5366 lines
255 KiB
Go
5366 lines
255 KiB
Go
// Code generated by quickfix. DO NOT EDIT.
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package enum
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// AccountType field enumeration values.
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type AccountType string
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const (
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AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS AccountType = "1"
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AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS AccountType = "2"
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AccountType_HOUSE_TRADER AccountType = "3"
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AccountType_FLOOR_TRADER AccountType = "4"
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AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED AccountType = "6"
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AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED AccountType = "7"
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AccountType_JOINT_BACK_OFFICE_ACCOUNT AccountType = "8"
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)
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// AcctIDSource field enumeration values.
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type AcctIDSource string
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const (
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AcctIDSource_BIC AcctIDSource = "1"
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AcctIDSource_SID_CODE AcctIDSource = "2"
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AcctIDSource_TFM AcctIDSource = "3"
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AcctIDSource_OMGEO AcctIDSource = "4"
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AcctIDSource_DTCC_CODE AcctIDSource = "5"
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AcctIDSource_OTHER AcctIDSource = "99"
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)
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// Adjustment field enumeration values.
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type Adjustment string
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const (
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Adjustment_CANCEL Adjustment = "1"
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Adjustment_ERROR Adjustment = "2"
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Adjustment_CORRECTION Adjustment = "3"
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)
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// AdjustmentType field enumeration values.
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type AdjustmentType string
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const (
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AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION AdjustmentType = "0"
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AdjustmentType_DELTA_PLUS AdjustmentType = "1"
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AdjustmentType_DELTA_MINUS AdjustmentType = "2"
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AdjustmentType_FINAL AdjustmentType = "3"
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)
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// AdvSide field enumeration values.
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type AdvSide string
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const (
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AdvSide_BUY AdvSide = "B"
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AdvSide_SELL AdvSide = "S"
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AdvSide_TRADE AdvSide = "T"
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AdvSide_CROSS AdvSide = "X"
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)
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// AdvTransType field enumeration values.
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type AdvTransType string
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const (
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AdvTransType_CANCEL AdvTransType = "C"
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AdvTransType_NEW AdvTransType = "N"
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AdvTransType_REPLACE AdvTransType = "R"
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)
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// AffirmStatus field enumeration values.
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type AffirmStatus string
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const (
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AffirmStatus_RECEIVED AffirmStatus = "1"
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AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED AffirmStatus = "2"
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AffirmStatus_AFFIRMED AffirmStatus = "3"
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)
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// AggregatedBook field enumeration values.
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type AggregatedBook string
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const (
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AggregatedBook_NO AggregatedBook = "N"
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AggregatedBook_YES AggregatedBook = "Y"
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)
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// AggressorIndicator field enumeration values.
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type AggressorIndicator string
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const (
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AggressorIndicator_NO AggressorIndicator = "N"
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AggressorIndicator_YES AggressorIndicator = "Y"
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)
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// AllocAccountType field enumeration values.
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type AllocAccountType string
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const (
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AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS AllocAccountType = "1"
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AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS AllocAccountType = "2"
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AllocAccountType_HOUSE_TRADER AllocAccountType = "3"
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AllocAccountType_FLOOR_TRADER AllocAccountType = "4"
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AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED AllocAccountType = "6"
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AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED AllocAccountType = "7"
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AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT AllocAccountType = "8"
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)
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// AllocCancReplaceReason field enumeration values.
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type AllocCancReplaceReason string
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const (
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AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT AllocCancReplaceReason = "1"
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AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS AllocCancReplaceReason = "2"
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AllocCancReplaceReason_OTHER AllocCancReplaceReason = "99"
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)
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// AllocHandlInst field enumeration values.
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type AllocHandlInst string
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const (
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AllocHandlInst_MATCH AllocHandlInst = "1"
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AllocHandlInst_FORWARD AllocHandlInst = "2"
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AllocHandlInst_FORWARD_AND_MATCH AllocHandlInst = "3"
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)
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// AllocIntermedReqType field enumeration values.
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type AllocIntermedReqType string
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const (
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AllocIntermedReqType_PENDING_ACCEPT AllocIntermedReqType = "1"
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AllocIntermedReqType_PENDING_RELEASE AllocIntermedReqType = "2"
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AllocIntermedReqType_PENDING_REVERSAL AllocIntermedReqType = "3"
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AllocIntermedReqType_ACCEPT AllocIntermedReqType = "4"
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AllocIntermedReqType_BLOCK_LEVEL_REJECT AllocIntermedReqType = "5"
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AllocIntermedReqType_ACCOUNT_LEVEL_REJECT AllocIntermedReqType = "6"
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)
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// AllocLinkType field enumeration values.
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type AllocLinkType string
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const (
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AllocLinkType_FX_NETTING AllocLinkType = "0"
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AllocLinkType_FX_SWAP AllocLinkType = "1"
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)
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// AllocMethod field enumeration values.
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type AllocMethod string
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const (
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AllocMethod_AUTOMATIC AllocMethod = "1"
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AllocMethod_GUARANTOR AllocMethod = "2"
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AllocMethod_MANUAL AllocMethod = "3"
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)
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// AllocNoOrdersType field enumeration values.
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type AllocNoOrdersType string
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const (
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AllocNoOrdersType_NOT_SPECIFIED AllocNoOrdersType = "0"
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AllocNoOrdersType_EXPLICIT_LIST_PROVIDED AllocNoOrdersType = "1"
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)
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// AllocPositionEffect field enumeration values.
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type AllocPositionEffect string
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const (
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AllocPositionEffect_CLOSE AllocPositionEffect = "C"
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AllocPositionEffect_FIFO AllocPositionEffect = "F"
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AllocPositionEffect_OPEN AllocPositionEffect = "O"
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AllocPositionEffect_ROLLED AllocPositionEffect = "R"
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)
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// AllocRejCode field enumeration values.
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type AllocRejCode string
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const (
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AllocRejCode_UNKNOWN_ACCOUNT AllocRejCode = "0"
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AllocRejCode_INCORRECT_QUANTITY AllocRejCode = "1"
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AllocRejCode_UNKNOWN_OR_STALE_EXECID AllocRejCode = "10"
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AllocRejCode_MISMATCHED_DATA AllocRejCode = "11"
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AllocRejCode_UNKNOWN_CLORDID AllocRejCode = "12"
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AllocRejCode_WAREHOUSE_REQUEST_REJECTED AllocRejCode = "13"
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AllocRejCode_INCORRECT_AVERAGEG_PRICE AllocRejCode = "2"
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AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC AllocRejCode = "3"
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AllocRejCode_COMMISSION_DIFFERENCE AllocRejCode = "4"
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AllocRejCode_UNKNOWN_ORDERID AllocRejCode = "5"
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AllocRejCode_UNKNOWN_LISTID AllocRejCode = "6"
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AllocRejCode_OTHER_7 AllocRejCode = "7"
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AllocRejCode_INCORRECT_ALLOCATED_QUANTITY AllocRejCode = "8"
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AllocRejCode_CALCULATION_DIFFERENCE AllocRejCode = "9"
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AllocRejCode_OTHER_99 AllocRejCode = "99"
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)
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// AllocReportType field enumeration values.
