribType = "2"
InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE InstrAttribType = "20"
InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE InstrAttribType = "21"
InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED InstrAttribType = "22"
InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY InstrAttribType = "23"
InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY InstrAttribType = "24"
InstrAttribType_INSTRUMENT_DENOMINATOR InstrAttribType = "25"
InstrAttribType_INSTRUMENT_NUMERATOR InstrAttribType = "26"
InstrAttribType_INSTRUMENT_PRICE_PRECISION InstrAttribType = "27"
InstrAttribType_INSTRUMENT_STRIKE_PRICE InstrAttribType = "28"
InstrAttribType_TRADEABLE_INDICATOR InstrAttribType = "29"
InstrAttribType_INTEREST_BEARING InstrAttribType = "3"
InstrAttribType_NO_PERIODIC_PAYMENTS InstrAttribType = "4"
InstrAttribType_VARIABLE_RATE InstrAttribType = "5"
InstrAttribType_LESS_FEE_FOR_PUT InstrAttribType = "6"
InstrAttribType_STEPPED_COUPON InstrAttribType = "7"
InstrAttribType_COUPON_PERIOD InstrAttribType = "8"
InstrAttribType_WHEN_AND_IF_ISSUED InstrAttribType = "9"
InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE InstrAttribType = "99"
)
// InstrRegistry field enumeration values.
type InstrRegistry string
const (
InstrRegistry_CUSTODIAN InstrRegistry = "BIC"
InstrRegistry_COUNTRY InstrRegistry = "ISO"
InstrRegistry_PHYSICAL InstrRegistry = "ZZ"
)
// LastCapacity field enumeration values.
type LastCapacity string
const (
LastCapacity_AGENT LastCapacity = "1"
LastCapacity_CROSS_AS_AGENT LastCapacity = "2"
LastCapacity_CROSS_AS_PRINCIPAL LastCapacity = "3"
LastCapacity_PRINCIPAL LastCapacity = "4"
)
// LastFragment field enumeration values.
type LastFragment string
const (
LastFragment_NO LastFragment = "N"
LastFragment_YES LastFragment = "Y"
)
// LastLiquidityInd field enumeration values.
type LastLiquidityInd string
const (
LastLiquidityInd_ADDED_LIQUIDITY LastLiquidityInd = "1"
LastLiquidityInd_REMOVED_LIQUIDITY LastLiquidityInd = "2"
LastLiquidityInd_LIQUIDITY_ROUTED_OUT LastLiquidityInd = "3"
LastLiquidityInd_AUCTION LastLiquidityInd = "4"
)
// LastRptRequested field enumeration values.
type LastRptRequested string
const (
LastRptRequested_NO LastRptRequested = "N"
LastRptRequested_YES LastRptRequested = "Y"
)
// LegQuoteAckStatus field enumeration values.
type LegQuoteAckStatus string
const (
LegQuoteAckStatus_RECEIVED_NOT_YET_PROCESSED LegQuoteAckStatus = "0"
LegQuoteAckStatus_ACCEPTED LegQuoteAckStatus = "1"
LegQuoteAckStatus_REJECTED LegQuoteAckStatus = "2"
)
// LegSwapType field enumeration values.
type LegSwapType string
const (
LegSwapType_PAR_FOR_PAR LegSwapType = "1"
LegSwapType_MODIFIED_DURATION LegSwapType = "2"
LegSwapType_RISK LegSwapType = "4"
LegSwapType_PROCEEDS LegSwapType = "5"
)
// LegalConfirm field enumeration values.
type LegalConfirm string
const (
LegalConfirm_NO LegalConfirm = "N"
LegalConfirm_YES LegalConfirm = "Y"
)
// LiquidityIndType field enumeration values.
type LiquidityIndType string
const (
LiquidityIndType_FIVEDAY_MOVING_AVERAGE LiquidityIndType = "1"
LiquidityIndType_TWENTYDAY_MOVING_AVERAGE LiquidityIndType = "2"
LiquidityIndType_NORMAL_MARKET_SIZE LiquidityIndType = "3"
LiquidityIndType_OTHER LiquidityIndType = "4"
)
// ListExecInstType field enumeration values.
type ListExecInstType string
const (
ListExecInstType_IMMEDIATE ListExecInstType = "1"
ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION ListExecInstType = "2"
ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN ListExecInstType = "3"
ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP ListExecInstType = "4"
ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW ListExecInstType = "5"
)
// ListMethod field enumeration values.
type ListMethod string
const (
ListMethod_PRE_LISTED_ONLY ListMethod = "0"
ListMethod_USER_REQUESTED ListMethod = "1"
)
// ListOrderStatus field enumeration values.
type ListOrderStatus string
const (
ListOrderStatus_INBIDDINGPROCESS ListOrderStatus = "1"
ListOrderStatus_RECEIVEDFOREXECUTION ListOrderStatus = "2"
ListOrderStatus_EXECUTING ListOrderStatus = "3"
ListOrderStatus_CANCELING ListOrderStatus = "4"
ListOrderStatus_ALERT ListOrderStatus = "5"
ListOrderStatus_ALL_DONE ListOrderStatus = "6"
ListOrderStatus_REJECT ListOrderStatus = "7"
)
// ListRejectReason field enumeration values.
type ListRejectReason string
const (
ListRejectReason_BROKER ListRejectReason = "0"
ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC ListRejectReason = "11"
ListRejectReason_EXCHANGE_CLOSED ListRejectReason = "2"
ListRejectReason_TOO_LATE_TO_ENTER ListRejectReason = "4"
ListRejectReason_UNKNOWN_ORDER ListRejectReason = "5"
ListRejectReason_DUPLICATE_ORDER ListRejectReason = "6"
ListRejectReason_OTHER ListRejectReason = "99"
)
// ListStatusType field enumeration values.
type ListStatusType string
const (
ListStatusType_ACK ListStatusType = "1"
ListStatusType_RESPONSE ListStatusType = "2"
ListStatusType_TIMED ListStatusType = "3"
ListStatusType_EXECSTARTED ListStatusType = "4"
ListStatusType_ALLDONE ListStatusType = "5"
ListStatusType_ALERT ListStatusType = "6"
)
// LocateReqd field enumeration values.
type LocateReqd string
const (
LocateReqd_NO LocateReqd = "N"
LocateReqd_YES LocateReqd = "Y"
)
// LotType field enumeration values.
type LotType string
const (
LotType_ODD_LOT LotType = "1"
LotType_ROUND_LOT LotType = "2"
LotType_BLOCK_LOT LotType = "3"
)
// MDBookType field enumeration values.
type MDBookType string
const (
MDBookType_TOP_OF_BOOK MDBookType = "1"
MDBookType_PRICE_DEPTH MDBookType = "2"
MDBookType_ORDER_DEPTH MDBookType = "3"
)
// MDEntryType field enumeration values.
type MDEntryType string
const (
MDEntryType_BID MDEntryType = "0"
MDEntryType_OFFER MDEntryType = "1"
MDEntryType_TRADE MDEntryType = "2"
MDEntryType_INDEX_VALUE MDEntryType = "3"
MDEntryType_OPENING_PRICE MDEntryType = "4"
MDEntryType_CLOSING_PRICE MDEntryType = "5"
MDEntryType_SETTLEMENT_PRICE MDEntryType = "6"
MDEntryType_TRADING_SESSION_HIGH_PRICE MDEntryType = "7"
MDEntryType_TRADING_SESSION_LOW_PRICE MDEntryType = "8"
MDEntryType_TRADING_SESSION_VWAP_PRICE MDEntryType = "9"
MDEntryType_IMBALANCE MDEntryType = "A"
MDEntryType_TRADE_VOLUME MDEntryType = "B"
MDEntryType_OPEN_INTEREST MDEntryType = "C"
MDEntryType_COMPOSITE_UNDERLYING_PRICE MDEntryType = "D"
MDEntryType_SIMULATED_SELL_PRICE MDEntryType = "E"
MDEntryType_SIMULATED_BUY_PRICE MDEntryType = "F"
MDEntryType_MARGIN_RATE MDEntryType = "G"
MDEntryType_MID_PRICE MDEntryType = "H"
MDEntryType_EMPTY_BOOK MDEntryType = "J"
MDEntryType_SETTLE_HIGH_PRICE MDEntryType = "K"
MDEntryType_SETTLE_LOW_PRICE MDEntryType = "L"
MDEntryType_PRIOR_SETTLE_PRICE MDEntryType = "M"
MDEntryType_SESSION_HIGH_BID MDEntryType = "N"
MDEntryType_SESSION_LOW_OFFER MDEntryType = "O"
MDEntryType_EARLY_PRICES MDEntryType = "P"
MDEntryType_AUCTION_CLEARING_PRICE MDEntryType = "Q"
MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS MDEntryType = "R"
MDEntryType_SWAP_VALUE_FACTOR MDEntryType = "S"
MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS MDEntryType = "T"
MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS MDEntryType = "U"
MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS MDEntryType = "V"
)
// MDImplicitDelete field enumeration values.
type MDImplicitDelete string
const (
MDImplicitDelete_NO MDImplicitDelete = "N"
MDImplicitDelete_YES MDImplicitDelete = "Y"
)
// MDOriginType field enumeration values.
type MDOriginType string
const (
MDOriginType_BOOK MDOriginType = "0"
MDOriginType_OFF_BOOK MDOriginType = "1"
MDOriginType_CROSS MDOriginType = "2"
)
// MDQuoteType field enumeration values.
type MDQuoteType string
const (
MDQuoteType_INDICATIVE MDQuoteType = "0"
MDQuoteType_TRADEABLE MDQuoteType = "1"
MDQuoteType_RESTRICTED_TRADEABLE MDQuoteType = "2"
MDQuoteType_COUNTER MDQuoteType = "3"
MDQuoteType_INDICATIVE_AND_TRADEABLE MDQuoteType = "4"
)
// MDReqRejReason field enumeration values.
type MDReqRejReason string
const (
MDReqRejReason_UNKNOWN_SYMBOL MDReqRejReason = "0"
MDReqRejReason_DUPLICATE_MDREQID MDReqRejReason = "1"
MDReqRejReason_INSUFFICIENT_BANDWIDTH MDReqRejReason = "2"
MDReqRejReason_INSUFFICIENT_PERMISSIONS MDReqRejReason = "3"
MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE MDReqRejReason = "4"
MDReqRejReason_UNSUPPORTED_MARKETDEPTH MDReqRejReason = "5"
MDReqRejReason_UNSUPPORTED_MDUPDATETYPE MDReqRejReason = "6"
MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK MDReqRejReason = "7"
MDReqRejReason_UNSUPPORTED_MDENTRYTYPE MDReqRejReason = "8"
MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID MDReqRejReason = "9"
MDReqRejReason_UNSUPPORTED_SCOPE MDReqRejReason = "A"
MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG MDReqRejReason = "B"
MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE MDReqRejReason = "C"
MDReqRejReason_INSUFFICIENT_CREDIT MDReqRejReason = "D"
)
// MDSecSizeType field enumeration values.
type MDSecSizeType string
const (
MDSecSizeType_CUSTOMER MDSecSizeType = "1"
)
// MDUpdateAction field enumeration values.
type MDUpdateAction string
const (
MDUpdateAction_NEW MDUpdateAction = "0"
MDUpdateAction_CHANGE MDUpdateAction = "1"
MDUpdateAction_DELETE MDUpdateAction = "2"
MDUpdateAction_DELETE_THRU MDUpdateAction = "3"
MDUpdateAction_DELETE_FROM MDUpdateAction = "4"
MDUpdateAction_OVERLAY MDUpdateAction = "5"
)
// MDUpdateType field enumeration values.
type MDUpdateType string
const (
MDUpdateType_FULL_REFRESH MDUpdateType = "0"
MDUpdateType_INCREMENTAL_REFRESH MDUpdateType = "1"
)
// MarketUpdateAction field enumeration values.
type MarketUpdateAction string
const (
MarketUpdateAction_ADD MarketUpdateAction = "A"
MarketUpdateAction_DELETE MarketUpdateAction = "D"
MarketUpdateAction_MODIFY MarketUpdateAction = "M"
)
// MassActionRejectReason field enumeration values.
type MassActionRejectReason string
const (
MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED MassActionRejectReason = "0"
MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY MassActionRejectReason = "1"
MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY MassActionRejectReason = "2"
MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT MassActionRejectReason = "3"
MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE MassActionRejectReason = "4"
MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE MassActionRejectReason = "5"
MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION MassActionRejectReason = "6"
MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET MassActionRejectReason = "7"
MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT MassActionRejectReason = "8"
MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP MassActionRejectReason = "9"
MassActionRejectReason_OTHER MassActionRejectReason = "99"
)
// MassActionResponse field enumeration values.
type MassActionResponse string
const (
MassActionResponse_REJECTED MassActionResponse = "0"
MassActionResponse_ACCEPTED MassActionResponse = "1"
)
// MassActionScope field enumeration values.
type MassActionScope string
const (
MassActionScope_ALL_ORDERS_FOR_A_SECURITY MassActionScope = "1"
MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP MassActionScope = "10"
MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY MassActionScope = "2"
MassActionScope_ALL_ORDERS_FOR_A_PRODUCT MassActionScope = "3"
MassActionScope_ALL_ORDERS_FOR_A_CFICODE MassActionScope = "4"
MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE MassActionScope = "5"
MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION MassActionScope = "6"
MassActionScope_ALL_ORDERS MassActionScope = "7"
MassActionScope_ALL_ORDERS_FOR_A_MARKET MassActionScope = "8"
MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT MassActionScope = "9"
)
// MassActionType field enumeration values.
type MassActionType string
const (
MassActionType_SUSPEND_ORDERS MassActionType = "1"
MassActionType_RELEASE_ORDERS_FROM_SUSPENSION MassActionType = "2"
MassActionType_CANCEL_ORDERS MassActionType = "3"
)
// MassCancelRejectReason field enumeration values.
type MassCancelRejectReason string
const (
MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED MassCancelRejectReason = "0"
MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY MassCancelRejectReason = "1"
MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING MassCancelRejectReason = "2"
MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT MassCancelRejectReason = "3"
MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE MassCancelRejectReason = "4"
MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE MassCancelRejectReason = "5"
MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION MassCancelRejectReason = "6"
MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET MassCancelRejectReason = "7"
MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT MassCancelRejectReason = "8"
MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP MassCancelRejectReason = "9"
MassCancelRejectReason_OTHER MassCancelRejectReason = "99"
)
// MassCancelRequestType field enumeration values.
type MassCancelRequestType string
const (
MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY MassCancelRequestType = "1"
MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY MassCancelRequestType = "2"
MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT MassCancelRequestType = "3"
MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE MassCancelRequestType = "4"
MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE MassCancelRequestType = "5"
MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION MassCancelRequestType = "6"
MassCancelRequestType_CANCEL_ALL_ORDERS MassCancelRequestType = "7"
MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET MassCancelRequestType = "8"
MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT MassCancelRequestType = "9"
MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP MassCancelRequestType = "A"
)
// MassCancelResponse field enumeration values.
type MassCancelResponse string
const (
MassCancelResponse_CANCEL_REQUEST_REJECTED MassCancelResponse = "0"
MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY MassCancelResponse = "1"
MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY MassCancelResponse = "2"
MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT MassCancelResponse = "3"
MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE MassCancelResponse = "4"
MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE MassCancelResponse = "5"
MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION MassCancelResponse = "6"
MassCancelResponse_CANCEL_ALL_ORDERS MassCancelResponse = "7"
MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET MassCancelResponse = "8"
MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT MassCancelResponse = "9"
MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP MassCancelResponse = "A"
)
// MassStatusReqType field enumeration values.
type MassStatusReqType string
const (
MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY MassStatusReqType = "1"
MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY MassStatusReqType = "2"
MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT MassStatusReqType = "3"
MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE MassStatusReqType = "4"
MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE MassStatusReqType = "5"
MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION MassStatusReqType = "6"
MassStatusReqType_STATUS_FOR_ALL_ORDERS MassStatusReqType = "7"
MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID MassStatusReqType = "8"
)
// MatchStatus field enumeration values.
type MatchStatus string
const (
MatchStatus_COMPARED_MATCHED_OR_AFFIRMED MatchStatus = "0"
MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED MatchStatus = "1"
MatchStatus_ADVISORY_OR_ALERT MatchStatus = "2"
)
// MatchType field enumeration values.
type MatchType string
const (
MatchType_ONE_PARTY_TRADE_REPORT MatchType = "1"
MatchType_TWO_PARTY_TRADE_REPORT MatchType = "2"
MatchType_CONFIRMED_TRADE_REPORT MatchType = "3"
MatchType_AUTO_MATCH MatchType = "4"
MatchType_CROSS_AUCTION MatchType = "5"
MatchType_COUNTER_ORDER_SELECTION MatchType = "6"
MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT MatchType = "60"
MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT MatchType = "61"
MatchType_CONTINUOUS_AUTO_MATCH MatchType = "62"
MatchType_CROSS_AUCTION_63 MatchType = "63"
MatchType_COUNTER_ORDER_SELECTION_64 MatchType = "64"
MatchType_CALL_AUCTION_65 MatchType = "65"
MatchType_CALL_AUCTION MatchType = "7"
MatchType_ISSUING_BUY_BACK_AUCTION MatchType = "8"
MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME MatchType = "A1"
MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES MatchType = "A2"
MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME MatchType = "A3"
MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES MatchType = "A4"
MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME MatchType = "A5"
MatchType_NASDAQACTM1MATCH MatchType = "ACTM1"
MatchType_NASDAQACTM2MATCH MatchType = "ACTM2"
MatchType_NASDAQACTACCEPTEDTRADE MatchType = "ACTM3"
MatchType_NASDAQACTDEFAULTTRADE MatchType = "ACTM4"
MatchType_NASDAQACTDEFAULTAFTERM2 MatchType = "ACTM5"
MatchType_NASDAQACTM6MATCH MatchType = "ACTM6"
MatchType_NASDAQNONACT MatchType = "ACTMT"
MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS MatchType = "AQ"
MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH MatchType = "M1"
MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH MatchType = "M2"
MatchType_ACT_ACCEPTED_TRADE MatchType = "M3"
MatchType_ACT_DEFAULT_TRADE MatchType = "M4"
MatchType_ACT_DEFAULT_AFTER_M2 MatchType = "M5"
MatchType_ACT_M6_MATCH MatchType = "M6"
MatchType_OCS_LOCKED_IN_NON_ACT MatchType = "MT"
MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED MatchType = "S1"
MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S2"
MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S3"
MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S4"
MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S5"
)
// MaturityMonthYearFormat field enumeration values.
type MaturityMonthYearFormat string
const (
MaturityMonthYearFormat_YEARMONTH_ONLY MaturityMonthYearFormat = "0"
MaturityMonthYearFormat_YEARMONTHDAY MaturityMonthYearFormat = "1"
MaturityMonthYearFormat_YEARMONTHWEEK MaturityMonthYearFormat = "2"
)
// MaturityMonthYearIncrementUnits field enumeration values.
type MaturityMonthYearIncrementUnits string
const (
MaturityMonthYearIncrementUnits_MONTHS MaturityMonthYearIncrementUnits = "0"
MaturityMonthYearIncrementUnits_DAYS MaturityMonthYearIncrementUnits = "1"
MaturityMonthYearIncrementUnits_WEEKS MaturityMonthYearIncrementUnits = "2"
MaturityMonthYearIncrementUnits_YEARS MaturityMonthYearIncrementUnits = "3"
)
// MessageEncoding field enumeration values.
type MessageEncoding string
const (
MessageEncoding_EUC_JP MessageEncoding = "EUC-JP"
MessageEncoding_ISO_2022_JP MessageEncoding = "ISO-2022-JP"
MessageEncoding_SHIFT_JIS MessageEncoding = "SHIFT_JIS"
MessageEncoding_UTF_8 MessageEncoding = "UTF-8"
)
// MiscFeeBasis field enumeration values.
