/* ************************************* * Broker's side of advertised trade * ************************************* */ export enum AdvSide { Buy = 'B', Sell = 'S', Trade = 'T', Cross = 'X' } /* ***************************************************** * Identifies advertisement message transaction type * ***************************************************** */ export enum AdvTransType { New = 'N', Cancel = 'C', Replace = 'R' } /* *********************************************************** * Specifies the basis or unit used to calculate the total * * commission based on the rate. * *********************************************************** */ export enum CommType { AmountPerUnit = '1', Percent = '2', Absolute = '3', PercentageWaivedCashDiscountBasis = '4', PercentageWaivedEnhancedUnitsBasis = '5', PointsPerBondOrContract = '6', BasisPoints = '7', AmountPerContract = '8' } /* **************************************************************** * Instructions for order handling on exchange trading floor. * * If more than one instruction is applicable to an order, this * * field can contain multiple instructions separated by space. * * *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features * * and Supported Approach" *** (see Volume : "Glossary" for * * value definitions) * **************************************************************** */ export enum ExecInst { StayOnOfferSide = '0', NotHeld = '1', Work = '2', GoAlong = '3', OverTheDay = '4', Held = '5', ParticipateDontInitiate = '6', StrictScale = '7', TryToScale = '8', StayOnBidSide = '9', NoCross = 'A', OkToCross = 'B', CallFirst = 'C', PercentOfVolume = 'D', DoNotIncreaseDni = 'E', DoNotReduceDnr = 'F', AllOrNoneAon = 'G', ReinstateOnSystemFailure = 'H', InstitutionsOnly = 'I', ReinstateOnTradingHalt = 'J', CancelOnTradingHalt = 'K', LastPegLastSale = 'L', MidPricePegMidpriceOfInsideQuote = 'M', NonNegotiable = 'N', OpeningPeg = 'O', MarketPeg = 'P', CancelOnSystemFailure = 'Q', PrimaryPeg = 'R', Suspend = 'S', FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T', CustomerDisplayInstruction = 'U', NettingForForex = 'V', PegToVwap = 'W', TradeAlong = 'X', TryToStop = 'Y', CancelIfNotBest = 'Z', TrailingStopPeg = 'a', StrictLimit = 'b', IgnorePriceValidityChecks = 'c', PegToLimitPrice = 'd', WorkToTargetStrategy = 'e', IntermarketSweep = 'f', ExternalRoutingAllowed = 'g', ExternalRoutingNotAllowed = 'h', ImbalanceOnly = 'i', SingleExecutionRequestedForBlockTrade = 'j', BestExecution = 'k', SuspendOnSystemFailure = 'l', SuspendOnTradingHalt = 'm', ReinstateOnConnectionLoss = 'n', CancelOnConnectionLoss = 'o', SuspendOnConnectionLoss = 'p', Release = 'q', ExecuteAsDeltaNeutralUsingVolatilityProvided = 'r', ExecuteAsDurationNeutral = 's', ExecuteAsFxNeutral = 't', MinimumGuaranteedFillEligible = 'u', BypassNonDisplayedLiquidity = 'v', Lock = 'w', IgnoreNotionalValueChecks = 'x', TradeAtReferencePrice = 'y' } /* *********************************************************** * Instructions for order handling on Broker trading floor * *********************************************************** */ export enum HandlInst { AutomatedExecutionOrderPrivateNoBrokerIntervention = '1', AutomatedExecutionOrderPublicBrokerInterventionOk = '2', ManualOrderBestExecution = '3' } /* *********************************************************** * Identifies class or source of the SecurityID(48) value. * *********************************************************** */ export enum SecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ********************************** * Relative quality of indication * ********************************** */ export enum IOIQltyInd { High = 'H', Low = 'L', Medium = 'M' } /* **************************************************************** * Quantity (e.g. number of shares) in numeric form or relative * * size. * **************************************************************** */ export enum IOIQty { Small = 'S', Medium = 'M', Large = 'L', UndisclosedQuantity = 'U' } /* ******************************************* * Identifies IOI message transaction type * ******************************************* */ export enum IOITransType { New = 'N', Cancel = 'C', Replace = 'R' } /* ************************************** * Broker capacity in order execution * ************************************** */ export enum LastCapacity { Agent = '1', CrossAsAgent = '2', CrossAsPrincipal = '3', Principal = '4', RisklessPrincipal = '5' } /* *************************************************************** * Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always * * unencrypted) * * Note: A "U" as the first character in the MsgType field * * (i.e. U, U2, etc) indicates that the message format is * * privately defined between the sender and receiver. * * *** Note the use of lower case letters *** * *************************************************************** */ export enum MsgType { Heartbeat = '0', TestRequest = '1', ResendRequest = '2', Reject = '3', SequenceReset = '4', Logout = '5', Ioi = '6', Advertisement = '7', ExecutionReport = '8', OrderCancelReject = '9', Logon = 'A', News = 'B', Email = 'C', NewOrderSingle = 'D', NewOrderList = 'E', OrderCancelRequest = 'F', OrderCancelReplaceRequest = 'G', OrderStatusRequest = 'H', AllocationInstruction = 'J', ListCancelRequest = 'K', ListExecute = 'L', ListStatusRequest = 'M', ListStatus = 'N', AllocationInstructionAck = 'P', DontKnowTrade = 'Q', QuoteRequest = 'R', Quote = 'S', SettlementInstructions = 'T', MarketDataRequest = 'V', MarketDataSnapshotFullRefresh = 'W', MarketDataIncrementalRefresh = 'X', MarketDataRequestReject = 'Y', QuoteCancel = 'Z', QuoteStatusRequest = 'a', MassQuoteAck = 'b', SecurityDefinitionRequest = 'c', SecurityDefinition = 'd', SecurityStatusRequest = 'e', SecurityStatus = 'f', TradingSessionStatusRequest = 'g', TradingSessionStatus = 'h', MassQuote = 'i', BusinessMessageReject = 'j', BidRequest = 'k', BidResponse = 'l', ListStrikePrice = 'm', XmLnonFix = 'n', RegistrationInstructions = 'o', RegistrationInstructionsResponse = 'p', OrderMassCancelRequest = 'q', OrderMassCancelReport = 'r', NewOrderCross = 's', CrossOrderCancelReplaceRequest = 't', CrossOrderCancelRequest = 'u', SecurityTypeRequest = 'v', SecurityTypes = 'w', SecurityListRequest = 'x', SecurityList = 'y', DerivativeSecurityListRequest = 'z', DerivativeSecurityList = 'AA', NewOrderMultileg = 'AB', MultilegOrderCancelReplace = 'AC', TradeCaptureReportRequest = 'AD', TradeCaptureReport = 'AE', OrderMassStatusRequest = 'AF', QuoteRequestReject = 'AG', RfqRequest = 'AH', QuoteStatusReport = 'AI', QuoteResponse = 'AJ', Confirmation = 'AK', PositionMaintenanceRequest = 'AL', PositionMaintenanceReport = 'AM', RequestForPositions = 'AN', RequestForPositionsAck = 'AO', PositionReport = 'AP', TradeCaptureReportRequestAck = 'AQ', TradeCaptureReportAck = 'AR', AllocationReport = 'AS', AllocationReportAck = 'AT', ConfirmationAck = 'AU', SettlementInstructionRequest = 'AV', AssignmentReport = 'AW', CollateralRequest = 'AX', CollateralAssignment = 'AY', CollateralResponse = 'AZ', CollateralReport = 'BA', CollateralInquiry = 'BB', NetworkCounterpartySystemStatusRequest = 'BC', NetworkCounterpartySystemStatusResponse = 'BD', UserRequest = 'BE', UserResponse = 'BF', CollateralInquiryAck = 'BG', ConfirmationRequest = 'BH', ContraryIntentionReport = 'BO', SecurityDefinitionUpdateReport = 'BP', SecurityListUpdateReport = 'BK', AdjustedPositionReport = 'BL', AllocationInstructionAlert = 'BM', ExecutionAck = 'BN', TradingSessionList = 'BJ', TradingSessionListRequest = 'BI', SettlementObligationReport = 'BQ', DerivativeSecurityListUpdateReport = 'BR', TradingSessionListUpdateReport = 'BS', MarketDefinitionRequest = 'BT', MarketDefinition = 'BU', MarketDefinitionUpdateReport = 'BV', ApplicationMessageRequest = 'BW', ApplicationMessageRequestAck = 'BX', ApplicationMessageReport = 'BY', OrderMassActionReport = 'BZ', OrderMassActionRequest = 'CA', UserNotification = 'CB', StreamAssignmentRequest = 'CC', StreamAssignmentReport = 'CD', StreamAssignmentReportAck = 'CE', PartyDetailsListRequest = 'CF', PartyDetailsListReport = 'CG', MarginRequirementInquiry = 'CH', MarginRequirementInquiryAck = 'CI', MarginRequirementReport = 'CJ', PartyDetailsListUpdateReport = 'CK', PartyRiskLimitsRequest = 'CL', PartyRiskLimitsReport = 'CM', SecurityMassStatusRequest = 'CN', SecurityMassStatus = 'CO', AccountSummaryReport = 'CQ', PartyRiskLimitsUpdateReport = 'CR', PartyRiskLimitsDefinitionRequest = 'CS', PartyRiskLimitsDefinitionRequestAck = 'CT', PartyEntitlementsRequest = 'CU', PartyEntitlementsReport = 'CV', QuoteAck = 'CW', PartyDetailsDefinitionRequest = 'CX', PartyDetailsDefinitionRequestAck = 'CY', PartyEntitlementsUpdateReport = 'CZ', PartyEntitlementsDefinitionRequest = 'DA', PartyEntitlementsDefinitionRequestAck = 'DB', TradeMatchReport = 'DC', TradeMatchReportAck = 'DD', PartyRiskLimitsReportAck = 'DE', PartyRiskLimitCheckRequest = 'DF', PartyRiskLimitCheckRequestAck = 'DG', PartyActionRequest = 'DH', PartyActionReport = 'DI', MassOrder = 'DJ', MassOrderAck = 'DK', PositionTransferInstruction = 'DL', PositionTransferInstructionAck = 'DM', PositionTransferReport = 'DN', MarketDataStatisticsRequest = 'DO', MarketDataStatisticsReport = 'DP', CollateralReportAck = 'DQ', MarketDataReport = 'DR', CrossRequest = 'DS', CrossRequestAck = 'DT' } /* ************************************************************ * Identifies current status of order. *** SOME VALUES HAVE * * BEEN REPLACED - See "Replaced Features and Supported * * Approach" *** (see Volume : "Glossary" for value * * definitions) * ************************************************************ */ export enum OrdStatus { New = '0', PartiallyFilled = '1', Filled = '2', DoneForDay = '3', Canceled = '4', ReplacedNoLongerUsed = '5', PendingCancelIEResultOfOrderCancelRequest = '6', Stopped = '7', Rejected = '8', Suspended = '9', PendingNew = 'A', Calculated = 'B', Expired = 'C', AcceptedForBidding = 'D', PendingReplaceIEResultOfOrderCancelReplaceRequest = 'E' } /* ************************************************************* * Order type. *** SOME VALUES ARE NO LONGER USED - See * * "Deprecated (Phased-out) Features and Supported Approach" * * *** (see Volume : "Glossary" for value definitions) * ************************************************************* */ export enum OrdType { Market = '1', Limit = '2', StopStopLoss = '3', StopLimit = '4', MarketOnCloseNoLongerUsed = '5', WithOrWithout = '6', LimitOrBetter = '7', LimitWithOrWithout = '8', OnBasis = '9', OnCloseNoLongerUsed = 'A', LimitOnCloseNoLongerUsed = 'B', ForexMarketNoLongerUsed = 'C', PreviouslyQuoted = 'D', PreviouslyIndicated = 'E', ForexLimitNoLongerUsed = 'F', ForexSwap = 'G', ForexPreviouslyQuotedNoLongerUsed = 'H', FunariLimitDayOrderWithUnexecutedPortionHandlesAsMarketOnCloseEGJapan = 'I', MarketIfTouchedMit = 'J', MarketWithLeftOverAsLimitMarketOrderWithUnexecutedQuantityBecomingLimitOrderAtLastPrice = 'K', PreviousFundValuationPointHistoricPricingForCiv = 'L', NextFundValuationPointForwardPricingForCiv = 'M', Pegged = 'P', CounterOrderSelection = 'Q', StopOnBidOrOffer = 'R', StopLimitOnBidOrOffer = 'S' } /* ********************************************************** * Indicates possible retransmission of message with this * * sequence number * ********************************************************** */ export enum PossDupFlag { OriginalTransmission = 'N', PossibleDuplicate = 'Y' } /* **************************************************** * Side of order (see Volume : "Glossary" for value * * definitions) * **************************************************** */ export enum Side { Buy = '1', Sell = '2', BuyMinus = '3', SellPlus = '4', SellShort = '5', SellShortExempt = '6', Undisclosed = '7', CrossOrdersWhereCounterpartyIsAnExchangeValidForAllMessagesExceptIoIs = '8', CrossShort = '9', CrossShortExempt = 'A', AsDefinedForUseWithMultilegInstruments = 'B', OppositeForUseWithMultilegInstruments = 'C', SubscribeEGCiv = 'D', RedeemEGCiv = 'E', LendFinancingIdentifiesDirectionOfCollateral = 'F', BorrowFinancingIdentifiesDirectionOfCollateral = 'G', SellUndisclosed = 'H' } /* **************************************************************** * Specifies how long the order remains in effect. Absence of * * this field is interpreted as DAY. NOTE not applicable to CIV * * Orders. (see Volume : "Glossary" for value definitions) * **************************************************************** */ export enum TimeInForce { DayOrSession = '0', GoodTillCancelGtc = '1', AtTheOpeningOpg = '2', ImmediateOrCancelIoc = '3', FillOrKillFok = '4', GoodTillCrossingGtx = '5', GoodTillDateGtd = '6', AtTheClose = '7', GoodThroughCrossing = '8', AtCrossing = '9', GoodForTimeGft = 'A', GoodForAuctionGfa = 'B' } /* **************** * Urgency flag * **************** */ export enum Urgency { Normal = '0', Flash = '1', Background = '2' } /* **************************************************************** * Indicates order settlement period. If present, SettlDate * * (64) overrides this field. If both SettlType (63) and * * SettDate (64) are omitted, the default for SettlType (63) is * * 0 (Regular) * * Regular is defined as the default settlement period for the * * particular security on the exchange of execution. * * In Fixed Income the contents of this field may influence the * * instrument definition if the SecurityID (48) is ambiguous. * * In the US an active Treasury offering may be re-opened, and * * for a time one CUSIP will apply to both the current and * * "when-issued" securities. Supplying a value of "7" clarifies * * the instrument description; any other value or the absence * * of this field should cause the respondent to default to the * * active issue. * * Additionally the following patterns may be uses as well as * * enum values * * Dx = FX tenor expression for "days", e.g. "D5", where "x" is * * any integer > 0 * * Mx = FX tenor expression for "months", e.g. "M3", where "x" * * is any integer > 0 * * Wx = FX tenor expression for "weeks", e.g. "W13", where "x" * * is any integer > 0 * * Yx = FX tenor expression for "years", e.g. "Y1", where "x" * * is any integer > 0 * * Noted that for FX the tenors expressed using Dx, Mx, Wx, and * * Yx values do not denote business days, but calendar days. * **************************************************************** */ export enum SettlType { RegularFxSpotSettlementT1OrT2DependingOnCurrency = '0', CashTodT0 = '1', NextDayTomT1 = '2', T2 = '3', T3 = '4', T4 = '5', Future = '6', WhenAndIfIssued = '7', SellersOption = '8', T5 = '9', BrokenDate = 'B', FxSpotNextSettlementSpot1AkaNextDay = 'C' } /* ************************************************************** * Additional information about the security (e.g. preferred, * * warrants, etc.). Note also see SecurityType (167). * * As defined in the NYSE Stock and bond Symbol Directory and * * in the AMEX Fitch Directory. * ************************************************************** */ export enum SymbolSfx { EucpWithLumpSumInterestRatherThanDiscountPrice = 'CD', WhenIssuedForASecurityToBeReissuedUnderAnOldCusipOrIsin = 'WI' } /* *************************************************************** * Identifies allocation transaction type *** SOME VALUES HAVE * * BEEN REPLACED - See "Replaced Features and Supported * * Approach" *** * *************************************************************** */ export enum AllocTransType { New = '0', Replace = '1', Cancel = '2', PreliminaryWithoutMiscFeesAndNetMoneyRemovedReplaced = '3', CalculatedIncludesMiscFeesAndNetMoneyRemovedReplaced = '4', CalculatedWithoutPreliminarySentUnsolicitedByBrokerIncludesMiscFeesAndNetMoneyRemovedReplaced = '5', Reversal = '6' } /* *************************************************************** * Indicates whether the resulting position after a trade * * should be an opening position or closing position. Used for * * omnibus accounting - where accounts are held on a gross * * basis instead of being netted together. * *************************************************************** */ export enum PositionEffect { Close = 'C', Fifo = 'F', Open = 'O', Rolled = 'R', CloseButNotifyOnOpen = 'N', Default = 'D' } /* ************************************************************* * Processing code for sub-account. Absence of this field in * * AllocAccount (79) / AllocPrice (366) /AllocQty (80) / * * ProcessCode instance indicates regular trade. * ************************************************************* */ export enum ProcessCode { Regular = '0', SoftDollar = '1', StepIn = '2', StepOut = '3', SoftDollarStepIn = '4', SoftDollarStepOut = '5', PlanSponsor = '6' } /* ************************************ * Identifies status of allocation. * ************************************ */ export enum AllocStatus { AcceptedSuccessfullyProcessed = 0, BlockLevelReject = 1, AccountLevelReject = 2, ReceivedReceivedNotYetProcessed = 3, Incomplete = 4, RejectedByIntermediary = 5, AllocationPending = 6, Reversed = 7, CancelledByIntermediary = 8, Claimed = 9, Refused = 10, PendingGiveUpApproval = 11, Cancelled = 12, PendingTakeUpApproval = 13, ReversalPending = 14 } /* ************************************ * Identifies reason for rejection. * ************************************ */ export enum AllocRejCode { UnknownOrMissingAccountS = 0, IncorrectOrMissingBlockQuantity = 1, IncorrectOrMissingAveragePrice = 2, UnknownExecutingBrokerMnemonic = 3, IncorrectOrMissingCommission = 4, UnknownOrderId37 = 5, UnknownListId66 = 6, OtherFurtherInText58 = 7, IncorrectOrMissingAllocatedQuantity = 8, CalculationDifference = 9, UnknownOrStaleExecId = 10, MismatchedData = 11, UnknownClOrdId = 12, WarehouseRequestRejected = 13, DuplicateOrMissingIndividualAllocId467 = 14, TradeNotRecognized = 15, TradePreviouslyAllocated = 16, IncorrectOrMissingInstrument = 17, IncorrectOrMissingSettlementDate = 18, IncorrectOrMissingFundIdOrFundName = 19, IncorrectOrMissingSettlementInstructions = 20, IncorrectOrMissingFees = 21, IncorrectOrMissingTax = 22, UnknownOrMissingParty = 23, IncorrectOrMissingSide = 24, IncorrectOrMissingNetMoney = 25, IncorrectOrMissingTradeDate = 26, IncorrectOrMissingSettlementCurrencyInstructions = 27, IncorrrectOrMissingProcessCode81 = 28, Other = 99 } /* *********************** * Email message type. * *********************** */ export enum EmailType { New = '0', Reply = '1', AdminReply = '2' } /* **************************************************************** * Indicates that message may contain information that has been * * sent under another sequence number. * **************************************************************** */ export enum PossResend { OriginalTransmission = 'N', PossibleResend = 'Y' } /* ************************************************* * Code to identify reason for cancel rejection. * ************************************************* */ export enum CxlRejReason { TooLateToCancel = 0, UnknownOrder = 1, BrokerExchangeOption = 2, OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3, UnableToProcessOrderMassCancelRequest = 4, OrigOrdModTime586DidNotMatchLastTransactTime60OfOrder = 5, DuplicateClOrdId11Received = 6, PriceExceedsCurrentPrice = 7, PriceExceedsCurrentPriceBand = 8, InvalidPriceIncrement = 18, Other = 99 } /* **************************************************************** * Code to identify reason for order rejection. Note: Values 3, * * 4, and 5 will be used when rejecting an order due to * * pre-allocation information errors. * **************************************************************** */ export enum OrdRejReason { BrokerExchangeOption = 0, UnknownSymbol = 1, ExchangeClosed = 2, OrderExceedsLimit = 3, TooLateToEnter = 4, UnknownOrder = 5, DuplicateOrderEGDupeClOrdId = 6, DuplicateOfAVerballyCommunicatedOrder = 7, StaleOrder = 8, TradeAlongRequired = 9, InvalidInvestorId = 10, UnsupportedOrderCharacteristic = 11, SurveillanceOption = 12, IncorrectQuantity = 13, IncorrectAllocatedQuantity = 14, UnknownAccountS = 15, PriceExceedsCurrentPriceBand = 16, InvalidPriceIncrement = 18, ReferencePriceNotAvailable = 19, NotionalValueExceedsThreshold = 20, AlgorithmRiskThresholdBreached = 21, ShortSellNotPermitted = 22, ShortSellRejectedDueToSecurityPreBorrowRestriction = 23, ShortSellRejectedDueToAccountPreBorrowRestriction = 24, InsufficientCreditLimit = 25, ExceededClipSizeLimit = 26, ExceededMaximumNotionalOrderAmount = 27, ExceededDv01Pv01Limit = 28, ExceededCs01Limit = 29, Other = 99 } /* *************************************************************** * Code to qualify IOI use. (see Volume : "Glossary" for value * * definitions) * *************************************************************** */ export enum IOIQualifier { QuantityIsNegotiable = '1', AllowLateBids = '2', ImmediateOrCounter = '3', AutoTrade = '4', AllOrNoneAon = 'A', MarketOnCloseMocHeldToClose = 'B', AtTheCloseAroundNotHeldToClose = 'C', VwapVolumeWeightedAveragePrice = 'D', Axe = 'E', AxeOnBid = 'F', AxeOnOffer = 'G', ClientNaturalWorking = 'H', InTouchWith = 'I', PositionWanted = 'J', MarketMaking = 'K', Limit = 'L', MoreBehind = 'M', ClientNaturalBlock = 'N', AtTheOpen = 'O', TakingAPosition = 'P', AtTheMarketPreviouslyCalledCurrentQuote = 'Q', ReadyToTrade = 'R', InventoryOrPortfolioShown = 'S', ThroughTheDay = 'T', Unwind = 'U', Versus = 'V', IndicationWorkingAway = 'W', CrossingOpportunity = 'X', AtTheMidpoint = 'Y', PreOpen = 'Z', AutomaticSpot = 'a', PlatformCalculatedSpot = 'b', OutsideSpread = 'c', DeferredSpot = 'd', NegotiatedSpot = 'n' } /* ****************************************************** * Identifies party of trade responsible for exchange * * reporting. * ****************************************************** */ export enum ReportToExch { IndicatesThePartySendingMessageWillReportTrade = 'N', IndicatesThePartyReceivingMessageMustReportTrade = 'Y' } /* ********************************************************** * Indicates whether the broker is to locate the stock in * * conjunction with a short sell order. * ********************************************************** */ export enum LocateReqd { IndicatesTheBrokerIsNotRequiredToLocate = 'N', IndicatesTheBrokerIsResponsibleForLocatingTheStock = 'Y' } /* ********************************************************* * Indicates request for forex accommodation trade to be * * executed along with security transaction. * ********************************************************* */ export enum ForexReq { DoNotExecuteForexAfterSecurityTrade = 'N', ExecuteForexAfterSecurityTrade = 'Y' } /* *********************************** * Reason for execution rejection. * *********************************** */ export enum DKReason { UnknownSecurity = 'A', WrongSide = 'B', QuantityExceedsOrder = 'C', NoMatchingOrder = 'D', PriceExceedsLimit = 'E', CalculationDifference = 'F', NoMatchingExecutionReport358 = 'G', Other = 'Z' } /* **************************************************************** * Indicates that IOI is the result of an existing agency order * * or a facilitation position resulting from an agency order, * * not from principal trading or order solicitation activity. * **************************************************************** */ export enum IOINaturalFlag { NotNatural = 'N', Natural = 'Y' } /* **************************************** * Indicates type of miscellaneous fee. * **************************************** */ export enum MiscFeeType { RegulatoryEGSec = '1', Tax = '2', LocalCommission = '3', ExchangeFees = '4', Stamp = '5', Levy = '6', Other = '7', Markup = '8', ConsumptionTax = '9', PerTransaction = '10', Conversion = '11', Agent = '12', TransferFee = '13', SecurityLending = '14', TradeReporting = '15', TaxOnPrincipalAmount = '16', TaxOnAccruedInterestAmount = '17', NewIssuanceFee = '18', ServiceFee = '19', OddLotFee = '20', AuctionFee = '21', ValueAddedTaxVat = '22', SalesTax = '23' } /* ************************************************************** * Describes the specific ExecutionRpt (e.g. Pending Cancel) * * while OrdStatus(39) will always identify the current order * * status (e.g. Partially Filled). * ************************************************************** */ export enum ExecType { New = '0', DoneForDay = '3', Canceled = '4', Replaced = '5', PendingCancelEGResultOfOrderCancelRequest = '6', Stopped = '7', Rejected = '8', Suspended = '9', PendingNew = 'A', Calculated = 'B', Expired = 'C', RestatedExecutionReportSentUnsolicitedBySellsideWithExecRestatementReason378Set = 'D', PendingReplaceEGResultOfOrderCancelReplaceRequest = 'E', TradePartialFillOrFill = 'F', TradeCorrect = 'G', TradeCancel = 'H', OrderStatus = 'I', TradeInAClearingHold = 'J', TradeHasBeenReleasedToClearing = 'K', TriggeredOrActivatedBySystem = 'L', Locked = 'M', Released = 'N' } /* ************************************************************ * Specifies whether or not SettlCurrFxRate (155) should be * * multiplied or divided. * ************************************************************ */ export enum SettlCurrFxRateCalc { Multiply = 'M', Divide = 'D' } /* **************************************************************** * Indicates mode used for Settlement Instructions message. *** * * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and * * Supported Approach" *** * **************************************************************** */ export enum SettlInstMode { DefaultReplaced = '0', StandingInstructionsProvided = '1', SpecificAllocationAccountOverridingReplaced = '2', SpecificAllocationAccountStandingReplaced = '3', SpecificOrderForASingleAccountForCiv = '4', RequestReject = '5' } /* **************************************************** * Settlement Instructions message transaction type * **************************************************** */ export enum SettlInstTransType { New = 'N', Cancel = 'C', Replace = 'R', Restate = 'T' } /* *********************************************** * Indicates source of Settlement Instructions * *********************************************** */ export enum SettlInstSource { BrokersInstructions = '1', InstitutionsInstructions = '2', InvestorEGCivUse = '3' } /* **************************************************************** * Indicates type of security. Security type enumerations are * * grouped by Product(460) field value. NOTE: Additional values * * may be used by mutual agreement of the counterparties. * **************************************************************** */ export enum SecurityType { EuroSupranationalCoupons = 'EUSUPRA', CorporateBond = 'CORP', ForeignExchangeContract = 'FOR', CommonStock = 'CS', Repurchase = 'REPO', BradyBond = 'BRADY', TermLoan = 'TERM', BankersAcceptance = 'BA', AssetBackedSecurities = 'ABS', OtherAnticipationNotesBanGanEtc = 'AN', MutualFund = 'MF', FederalAgencyCoupon = 'FAC', CorporatePrivatePlacement = 'CPP', PreferredStock = 'PS', Forward = 'FORWARD', CanadianTreasuryNotes = 'CAN', RevolverLoan = 'RVLV', BankDepositoryNote = 'BDN', CanadianMortgageBonds = 'CMB', CertificateOfObligation = 'COFO', MultilegInstrument = 'MLEG', NonDeliverableForward = 'FXNDF', Cap = 'CAP', FederalAgencyDiscountNote = 'FADN', ConvertibleBond = 'CB', CreditDefaultSwap = 'CDS', BuySellback = 'BUYSELL', CanadianTreasuryBills = 'CTB', RevolverTermLoan = 'RVLVTRM', BankNotes = 'BN', CorpMortgageBackedSecurities = 'CMBS', CertificateOfParticipation = 'COFP', NoSecurityType = 'NONE', FxSpot = 'FXSPOT', UsTreasuryNoteDeprecatedValueUseTnote = 'UST', PrivateExportFunding = 'PEF', DualCurrency = 'DUAL', SecuritiesLoan = 'SECLOAN', EuroSovereigns = 'EUSOV', BridgeLoan = 'BRIDGE', BillOfExchanges = 'BOX', CollateralizedMortgageObligation = 'CMO', GeneralObligationBonds = 'GO', FxForward = 'FXFWD', Collar = 'CLLR', UsTreasuryBillDeprecatedValueUseTbill = 'USTB', UsdSupranationalCoupons = 'SUPRA', EuroCorporateBond = 'EUCORP', SecuritiesPledge = 'SECPLEDGE', CanadianProvincialBonds = 'PROV', LetterOfCredit = 'LOFC', CanadianMoneyMarkets = 'CAMM', IoetteMortgage = 'IET', MandatoryTender = 'MT', FxSwap = 'FXSWAP', CommoditySwap = 'CMDTYSWAP', EuroCorporateFloatingRateNotes = 'EUFRN', TreasuryBillNonUs = 'TB', SwingLineFacility = 'SWING', CertificateOfDeposit = 'CD', MortgageBackedSecurities = 'MBS', RevenueAnticipationNote = 'RAN', WildcardEntryForUseOnSecurityDefinitionRequest = '?', DeliveryVersusPledge = 'DVPLDG', Exotic = 'EXOTIC', UsCorporateFloatingRateNotes = 'FRN', OptionsOnCombo = 'OOC', UsTreasuryBond = 'TBOND', DebtorInPossession = 'DINP', CallLoans = 'CL', MortgageInterestOnly = 'MIO', RevenueBonds = 'REV', Cash = 'CASH', Floor = 'FLR', CollateralBasket = 'COLLBSKT', IndexedLinked = 'XLINKD', InterestStripFromAnyBondOrNote = 'TINT', Defaulted = 'DEFLTED', CommercialPaper = 'CP', MortgagePrincipalOnly = 'MPO', SpecialAssessment = 'SPCLA', ForwardRateAgreement = 'FRA', StructuredNotes = 'STRUCT', Future = 'FUT', UsTreasuryBill = 'TBILL', TreasuryInflationProtectedSecurities = 'TIPS', Withdrawn = 'WITHDRN', DepositNotes = 'DN', MortgagePrivatePlacement = 'MPP', SpecialObligation = 'SPCLO', YankeeCorporateBond = 'YANK', PrincipalStripOfACallableBondOrNote = 'TCAL', Replaced = 'REPLACD', EuroCertificateOfDeposit = 'EUCD', MiscellaneousPassThrough = 'MPT', SpecialTax = 'SPCLT', DerivativeForward = 'FWD', InterestRateSwap = 'IRS', PrincipalStripFromANonCallableBondOrNote = 'TPRN', Matured = 'MATURED', EuroCommercialPaper = 'EUCP', Pfandbriefe = 'PFAND', TaxAnticipationNote = 'TAN', TotalReturnSwap = 'TRS', UsTreasuryNote = 'TNOTE', AmendedRestated = 'AMENDED', LiquidityNote = 'LQN', ToBeAnnounced = 'TBA', TaxAllocation = 'TAXA', LoanLease = 'LOANLEASE', Retired = 'RETIRED', MediumTermNotes = 'MTN', TaxExemptCommercialPaper = 'TECP', OptionsOnFutures = 'OOF', Overnight = 'ONITE', TaxableMunicipalCp = 'TMCP', OptionsOnPhysicalUseNotRecommended = 'OOP', PromissoryNote = 'PN', ShortTermLoanNote = 'STN', TaxRevenueAnticipationNote = 'TRAN', Option = 'OPT', PlazosFijos = 'PZFJ', VariableRateDemandNote = 'VRDN', SecuredLiquidityNote = 'SLQN', Warrant = 'WAR', SpotForward = 'SPOTFWD', TimeDeposit = 'TD', SwapOption = 'SWAPTION', Transmission = 'XMISSION', TermLiquidityNote = 'TLQN', GeneralTypeForAContractBasedOnAnEstablishedIndex = 'INDEX', ExtendedCommNote = 'XCN', BondBasket = 'BDBSKT', YankeeCertificateOfDeposit = 'YCD', ContractForDifference = 'CFD', CorrelationSwap = 'CRLTNSWAP', DividendSwap = 'DVDNDSWAP', EquityBasket = 'EQBSKT', EquityForward = 'EQFWD', ReturnSwap = 'RTRNSWAP', VarianceSwap = 'VARSWAP' } /* ***************************************************** * Identifies the Standing Instruction database used * ***************************************************** */ export enum StandInstDbType { Other = 0, DtcSid = 1, ThomsonAlert = 2, AGlobalCustodianStandInstDbName70MustBeProvided = 3, AccountNet = 4 } /* ********************************* * Identifies type of settlement * ********************************* */ export enum SettlDeliveryType { VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment = 0, FreeDeliverIfSellOrReceiveIfBuyFree = 1, TriParty = 2, HoldInCustody = 3 } /* ************************************************************** * Identifies the type of Allocation linkage when AllocLinkID * * (96) is used. * ************************************************************** */ export enum AllocLinkType { FxNetting = 0, FxSwap = 1 } /* ********************************************************* * Indicates whether an option contract is a put or call * ********************************************************* */ export enum PutOrCall { Put = 0, Call = 1 } /* ************************************************* * Used for derivative products, such as options * ************************************************* */ export enum CoveredOrUncovered { Covered = 0, Uncovered = 1 } /* ************************************************************** * Indicates whether or not details should be communicated to * * BrokerOfCredit (i.e. step-in broker). * ************************************************************** */ export enum NotifyBrokerOfCredit { DetailsShouldNotBeCommunicated = 'N', DetailsShouldBeCommunicated = 'Y' } /* *************************************************************** * Indicates how the receiver (i.e. third party) of Allocation * * message should handle/process the account details. * *************************************************************** */ export enum AllocHandlInst { Match = 1, Forward = 2, ForwardAndMatch = 3 } /* **************************************************** * Indicates the type of RoutingID (217) specified. * **************************************************** */ export enum RoutingType { TargetFirm = 1, TargetList = 2, BlockFirm = 3, BlockList = 4, TargetPerson = 5, BlockPerson = 6 } /* ********************************************************** * Name of benchmark curve. * * (Note tag # was reserved in FIX 4.1, added in FIX 4.3) * ********************************************************** */ export enum BenchmarkCurveName { Eonia = 'EONIA', Eurepo = 'EUREPO', EuriborDeprecatedUseEnumEuriborInstead = 'Euribor', FutureSwap = 'FutureSWAP', Libid = 'LIBID', LiborLondonInterBankOffer = 'LIBOR', MuniAaa = 'MuniAAA', Other = 'OTHER', Pfandbriefe = 'Pfandbriefe', Sonia = 'SONIA', Swap = 'SWAP', Treasury = 'Treasury', UsFederalReserveFedFundsEffectiveRate = 'FEDEFF', UsFedFundsTargetRate = 'FEDOPEN', EuroInterbankOfferRate = 'EURIBOR' } /* ********************************************************** * For Fixed Income. * * Type of Stipulation. * * Other types may be used by mutual agreement of the * * counterparties. * * (Note tag # was reserved in FIX 4.1, added in FIX 4.3) * ********************************************************** */ export enum StipulationType { AlternativeMinimumTaxYN = 'AMT', AbsolutePrepaymentSpeed = 'ABS', IncurredRecoveryYN = 'INCURRCVY', AutoReinvestmentAtRateOrBetter = 'AUTOREINV', ConstantPrepaymentPenalty = 'CPP', AdditionalTerm = 'ADDTRM', BankQualifiedYN = 'BANKQUAL', ConstantPrepaymentRate = 'CPR', ModifiedEquityDelivery = 'MODEQTYDLVY', BargainConditionsSeeStipulationValue234ForValues = 'BGNCON', ConstantPrepaymentYield = 'CPY', NoReferenceObligationYN = 'NOREFOBLIG', CouponRange = 'COUPON', FinalCprOfHomeEquityPrepaymentCurve = 'HEP', UnknownReferenceObligationYN = 'UNKREFOBLIG', IsoCurrencyCode = 'CURRENCY', PercentOfManufacturedHousingPrepaymentCurve = 'MHP', AllGuaranteesYN = 'ALLGUARANTEES', CustomStartEndDate = 'CUSTOMDATE', MonthlyPrepaymentRate = 'MPR', ReferencePriceYN = 'REFPX', GeographicsAndRangeEx234Ca080MinimumOf80CaliforniaAssets = 'GEOG', PercentOfProspectusPrepaymentCurve = 'PPC', ReferencePolicyYN = 'REFPOLICY', ValuationDiscount = 'HAIRCUT', PercentOfBmaPrepaymentCurve = 'PSA', SecuredListYN = 'SECRDLIST', InsuredYN = 'INSURED', SingleMonthlyMortality = 'SMM', YearOrYearMonthOfIssueEx234200209 = 'ISSUE', IssuersTicker = 'ISSUER', IssueSizeRange = 'ISSUESIZE', LookbackDays = 'LOOKBACK', ExplicitLotIdentifier = 'LOT', LotVarianceValueInPercentMaximumOverOrUnderAllocationAllowed = 'LOTVAR', MaturityYearAndMonth = 'MAT', MaturityRange = 'MATURITY', MaximumSubstitutionsRepo = 'MAXSUBS', MinimumDenomination = 'MINDNOM', MinimumIncrement = 