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type AllocReportType string
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const (
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AllocReportType_REJECT AllocReportType = "10"
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AllocReportType_ACCEPT_PENDING AllocReportType = "11"
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AllocReportType_COMPLETE AllocReportType = "12"
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AllocReportType_REVERSE_PENDING AllocReportType = "14"
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AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY AllocReportType = "2"
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AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY AllocReportType = "3"
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AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY AllocReportType = "4"
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AllocReportType_WAREHOUSE_RECAP AllocReportType = "5"
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AllocReportType_REQUEST_TO_INTERMEDIARY AllocReportType = "8"
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AllocReportType_ACCEPT AllocReportType = "9"
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)
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// AllocSettlInstType field enumeration values.
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type AllocSettlInstType string
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const (
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AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS AllocSettlInstType = "0"
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AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED AllocSettlInstType = "1"
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AllocSettlInstType_FULL_DETAILS_PROVIDED AllocSettlInstType = "2"
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AllocSettlInstType_SSI_DB_IDS_PROVIDED AllocSettlInstType = "3"
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AllocSettlInstType_PHONE_FOR_INSTRUCTIONS AllocSettlInstType = "4"
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)
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// AllocStatus field enumeration values.
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type AllocStatus string
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const (
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AllocStatus_ACCEPTED AllocStatus = "0"
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AllocStatus_BLOCK_LEVEL_REJECT AllocStatus = "1"
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AllocStatus_ACCOUNT_LEVEL_REJECT AllocStatus = "2"
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AllocStatus_RECEIVED AllocStatus = "3"
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AllocStatus_INCOMPLETE AllocStatus = "4"
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AllocStatus_REJECTED_BY_INTERMEDIARY AllocStatus = "5"
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AllocStatus_ALLOCATION_PENDING AllocStatus = "6"
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AllocStatus_REVERSED AllocStatus = "7"
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)
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// AllocTransType field enumeration values.
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type AllocTransType string
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const (
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AllocTransType_NEW AllocTransType = "0"
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AllocTransType_REPLACE AllocTransType = "1"
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AllocTransType_CANCEL AllocTransType = "2"
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AllocTransType_PRELIMINARY AllocTransType = "3"
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AllocTransType_CALCULATED AllocTransType = "4"
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AllocTransType_CALCULATED_WITHOUT_PRELIMINARY AllocTransType = "5"
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AllocTransType_REVERSAL AllocTransType = "6"
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)
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// AllocType field enumeration values.
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type AllocType string
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const (
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AllocType_CALCULATED AllocType = "1"
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AllocType_REJECT AllocType = "10"
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AllocType_ACCEPT_PENDING AllocType = "11"
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AllocType_INCOMPLETE_GROUP AllocType = "12"
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AllocType_COMPLETE_GROUP AllocType = "13"
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AllocType_REVERSAL_PENDING AllocType = "14"
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AllocType_PRELIMINARY AllocType = "2"
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AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY AllocType = "3"
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AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY AllocType = "4"
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AllocType_READY_TO_BOOK AllocType = "5"
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AllocType_BUYSIDE_READY_TO_BOOK AllocType = "6"
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AllocType_WAREHOUSE_INSTRUCTION AllocType = "7"
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AllocType_REQUEST_TO_INTERMEDIARY AllocType = "8"
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AllocType_ACCEPT AllocType = "9"
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)
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// ApplQueueAction field enumeration values.
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type ApplQueueAction string
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const (
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ApplQueueAction_NO_ACTION_TAKEN ApplQueueAction = "0"
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ApplQueueAction_QUEUE_FLUSHED ApplQueueAction = "1"
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ApplQueueAction_OVERLAY_LAST ApplQueueAction = "2"
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ApplQueueAction_END_SESSION ApplQueueAction = "3"
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)
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// ApplQueueResolution field enumeration values.
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type ApplQueueResolution string
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const (
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ApplQueueResolution_NO_ACTION_TAKEN ApplQueueResolution = "0"
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ApplQueueResolution_QUEUE_FLUSHED ApplQueueResolution = "1"
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ApplQueueResolution_OVERLAY_LAST ApplQueueResolution = "2"
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ApplQueueResolution_END_SESSION ApplQueueResolution = "3"
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)
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// ApplReportType field enumeration values.
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type ApplReportType string
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const (
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ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM ApplReportType = "0"
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ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM ApplReportType = "1"
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ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID ApplReportType = "2"
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ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED ApplReportType = "3"
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)
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// ApplReqType field enumeration values.
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type ApplReqType string
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const (
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ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS ApplReqType = "0"
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ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "1"
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ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS ApplReqType = "2"
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ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS ApplReqType = "3"
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ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "4"
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ApplReqType_CANCEL_RETRANSMISSION ApplReqType = "5"
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ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "6"
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)
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// ApplResponseError field enumeration values.
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type ApplResponseError string
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const (
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ApplResponseError_APPLICATION_DOES_NOT_EXIST ApplResponseError = "0"
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ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE ApplResponseError = "1"
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ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION ApplResponseError = "2"
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)
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// ApplResponseType field enumeration values.
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type ApplResponseType string
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const (
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ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED ApplResponseType = "0"
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ApplResponseType_APPLICATION_DOES_NOT_EXIST ApplResponseType = "1"
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ApplResponseType_MESSAGES_NOT_AVAILABLE ApplResponseType = "2"
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)
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// ApplVerID field enumeration values.
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type ApplVerID string
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const (
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ApplVerID_FIX27 ApplVerID = "0"
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ApplVerID_FIX30 ApplVerID = "1"
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ApplVerID_FIX40 ApplVerID = "2"
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ApplVerID_FIX41 ApplVerID = "3"
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ApplVerID_FIX42 ApplVerID = "4"
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ApplVerID_FIX43 ApplVerID = "5"
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ApplVerID_FIX44 ApplVerID = "6"
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ApplVerID_FIX50 ApplVerID = "7"
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ApplVerID_FIX50SP1 ApplVerID = "8"
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ApplVerID_FIX50SP2 ApplVerID = "9"
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)
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// AsOfIndicator field enumeration values.
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type AsOfIndicator string
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const (
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AsOfIndicator_FALSE AsOfIndicator = "0"
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AsOfIndicator_TRUE AsOfIndicator = "1"
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)
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// AssignmentMethod field enumeration values.
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type AssignmentMethod string
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const (
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AssignmentMethod_PRO_RATA AssignmentMethod = "P"
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AssignmentMethod_RANDOM AssignmentMethod = "R"
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)
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// AvgPxIndicator field enumeration values.
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type AvgPxIndicator string
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const (
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AvgPxIndicator_NO_AVERAGE_PRICING AvgPxIndicator = "0"
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AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID AvgPxIndicator = "1"
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AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID AvgPxIndicator = "2"
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)
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// BasisPxType field enumeration values.
