Source code for fixtrate.constants
import enum
from .utils.enum import BaseStrEnum, BaseIntEnum
[docs]@enum.unique
class FixVersion(BaseStrEnum):
FIX42 = 'FIX.4.2'
FIX44 = 'FIX.4.4'
[docs]@enum.unique
class FixMsgType(BaseStrEnum):
HEARTBEAT = '0'
TEST_REQUEST = '1'
RESEND_REQUEST = '2'
REJECT = '3'
SEQUENCE_RESET = '4'
LOGOUT = '5'
LOGON = 'A'
IOI = '6'
ADVERTISEMENT = '7'
EXECUTION_REPORT = '8'
ORDER_CANCEL_REJECT = '9'
NEWS = 'B'
EMAIL = 'C'
NEW_ORDER_SINGLE = 'D'
NEW_ORDER_LIST = 'E'
ORDER_CANCEL_REQUEST = 'F'
ORDER_CANCEL_REPLACE_REQUEST = 'G'
ORDER_STATUS_REQUEST = 'H'
ALLOCATION = 'J'
LIST_CANCEL_REQUEST = 'K'
LIST_EXECUTE = 'L'
LIST_STATUS_REQUEST = 'M'
LIST_STATUS = 'N'
ALLOCATION_INSTRUCTION_ACK = 'P'
DONT_KNOW_TRADE = 'Q'
QUOTE_REQUEST = 'R'
QUOTE = 'S'
SETTLEMENT_INSTRUCTIONS = 'T'
MARKET_DATA_REQUEST = 'V'
MARKET_DATA_SNAPSHOT_FULL_REFRESH = 'W'
MARKET_DATA_INCREMENTAL_REFRESH = 'X'
MARKET_DATA_REQUEST_REJECT = 'Y'
QUOTE_CANCEL = 'Z'
QUOTE_STATUS_REQUEST = 'a'
QUOTE_ACKNOWLEDGEMENT = 'b'
SECURITY_DEFINITION_REQUEST = 'c'
SECURITY_DEFINITION = 'd'
SECURITY_STATUS_REQUEST = 'e'
SECURITY_STATUS = 'f'
TRADING_SESSION_STATUS_REQUEST = 'g'
TRADING_SESSION_STATUS = 'h'
MASS_QUOTE = 'i'
BUSINESS_MESSAGE_REJECT = 'j'
BID_REQUEST = 'k'
BID_RESPONSE = 'l'
LIST_STRIKE_PRICE = 'm'
XML_NON_FIX = 'n'
REGISTRATION_INSTRUCTIONS = 'o'
REGISTRATION_INSTRUCTIONS_RESPONSE = 'p'
ORDER_MASS_CANCEL_REQUEST = 'q'
ORDER_MASS_CANCEL_REPORT = 'r'
NEW_ORDER_CROSS = 's'
CROSS_ORDER_CANCEL_REQUEST = 'u'
CROSS_ORDER_CANCEL_REPLACE_REQUEST = 't'
SECURITY_TYPE_REQUEST = 'v'
SECURITY_TYPES = 'w'
SECURITY_LIST_REQUEST = 'x'
SECURITY_LIST = 'y'
DERIVATIVE_SECURITY_LIST_REQUEST = 'z'
DERIVATIVE_SECURITY_LIST = 'AA'
NEW_ORDER_MULTILEG = 'AB'
MULTILEG_ORDER_CANCEL_REPLACE_REQUEST = 'AC'
TRADE_CAPTURE_REPORT_REQUEST = 'AD'
TRADE_CAPTURE_REPORT = 'AE'
ORDER_MASS_STATUS_REQUEST = 'AF'
QUOTE_REQUEST_REJECT = 'AG'
RFQ_REQUEST = 'AH'
QUOTE_STATUS_REPORT = 'AI'
QUOTE_RESPONSE = 'AJ'
CONFIRMATION = 'AK'
POSITION_MAINTENANCE_REQUEST = 'AL'
POSITION_MAINTENANCE_REPORT = 'AM'
REQUEST_FOR_POSITIONS = 'AN'
REQUEST_FOR_POSITIONS_ACK = 'AO'
POSITION_REPORT = 'AP'
TRADE_CAPTURE_REPORT_REQUEST_ACK = 'AQ'
TRADE_CAPTURE_REPORT_ACK = 'AR'
ALLOCATION_REPORT = 'AS'
ALLOCATION_REPORT_ACK = 'AT'
CONFIRMATION_ACK = 'AU'
SETTLEMENT_INSTRUCTION_REQUEST = 'AV'
ASSIGNMENT_REPORT = 'AW'
COLLATERAL_REQUEST = 'AX'
COLLATERAL_ASSIGNMENT = 'AY'
COLLATERAL_RESPONSE = 'AZ'
COLLATERAL_REPORT = 'BA'
COLLATERAL_INQUIRY = 'BB'
NETWORK_COUNTERPARTY_SYSTEM_STATUS_REQUEST = 'BC'
NETWORK_COUNTERPARTY_SYSTEM_STATUS_RESPONSE = 'BD'
USER_REQUEST = 'BE'
USER_RESPONSE = 'BF'
COLLATERAL_INQUIRY_ACK = 'BG'
CONFIRMATION_REQUEST = 'BH'
CONTRARY_INTENTION_REPORT = 'BO'
SECURITY_DEFINITION_UPDATE_REPORT = 'BP'
SECURITY_LIST_UPDATE_REPORT = 'BK'
ADJUSTED_POSITION_REPORT = 'BL'
ALLOCATION_INSTRUCTION_ALERT = 'BM'
EXECUTION_ACKNOWLEDGEMENT = 'BN'
TRADING_SESSION_LIST = 'BJ'
TRADING_SESSION_LIST_REQUEST = 'BI'
SETTLEMENT_OBLIGATION_REPORT = 'BQ'
DERIVATIVE_SECURITY_LIST_UPDATE_REPORT = 'BR'
TRADING_SESSION_LIST_UPDATE_REPORT = 'BS'
MARKET_DEFINITION_REQUEST = 'BT'
MARKET_DEFINITION = 'BU'
MARKET_DEFINITION_UPDATE_REPORT = 'BV'
APPLICATION_MESSAGE_REQUEST = 'BW'
APPLICATION_MESSAGE_REQUEST_ACK = 'BX'
APPLICATION_MESSAGE_REPORT = 'BY'
ORDER_MASS_ACTION_REPORT = 'BZ'
ORDER_MASS_ACTION_REQUEST = 'CA'
USER_NOTIFICATION = 'CB'
STREAM_ASSIGNMENT_REQUEST = 'CC'
STREAM_ASSIGNMENT_REPORT = 'CD'
STREAM_ASSIGNMENT_REPORT_ACK = 'CE'
[docs]@enum.unique
class MDEntryType(BaseStrEnum):
BID = '0'
OFFER = '1'
TRADE = '2'
INDEX_VALUE = '3'
OPENING_PRICE = '4'
CLOSING_PRICE = '5'
SETTLEMENT_PRICE = '6'
TRADING_SESSION_HIGH_PRICE = '7'
TRADING_SESSION_LOW_PRICE = '8'
TRADING_SESSION_VWAP_PRICE = '9'
IMBALANCE = 'A'