type MiscFeeBasis string
const (
MiscFeeBasis_ABSOLUTE MiscFeeBasis = "0"
MiscFeeBasis_PER_UNIT MiscFeeBasis = "1"
MiscFeeBasis_PERCENTAGE MiscFeeBasis = "2"
)
// MiscFeeType field enumeration values.
type MiscFeeType string
const (
MiscFeeType_REGULATORY MiscFeeType = "1"
MiscFeeType_PER_TRANSACTION MiscFeeType = "10"
MiscFeeType_CONVERSION MiscFeeType = "11"
MiscFeeType_AGENT MiscFeeType = "12"
MiscFeeType_TRANSFER_FEE MiscFeeType = "13"
MiscFeeType_SECURITY_LENDING MiscFeeType = "14"
MiscFeeType_TAX MiscFeeType = "2"
MiscFeeType_LOCAL_COMMISSION MiscFeeType = "3"
MiscFeeType_EXCHANGE_FEES MiscFeeType = "4"
MiscFeeType_STAMP MiscFeeType = "5"
MiscFeeType_LEVY MiscFeeType = "6"
MiscFeeType_OTHER MiscFeeType = "7"
MiscFeeType_MARKUP MiscFeeType = "8"
MiscFeeType_CONSUMPTION_TAX MiscFeeType = "9"
)
// MoneyLaunderingStatus field enumeration values.
type MoneyLaunderingStatus string
const (
MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT MoneyLaunderingStatus = "1"
MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION MoneyLaunderingStatus = "2"
MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION MoneyLaunderingStatus = "3"
MoneyLaunderingStatus_NOT_CHECKED MoneyLaunderingStatus = "N"
MoneyLaunderingStatus_PASSED MoneyLaunderingStatus = "Y"
)
// MsgDirection field enumeration values.
type MsgDirection string
const (
MsgDirection_RECEIVE MsgDirection = "R"
MsgDirection_SEND MsgDirection = "S"
)
// MsgType field enumeration values.
type MsgType string
const (
MsgType_HEARTBEAT MsgType = "0"
MsgType_TEST_REQUEST MsgType = "1"
MsgType_RESEND_REQUEST MsgType = "2"
MsgType_REJECT MsgType = "3"
MsgType_SEQUENCE_RESET MsgType = "4"
MsgType_LOGOUT MsgType = "5"
MsgType_INDICATION_OF_INTEREST MsgType = "6"
MsgType_ADVERTISEMENT MsgType = "7"
MsgType_EXECUTION_REPORT MsgType = "8"
MsgType_ORDER_CANCEL_REJECT MsgType = "9"
MsgType_LOGON MsgType = "A"
MsgType_DERIVATIVE_SECURITY_LIST MsgType = "AA"
MsgType_NEW_ORDER_MULTILEG MsgType = "AB"
MsgType_MULTILEG_ORDER_CANCEL_REPLACE MsgType = "AC"
MsgType_TRADE_CAPTURE_REPORT_REQUEST MsgType = "AD"
MsgType_TRADE_CAPTURE_REPORT MsgType = "AE"
MsgType_ORDER_MASS_STATUS_REQUEST MsgType = "AF"
MsgType_QUOTE_REQUEST_REJECT MsgType = "AG"
MsgType_RFQ_REQUEST MsgType = "AH"
MsgType_QUOTE_STATUS_REPORT MsgType = "AI"
MsgType_QUOTE_RESPONSE MsgType = "AJ"
MsgType_CONFIRMATION MsgType = "AK"
MsgType_POSITION_MAINTENANCE_REQUEST MsgType = "AL"
MsgType_POSITION_MAINTENANCE_REPORT MsgType = "AM"
MsgType_REQUEST_FOR_POSITIONS MsgType = "AN"
MsgType_REQUEST_FOR_POSITIONS_ACK MsgType = "AO"
MsgType_POSITION_REPORT MsgType = "AP"
MsgType_TRADE_CAPTURE_REPORT_REQUEST_ACK MsgType = "AQ"
MsgType_TRADE_CAPTURE_REPORT_ACK MsgType = "AR"
MsgType_ALLOCATION_REPORT MsgType = "AS"
MsgType_ALLOCATION_REPORT_ACK MsgType = "AT"
MsgType_CONFIRMATION_ACK MsgType = "AU"
MsgType_SETTLEMENT_INSTRUCTION_REQUEST MsgType = "AV"
MsgType_ASSIGNMENT_REPORT MsgType = "AW"
MsgType_COLLATERAL_REQUEST MsgType = "AX"
MsgType_COLLATERAL_ASSIGNMENT MsgType = "AY"
MsgType_COLLATERAL_RESPONSE MsgType = "AZ"
MsgType_NEWS MsgType = "B"
MsgType_COLLATERAL_REPORT MsgType = "BA"
MsgType_COLLATERAL_INQUIRY MsgType = "BB"
MsgType_NETWORK_STATUS_REQUEST MsgType = "BC"
MsgType_NETWORK_STATUS_RESPONSE MsgType = "BD"
MsgType_USER_REQUEST MsgType = "BE"
MsgType_USER_RESPONSE MsgType = "BF"
MsgType_COLLATERAL_INQUIRY_ACK MsgType = "BG"
MsgType_CONFIRMATION_REQUEST MsgType = "BH"
MsgType_TRADING_SESSION_LIST_REQUEST MsgType = "BI"
MsgType_TRADING_SESSION_LIST MsgType = "BJ"
MsgType_SECURITY_LIST_UPDATE_REPORT MsgType = "BK"
MsgType_ADJUSTED_POSITION_REPORT MsgType = "BL"
MsgType_ALLOCATION_INSTRUCTION_ALERT MsgType = "BM"
MsgType_EXECUTION_ACKNOWLEDGEMENT MsgType = "BN"
MsgType_CONTRARY_INTENTION_REPORT MsgType = "BO"
MsgType_SECURITY_DEFINITION_UPDATE_REPORT MsgType = "BP"
MsgType_SETTLEMENTOBLIGATIONREPORT MsgType = "BQ"
MsgType_DERIVATIVESECURITYLISTUPDATEREPORT MsgType = "BR"
MsgType_TRADINGSESSIONLISTUPDATEREPORT MsgType = "BS"
MsgType_MARKETDEFINITIONREQUEST MsgType = "BT"
MsgType_MARKETDEFINITION MsgType = "BU"
MsgType_MARKETDEFINITIONUPDATEREPORT MsgType = "BV"
MsgType_APPLICATIONMESSAGEREQUEST MsgType = "BW"
MsgType_APPLICATIONMESSAGEREQUESTACK MsgType = "BX"
MsgType_APPLICATIONMESSAGEREPORT MsgType = "BY"
MsgType_ORDERMASSACTIONREPORT MsgType = "BZ"
MsgType_EMAIL MsgType = "C"
MsgType_ORDERMASSACTIONREQUEST MsgType = "CA"
MsgType_USERNOTIFICATION MsgType = "CB"
MsgType_QUOTE_ACKNOWLEDGEMENT MsgType = "CW"
MsgType_ORDER_SINGLE MsgType = "D"
MsgType_ORDER_LIST MsgType = "E"
MsgType_ORDER_CANCEL_REQUEST MsgType = "F"
MsgType_ORDER_CANCEL_REPLACE_REQUEST MsgType = "G"
MsgType_ORDER_STATUS_REQUEST MsgType = "H"
MsgType_ALLOCATION_INSTRUCTION MsgType = "J"
MsgType_LIST_CANCEL_REQUEST MsgType = "K"
MsgType_LIST_EXECUTE MsgType = "L"
MsgType_LIST_STATUS_REQUEST MsgType = "M"
MsgType_LIST_STATUS MsgType = "N"
MsgType_ALLOCATION_INSTRUCTION_ACK MsgType = "P"
MsgType_DONT_KNOW_TRADE MsgType = "Q"
MsgType_QUOTE_REQUEST MsgType = "R"
MsgType_QUOTE MsgType = "S"
MsgType_SETTLEMENT_INSTRUCTIONS MsgType = "T"
MsgType_QUOTE_ACK MsgType = "UQ"
MsgType_EXECUTION_ACK MsgType = "UX"
MsgType_MARKET_DATA_REQUEST MsgType = "V"
MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH MsgType = "W"
MsgType_MARKET_DATA_INCREMENTAL_REFRESH MsgType = "X"
MsgType_MARKET_DATA_REQUEST_REJECT MsgType = "Y"
MsgType_QUOTE_CANCEL MsgType = "Z"
MsgType_QUOTE_STATUS_REQUEST MsgType = "a"
MsgType_MASS_QUOTE_ACKNOWLEDGEMENT MsgType = "b"
MsgType_SECURITY_DEFINITION_REQUEST MsgType = "c"
MsgType_SECURITY_DEFINITION MsgType = "d"
MsgType_SECURITY_STATUS_REQUEST MsgType = "e"
MsgType_SECURITY_STATUS MsgType = "f"
MsgType_TRADING_SESSION_STATUS_REQUEST MsgType = "g"
MsgType_TRADING_SESSION_STATUS MsgType = "h"
MsgType_MASS_QUOTE MsgType = "i"
MsgType_BUSINESS_MESSAGE_REJECT MsgType = "j"
MsgType_BID_REQUEST MsgType = "k"
MsgType_BID_RESPONSE MsgType = "l"
MsgType_LIST_STRIKE_PRICE MsgType = "m"
MsgType_XML_MESSAGE MsgType = "n"
MsgType_REGISTRATION_INSTRUCTIONS MsgType = "o"
MsgType_REGISTRATION_INSTRUCTIONS_RESPONSE MsgType = "p"
MsgType_ORDER_MASS_CANCEL_REQUEST MsgType = "q"
MsgType_ORDER_MASS_CANCEL_REPORT MsgType = "r"
MsgType_NEW_ORDER_CROSS MsgType = "s"
MsgType_CROSS_ORDER_CANCEL_REPLACE_REQUEST MsgType = "t"
MsgType_CROSS_ORDER_CANCEL_REQUEST MsgType = "u"
MsgType_SECURITY_TYPE_REQUEST MsgType = "v"
MsgType_SECURITY_TYPES MsgType = "w"
MsgType_SECURITY_LIST_REQUEST MsgType = "x"
MsgType_SECURITY_LIST MsgType = "y"
MsgType_DERIVATIVE_SECURITY_LIST_REQUEST MsgType = "z"
)
// MultiLegReportingType field enumeration values.
type MultiLegReportingType string
const (
MultiLegReportingType_SINGLE_SECURITY MultiLegReportingType = "1"
MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY MultiLegReportingType = "2"
MultiLegReportingType_MULTI_LEG_SECURITY MultiLegReportingType = "3"
)
// MultiLegRptTypeReq field enumeration values.
type MultiLegRptTypeReq string
const (
MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY MultiLegRptTypeReq = "0"
MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY MultiLegRptTypeReq = "1"
MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY MultiLegRptTypeReq = "2"
)
// MultilegModel field enumeration values.
type MultilegModel string
const (
MultilegModel_PREDEFINED_MULTILEG_SECURITY MultilegModel = "0"
MultilegModel_USER_DEFINED_MULTLEG_SECURITY MultilegModel = "1"
MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG MultilegModel = "2"
)
// MultilegPriceMethod field enumeration values.
type MultilegPriceMethod string
const (
MultilegPriceMethod_NET_PRICE MultilegPriceMethod = "0"
MultilegPriceMethod_REVERSED_NET_PRICE MultilegPriceMethod = "1"
MultilegPriceMethod_YIELD_DIFFERENCE MultilegPriceMethod = "2"
MultilegPriceMethod_INDIVIDUAL MultilegPriceMethod = "3"
MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE MultilegPriceMethod = "4"
MultilegPriceMethod_MULTIPLIED_PRICE MultilegPriceMethod = "5"
)
// NetGrossInd field enumeration values.
type NetGrossInd string
const (
NetGrossInd_NET NetGrossInd = "1"
NetGrossInd_GROSS NetGrossInd = "2"
)
// NetworkRequestType field enumeration values.
type NetworkRequestType string
const (
NetworkRequestType_SNAPSHOT NetworkRequestType = "1"
NetworkRequestType_SUBSCRIBE NetworkRequestType = "2"
NetworkRequestType_STOP_SUBSCRIBING NetworkRequestType = "4"
NetworkRequestType_LEVEL_OF_DETAIL NetworkRequestType = "8"
)
// NetworkStatusResponseType field enumeration values.
type NetworkStatusResponseType string
const (
NetworkStatusResponseType_FULL NetworkStatusResponseType = "1"
NetworkStatusResponseType_INCREMENTAL_UPDATE NetworkStatusResponseType = "2"
)
// NoSides field enumeration values.
type NoSides string
const (
NoSides_ONE_SIDE NoSides = "1"
NoSides_BOTH_SIDES NoSides = "2"
)
// NotifyBrokerOfCredit field enumeration values.
type NotifyBrokerOfCredit string
const (
NotifyBrokerOfCredit_NO NotifyBrokerOfCredit = "N"
NotifyBrokerOfCredit_YES NotifyBrokerOfCredit = "Y"
)
// OddLot field enumeration values.
type OddLot string
const (
OddLot_NO OddLot = "N"
OddLot_YES OddLot = "Y"
)
// OpenClose field enumeration values.
type OpenClose string
const (
OpenClose_CLOSE OpenClose = "C"
OpenClose_OPEN OpenClose = "O"
)
// OpenCloseSettlFlag field enumeration values.
type OpenCloseSettlFlag string
const (
OpenCloseSettlFlag_DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY OpenCloseSettlFlag = "0"
OpenCloseSettlFlag_SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY OpenCloseSettlFlag = "1"
OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY OpenCloseSettlFlag = "2"
OpenCloseSettlFlag_EXPECTED_ENTRY OpenCloseSettlFlag = "3"
OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY OpenCloseSettlFlag = "4"
OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE OpenCloseSettlFlag = "5"
)
// OpenCloseSettleFlag field enumeration values.
type OpenCloseSettleFlag string
const (
OpenCloseSettleFlag_DAILY_OPEN OpenCloseSettleFlag = "0"
OpenCloseSettleFlag_SESSION_OPEN OpenCloseSettleFlag = "1"
OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE OpenCloseSettleFlag = "2"
OpenCloseSettleFlag_EXPECTED_PRICE OpenCloseSettleFlag = "3"
OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY OpenCloseSettleFlag = "4"
)
// OrdRejReason field enumeration values.
type OrdRejReason string
const (
OrdRejReason_BROKER_EXCHANGE_OPTION OrdRejReason = "0"
OrdRejReason_UNKNOWN_SYMBOL OrdRejReason = "1"
OrdRejReason_INVALID_INVESTOR_ID OrdRejReason = "10"
OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC OrdRejReason = "11"
OrdRejReason_SURVEILLENCE_OPTION OrdRejReason = "12"
OrdRejReason_INCORRECT_QUANTITY OrdRejReason = "13"
OrdRejReason_INCORRECT_ALLOCATED_QUANTITY OrdRejReason = "14"
OrdRejReason_UNKNOWN_ACCOUNT OrdRejReason = "15"
OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND OrdRejReason = "16"
OrdRejReason_INVALID_PRICE_INCREMENT OrdRejReason = "18"
OrdRejReason_EXCHANGE_CLOSED OrdRejReason = "2"
OrdRejReason_ORDER_EXCEEDS_LIMIT OrdRejReason = "3"
OrdRejReason_TOO_LATE_TO_ENTER OrdRejReason = "4"
OrdRejReason_UNKNOWN_ORDER OrdRejReason = "5"
OrdRejReason_DUPLICATE_ORDER OrdRejReason = "6"
OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER OrdRejReason = "7"
OrdRejReason_STALE_ORDER OrdRejReason = "8"
OrdRejReason_TRADE_ALONG_REQUIRED OrdRejReason = "9"
OrdRejReason_OTHER OrdRejReason = "99"
)
// OrdStatus field enumeration values.
type OrdStatus string
const (
OrdStatus_NEW OrdStatus = "0"
OrdStatus_PARTIALLY_FILLED OrdStatus = "1"
OrdStatus_FILLED OrdStatus = "2"
OrdStatus_DONE_FOR_DAY OrdStatus = "3"
OrdStatus_CANCELED OrdStatus = "4"
OrdStatus_REPLACED OrdStatus = "5"
OrdStatus_PENDING_CANCEL OrdStatus = "6"
OrdStatus_STOPPED OrdStatus = "7"
OrdStatus_REJECTED OrdStatus = "8"
OrdStatus_SUSPENDED OrdStatus = "9"
OrdStatus_PENDING_NEW OrdStatus = "A"
OrdStatus_CALCULATED OrdStatus = "B"
OrdStatus_EXPIRED OrdStatus = "C"
OrdStatus_ACCEPTED_FOR_BIDDING OrdStatus = "D"
OrdStatus_PENDING_REPLACE OrdStatus = "E"
OrdStatus_MANUAL OrdStatus = "M"
)
// OrdType field enumeration values.
type OrdType string
const (
OrdType_MARKET OrdType = "1"
OrdType_LIMIT OrdType = "2"
OrdType_STOP OrdType = "3"
OrdType_STOP_LIMIT OrdType = "4"
OrdType_MARKET_ON_CLOSE OrdType = "5"
OrdType_WITH_OR_WITHOUT OrdType = "6"
OrdType_LIMIT_OR_BETTER OrdType = "7"
OrdType_LIMIT_WITH_OR_WITHOUT OrdType = "8"
OrdType_ON_BASIS OrdType = "9"
OrdType_ON_CLOSE OrdType = "A"
OrdType_LIMIT_ON_CLOSE OrdType = "B"
OrdType_FOREX_MARKET OrdType = "C"
OrdType_PREVIOUSLY_QUOTED OrdType = "D"
OrdType_PREVIOUSLY_INDICATED OrdType = "E"
OrdType_FOREX_LIMIT OrdType = "F"
OrdType_FOREX_SWAP OrdType = "G"
OrdType_FOREX_PREVIOUSLY_QUOTED OrdType = "H"
OrdType_FUNARI OrdType = "I"
OrdType_MARKET_IF_TOUCHED OrdType = "J"
OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT OrdType = "K"
OrdType_PREVIOUS_FUND_VALUATION_POINT OrdType = "L"
OrdType_NEXT_FUND_VALUATION_POINT OrdType = "M"
OrdType_PEGGED OrdType = "P"
OrdType_COUNTER_ORDER_SELECTION OrdType = "Q"
)
// OrderCapacity field enumeration values.
type OrderCapacity string
const (
OrderCapacity_AGENCY OrderCapacity = "A"
OrderCapacity_PROPRIETARY OrderCapacity = "G"
OrderCapacity_INDIVIDUAL OrderCapacity = "I"
OrderCapacity_PRINCIPAL OrderCapacity = "P"
OrderCapacity_RISKLESS_PRINCIPAL OrderCapacity = "R"
OrderCapacity_AGENT_FOR_OTHER_MEMBER OrderCapacity = "W"
)
// OrderCategory field enumeration values.
type OrderCategory string
const (
OrderCategory_ORDER OrderCategory = "1"
OrderCategory_QUOTE OrderCategory = "2"
OrderCategory_PRIVATELY_NEGOTIATED_TRADE OrderCategory = "3"
OrderCategory_MULTILEG_ORDER OrderCategory = "4"
OrderCategory_LINKED_ORDER OrderCategory = "5"
OrderCategory_QUOTE_REQUEST OrderCategory = "6"
OrderCategory_IMPLIED_ORDER OrderCategory = "7"
OrderCategory_CROSS_ORDER OrderCategory = "8"
OrderCategory_STREAMING_PRICE OrderCategory = "9"
)
// OrderHandlingInstSource field enumeration values.