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type BasisPxType string
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const (
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BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION BasisPxType = "2"
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BasisPxType_CLOSING_PRICE BasisPxType = "3"
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BasisPxType_CURRENT_PRICE BasisPxType = "4"
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BasisPxType_SQ BasisPxType = "5"
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BasisPxType_VWAP_THROUGH_A_DAY BasisPxType = "6"
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BasisPxType_VWAP_THROUGH_A_MORNING_SESSION BasisPxType = "7"
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BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION BasisPxType = "8"
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BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI BasisPxType = "9"
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BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI BasisPxType = "A"
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BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI BasisPxType = "B"
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BasisPxType_STRIKE BasisPxType = "C"
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BasisPxType_OPEN BasisPxType = "D"
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BasisPxType_OTHERS BasisPxType = "Z"
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)
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// Benchmark field enumeration values.
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type Benchmark string
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const (
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Benchmark_CURVE Benchmark = "1"
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Benchmark_5YR Benchmark = "2"
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Benchmark_OLD5 Benchmark = "3"
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Benchmark_10YR Benchmark = "4"
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Benchmark_OLD10 Benchmark = "5"
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Benchmark_30YR Benchmark = "6"
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Benchmark_OLD30 Benchmark = "7"
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Benchmark_3MOLIBOR Benchmark = "8"
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Benchmark_6MOLIBOR Benchmark = "9"
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)
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// BenchmarkCurveName field enumeration values.
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type BenchmarkCurveName string
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const (
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BenchmarkCurveName_EONIA BenchmarkCurveName = "EONIA"
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BenchmarkCurveName_EUREPO BenchmarkCurveName = "EUREPO"
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BenchmarkCurveName_EURIBOR BenchmarkCurveName = "Euribor"
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BenchmarkCurveName_FUTURESWAP BenchmarkCurveName = "FutureSWAP"
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BenchmarkCurveName_LIBID BenchmarkCurveName = "LIBID"
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BenchmarkCurveName_LIBOR BenchmarkCurveName = "LIBOR"
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BenchmarkCurveName_MUNIAAA BenchmarkCurveName = "MuniAAA"
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BenchmarkCurveName_OTHER BenchmarkCurveName = "OTHER"
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BenchmarkCurveName_PFANDBRIEFE BenchmarkCurveName = "Pfandbriefe"
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BenchmarkCurveName_SONIA BenchmarkCurveName = "SONIA"
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BenchmarkCurveName_SWAP BenchmarkCurveName = "SWAP"
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BenchmarkCurveName_TREASURY BenchmarkCurveName = "Treasury"
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)
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// BidDescriptorType field enumeration values.
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type BidDescriptorType string
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const (
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BidDescriptorType_SECTOR BidDescriptorType = "1"
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BidDescriptorType_COUNTRY BidDescriptorType = "2"
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BidDescriptorType_INDEX BidDescriptorType = "3"
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)
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// BidRequestTransType field enumeration values.
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type BidRequestTransType string
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const (
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BidRequestTransType_CANCEL BidRequestTransType = "C"
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BidRequestTransType_NO BidRequestTransType = "N"
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)
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// BidTradeType field enumeration values.
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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_STYLE BidType = "1"
|
|
BidType_DISCLOSED_SYTLE 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_UNKNOWN_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_M CancellationRights = "M"
|
|
CancellationRights_NO_N CancellationRights = "N"
|
|
CancellationRights_NO_O 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_106H_AND_106J_FIRMS ClearingFeeIndicator = "H"
|
|
ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS ClearingFeeIndicator = "I"
|
|
ClearingFeeIndicator_LESSEE_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_TRADE_DATE CollInquiryQualifier = "0"
|
|
CollInquiryQualifier_GC_INSTRUMENT CollInquiryQualifier = "1"
|
|
CollInquiryQualifier_COLLATERAL_INSTRUMENT 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_PERCENT CommType = "2"
|
|
CommType_ABSOLUTE CommType = "3"
|
|
CommType_PERCENTAGE_WAIVED_4 CommType = "4"
|
|
CommType_PERCENTAGE_WAIVED_5 CommType = "5"
|
|
CommType_POINTS_PER_BOND_OR_CONTRACT CommType = "6"
|
|
)
|
|
|
|
// ComplexEventCondition field enumeration values.
|
|
type ComplexEventCondition string
|
|
|
|
const (
|
|
ComplexEventCondition_AND ComplexEventCondition = "1"
|
|
ComplexEventCondition_OR ComplexEventCondition = "2"
|
|
)
|
|
|
|
// ComplexEventPriceBoundaryMethod field enumeration values.
|
|
type ComplexEventPriceBoundaryMethod string
|
|
|
|
const (
|
|
ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "1"
|
|
ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "2"
|
|
ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "3"
|
|
ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "4"
|
|
ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "5"
|
|
)
|
|
|
|
// ComplexEventPriceTimeType field enumeration values.
|
|
type ComplexEventPriceTimeType string
|
|
|
|
const (
|
|
ComplexEventPriceTimeType_EXPIRATION ComplexEventPriceTimeType = "1"
|
|
ComplexEventPriceTimeType_IMMEDIATE ComplexEventPriceTimeType = "2"
|
|
ComplexEventPriceTimeType_SPECIFIED_DATE_TIME ComplexEventPriceTimeType = "3"
|
|
)
|
|
|
|
// ComplexEventType field enumeration values.
|
|
type ComplexEventType string
|
|
|
|
const (
|
|
ComplexEventType_CAPPED ComplexEventType = "1"
|
|
ComplexEventType_TRIGGER ComplexEventType = "2"
|
|
ComplexEventType_KNOCK_IN_UP ComplexEventType = "3"
|
|
ComplexEventType_KOCK_IN_DOWN ComplexEventType = "4"
|
|
ComplexEventType_KNOCK_OUT_UP ComplexEventType = "5"
|
|
ComplexEventType_KNOCK_OUT_DOWN ComplexEventType = "6"
|
|
ComplexEventType_UNDERLYING ComplexEventType = "7"
|
|
ComplexEventType_RESET_BARRIER ComplexEventType = "8"
|
|
ComplexEventType_ROLLING_BARRIER ComplexEventType = "9"
|
|
)
|
|
|
|
// 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"
|
|
)
|
|
|
|
// ContractMultiplierUnit field enumeration values.
|
|
type ContractMultiplierUnit string
|
|
|
|
const (
|
|
ContractMultiplierUnit_SHARES ContractMultiplierUnit = "0"
|
|
ContractMultiplierUnit_HOURS ContractMultiplierUnit = "1"
|
|
ContractMultiplierUnit_DAYS ContractMultiplierUnit = "2"
|
|
)
|
|
|
|
// 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_AON CrossType = "1"
|
|
CrossType_CROSS_IOC CrossType = "2"
|
|
CrossType_CROSS_ONE_SIDE CrossType = "3"
|
|
CrossType_CROSS_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 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 CxlRejReason = "5"
|
|
CxlRejReason_DUPLICATE_CLORDID 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"
|
|
)
|
|
|
|
// DealingCapacity field enumeration values.