'MININCR', MinimumQuantity = 'MINQTY', PaymentFrequencyCalendar = 'PAYFREQ', NumberOfPieces = 'PIECES', PoolsMaximum = 'PMAX', PoolsPerLot = 'PPL', PoolsPerMillion = 'PPM', PoolsPerTrade = 'PPT', PriceRange = 'PRICE', PricingFrequency = 'PRICEFREQ', ProductionYear = 'PROD', CallProtection = 'PROTECT', Purpose = 'PURPOSE', BenchmarkPriceSource = 'PXSOURCE', RatingSourceAndRange = 'RATING', TypeOfRedemptionValuesAreNonCallablePrefundedEscrowedToMaturityPutableConvertible = 'REDEMPTION', RestrictedYN = 'RESTRICTED', MarketSector = 'SECTOR', SecurityTypeIncludedOrExcluded = 'SECTYPE', Structure = 'STRUCT', SubstitutionsFrequencyRepo = 'SUBSFREQ', SubstitutionsLeftRepo = 'SUBSLEFT', FreeformText = 'TEXT', TradeVarianceValueInPercentMaximumOverOrUnderAllocationAllowed = 'TRDVAR', WeightedAverageCouponValueInPercentExactOrRangePlusGrossOrNetOfServicingSpreadTheDefaultEx23465NetMinimumOf65NetOfServicingFee = 'WAC', WeightedAverageLifeCouponValueInPercentExactOrRange = 'WAL', WeightedAverageLoanAgeValueInMonthsExactOrRange = 'WALA', WeightedAverageMaturityValueInMonthsExactOrRange = 'WAM', WholePoolYN = 'WHOLE', YieldRange = 'YIELD', AverageFicoScore = 'AVFICO', OriginalAmount = 'ORIGAMT', AverageLoanSize = 'AVSIZE', PoolEffectiveDate = 'POOLEFFDT', MaximumLoanBalance = 'MAXBAL', PoolInitialFactor = 'POOLINITFCTR', PoolIdentifier = 'POOL', TrancheIdentifier = 'TRANCHE', TypeOfRollTrade = 'ROLLTYPE', SubstitutionYN = 'SUBSTITUTION', ReferenceToRollingOrClosingTrade = 'REFTRADE', MultipleExchangeFallbackYN = 'MULTEXCHFLLBCK', PrincipalOfRollingOrClosingTrade = 'REFPRIN', ComponentSecurityFallbackYN = 'COMPSECFLLBCK', InterestOfRollingOrClosingTrade = 'REFINT', LocalJurisdictionYN = 'LOCLJRSDCTN', AvailableOfferQuantityToBeShownToTheStreet = 'AVAILQTY', RelevantJurisdictionYN = 'RELVJRSDCTN', BrokersSalesCredit = 'BROKERCREDIT', OfferPriceToBeShownToInternalBrokers = 'INTERNALPX', OfferQuantityToBeShownToInternalBrokers = 'INTERNALQTY', TheMinimumResidualOfferQuantity = 'LEAVEQTY', MaximumOrderSize = 'MAXORDQTY', OrderQuantityIncrement = 'ORDRINCR', PrimaryOrSecondaryMarketIndicator = 'PRIMARY', BrokerSalesCreditOverride = 'SALESCREDITOVR', TradersCredit = 'TRADERCREDIT', DiscountRateWhenPriceIsDenominatedInPercentOfPar = 'DISCOUNT', YieldToMaturityWhenYieldType235AndYield236ShowADifferentYield = 'YTM' } /* **************************************************************** * Type of yield. (Note tag # was reserved in FIX 4.1, added in * * FIX 4.3) * **************************************************************** */ export enum YieldType { AfterTaxYieldMunicipals = 'AFTERTAX', AnnualYield = 'ANNUAL', YieldAtIssueMunicipals = 'ATISSUE', YieldToAvgMaturity = 'AVGMATURITY', BookYield = 'BOOK', YieldToNextCall = 'CALL', YieldChangeSinceClose = 'CHANGE', ClosingYield = 'CLOSE', CompoundYield = 'COMPOUND', CurrentYield = 'CURRENT', GvntEquivalentYield = 'GOVTEQUIV', TrueGrossYield = 'GROSS', YieldWithInflationAssumption = 'INFLATION', InverseFloaterBondYield = 'INVERSEFLOATER', MostRecentClosingYield = 'LASTCLOSE', ClosingYieldMostRecentMonth = 'LASTMONTH', ClosingYieldMostRecentQuarter = 'LASTQUARTER', ClosingYieldMostRecentYear = 'LASTYEAR', YieldToLongestAverageLife = 'LONGAVGLIFE', MarkToMarketYield = 'MARK', YieldToMaturity = 'MATURITY', YieldToNextRefundSinkingFundBonds = 'NEXTREFUND', OpenAverageYield = 'OPENAVG', PreviousCloseYield = 'PREVCLOSE', ProceedsYield = 'PROCEEDS', YieldToNextPut = 'PUT', SemiAnnualYield = 'SEMIANNUAL', YieldToShortestAverageLife = 'SHORTAVGLIFE', SimpleYield = 'SIMPLE', TaxEquivalentYield = 'TAXEQUIV', YieldToTenderDate = 'TENDER', TrueYield = 'TRUE', YieldValueOf132 = 'VALUE1_32', YieldToWorst = 'WORST' } /* ************************************************************** * Driver and part of trade in the event that the Security * * Master file was wrong at the point of entry(Note tag # was * * reserved in FIX 4.1, added in FIX 4.3) * ************************************************************** */ export enum TradedFlatSwitch { NotTradedFlat = 'N', TradedFlat = 'Y' } /* ***************************** * Subscription Request Type * ***************************** */ export enum SubscriptionRequestType { Snapshot = '0', SnapshotUpdatesSubscribe = '1', DisablePreviousSnapshotUpdateRequestUnsubscribe = '2' } /* ********************************************* * Specifies the type of Market Data update. * ********************************************* */ export enum MDUpdateType { FullRefresh = 0, IncrementalRefresh = 1 } /* *************************************************************** * Specifies whether or not book entries should be aggregated. * * (Not specified) = broker option * *************************************************************** */ export enum AggregatedBook { BookEntriesToBeAggregated = 'Y', BookEntriesShouldNotBeAggregated = 'N' } /* ****************************** * Type of market data entry. * ****************************** */ export enum MDEntryType { Bid = '0', Offer = '1', Trade = '2', IndexValue = '3', OpeningPrice = '4', ClosingPrice = '5', SettlementPrice = '6', TradingSessionHighPrice = '7', TradingSessionLowPrice = '8', TradingSessionVolumeWeightedAveragePriceVwap = '9', Imbalance = 'A', TradeVolume = 'B', OpenInterest = 'C', CompositeUnderlyingPrice = 'D', SimulatedSellPrice = 'E', SimulatedBuyPrice = 'F', MarginRate = 'G', MidPrice = 'H', EmptyBook = 'J', SettleHighPrice = 'K', SettleLowPrice = 'L', PriorSettlePrice = 'M', SessionHighBid = 'N', SessionLowOffer = 'O', EarlyPrices = 'P', AuctionClearingPrice = 'Q', SwapValueFactorSvfForSwapsClearedThroughACentralCounterpartyCcp = 'S', DailyValueAdjustmentForLongPositions = 'R', CumulativeValueAdjustmentForLongPositions = 'T', DailyValueAdjustmentForShortPositions = 'U', CumulativeValueAdjustmentForShortPositions = 'V', FixingPrice = 'W', CashRate = 'X', RecoveryRate = 'Y', RecoveryRateForLongPositions = 'Z', RecoveryRateForShortPositions = 'a', MarketBid = 'b', MarketOffer = 'c', ShortSaleMinimumPrice = 'd', PreviousClosingPrice = 'e' } /* **************************** * Direction of the "tick". * **************************** */ export enum TickDirection { PlusTick = '0', ZeroPlusTick = '1', MinusTick = '2', ZeroMinusTick = '3' } /* ********************************************************** * Space-delimited list of conditions describing a quote. * ********************************************************** */ export enum QuoteCondition { ReservedSam = '0', NoActiveSam = '1', Restricted = '2', RestOfBookVwap = '3', BetterPricesInConditionalOrders = '4', MedianPrice = '5', FullCurve = '6', FlatCurve = '7', OpenActive = 'A', ClosedInactive = 'B', ExchangeBest = 'C', ConsolidatedBest = 'D', Locked = 'E', Crossed = 'F', Depth = 'G', FastTrading = 'H', NonFirm = 'I', ManualSlowQuote = 'L', OutrightPrice = 'J', ImpliedPrice = 'K', DepthOnOffer = 'M', DepthOnBid = 'N', Closing = 'O', NewsDissemination = 'P', TradingRange = 'Q', OrderInflux = 'R', DueToRelated = 'S', NewsPending = 'T', AdditionalInfo = 'U', AdditionalInfoDueToRelated = 'V', Resume = 'W', ViewOfCommon = 'X', VolumeAlert = 'Y', OrderImbalance = 'Z', EquipmentChangeover = 'a', NoOpenNoResume = 'b', RegularEth = 'c', AutomaticExecution = 'd', AutomaticExecutionEth = 'e', FastMarketEth = 'f ', InactiveEth = 'g', Rotation = 'h', RotationEth = 'i', Halt = 'j', HaltEth = 'k', DueToNewsDissemination = 'l', DueToNewsPending = 'm', TradingResume = 'n', OutOfSequence = 'o', BidSpecialist = 'p', OfferSpecialist = 'q', BidOfferSpecialist = 'r', EndOfDaySam = 's', ForbiddenSam = 't', FrozenSam = 'u', PreOpeningSam = 'v', OpeningSam = 'w', OpenSam = 'x', SurveillanceSam = 'y', SuspendedSam = 'z' } /* ****************************** * Type of market data entry. * ****************************** */ export enum TradeCondition { Cancel = '0', ImpliedTrade = '1', MarketplaceEnteredTrade = '2', MultiAssetClassMultilegTrade = '3', MultilegToMultilegTrade = '4', ShortSaleMinimumPrice = '5', Benchmark = '6', CashOnlyMarket = 'A', AveragePriceTrade = 'B', CashTradeSameDayClearing = 'C', NextDayOnlyMarket = 'D', OpeningReopeningTradeDetail = 'E', IntradayTradeDetail = 'F', Rule127TradeNyse = 'G', Rule155TradeAmex = 'H', SoldLastLateReporting = 'I', NextDayTradeNextDayClearing = 'J', OpenedLateReportOfOpenedTrade = 'K', Seller = 'L', SoldOutOfSequence = 'M', StoppedStockGuaranteeOfPriceButDoesNotExecuteTheOrder = 'N', ImbalanceMoreBuyersCannotBeUsedInCombinationWithQ = 'P', ImbalanceMoreSellersCannotBeUsedInCombinationWithP = 'Q', OpeningPrice = 'R', BargainConditionLse = 'S', ConvertedPriceIndicator = 'T', ExchangeLast = 'U', FinalPriceOfSession = 'V', ExPit = 'W', Crossed = 'X', TradesResultingFromManualSlowQuote = 'Y', TradesResultingFromIntermarketSweep = 'Z', VolumeOnly = 'a', DirectPlus = 'b', Acquisition = 'c', Bunched = 'd', Distribution = 'e', BunchedSale = 'f', SplitTrade = 'g', CancelStopped = 'h', CancelEth = 'i', CancelStoppedEth = 'j', OutOfSequenceEth = 'k', CancelLastEth = 'l', SoldLastSaleEth = 'm', CancelLast = 'n', SoldLastSale = 'o', CancelOpen = 'p', CancelOpenEth = 'q', OpenedSaleEth = 'r', CancelOnly = 's', CancelOnlyEth = 't', LateOpenEth = 'u', AutoExecutionEth = 'v', Reopen = 'w', ReopenEth = 'x', Adjusted = 'y', AdjustedEth = 'z', Spread = 'AA', SpreadEth = 'AB', Straddle = 'AC', StraddleEth = 'AD', Stopped = 'AE', StoppedEth = 'AF', RegularEth = 'AG', Combo = 'AH', ComboEth = 'AI', OfficialClosingPrice = 'AJ', PriorReferencePrice = 'AK', StoppedSoldLast = 'AL', StoppedOutOfSequence = 'AM', OfficalClosingPriceDuplicateEnumerationUseAjInstead = 'AN', CrossedDuplicateEnumerationUseXInstead = 'AO', FastMarket = 'AP', AutomaticExecution = 'AQ', FormT = 'AR', BasketIndex = 'AS', BurstBasket = 'AT', TradeThroughExempt = 'AU', QuoteSpread = 'AV', LastAuctionPrice = 'AW', HighPrice = 'AX', LowPrice = 'AY', SystematicInternaliserSi = 'AZ', AwayMarket = 'BA', MidPointPrice = 'BB', TradedBeforeIssueDate = 'BC', PreviousClosingPrice = 'BD', NationalBestBidAndOffer = 'BE' } /* ************************************** * Type of Market Data update action. * ************************************** */ export enum MDUpdateAction { New = '0', Change = '1', Delete = '2', DeleteThru = '3', DeleteFrom = '4', Overlay = '5' } /* ****************************************************** * Reason for the rejection of a Market Data request. * ****************************************************** */ export enum MDReqRejReason { UnknownSymbol = '0', DuplicateMdReqId = '1', InsufficientBandwidth = '2', InsufficientPermissions = '3', UnsupportedSubscriptionRequestType = '4', UnsupportedMarketDepth = '5', UnsupportedMdUpdateType = '6', UnsupportedAggregatedBook = '7', UnsupportedMdEntryType = '8', UnsupportedTradingSessionId = '9', UnsupportedScope = 'A', UnsupportedOpenCloseSettleFlag = 'B', UnsupportedMdImplicitDelete = 'C', InsufficientCredit = 'D' } /* ************************ * Reason for deletion. * ************************ */ export enum DeleteReason { CancellationTradeBust = '0', Error = '1' } /* *************************************************************** * Flag that identifies a market data entry. (Prior to FIX 4.3 * * this field was of type char) * *************************************************************** */ export enum OpenCloseSettlFlag { DailyOpenCloseSettlementEntry = '0', SessionOpenCloseSettlementEntry = '1', DeliverySettlementEntry = '2', ExpectedEntry = '3', EntryFromPreviousBusinessDay = '4', TheoreticalPriceValue = '5' } /* ******************************************************** * Identifies a firm's or a security's financial status * ******************************************************** */ export enum FinancialStatus { Bankrupt = '1', PendingDelisting = '2', Restricted = '3' } /* ******************************************** * Identifies the type of Corporate Action. * ******************************************** */ export enum CorporateAction { ExDividend = 'A', ExDistribution = 'B', ExRights = 'C', New = 'D', ExInterest = 'E', CashDividend = 'F', StockDividend = 'G', NonIntegerStockSplit = 'H', ReverseStockSplit = 'I', StandardIntegerStockSplit = 'J', PositionConsolidation = 'K', LiquidationReorganization = 'L', MergerReorganization = 'M', RightsOffering = 'N', ShareholderMeeting = 'O', Spinoff = 'P', TenderOffer = 'Q', Warrant = 'R', SpecialAction = 'S', SymbolConversion = 'T', CusipNameChange = 'U', LeapRollover = 'V', SuccessionEvent = 'W' } /* ******************************************************* * Identifies the status of the quote acknowledgement. * ******************************************************* */ export enum QuoteStatus { Accepted = 0, CanceledForSpecificSecurities = 1, CanceledForSpecificSecurityTypes167 = 2, CanceledForUnderlying = 3, CanceledAll = 4, Rejected = 5, RemovedFromMarket = 6, Expired = 7, Query = 8, QuoteNotFound = 9, Pending = 10, Pass = 11, LockedMarketWarning = 12, CrossedMarketWarning = 13, CanceledDueToLockedMarket = 14, CanceledDueToCrossedMarket = 15, Active = 16, Canceled = 17, UnsolicitedQuoteReplenishment = 18, PendingEndTrade = 19, TooLateToEnd = 20, Traded = 21, TradedAndRemoved = 22 } /* **************************************** * Identifies the type of quote cancel. * **************************************** */ export enum QuoteCancelType { CancelForOneOrMoreSecurities = 1, CancelForSecurityTypeS = 2, CancelForUnderlyingSecurity = 3, CancelAllQuotes = 4, CancelSpecifiedSingleQuote = 5, CancelByTypeOfQuote = 6, CancelForSecurityIssuer = 7, CancelForIssuerOfUnderlyingSecurity = 8 } /* ****************************** * Reason Quote was rejected: * ****************************** */ export enum QuoteRejectReason { UnknownSymbolSecurity = 1, ExchangeSecurityClosed = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, UnknownQuote = 5, DuplicateQuote = 6, InvalidBidAskSpread = 7, InvalidPrice = 8, NotAuthorizedToQuoteSecurity = 9, PriceExceedsCurrentPriceBand = 10, QuoteLockedUnableToUpdateCancel = 11, InvalidOrUnknownSecurityIssuer = 12, InvalidOrUnknownIssuerOfUnderlyingSecurity = 13, NotionalValueExceedsThreshold = 14, PriceExceedsCurrentPriceBand2 = 15, ReferencePriceNotAvailable = 16, InsufficientCreditLimit = 17, ExceededClipSizeLimit = 18, ExceededMaximumNotionalOrderAmount = 19, ExceededDv01Pv01Limit = 20, ExceededCs01Limit = 21, Other = 99 } /* **************************************************************** * Level of Response requested from receiver of quote messages. * * A default value should be bilaterally agreed. * **************************************************************** */ export enum QuoteResponseLevel { NoAcknowledgement = 0, AcknowledgeOnlyNegativeOrErroneousQuotes = 1, AcknowledgeEachQuoteMessage = 2, SummaryAcknowledgement = 3 } /* ******************************************************* * Indicates the type of Quote Request being generated * ******************************************************* */ export enum QuoteRequestType { Manual = 1, Automatic = 2, ConfirmQuote = 3 } /* ************************************************* * Underlying security's SecurityIDSource. * * Valid values: see SecurityIDSource (22) field * ************************************************* */ export enum UnderlyingSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* *************************************************************** * Underlying security's SecurityType. * * Valid values: see SecurityType (167) field * * (see below for details concerning this fields use in * * conjunction with SecurityType=REPO) * * The following applies when used in conjunction with * * SecurityType=REPO * * Represents the general or specific type of security that * * underlies a financing agreement * * Valid values for SecurityType=REPO: * * If bonds of a particular issuer or country are wanted in an * * Order or are in the basket of an Execution and the * * SecurityType is not granular enough, include the * * UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), * * UnderlyingProgram, UnderlyingRegType and/or < * * UnderlyingStipulations > block e.g.: * *************************************************************** */ export enum UnderlyingSecurityType { EuroSupranationalCoupons = 'EUSUPRA', CorporateBond = 'CORP', ForeignExchangeContract = 'FOR', CommonStock = 'CS', Repurchase = 'REPO', BradyBond = 'BRADY', TermLoan = 'TERM', BankersAcceptance = 'BA', AssetBackedSecurities = 'ABS', OtherAnticipationNotesBanGanEtc = 'AN', MutualFund = 'MF', FederalAgencyCoupon = 'FAC', CorporatePrivatePlacement = 'CPP', PreferredStock = 'PS', Forward = 'FORWARD', CanadianTreasuryNotes = 'CAN', RevolverLoan = 'RVLV', BankDepositoryNote = 'BDN', CanadianMortgageBonds = 'CMB', CertificateOfObligation = 'COFO', MultilegInstrument = 'MLEG', NonDeliverableForward = 'FXNDF', Cap = 'CAP', FederalAgencyDiscountNote = 'FADN', ConvertibleBond = 'CB', CreditDefaultSwap = 'CDS', BuySellback = 'BUYSELL', CanadianTreasuryBills = 'CTB', RevolverTermLoan = 'RVLVTRM', BankNotes = 'BN', CorpMortgageBackedSecurities = 'CMBS', CertificateOfParticipation = 'COFP', NoSecurityType = 'NONE', FxSpot = 'FXSPOT', UsTreasuryNoteDeprecatedValueUseTnote = 'UST', PrivateExportFunding = 'PEF', DualCurrency = 'DUAL', SecuritiesLoan = 'SECLOAN', EuroSovereigns = 'EUSOV', BridgeLoan = 'BRIDGE', BillOfExchanges = 'BOX', CollateralizedMortgageObligation = 'CMO', GeneralObligationBonds = 'GO', FxForward = 'FXFWD', Collar = 'CLLR', UsTreasuryBillDeprecatedValueUseTbill = 'USTB', UsdSupranationalCoupons = 'SUPRA', EuroCorporateBond = 'EUCORP', SecuritiesPledge = 'SECPLEDGE', CanadianProvincialBonds = 'PROV', LetterOfCredit = 'LOFC', CanadianMoneyMarkets = 'CAMM', IoetteMortgage = 'IET', MandatoryTender = 'MT', FxSwap = 'FXSWAP', CommoditySwap = 'CMDTYSWAP', EuroCorporateFloatingRateNotes = 'EUFRN', TreasuryBillNonUs = 'TB', SwingLineFacility = 'SWING', CertificateOfDeposit = 'CD', MortgageBackedSecurities = 'MBS', RevenueAnticipationNote = 'RAN', WildcardEntryForUseOnSecurityDefinitionRequest = '?', DeliveryVersusPledge = 'DVPLDG', Exotic = 'EXOTIC', UsCorporateFloatingRateNotes = 'FRN', OptionsOnCombo = 'OOC', UsTreasuryBond = 'TBOND', DebtorInPossession = 'DINP', CallLoans = 'CL', MortgageInterestOnly = 'MIO', RevenueBonds = 'REV', Cash = 'CASH', Floor = 'FLR', CollateralBasket = 'COLLBSKT', IndexedLinked = 'XLINKD', InterestStripFromAnyBondOrNote = 'TINT', Defaulted = 'DEFLTED', CommercialPaper = 'CP', MortgagePrincipalOnly = 'MPO', SpecialAssessment = 'SPCLA', ForwardRateAgreement = 'FRA', StructuredNotes = 'STRUCT', Future = 'FUT', UsTreasuryBill = 'TBILL', TreasuryInflationProtectedSecurities = 'TIPS', Withdrawn = 'WITHDRN', DepositNotes = 'DN', MortgagePrivatePlacement = 'MPP', SpecialObligation = 'SPCLO', YankeeCorporateBond = 'YANK', PrincipalStripOfACallableBondOrNote = 'TCAL', Replaced = 'REPLACD', EuroCertificateOfDeposit = 'EUCD', MiscellaneousPassThrough = 'MPT', SpecialTax = 'SPCLT', DerivativeForward = 'FWD', InterestRateSwap = 'IRS', PrincipalStripFromANonCallableBondOrNote = 'TPRN', Matured = 'MATURED', EuroCommercialPaper = 'EUCP', Pfandbriefe = 'PFAND', TaxAnticipationNote = 'TAN', TotalReturnSwap = 'TRS', UsTreasuryNote = 'TNOTE', AmendedRestated = 'AMENDED', LiquidityNote = 'LQN', ToBeAnnounced = 'TBA', TaxAllocation = 'TAXA', LoanLease = 'LOANLEASE', Retired = 'RETIRED', MediumTermNotes = 'MTN', TaxExemptCommercialPaper = 'TECP', OptionsOnFutures = 'OOF', Overnight = 'ONITE', TaxableMunicipalCp = 'TMCP', OptionsOnPhysicalUseNotRecommended = 'OOP', PromissoryNote = 'PN', ShortTermLoanNote = 'STN', TaxRevenueAnticipationNote = 'TRAN', Option = 'OPT', PlazosFijos = 'PZFJ', VariableRateDemandNote = 'VRDN', SecuredLiquidityNote = 'SLQN', Warrant = 'WAR', SpotForward = 'SPOTFWD', TimeDeposit = 'TD', SwapOption = 'SWAPTION', Transmission = 'XMISSION', TermLiquidityNote = 'TLQN', GeneralTypeForAContractBasedOnAnEstablishedIndex = 'INDEX', ExtendedCommNote = 'XCN', BondBasket = 'BDBSKT', YankeeCertificateOfDeposit = 'YCD', ContractForDifference = 'CFD', CorrelationSwap = 'CRLTNSWAP', DividendSwap = 'DVDNDSWAP', EquityBasket = 'EQBSKT', EquityForward = 'EQFWD', ReturnSwap = 'RTRNSWAP', VarianceSwap = 'VARSWAP' } /* ******************************************** * Underlying security's SymbolSfx. * * See SymbolSfx (65) field for description * ******************************************** */ export enum UnderlyingSymbolSfx { EucpWithLumpSumInterestRatherThanDiscountPrice = 'CD', WhenIssuedForASecurityToBeReissuedUnderAnOldCusipOrIsin = 'WI' } /* ***************************************************** * Put or call indicator of the underlying security. * * See PutOrCall(201). * ***************************************************** */ export enum UnderlyingPutOrCall { Put = 0, Call = 1 } /* **************************************** * Type of Security Definition Request. * **************************************** */ export enum SecurityRequestType { RequestSecurityIdentityAndSpecifications = 0, RequestSecurityIdentityForTheSpecificationsProvidedNameOfTheSecurityIsNotSupplied = 1, RequestListSecurityTypes = 2, RequestListSecuritiesCanBeQualifiedWithSymbolSecurityTypeTradingSessionIdSecurityExchangeIfProvidedThenOnlyListSecuritiesForTheSpecificType = 3, Symbol = 4, SecurityTypeAndOrCfiCode = 5, Product = 6, TradingSessionId = 7, AllSecurities = 8, MarketIdOrMarketIdMarketSegmentId = 9 } /* ************************************************* * Type of Security Definition message response. * ************************************************* */ export enum SecurityResponseType { AcceptSecurityProposalAsIs = 1, AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage = 2, ListOfSecurityTypesReturnedPerRequest = 3, ListOfSecuritiesReturnedPerRequest = 4, RejectSecurityProposal = 5, CannotMatchSelectionCriteria = 6 } /* ************************************************************** * Indicates whether or not message is being sent as a result * * of a subscription request or not. * ************************************************************** */ export enum UnsolicitedIndicator { MessageIsBeingSentAsAResultOfAPriorRequest = 'N', MessageIsBeingSentUnsolicited = 'Y' } /* **************************************************************** * Identifies the trading status applicable to the transaction. * **************************************************************** */ export enum SecurityTradingStatus { OpeningDelay = 1, TradingHalt = 2, Resume = 3, NoOpenNoResume = 4, PriceIndication = 5, TradingRangeIndication = 6, MarketImbalanceBuy = 7, MarketImbalanceSell = 8, MarketOnCloseImbalanceBuy = 9, MarketOnCloseImbalanceSell = 10, NoMarketImbalance = 12, NoMarketOnCloseImbalance = 13, ItsPreOpening = 14, NewPriceIndication = 15, TradeDisseminationTime = 16, ReadyToTradeStartOfSession = 17, NotAvailableForTradingEndOfSession = 18, NotTradedOnThisMarket = 19, UnknownOrInvalid = 20, PreOpen = 21, OpeningRotation = 22, FastMarket = 23, PreCrossSystemIsInAPreCrossStateAllowingMarketToRespondToEitherSideOfCross = 24, CrossSystemHasCrossedAPercentageOfTheOrdersAndAllowsMarketToRespondPriorToCrossingRemainingPortion = 25, PostClose = 26, NoCancel = 27 } /* ************************************************************* * Denotes the reason for the Opening Delay or Trading Halt. * ************************************************************* */ export enum HaltReason { NewsDissemination = 0, OrderInflux = 1, OrderImbalance = 2, AdditionalInformation = 3, NewsPending = 4, EquipmentChangeover = 5 } /* ************************************************************* * Indicates whether or not the halt was due to Common Stock * * trading being halted. * ************************************************************* */ export enum InViewOfCommon { HaltWasNotRelatedToAHaltOfTheCommonStock = 'N', HaltWasDueToCommonStockBeingHalted = 'Y' } /* ************************************************************ * Indicates whether or not the halt was due to the Related * * Security being halted. * ************************************************************ */ export enum DueToRelated { HaltWasNotRelatedToAHaltOfTheRelatedSecurity = 'N', HaltWasDueToRelatedSecurityBeingHalted = 'Y' } /* ************************************** * Identifies the type of adjustment. * ************************************** */ export enum Adjustment { Cancel = 1, Error = 2, Correction = 3 } /* *************************************************************** * Identifier for a trading session. * * A trading session spans an extended period of time that can * * also be expressed informally in terms of the trading day. * * Usage is determined by market or counterparties. * * To specify good for session where session spans more than * * one calendar day, use TimeInForce = 0 (Day) in conjunction * * with TradingSessionID(336). * * Bilaterally agreed values of data type "String" that start * * with a character can be used for backward compatibility. * *************************************************************** */ export enum TradingSessionID { Day = '1', HalfDay = '2', Morning = '3', Afternoon = '4', Evening = '5', AfterHours = '6', Holiday = '7' } /* ********************* * Method of trading * ********************* */ export enum TradSesMethod { Electronic = 1, OpenOutcry = 2, TwoParty = 3 } /* ************************ * Trading Session Mode * ************************ */ export enum TradSesMode { Testing = 1, Simulated = 2, Production = 3 } /* ********************************* * State of the trading session. * ********************************* */ export enum TradSesStatus { Unknown = 0, Halted = 1, Open = 2, Closed = 3, PreOpen = 4, PreClose = 5, RequestRejected = 6 } /* ************************************ * Reason Quote Entry was rejected: * ************************************ */ export enum QuoteEntryRejectReason { UnknownSymbolSecurity = 1, ExchangeSecurityClosed = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, UnknownQuote = 5, DuplicateQuote = 6, InvalidBidAskSpread = 7, InvalidPrice = 8, NotAuthorizedToQuoteSecurity = 9, PriceExceedsCurrentPriceBand = 10, QuoteLockedUnableToUpdateCancel = 11, InvalidOrUnknownSecurityIssuer = 12, InvalidOrUnknownIssuerOfUnderlyingSecurity = 13, NotionalValueExceedsThreshold = 14, PriceExceedsCurrentPriceBand2 = 15, ReferencePriceNotAvailable = 16, InsufficientCreditLimit = 17, ExceededClipSizeLimit = 18, ExceededMaximumNotionalOrderAmount = 19, ExceededDv01Pv01Limit = 20, ExceededCs01Limit = 21, Other = 99 } /* ********************************************************* * The MsgType (35) of the FIX message being referenced. * ********************************************************* */ export enum RefMsgType { Heartbeat = '0', TestRequest = '1', ResendRequest = '2', Reject = '3', SequenceReset = '4', Logout = '5', Ioi = '6', Advertisement = '7', ExecutionReport = '8', OrderCancelReject = '9', Logon = 'A', News = 'B', Email = 'C', NewOrderSingle = 'D', NewOrderList = 'E', OrderCancelRequest = 'F', OrderCancelReplaceRequest = 'G', OrderStatusRequest = 'H', AllocationInstruction = 'J', ListCancelRequest = 'K', ListExecute = 'L', ListStatusRequest = 'M', ListStatus = 'N', AllocationInstructionAck = 'P', DontKnowTrade = 'Q', QuoteRequest = 'R', Quote = 'S', SettlementInstructions = 'T', MarketDataRequest = 'V', MarketDataSnapshotFullRefresh = 'W', MarketDataIncrementalRefresh = 'X', MarketDataRequestReject = 'Y', QuoteCancel = 'Z', QuoteStatusRequest = 'a', MassQuoteAck = 'b', SecurityDefinitionRequest = 'c', SecurityDefinition = 'd', SecurityStatusRequest = 'e', SecurityStatus = 'f', TradingSessionStatusRequest = 'g', TradingSessionStatus = 'h', MassQuote = 'i', BusinessMessageReject = 'j', BidRequest = 'k', BidResponse = 'l', ListStrikePrice = 'm', XmLnonFix = 'n', RegistrationInstructions = 'o', RegistrationInstructionsResponse = 'p', OrderMassCancelRequest = 'q', OrderMassCancelReport = 'r', NewOrderCross = 's', CrossOrderCancelReplaceRequest = 't', CrossOrderCancelRequest = 'u', SecurityTypeRequest = 'v', SecurityTypes = 'w', SecurityListRequest = 'x', SecurityList = 'y', DerivativeSecurityListRequest = 'z', DerivativeSecurityList = 'AA', NewOrderMultileg = 'AB', MultilegOrderCancelReplace = 'AC', TradeCaptureReportRequest = 'AD', TradeCaptureReport = 'AE', OrderMassStatusRequest = 'AF', QuoteRequestReject = 'AG', RfqRequest = 'AH', QuoteStatusReport = 'AI', QuoteResponse = 'AJ', Confirmation = 'AK', PositionMaintenanceRequest = 'AL', PositionMaintenanceReport = 'AM', RequestForPositions = 'AN', RequestForPositionsAck = 'AO', PositionReport = 'AP', TradeCaptureReportRequestAck = 'AQ', TradeCaptureReportAck = 'AR', AllocationReport = 'AS', AllocationReportAck = 'AT', ConfirmationAck = 'AU', SettlementInstructionRequest = 'AV', AssignmentReport = 'AW', CollateralRequest = 'AX', CollateralAssignment = 'AY', CollateralResponse = 'AZ', CollateralReport = 'BA', CollateralInquiry = 'BB', NetworkCounterpartySystemStatusRequest = 'BC', NetworkCounterpartySystemStatusResponse = 'BD', UserRequest = 'BE', UserResponse = 'BF', CollateralInquiryAck = 'BG', ConfirmationRequest = 'BH', ContraryIntentionReport = 'BO', SecurityDefinitionUpdateReport = 'BP', SecurityListUpdateReport = 'BK', AdjustedPositionReport = 'BL', AllocationInstructionAlert = 'BM', ExecutionAck = 'BN', TradingSessionList = 'BJ', TradingSessionListRequest = 'BI', SettlementObligationReport = 'BQ', DerivativeSecurityListUpdateReport = 'BR', TradingSessionListUpdateReport = 'BS', MarketDefinitionRequest = 'BT', MarketDefinition = 'BU', MarketDefinitionUpdateReport = 'BV', ApplicationMessageRequest = 'BW', ApplicationMessageRequestAck = 'BX', ApplicationMessageReport = 'BY', OrderMassActionReport = 'BZ', OrderMassActionRequest = 'CA', UserNotification = 'CB', StreamAssignmentRequest = 'CC', StreamAssignmentReport = 'CD', StreamAssignmentReportAck = 'CE', PartyDetailsListRequest = 'CF', PartyDetailsListReport = 'CG', MarginRequirementInquiry = 'CH', MarginRequirementInquiryAck = 'CI', MarginRequirementReport = 'CJ', PartyDetailsListUpdateReport = 'CK', PartyRiskLimitsRequest = 'CL', PartyRiskLimitsReport = 'CM', SecurityMassStatusRequest = 'CN', SecurityMassStatus = 'CO', AccountSummaryReport = 'CQ', PartyRiskLimitsUpdateReport = 'CR', PartyRiskLimitsDefinitionRequest = 'CS', PartyRiskLimitsDefinitionRequestAck = 'CT', PartyEntitlementsRequest = 'CU', PartyEntitlementsReport = 'CV', QuoteAck = 'CW', PartyDetailsDefinitionRequest = 'CX', PartyDetailsDefinitionRequestAck = 'CY', PartyEntitlementsUpdateReport = 'CZ', PartyEntitlementsDefinitionRequest = 'DA', PartyEntitlementsDefinitionRequestAck = 'DB', TradeMatchReport = 'DC', TradeMatchReportAck = 'DD', PartyRiskLimitsReportAck = 'DE', PartyRiskLimitCheckRequest = 'DF', PartyRiskLimitCheckRequestAck = 'DG', PartyActionRequest = 'DH', PartyActionReport = 'DI', MassOrder = 'DJ', MassOrderAck = 'DK', PositionTransferInstruction = 'DL', PositionTransferInstructionAck = 'DM', PositionTransferReport = 'DN', MarketDataStatisticsRequest = 'DO', MarketDataStatisticsReport = 'DP', CollateralReportAck = 'DQ', MarketDataReport = 'DR', CrossRequest = 'DS', CrossRequestAck = 'DT' } /* ******************************************** * Identifies the Bid Request message type. * ******************************************** */ export enum BidRequestTransType { Cancel = 'C', New = 'N' } /* ***************************************************** * Indicates whether or not the order was solicited. * ***************************************************** */ export enum SolicitedFlag { WasNotSolicited = 'N', WasSolicited = 'Y' } /* **************************************************************** * The reason for restatement when an ExecutionReport(35=8) or * * TradeCaptureReport(35=AE) message is sent with ExecType(150) * * = D (Restated) or used when communicating an unsolicited * * cancel. * **************************************************************** */ export enum ExecRestatementReason { GtCorporateAction = 0, GtRenewalRestatementNoCorporateAction = 1, VerbalChange = 2, RepricingOfOrder = 3, BrokerOption = 4, PartialDeclineOfOrderQtyEGExchangeInitiatedPartialCancel = 5, CancelOnTradingHalt = 6, CancelOnSystemFailure = 7, MarketExchangeOption = 8, CanceledNotBest = 9, WarehouseRecap = 10, PegRefresh = 11, CancelOnConnectionLoss = 12, CancelOnLogout = 13, AssignTimePriority = 14, CancelledTradePriceViolation = 15, CancelledCrossImbalance = 16, Other = 99 } /* ********************************************************* * Code to identify reason for a Business Message Reject * * message. * ********************************************************* */ export enum BusinessRejectReason { Other = 0, UnknownId = 1, UnknownSecurity = 2, UnsupportedMessageType = 3, ApplicationNotAvailable = 4, ConditionallyRequiredFieldMissing = 5, NotAuthorized = 6, DeliverToFirmNotAvailableAtThisTime = 7, ThrottleLimitExceeded = 8, ThrottleLimitExceededSessionWillBeDisconnected = 9, ThrottledMessagesRejectedOnRequest = 10, InvalidPriceIncrement = 18 } /* *************************************************************** * Code to identify the price a DiscretionOffsetValue (389) is * * related to and should be mathematically added to. * *************************************************************** */ export enum DiscretionInst { RelatedToDisplayedPrice = '0', RelatedToMarketPrice = '1', RelatedToPrimaryPrice = '2', RelatedToLocalPrimaryPrice = '3', RelatedToMidpointPrice = '4', RelatedToLastTradePrice = '5', RelatedToVwap = '6', AveragePriceGuarantee = '7' } /* ********************************************* * Code to identify the type of Bid Request. * ********************************************* */ export enum BidType { NonDisclosedStyleEGUsEuropean = 1, DisclosedSytleEGJapanese = 2, NoBiddingProcess = 3 } /* ***************************************************** * Code to identify the type of BidDescriptor (400). * ***************************************************** */ export enum BidDescriptorType { Sector = 1, Country = 2, Index = 3 } /* **************************************************************** * Code to identify which "SideValue" the value refers to. * * SideValue1 and SideValue2 are used as opposed to Buy or Sell * * so that the basket can be quoted either way as Buy or Sell. * **************************************************************** */ export enum SideValueInd { SideValue1 = 1, SideValue2 = 2 } /* ***************************************************** * Code to identify the type of liquidity indicator. * ***************************************************** */ export enum LiquidityIndType { E5DayMovingAverage = 1, E20DayMovingAverage = 2, NormalMarketSize = 3, Other = 4 } /* ****************************************************** * Indicates whether or not to exchange for phsyical. * ****************************************************** */ export enum ExchangeForPhysical { False = 'N', True = 'Y' } /* *************************************************************** * Code to identify the desired frequency of progress reports. * *************************************************************** */ export enum ProgRptReqs { BuySideExplicitlyRequestsStatusUsingStatueRequestDefaultTheSellSideFirmCanHoweverSendADoneStatusListSTatusResponseInAnUnsolicitedFashion = 1, SellSidePeriodicallySendsStatusUsingListStatusPeriodOptionallySpecifiedInProgressPeriod = 2, RealTimeExecutionReportsToBeDiscourage = 3 } /* **************************************************************** * Code to represent whether value is net (inclusive of tax) or * * gross. * **************************************************************** */ export enum IncTaxInd { Net = 1, Gross = 2 } /* ******************************************************* * Code to represent the type of trade. * * (Prior to FIX 4.4 this field was named "TradeType") * ******************************************************* */ export enum BidTradeType { Agency = 'A', VwapGuarantee = 'G', GuaranteedClose = 'J', RiskTrade = 'R' } /* ******************************************* * Code to represent the basis price type. * ******************************************* */ export enum BasisPxType { ClosingPriceAtMorningSession = '2', ClosingPrice = '3', CurrentPrice = '4', Sq = '5', VwapThroughADay = '6', VwapThroughAMorningSession = '7', VwapThroughAnAfternoonSession = '8', VwapThroughADayExceptYoriAnOpeningAuction = '9', VwapThroughAMorningSessionExceptYoriAnOpeningAuction = 'A', VwapThroughAnAfternoonSessionExceptYoriAnOpeningAuction = 'B', Strike = 'C', Open = 'D', Others = 'Z' } /* ************************************* * Code to represent the price type. * ************************************* */ export enum PriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, PerUnitIEPerShareOrContract = 2, FixedAmountAbsoluteValue = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, SpreadBasisPointsSpread = 6, TedPrice = 7, TedYield = 8, Yield = 9, FixedCabinetTradePricePrimarilyForListedFuturesAndOptions = 10, VariableCabinetTradePricePrimarilyForListedFuturesAndOptions = 11, PriceSpread = 12, ProductTicksInHalves = 13, ProductTicksInFourths = 14, ProductTicksInEighths = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyFourths = 18, ProductTicksInOneTwentyEighths = 19, NormalRateRepresentationEGFxRate = 20, InverseRateRepresentationEGFxRate = 21, BasisPoints = 22, UpFrontPoints = 23, InterestRate = 24, PercentageOfNotional = 25 } /* ******************************************************** * Code to identify whether to book out executions on a * * part-filled GT order on the day of execution or to * * accumulate. * ******************************************************** */ export enum GTBookingInst { BookOutAllTradesOnDayOfExecution = 0, AccumulateExecutionsUntilOrderIsFilledOrExpires = 1, AccumulateUntilVerballyNotifiedOtherwise = 2 } /* ************************************** * Code to represent the status type. * ************************************** */ export enum ListStatusType { Ack = 1, Response = 2, Timed = 3, ExecStarted = 4, AllDone = 5, Alert = 6 } /* **************************************************************** * Code to represent whether value is net (inclusive of tax) or * * gross. * **************************************************************** */ export enum NetGrossInd { Net = 1, Gross = 2 } /* ************************************************* * Code to represent the status of a list order. * ************************************************* */ export enum ListOrderStatus { InBiddingProcess = 1, ReceivedForExecution = 2, Executing = 3, Cancelling = 4, Alert = 5, AllDone = 6, Reject = 7 } /* ********************************************* * Identifies the type of ListExecInst (69). * ********************************************* */ export enum ListExecInstType { Immediate = '1', WaitForExecutInstructionIEAListExecutMessageOrPhoneCallBeforeProceedingWithExecutionOfTheList = '2', ExchangeSwitchCivOrderSellDriven = '3', ExchangeSwitchCivOrderBuyDrivenCashTopUpIEAdditionalCashWillBeProvidedToFulfillTheOrder = '4', ExchangeSwitchCivOrderBuyDrivenCashWithdrawIEAdditionalCashWillNotBeProvidedToFulfillTheOrder = '5' } /* ************************************************************* * Identifies the type of request that a Cancel Reject is in * * response to. * ************************************************************* */ export enum CxlRejResponseTo { OrderCancelRequest = '1', OrderCancelReplaceRequest = '2' } /* *************************************************************** * Used to indicate how the multi-legged security (e.g. option * * strategies, spreads, etc.) is being reported. * *************************************************************** */ export enum MultiLegReportingType { SingleSecurityDefaultIfNotSpecified = '1', IndividualLegOfAMultiLegSecurity = '2', MultiLegSecurity = '3' } /* ************************************************************* * Identifies class or source of the PartyID (448) value. * * Required if PartyID is specified. Note: applicable values * * depend upon PartyRole (452) specified. * * See "Appendix 6-G - Use of Component Block" * ************************************************************* */ export enum PartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* *************************************************************** * Identifies the type or role of the PartyID (448) specified. * * See "Appendix 6-G - Use of Component Block" * * (see Volume : "Glossary" for value definitions) * *************************************************************** */ export enum PartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* **************************************************************** * Identifies class or source of the SecurityAltID (455) value. * * Required if SecurityAltID is specified. * * Valid values: * * Same valid values as the SecurityIDSource (22) field * **************************************************************** */ export enum SecurityAltIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ************************************************************* * Identifies class or source of the UnderlyingSecurityAltID * * (458) value. Required if UnderlyingSecurityAltID is * * specified. * * Valid values: * * Same valid values as the SecurityIDSource (22) field * ************************************************************* */ export enum UnderlyingSecurityAltIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ************************************************************ * Indicates the type of product the security is associated * * with. See also the CFICode (461) and SecurityType (167) * * fields. * ************************************************************ */ export enum Product { Agency = 1, Commodity = 2, Corporate = 3, Currency = 4, Equity = 5, Government = 6, Index = 7, Loan = 8, Moneymarket = 9, Mortgage = 10, Municipal = 11, Other = 12, Financing = 13 } /* **************************************** * Underlying security's Product. * * Valid values: see Product(460) field * **************************************** */ export enum UnderlyingProduct { Agency = 1, Commodity = 2, Corporate = 3, Currency = 4, Equity = 5, Government = 6, Index = 7, Loan = 8, Moneymarket = 9, Mortgage = 10, Municipal = 11, Other = 12, Financing = 13 } /* **************************************************************** * Specifies which direction to round For CIV - indicates * * whether or not the quantity of shares/units is to be rounded * * and in which direction where CashOrdQty (152) or (for CIV * * only) OrderPercent (516) are specified on an order. * * The default is for rounding to be at the discretion of the * * executing broker or fund manager. * * e.g. for an order specifying CashOrdQty or OrderPercent if * * the calculated number of shares/units was 325.76 and * * RoundingModulus (469) was 0 - "round down" would give 320 * * units, 1 - "round up" would give 330 units and "round to * * nearest" would give 320 units. * **************************************************************** */ export enum RoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* **************************************************************** * A code identifying the payment method for a (fractional) * * distribution. * * 13 through 998 are reserved for future use * * Values above 1000 are available for use by private agreement * * among counterparties * **************************************************************** */ export enum DistribPaymentMethod { Crest = 1, Nscc = 2, Euroclear = 3, Clearstream = 4, Cheque = 5, TelegraphicTransfer = 6, FedWire = 7, DirectCreditBecsBacs = 8, AchCredit = 9, Bpay = 10, HighValueClearingSystemHvacs = 11, ReinvestInFund = 12 } /* ****************************************************** * For CIV - A one character code identifying whether * * Cancellation rights/Cooling off period applies. * ****************************************************** */ export enum CancellationRights { Yes = 'Y', NoExecutionOnly = 'N', NoWaiverAgreement = 'M', NoInstitutional = 'O' } /* ************************************************************* * A one character code identifying Money laundering status. * ************************************************************* */ export enum MoneyLaunderingStatus { ExemptBelowTheLimit = '1', ExemptClientMoneyTypeExemption = '2', ExemptAuthorisedCreditOrFinancialInstitution = '3', Passed = 'Y', NotChecked = 'N' } /* **************************************************************** * For CIV - Identifies how the execution price LastPx (31) was * * calculated from the fund unit/share price(s) calculated at * * the fund valuation point. * **************************************************************** */ export enum ExecPriceType { BidPrice = 'B', CreationPrice = 'C', CreationPricePlusAdjustmentPercent = 'D', CreationPricePlusAdjustmentAmount = 'E', OfferPrice = 'O', OfferPriceMinusAdjustmentPercent = 'P', OfferPriceMinusAdjustmentAmount = 'Q', SinglePrice = 'S' } /* **************************************************** * Identifies Trade Report message transaction type * * (Prior to FIX 4.4 this field was of type char) * **************************************************** */ export enum TradeReportTransType { New = 0, Cancel = 1, Replace = 2, Release = 3, Reverse = 4, CancelDueToBackOutOfTrade = 5 } /* **************************************************************** * A code identifying the Settlement payment method. 