type OrderHandlingInstSource string
const (
OrderHandlingInstSource_NASD_OATS OrderHandlingInstSource = "1"
)
// OrderRestrictions field enumeration values.
type OrderRestrictions string
const (
OrderRestrictions_PROGRAM_TRADE OrderRestrictions = "1"
OrderRestrictions_INDEX_ARBITRAGE OrderRestrictions = "2"
OrderRestrictions_NON_INDEX_ARBITRAGE OrderRestrictions = "3"
OrderRestrictions_COMPETING_MARKET_MAKER OrderRestrictions = "4"
OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY OrderRestrictions = "5"
OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY OrderRestrictions = "6"
OrderRestrictions_FOREIGN_ENTITY OrderRestrictions = "7"
OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT OrderRestrictions = "8"
OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE OrderRestrictions = "9"
OrderRestrictions_RISKLESS_ARBITRAGE OrderRestrictions = "A"
OrderRestrictions_ISSUER_HOLDING OrderRestrictions = "B"
OrderRestrictions_ISSUE_PRICE_STABILIZATION OrderRestrictions = "C"
OrderRestrictions_NON_ALGORITHMIC OrderRestrictions = "D"
OrderRestrictions_ALGORITHMIC OrderRestrictions = "E"
)
// OwnerType field enumeration values.
type OwnerType string
const (
OwnerType_INDIVIDUAL_INVESTOR OwnerType = "1"
OwnerType_NETWORKING_SUB_ACCOUNT OwnerType = "10"
OwnerType_NON_PROFIT_ORGANIZATION OwnerType = "11"
OwnerType_CORPORATE_BODY OwnerType = "12"
OwnerType_NOMINEE OwnerType = "13"
OwnerType_PUBLIC_COMPANY OwnerType = "2"
OwnerType_PRIVATE_COMPANY OwnerType = "3"
OwnerType_INDIVIDUAL_TRUSTEE OwnerType = "4"
OwnerType_COMPANY_TRUSTEE OwnerType = "5"
OwnerType_PENSION_PLAN OwnerType = "6"
OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT OwnerType = "7"
OwnerType_TRUSTS OwnerType = "8"
OwnerType_FIDUCIARIES OwnerType = "9"
)
// OwnershipType field enumeration values.
type OwnershipType string
const (
OwnershipType_JOINT_TRUSTEES OwnershipType = "2"
OwnershipType_JOINT_INVESTORS OwnershipType = "J"
OwnershipType_TENANTS_IN_COMMON OwnershipType = "T"
)
// PartyIDSource field enumeration values.
type PartyIDSource string
const (
PartyIDSource_KOREAN_INVESTOR_ID PartyIDSource = "1"
PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID PartyIDSource = "2"
PartyIDSource_TAIWANESE_TRADING_ACCOUNT PartyIDSource = "3"
PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER PartyIDSource = "4"
PartyIDSource_CHINESE_B_SHARE PartyIDSource = "5"
PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER PartyIDSource = "6"
PartyIDSource_US_SOCIAL_SECURITY_NUMBER PartyIDSource = "7"
PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER PartyIDSource = "8"
PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER PartyIDSource = "9"
PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER PartyIDSource = "A"
PartyIDSource_BIC PartyIDSource = "B"
PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER PartyIDSource = "C"
PartyIDSource_PROPRIETARY_CUSTOM_CODE PartyIDSource = "D"
PartyIDSource_ISO_COUNTRY_CODE PartyIDSource = "E"
PartyIDSource_SETTLEMENT_ENTITY_LOCATION PartyIDSource = "F"
PartyIDSource_MIC PartyIDSource = "G"
PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE PartyIDSource = "H"
PartyIDSource_DIRECTED_BROKER PartyIDSource = "I"
PartyIDSource_SHORT_CODE_IDENTIFIER PartyIDSource = "P"
)
// PartyRole field enumeration values.
type PartyRole string
const (
PartyRole_EXECUTING_FIRM PartyRole = "1"
PartyRole_SETTLEMENT_LOCATION PartyRole = "10"
PartyRole_CLEARING_MEMBER PartyRole = "104"
PartyRole_ORDER_ORIGINATION_TRADER PartyRole = "11"
PartyRole_EXECUTING_TRADER_OR_FIRM PartyRole = "12"
PartyRole_INVESTMENT_DECISION_MAKER PartyRole = "122"
PartyRole_ORDER_ORIGINATION_FIRM PartyRole = "13"
PartyRole_GIVEUP_CLEARING_FIRM PartyRole = "14"
PartyRole_CORRESPONDANT_CLEARING_FIRM PartyRole = "15"
PartyRole_EXECUTING_SYSTEM PartyRole = "16"
PartyRole_CONTRA_FIRM PartyRole = "17"
PartyRole_CONTRA_CLEARING_FIRM PartyRole = "18"
PartyRole_SPONSORING_FIRM PartyRole = "19"
PartyRole_BROKER_OF_CREDIT PartyRole = "2"
PartyRole_UNDERLYING_CONTRA_FIRM PartyRole = "20"
PartyRole_CLEARING_ORGANIZATION PartyRole = "21"
PartyRole_EXCHANGE PartyRole = "22"
PartyRole_CUSTOMER_ACCOUNT PartyRole = "24"
PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION PartyRole = "25"
PartyRole_CORRESPONDENT_BROKER PartyRole = "26"
PartyRole_BUYER_SELLER PartyRole = "27"
PartyRole_CUSTODIAN PartyRole = "28"
PartyRole_INTERMEDIARY PartyRole = "29"
PartyRole_CLIENT_ID PartyRole = "3"
PartyRole_AGENT PartyRole = "30"
PartyRole_SUB_CUSTODIAN PartyRole = "31"
PartyRole_BENEFICIARY PartyRole = "32"
PartyRole_INTERESTED_PARTY PartyRole = "33"
PartyRole_REGULATORY_BODY PartyRole = "34"
PartyRole_LIQUIDITY_PROVIDER PartyRole = "35"
PartyRole_ENTERING_TRADER PartyRole = "36"
PartyRole_CONTRA_TRADER PartyRole = "37"
PartyRole_POSITION_ACCOUNT PartyRole = "38"
PartyRole_CONTRA_INVESTOR_ID PartyRole = "39"
PartyRole_CLEARING_FIRM PartyRole = "4"
PartyRole_TRANSFER_TO_FIRM PartyRole = "40"
PartyRole_CONTRA_POSITION_ACCOUNT PartyRole = "41"
PartyRole_CONTRA_EXCHANGE PartyRole = "42"
PartyRole_INTERNAL_CARRY_ACCOUNT PartyRole = "43"
PartyRole_ORDER_ENTRY_OPERATOR_ID PartyRole = "44"
PartyRole_SECONDARY_ACCOUNT_NUMBER PartyRole = "45"
PartyRole_FORIEGN_FIRM PartyRole = "46"
PartyRole_THIRD_PARTY_ALLOCATION_FIRM PartyRole = "47"
PartyRole_CLAIMING_ACCOUNT PartyRole = "48"
PartyRole_ASSET_MANAGER PartyRole = "49"
PartyRole_INVESTOR_ID PartyRole = "5"
PartyRole_PLEDGOR_ACCOUNT PartyRole = "50"
PartyRole_PLEDGEE_ACCOUNT PartyRole = "51"
PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT PartyRole = "52"
PartyRole_TRADER_MNEMONIC PartyRole = "53"
PartyRole_SENDER_LOCATION PartyRole = "54"
PartyRole_SESSION_ID PartyRole = "55"
PartyRole_ACCEPTABLE_COUNTERPARTY PartyRole = "56"
PartyRole_UNACCEPTABLE_COUNTERPARTY PartyRole = "57"
PartyRole_ENTERING_UNIT PartyRole = "58"
PartyRole_EXECUTING_UNIT PartyRole = "59"
PartyRole_INTRODUCING_FIRM PartyRole = "6"
PartyRole_INTRODUCING_BROKER PartyRole = "60"
PartyRole_QUOTE_ORIGINATOR PartyRole = "61"
PartyRole_REPORT_ORIGINATOR PartyRole = "62"
PartyRole_SYSTEMATIC_INTERNALISER PartyRole = "63"
PartyRole_MULTILATERAL_TRADING_FACILITY PartyRole = "64"
PartyRole_REGULATED_MARKET PartyRole = "65"
PartyRole_MARKET_MAKER PartyRole = "66"
PartyRole_INVESTMENT_FIRM PartyRole = "67"
PartyRole_HOST_COMPETENT_AUTHORITY PartyRole = "68"
PartyRole_HOME_COMPETENT_AUTHORITY PartyRole = "69"
PartyRole_ENTERING_FIRM PartyRole = "7"
PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY PartyRole = "70"
PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION PartyRole = "71"
PartyRole_REPORTING_INTERMEDIARY PartyRole = "72"
PartyRole_EXECUTION_VENUE PartyRole = "73"
PartyRole_MARKET_DATA_ENTRY_ORIGINATOR PartyRole = "74"
PartyRole_LOCATION_ID PartyRole = "75"
PartyRole_DESK_ID PartyRole = "76"
PartyRole_MARKET_DATA_MARKET PartyRole = "77"
PartyRole_ALLOCATION_ENTITY PartyRole = "78"
PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES PartyRole = "79"
PartyRole_LOCATE_LENDING_FIRM PartyRole = "8"
PartyRole_STEP_OUT_FIRM PartyRole = "80"
PartyRole_BROKERCLEARINGID PartyRole = "81"
PartyRole_FUND_MANAGER_CLIENT_ID PartyRole = "9"
)
// PartySubIDType field enumeration values.
type PartySubIDType string
const (
PartySubIDType_FIRM PartySubIDType = "1"
PartySubIDType_SECURITIES_ACCOUNT_NUMBER PartySubIDType = "10"
PartySubIDType_REGISTRATION_NUMBER PartySubIDType = "11"
PartySubIDType_REGISTERED_ADDRESS_12 PartySubIDType = "12"
PartySubIDType_REGULATORY_STATUS PartySubIDType = "13"
PartySubIDType_REGISTRATION_NAME PartySubIDType = "14"
PartySubIDType_CASH_ACCOUNT_NUMBER PartySubIDType = "15"
PartySubIDType_BIC PartySubIDType = "16"
PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE PartySubIDType = "17"
PartySubIDType_REGISTERED_ADDRESS_18 PartySubIDType = "18"
PartySubIDType_FUND_ACCOUNT_NAME PartySubIDType = "19"
PartySubIDType_PERSON PartySubIDType = "2"
PartySubIDType_TELEX_NUMBER PartySubIDType = "20"
PartySubIDType_FAX_NUMBER PartySubIDType = "21"
PartySubIDType_SECURITIES_ACCOUNT_NAME PartySubIDType = "22"
PartySubIDType_CASH_ACCOUNT_NAME PartySubIDType = "23"
PartySubIDType_DEPARTMENT PartySubIDType = "24"
PartySubIDType_LOCATION_DESK PartySubIDType = "25"
PartySubIDType_POSITION_ACCOUNT_TYPE PartySubIDType = "26"
PartySubIDType_SECURITY_LOCATE_ID PartySubIDType = "27"
PartySubIDType_MARKET_MAKER PartySubIDType = "28"
PartySubIDType_ELIGIBLE_COUNTERPARTY PartySubIDType = "29"
PartySubIDType_SYSTEM PartySubIDType = "3"
PartySubIDType_PROFESSIONAL_CLIENT PartySubIDType = "30"
PartySubIDType_LOCATION PartySubIDType = "31"
PartySubIDType_EXECUTION_VENUE PartySubIDType = "32"
PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER PartySubIDType = "33"
PartySubIDType_APPLICATION PartySubIDType = "4"
PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES PartySubIDType = "4000"
PartySubIDType_FULL_LEGAL_NAME_OF_FIRM PartySubIDType = "5"
PartySubIDType_POSTAL_ADDRESS PartySubIDType = "6"
PartySubIDType_PHONE_NUMBER PartySubIDType = "7"
PartySubIDType_EMAIL_ADDRESS PartySubIDType = "8"
PartySubIDType_CONTACT_NAME PartySubIDType = "9"
)
// PaymentMethod field enumeration values.
type PaymentMethod string
const (
PaymentMethod_CREST PaymentMethod = "1"
PaymentMethod_DIRECT_CREDIT PaymentMethod = "10"
PaymentMethod_CREDIT_CARD PaymentMethod = "11"
PaymentMethod_ACH_DEBIT PaymentMethod = "12"
PaymentMethod_ACH_CREDIT PaymentMethod = "13"
PaymentMethod_BPAY PaymentMethod = "14"
PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM PaymentMethod = "15"
PaymentMethod_NSCC PaymentMethod = "2"
PaymentMethod_EUROCLEAR PaymentMethod = "3"
PaymentMethod_CLEARSTREAM PaymentMethod = "4"
PaymentMethod_CHEQUE PaymentMethod = "5"
PaymentMethod_TELEGRAPHIC_TRANSFER PaymentMethod = "6"
PaymentMethod_FEDWIRE PaymentMethod = "7"
PaymentMethod_DEBIT_CARD PaymentMethod = "8"
PaymentMethod_DIRECT_DEBIT PaymentMethod = "9"
)
// PegLimitType field enumeration values.
type PegLimitType string
const (
PegLimitType_OR_BETTER PegLimitType = "0"
PegLimitType_STRICT PegLimitType = "1"
PegLimitType_OR_WORSE PegLimitType = "2"
)
// PegMoveType field enumeration values.
type PegMoveType string
const (
PegMoveType_FLOATING PegMoveType = "0"
PegMoveType_FIXED PegMoveType = "1"
)
// PegOffsetType field enumeration values.
type PegOffsetType string
const (
PegOffsetType_PRICE PegOffsetType = "0"
PegOffsetType_BASIS_POINTS PegOffsetType = "1"
PegOffsetType_TICKS PegOffsetType = "2"
PegOffsetType_PRICE_TIER_LEVEL PegOffsetType = "3"
)
// PegPriceType field enumeration values.
type PegPriceType string
const (
PegPriceType_LAST_PEG PegPriceType = "1"
PegPriceType_MID_PRICE_PEG PegPriceType = "2"
PegPriceType_OPENING_PEG PegPriceType = "3"
PegPriceType_MARKET_PEG PegPriceType = "4"
PegPriceType_PRIMARY_PEG PegPriceType = "5"
PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER PegPriceType = "6"
PegPriceType_PEG_TO_VWAP PegPriceType = "7"
PegPriceType_TRAILING_STOP_PEG PegPriceType = "8"
PegPriceType_PEG_TO_LIMIT_PRICE PegPriceType = "9"
)
// PegRoundDirection field enumeration values.
type PegRoundDirection string
const (
PegRoundDirection_MORE_AGGRESSIVE PegRoundDirection = "1"
PegRoundDirection_MORE_PASSIVE PegRoundDirection = "2"
)
// PegScope field enumeration values.
type PegScope string
const (
PegScope_LOCAL PegScope = "1"
PegScope_NATIONAL PegScope = "2"
PegScope_GLOBAL PegScope = "3"
PegScope_NATIONAL_EXCLUDING_LOCAL PegScope = "4"
)
// PosAmtType field enumeration values.
type PosAmtType string
const (
PosAmtType_CASH_AMOUNT PosAmtType = "CASH"
PosAmtType_CASH_RESIDUAL_AMOUNT PosAmtType = "CRES"
PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT PosAmtType = "FMTM"
PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT PosAmtType = "IMTM"
PosAmtType_PREMIUM_AMOUNT PosAmtType = "PREM"
PosAmtType_SETTLEMENT_VALUE PosAmtType = "SETL"
PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT PosAmtType = "SMTM"
PosAmtType_TRADE_VARIATION_AMOUNT PosAmtType = "TVAR"
PosAmtType_VALUE_ADJUSTED_AMOUNT PosAmtType = "VADJ"
)
// PosMaintAction field enumeration values.
type PosMaintAction string
const (
PosMaintAction_NEW PosMaintAction = "1"
PosMaintAction_REPLACE PosMaintAction = "2"
PosMaintAction_CANCEL PosMaintAction = "3"
PosMaintAction_REVERSE PosMaintAction = "4"
)
// PosMaintResult field enumeration values.
type PosMaintResult string
const (
PosMaintResult_SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS PosMaintResult = "0"
PosMaintResult_REJECTED PosMaintResult = "1"
PosMaintResult_OTHER PosMaintResult = "99"
)
// PosMaintStatus field enumeration values.
type PosMaintStatus string
const (
PosMaintStatus_ACCEPTED PosMaintStatus = "0"
PosMaintStatus_ACCEPTED_WITH_WARNINGS PosMaintStatus = "1"
PosMaintStatus_REJECTED PosMaintStatus = "2"
PosMaintStatus_COMPLETED PosMaintStatus = "3"
PosMaintStatus_COMPLETED_WITH_WARNINGS PosMaintStatus = "4"
)
// PosQtyStatus field enumeration values.
type PosQtyStatus string
const (
PosQtyStatus_SUBMITTED PosQtyStatus = "0"
PosQtyStatus_ACCEPTED PosQtyStatus = "1"
PosQtyStatus_REJECTED PosQtyStatus = "2"
)
// PosReqResult field enumeration values.
type PosReqResult string
const (
PosReqResult_VALID_REQUEST PosReqResult = "0"
PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST PosReqResult = "1"
PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA PosReqResult = "2"
PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS PosReqResult = "3"
PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED PosReqResult = "4"
PosReqResult_OTHER PosReqResult = "99"
)
// PosReqStatus field enumeration values.
type PosReqStatus string
const (
PosReqStatus_COMPLETED PosReqStatus = "0"
PosReqStatus_COMPLETED_WITH_WARNINGS PosReqStatus = "1"
PosReqStatus_REJECTED PosReqStatus = "2"
)
// PosReqType field enumeration values.
type PosReqType string
const (
PosReqType_POSITIONS PosReqType = "0"
PosReqType_TRADES PosReqType = "1"
PosReqType_EXERCISES PosReqType = "2"
PosReqType_ASSIGNMENTS PosReqType = "3"
PosReqType_SETTLEMENT_ACTIVITY PosReqType = "4"
PosReqType_BACKOUT_MESSAGE PosReqType = "5"
)
// PosTransType field enumeration values.
type PosTransType string
const (
PosTransType_EXERCISE PosTransType = "1"
PosTransType_DO_NOT_EXERCISE PosTransType = "2"
PosTransType_POSITION_ADJUSTMENT PosTransType = "3"
PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION PosTransType = "4"
PosTransType_PLEDGE PosTransType = "5"
PosTransType_LARGE_TRADER_SUBMISSION PosTransType = "6"
)
// PosType field enumeration values.
type PosType string
const (
PosType_ALLOCATION_TRADE_QTY PosType = "ALC"
PosType_OPTION_ASSIGNMENT PosType = "AS"
PosType_AS_OF_TRADE_QTY PosType = "ASF"
PosType_CORPORATE_ACTION_ADJUSTMENT PosType = "CAA"
PosType_DELIVERY_QTY PosType = "DLV"
PosType_DELIVERY_NOTICE_QTY PosType = "DN"
PosType_EXCHANGE_FOR_PHYSICAL_QTY PosType = "EP"
PosType_ELECTRONIC_TRADE_QTY PosType = "ETR"
PosType_OPTION_EXERCISE_QTY PosType = "EX"
PosType_END_OF_DAY_QTY PosType = "FIN"
PosType_INTRA_SPREAD_QTY PosType = "IAS"
PosType_INTER_SPREAD_QTY PosType = "IES"
PosType_ADJUSTMENT_QTY PosType = "PA"
PosType_PIT_TRADE_QTY PosType = "PIT"
PosType_PRIVATELY_NEGOTIATED_TRADE_QTY PosType = "PNTN"
PosType_RECEIVE_QUANTITY PosType = "RCV"
PosType_START_OF_DAY_QTY PosType = "SOD"
PosType_INTEGRAL_SPLIT PosType = "SPL"
PosType_TRANSACTION_FROM_ASSIGNMENT PosType = "TA"
PosType_TOTAL_TRANSACTION_QTY PosType = "TOT"
PosType_TRANSACTION_QUANTITY PosType = "TQ"
PosType_TRANSFER_TRADE_QTY PosType = "TRF"
PosType_TRANSACTION_FROM_EXERCISE PosType = "TX"
PosType_CROSS_MARGIN_QTY PosType = "XM"
)
// PositionEffect field enumeration values.