|
|
type DealingCapacity string
|
|
|
|
const (
|
|
DealingCapacity_AGENT DealingCapacity = "A"
|
|
DealingCapacity_PRINCIPAL DealingCapacity = "P"
|
|
DealingCapacity_RISKLESS_PRINCIPAL DealingCapacity = "R"
|
|
)
|
|
|
|
// DeleteReason field enumeration values.
|
|
type DeleteReason string
|
|
|
|
const (
|
|
DeleteReason_CANCELLATION DeleteReason = "0"
|
|
DeleteReason_ERROR DeleteReason = "1"
|
|
)
|
|
|
|
// DeliveryForm field enumeration values.
|
|
type DeliveryForm string
|
|
|
|
const (
|
|
DeliveryForm_BOOK_ENTRY DeliveryForm = "1"
|
|
DeliveryForm_BEARER DeliveryForm = "2"
|
|
)
|
|
|
|
// DeliveryType field enumeration values.
|
|
type DeliveryType string
|
|
|
|
const (
|
|
DeliveryType_VERSUS_PAYMENT_DELIVER DeliveryType = "0"
|
|
DeliveryType_FREE_DELIVER 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 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"
|
|
DisplayMethod_UNDISCLOSED DisplayMethod = "4"
|
|
)
|
|
|
|
// 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_FED_WIRE 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_DONT_KNOW ExecAckStatus = "2"
|
|
)
|
|
|
|
// ExecInst field enumeration values.
|
|
type ExecInst string
|
|
|
|
const (
|
|
ExecInst_STAY_ON_OFFER_SIDE 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_PARTICIPANT_DONT_INITIATE ExecInst = "6"
|
|
ExecInst_STRICT_SCALE ExecInst = "7"
|
|
ExecInst_TRY_TO_SCALE ExecInst = "8"
|
|
ExecInst_STAY_ON_BID_SIDE 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_PEG 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 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 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_REPLACED 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"
|
|
)
|
|
|
|
// 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"
|
|
)
|
|
|
|
// FlowScheduleType field enumeration values.
|
|
type FlowScheduleType string
|
|
|
|
const (
|
|
FlowScheduleType_NERC_EASTERN_OFF_PEAK FlowScheduleType = "0"
|
|
FlowScheduleType_NERC_WESTERN_OFF_PEAK FlowScheduleType = "1"
|
|
FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH FlowScheduleType = "2"
|
|
FlowScheduleType_NERC_EASTERN_PEAK FlowScheduleType = "3"
|
|
FlowScheduleType_NERC_WESTERN_PEAK FlowScheduleType = "4"
|
|
)
|
|
|
|
// 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_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES GTBookingInst = "1"
|
|
GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE GTBookingInst = "2"
|
|
)
|
|
|
|
// GapFillFlag field enumeration values.
|
|
type GapFillFlag string
|
|
|
|
const (
|
|
GapFillFlag_NO GapFillFlag = "N"
|
|
GapFillFlag_YES GapFillFlag = "Y"
|
|
)
|
|
|
|
// 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"
|
|
)
|
|
|
|
// HaltReasonInt field enumeration values.
|
|
type HaltReasonInt string
|
|
|
|
const (
|
|
HaltReasonInt_NEWS_DISSEMINATION HaltReasonInt = "0"
|
|
HaltReasonInt_ORDER_INFLUX HaltReasonInt = "1"
|
|
HaltReasonInt_ORDER_IMBALANCE HaltReasonInt = "2"
|
|
HaltReasonInt_ADDITIONAL_INFORMATION HaltReasonInt = "3"
|
|
HaltReasonInt_NEWS_PENDING HaltReasonInt = "4"
|
|
HaltReasonInt_EQUIPMENT_CHANGEOVER HaltReasonInt = "5"
|
|
)
|
|
|
|
// HandlInst field enumeration values.
|
|
type HandlInst string
|
|
|
|
const (
|
|
HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION HandlInst = "1"
|
|
HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK HandlInst = "2"
|
|
HandlInst_MANUAL_ORDER_BEST_EXECUTION 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 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"
|
|
)
|
|
|
|
// 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_5_DAY_MOVING_AVERAGE LiquidityIndType = "1"
|
|
LiquidityIndType_20_DAY_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_EXECUT_INSTRUCTION ListExecInstType = "2"
|
|
ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 ListExecInstType = "3"
|
|
ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 ListExecInstType = "4"
|
|
ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 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_IN_BIDDING_PROCESS ListOrderStatus = "1"
|
|
ListOrderStatus_RECEIVED_FOR_EXECUTION ListOrderStatus = "2"
|
|
ListOrderStatus_EXECUTING ListOrderStatus = "3"
|
|
ListOrderStatus_CANCELLING 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_EXEC_STARTED ListStatusType = "4"
|
|
ListStatusType_ALL_DONE 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"
|
|
LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE LotType = "4"
|
|
)
|
|
|
|
// 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"
|
|
MDEntryType_FIXING_PRICE MDEntryType = "W"
|
|
MDEntryType_CASH_RATE MDEntryType = "X"
|
|
MDEntryType_RECOVERY_RATE MDEntryType = "Y"
|
|
MDEntryType_RECOVERY_RATE_FOR_LONG MDEntryType = "Z"
|
|
MDEntryType_RECOVERY_RATE_FOR_SHORT MDEntryType = "a"
|
|
)
|
|
|
|
// 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_SECURITY_ISSUER MassActionRejectReason = "10"
|
|
MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY MassActionRejectReason = "11"
|
|
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_CANCEL_FOR_SECURITY_ISSUER MassActionScope = "11"
|
|
MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY MassActionScope = "12"
|
|
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_SECURITY_ISSUER MassCancelRejectReason = "10"
|
|
MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY MassCancelRejectReason = "11"
|
|
MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY MassCancelRejectReason = "2"
|
|
MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT MassCancelRejectReason = "3"
|
|
MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE MassCancelRejectReason = "4"
|
|
MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE 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"
|
|
MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER MassCancelRequestType = "B"
|
|
MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY MassCancelRequestType = "C"
|
|
)
|
|
|
|
// 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"
|
|
MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER MassCancelResponse = "B"
|
|
MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY MassCancelResponse = "C"
|
|
)
|
|
|
|
// MassStatusReqType field enumeration values.
|
|
type MassStatusReqType string
|
|
|
|
const (
|
|
MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY MassStatusReqType = "1"
|
|
MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY MassStatusReqType = "10"
|
|
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"
|
|
MassStatusReqType_STATUS_FOR_SECURITY_ISSUER MassStatusReqType = "9"
|
|
)
|
|
|
|
// 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"
|
|
)
|
|
|
|
// ModelType field enumeration values.
|
|
type ModelType string
|
|
|
|
const (
|
|
ModelType_UTILITY_PROVIDED_STANDARD_MODEL ModelType = "0"
|
|
ModelType_PROPRIETARY ModelType = "1"
|
|
)
|
|
|
|
// MoneyLaunderingStatus field enumeration values.