TRADE_VOLUME = 'B'
OPEN_INTEREST = 'C'
COMPOSITE_UNDERLYING_PRICE = 'D'
SIMULATED_SELL_PRICE = 'E'
SIMULATED_BUY_PRICE = 'F'
MARGIN_RATE = 'G'
MID_PRICE = 'H'
EMPTY_BOOK = 'J'
SETTLE_HIGH_PRICE = 'K'
SETTLE_LOW_PRICE = 'L'
PRIOR_SETTLE_PRICE = 'M'
SESSION_HIGH_BID = 'N'
SESSION_LOW_OFFER = 'O'
EARLY_PRICES = 'P'
AUCTION_CLEARING_PRICE = 'Q'
SWAP_VALUE_FACTOR = 'S'
DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R'
CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T'
DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U'
CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V'
RECOVERY_RATE = 'Y'
RECOVERY_RATE_FOR_LONG = 'Z'
RECOVERY_RATE_FOR_SHORT = 'a'
FIXING_PRICE = 'W'
CASH_RATE = 'X'
[docs]@enum.unique
class SubscriptionRequestType(BaseStrEnum):
SNAPSHOT = '0'
SNAPSHOT_PLUS_UPDATES = '1'
DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2'
[docs]@enum.unique
class MDUpdateType(BaseStrEnum):
FULL_REFRESH = '0'
INCREMENTAL_REFRESH = '1'
[docs]@enum.unique
class MarketDepth(BaseStrEnum):
FULL_BOOK = '0'
TOP_OF_BOOK = '1'
[docs]@enum.unique
class EncryptMethod(BaseStrEnum):
PKCS = '1'
DES = '2'
PKCS_DES = '3'
PGP_DES = '4'
PGP_DES_MD5 = '5'
PEM_DES_MD5 = '6'
NONE = '0'
[docs]@enum.unique
class GapFillFlag(BaseStrEnum):
NO = 'N'
YES = 'Y'
[docs]@enum.unique
class BusinessRejectReason(BaseStrEnum):
OTHER = '0'
UNKNOWN_ID = '1'
UNKNOWN_SECURITY = '2'
UNSUPPORTED_MESSAGE_TYPE = '3'
APPLICATION_NOT_AVAILABLE = '4'
CONDITIONALLY_REQUIRED_FIELD_MISSING = '5'
DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = '7'
NOT_AUTHORIZED = '6'
INVALID_PRICE_INCREMENT = '18'
[docs]@enum.unique
class TimeInForce(BaseStrEnum):
DAY = '0'
GOOD_TILL_CANCEL = '1'
AT_THE_OPENING = '2'
IMMEDIATE_OR_CANCEL = '3'
FILL_OR_KILL = '4'
GOOD_TILL_CROSSING = '5'
GOOD_TILL_DATE = '6'
AT_THE_CLOSE = '7'
GOOD_THROUGH_CROSSING = '8'
AT_CROSSING = '9'
[docs]@enum.unique
class OrdStatus(BaseStrEnum):
NEW = '0'
PARTIALLY_FILLED = '1'
FILLED = '2'
DONE_FOR_DAY = '3'
CANCELED = '4'
REPLACED = '5'
PENDING_CANCEL = '6'
STOPPED = '7'
REJECTED = '8'
SUSPENDED = '9'
PENDING_NEW = 'A'
CALCULATED = 'B'
EXPIRED = 'C'
ACCEPTED_FOR_BIDDING = 'D'
PENDING_REPLACE = 'E'
[docs]@enum.unique
class OrdType(BaseStrEnum):
MARKET = '1'
LIMIT = '2'
STOP = '3'
STOP_LIMIT = '4'
MARKET_ON_CLOSE = '5'
WITH_OR_WITHOUT = '6'
LIMIT_OR_BETTER = '7'
LIMIT_WITH_OR_WITHOUT = '8'
ON_BASIS = '9'
ON_CLOSE = 'A'
LIMIT_ON_CLOSE = 'B'
PREVIOUSLY_QUOTED = 'D'
PREVIOUSLY_INDICATED = 'E'
PEGGED = 'P'
FUNARI = 'I'
MARKET_IF_TOUCHED = 'J'
MARKET_WITH_LEFTOVER_AS_LIMIT = 'K'
PREVIOUS_FUND_VALUATION_POINT = 'L'
NEXT_FUND_VALUATION_POINT = 'M'
FOREX_MARKET = 'C'
FOREX_LIMIT = 'F'
FOREX_SWAP = 'G'
FOREX_PREVIOUSLY_QUOTED = 'H'
COUNTER_ORDER_SELECTION = 'Q'
[docs]@enum.unique
class Side(BaseStrEnum):
BUY = '1'
SELL = '2'
[docs]@enum.unique
class ExecInst(BaseStrEnum):
STAY_ON_OFFERSIDE = '0'
NOT_HELD = '1'
WORK = '2'
GO_ALONG = '3'
OVER_THE_DAY = '4'
HELD = '5'
PARTICIPATE_DONT_INITIATE = '6'
STRICT_SCALE = '7'
TRY_TO_SCALE = '8'
STAY_ON_BIDSIDE = '9'
NO_CROSS = 'A'
OK_TO_CROSS = 'B'
CALL_FIRST = 'C'
PERCENT_OF_VOLUME = 'D'
DO_NOT_INCREASE = 'E'
DO_NOT_REDUCE = 'F'
ALL_OR_NONE = 'G'
INSTITUTIONS_ONLY = 'I'
LAST_PEG = 'L'
MID_PRICE_PEG = 'M'
NON_NEGOTIABLE = 'N'
OPENING_PEG = 'O'
MARKET_PEG = 'P'
PRIMARY_PEG = 'R'
SUSPEND = 'S'
CUSTOMER_DISPLAY_INSTRUCTION = 'U'
NETTING = 'V'
FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T'
PEG_TO_VWAP = 'W'
REINSTATE_ON_SYSTEM_FAILURE = 'H'
REINSTATE_ON_TRADING_HALT = 'J'
CANCEL_ON_TRADING_HALT = 'K'
CANCEL_ON_SYSTEM_FAILURE = 'Q'
TRADE_ALONG = 'X'
TRY_TO_STOP = 'Y'
CANCEL_IF_NOT_BEST = 'Z'
TRAILING_STOP_PEG = 'a'
STRICT_LIMIT = ''
IGNORE_PRICE_VALIDITY_CHECKS = 'c'
PEG_TO_LIMIT_PRICE = 'd'
WORK_TO_TARGET_STRATEGY = 'e'
INTERMARKET_SWEEP = 'f'