type PositionEffect string
const (
PositionEffect_PENDCLOSE PositionEffect = "1"
PositionEffect_PENDREASSIGN PositionEffect = "2"
PositionEffect_CLOSE PositionEffect = "C"
PositionEffect_DEFAULT PositionEffect = "D"
PositionEffect_FIFO PositionEffect = "F"
PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN PositionEffect = "N"
PositionEffect_OPEN PositionEffect = "O"
PositionEffect_ROLLED PositionEffect = "R"
)
// PossDupFlag field enumeration values.
type PossDupFlag string
const (
PossDupFlag_NO PossDupFlag = "N"
PossDupFlag_YES PossDupFlag = "Y"
)
// PossResend field enumeration values.
type PossResend string
const (
PossResend_NO PossResend = "N"
PossResend_YES PossResend = "Y"
)
// PreallocMethod field enumeration values.
type PreallocMethod string
const (
PreallocMethod_PRO_RATA PreallocMethod = "0"
PreallocMethod_DO_NOT_PRO_RATA PreallocMethod = "1"
)
// PreviouslyReported field enumeration values.
type PreviouslyReported string
const (
PreviouslyReported_NO PreviouslyReported = "N"
PreviouslyReported_YES PreviouslyReported = "Y"
)
// PriceLimitType field enumeration values.
type PriceLimitType string
const (
PriceLimitType_PRICE PriceLimitType = "0"
PriceLimitType_TICKS PriceLimitType = "1"
PriceLimitType_PERCENTAGE PriceLimitType = "2"
)
// PriceProtectionScope field enumeration values.
type PriceProtectionScope string
const (
PriceProtectionScope_NONE PriceProtectionScope = "0"
PriceProtectionScope_LOCAL PriceProtectionScope = "1"
PriceProtectionScope_NATIONAL PriceProtectionScope = "2"
PriceProtectionScope_GLOBAL PriceProtectionScope = "3"
)
// PriceQuoteMethod field enumeration values.
type PriceQuoteMethod string
const (
PriceQuoteMethod_INTEREST_RATE_INDEX PriceQuoteMethod = "INT"
PriceQuoteMethod_INDEX PriceQuoteMethod = "INX"
PriceQuoteMethod_STANDARD PriceQuoteMethod = "STD"
)
// PriceType field enumeration values.
type PriceType string
const (
PriceType_PERCENTAGE PriceType = "1"
PriceType_FIXED_CABINET_TRADE_PRICE PriceType = "10"
PriceType_PERCENTAGE_OF_STRIKE PriceType = "101"
PriceType_YIELDMME PriceType = "104"
PriceType_DMARGIN PriceType = "105"
PriceType_VARIABLE_CABINET_TRADE_PRICE PriceType = "11"
PriceType_PRODUCT_TICKS_IN_HALFS PriceType = "13"
PriceType_PRODUCT_TICKS_IN_FOURTHS PriceType = "14"
PriceType_PRODUCT_TICKS_IN_EIGHTS PriceType = "15"
PriceType_PRODUCT_TICKS_IN_SIXTEENTHS PriceType = "16"
PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS PriceType = "17"
PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS PriceType = "18"
PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS PriceType = "19"
PriceType_PER_UNIT PriceType = "2"
PriceType_FIXED_AMOUNT PriceType = "3"
PriceType_DISCOUNT PriceType = "4"
PriceType_PREMIUM PriceType = "5"
PriceType_SPREAD PriceType = "6"
PriceType_TED_PRICE PriceType = "7"
PriceType_TED_YIELD PriceType = "8"
PriceType_YIELD PriceType = "9"
)
// PriorityIndicator field enumeration values.
type PriorityIndicator string
const (
PriorityIndicator_PRIORITY_UNCHANGED PriorityIndicator = "0"
PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE PriorityIndicator = "1"
)
// ProcessCode field enumeration values.
type ProcessCode string
const (
ProcessCode_REGULAR ProcessCode = "0"
ProcessCode_SOFT_DOLLAR ProcessCode = "1"
ProcessCode_STEP_IN ProcessCode = "2"
ProcessCode_STEP_OUT ProcessCode = "3"
ProcessCode_SOFT_DOLLAR_STEP_IN ProcessCode = "4"
ProcessCode_SOFT_DOLLAR_STEP_OUT ProcessCode = "5"
ProcessCode_PLAN_SPONSOR ProcessCode = "6"
)
// Product field enumeration values.
type Product string
const (
Product_AGENCY Product = "1"
Product_MORTGAGE Product = "10"
Product_MUNICIPAL Product = "11"
Product_OTHER Product = "12"
Product_FINANCING Product = "13"
Product_COMMODITY Product = "2"
Product_CORPORATE Product = "3"
Product_CURRENCY Product = "4"
Product_EQUITY Product = "5"
Product_GOVERNMENT Product = "6"
Product_INDEX Product = "7"
Product_LOAN Product = "8"
Product_MONEYMARKET Product = "9"
)
// ProgRptReqs field enumeration values.
type ProgRptReqs string
const (
ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST ProgRptReqs = "1"
ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS ProgRptReqs = "2"
ProgRptReqs_REAL_TIME_EXECUTION_REPORTS ProgRptReqs = "3"
)
// PublishTrdIndicator field enumeration values.
type PublishTrdIndicator string
const (
PublishTrdIndicator_NO PublishTrdIndicator = "N"
PublishTrdIndicator_YES PublishTrdIndicator = "Y"
)
// PutOrCall field enumeration values.
type PutOrCall string
const (
PutOrCall_PUT PutOrCall = "0"
PutOrCall_CALL PutOrCall = "1"
)
// QtyType field enumeration values.
type QtyType string
const (
QtyType_UNITS QtyType = "0"
QtyType_CONTRACTS QtyType = "1"
QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT QtyType = "2"
)
// QuantityType field enumeration values.
type QuantityType string
const (
QuantityType_SHARES QuantityType = "1"
QuantityType_BONDS QuantityType = "2"
QuantityType_CURRENTFACE QuantityType = "3"
QuantityType_ORIGINALFACE QuantityType = "4"
QuantityType_CURRENCY QuantityType = "5"
QuantityType_CONTRACTS QuantityType = "6"
QuantityType_OTHER QuantityType = "7"
QuantityType_PAR QuantityType = "8"
)
// QuoteAckStatus field enumeration values.
type QuoteAckStatus string
const (
QuoteAckStatus_RECEIVED_NOT_YET_PROCESSED QuoteAckStatus = "0"
QuoteAckStatus_ACCEPTED QuoteAckStatus = "1"
QuoteAckStatus_REJECTED QuoteAckStatus = "2"
QuoteAckStatus_CANCELED_FOR_UNDERLYING QuoteAckStatus = "3"
QuoteAckStatus_CANCELED_ALL QuoteAckStatus = "4"
)
// QuoteCancelType field enumeration values.
type QuoteCancelType string
const (
QuoteCancelType_CANCEL_FOR_SYMBOL QuoteCancelType = "1"
QuoteCancelType_CANCEL_FOR_SECURITY_TYPE QuoteCancelType = "2"
QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL QuoteCancelType = "3"
QuoteCancelType_CANCEL_ALL_QUOTES QuoteCancelType = "4"
QuoteCancelType_CANCEL_SPECIFIED_SINGLE_QUOTE QuoteCancelType = "5"
QuoteCancelType_CANCEL_BY_QUOTE_TYPE QuoteCancelType = "6"
QuoteCancelType_CANCEL_FOR_SECURUITY_ISSUER QuoteCancelType = "7"
QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY QuoteCancelType = "8"
)
// QuoteCondition field enumeration values.
type QuoteCondition string
const (
QuoteCondition_RESERVED_SAM QuoteCondition = "0"
QuoteCondition_NO_ACTIVE_SAM QuoteCondition = "1"
QuoteCondition_RESTRICTED QuoteCondition = "2"
QuoteCondition_REST_OF_BOOK_VWAP QuoteCondition = "3"
QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS QuoteCondition = "4"
QuoteCondition_MEDIAN_PRICE QuoteCondition = "5"
QuoteCondition_OPEN_ACTIVE QuoteCondition = "A"
QuoteCondition_CLOSED_INACTIVE QuoteCondition = "B"
QuoteCondition_EXCHANGE_BEST QuoteCondition = "C"
QuoteCondition_CONSOLIDATED_BEST QuoteCondition = "D"
QuoteCondition_LOCKED QuoteCondition = "E"
QuoteCondition_CROSSED QuoteCondition = "F"
QuoteCondition_DEPTH QuoteCondition = "G"
QuoteCondition_FAST_TRADING QuoteCondition = "H"
QuoteCondition_NON_FIRM QuoteCondition = "I"
QuoteCondition_OUTRIGHT_PRICE QuoteCondition = "J"
QuoteCondition_IMPLIED_PRICE QuoteCondition = "K"
QuoteCondition_MANUAL_SLOW_QUOTE QuoteCondition = "L"
QuoteCondition_DEPTH_ON_OFFER QuoteCondition = "M"
QuoteCondition_DEPTH_ON_BID QuoteCondition = "N"
QuoteCondition_CLOSING QuoteCondition = "O"
QuoteCondition_NEWS_DISSEMINATION QuoteCondition = "P"
QuoteCondition_TRADING_RANGE QuoteCondition = "Q"
QuoteCondition_ORDER_INFLUX QuoteCondition = "R"
QuoteCondition_DUE_TO_RELATED QuoteCondition = "S"
QuoteCondition_NEWS_PENDING QuoteCondition = "T"
QuoteCondition_ADDITIONAL_INFO QuoteCondition = "U"
QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED QuoteCondition = "V"
QuoteCondition_RESUME QuoteCondition = "W"
QuoteCondition_VIEW_OF_COMMON QuoteCondition = "X"
QuoteCondition_VOLUME_ALERT QuoteCondition = "Y"
QuoteCondition_ORDER_IMBALANCE QuoteCondition = "Z"
QuoteCondition_EQUIPMENT_CHANGEOVER QuoteCondition = "a"
QuoteCondition_NO_OPEN QuoteCondition = "b"
QuoteCondition_REGULAR_ETH QuoteCondition = "c"
QuoteCondition_AUTOMATIC_EXECUTION QuoteCondition = "d"
QuoteCondition_AUTOMATIC_EXECUTION_ETH QuoteCondition = "e"
QuoteCondition_FAST_MARKET_ETH QuoteCondition = "f "
QuoteCondition_INACTIVE_ETH QuoteCondition = "g"
QuoteCondition_ROTATION QuoteCondition = "h"
QuoteCondition_ROTATION_ETH QuoteCondition = "i"
QuoteCondition_HALT QuoteCondition = "j"
QuoteCondition_HALT_ETH QuoteCondition = "k"
QuoteCondition_DUE_TO_NEWS_DISSEMINATION QuoteCondition = "l"
QuoteCondition_DUE_TO_NEWS_PENDING QuoteCondition = "m"
QuoteCondition_TRADING_RESUME QuoteCondition = "n"
QuoteCondition_OUT_OF_SEQUENCE QuoteCondition = "o"
QuoteCondition_BID_SPECIALIST QuoteCondition = "p"
QuoteCondition_OFFER_SPECIALIST QuoteCondition = "q"
QuoteCondition_BID_OFFER_SPECIALIST QuoteCondition = "r"
QuoteCondition_END_OF_DAY_SAM QuoteCondition = "s"
QuoteCondition_FORBIDDEN_SAM QuoteCondition = "t"
QuoteCondition_FROZEN_SAM QuoteCondition = "u"
QuoteCondition_PREOPENING_SAM QuoteCondition = "v"
QuoteCondition_OPENING_SAM QuoteCondition = "w"
QuoteCondition_OPEN_SAM QuoteCondition = "x"
QuoteCondition_SURVEILLANCE_SAM QuoteCondition = "y"
QuoteCondition_SUSPENDED_SAM QuoteCondition = "z"
)
// QuoteEntryRejectReason field enumeration values.
type QuoteEntryRejectReason string
const (
QuoteEntryRejectReason_UNKNOWN_SYMBOL QuoteEntryRejectReason = "1"
QuoteEntryRejectReason_EXCHANGE_CLOSED QuoteEntryRejectReason = "2"
QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT QuoteEntryRejectReason = "3"
QuoteEntryRejectReason_TOO_LATE_TO_ENTER QuoteEntryRejectReason = "4"
QuoteEntryRejectReason_UNKNOWN_QUOTE QuoteEntryRejectReason = "5"
QuoteEntryRejectReason_DUPLICATE_QUOTE QuoteEntryRejectReason = "6"
QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD QuoteEntryRejectReason = "7"
QuoteEntryRejectReason_INVALID_PRICE QuoteEntryRejectReason = "8"
QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY QuoteEntryRejectReason = "9"
QuoteEntryRejectReason_OTHER QuoteEntryRejectReason = "99"
)
// QuoteEntryStatus field enumeration values.
type QuoteEntryStatus string
const (
QuoteEntryStatus_ACCEPTED QuoteEntryStatus = "0"
QuoteEntryStatus_LOCKED_MARKET_WARNING QuoteEntryStatus = "12"
QuoteEntryStatus_CROSS_MARKET_WARNING QuoteEntryStatus = "13"
QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET QuoteEntryStatus = "14"
QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET QuoteEntryStatus = "15"
QuoteEntryStatus_ACTIVE QuoteEntryStatus = "16"
QuoteEntryStatus_REJECTED QuoteEntryStatus = "5"
QuoteEntryStatus_REMOVED_FROM_MARKET QuoteEntryStatus = "6"
QuoteEntryStatus_EXPIRED QuoteEntryStatus = "7"
)
// QuotePriceType field enumeration values.
type QuotePriceType string
const (
QuotePriceType_PERCENT QuotePriceType = "1"
QuotePriceType_YIELD QuotePriceType = "10"
QuotePriceType_PER_SHARE QuotePriceType = "2"
QuotePriceType_FIXED_AMOUNT QuotePriceType = "3"
QuotePriceType_DISCOUNT QuotePriceType = "4"
QuotePriceType_PREMIUM QuotePriceType = "5"
QuotePriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK QuotePriceType = "6"
QuotePriceType_TED_PRICE QuotePriceType = "7"
QuotePriceType_TED_YIELD QuotePriceType = "8"
QuotePriceType_YIELD_SPREAD QuotePriceType = "9"
)
// QuoteRejectReason field enumeration values.
type QuoteRejectReason string
const (
QuoteRejectReason_UNKNOWN_SYMBOL QuoteRejectReason = "1"
QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND QuoteRejectReason = "10"
QuoteRejectReason_QUOTE_LOCKED QuoteRejectReason = "11"
QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER QuoteRejectReason = "12"
QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY QuoteRejectReason = "13"
QuoteRejectReason_EXCHANGE_CLOSED QuoteRejectReason = "2"
QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT QuoteRejectReason = "3"
QuoteRejectReason_TOO_LATE_TO_ENTER QuoteRejectReason = "4"
QuoteRejectReason_UNKNOWN_QUOTE QuoteRejectReason = "5"
QuoteRejectReason_DUPLICATE_QUOTE QuoteRejectReason = "6"
QuoteRejectReason_INVALID_BID_ASK_SPREAD QuoteRejectReason = "7"
QuoteRejectReason_INVALID_PRICE QuoteRejectReason = "8"
QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY QuoteRejectReason = "9"
QuoteRejectReason_OTHER QuoteRejectReason = "99"
)
// QuoteRequestRejectReason field enumeration values.
type QuoteRequestRejectReason string
const (
QuoteRequestRejectReason_UNKNOWN_SYMBOL QuoteRequestRejectReason = "1"
QuoteRequestRejectReason_PASS QuoteRequestRejectReason = "10"
QuoteRequestRejectReason_INSUFFICIENT_CREDIT QuoteRequestRejectReason = "11"
QuoteRequestRejectReason_EXCHANGE_CLOSED QuoteRequestRejectReason = "2"
QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT QuoteRequestRejectReason = "3"
QuoteRequestRejectReason_TOO_LATE_TO_ENTER QuoteRequestRejectReason = "4"
QuoteRequestRejectReason_INVALID_PRICE QuoteRequestRejectReason = "5"
QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE QuoteRequestRejectReason = "6"
QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY QuoteRequestRejectReason = "7"
QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT QuoteRequestRejectReason = "8"
QuoteRequestRejectReason_NO_INVENTORY QuoteRequestRejectReason = "9"
QuoteRequestRejectReason_OTHER QuoteRequestRejectReason = "99"
)
// QuoteRequestType field enumeration values.
type QuoteRequestType string
const (
QuoteRequestType_MANUAL QuoteRequestType = "1"
QuoteRequestType_AUTOMATIC QuoteRequestType = "2"
)
// QuoteRespType field enumeration values.
type QuoteRespType string
const (
QuoteRespType_HIT_LIFT QuoteRespType = "1"
QuoteRespType_COUNTER QuoteRespType = "2"
QuoteRespType_EXPIRED QuoteRespType = "3"
QuoteRespType_COVER QuoteRespType = "4"
QuoteRespType_DONE_AWAY QuoteRespType = "5"
QuoteRespType_PASS QuoteRespType = "6"
QuoteRespType_END_TRADE QuoteRespType = "7"
QuoteRespType_TIMED_OUT QuoteRespType = "8"
)
// QuoteResponseLevel field enumeration values.
type QuoteResponseLevel string
const (
QuoteResponseLevel_NO_ACKNOWLEDGEMENT QuoteResponseLevel = "0"
QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES QuoteResponseLevel = "1"
QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES QuoteResponseLevel = "2"
QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT QuoteResponseLevel = "3"
)
// QuoteStatus field enumeration values.
type QuoteStatus string
const (
QuoteStatus_ACCEPTED QuoteStatus = "0"
QuoteStatus_CANCELED_FOR_SYMBOL QuoteStatus = "1"
QuoteStatus_PENDING QuoteStatus = "10"
QuoteStatus_API_FAILURE QuoteStatus = "105"
QuoteStatus_PASS QuoteStatus = "11"
QuoteStatus_GO_MANUAL QuoteStatus = "110"
QuoteStatus_LOCKED_MARKET_WARNING QuoteStatus = "12"
QuoteStatus_SPOTPRICE QuoteStatus = "120"
QuoteStatus_CROSS_MARKET_WARNING QuoteStatus = "13"
QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET QuoteStatus = "14"
QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET QuoteStatus = "15"
QuoteStatus_ACTIVE QuoteStatus = "16"
QuoteStatus_CANCELED QuoteStatus = "17"
QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT QuoteStatus = "18"
QuoteStatus_PENDING_END_TRADE QuoteStatus = "19"
QuoteStatus_CANCELED_FOR_SECURITY_TYPE QuoteStatus = "2"
QuoteStatus_TOO_LATE_TO_END QuoteStatus = "20"
QuoteStatus_CANCELED_FOR_UNDERLYING QuoteStatus = "3"
QuoteStatus_CANCELED_ALL QuoteStatus = "4"
QuoteStatus_REJECTED QuoteStatus = "5"
QuoteStatus_REMOVED_FROM_MARKET QuoteStatus = "6"
QuoteStatus_EXPIRED QuoteStatus = "7"
QuoteStatus_QUERY QuoteStatus = "8"
QuoteStatus_QUOTE_NOT_FOUND QuoteStatus = "9"
)
// QuoteType field enumeration values.