|
|
type MoneyLaunderingStatus string
|
|
|
|
const (
|
|
MoneyLaunderingStatus_EXEMPT_1 MoneyLaunderingStatus = "1"
|
|
MoneyLaunderingStatus_EXEMPT_2 MoneyLaunderingStatus = "2"
|
|
MoneyLaunderingStatus_EXEMPT_3 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_STREAMASSIGNMENTREQUEST MsgType = "CC"
|
|
MsgType_STREAMASSIGNMENTREPORT MsgType = "CD"
|
|
MsgType_STREAMASSIGNMENTREPORTACK MsgType = "CE"
|
|
MsgType_PARTYDETAILSLISTREQUEST MsgType = "CF"
|
|
MsgType_PARTYDETAILSLISTREPORT MsgType = "CG"
|
|
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_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_THEN_NOCOMPIDS_BECOMES_REQUIRED NetworkRequestType = "8"
|
|
)
|
|
|
|
// NetworkStatusResponseType field enumeration values.
|
|
type NetworkStatusResponseType string
|
|
|
|
const (
|
|
NetworkStatusResponseType_FULL NetworkStatusResponseType = "1"
|
|
NetworkStatusResponseType_INCREMENTAL_UPDATE NetworkStatusResponseType = "2"
|
|
)
|
|
|
|
// NewsCategory field enumeration values.
|
|
type NewsCategory string
|
|
|
|
const (
|
|
NewsCategory_COMPANY_NEWS NewsCategory = "0"
|
|
NewsCategory_MARKETPLACE_NEWS NewsCategory = "1"
|
|
NewsCategory_FINANCIAL_MARKET_NEWS NewsCategory = "2"
|
|
NewsCategory_TECHNICAL_NEWS NewsCategory = "3"
|
|
NewsCategory_OTHER_NEWS NewsCategory = "99"
|
|
)
|
|
|
|
// NewsRefType field enumeration values.
|
|
type NewsRefType string
|
|
|
|
const (
|
|
NewsRefType_REPLACEMENT NewsRefType = "0"
|
|
NewsRefType_OTHER_LANGUAGE NewsRefType = "1"
|
|
NewsRefType_COMPLIMENTARY NewsRefType = "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 OpenCloseSettlFlag = "0"
|
|
OpenCloseSettlFlag_SESSION_OPEN 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"
|
|
)
|
|
|
|
// OptPayoutType field enumeration values.
|
|
type OptPayoutType string
|
|
|
|
const (
|
|
OptPayoutType_VANILLA OptPayoutType = "1"
|
|
OptPayoutType_CAPPED OptPayoutType = "2"
|
|
OptPayoutType_BINARY OptPayoutType = "3"
|
|
)
|
|
|
|
// OrdRejReason field enumeration values.
|
|
type OrdRejReason string
|
|
|
|
const (
|
|
OrdRejReason_BROKER 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"
|
|
)
|
|
|
|
// 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_LEFT_OVER_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"
|
|
)
|
|
|
|
// OrderDelayUnit field enumeration values.
|
|
type OrderDelayUnit string
|
|
|
|
const (
|
|
OrderDelayUnit_SECONDS OrderDelayUnit = "0"
|
|
OrderDelayUnit_TENTHS_OF_A_SECOND OrderDelayUnit = "1"
|
|
OrderDelayUnit_MINUTES OrderDelayUnit = "10"
|
|
OrderDelayUnit_HOURS OrderDelayUnit = "11"
|
|
OrderDelayUnit_DAYS OrderDelayUnit = "12"
|
|
OrderDelayUnit_WEEKS OrderDelayUnit = "13"
|
|
OrderDelayUnit_MONTHS OrderDelayUnit = "14"
|
|
OrderDelayUnit_YEARS OrderDelayUnit = "15"
|
|
OrderDelayUnit_HUNDREDTHS_OF_A_SECOND OrderDelayUnit = "2"
|
|
OrderDelayUnit_MILLISECONDS OrderDelayUnit = "3"
|
|
OrderDelayUnit_MICROSECONDS OrderDelayUnit = "4"
|
|
OrderDelayUnit_NANOSECONDS OrderDelayUnit = "5"
|
|
)
|
|
|
|
// 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"
|
|
OrderRestrictions_CROSS OrderRestrictions = "F"
|
|
)
|
|
|
|
// OrigCustOrderCapacity field enumeration values.
|
|
type OrigCustOrderCapacity string
|
|
|
|
const (
|
|
OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT OrigCustOrderCapacity = "1"
|
|
OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT OrigCustOrderCapacity = "2"
|
|
OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER OrigCustOrderCapacity = "3"
|
|
OrigCustOrderCapacity_ALL_OTHER OrigCustOrderCapacity = "4"
|
|
)
|
|
|
|
// 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"
|
|
)
|
|
|
|
// PartyDetailsRequestResult field enumeration values.
|
|
type PartyDetailsRequestResult string
|
|
|
|
const (
|
|
PartyDetailsRequestResult_VALID_REQUEST PartyDetailsRequestResult = "0"
|
|
PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST PartyDetailsRequestResult = "1"
|
|
PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA PartyDetailsRequestResult = "2"
|
|
PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE PartyDetailsRequestResult = "3"
|
|
PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA PartyDetailsRequestResult = "4"
|
|
PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE PartyDetailsRequestResult = "5"
|
|
PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED PartyDetailsRequestResult = "6"
|
|
PartyDetailsRequestResult_OTHER PartyDetailsRequestResult = "99"
|
|
)
|
|
|
|
// 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_ACCT PartyIDSource = "3"
|
|
PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY PartyIDSource = "4"
|
|
PartyIDSource_CHINESE_INVESTOR_ID PartyIDSource = "5"
|
|
PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER PartyIDSource = "6"
|
|
PartyIDSource_US_SOCIAL_SECURITY_NUMBER PartyIDSource = "7"
|
|
PartyIDSource_US_EMPLOYER_OR_TAX_ID_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 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_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT PartyIDSource = "I"
|
|
)
|
|
|
|
// PartyListResponseType field enumeration values.
|
|
type PartyListResponseType string
|
|
|
|
const (
|
|
PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES PartyListResponseType = "0"
|
|
PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION PartyListResponseType = "1"
|
|
PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES PartyListResponseType = "2"
|
|
PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION PartyListResponseType = "3"
|
|
)
|
|
|
|
// PartyRelationship field enumeration values.