EXTERNAL_ROUTING_ALLOWED = 'g'
EXTERNAL_ROUTING_NOT_ALLOWED = 'h'
IMBALANCE_ONLY = 'i'
SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j'
BEST_EXECUTION = 'k'
SUSPEND_ON_SYSTEM_FAILURE = 'l'
SUSPEND_ON_TRADING_HALT = 'm'
REINSTATE_ON_CONNECTION_LOSS = 'n'
CANCEL_ON_CONNECTION_LOSS = 'o'
SUSPEND_ON_CONNECTION_LOSS = 'p'
RELEASE_FROM_SUSPENSION = 'q'
EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED = 'r'
EXECUTE_AS_DURATION_NEUTRAL = 's'
EXECUTE_AS_FX_NEUTRAL = 't'
[docs]@enum.unique
class SessionRejectReason(BaseStrEnum):
INVALID_TAG_NUMBER = '0'
REQUIRED_TAG_MISSING = '1'
SENDINGTIME_ACCURACY_PROBLEM = '10'
INVALID_MSGTYPE = '11'
XML_VALIDATION_ERROR = '12'
TAG_APPEARS_MORE_THAN_ONCE = '13'
TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = '14'
REPEATING_GROUP_FIELDS_OUT_OF_ORDER = '15'
INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = '16'
NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = '17'
TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = '2'
UNDEFINED_TAG = '3'
TAG_SPECIFIED_WITHOUT_A_VALUE = '4'
VALUE_IS_INCORRECT = '5'
INCORRECT_DATA_FORMAT_FOR_VALUE = '6'
DECRYPTION_PROBLEM = '7'
SIGNATURE_PROBLEM = '8'
COMPID_PROBLEM = '9'
OTHER = '99'
[docs]@enum.unique
class ResetSeqNumFlag(BaseStrEnum):
NO = 'N'
YES = 'Y'
[docs]@enum.unique
class ExecTransType(BaseStrEnum):
NEW = '0'
CANCEL = '1'
CORRECT = '2'
STATUS = '3'
[docs]@enum.unique
class ExecType(BaseStrEnum):
NEW = '0'
PARTIAL_FILL = '1'
FILL = '2'
DONE_FOR_DAY = '3'
CANCELED = '4'
REPLACE = '5'
PENDING_CANCEL = '6'
STOPPED = '7'
REJECTED = '8'
SUSPENDED = '9'
PENDING_NEW = 'A'
CALCULATED = 'B'
EXPIRED = 'C'
RESTATED = 'D'
PENDING_REPLACE = 'E'
TRADE = 'F'
TRADE_CORRECT = 'G'
TRADE_CANCEL = 'H'
ORDER_STATUS = 'I'
[docs]@enum.unique
class OrdRejReason(BaseStrEnum):
BROKER_OPTION = '0'
UNKNOWN_SYMBOL = '1'
EXCHANGE_CLOSED = '2'
ORDER_EXCEEDS_LIMIT = '3'
TOO_LATE_TO_ENTER = '4'
UNKNOWN_ORDER = '5'
DUPLICATE_ORDER = '6'
DUPLICATE_VERBAL_COMM_ORDER = '7'
STALE_ORDER ='8'
[docs]@enum.unique
class PossDupFlag(BaseStrEnum):
YES = 'Y'
NO = 'N'
[docs]@enum.unique
class CustomerOrFirm(BaseIntEnum):
Customer = 0
Firm = 1
[docs]class FixTag(BaseIntEnum):
Account = 1
AdvId = 2
AdvRefID = 3
AdvSide = 4
AdvTransType = 5
AvgPx = 6
BeginSeqNo = 7
BeginString = 8
BodyLength = 9
CheckSum = 10
ClOrdID = 11
Commission = 12
CommType = 13
CumQty = 14
Currency = 15
EndSeqNo = 16
ExecID = 17
ExecInst = 18
ExecRefID = 19
ExecTransType = 20
HandlInst = 21
IDSource = 22
IOIID = 23
IOIOthSvc = 24
IOIQltyInd = 25
IOIRefID = 26
IOIQty = 27
IOITransType = 28
LastCapacity = 29
LastMkt = 30
LastPx = 31
LastQty = 32
LinesOfText = 33
MsgSeqNum = 34
MsgType = 35
NewSeqNo = 36
OrderID = 37
OrderQty = 38
OrdStatus = 39
OrdType = 40
OrigClOrdID = 41
OrigTime = 42
PossDupFlag = 43
Price = 44
RefSeqNum = 45
RelatdSym = 46
Rule80A = 47
SecurityID = 48
SenderCompID = 49
SenderSubID = 50
SendingDate = 51
SendingTime = 52
Quantity = 53
Side = 54
Symbol = 55
TargetCompID = 56
TargetSubID = 57
Text = 58
TimeInForce = 59
TransactTime = 60
Urgency = 61
ValidUntilTime = 62
SettlType = 63
FutSettDate = 64
SymbolSfx = 65
ListID = 66
ListSeqNo = 67
TotNoOrders = 68
ListExecInst = 69
AllocID = 70
AllocTransType = 71
RefAllocID = 72
NoOrders = 73
AvgPrxPrecision = 74
TradeDate = 75
ExecBroker = 76
OpenClose = 77
NoAllocs = 78
AllocAccount = 79
AllocQty = 80
ProcessCode = 81
NoRpts = 82
RptSeq = 83
CxlQty = 84
NoDlvyInst = 85
DlvyInst = 86
AllocStatus = 87
AllocRejCode = 88
Signature = 89
SecureDataLen = 90
SecureData = 91
BrokerOfCredit = 92
SignatureLength = 93
EmailType = 94
RawDataLength = 95
RawData = 96
PossResend = 97
EncryptMethod = 98
StopPx = 99
ExDestination = 100
CxlRejReason = 102
OrdRejReason = 103
IOIQualifier = 104
WaveNo = 105
Issuer = 106
SecurityDesc = 107
