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