|
|
type PartyRelationship string
|
|
|
|
const (
|
|
PartyRelationship_IS_ALSO PartyRelationship = "0"
|
|
PartyRelationship_CLEARS_FOR PartyRelationship = "1"
|
|
PartyRelationship_HAS_MEMBERS PartyRelationship = "10"
|
|
PartyRelationship_PROVIDES_MARKETPLACE_FOR PartyRelationship = "11"
|
|
PartyRelationship_PARTICIPANT_OF_MARKETPLACE PartyRelationship = "12"
|
|
PartyRelationship_CARRIES_POSITIONS_FOR PartyRelationship = "13"
|
|
PartyRelationship_POSTS_TRADES_TO PartyRelationship = "14"
|
|
PartyRelationship_ENTERS_TRADES_FOR PartyRelationship = "15"
|
|
PartyRelationship_ENTERS_TRADES_THROUGH PartyRelationship = "16"
|
|
PartyRelationship_PROVIDES_QUOTES_TO PartyRelationship = "17"
|
|
PartyRelationship_REQUESTS_QUOTES_FROM PartyRelationship = "18"
|
|
PartyRelationship_INVESTS_FOR PartyRelationship = "19"
|
|
PartyRelationship_CLEARS_THROUGH PartyRelationship = "2"
|
|
PartyRelationship_INVESTS_THROUGH PartyRelationship = "20"
|
|
PartyRelationship_BROKERS_TRADES_FOR PartyRelationship = "21"
|
|
PartyRelationship_BROKERS_TRADES_THROUGH PartyRelationship = "22"
|
|
PartyRelationship_PROVIDES_TRADING_SERVICES_FOR PartyRelationship = "23"
|
|
PartyRelationship_USES_TRADING_SERVICES_OF PartyRelationship = "24"
|
|
PartyRelationship_APPROVES_OF PartyRelationship = "25"
|
|
PartyRelationship_APPROVED_BY PartyRelationship = "26"
|
|
PartyRelationship_PARENT_FIRM_FOR PartyRelationship = "27"
|
|
PartyRelationship_SUBSIDIARY_OF PartyRelationship = "28"
|
|
PartyRelationship_REGULATORY_OWNER_OF PartyRelationship = "29"
|
|
PartyRelationship_TRADES_FOR PartyRelationship = "3"
|
|
PartyRelationship_OWNED_BY_30 PartyRelationship = "30"
|
|
PartyRelationship_CONTROLS PartyRelationship = "31"
|
|
PartyRelationship_IS_CONTROLLED_BY PartyRelationship = "32"
|
|
PartyRelationship_LEGAL PartyRelationship = "33"
|
|
PartyRelationship_OWNED_BY_34 PartyRelationship = "34"
|
|
PartyRelationship_BENEFICIAL_OWNER_OF PartyRelationship = "35"
|
|
PartyRelationship_OWNED_BY_36 PartyRelationship = "36"
|
|
PartyRelationship_TRADES_THROUGH PartyRelationship = "4"
|
|
PartyRelationship_SPONSORS PartyRelationship = "5"
|
|
PartyRelationship_SPONSORED_THROUGH PartyRelationship = "6"
|
|
PartyRelationship_PROVIDES_GUARANTEE_FOR PartyRelationship = "7"
|
|
PartyRelationship_IS_GUARANTEED_BY PartyRelationship = "8"
|
|
PartyRelationship_MEMBER_OF PartyRelationship = "9"
|
|
)
|
|
|
|
// PartyRole field enumeration values.
|
|
type PartyRole string
|
|
|
|
const (
|
|
PartyRole_EXECUTING_FIRM PartyRole = "1"
|
|
PartyRole_SETTLEMENT_LOCATION PartyRole = "10"
|
|
PartyRole_ORDER_ORIGINATION_TRADER PartyRole = "11"
|
|
PartyRole_EXECUTING_TRADER PartyRole = "12"
|
|
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_FOREIGN_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 PartyRole = "8"
|
|
PartyRole_STEP_OUT_FIRM PartyRole = "80"
|
|
PartyRole_BROKERCLEARINGID PartyRole = "81"
|
|
PartyRole_CENTRAL_REGISTRATION_DEPOSITORY PartyRole = "82"
|
|
PartyRole_CLEARING_ACCOUNT PartyRole = "83"
|
|
PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY PartyRole = "84"
|
|
PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY PartyRole = "85"
|
|
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_FED_WIRE 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 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_ACCRUED_COUPON_AMOUNT PosAmtType = "ACPN"
|
|
PosAmtType_TOTAL_BANKED_AMOUNT PosAmtType = "BANK"
|
|
PosAmtType_CASH_AMOUNT PosAmtType = "CASH"
|
|
PosAmtType_COLLATERALIZED_MARK_TO_MARKET PosAmtType = "CMTM"
|
|
PosAmtType_TOTAL_COLLATERALIZED_AMOUNT PosAmtType = "COLAT"
|
|
PosAmtType_COUPON_AMOUNT PosAmtType = "CPN"
|
|
PosAmtType_CASH_RESIDUAL_AMOUNT PosAmtType = "CRES"
|
|
PosAmtType_COMPENSATION_AMOUNT PosAmtType = "DLV"
|
|
PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT PosAmtType = "FMTM"
|
|
PosAmtType_INCREMENTAL_ACCRUED_COUPON PosAmtType = "IACPN"
|
|
PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET PosAmtType = "ICMTM"
|
|
PosAmtType_INITIAL_TRADE_COUPON_AMOUNT PosAmtType = "ICPN"
|
|
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 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"
|
|
PosReqType_DELTA_POSITIONS PosReqType = "6"
|
|
)
|
|
|
|
// 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_CREDIT_EVENT_ADJUSTMENT PosType = "CEA"
|
|
PosType_NET_DELTA_QTY PosType = "DLT"
|
|
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_SUCCESSION_EVENT_ADJUSTMENT PosType = "SEA"
|
|
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_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_PERCENT_OF_PAR PriceQuoteMethod = "PCTPAR"
|
|
PriceQuoteMethod_STANDARD PriceQuoteMethod = "STD"
|
|
)
|
|
|
|
// PriceType field enumeration values.
|
|
type PriceType string
|
|
|
|
const (
|
|
PriceType_PERCENTAGE PriceType = "1"
|
|
PriceType_FIXED_CABINET_TRADE_PRICE PriceType = "10"
|
|
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_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST ProgRptReqs = "1"
|
|
ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD 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_ACCEPTED QuoteAckStatus = "0"
|
|
QuoteAckStatus_CANCELED_FOR_SYMBOL QuoteAckStatus = "1"
|
|
QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE QuoteAckStatus = "2"
|
|
QuoteAckStatus_CANCELED_FOR_UNDERLYING QuoteAckStatus = "3"
|
|
QuoteAckStatus_CANCELED_ALL QuoteAckStatus = "4"
|
|
QuoteAckStatus_REJECTED QuoteAckStatus = "5"
|
|
)
|
|
|
|
// QuoteCancelType field enumeration values.
|
|
type QuoteCancelType string
|
|
|
|
const (
|
|
QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES QuoteCancelType = "1"
|
|
QuoteCancelType_CANCEL_FOR_SECURITY_TYPE QuoteCancelType = "2"
|
|
QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY QuoteCancelType = "3"
|
|
QuoteCancelType_CANCEL_ALL_QUOTES QuoteCancelType = "4"
|
|
QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID QuoteCancelType = "5"
|
|
QuoteCancelType_CANCEL_BY_QUOTETYPE QuoteCancelType = "6"
|
|
QuoteCancelType_CANCEL_FOR_SECURITY_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_FULL_CURVE QuoteCondition = "6"
|
|
QuoteCondition_FLAT_CURVE QuoteCondition = "7"
|
|
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_EXHCNAGE 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_SPREAD 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 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 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_MESSAGE QuoteResponseLevel = "2"
|
|
QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT QuoteResponseLevel = "3"
|
|
)
|
|
|
|
// QuoteStatus field enumeration values.