HeartBtInt = 108
ClientID = 109
MinQty = 110
MaxFloor = 111
TestReqID = 112
ReportToExch = 113
LocateReqd = 114
OnBehalfOfCompID = 115
OnBehalfOfSubID = 116
QuoteID = 117
NetMoney = 118
SettlCurrAmt = 119
SettlCurrency = 120
ForexReq = 121
OrigSendingTime = 122
GapFillFlag = 123
NoExecs = 124
CxlType = 125
ExpireTime = 126
DKReason = 127
DeliverToCompID = 128
DeliverToSubID = 129
IOINaturalFlag = 130
QuoteReqID = 131
BidPx = 132
OfferPx = 133
BidSize = 134
OfferSize = 135
NoMiscFees = 136
MiscFeeAmt = 137
MiscFeeCurr = 138
MiscFeeType = 139
PrevClosePx = 140
ResetSeqNumFlag = 141
SenderLocationID = 142
TargetLocationID = 143
OnBehalfOfLocationID = 144
DeliverToLocationID = 145
NoRelatedSym = 146
Subject = 147
Headline = 148
URLLink = 149
ExecType = 150
LeavesQty = 151
CashOrderQty = 152
AllocAvgPx = 153
AllocNetMoney = 154
SettlCurrFxRate = 155
SettlCurrFxRateCalc = 156
NumDaysInterest = 157
AccruedInterestRate = 158
AccruedInterestAmt = 159
SettlInstMode = 160
AllocText = 161
SettlInstID = 162
SettlInstTransType = 163
EmailThreadID = 164
SettlInstSource = 165
SettlLocation = 166
SecurityType = 167
EffectiveTime = 168
StandInstDbType = 169
StandInstDbName = 170
StandInstDbID = 171
SettlDeliveryType = 172
SettlDepositoryCode = 173
SettlBrkrCode = 174
SettlInstCode = 175
SecuritySettlAgentName = 176
SecuritySettlAgentCode = 177
SecuritySettlAgentAcctNum = 178
SecuritySettlAgentAcctName = 179
SecuritySettlAgentContactName = 180
SecuritySettlAgentContactPhone = 181
CashSettlAgentName = 182
CashSettlAgentCode = 183
CashSettlAgentAcctNum = 184
CashSettlAgentAcctName = 185
CashSettlAgentContactName = 186
CashSettlAgentContactPhone = 187
BidSpotRate = 188
BidForwardPoints = 189
OfferSpotRate = 190
OfferForwardPoints = 191
OrderQty2 = 192
FutSettDate2 = 193
LastSpotRate = 194
LastForwardPoints = 195
AllocLinkID = 196
AllocLinkType = 197
SecondaryOrderID = 198
NoIOIQualifiers = 199
MaturityMonthYear = 200
PutOrCall = 201
StrikePrice = 202
CoveredOrUncovered = 203
CustomerOrFirm = 204
MaturityDay = 205
OptAttribute = 206
SecurityExchange = 207
NotifyBrokerOfCredit = 208
AllocHandlInst = 209
MaxShow = 210
PegDifference = 211
XmlDataLen = 212
XmlData = 213
SettlInstRefID = 214
NoRoutingIDs = 215
RoutingType = 216
RoutingID = 217
Spread = 218
Benchmark = 219
BenchmarkCurveCurrency = 220
BenchmarkCurveName = 221
BenchmarkCurvePoint = 222
CouponRate = 223
CouponPaymentDate = 224
IssueDate = 225
RepurchaseTerm = 226
RepurchaseRate = 227
Factor = 228
TradeOriginationDate = 229
ExDate = 230
ContractMultiplier = 231
NoStipulations = 232
StipulationType = 233
StipulationValue = 234
YieldType = 235
Yield = 236
TotalTakedown = 237
Concession = 238
RepoCollateralSecurityType = 239
RedemptionDate = 240
UnderlyingCouponPaymentDate = 241
UnderlyingIssueDate = 242
UnderlyingRepoCollateralSecurityType = 243
UnderlyingRepurchaseTerm = 244
UnderlyingRepurchaseRate = 245
UnderlyingFactor = 246
UnderlyingRedemptionDate = 247
LegCouponPaymentDate = 248
LegIssueDate = 249
LegRepoCollateralSecurityType = 250
LegRepurchaseTerm = 251
LegRepurchaseRate = 252
LegFactor = 253
LegRedemptionDate = 254
CreditRating = 255
UnderlyingCreditRating = 256
LegCreditRating = 257
TradedFlatSwitch = 258
BasisFeatureDate = 259
BasisFeaturePrice = 260
MDReqID = 262
SubscriptionRequestType = 263
MarketDepth = 264
MDUpdateType = 265
AggregatedBook = 266
NoMDEntryTypes = 267
NoMDEntries = 268
MDEntryType = 269
MDEntryPx = 270
MDEntrySize = 271
MDEntryDate = 272
MDEntryTime = 273
TickDirection = 274
MDMkt = 275
QuoteCondition = 276
TradeCondition = 277
MDEntryID = 278
MDUpdateAction = 279
MDEntryRefID = 280
MDReqRejReason = 281
MDEntryOriginator = 282
LocationID = 283
DeskID = 284
DeleteReason = 285
OpenCloseSettlFlag = 286
SellerDays = 287
MDEntryBuyer = 288