type QuoteType string
const (
QuoteType_INDICATIVE QuoteType = "0"
QuoteType_TRADEABLE QuoteType = "1"
QuoteType_RESTRICTED_TRADEABLE QuoteType = "2"
QuoteType_SEND_QUOTE QuoteType = "211"
QuoteType_TRADER_APPROVE QuoteType = "212"
QuoteType_TRADER_DECIDE QuoteType = "213"
QuoteType_NO_QUOTE QuoteType = "214"
QuoteType_SEND_QUOTE_UPD QuoteType = "215"
QuoteType_TRADER_APPROVE_UPD QuoteType = "216"
QuoteType_TRADER_DECIDE_UPD QuoteType = "217"
QuoteType_NO_QUOTE_UPD QuoteType = "218"
QuoteType_PULL_QUOTE QuoteType = "219"
QuoteType_DONE QuoteType = "221"
QuoteType_TRADER_APPROVE_DONE QuoteType = "222"
QuoteType_REJECT QuoteType = "223"
QuoteType_DEFER QuoteType = "224"
QuoteType_TRADER_DECIDE_RESPONSE QuoteType = "225"
QuoteType_SENDQUOTE_REVIEW QuoteType = "230"
QuoteType_TRADER_APPROVE_REVIEW QuoteType = "232"
QuoteType_COUNTER QuoteType = "3"
QuoteType_QUOTE_INFO QuoteType = "311"
)
// RefOrderIDSource field enumeration values.
type RefOrderIDSource string
const (
RefOrderIDSource_SECONDARYORDERID RefOrderIDSource = "0"
RefOrderIDSource_ORDERID RefOrderIDSource = "1"
RefOrderIDSource_MDENTRYID RefOrderIDSource = "2"
RefOrderIDSource_QUOTEENTRYID RefOrderIDSource = "3"
)
// RegistRejReasonCode field enumeration values.
type RegistRejReasonCode string
const (
RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE RegistRejReasonCode = "1"
RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE RegistRejReasonCode = "10"
RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH RegistRejReasonCode = "11"
RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE RegistRejReasonCode = "12"
RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS RegistRejReasonCode = "13"
RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE RegistRejReasonCode = "14"
RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD RegistRejReasonCode = "15"
RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME RegistRejReasonCode = "16"
RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE RegistRejReasonCode = "17"
RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM RegistRejReasonCode = "18"
RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE RegistRejReasonCode = "2"
RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE RegistRejReasonCode = "3"
RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS RegistRejReasonCode = "4"
RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO RegistRejReasonCode = "5"
RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS RegistRejReasonCode = "6"
RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS RegistRejReasonCode = "7"
RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST RegistRejReasonCode = "8"
RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID RegistRejReasonCode = "9"
RegistRejReasonCode_OTHER RegistRejReasonCode = "99"
)
// RegistStatus field enumeration values.
type RegistStatus string
const (
RegistStatus_ACCEPTED RegistStatus = "A"
RegistStatus_HELD RegistStatus = "H"
RegistStatus_REMINDER RegistStatus = "N"
RegistStatus_REJECTED RegistStatus = "R"
)
// RegistTransType field enumeration values.
type RegistTransType string
const (
RegistTransType_NEW RegistTransType = "0"
RegistTransType_REPLACE RegistTransType = "1"
RegistTransType_CANCEL RegistTransType = "2"
)
// ReportToExch field enumeration values.
type ReportToExch string
const (
ReportToExch_NO ReportToExch = "N"
ReportToExch_YES ReportToExch = "Y"
)
// ResetSeqNumFlag field enumeration values.
type ResetSeqNumFlag string
const (
ResetSeqNumFlag_NO ResetSeqNumFlag = "N"
ResetSeqNumFlag_YES ResetSeqNumFlag = "Y"
)
// RespondentType field enumeration values.
type RespondentType string
const (
RespondentType_ALL_MARKET_PARTICIPANTS RespondentType = "1"
RespondentType_SPECIFIED_MARKET_PARTICIPANTS RespondentType = "2"
RespondentType_ALL_MARKET_MAKERS RespondentType = "3"
RespondentType_PRIMARY_MARKET_MAKER RespondentType = "4"
)
// ResponseTransportType field enumeration values.
type ResponseTransportType string
const (
ResponseTransportType_INBAND ResponseTransportType = "0"
ResponseTransportType_OUT_OF_BAND ResponseTransportType = "1"
)
// RoundingDirection field enumeration values.
type RoundingDirection string
const (
RoundingDirection_ROUND_TO_NEAREST RoundingDirection = "0"
RoundingDirection_ROUND_DOWN RoundingDirection = "1"
RoundingDirection_ROUND_UP RoundingDirection = "2"
)
// RoutingType field enumeration values.
type RoutingType string
const (
RoutingType_TARGET_FIRM RoutingType = "1"
RoutingType_TARGET_LIST RoutingType = "2"
RoutingType_BLOCK_FIRM RoutingType = "3"
RoutingType_BLOCK_LIST RoutingType = "4"
)
// Rule80A field enumeration values.
type Rule80A string
const (
Rule80A_AGENCY_SINGLE_ORDER Rule80A = "A"
Rule80A_SHORT_EXEMPT_TRANSACTION_B Rule80A = "B"
Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE Rule80A = "C"
Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG Rule80A = "D"
Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL Rule80A = "E"
Rule80A_SHORT_EXEMPT_TRANSACTION_F Rule80A = "F"
Rule80A_SHORT_EXEMPT_TRANSACTION_H Rule80A = "H"
Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER Rule80A = "I"
Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING Rule80A = "J"
Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING Rule80A = "K"
Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE Rule80A = "L"
Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER Rule80A = "M"
Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE Rule80A = "N"
Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER Rule80A = "O"
Rule80A_PRINCIPAL Rule80A = "P"
Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER Rule80A = "R"
Rule80A_SPECIALIST_TRADES Rule80A = "S"
Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER Rule80A = "T"
Rule80A_AGENCY_INDEX_ARBITRAGE Rule80A = "U"
Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER Rule80A = "W"
Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE Rule80A = "X"
Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE Rule80A = "Y"
Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER Rule80A = "Z"
)
// Scope field enumeration values.
type Scope string
const (
Scope_LOCAL Scope = "1"
Scope_NATIONAL Scope = "2"
Scope_GLOBAL Scope = "3"
)
// SecDefStatus field enumeration values.
type SecDefStatus string
const (
SecDefStatus_PENDING_APPROVAL SecDefStatus = "0"
SecDefStatus_APPROVED SecDefStatus = "1"
SecDefStatus_REJECTED SecDefStatus = "2"
SecDefStatus_UNAUTHORIZED_REQUEST SecDefStatus = "3"
SecDefStatus_INVALID_DEFINITION_REQUEST SecDefStatus = "4"
)
// SecurityIDSource field enumeration values.
type SecurityIDSource string
const (
SecurityIDSource_CUSIP SecurityIDSource = "1"
SecurityIDSource_SEDOL SecurityIDSource = "2"
SecurityIDSource_QUIK SecurityIDSource = "3"
SecurityIDSource_ISIN_NUMBER SecurityIDSource = "4"
SecurityIDSource_RIC_CODE SecurityIDSource = "5"
SecurityIDSource_ISO_CURRENCY_CODE SecurityIDSource = "6"
SecurityIDSource_ISO_COUNTRY_CODE SecurityIDSource = "7"
SecurityIDSource_EXCHANGE_SYMBOL SecurityIDSource = "8"
SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION SecurityIDSource = "9"
SecurityIDSource_BLOOMBERG_SYMBOL SecurityIDSource = "A"
SecurityIDSource_WERTPAPIER SecurityIDSource = "B"
SecurityIDSource_DUTCH SecurityIDSource = "C"
SecurityIDSource_VALOREN SecurityIDSource = "D"
SecurityIDSource_SICOVAM SecurityIDSource = "E"
SecurityIDSource_BELGIAN SecurityIDSource = "F"
SecurityIDSource_COMMON SecurityIDSource = "G"
SecurityIDSource_CLEARING_HOUSE_CLEARING_ORGANIZATION SecurityIDSource = "H"
SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION SecurityIDSource = "I"
SecurityIDSource_OPTIONS_PRICE_REPORTING_AUTHORITY SecurityIDSource = "J"
SecurityIDSource_ISDA_FPML_PRODUCT_URL SecurityIDSource = "K"
SecurityIDSource_LETTER_OF_CREDIT SecurityIDSource = "L"
SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER SecurityIDSource = "M"
)
// SecurityListRequestType field enumeration values.
type SecurityListRequestType string
const (
SecurityListRequestType_SYMBOL SecurityListRequestType = "0"
SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE SecurityListRequestType = "1"
SecurityListRequestType_PRODUCT SecurityListRequestType = "2"
SecurityListRequestType_TRADINGSESSIONID SecurityListRequestType = "3"
SecurityListRequestType_ALL_SECURITIES SecurityListRequestType = "4"
SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID SecurityListRequestType = "5"
)
// SecurityRequestResult field enumeration values.
type SecurityRequestResult string
const (
SecurityRequestResult_VALID_REQUEST SecurityRequestResult = "0"
SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST SecurityRequestResult = "1"
SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA SecurityRequestResult = "2"
SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA SecurityRequestResult = "3"
SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE SecurityRequestResult = "4"
SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED SecurityRequestResult = "5"
)
// SecurityRequestType field enumeration values.
type SecurityRequestType string
const (
SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS SecurityRequestType = "0"
SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED SecurityRequestType = "1"
SecurityRequestType_REQUEST_LIST_SECURITY_TYPES SecurityRequestType = "2"
SecurityRequestType_REQUEST_LIST_SECURITIES SecurityRequestType = "3"
SecurityRequestType_SYMBOL SecurityRequestType = "4"
SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE SecurityRequestType = "5"
SecurityRequestType_PRODUCT SecurityRequestType = "6"
SecurityRequestType_TRADINGSESSIONID SecurityRequestType = "7"
SecurityRequestType_ALL_SECURITIES SecurityRequestType = "8"
SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID SecurityRequestType = "9"
)
// SecurityResponseType field enumeration values.
type SecurityResponseType string
const (
SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS SecurityResponseType = "1"
SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE SecurityResponseType = "2"
SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST SecurityResponseType = "3"
SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST SecurityResponseType = "4"
SecurityResponseType_REJECT_SECURITY_PROPOSAL SecurityResponseType = "5"
SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA SecurityResponseType = "6"
)
// SecurityStatus field enumeration values.
type SecurityStatus string
const (
SecurityStatus_ACTIVE SecurityStatus = "1"
SecurityStatus_INACTIVE SecurityStatus = "2"
)
// SecurityTradingEvent field enumeration values.
type SecurityTradingEvent string
const (
SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED SecurityTradingEvent = "1"
SecurityTradingEvent_TRADING_RESUMES SecurityTradingEvent = "2"
SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION SecurityTradingEvent = "3"
SecurityTradingEvent_CHANGE_OF_TRADING_SESSION SecurityTradingEvent = "4"
SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION SecurityTradingEvent = "5"
SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS SecurityTradingEvent = "6"
SecurityTradingEvent_CHANGE_OF_BOOK_TYPE SecurityTradingEvent = "7"
SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH SecurityTradingEvent = "8"
)
// SecurityTradingStatus field enumeration values.
type SecurityTradingStatus string
const (
SecurityTradingStatus_OPENING_DELAY SecurityTradingStatus = "1"
SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL SecurityTradingStatus = "10"
SecurityTradingStatus_NOT_ASSIGNED SecurityTradingStatus = "11"
SecurityTradingStatus_NO_MARKET_IMBALANCE SecurityTradingStatus = "12"
SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE SecurityTradingStatus = "13"
SecurityTradingStatus_ITS_PRE_OPENING SecurityTradingStatus = "14"
SecurityTradingStatus_NEW_PRICE_INDICATION SecurityTradingStatus = "15"
SecurityTradingStatus_TRADE_DISSEMINATION_TIME SecurityTradingStatus = "16"
SecurityTradingStatus_READY_TO_TRADE_START_OF_SESSION SecurityTradingStatus = "17"
SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING_END_OF_SESSION SecurityTradingStatus = "18"
SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET SecurityTradingStatus = "19"
SecurityTradingStatus_TRADING_HALT SecurityTradingStatus = "2"
SecurityTradingStatus_UNKNOWN_OR_INVALID SecurityTradingStatus = "20"
SecurityTradingStatus_PRE_OPEN SecurityTradingStatus = "21"
SecurityTradingStatus_OPENING_ROTATION SecurityTradingStatus = "22"
SecurityTradingStatus_FAST_MARKET SecurityTradingStatus = "23"
SecurityTradingStatus_PRE_CROSS SecurityTradingStatus = "24"
SecurityTradingStatus_CROSS SecurityTradingStatus = "25"
SecurityTradingStatus_RESUME SecurityTradingStatus = "3"
SecurityTradingStatus_NO_OPEN_NO_RESUME SecurityTradingStatus = "4"
SecurityTradingStatus_PRICE_INDICATION SecurityTradingStatus = "5"
SecurityTradingStatus_TRADING_RANGE_INDICATION SecurityTradingStatus = "6"
SecurityTradingStatus_MARKET_IMBALANCE_BUY SecurityTradingStatus = "7"
SecurityTradingStatus_MARKET_IMBALANCE_SELL SecurityTradingStatus = "8"
SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY SecurityTradingStatus = "9"
)
// SecurityType field enumeration values.
type SecurityType string
const (
SecurityType_WILDCARD SecurityType = "?"
SecurityType_ASSET_BACKED_SECURITIES SecurityType = "ABS"
SecurityType_AMENDED_AND_RESTATED SecurityType = "AMENDED"
SecurityType_OTHER_ANTICIPATION_NOTES SecurityType = "AN"
SecurityType_BANKERS_ACCEPTANCE SecurityType = "BA"
SecurityType_BANK_DEPOSITORY_NOTE SecurityType = "BDN"
SecurityType_BANK_NOTES SecurityType = "BN"
SecurityType_BILL_OF_EXCHANGES SecurityType = "BOX"
SecurityType_BRADY_BOND SecurityType = "BRADY"
SecurityType_BRIDGE_LOAN SecurityType = "BRIDGE"
SecurityType_BUY_SELLBACK SecurityType = "BUYSELL"
SecurityType_CANADIAN_MONEY_MARKETS SecurityType = "CAMM"
SecurityType_CANADIAN_TREASURY_NOTES SecurityType = "CAN"
SecurityType_CASH SecurityType = "CASH"
SecurityType_CONVERTIBLE_BOND SecurityType = "CB"
SecurityType_CERTIFICATE_OF_DEPOSIT SecurityType = "CD"
SecurityType_CREDIT_DEFAULT_SWAP SecurityType = "CDS"
SecurityType_CALL_LOANS SecurityType = "CL"
SecurityType_CANADIAN_MORTGAGE_BONDS SecurityType = "CMB"
SecurityType_CORP_MORTGAGE_BACKED_SECURITIES SecurityType = "CMBS"
SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION SecurityType = "CMO"
SecurityType_CERTIFICATE_OF_OBLIGATION SecurityType = "COFO"
SecurityType_CERTIFICATE_OF_PARTICIPATION SecurityType = "COFP"
SecurityType_CORPORATE_BOND SecurityType = "CORP"
SecurityType_COMMERCIAL_PAPER SecurityType = "CP"
SecurityType_CORPORATE_PRIVATE_PLACEMENT SecurityType = "CPP"
SecurityType_COMMON_STOCK SecurityType = "CS"
SecurityType_CANADIAN_TREASURY_BILLS SecurityType = "CTB"
SecurityType_DEFAULTED SecurityType = "DEFLTED"
SecurityType_DEBTOR_IN_POSSESSION SecurityType = "DINP"
SecurityType_DEPOSIT_NOTES SecurityType = "DN"
SecurityType_DUAL_CURRENCY SecurityType = "DUAL"
SecurityType_EURO_CERTIFICATE_OF_DEPOSIT SecurityType = "EUCD"
SecurityType_EURO_CORPORATE_BOND SecurityType = "EUCORP"
SecurityType_EURO_COMMERCIAL_PAPER SecurityType = "EUCP"
SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES SecurityType = "EUFRN"
SecurityType_EURO_SOVEREIGNS SecurityType = "EUSOV"
SecurityType_EURO_SUPRANATIONAL_COUPONS SecurityType = "EUSUPRA"
SecurityType_FEDERAL_AGENCY_COUPON SecurityType = "FAC"
SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE SecurityType = "FADN"
SecurityType_FEDERAL_HOUSING_AUTHORITY SecurityType = "FHA"
SecurityType_FEDERAL_HOME_LOAN SecurityType = "FHL"
SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION SecurityType = "FN"
SecurityType_FOREIGN_EXCHANGE_CONTRACT SecurityType = "FOR"
SecurityType_FORWARD SecurityType = "FORWARD"
SecurityType_US_CORPORATE_FLOATING_RATE_NOTES SecurityType = "FRN"
SecurityType_FUTURE SecurityType = "FUT"
SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION SecurityType = "GN"
SecurityType_GENERAL_OBLIGATION_BONDS SecurityType = "GO"
SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE SecurityType = "GOVT"
SecurityType_IOETTE_MORTGAGE SecurityType = "IET"
SecurityType_INTEREST_RATE_SWAP SecurityType = "IRS"
SecurityType_LETTER_OF_CREDIT SecurityType = "LOFC"
SecurityType_LIQUIDITY_NOTE SecurityType = "LQN"
SecurityType_MATURED SecurityType = "MATURED"
SecurityType_MORTGAGE_BACKED_SECURITIES SecurityType = "MBS"
SecurityType_MUTUAL_FUND SecurityType = "MF"
SecurityType_MORTGAGE_INTEREST_ONLY SecurityType = "MIO"
SecurityType_MULTI_LEG_INSTRUMENT SecurityType = "MLEG"
SecurityType_MORTGAGE_PRINCIPAL_ONLY SecurityType = "MPO"
SecurityType_MORTGAGE_PRIVATE_PLACEMENT SecurityType = "MPP"
SecurityType_MISCELLANEOUS_PASS_THROUGH SecurityType = "MPT"
SecurityType_MANDATORY_TENDER SecurityType = "MT"
SecurityType_MEDIUM_TERM_NOTES SecurityType = "MTN"
SecurityType_MUNICIPAL_BOND SecurityType = "MUNI"
SecurityType_NO_SECURITY_TYPE SecurityType = "NONE"
SecurityType_OVERNIGHT SecurityType = "ONITE"
SecurityType_OPTIONS_ON_COMBO SecurityType = "OOC"
SecurityType_OPTIONS_ON_FUTURES SecurityType = "OOF"
SecurityType_OPTIONS_ON_PHYSICAL SecurityType = "OOP"
SecurityType_OPTION SecurityType = "OPT"
SecurityType_PRIVATE_EXPORT_FUNDING SecurityType = "PEF"
SecurityType_PFANDBRIEFE SecurityType = "PFAND"
SecurityType_PROMISSORY_NOTE SecurityType = "PN"
SecurityType_AGENCY_POOLS SecurityType = "POOL"
SecurityType_CANADIAN_PROVINCIAL_BONDS SecurityType = "PROV"
SecurityType_PREFERRED_STOCK SecurityType = "PS"
SecurityType_PLAZOS_FIJOS SecurityType = "PZFJ"
SecurityType_REVENUE_ANTICIPATION_NOTE SecurityType = "RAN"
SecurityType_REPLACED SecurityType = "REPLACD"
SecurityType_REPURCHASE SecurityType = "REPO"
SecurityType_RETIRED SecurityType = "RETIRED"
SecurityType_REVENUE_BONDS SecurityType = "REV"
SecurityType_REPURCHASE_AGREEMENT SecurityType = "RP"
SecurityType_REVOLVER_LOAN SecurityType = "RVLV"
SecurityType_REVOLVER_TERM_LOAN SecurityType = "RVLVTRM"
SecurityType_REVERSE_REPURCHASE_AGREEMENT SecurityType = "RVRP"
SecurityType_SECURITIES_LOAN SecurityType = "SECLOAN"
SecurityType_SECURITIES_PLEDGE SecurityType = "SECPLEDGE"
SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION SecurityType = "SL"
SecurityType_SECURED_LIQUIDITY_NOTE SecurityType = "SLQN"
SecurityType_SPECIAL_ASSESSMENT SecurityType = "SPCLA"
SecurityType_SPECIAL_OBLIGATION SecurityType = "SPCLO"
SecurityType_SPECIAL_TAX SecurityType = "SPCLT"
SecurityType_SHORT_TERM_LOAN_NOTE SecurityType = "STN"
SecurityType_STRUCTURED_NOTES SecurityType = "STRUCT"
SecurityType_USD_SUPRANATIONAL_COUPONS SecurityType = "SUPRA"
SecurityType_SWING_LINE_FACILITY SecurityType = "SWING"
SecurityType_TAX_ANTICIPATION_NOTE SecurityType = "TAN"
SecurityType_TAX_ALLOCATION SecurityType = "TAXA"
SecurityType_TREASURY_BILL SecurityType = "TB"
SecurityType_TO_BE_ANNOUNCED SecurityType = "TBA"
SecurityType_US_TREASURY_BILL SecurityType = "TBILL"
SecurityType_US_TREASURY_BOND SecurityType = "TBOND"
SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE SecurityType = "TCAL"
SecurityType_TIME_DEPOSIT SecurityType = "TD"
SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER SecurityType = "TECP"
SecurityType_TERM_LOAN SecurityType = "TERM"
SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE SecurityType = "TINT"
SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES SecurityType = "TIPS"
SecurityType_TERM_LIQUIDITY_NOTE SecurityType = "TLQN"
SecurityType_TAXABLE_MUNICIPAL_CP SecurityType = "TMCP"
SecurityType_US_TREASURY_NOTE SecurityType = "TNOTE"
SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE SecurityType = "TPRN"
SecurityType_TAX_AND_REVENUE_ANTICIPATION_NOTE SecurityType = "TRAN"
SecurityType_US_TREASURY_NOTE_UST SecurityType = "UST"
SecurityType_US_TREASURY_BILL_USTB SecurityType = "USTB"
SecurityType_VARIABLE_RATE_DEMAND_NOTE SecurityType = "VRDN"
SecurityType_WARRANT SecurityType = "WAR"
SecurityType_WITHDRAWN SecurityType = "WITHDRN"
SecurityType_WILDCARD_ENTRY SecurityType = "WLD"
SecurityType_EXTENDED_COMM_NOTE SecurityType = "XCN"
SecurityType_INDEXED_LINKED SecurityType = "XLINKD"
SecurityType_YANKEE_CORPORATE_BOND SecurityType = "YANK"
SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT SecurityType = "YCD"
SecurityType_CATS_TIGERS_LIONS SecurityType = "ZOO"
)
// SecurityUpdateAction field enumeration values.
