fixtrate package

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)}
from_env(namespace='FIX_')[source]

Update the config object from ENV variables. Will only fetch variables prepended with a given namespace string.

Parameters:namespace (str) – (optional) The namespace used to look for appropriate ENV vars. Defaults to ‘FIX_’.
Returns:None
validate()[source]

Validate config values

Returns:
Raises:ValueError if incorrect value, TypeError if incorrect type.

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.CustomerOrFirm[source]

An enumeration.

Customer = 0
Firm = 1
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
AllocShares = 80
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
IOIShares = 27
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
LastShares = 32
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
SharedCommission = 858
Shares = 53
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
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.FixVersion[source]

An enumeration.

FIX42 = 'FIX.4.2'
FIX44 = 'FIX.4.4'
class fixtrate.constants.GapFillFlag[source]

An enumeration.

NO = 'N'
YES = 'Y'
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.MarketDepth[source]

An enumeration.

FULL_BOOK = '0'
TOP_OF_BOOK = '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.PossDupFlag[source]

An enumeration.

NO = 'N'
YES = 'Y'
class fixtrate.constants.ResetSeqNumFlag[source]

An enumeration.

NO = 'N'
YES = 'Y'
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'
class fixtrate.constants.Side[source]

An enumeration.

BUY = '1'
SELL = '2'
class fixtrate.constants.SubscriptionRequestType[source]

An enumeration.

DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2'
SNAPSHOT = '0'
SNAPSHOT_PLUS_UPDATES = '1'
class fixtrate.constants.TimeInForce[source]

An enumeration.

AT_CROSSING = '9'
AT_THE_CLOSE = '7'
AT_THE_OPENING = '2'
DAY = '0'
FILL_OR_KILL = '4'
GOOD_THROUGH_CROSSING = '8'
GOOD_TILL_CANCEL = '1'
GOOD_TILL_CROSSING = '5'
GOOD_TILL_DATE = '6'
IMMEDIATE_OR_CANCEL = '3'

fixtrate.dictionary module

fixtrate.exceptions module

exception fixtrate.exceptions.BindClosedError[source]

Bind was closed while waiting for session

exception fixtrate.exceptions.DuplicateSessionError[source]

A connection is already bound to this session.

exception fixtrate.exceptions.FIXAuthenticationError[source]

Unablet to authenticate client

exception fixtrate.exceptions.FIXError[source]

A FIX error occured

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.InvalidFIXVersion(version)[source]
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).

exception fixtrate.exceptions.SessionError[source]

A FIX session-level error occured

exception fixtrate.exceptions.UnresponsiveClientError[source]

Did not receive a respone from the client in the alloted time

exception fixtrate.exceptions.UnsupportedVersion[source]

Unsupported FIX version

fixtrate.message module

fixtrate.parse module

fixtrate.session module

fixtrate.utils module

Module contents