MDEntrySeller = 289
MDEntryPositionNo = 290
FinancialStatus = 291
CorporateAction = 292
DefBidSize = 293
DefOfferSize = 294
NoQuoteEntries = 295
NoQuoteSets = 296
QuoteAckStatus = 297
QuoteCancelType = 298
QuoteEntryID = 299
QuoteRejectReason = 300
QuoteResponseLevel = 301
QuoteSetID = 302
QuoteRequestType = 303
TotNoQuoteEntries = 304
UnderlyingIDSource = 305
UnderlyingIssuer = 306
UnderlyingSecurityDesc = 307
UnderlyingSecurityExchange = 308
UnderlyingSecurityID = 309
UnderlyingSecurityType = 310
UnderlyingSymbol = 311
UnderlyingSymbolSfx = 312
UnderlyingMaturityMonthYear = 313
UnderlyingMaturityDay = 314
UnderlyingPutOrCall = 315
UnderlyingStrikePrice = 316
UnderlyingOptAttribute = 317
Underlying = 318
RatioQty = 319
SecurityReqID = 320
SecurityRequestType = 321
SecurityResponseID = 322
SecurityResponseType = 323
SecurityStatusReqID = 324
UnsolicitedIndicator = 325
SecurityTradingStatus = 326
HaltReason = 327
InViewOfCommon = 328
DueToRelated = 329
BuyVolume = 330
SellVolume = 331
HighPx = 332
LowPx = 333
Adjustment = 334
TradSesReqID = 335
TradingSessionID = 336
ContraTrader = 337
TradSesMethod = 338
TradSesMode = 339
TradSesStatus = 340
TradSesStartTime = 341
TradSesOpenTime = 342
TradSesPreCloseTime = 343
TradSesCloseTime = 344
TradSesEndTime = 345
NumberOfOrders = 346
MessageEncoding = 347
EncodedIssuerLen = 348
EncodedIssuer = 349
EncodedSecurityDescLen = 350
EncodedSecurityDesc = 351
EncodedListExecInstLen = 352
EncodedListExecInst = 353
EncodedTextLen = 354
EncodedText = 355
EncodedSubjectLen = 356
EncodedSubject = 357
EncodedHeadlineLen = 358
EncodedHeadline = 359
EncodedAllocTextLen = 360
EncodedAllocText = 361
EncodedUnderlyingIssuerLen = 362
EncodedUnderlyingIssuer = 363
EncodedUnderlyingSecurityDescLen = 364
EncodedUnderlyingSecurityDesc = 365
AllocPrice = 366
QuoteSetValidUntilTime = 367
QuoteEntryRejectReason = 368
LastMsgSeqNumProcessed = 369
OnBehalfOfSendingTime = 370
RefTagID = 371
RefMsgType = 372
SessionRejectReason = 373
BidRequestTransType = 374
ContraBroker = 375
ComplianceID = 376
SolicitedFlag = 377
ExecRestatementReason = 378
BusinessRejectRefID = 379
BusinessRejectReason = 380
GrossTradeAmt = 381
NoContraBrokers = 382
MaxMessageSize = 383
NoMsgTypes = 384
MsgDirection = 385
NoTradingSessions = 386
TotalVolumeTraded = 387
DiscretionInst = 388
DiscretionOffset = 389
BidID = 390
ClientBidID = 391
ListName = 392
TotNoRelatedSym = 393
BidType = 394
NumTickets = 395
SideValue1 = 396
SideValue2 = 397
NoBidDescriptors = 398
BidDescriptorType = 399
BidDescriptor = 400
SideValueInd = 401
LiquidityPctLow = 402
LiquidityPctHigh = 403
LiquidityValue = 404
EFPTrackingError = 405
FairValue = 406
OutsideIndexPct = 407
ValueOfFutures = 408
LiquidityIndType = 409
WtAverageLiquidity = 410
ExchangeForPhysical = 411
OutMainCntryUIndex = 412
CrossPercent = 413
ProgRptReqs = 414
ProgPeriodInterval = 415
IncTaxInd = 416
NumBidders = 417
BidTradeType = 418
BasisPxType = 419
NoBidComponents = 420
Country = 421
TotNoStrikes = 422
PriceType = 423
DayOrderQty = 424
DayCumQty = 425
DayAvgPx = 426
GTBookingInst = 427
NoStrikes = 428
ListStatusType = 429
NetGrossInd = 430
ListOrderStatus = 431
ExpireDate = 432
ListExecInstType = 433
CxlRejResponseTo = 434
UnderlyingCouponRate = 435
UnderlyingContractMultiplier = 436
ContraTradeQty = 437
ContraTradeTime = 438
ClearingFirm = 439
ClearingAccount = 440
LiquidityNumSecurities = 441
MultiLegReportingType = 442
StrikeTime = 443
ListStatusText = 444
EncodedListStatusTextLen = 445
EncodedListStatusText = 446
PartyIDSource = 447
PartyID = 448
TotalVolumeTradedDate = 449
TotalVolumeTradedTime = 450
NetChgPrevDay = 451
PartyRole = 452
NoPartyIDs = 453
NoSecurityAltID = 454
SecurityAltID = 455
SecurityAltIDSource = 456
NoUnderlyingSecurityAltID = 457
UnderlyingSecurityAltID = 458