type SecurityUpdateAction string
const (
SecurityUpdateAction_ADD SecurityUpdateAction = "A"
SecurityUpdateAction_DELETE SecurityUpdateAction = "D"
SecurityUpdateAction_MODIFY SecurityUpdateAction = "M"
)
// SessionRejectReason field enumeration values.
type SessionRejectReason string
const (
SessionRejectReason_INVALID_TAG_NUMBER SessionRejectReason = "0"
SessionRejectReason_REQUIRED_TAG_MISSING SessionRejectReason = "1"
SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM SessionRejectReason = "10"
SessionRejectReason_INVALID_MSGTYPE SessionRejectReason = "11"
SessionRejectReason_XML_VALIDATION_ERROR SessionRejectReason = "12"
SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE SessionRejectReason = "13"
SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER SessionRejectReason = "14"
SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER SessionRejectReason = "15"
SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP SessionRejectReason = "16"
SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER SessionRejectReason = "17"
SessionRejectReason_INVALID_UNSUPPORTED_APPLICATION_VERSION SessionRejectReason = "18"
SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE SessionRejectReason = "2"
SessionRejectReason_UNDEFINED_TAG SessionRejectReason = "3"
SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE SessionRejectReason = "4"
SessionRejectReason_VALUE_IS_INCORRECT SessionRejectReason = "5"
SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE SessionRejectReason = "6"
SessionRejectReason_DECRYPTION_PROBLEM SessionRejectReason = "7"
SessionRejectReason_SIGNATURE_PROBLEM SessionRejectReason = "8"
SessionRejectReason_COMPID_PROBLEM SessionRejectReason = "9"
SessionRejectReason_OTHER SessionRejectReason = "99"
)
// SessionStatus field enumeration values.
type SessionStatus string
const (
SessionStatus_SESSION_ACTIVE SessionStatus = "0"
SessionStatus_SESSION_PASSWORD_CHANGED SessionStatus = "1"
SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE SessionStatus = "2"
SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY SessionStatus = "3"
SessionStatus_SESSION_LOGOUT_COMPLETE SessionStatus = "4"
SessionStatus_INVALID_USERNAME_OR_PASSWORD SessionStatus = "5"
SessionStatus_ACCOUNT_LOCKED SessionStatus = "6"
SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME SessionStatus = "7"
SessionStatus_PASSWORD_EXPIRED SessionStatus = "8"
)
// SettlCurrFxRateCalc field enumeration values.
type SettlCurrFxRateCalc string
const (
SettlCurrFxRateCalc_DIVIDE SettlCurrFxRateCalc = "D"
SettlCurrFxRateCalc_MULTIPLY SettlCurrFxRateCalc = "M"
)
// SettlDeliveryType field enumeration values.
type SettlDeliveryType string
const (
SettlDeliveryType_VERSUS_PAYMENT SettlDeliveryType = "0"
SettlDeliveryType_FREE SettlDeliveryType = "1"
SettlDeliveryType_TRI_PARTY SettlDeliveryType = "2"
SettlDeliveryType_HOLD_IN_CUSTODY SettlDeliveryType = "3"
)
// SettlInstMode field enumeration values.
type SettlInstMode string
const (
SettlInstMode_DEFAULT SettlInstMode = "0"
SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED SettlInstMode = "1"
SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING SettlInstMode = "2"
SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING SettlInstMode = "3"
SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT SettlInstMode = "4"
SettlInstMode_REQUEST_REJECT SettlInstMode = "5"
)
// SettlInstReqRejCode field enumeration values.
type SettlInstReqRejCode string
const (
SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST SettlInstReqRejCode = "0"
SettlInstReqRejCode_UNKNOWN_ACCOUNT SettlInstReqRejCode = "1"
SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND SettlInstReqRejCode = "2"
SettlInstReqRejCode_OTHER SettlInstReqRejCode = "99"
)
// SettlInstSource field enumeration values.
type SettlInstSource string
const (
SettlInstSource_BROKERS_INSTRUCTIONS SettlInstSource = "1"
SettlInstSource_INSTITUTIONS_INSTRUCTIONS SettlInstSource = "2"
SettlInstSource_INVESTOR SettlInstSource = "3"
)
// SettlInstTransType field enumeration values.
type SettlInstTransType string
const (
SettlInstTransType_CANCEL SettlInstTransType = "C"
SettlInstTransType_NEW SettlInstTransType = "N"
SettlInstTransType_REPLACE SettlInstTransType = "R"
SettlInstTransType_RESTATE SettlInstTransType = "T"
)
// SettlLocation field enumeration values.
type SettlLocation string
const (
SettlLocation_CEDEL SettlLocation = "CED"
SettlLocation_DEPOSITORY_TRUST_COMPANY SettlLocation = "DTC"
SettlLocation_EURO_CLEAR SettlLocation = "EUR"
SettlLocation_FEDERAL_BOOK_ENTRY SettlLocation = "FED"
SettlLocation_LOCAL_MARKET_SETTLE_LOCATION SettlLocation = "ISO_Country_Code"
SettlLocation_PHYSICAL SettlLocation = "PNY"
SettlLocation_PARTICIPANT_TRUST_COMPANY SettlLocation = "PTC"
)
// SettlMethod field enumeration values.
type SettlMethod string
const (
SettlMethod_CASH_SETTLEMENT_REQUIRED SettlMethod = "C"
SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED SettlMethod = "P"
)
// SettlObligMode field enumeration values.
type SettlObligMode string
const (
SettlObligMode_PRELIMINARY SettlObligMode = "1"
SettlObligMode_FINAL SettlObligMode = "2"
)
// SettlObligSource field enumeration values.
type SettlObligSource string
const (
SettlObligSource_INSTRUCTIONS_OF_BROKER SettlObligSource = "1"
SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION SettlObligSource = "2"
SettlObligSource_INVESTOR SettlObligSource = "3"
)
// SettlObligTransType field enumeration values.
type SettlObligTransType string
const (
SettlObligTransType_CANCEL SettlObligTransType = "C"
SettlObligTransType_NEW SettlObligTransType = "N"
SettlObligTransType_REPLACE SettlObligTransType = "R"
SettlObligTransType_RESTATE SettlObligTransType = "T"
)
// SettlPriceType field enumeration values.
type SettlPriceType string
const (
SettlPriceType_FINAL SettlPriceType = "1"
SettlPriceType_THEORETICAL SettlPriceType = "2"
)
// SettlSessID field enumeration values.
type SettlSessID string
const (
SettlSessID_END_OF_DAY SettlSessID = "EOD"
SettlSessID_ELECTRONIC_TRADING_HOURS SettlSessID = "ETH"
SettlSessID_INTRADAY SettlSessID = "ITD"
SettlSessID_REGULAR_TRADING_HOURS SettlSessID = "RTH"
)
// SettlType field enumeration values.
type SettlType string
const (
SettlType_REGULAR SettlType = "0"
SettlType_CASH SettlType = "1"
SettlType_NEXT_DAY SettlType = "2"
SettlType_T_PLUS_2 SettlType = "3"
SettlType_T_PLUS_3 SettlType = "4"
SettlType_T_PLUS_4 SettlType = "5"
SettlType_FUTURE SettlType = "6"
SettlType_WHEN_AND_IF_ISSUED SettlType = "7"
SettlType_SELLERS_OPTION SettlType = "8"
SettlType_T_PLUS_5 SettlType = "9"
SettlType_BROKEN_DATE SettlType = "B"
SettlType_FX_SPOT_NEXT_SETTLEMENT SettlType = "C"
)
// SettlmntTyp field enumeration values.
type SettlmntTyp string
const (
SettlmntTyp_REGULAR SettlmntTyp = "0"
SettlmntTyp_CASH SettlmntTyp = "1"
SettlmntTyp_NEXT_DAY SettlmntTyp = "2"
SettlmntTyp_T_PLUS_2 SettlmntTyp = "3"
SettlmntTyp_T_PLUS_3 SettlmntTyp = "4"
SettlmntTyp_T_PLUS_4 SettlmntTyp = "5"
SettlmntTyp_FUTURE SettlmntTyp = "6"
SettlmntTyp_WHEN_AND_IF_ISSUED SettlmntTyp = "7"
SettlmntTyp_SELLERS_OPTION SettlmntTyp = "8"
SettlmntTyp_T_PLUS_5 SettlmntTyp = "9"
SettlmntTyp_T_PLUS_1 SettlmntTyp = "A"
)
// ShortSaleReason field enumeration values.
type ShortSaleReason string
const (
ShortSaleReason_DEALER_SOLD_SHORT ShortSaleReason = "0"
ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT ShortSaleReason = "1"
ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT ShortSaleReason = "2"
ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT ShortSaleReason = "3"
ShortSaleReason_QUALIFED_SERVICE_REPRESENTATIVE_OR_AUTOMATIC_GIVEUP_CONTRA_SIDE_SOLD_SHORT ShortSaleReason = "4"
ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT ShortSaleReason = "5"
)
// Side field enumeration values.
type Side string
const (
Side_BUY Side = "1"
Side_SELL Side = "2"
Side_BUY_MINUS Side = "3"
Side_SELL_PLUS Side = "4"
Side_SELL_SHORT Side = "5"
Side_SELL_SHORT_EXEMPT Side = "6"
Side_UNDISCLOSED Side = "7"
Side_CROSS Side = "8"
Side_CROSS_SHORT Side = "9"
Side_CROSS_SHORT_EXEMPT Side = "A"
Side_AS_DEFINED Side = "B"
Side_OPPOSITE Side = "C"
Side_SUBSCRIBE Side = "D"
Side_REDEEM Side = "E"
Side_LEND Side = "F"
Side_BORROW Side = "G"
)
// SideMultiLegReportingType field enumeration values.
type SideMultiLegReportingType string
const (
SideMultiLegReportingType_SINGLE_SECURITY SideMultiLegReportingType = "1"
SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY SideMultiLegReportingType = "2"
SideMultiLegReportingType_MULTI_LEG_SECURITY SideMultiLegReportingType = "3"
)
// SideTrdSubTyp field enumeration values.
type SideTrdSubTyp string
const (
SideTrdSubTyp_CMTA SideTrdSubTyp = "0"
SideTrdSubTyp_INTERNAL_TRANSFER SideTrdSubTyp = "1"
SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT SideTrdSubTyp = "10"
SideTrdSubTyp_EXTERNAL_TRANSFER SideTrdSubTyp = "2"
SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE SideTrdSubTyp = "3"
SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE SideTrdSubTyp = "4"
SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION SideTrdSubTyp = "5"
SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION SideTrdSubTyp = "6"
SideTrdSubTyp_DIFFERENTIAL_SPREAD SideTrdSubTyp = "7"
SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT SideTrdSubTyp = "8"
SideTrdSubTyp_TRANSACTION_FROM_EXERCISE SideTrdSubTyp = "9"
)
// SideValueInd field enumeration values.
type SideValueInd string
const (
SideValueInd_SIDEVALUE1 SideValueInd = "1"
SideValueInd_SIDEVALUE2 SideValueInd = "2"
)
// SolicitedFlag field enumeration values.
type SolicitedFlag string
const (
SolicitedFlag_NO SolicitedFlag = "N"
SolicitedFlag_YES SolicitedFlag = "Y"
)
// StandInstDbType field enumeration values.
type StandInstDbType string
const (
StandInstDbType_OTHER StandInstDbType = "0"
StandInstDbType_DTC_SID StandInstDbType = "1"
StandInstDbType_THOMSON_ALERT StandInstDbType = "2"
StandInstDbType_A_GLOBAL_CUSTODIAN StandInstDbType = "3"
StandInstDbType_ACCOUNTNET StandInstDbType = "4"
)
// StatsType field enumeration values.
type StatsType string
const (
StatsType_EXCHANGE_LAST StatsType = "1"
StatsType_HIGH StatsType = "2"
StatsType_AVERAGE_PRICE StatsType = "3"
StatsType_TURNOVER StatsType = "4"
)
// StatusValue field enumeration values.
type StatusValue string
const (
StatusValue_CONNECTED StatusValue = "1"
StatusValue_NOT_CONNECTED_DOWN_EXPECTED_UP StatusValue = "2"
StatusValue_NOT_CONNECTED_DOWN_EXPECTED_DOWN StatusValue = "3"
StatusValue_IN_PROCESS StatusValue = "4"
)
// StipulationType field enumeration values.
type StipulationType string
const (
StipulationType_ABSOLUTE_PREPAYMENT_SPEED StipulationType = "ABS"
StipulationType_AMT StipulationType = "AMT"
StipulationType_AUTO_REINVESTMENT_AT_OR_BETTER StipulationType = "AUTOREINV"
StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET StipulationType = "AVAILQTY"
StipulationType_AVERAGE_FICO_SCORE StipulationType = "AVFICO"
StipulationType_AVERAGE_LOAN_SIZE StipulationType = "AVSIZE"
StipulationType_BANK_QUALIFIED StipulationType = "BANKQUAL"
StipulationType_BARGAIN_CONDITIONS StipulationType = "BGNCON"
StipulationType_BROKERS_SALES_CREDIT StipulationType = "BROKERCREDIT"
StipulationType_COUPON_RANGE StipulationType = "COUPON"
StipulationType_CONSTANT_PREPAYMENT_PENALTY StipulationType = "CPP"
StipulationType_CONSTANT_PREPAYMENT_RATE StipulationType = "CPR"
StipulationType_CONSTANT_PREPAYMENT_YIELD StipulationType = "CPY"
StipulationType_ISO_CURRENCY_CODE StipulationType = "CURRENCY"
StipulationType_CUSTOM_START_END_DATE StipulationType = "CUSTOMDATE"
StipulationType_DISCOUNT_RATE StipulationType = "DISCOUNT"
StipulationType_GEOGRAPHICS_AND_PERCENT_RANGE StipulationType = "GEOG"
StipulationType_VALUATION_DISCOUNT StipulationType = "HAIRCUT"
StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE StipulationType = "HEP"
StipulationType_INSURED StipulationType = "INSURED"
StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS StipulationType = "INTERNALPX"
StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS StipulationType = "INTERNALQTY"
StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE StipulationType = "ISSUE"
StipulationType_ISSUERS_TICKER StipulationType = "ISSUER"
StipulationType_ISSUE_SIZE_RANGE StipulationType = "ISSUESIZE"
StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY StipulationType = "LEAVEQTY"
StipulationType_LOOKBACK_DAYS StipulationType = "LOOKBACK"
StipulationType_EXPLICIT_LOT_IDENTIFIER StipulationType = "LOT"
StipulationType_LOT_VARIANCE StipulationType = "LOTVAR"
StipulationType_MATURITY_YEAR_AND_MONTH StipulationType = "MAT"
StipulationType_MATURITY_RANGE StipulationType = "MATURITY"
StipulationType_MAXIMUM_LOAN_BALANCE StipulationType = "MAXBAL"
StipulationType_MAXIMUMDENOMINATION StipulationType = "MAXDNOM"
StipulationType_MAXIMUM_ORDER_SIZE StipulationType = "MAXORDQTY"
StipulationType_MAXIMUM_SUBSTITUTIONS StipulationType = "MAXSUBS"
StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE StipulationType = "MHP"
StipulationType_MINIMUM_DENOMINATION StipulationType = "MINDNOM"
StipulationType_MINIMUM_INCREMENT StipulationType = "MININCR"
StipulationType_MINIMUM_QUANTITY StipulationType = "MINQTY"
StipulationType_MONTHLY_PREPAYMENT_RATE StipulationType = "MPR"
StipulationType_ORDER_QUANTITY_INCREMENT StipulationType = "ORDRINCR"
StipulationType_PAYMENT_FREQUENCY_CALENDAR StipulationType = "PAYFREQ"
StipulationType_NUMBER_OF_PIECES StipulationType = "PIECES"
StipulationType_POOLS_MAXIMUM StipulationType = "PMAX"
StipulationType_POOLSMINIMUM StipulationType = "PMIN"
StipulationType_POOL_IDENTIFIER StipulationType = "POOL"
StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE StipulationType = "PPC"
StipulationType_POOLS_PER_LOT StipulationType = "PPL"
StipulationType_POOLS_PER_MILLION StipulationType = "PPM"
StipulationType_POOLS_PER_TRADE StipulationType = "PPT"
StipulationType_PRICE_RANGE StipulationType = "PRICE"
StipulationType_PRICING_FREQUENCY StipulationType = "PRICEFREQ"
StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR StipulationType = "PRIMARY"
StipulationType_PRODUCTION_YEAR StipulationType = "PROD"
StipulationType_CALL_PROTECTION StipulationType = "PROTECT"
StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE StipulationType = "PSA"
StipulationType_PURPOSE StipulationType = "PURPOSE"
StipulationType_BENCHMARK_PRICE_SOURCE StipulationType = "PXSOURCE"
StipulationType_RATING_SOURCE_AND_RANGE StipulationType = "RATING"
StipulationType_TYPE_OF_REDEMPTION StipulationType = "REDEMPTION"
StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE StipulationType = "REFINT"
StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE StipulationType = "REFPRIN"
StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE StipulationType = "REFTRADE"
StipulationType_RESTRICTED StipulationType = "RESTRICTED"
StipulationType_TYPE_OF_ROLL_TRADE StipulationType = "ROLLTYPE"
StipulationType_BROKER_SALES_CREDIT_OVERRIDE StipulationType = "SALESCREDITOVR"
StipulationType_MARKET_SECTOR StipulationType = "SECTOR"
StipulationType_SECURITYTYPE_INCLUDED_OR_EXCLUDED StipulationType = "SECTYPE"
StipulationType_SINGLE_MONTHLY_MORTALITY StipulationType = "SMM"
StipulationType_STRUCTURE StipulationType = "STRUCT"
StipulationType_SUBSTITUTIONS_FREQUENCY StipulationType = "SUBSFREQ"
StipulationType_SUBSTITUTIONS_LEFT StipulationType = "SUBSLEFT"
StipulationType_FREEFORM_TEXT StipulationType = "TEXT"
StipulationType_TRADERS_CREDIT StipulationType = "TRADERCREDIT"
StipulationType_TRADE_VARIANCE StipulationType = "TRDVAR"
StipulationType_WEIGHTED_AVERAGE_COUPON StipulationType = "WAC"
StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON StipulationType = "WAL"
StipulationType_WEIGHTED_AVERAGE_LOAN_AGE StipulationType = "WALA"
StipulationType_WEIGHTED_AVERAGE_MATURITY StipulationType = "WAM"
StipulationType_WHOLE_POOL StipulationType = "WHOLE"
StipulationType_YIELD_RANGE StipulationType = "YIELD"
StipulationType_YIELD_TO_MATURITY StipulationType = "YTM"
)
// StipulationValue field enumeration values.