|
|
type QuoteStatus string
|
|
|
|
const (
|
|
QuoteStatus_ACCEPTED QuoteStatus = "0"
|
|
QuoteStatus_CANCEL_FOR_SYMBOL QuoteStatus = "1"
|
|
QuoteStatus_PENDING QuoteStatus = "10"
|
|
QuoteStatus_PASS QuoteStatus = "11"
|
|
QuoteStatus_LOCKED_MARKET_WARNING QuoteStatus = "12"
|
|
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_COUNTER QuoteType = "3"
|
|
)
|
|
|
|
// RateSource field enumeration values.
|
|
type RateSource string
|
|
|
|
const (
|
|
RateSource_BLOOMBERG RateSource = "0"
|
|
RateSource_REUTERS RateSource = "1"
|
|
RateSource_TELERATE RateSource = "2"
|
|
RateSource_OTHER RateSource = "99"
|
|
)
|
|
|
|
// RateSourceType field enumeration values.
|
|
type RateSourceType string
|
|
|
|
const (
|
|
RateSourceType_PRIMARY RateSourceType = "0"
|
|
RateSourceType_SECONDARY RateSourceType = "1"
|
|
)
|
|
|
|
// RefOrdIDReason field enumeration values.
|
|
type RefOrdIDReason string
|
|
|
|
const (
|
|
RefOrdIDReason_GTC_FROM_PREVIOUS_DAY RefOrdIDReason = "0"
|
|
RefOrdIDReason_PARTIAL_FILL_REMAINING RefOrdIDReason = "1"
|
|
RefOrdIDReason_ORDER_CHANGED RefOrdIDReason = "2"
|
|
)
|
|
|
|
// RefOrderIDSource field enumeration values.
|
|
type RefOrderIDSource string
|
|
|
|
const (
|
|
RefOrderIDSource_SECONDARYORDERID RefOrderIDSource = "0"
|
|
RefOrderIDSource_ORDERID RefOrderIDSource = "1"
|
|
RefOrderIDSource_MDENTRYID RefOrderIDSource = "2"
|
|
RefOrderIDSource_QUOTEENTRYID RefOrderIDSource = "3"
|
|
RefOrderIDSource_ORIGINAL_ORDER_ID RefOrderIDSource = "4"
|
|
)
|
|
|
|
// RegistRejReasonCode field enumeration values.
|
|
type RegistRejReasonCode string
|
|
|
|
const (
|
|
RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE RegistRejReasonCode = "1"
|
|
RegistRejReasonCode_INVALID_UNACEEPTABLE_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_NO_DISTRIB_INSTNS 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_DETAILS RegistRejReasonCode = "4"
|
|
RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO RegistRejReasonCode = "5"
|
|
RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS RegistRejReasonCode = "6"
|
|
RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS RegistRejReasonCode = "7"
|
|
RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS 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"
|
|
)
|
|
|
|
// RestructuringType field enumeration values.
|
|
type RestructuringType string
|
|
|
|
const (
|
|
RestructuringType_FULL_RESTRUCTURING RestructuringType = "FR"
|
|
RestructuringType_MODIFIED_MOD_RESTRUCTURING RestructuringType = "MM"
|
|
RestructuringType_MODIFIED_RESTRUCTURING RestructuringType = "MR"
|
|
RestructuringType_NO_RESTRUCTURING_SPECIFIED RestructuringType = "XR"
|
|
)
|
|
|
|
// RiskInstrumentOperator field enumeration values.
|
|
type RiskInstrumentOperator string
|
|
|
|
const (
|
|
RiskInstrumentOperator_INCLUDE RiskInstrumentOperator = "1"
|
|
RiskInstrumentOperator_EXCLUDE RiskInstrumentOperator = "2"
|
|
)
|
|
|
|
// RiskLimitType field enumeration values.
|
|
type RiskLimitType string
|
|
|
|
const (
|
|
RiskLimitType_GROSS_LIMIT RiskLimitType = "1"
|
|
RiskLimitType_NET_LIMIT RiskLimitType = "2"
|
|
RiskLimitType_EXPOSURE RiskLimitType = "3"
|
|
RiskLimitType_LONG_LIMIT RiskLimitType = "4"
|
|
RiskLimitType_SHORT_LIMIT RiskLimitType = "5"
|
|
)
|
|
|
|
// 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_MARKET 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 SecurityIDSource = "H"
|
|
SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION SecurityIDSource = "I"
|
|
SecurityIDSource_OPTION_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"
|
|
)
|
|
|
|
// SecurityListType field enumeration values.
|
|
type SecurityListType string
|
|
|
|
const (
|
|
SecurityListType_INDUSTRY_CLASSIFICATION SecurityListType = "1"
|
|
SecurityListType_TRADING_LIST SecurityListType = "2"
|
|
SecurityListType_MARKET SecurityListType = "3"
|
|
SecurityListType_NEWSPAPER_LIST SecurityListType = "4"
|
|
)
|
|
|
|
// SecurityListTypeSource field enumeration values.
|
|
type SecurityListTypeSource string
|
|
|
|
const (
|
|
SecurityListTypeSource_ICB SecurityListTypeSource = "1"
|
|
SecurityListTypeSource_NAICS SecurityListTypeSource = "2"
|
|
SecurityListTypeSource_GICS SecurityListTypeSource = "3"
|
|
)
|
|
|
|
// 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_CANNOT_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_TRADING_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_11 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 SecurityTradingStatus = "17"
|
|
SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING 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_POST_CLOSE SecurityTradingStatus = "26"
|
|
SecurityTradingStatus_RESUME SecurityTradingStatus = "3"
|
|
SecurityTradingStatus_NO_OPEN 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_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST SecurityType = "?"
|
|
SecurityType_ASSET_BACKED_SECURITIES SecurityType = "ABS"
|
|
SecurityType_AMENDED_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_FX_FORWARD SecurityType = "FXFWD"
|
|
SecurityType_NON_DELIVERABLE_FORWARD SecurityType = "FXNDF"
|
|
SecurityType_FX_SPOT SecurityType = "FXSPOT"
|
|
SecurityType_FX_SWAP SecurityType = "FXSWAP"
|
|
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_MULTILEG_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_TBILL 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_TNOTE SecurityType = "TNOTE"
|
|
SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE SecurityType = "TPRN"
|
|
SecurityType_TAX_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"
|
|
)
|
|
|
|
// Seniority field enumeration values.