UnderlyingSecurityAltIDSource = 459
Product = 460
CFICode = 461
UnderlyingProduct = 462
UnderlyingCFICode = 463
TestMessageIndicator = 464
QuantityType = 465
BookingRefID = 466
IndividualAllocID = 467
RoundingDirection = 468
RoundingModulus = 469
CountryOfIssue = 470
StateOrProvinceOfIssue = 471
LocaleOfIssue = 472
NoRegistDtls = 473
MailingDtls = 474
InvestorCountryOfResidence = 475
PaymentRef = 476
DistribPaymentMethod = 477
CashDistribCurr = 478
CommCurrency = 479
CancellationRights = 480
MoneyLaunderingStatus = 481
MailingInst = 482
TransBkdTime = 483
ExecPriceType = 484
ExecPriceAdjustment = 485
DateOfBirth = 486
TradeReportTransType = 487
CardHolderName = 488
CardNumber = 489
CardExpDate = 490
CardIssNum = 491
PaymentMethod = 492
RegistAcctType = 493
Designation = 494
TaxAdvantageType = 495
RegistRejReasonText = 496
FundRenewWaiv = 497
CashDistribAgentName = 498
CashDistribAgentCode = 499
CashDistribAgentAcctNumber = 500
CashDistribPayRef = 501
CashDistribAgentAcctName = 502
CardStartDate = 503
PaymentDate = 504
PaymentRemitterID = 505
RegistStatus = 506
RegistRejReasonCode = 507
RegistRefID = 508
RegistDtls = 509
NoDistribInsts = 510
RegistEmail = 511
DistribPercentage = 512
RegistID = 513
RegistTransType = 514
ExecValuationPoint = 515
OrderPercent = 516
OwnershipType = 517
NoContAmts = 518
ContAmtType = 519
ContAmtValue = 520
ContAmtCurr = 521
OwnerType = 522
PartySubID = 523
NestedPartyID = 524
NestedPartyIDSource = 525
SecondaryClOrdID = 526
SecondaryExecID = 527
OrderCapacity = 528
OrderRestrictions = 529
MassCancelRequestType = 530
MassCancelResponse = 531
MassCancelRejectReason = 532
TotalAffectedOrders = 533
NoAffectedOrders = 534
AffectedOrderID = 535
AffectedSecondaryOrderID = 536
QuoteType = 537
NestedPartyRole = 538
NoNestedPartyIDs = 539
TotalAccruedInterestAmt = 540
MaturityDate = 541
UnderlyingMaturityDate = 542
InstrRegistry = 543
CashMargin = 544
NestedPartySubID = 545
Scope = 546
MDImplicitDelete = 547
CrossID = 548
CrossType = 549
CrossPrioritization = 550
OrigCrossID = 551
NoSides = 552
Username = 553
Password = 554
NoLegs = 555
LegCurrency = 556
TotNoSecurityTypes = 557
NoSecurityTypes = 558
SecurityListRequestType = 559
SecurityRequestResult = 560
RoundLot = 561
MinTradeVol = 562
MultiLegRptTypeReq = 563
LegPositionEffect = 564
LegCoveredOrUncovered = 565
LegPrice = 566
TradSesStatusRejReason = 567
TradeRequestID = 568
TradeRequestType = 569
PreviouslyReported = 570
TradeReportID = 571
TradeReportRefID = 572
MatchStatus = 573
MatchType = 574
OddLot = 575
NoClearingInstructions = 576
ClearingInstruction = 577
TradeInputSource = 578
TradeInputDevice = 579
NoDates = 580
AccountType = 581
CustOrderCapacity = 582
ClOrdLinkID = 583
MassStatusReqID = 584
MassStatusReqType = 585
OrigOrdModTime = 586
LegSettlType = 587
LegSettlDate = 588
DayBookingInst = 589
BookingUnit = 590
PreallocMethod = 591
UnderlyingCountryOfIssue = 592
UnderlyingStateOrProvinceOfIssue = 593
UnderlyingLocaleOfIssue = 594
UnderlyingInstrRegistry = 595
LegCountryOfIssue = 596
LegStateOrProvinceOfIssue = 597
LegLocaleOfIssue = 598
LegInstrRegistry = 599
LegSymbol = 600
LegSymbolSfx = 601
LegSecurityID = 602
LegSecurityIDSource = 603
NoLegSecurityAltID = 604
LegSecurityAltID = 605
LegSecurityAltIDSource = 606
LegProduct = 607
LegCFICode = 608
LegSecurityType = 609
LegMaturityMonthYear = 610
LegMaturityDate = 611
LegStrikePrice = 612
LegOptAttribute = 613
LegContractMultiplier = 614
LegCouponRate = 615
LegSecurityExchange = 616
LegIssuer = 617
EncodedLegIssuerLen = 618
EncodedLegIssuer = 619
LegSecurityDesc = 620
EncodedLegSecurityDescLen = 621
EncodedLegSecurityDesc = 622
LegRatioQty = 623
LegSide = 624
TradingSessionSubID = 625
AllocType = 626
NoHops = 627
HopCompID = 628
HopSendingTime = 629
HopRefID = 630
MidPx = 631