type StipulationValue string
const (
StipulationValue_SPECIAL_CUM_BONUS StipulationValue = "CB"
StipulationValue_SPECIAL_CUM_COUPON StipulationValue = "CC"
StipulationValue_SPECIAL_CUM_DIVIDEND StipulationValue = "CD"
StipulationValue_SPECIAL_CUM_CAPITAL_REPAYMENTS StipulationValue = "CP"
StipulationValue_SPECIAL_CUM_RIGHTS StipulationValue = "CR"
StipulationValue_CASH_SETTLEMENT StipulationValue = "CS"
StipulationValue_GUARANTEED_DELIVERY StipulationValue = "GD"
StipulationValue_SPECIAL_PRICE StipulationValue = "SP"
StipulationValue_REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES StipulationValue = "TR"
StipulationValue_SPECIAL_EX_BONUS StipulationValue = "XB"
StipulationValue_SPECIAL_EX_COUPON StipulationValue = "XC"
StipulationValue_SPECIAL_EX_DIVIDEND StipulationValue = "XD"
StipulationValue_SPECIAL_EX_CAPITAL_REPAYMENTS StipulationValue = "XP"
StipulationValue_SPECIAL_EX_RIGHTS StipulationValue = "XR"
)
// StrategyParameterType field enumeration values.
type StrategyParameterType string
const (
StrategyParameterType_INT StrategyParameterType = "1"
StrategyParameterType_AMT StrategyParameterType = "10"
StrategyParameterType_PERCENTAGE StrategyParameterType = "11"
StrategyParameterType_CHAR StrategyParameterType = "12"
StrategyParameterType_BOOLEAN StrategyParameterType = "13"
StrategyParameterType_STRING StrategyParameterType = "14"
StrategyParameterType_MULTIPLECHARVALUE StrategyParameterType = "15"
StrategyParameterType_CURRENCY StrategyParameterType = "16"
StrategyParameterType_EXCHANGE StrategyParameterType = "17"
StrategyParameterType_MONTH_YEAR StrategyParameterType = "18"
StrategyParameterType_UTCTIMESTAMP StrategyParameterType = "19"
StrategyParameterType_LENGTH StrategyParameterType = "2"
StrategyParameterType_UTCTIMEONLY StrategyParameterType = "20"
StrategyParameterType_LOCALMKTTIME StrategyParameterType = "21"
StrategyParameterType_UTCDATE StrategyParameterType = "22"
StrategyParameterType_DATA StrategyParameterType = "23"
StrategyParameterType_MULTIPLESTRINGVALUE StrategyParameterType = "24"
StrategyParameterType_NUMINGROUP StrategyParameterType = "3"
StrategyParameterType_SEQNUM StrategyParameterType = "4"
StrategyParameterType_TAGNUM StrategyParameterType = "5"
StrategyParameterType_FLOAT StrategyParameterType = "6"
StrategyParameterType_QTY StrategyParameterType = "7"
StrategyParameterType_PRICE StrategyParameterType = "8"
StrategyParameterType_PRICEOFFSET StrategyParameterType = "9"
)
// SubscriptionRequestType field enumeration values.
type SubscriptionRequestType string
const (
SubscriptionRequestType_SNAPSHOT SubscriptionRequestType = "0"
SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES SubscriptionRequestType = "1"
SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST SubscriptionRequestType = "2"
)
// SymbolSfx field enumeration values.
type SymbolSfx string
const (
SymbolSfx_A_EUCP_WITH_LUMP_SUM_INTEREST SymbolSfx = "CD"
SymbolSfx_WHEN_ISSUED SymbolSfx = "WI"
)
// TargetStrategy field enumeration values.
type TargetStrategy string
const (
TargetStrategy_VWAP TargetStrategy = "1"
TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES TargetStrategy = "1000"
TargetStrategy_PARTICIPATE TargetStrategy = "2"
TargetStrategy_MININIZE_MARKET_IMPACT TargetStrategy = "3"
)
// TaxAdvantageType field enumeration values.
type TaxAdvantageType string
const (
TaxAdvantageType_NONE TaxAdvantageType = "0"
TaxAdvantageType_MAXI_ISA TaxAdvantageType = "1"
TaxAdvantageType_EMPLOYEE_10 TaxAdvantageType = "10"
TaxAdvantageType_EMPLOYER_11 TaxAdvantageType = "11"
TaxAdvantageType_EMPLOYER_12 TaxAdvantageType = "12"
TaxAdvantageType_NON_FUND_PROTOTYPE_IRA TaxAdvantageType = "13"
TaxAdvantageType_NON_FUND_QUALIFIED_PLAN TaxAdvantageType = "14"
TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN TaxAdvantageType = "15"
TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 TaxAdvantageType = "16"
TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 TaxAdvantageType = "17"
TaxAdvantageType_KEOGH TaxAdvantageType = "18"
TaxAdvantageType_PROFIT_SHARING_PLAN TaxAdvantageType = "19"
TaxAdvantageType_TESSA TaxAdvantageType = "2"
TaxAdvantageType_401 TaxAdvantageType = "20"
TaxAdvantageType_SELF_DIRECTED_IRA TaxAdvantageType = "21"
TaxAdvantageType_403 TaxAdvantageType = "22"
TaxAdvantageType_457 TaxAdvantageType = "23"
TaxAdvantageType_ROTH_IRA_24 TaxAdvantageType = "24"
TaxAdvantageType_ROTH_IRA_25 TaxAdvantageType = "25"
TaxAdvantageType_ROTH_CONVERSION_IRA_26 TaxAdvantageType = "26"
TaxAdvantageType_ROTH_CONVERSION_IRA_27 TaxAdvantageType = "27"
TaxAdvantageType_EDUCATION_IRA_28 TaxAdvantageType = "28"
TaxAdvantageType_EDUCATION_IRA_29 TaxAdvantageType = "29"
TaxAdvantageType_MINI_CASH_ISA TaxAdvantageType = "3"
TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA TaxAdvantageType = "4"
TaxAdvantageType_MINI_INSURANCE_ISA TaxAdvantageType = "5"
TaxAdvantageType_CURRENT_YEAR_PAYMENT TaxAdvantageType = "6"
TaxAdvantageType_PRIOR_YEAR_PAYMENT TaxAdvantageType = "7"
TaxAdvantageType_ASSET_TRANSFER TaxAdvantageType = "8"
TaxAdvantageType_EMPLOYEE_PRIOR_YEAR TaxAdvantageType = "9"
TaxAdvantageType_OTHER TaxAdvantageType = "999"
)
// TerminationType field enumeration values.
type TerminationType string
const (
TerminationType_OVERNIGHT TerminationType = "1"
TerminationType_TERM TerminationType = "2"
TerminationType_FLEXIBLE TerminationType = "3"
TerminationType_OPEN TerminationType = "4"
)
// TestMessageIndicator field enumeration values.
type TestMessageIndicator string
const (
TestMessageIndicator_NO TestMessageIndicator = "N"
TestMessageIndicator_YES TestMessageIndicator = "Y"
)
// TickDirection field enumeration values.
type TickDirection string
const (
TickDirection_PLUS_TICK TickDirection = "0"
TickDirection_ZERO_PLUS_TICK TickDirection = "1"
TickDirection_MINUS_TICK TickDirection = "2"
TickDirection_ZERO_MINUS_TICK TickDirection = "3"
)
// TickRuleType field enumeration values.
type TickRuleType string
const (
TickRuleType_REGULAR TickRuleType = "0"
TickRuleType_VARIABLE TickRuleType = "1"
TickRuleType_FIXED TickRuleType = "2"
TickRuleType_TRADED_AS_A_SPREAD_LEG TickRuleType = "3"
TickRuleType_SETTLED_AS_A_SPREAD_LEG TickRuleType = "4"
)
// TimeInForce field enumeration values.
type TimeInForce string
const (
TimeInForce_DAY TimeInForce = "0"
TimeInForce_GOOD_TILL_CANCEL TimeInForce = "1"
TimeInForce_AT_THE_OPENING TimeInForce = "2"
TimeInForce_IMMEDIATE_OR_CANCEL TimeInForce = "3"
TimeInForce_FILL_OR_KILL TimeInForce = "4"
TimeInForce_GOOD_TILL_CROSSING TimeInForce = "5"
TimeInForce_GOOD_TILL_DATE TimeInForce = "6"
TimeInForce_AT_THE_CLOSE TimeInForce = "7"
TimeInForce_GOOD_THROUGH_CROSSING TimeInForce = "8"
TimeInForce_AT_CROSSING TimeInForce = "9"
)
// TimeUnit field enumeration values.
type TimeUnit string
const (
TimeUnit_DAY TimeUnit = "D"
TimeUnit_HOUR TimeUnit = "H"
TimeUnit_MINUTE TimeUnit = "Min"
TimeUnit_MONTH TimeUnit = "Mo"
TimeUnit_SECOND TimeUnit = "S"
TimeUnit_WEEK TimeUnit = "Wk"
TimeUnit_YEAR TimeUnit = "Yr"
)
// TradSesEvent field enumeration values.
type TradSesEvent string
const (
TradSesEvent_TRADING_RESUMES TradSesEvent = "0"
TradSesEvent_CHANGE_OF_TRADING_SESSION TradSesEvent = "1"
TradSesEvent_CHANGE_OF_TRADING_SUBSESSION TradSesEvent = "2"
TradSesEvent_CHANGE_OF_TRADING_STATUS TradSesEvent = "3"
)
// TradSesMethod field enumeration values.
type TradSesMethod string
const (
TradSesMethod_ELECTRONIC TradSesMethod = "1"
TradSesMethod_OPEN_OUTCRY TradSesMethod = "2"
TradSesMethod_TWO_PARTY TradSesMethod = "3"
)
// TradSesMode field enumeration values.
type TradSesMode string
const (
TradSesMode_TESTING TradSesMode = "1"
TradSesMode_SIMULATED TradSesMode = "2"
TradSesMode_PRODUCTION TradSesMode = "3"
)
// TradSesStatus field enumeration values.
type TradSesStatus string
const (
TradSesStatus_UNKNOWN TradSesStatus = "0"
TradSesStatus_HALTED TradSesStatus = "1"
TradSesStatus_OPEN TradSesStatus = "2"
TradSesStatus_CLOSED TradSesStatus = "3"
TradSesStatus_PRE_OPEN TradSesStatus = "4"
TradSesStatus_PRE_CLOSE TradSesStatus = "5"
TradSesStatus_REQUEST_REJECTED TradSesStatus = "6"
)
// TradSesStatusRejReason field enumeration values.
type TradSesStatusRejReason string
const (
TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID TradSesStatusRejReason = "1"
TradSesStatusRejReason_OTHER TradSesStatusRejReason = "99"
)
// TradeAllocIndicator field enumeration values.
type TradeAllocIndicator string
const (
TradeAllocIndicator_ALLOCATION_NOT_REQUIRED TradeAllocIndicator = "0"
TradeAllocIndicator_ALLOCATION_REQUIRED TradeAllocIndicator = "1"
TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE TradeAllocIndicator = "2"
TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR TradeAllocIndicator = "3"
TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR TradeAllocIndicator = "4"
TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT TradeAllocIndicator = "5"
)
// TradeCondition field enumeration values.
type TradeCondition string
const (
TradeCondition_CANCEL TradeCondition = "0"
TradeCondition_IMPLIED_TRADE TradeCondition = "1"
TradeCondition_MARKETPLACE_ENTERED_TRADE TradeCondition = "2"
TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE TradeCondition = "3"
TradeCondition_MULTILEG_TO_MULTILEG_TRADE TradeCondition = "4"
TradeCondition_CASH_MARKET TradeCondition = "A"
TradeCondition_SPREAD TradeCondition = "AA"
TradeCondition_SPREAD_ETH TradeCondition = "AB"
TradeCondition_STRADDLE TradeCondition = "AC"
TradeCondition_STRADDLE_ETH TradeCondition = "AD"
TradeCondition_STOPPED TradeCondition = "AE"
TradeCondition_STOPPED_ETH TradeCondition = "AF"
TradeCondition_REGULAR_ETH TradeCondition = "AG"
TradeCondition_COMBO TradeCondition = "AH"
TradeCondition_COMBO_ETH TradeCondition = "AI"
TradeCondition_OFFICIAL_CLOSING_PRICE TradeCondition = "AJ"
TradeCondition_PRIOR_REFERENCE_PRICE TradeCondition = "AK"
TradeCondition_STOPPED_SOLD_LAST TradeCondition = "AL"
TradeCondition_STOPPED_OUT_OF_SEQUENCE TradeCondition = "AM"
TradeCondition_OFFICAL_CLOSING_PRICE TradeCondition = "AN"
TradeCondition_CROSSED_AO TradeCondition = "AO"
TradeCondition_FAST_MARKET TradeCondition = "AP"
TradeCondition_AUTOMATIC_EXECUTION TradeCondition = "AQ"
TradeCondition_FORM_T TradeCondition = "AR"
TradeCondition_BASKET_INDEX TradeCondition = "AS"
TradeCondition_BURST_BASKET TradeCondition = "AT"
TradeCondition_OUTSIDE_SPREAD TradeCondition = "AV"
TradeCondition_AVERAGE_PRICE_TRADE TradeCondition = "B"
TradeCondition_CASH_TRADE TradeCondition = "C"
TradeCondition_NEXT_DAY_MARKET TradeCondition = "D"
TradeCondition_OPENING_REOPENING_TRADE_DETAIL TradeCondition = "E"
TradeCondition_INTRADAY_TRADE_DETAIL TradeCondition = "F"
TradeCondition_RULE127 TradeCondition = "G"
TradeCondition_RULE155 TradeCondition = "H"
TradeCondition_SOLD_LAST TradeCondition = "I"
TradeCondition_NEXT_DAY_TRADE TradeCondition = "J"
TradeCondition_OPENED TradeCondition = "K"
TradeCondition_SELLER TradeCondition = "L"
TradeCondition_SOLD TradeCondition = "M"
TradeCondition_STOPPED_STOCK TradeCondition = "N"
TradeCondition_IMBALANCE_MORE_BUYERS TradeCondition = "P"
TradeCondition_IMBALANCE_MORE_SELLERS TradeCondition = "Q"
TradeCondition_OPENING_PRICE TradeCondition = "R"
TradeCondition_BARGAIN_CONDITION TradeCondition = "S"
TradeCondition_CONVERTED_PRICE_INDICATOR TradeCondition = "T"
TradeCondition_EXCHANGE_LAST TradeCondition = "U"
TradeCondition_FINAL_PRICE_OF_SESSION TradeCondition = "V"
TradeCondition_EX_PIT TradeCondition = "W"
TradeCondition_CROSSED_X TradeCondition = "X"
TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE TradeCondition = "Y"
TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP TradeCondition = "Z"
TradeCondition_VOLUME_ONLY TradeCondition = "a"
TradeCondition_DIRECT_PLUS TradeCondition = "b"
TradeCondition_ACQUISITION TradeCondition = "c"
TradeCondition_BUNCHED TradeCondition = "d"
TradeCondition_DISTRIBUTION TradeCondition = "e"
TradeCondition_BUNCHED_SALE TradeCondition = "f"
TradeCondition_SPLIT_TRADE TradeCondition = "g"
TradeCondition_CANCEL_STOPPED TradeCondition = "h"
TradeCondition_CANCEL_ETH TradeCondition = "i"
TradeCondition_CANCEL_STOPPED_ETH TradeCondition = "j"
TradeCondition_OUT_OF_SEQUENCE_ETH TradeCondition = "k"
TradeCondition_CANCEL_LAST_ETH TradeCondition = "l"
TradeCondition_SOLD_LAST_SALE_ETH TradeCondition = "m"
TradeCondition_CANCEL_LAST TradeCondition = "n"
TradeCondition_SOLD_LAST_SALE TradeCondition = "o"
TradeCondition_CANCEL_OPEN TradeCondition = "p"
TradeCondition_CANCEL_OPEN_ETH TradeCondition = "q"
TradeCondition_OPENED_SALE_ETH TradeCondition = "r"
TradeCondition_CANCEL_ONLY TradeCondition = "s"
TradeCondition_CANCEL_ONLY_ETH TradeCondition = "t"
TradeCondition_LATE_OPEN_ETH TradeCondition = "u"
TradeCondition_AUTO_EXECUTION_ETH TradeCondition = "v"
TradeCondition_REOPEN TradeCondition = "w"
TradeCondition_REOPEN_ETH TradeCondition = "x"
TradeCondition_ADJUSTED TradeCondition = "y"
TradeCondition_ADJUSTED_ETH TradeCondition = "z"
)
// TradeHandlingInstr field enumeration values.
type TradeHandlingInstr string
const (
TradeHandlingInstr_TRADE_CONFIRMATION TradeHandlingInstr = "0"
TradeHandlingInstr_TWO_PARTY_REPORT TradeHandlingInstr = "1"
TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING TradeHandlingInstr = "2"
TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH TradeHandlingInstr = "3"
TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING TradeHandlingInstr = "4"
TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM TradeHandlingInstr = "5"
)
// TradePublishIndicator field enumeration values.
type TradePublishIndicator string
const (
TradePublishIndicator_DO_NOT_PUBLISH_TRADE TradePublishIndicator = "0"
TradePublishIndicator_PUBLISH_TRADE TradePublishIndicator = "1"
TradePublishIndicator_DEFERRED_PUBLICATION TradePublishIndicator = "2"
)
// TradeReportRejectReason field enumeration values.
type TradeReportRejectReason string
const (
TradeReportRejectReason_SUCCESSFUL TradeReportRejectReason = "0"
TradeReportRejectReason_INVALID_PARTY_INFORMATION TradeReportRejectReason = "1"
TradeReportRejectReason_UNKNOWN_INSTRUMENT TradeReportRejectReason = "2"
TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES TradeReportRejectReason = "3"
TradeReportRejectReason_INVALID_TRADE_TYPE TradeReportRejectReason = "4"
TradeReportRejectReason_OTHER TradeReportRejectReason = "99"
)
// TradeReportTransType field enumeration values.