|
|
type Seniority string
|
|
|
|
const (
|
|
Seniority_SUBORDINATED Seniority = "SB"
|
|
Seniority_SENIOR_SECURED Seniority = "SD"
|
|
Seniority_SENIOR Seniority = "SR"
|
|
)
|
|
|
|
// 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_DELIVER SettlDeliveryType = "0"
|
|
SettlDeliveryType_FREE_DELIVER 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_QUALIFIED_SERVICE_REPRESENTATIVE 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_MULTILEG_SECURITY SideMultiLegReportingType = "2"
|
|
SideMultiLegReportingType_MULTILEG_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_SIDE_VALUE_1 SideValueInd = "1"
|
|
SideValueInd_SIDE_VALUE_2 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_2 StatusValue = "2"
|
|
StatusValue_NOT_CONNECTED_3 StatusValue = "3"
|
|
StatusValue_IN_PROCESS StatusValue = "4"
|
|
)
|
|
|
|
// StipulationType field enumeration values.
|
|
type StipulationType string
|
|
|
|
const (
|
|
StipulationType_ABSOLUTE_PREPAYMENT_SPEED StipulationType = "ABS"
|
|
StipulationType_ALTERNATIVE_MINIMUM_TAX StipulationType = "AMT"
|
|
StipulationType_AUTO_REINVESTMENT_AT_RATE_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_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_SECURITY_TYPE_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"
|
|
)
|
|
|
|
// 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_MONTHYEAR StrategyParameterType = "18"
|
|
StrategyParameterType_UTCTIMESTAMP StrategyParameterType = "19"
|
|
StrategyParameterType_LENGTH StrategyParameterType = "2"
|
|
StrategyParameterType_UTCTIMEONLY StrategyParameterType = "20"
|
|
StrategyParameterType_LOCALMKTDATE StrategyParameterType = "21"
|
|
StrategyParameterType_UTCDATEONLY StrategyParameterType = "22"
|
|
StrategyParameterType_DATA StrategyParameterType = "23"
|
|
StrategyParameterType_MULTIPLESTRINGVALUE StrategyParameterType = "24"
|
|
StrategyParameterType_COUNTRY StrategyParameterType = "25"
|
|
StrategyParameterType_LANGUAGE StrategyParameterType = "26"
|
|
StrategyParameterType_TZTIMEONLY StrategyParameterType = "27"
|
|
StrategyParameterType_TZTIMESTAMP StrategyParameterType = "28"
|
|
StrategyParameterType_TENOR StrategyParameterType = "29"
|
|
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"
|
|
)
|
|
|
|
// StreamAsgnAckType field enumeration values.
|
|
type StreamAsgnAckType string
|
|
|
|
const (
|
|
StreamAsgnAckType_ASSIGNMENT_ACCEPTED StreamAsgnAckType = "0"
|
|
StreamAsgnAckType_ASSIGNMENT_REJECTED StreamAsgnAckType = "1"
|
|
)
|
|
|
|
// StreamAsgnRejReason field enumeration values.
|
|
type StreamAsgnRejReason string
|
|
|
|
const (
|
|
StreamAsgnRejReason_UNKNOWN_CLIENT StreamAsgnRejReason = "0"
|
|
StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE StreamAsgnRejReason = "1"
|
|
StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR StreamAsgnRejReason = "2"
|
|
StreamAsgnRejReason_NO_AVAILABLE_STREAM StreamAsgnRejReason = "3"
|
|
StreamAsgnRejReason_OTHER StreamAsgnRejReason = "99"
|
|
)
|
|
|
|
// StreamAsgnReqType field enumeration values.
|
|
type StreamAsgnReqType string
|
|
|
|
const (
|
|
StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER StreamAsgnReqType = "1"
|
|
StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER StreamAsgnReqType = "2"
|
|
)
|
|
|
|
// StreamAsgnType field enumeration values.
|
|
type StreamAsgnType string
|
|
|
|
const (
|
|
StreamAsgnType_ASSIGNMENT StreamAsgnType = "1"
|
|
StreamAsgnType_REJECTED StreamAsgnType = "2"
|
|
StreamAsgnType_TERMINATE_UNASSIGN StreamAsgnType = "3"
|
|
)
|
|
|
|
// StrikePriceBoundaryMethod field enumeration values.
|
|
type StrikePriceBoundaryMethod string
|
|
|
|
const (
|
|
StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "1"
|
|
StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "2"
|
|
StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "3"
|
|
StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "4"
|
|
StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "5"
|
|
)
|
|
|
|
// StrikePriceDeterminationMethod field enumeration values.
|
|
type StrikePriceDeterminationMethod string
|
|
|
|
const (
|
|
StrikePriceDeterminationMethod_FIXED_STRIKE StrikePriceDeterminationMethod = "1"
|
|
StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE StrikePriceDeterminationMethod = "2"
|
|
StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION StrikePriceDeterminationMethod = "3"
|
|
StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE StrikePriceDeterminationMethod = "4"
|
|
)
|
|
|
|
// 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_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE SymbolSfx = "CD"
|
|
SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN 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_NOT_APPLICABLE 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_9 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 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 TradeCondition = "D"
|
|
TradeCondition_OPENING_REOPENING_TRADE_DETAIL TradeCondition = "E"
|
|
TradeCondition_INTRADAY_TRADE_DETAIL TradeCondition = "F"
|
|
TradeCondition_RULE_127_TRADE TradeCondition = "G"
|
|
TradeCondition_RULE_155_TRADE 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_ONFORMATION 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_1 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_7 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_NOT_AUTHORIZED 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"
|
|
TrdRegTimestampType_SUBMISSION_TO_CLEARING TrdRegTimestampType = "7"
|
|
)
|
|
|
|
// 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_DUE_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"
|
|
)
|
|
|
|
// UnderlyingPriceDeterminationMethod field enumeration values.
|
|
type UnderlyingPriceDeterminationMethod string
|
|
|
|
const (
|
|
UnderlyingPriceDeterminationMethod_REGULAR UnderlyingPriceDeterminationMethod = "1"
|
|
UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE UnderlyingPriceDeterminationMethod = "2"
|
|
UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE UnderlyingPriceDeterminationMethod = "3"
|
|
UnderlyingPriceDeterminationMethod_AVERAGE_VALUE UnderlyingPriceDeterminationMethod = "4"
|
|
)
|
|
|
|
// 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_ALLOWANCES UnitOfMeasure = "Alw"
|
|
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_LOG_ON_USER UserRequestType = "1"
|
|
UserRequestType_LOG_OFF_USER UserRequestType = "2"
|
|
UserRequestType_CHANGE_PASSWORD_FOR_USER 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"
|
|
)
|
|
|
|
// ValuationMethod field enumeration values.
|
|
type ValuationMethod string
|
|
|
|
const (
|
|
ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON ValuationMethod = "CDS"
|
|
ValuationMethod_CDS_IN_DELIVERY ValuationMethod = "CDSD"
|
|
ValuationMethod_PREMIUM_STYLE ValuationMethod = "EQTY"
|
|
ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET ValuationMethod = "FUT"
|
|
ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT ValuationMethod = "FUTDA"
|
|
)
|
|
|
|
// VenueType field enumeration values.
|
|
type VenueType string
|
|
|
|
const (
|
|
VenueType_ELECTRONIC VenueType = "E"
|
|
VenueType_PIT VenueType = "P"
|
|
VenueType_EX_PIT VenueType = "X"
|
|
)
|
|
|
|
// 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_AVG_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_GVNT_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"
|
|
)
|