BidYield = 632
MidYield = 633
OfferYield = 634
ClearingFeeIndicator = 635
WorkingIndicator = 636
LegLastPx = 637
PriorityIndicator = 638
PriceImprovement = 639
Price2 = 640
LastForwardPoints2 = 641
BidForwardPoints2 = 642
OfferForwardPoints2 = 643
RFQReqID = 644
MktBidPx = 645
MktOfferPx = 646
MinBidSize = 647
MinOfferSize = 648
QuoteStatusReqID = 649
LegalConfirm = 650
UnderlyingLastPx = 651
UnderlyingLastQty = 652
SecDefStatus = 653
LegRefID = 654
ContraLegRefID = 655
SettlCurrBidFxRate = 656
SettlCurrOfferFxRate = 657
QuoteRequestRejectReason = 658
SideComplianceID = 659
AcctIDSource = 660
AllocAcctIDSource = 661
BenchmarkPrice = 662
BenchmarkPriceType = 663
ConfirmID = 664
ConfirmStatus = 665
ConfirmTransType = 666
ContractSettlMonth = 667
DeliveryForm = 668
LastParPx = 669
NoLegAllocs = 670
LegAllocAccount = 671
LegIndividualAllocID = 672
LegAllocQty = 673
LegAllocAcctIDSource = 674
LegSettlCurrency = 675
LegBenchmarkCurveCurrency = 676
LegBenchmarkCurveName = 677
LegBenchmarkCurvePoint = 678
LegBenchmarkPrice = 679
LegBenchmarkPriceType = 680
LegBidPx = 681
LegIOIQty = 682
NoLegStipulations = 683
LegOfferPx = 684
LegOrderQty = 685
LegPriceType = 686
LegQty = 687
LegStipulationType = 688
LegStipulationValue = 689
LegSwapType = 690
Pool = 691
QuotePriceType = 692
QuoteRespID = 693
QuoteRespType = 694
QuoteQualifier = 695
YieldRedemptionDate = 696
YieldRedemptionPrice = 697
YieldRedemptionPriceType = 698
BenchmarkSecurityID = 699
ReversalIndicator = 700
YieldCalcDate = 701
NoPositions = 702
PosType = 703
LongQty = 704
ShortQty = 705
PosQtyStatus = 706
PosAmtType = 707
PosAmt = 708
PosTransType = 709
PosReqID = 710
NoUnderlyings = 711
PosMaintAction = 712
OrigPosReqRefID = 713
PosMaintRptRefID = 714
ClearingBusinessDate = 715
SettlSessID = 716
SettlSessSubID = 717
AdjustmentType = 718
ContraryInstructionIndicator = 719
PriorSpreadIndicator = 720
PosMaintRptID = 721
PosMaintStatus = 722
PosMaintResult = 723
PosReqType = 724
ResponseTransportType = 725
ResponseDestination = 726
TotalNumPosReports = 727
PosReqResult = 728
PosReqStatus = 729
SettlPrice = 730
SettlPriceType = 731
UnderlyingSettlPrice = 732
UnderlyingSettlPriceType = 733
PriorSettlPrice = 734
NoQuoteQualifiers = 735
AllocSettlCurrency = 736
AllocSettlCurrAmt = 737
InterestAtMaturity = 738
LegDatedDate = 739
LegPool = 740
AllocInterestAtMaturity = 741
AllocAccruedInterestAmt = 742
DeliveryDate = 743
AssignmentMethod = 744
AssignmentUnit = 745
OpenInterest = 746
ExerciseMethod = 747
TotNumTradeReports = 748
TradeRequestResult = 749
TradeRequestStatus = 750
TradeReportRejectReason = 751
SideMultiLegReportingType = 752
NoPosAmt = 753
AutoAcceptIndicator = 754
AllocReportID = 755
NoNested2PartyIDs = 756
Nested2PartyID = 757
Nested2PartyIDSource = 758
Nested2PartyRole = 759
Nested2PartySubID = 760
BenchmarkSecurityIDSource = 761
SecuritySubType = 762
UnderlyingSecuritySubType = 763
LegSecuritySubType = 764
AllowableOneSidednessPct = 765
AllowableOneSidednessValue = 766
AllowableOneSidednessCurr = 767
NoTrdRegTimestamps = 768
TrdRegTimestamp = 769
TrdRegTimestampType = 770
TrdRegTimestampOrigin = 771
ConfirmRefID = 772
ConfirmType = 773
ConfirmRejReason = 774
BookingType = 775
IndividualAllocRejCode = 776
SettlInstMsgID = 777
NoSettlInst = 778
LastUpdateTime = 779
AllocSettlInstType = 780
NoSettlPartyIDs = 781
SettlPartyID = 782
SettlPartyIDSource = 783
SettlPartyRole = 784
SettlPartySubID = 785
SettlPartySubIDType = 786
DlvyInstType = 787
TerminationType = 788
NextExpectedMsgSeqNum = 789
OrdStatusReqID = 790
SettlInstReqID = 791
SettlInstReqRejCode = 792
SecondaryAllocID = 793
AllocReportType = 794
AllocReportRefID = 795
AllocCancReplaceReason = 796
CopyMsgIndicator = 797
AllocAccountType = 798
OrderAvgPx = 799
OrderBookingQty = 800
NoSettlPartySubIDs = 801