type TradeReportTransType string
const (
TradeReportTransType_NEW TradeReportTransType = "0"
TradeReportTransType_CANCEL TradeReportTransType = "1"
TradeReportTransType_REPLACE TradeReportTransType = "2"
TradeReportTransType_RELEASE TradeReportTransType = "3"
TradeReportTransType_REVERSE TradeReportTransType = "4"
TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE TradeReportTransType = "5"
)
// TradeReportType field enumeration values.
type TradeReportType string
const (
TradeReportType_SUBMIT TradeReportType = "0"
TradeReportType_ALLEGED TradeReportType = "1"
TradeReportType_PENDED TradeReportType = "10"
TradeReportType_ALLEGED_NEW TradeReportType = "11"
TradeReportType_ALLEGED_ADDENDUM TradeReportType = "12"
TradeReportType_ALLEGED_NO_WAS TradeReportType = "13"
TradeReportType_ALLEGED_TRADE_REPORT_CANCEL TradeReportType = "14"
TradeReportType_ALLEGED_15 TradeReportType = "15"
TradeReportType_ACCEPT TradeReportType = "2"
TradeReportType_DECLINE TradeReportType = "3"
TradeReportType_ADDENDUM TradeReportType = "4"
TradeReportType_NO_WAS TradeReportType = "5"
TradeReportType_TRADE_REPORT_CANCEL TradeReportType = "6"
TradeReportType_LOCKED_IN_TRADE_BREAK TradeReportType = "7"
TradeReportType_DEFAULTED TradeReportType = "8"
TradeReportType_INVALID_CMTA TradeReportType = "9"
)
// TradeRequestResult field enumeration values.
type TradeRequestResult string
const (
TradeRequestResult_SUCCESSFUL TradeRequestResult = "0"
TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT TradeRequestResult = "1"
TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED TradeRequestResult = "2"
TradeRequestResult_INVALID_PARTIES TradeRequestResult = "3"
TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED TradeRequestResult = "4"
TradeRequestResult_INVALID_DESTINATION_REQUESTED TradeRequestResult = "5"
TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED TradeRequestResult = "8"
TradeRequestResult_UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST TradeRequestResult = "9"
TradeRequestResult_OTHER TradeRequestResult = "99"
)
// TradeRequestStatus field enumeration values.
type TradeRequestStatus string
const (
TradeRequestStatus_ACCEPTED TradeRequestStatus = "0"
TradeRequestStatus_COMPLETED TradeRequestStatus = "1"
TradeRequestStatus_REJECTED TradeRequestStatus = "2"
)
// TradeRequestType field enumeration values.
type TradeRequestType string
const (
TradeRequestType_ALL_TRADES TradeRequestType = "0"
TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST TradeRequestType = "1"
TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA TradeRequestType = "2"
TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA TradeRequestType = "3"
TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA TradeRequestType = "4"
)
// TradeType field enumeration values.
type TradeType string
const (
TradeType_AGENCY TradeType = "A"
TradeType_VWAP_GUARANTEE TradeType = "G"
TradeType_GUARANTEED_CLOSE TradeType = "J"
TradeType_RISK_TRADE TradeType = "R"
)
// TradedFlatSwitch field enumeration values.
type TradedFlatSwitch string
const (
TradedFlatSwitch_NO TradedFlatSwitch = "N"
TradedFlatSwitch_YES TradedFlatSwitch = "Y"
)
// TradingSessionID field enumeration values.
type TradingSessionID string
const (
TradingSessionID_DAY TradingSessionID = "1"
TradingSessionID_HALFDAY TradingSessionID = "2"
TradingSessionID_MORNING TradingSessionID = "3"
TradingSessionID_AFTERNOON TradingSessionID = "4"
TradingSessionID_EVENING TradingSessionID = "5"
TradingSessionID_AFTER_HOURS TradingSessionID = "6"
)
// TradingSessionSubID field enumeration values.
type TradingSessionSubID string
const (
TradingSessionSubID_PRE_TRADING TradingSessionSubID = "1"
TradingSessionSubID_OPENING_OR_OPENING_AUCTION TradingSessionSubID = "2"
TradingSessionSubID_3 TradingSessionSubID = "3"
TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION TradingSessionSubID = "4"
TradingSessionSubID_POST_TRADING TradingSessionSubID = "5"
TradingSessionSubID_INTRADAY_AUCTION TradingSessionSubID = "6"
TradingSessionSubID_QUIESCENT TradingSessionSubID = "7"
)
// TrdRegTimestampType field enumeration values.
type TrdRegTimestampType string
const (
TrdRegTimestampType_EXECUTION_TIME TrdRegTimestampType = "1"
TrdRegTimestampType_TIME_IN TrdRegTimestampType = "2"
TrdRegTimestampType_TIME_OUT TrdRegTimestampType = "3"
TrdRegTimestampType_BROKER_RECEIPT TrdRegTimestampType = "4"
TrdRegTimestampType_BROKER_EXECUTION TrdRegTimestampType = "5"
TrdRegTimestampType_DESK_RECEIPT TrdRegTimestampType = "6"
)
// TrdRptStatus field enumeration values.
type TrdRptStatus string
const (
TrdRptStatus_ACCEPTED TrdRptStatus = "0"
TrdRptStatus_REJECTED TrdRptStatus = "1"
TrdRptStatus_ACCEPTED_WITH_ERRORS TrdRptStatus = "3"
)
// TrdSubType field enumeration values.
type TrdSubType string
const (
TrdSubType_CMTA TrdSubType = "0"
TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT TrdSubType = "1"
TrdSubType_TRANSACTION_FROM_ASSIGNMENT TrdSubType = "10"
TrdSubType_ACATS TrdSubType = "11"
TrdSubType_AI TrdSubType = "14"
TrdSubType_B TrdSubType = "15"
TrdSubType_K TrdSubType = "16"
TrdSubType_LC TrdSubType = "17"
TrdSubType_M TrdSubType = "18"
TrdSubType_N TrdSubType = "19"
TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT TrdSubType = "2"
TrdSubType_NM TrdSubType = "20"
TrdSubType_NR TrdSubType = "21"
TrdSubType_P TrdSubType = "22"
TrdSubType_PA TrdSubType = "23"
TrdSubType_PC TrdSubType = "24"
TrdSubType_PN TrdSubType = "25"
TrdSubType_R TrdSubType = "26"
TrdSubType_RO TrdSubType = "27"
TrdSubType_RT TrdSubType = "28"
TrdSubType_SW TrdSubType = "29"
TrdSubType_REJECT_FOR_SUBMITTING_SIDE TrdSubType = "3"
TrdSubType_T TrdSubType = "30"
TrdSubType_WN TrdSubType = "31"
TrdSubType_WT TrdSubType = "32"
TrdSubType_OFF_HOURS_TRADE TrdSubType = "33"
TrdSubType_ON_HOURS_TRADE TrdSubType = "34"
TrdSubType_OTC_QUOTE TrdSubType = "35"
TrdSubType_CONVERTED_SWAP TrdSubType = "36"
TrdSubType_CROSSED_TRADE TrdSubType = "37"
TrdSubType_INTERIM_PROTECTED_TRADE TrdSubType = "38"
TrdSubType_LARGE_IN_SCALE TrdSubType = "39"
TrdSubType_ADVISORY_FOR_CONTRA_SIDE TrdSubType = "4"
TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION TrdSubType = "5"
TrdSubType_ONSET_DUT_TO_AN_ALLOCATION TrdSubType = "6"
TrdSubType_DIFFERENTIAL_SPREAD TrdSubType = "7"
TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT TrdSubType = "8"
TrdSubType_TRANSACTION_FROM_EXERCISE TrdSubType = "9"
)
// TrdType field enumeration values.
type TrdType string
const (
TrdType_REGULAR_TRADE TrdType = "0"
TrdType_BLOCK_TRADE_1 TrdType = "1"
TrdType_AFTER_HOURS_TRADE TrdType = "10"
TrdType_EXCHANGE_FOR_RISK TrdType = "11"
TrdType_EXCHANGE_FOR_SWAP TrdType = "12"
TrdType_EXCHANGE_OF_FUTURES_FOR TrdType = "13"
TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS TrdType = "14"
TrdType_TRADING_AT_SETTLEMENT TrdType = "15"
TrdType_ALL_OR_NONE TrdType = "16"
TrdType_FUTURES_LARGE_ORDER_EXECUTION TrdType = "17"
TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES TrdType = "18"
TrdType_OPTION_INTERIM_TRADE TrdType = "19"
TrdType_EFP TrdType = "2"
TrdType_OPTION_CABINET_TRADE TrdType = "20"
TrdType_PRIVATELY_NEGOTIATED_TRADES TrdType = "22"
TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS TrdType = "23"
TrdType_ERROR_TRADE TrdType = "24"
TrdType_SPECIAL_CUM_DIVIDEND TrdType = "25"
TrdType_SPECIAL_EX_DIVIDEND TrdType = "26"
TrdType_SPECIAL_CUM_COUPON TrdType = "27"
TrdType_SPECIAL_EX_COUPON TrdType = "28"
TrdType_CASH_SETTLEMENT TrdType = "29"
TrdType_TRANSFER TrdType = "3"
TrdType_SPECIAL_PRICE TrdType = "30"
TrdType_GUARANTEED_DELIVERY TrdType = "31"
TrdType_SPECIAL_CUM_RIGHTS TrdType = "32"
TrdType_SPECIAL_EX_RIGHTS TrdType = "33"
TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS TrdType = "34"
TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS TrdType = "35"
TrdType_SPECIAL_CUM_BONUS TrdType = "36"
TrdType_SPECIAL_EX_BONUS TrdType = "37"
TrdType_BLOCK_TRADE_38 TrdType = "38"
TrdType_WORKED_PRINCIPAL_TRADE TrdType = "39"
TrdType_LATE_TRADE TrdType = "4"
TrdType_BLOCK_TRADES TrdType = "40"
TrdType_NAME_CHANGE TrdType = "41"
TrdType_PORTFOLIO_TRANSFER TrdType = "42"
TrdType_PROROGATION_BUY TrdType = "43"
TrdType_PROROGATION_SELL TrdType = "44"
TrdType_OPTION_EXERCISE TrdType = "45"
TrdType_DELTA_NEUTRAL_TRANSACTION TrdType = "46"
TrdType_FINANCING_TRANSACTION TrdType = "47"
TrdType_NON_STANDARD_SETTLEMENT TrdType = "48"
TrdType_DERIVATIVE_RELATED_TRANSACTION TrdType = "49"
TrdType_T_TRADE TrdType = "5"
TrdType_PORTFOLIO_TRADE TrdType = "50"
TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE TrdType = "51"
TrdType_EXCHANGE_GRANTED_TRADE TrdType = "52"
TrdType_REPURCHASE_AGREEMENT TrdType = "53"
TrdType_OTC TrdType = "54"
TrdType_EXCHANGE_BASIS_FACILITY TrdType = "55"
TrdType_WEIGHTED_AVERAGE_PRICE_TRADE TrdType = "6"
TrdType_BUNCHED_TRADE TrdType = "7"
TrdType_LATE_BUNCHED_TRADE TrdType = "8"
TrdType_PRIOR_REFERENCE_PRICE_TRADE TrdType = "9"
)
// TriggerAction field enumeration values.
type TriggerAction string
const (
TriggerAction_ACTIVATE TriggerAction = "1"
TriggerAction_MODIFY TriggerAction = "2"
TriggerAction_CANCEL TriggerAction = "3"
)
// TriggerOrderType field enumeration values.
type TriggerOrderType string
const (
TriggerOrderType_MARKET TriggerOrderType = "1"
TriggerOrderType_LIMIT TriggerOrderType = "2"
)
// TriggerPriceDirection field enumeration values.
type TriggerPriceDirection string
const (
TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE TriggerPriceDirection = "D"
TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE TriggerPriceDirection = "U"
)
// TriggerPriceType field enumeration values.
type TriggerPriceType string
const (
TriggerPriceType_BEST_OFFER TriggerPriceType = "1"
TriggerPriceType_LAST_TRADE TriggerPriceType = "2"
TriggerPriceType_BEST_BID TriggerPriceType = "3"
TriggerPriceType_BEST_BID_OR_LAST_TRADE TriggerPriceType = "4"
TriggerPriceType_BEST_OFFER_OR_LAST_TRADE TriggerPriceType = "5"
TriggerPriceType_BEST_MID TriggerPriceType = "6"
)
// TriggerPriceTypeScope field enumeration values.
type TriggerPriceTypeScope string
const (
TriggerPriceTypeScope_NONE TriggerPriceTypeScope = "0"
TriggerPriceTypeScope_LOCAL TriggerPriceTypeScope = "1"
TriggerPriceTypeScope_NATIONAL TriggerPriceTypeScope = "2"
TriggerPriceTypeScope_GLOBAL TriggerPriceTypeScope = "3"
)
// TriggerType field enumeration values.
type TriggerType string
const (
TriggerType_PARTIAL_EXECUTION TriggerType = "1"
TriggerType_SPECIFIED_TRADING_SESSION TriggerType = "2"
TriggerType_NEXT_AUCTION TriggerType = "3"
TriggerType_PRICE_MOVEMENT TriggerType = "4"
)
// UnderlyingCashType field enumeration values.
type UnderlyingCashType string
const (
UnderlyingCashType_DIFF UnderlyingCashType = "DIFF"
UnderlyingCashType_FIXED UnderlyingCashType = "FIXED"
)
// UnderlyingFXRateCalc field enumeration values.
type UnderlyingFXRateCalc string
const (
UnderlyingFXRateCalc_DIVIDE UnderlyingFXRateCalc = "D"
UnderlyingFXRateCalc_MULTIPLY UnderlyingFXRateCalc = "M"
)
// UnderlyingSettlementType field enumeration values.
type UnderlyingSettlementType string
const (
UnderlyingSettlementType_T_PLUS_1 UnderlyingSettlementType = "2"
UnderlyingSettlementType_T_PLUS_3 UnderlyingSettlementType = "4"
UnderlyingSettlementType_T_PLUS_4 UnderlyingSettlementType = "5"
)
// UnitOfMeasure field enumeration values.
type UnitOfMeasure string
const (
UnitOfMeasure_BARRELS UnitOfMeasure = "Bbl"
UnitOfMeasure_BILLION_CUBIC_FEET UnitOfMeasure = "Bcf"
UnitOfMeasure_BUSHELS UnitOfMeasure = "Bu"
UnitOfMeasure_GALLONS UnitOfMeasure = "Gal"
UnitOfMeasure_ONE_MILLION_BTU UnitOfMeasure = "MMBtu"
UnitOfMeasure_MILLION_BARRELS UnitOfMeasure = "MMbbl"
UnitOfMeasure_MEGAWATT_HOURS UnitOfMeasure = "MWh"
UnitOfMeasure_US_DOLLARS UnitOfMeasure = "USD"
UnitOfMeasure_POUNDS UnitOfMeasure = "lbs"
UnitOfMeasure_TROY_OUNCES UnitOfMeasure = "oz_tr"
UnitOfMeasure_METRIC_TONS UnitOfMeasure = "t"
UnitOfMeasure_TONS UnitOfMeasure = "tn"
)
// UnsolicitedIndicator field enumeration values.
type UnsolicitedIndicator string
const (
UnsolicitedIndicator_NO UnsolicitedIndicator = "N"
UnsolicitedIndicator_YES UnsolicitedIndicator = "Y"
)
// Urgency field enumeration values.
type Urgency string
const (
Urgency_NORMAL Urgency = "0"
Urgency_FLASH Urgency = "1"
Urgency_BACKGROUND Urgency = "2"
)
// UserRequestType field enumeration values.
type UserRequestType string
const (
UserRequestType_LOGONUSER UserRequestType = "1"
UserRequestType_LOGOFFUSER UserRequestType = "2"
UserRequestType_CHANGEPASSWORDFORUSER UserRequestType = "3"
UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS UserRequestType = "4"
)
// UserStatus field enumeration values.
type UserStatus string
const (
UserStatus_LOGGED_IN UserStatus = "1"
UserStatus_NOT_LOGGED_IN UserStatus = "2"
UserStatus_USER_NOT_RECOGNISED UserStatus = "3"
UserStatus_PASSWORD_INCORRECT UserStatus = "4"
UserStatus_PASSWORD_CHANGED UserStatus = "5"
UserStatus_OTHER UserStatus = "6"
UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE UserStatus = "7"
UserStatus_SESSION_SHUTDOWN_WARNING UserStatus = "8"
)
// WorkingIndicator field enumeration values.
type WorkingIndicator string
const (
WorkingIndicator_NO WorkingIndicator = "N"
WorkingIndicator_YES WorkingIndicator = "Y"
)
// YieldType field enumeration values.
type YieldType string
const (
YieldType_AFTER_TAX_YIELD YieldType = "AFTERTAX"
YieldType_ANNUAL_YIELD YieldType = "ANNUAL"
YieldType_YIELD_AT_ISSUE YieldType = "ATISSUE"
YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS YieldType = "AVGLIFE"
YieldType_YIELD_TO_AVERAGE_MATURITY YieldType = "AVGMATURITY"
YieldType_BOOK_YIELD YieldType = "BOOK"
YieldType_YIELD_TO_NEXT_CALL YieldType = "CALL"
YieldType_YIELD_CHANGE_SINCE_CLOSE YieldType = "CHANGE"
YieldType_CLOSING_YIELD YieldType = "CLOSE"
YieldType_COMPOUND_YIELD YieldType = "COMPOUND"
YieldType_CURRENT_YIELD YieldType = "CURRENT"
YieldType_GOVERNMENT_EQUIVALENT_YIELD YieldType = "GOVTEQUIV"
YieldType_TRUE_GROSS_YIELD YieldType = "GROSS"
YieldType_YIELD_WITH_INFLATION_ASSUMPTION YieldType = "INFLATION"
YieldType_INVERSE_FLOATER_BOND_YIELD YieldType = "INVERSEFLOATER"
YieldType_MOST_RECENT_CLOSING_YIELD YieldType = "LASTCLOSE"
YieldType_CLOSING_YIELD_MOST_RECENT_MONTH YieldType = "LASTMONTH"
YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER YieldType = "LASTQUARTER"
YieldType_CLOSING_YIELD_MOST_RECENT_YEAR YieldType = "LASTYEAR"
YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE YieldType = "LONGAVGLIFE"
YieldType_YIELD_TO_LONGEST_AVERAGE YieldType = "LONGEST"
YieldType_MARK_TO_MARKET_YIELD YieldType = "MARK"
YieldType_YIELD_TO_MATURITY YieldType = "MATURITY"
YieldType_YIELD_TO_NEXT_REFUND YieldType = "NEXTREFUND"
YieldType_OPEN_AVERAGE_YIELD YieldType = "OPENAVG"
YieldType_PREVIOUS_CLOSE_YIELD YieldType = "PREVCLOSE"
YieldType_PROCEEDS_YIELD YieldType = "PROCEEDS"
YieldType_YIELD_TO_NEXT_PUT YieldType = "PUT"
YieldType_SEMI_ANNUAL_YIELD YieldType = "SEMIANNUAL"
YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE YieldType = "SHORTAVGLIFE"
YieldType_YIELD_TO_SHORTEST_AVERAGE YieldType = "SHORTEST"
YieldType_SIMPLE_YIELD YieldType = "SIMPLE"
YieldType_TAX_EQUIVALENT_YIELD YieldType = "TAXEQUIV"
YieldType_YIELD_TO_TENDER_DATE YieldType = "TENDER"
YieldType_TRUE_YIELD YieldType = "TRUE"
YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE YieldType = "VALUE1/32"
YieldType_YIELD_VALUE_OF_1_32 YieldType = "VALUE1_32"
YieldType_YIELD_TO_WORST YieldType = "WORST"
)