NoPartySubIDs = 802
PartySubIDType = 803
NoNestedPartySubIDs = 804
NestedPartySubIDType = 805
NoNested2PartySubIDs = 806
Nested2PartySubIDType = 807
AllocIntermedReqType = 808
UnderlyingPx = 810
PriceDelta = 811
ApplQueueMax = 812
ApplQueueDepth = 813
ApplQueueResolution = 814
ApplQueueAction = 815
NoAltMDSource = 816
AltMDSourceID = 817
SecondaryTradeReportID = 818
AvgPxIndicator = 819
TradeLinkID = 820
OrderInputDevice = 821
UnderlyingTradingSessionID = 822
UnderlyingTradingSessionSubID = 823
TradeLegRefID = 824
ExchangeRule = 825
TradeAllocIndicator = 826
ExpirationCycle = 827
TrdType = 828
TrdSubType = 829
TransferReason = 830
AsgnReqID = 831
TotNumAssignmentReports = 832
AsgnRptID = 833
ThresholdAmount = 834
PegMoveType = 835
PegOffsetType = 836
PegLimitType = 837
PegRoundDirection = 838
PeggedPrice = 839
PegScope = 840
DiscretionMoveType = 841
DiscretionOffsetType = 842
DiscretionLimitType = 843
DiscretionRoundDirection = 844
DiscretionPrice = 845
DiscretionScope = 846
TargetStrategy = 847
TargetStrategyParameters = 848
ParticipationRate = 849
TargetStrategyPerformance = 850
LastLiquidityInd = 851
PublishTrdIndicator = 852
ShortSaleReason = 853
QtyType = 854
SecondaryTrdType = 855
TradeReportType = 856
AllocNoOrdersType = 857
SharedCommission = 858
ConfirmReqID = 859
AvgParPx = 860
ReportedPx = 861
NoCapacities = 862
OrderCapacityQty = 863
NoEvents = 864
EventType = 865
EventDate = 866
EventPx = 867
EventText = 868
PctAtRisk = 869
NoInstrAttrib = 870
InstrAttribType = 871
InstrAttribValue = 872
DatedDate = 873
InterestAccrualDate = 874
CPProgram = 875
CPRegType = 876
UnderlyingCPProgram = 877
UnderlyingCPRegType = 878
UnderlyingQty = 879
TrdMatchID = 880
SecondaryTradeReportRefID = 881
UnderlyingDirtyPrice = 882
UnderlyingEndPrice = 883
UnderlyingStartValue = 884
UnderlyingCurrentValue = 885
UnderlyingEndValue = 886
NoUnderlyingStips = 887
UnderlyingStipType = 888
UnderlyingStipValue = 889
MaturityNetMoney = 890
MiscFeeBasis = 891
TotNoAllocs = 892
LastFragment = 893
CollReqID = 894
CollAsgnReason = 895
CollInquiryQualifier = 896
NoTrades = 897
MarginRatio = 898
MarginExcess = 899
TotalNetValue = 900
CashOutstanding = 901
CollAsgnID = 902
CollAsgnTransType = 903
CollRespID = 904
CollAsgnRespType = 905
CollAsgnRejectReason = 906
CollAsgnRefID = 907
CollRptID = 908
CollInquiryID = 909
CollStatus = 910
TotNumReports = 911
LastRptRequested = 912
AgreementDesc = 913
AgreementID = 914
AgreementDate = 915
StartDate = 916
EndDate = 917
AgreementCurrency = 918
DeliveryType = 919
EndAccruedInterestAmt = 920
StartCash = 921
EndCash = 922
UserRequestID = 923
UserRequestType = 924
NewPassword = 925
UserStatus = 926
UserStatusText = 927
StatusValue = 928
StatusText = 929
RefCompID = 930
RefSubID = 931
NetworkResponseID = 932
NetworkRequestID = 933
LastNetworkResponseID = 934
NetworkRequestType = 935
NoCompIDs = 936
NetworkStatusResponseType = 937
NoCollInquiryQualifier = 938
TrdRptStatus = 939
AffirmStatus = 940
UnderlyingStrikeCurrency = 941
LegStrikeCurrency = 942
TimeBracket = 943
CollAction = 944
CollInquiryStatus = 945
CollInquiryResult = 946
StrikeCurrency = 947
NoNested3PartyIDs = 948
Nested3PartyID = 949
Nested3PartyIDSource = 950
Nested3PartyRole = 951
NoNested3PartySubIDs = 952
Nested3PartySubID = 953
Nested3PartySubIDType = 954
LegContractSettlMonth = 955
LegInterestAccrualDate = 956
# aliases
SecurityIDSource = 22
IOIid = 23
IOIShares = 27
LastShares = 32
Shares = 53
SettlmntTyp = 63
SettlDate = 64
AvgPxPrecision = 74
PositionEffect = 77
AllocShares = 80
SettlDate2 = 193
PegOffsetValue = 211
SpreadToBenchmark = 218
OpenCloseSettleFlag = 286
QuoteStatus = 297
TotQuoteEntries = 304
UnderlyingSecurityIDSource = 305
UnderlyingCurrency = 318
DiscretionOffsetValue = 389
TotalNumSecurities = 393
TradeType = 418