16 through * * 998 are reserved for future use * * Values above 1000 are available for use by private agreement * * among counterparties * **************************************************************** */ export enum PaymentMethod { Crest = 1, Nscc = 2, Euroclear = 3, Clearstream = 4, Cheque = 5, TelegraphicTransfer = 6, FedWire = 7, DebitCard = 8, DirectDebitBecs = 9, DirectCreditBecs = 10, CreditCard = 11, AchDebit = 12, AchCredit = 13, Bpay = 14, HighValueClearingSystemHvacs = 15, Chips = 16, SWIFT = 17, Chaps = 18, Sic = 19, EuroSic = 20 } /* **************************************************************** * For CIV - a code identifying the type of tax exempt account * * in which purchased shares/units are to be held. * * 30 - 998 are reserved for future use by recognized taxation * * authorities * * 999=Other * * values above 1000 are available for use by private agreement * * among counterparties * **************************************************************** */ export enum TaxAdvantageType { NoneNotApplicableDefault = 0, MaxiIsaUk = 1, TessaUk = 2, MiniCashIsaUk = 3, MiniStocksAndSharesIsaUk = 4, MiniInsuranceIsaUk = 5, CurrentYearPaymentUs = 6, PriorYearPaymentUs = 7, AssetTransferUs = 8, EmployeePriorYearUs = 9, EmployeeCurrentYearUs = 10, EmployerPriorYearUs = 11, EmployerCurrentYearUs = 12, NonFundPrototypeIraUs = 13, NonFundQualifiedPlanUs = 14, DefinedContributionPlanUs = 15, IndividualRetirementAccountUs = 16, IndividualRetirementAccountRolloverUs = 17, KeoghUs = 18, ProfitSharingPlanUs = 19, E401KUs = 20, SelfDirectedIraUs = 21, E403BUs = 22, E457Us = 23, RothIraFundPrototypeUs = 24, RothIraNonPrototypeUs = 25, RothConversionIraFundPrototypeUs = 26, RothConversionIraNonPrototypeUs = 27, EducationIraFundPrototypeUs = 28, EducationIraNonPrototypeUs = 29, Other = 999 } /* *********************************************************** * A one character code identifying whether the Fund based * * renewal commission is to be waived. * *********************************************************** */ export enum FundRenewWaiv { No = 'N', Yes = 'Y' } /* ************************************************************** * Registration status as returned by the broker or (for CIV) * * the fund manager: * ************************************************************** */ export enum RegistStatus { Accepted = 'A', Rejected = 'R', Held = 'H', ReminderIERegistrationInstructionsAreStillOutstanding = 'N' } /* ************************************************************** * Reason(s) why Registration Instructions has been rejected. * * The reason may be further amplified in the * * RegistRejReasonCode field. * * Possible values of reason code include: * ************************************************************** */ export enum RegistRejReasonCode { InvalidUnacceptableAccountType = 1, InvalidUnacceptableTaxExemptType = 2, InvalidUnacceptableOwnershipType = 3, InvalidUnacceptableNoRegDetails = 4, InvalidUnacceptableRegSeqNo = 5, InvalidUnacceptableRegDetails = 6, InvalidUnacceptableMailingDetails = 7, InvalidUnacceptableMailingInstructions = 8, InvalidUnacceptableInvestorId = 9, InvalidUnaceeptableInvestorIdSource = 10, InvalidUnacceptableDateOfBirth = 11, InvalidUnacceptableInvestorCountryOfResidence = 12, InvalidUnacceptableNoDistribInstns = 13, InvalidUnacceptableDistribPercentage = 14, InvalidUnacceptableDistribPaymentMethod = 15, InvalidUnacceptableCashDistribAgentAcctName = 16, InvalidUnacceptableCashDistribAgentCode = 17, InvalidUnacceptableCashDistribAgentAcctNum = 18, Other = 99 } /* ********************************************************* * Identifies Registration Instructions transaction type * ********************************************************* */ export enum RegistTransType { New = '0', Replace = '1', Cancel = '2' } /* ************************************************** * The relationship between Registration parties. * ************************************************** */ export enum OwnershipType { JointTrustees = '2', JointInvestors = 'J', TenantsInCommon = 'T' } /* ************************************************************** * Type of ContAmtValue (520). * * NOTE That Commission Amount / % in Contract Amounts is the * * commission actually charged, rather than the commission * * instructions given in Fields 2/3. * ************************************************************** */ export enum ContAmtType { CommissionAmountActual = 1, CommissionPercentActual = 2, InitialChargeAmount = 3, InitialChargePercent = 4, DiscountAmount = 5, DiscountPercent = 6, DilutionLevyAmount = 7, DilutionLevyPercent = 8, ExitChargeAmount = 9, ExitChargePercent = 10, FundBasedRenewalCommissionPercentAKATrailCommission = 11, ProjectedFundValueIEForInvestmentsIntendedToRealiseOrExceedASpecificFutureValue = 12, FundBasedRenewalCommissionAmountBasedOnOrderValue = 13, FundBasedRenewalCommissionAmountBasedOnProjectedFundValue = 14, NetSettlementAmount = 15 } /* ********************************* * Identifies the type of owner. * ********************************* */ export enum OwnerType { IndividualInvestor = 1, PublicCompany = 2, PrivateCompany = 3, IndividualTrustee = 4, CompanyTrustee = 5, PensionPlan = 6, CustodianUnderGiftsToMinorsAct = 7, Trusts = 8, Fiduciaries = 9, NetworkingSubAccount = 10, NonProfitOrganization = 11, CorporateBody = 12, Nominee = 13, InstitutionalCustomer = 14, Combined = 15, MemberFirmEmployeeOrAssociatedPerson = 16, MarketMakingAccount = 17, ProprietaryAccount = 18, NonBrokerDealer = 19, UnknownBeneficialOwnerType = 20, ErrorAccountOfFirm = 21 } /* ******************************************************** * PartyIDSource value within a nested repeating group. * * Same values as PartyIDSource (447) * ******************************************************** */ export enum NestedPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* *************************************************************** * Designates the capacity of the firm placing the order. * * (as of FIX 4.3, this field replaced Rule80A (tag 47) --used * * in conjunction with OrderRestrictions (529) field) * * (see Volume : "Glossary" for value definitions) * *************************************************************** */ export enum OrderCapacity { Agency = 'A', Proprietary = 'G', Individual = 'I', Principal = 'P', RisklessPrincipal = 'R', AgentForOtherMember = 'W', MixedCapacity = 'M' } /* *********************************************************** * Restrictions associated with an order. If more than one * * restriction is applicable to an order, this field can * * contain multiple instructions separated by space. * *********************************************************** */ export enum OrderRestrictions { ProgramTrade = '1', IndexArbitrage = '2', NonIndexArbitrage = '3', CompetingMarketMaker = '4', ActingAsMarketMakerOrSpecialistInTheSecurity = '5', ActingAsMarketMakerOrSpecialistInTheUnderlyingSecurityOfADerivativeSecurity = '6', ForeignEntityOfForeignGovernmentOrRegulatoryJurisdiction = '7', ExternalMarketParticipant = '8', ExternalInterConnectedMarketLinkage = '9', RisklessArbitrage = 'A', IssuerHolding = 'B', IssuePriceStabilization = 'C', NonAlgorithmic = 'D', Algorithmic = 'E', Cross = 'F', InsiderAccount = 'G', SignificantShareholder = 'H', NormalCourseIssuerBidNcib = 'I' } /* ************************************************* * Specifies scope of Order Mass Cancel Request. * ************************************************* */ export enum MassCancelRequestType { CancelOrdersForASecurity = '1', CancelOrdersForAnUnderlyingSecurity = '2', CancelOrdersForAProduct = '3', CancelOrdersForACfiCode = '4', CancelOrdersForASecurityType = '5', CancelOrdersForATradingSession = '6', CancelAllOrders = '7', CancelOrdersForAMarket = '8', CancelOrdersForAMarketSegment = '9', CancelOrdersForASecurityGroup = 'A', CancelForSecurityIssuer = 'B', CancelForIssuerOfUnderlyingSecurity = 'C' } /* ************************************************************* * Specifies the action taken by counterparty order handling * * system as a result of the Order Mass Cancel Request * ************************************************************* */ export enum MassCancelResponse { CancelRequestRejectedSeeMassCancelRejectReason532 = '0', CancelOrdersForASecurity = '1', CancelOrdersForAnUnderlyingSecurity = '2', CancelOrdersForAProduct = '3', CancelOrdersForACfiCode = '4', CancelOrdersForASecurityType = '5', CancelOrdersForATradingSession = '6', CancelAllOrders = '7', CancelOrdersForAMarket = '8', CancelOrdersForAMarketSegment = '9', CancelOrdersForASecurityGroup = 'A', CancelOrdersForASecuritiesIssuer = 'B', CancelOrdersForIssuerOfUnderlyingSecurity = 'C' } /* ************************************************* * Reason Order Mass Cancel Request was rejected * ************************************************* */ export enum MassCancelRejectReason { MassCancelNotSupported = 0, InvalidOrUnknownSecurity = 1, InvalidOrUnkownUnderlyingSecurity = 2, InvalidOrUnknownProduct = 3, InvalidOrUnknownCfiCode = 4, InvalidOrUnknownSecurityType = 5, InvalidOrUnknownTradingSession = 6, InvalidOrUnknownMarket = 7, InvalidOrUnkownMarketSegment = 8, InvalidOrUnknownSecurityGroup = 9, InvalidOrUnknownSecurityIssuer = 10, InvalidOrUnknownIssuerOfUnderlyingSecurity = 11, Other = 99 } /* **************************************************************** * Identifies the type of quote. * * An indicative quote is used to inform a counterparty of a * * market. An indicative quote does not result directly in a * * trade. * * A tradeable quote is submitted to a market and will result * * directly in a trade against other orders and quotes in a * * market. * * A restricted tradeable quote is submitted to a market and * * within a certain restriction (possibly based upon price or * * quantity) will automatically trade against orders. Order * * that do not comply with restrictions are sent to the quote * * issuer who can choose to accept or decline the order. * * A counter quote is used in the negotiation model. See Volume * * 7 - Product: Fixed Income for example usage. * **************************************************************** */ export enum QuoteType { Indicative = 0, Tradeable = 1, RestrictedTradeable = 2, CounterTradeable = 3, InitiallyTradeable = 4 } /* **************************************************** * PartyRole value within a nested repeating group. * * Same values as PartyRole (452) * **************************************************** */ export enum NestedPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* **************************************************************** * Identifies whether an order is a margin order or a * * non-margin order. This is primarily used when sending orders * * to Japanese exchanges to indicate sell margin or buy to * * cover. The same tag could be assigned also by buy-side to * * indicate the intent to sell or buy margin and the sell-side * * to accept or reject (base on some validation criteria) the * * margin request. * **************************************************************** */ export enum CashMargin { Cash = '1', MarginOpen = '2', MarginClose = '3' } /* ************************************************** * Specifies the market scope of the market data. * ************************************************** */ export enum Scope { LocalMarketExchangeEcnAts = '1', National = '2', Global = '3' } /* ************************************************************ * Defines how a server handles distribution of a truncated * * book. Defaults to broker option. * ************************************************************ */ export enum MDImplicitDelete { ServerMustSendAnExplicitDeleteForBidsOrOffersFallingOutsideTheRequestedMarketDepthOfTheRequest = 'N', ClientHasResponsibilityForImplicitlyDeletingBidsOrOffersFallingOutsideTheMarketDepthOfTheRequest = 'Y' } /* ********************************************* * Type of cross being submitted to a market * ********************************************* */ export enum CrossType { AllOrNoneCross = 1, ImmediateOrCancelCross = 2, OneSidedCross = 3, CrossExecutedAgainstBook = 4, BasisCross = 5, ContingentCross = 6, VolumeWeightedAveragePriceVwapCross = 7, SpecialTradingSessionCross = 8, CustomerToCustomerCross = 9 } /* ************************************************************** * Indicates if one side or the other of a cross order should * * be prioritized. * * The definition of prioritization is left to the market. In * * some markets prioritization means which side of the cross * * order is applied to the market first. In other markets - * * prioritization may mean that the prioritized side is fully * * executed (sometimes referred to as the side being * * protected). * ************************************************************** */ export enum CrossPrioritization { None = 0, BuySideIsPrioritized = 1, SellSideIsPrioritized = 2 } /* ********************************************************* * Identifies the type/criteria of Security List Request * ********************************************************* */ export enum SecurityListRequestType { Symbol = 0, SecurityTypeAndOrCfiCode = 1, Product = 2, TradingSessionId = 3, AllSecurities = 4, MarketIdOrMarketIdMarketSegmentId = 5 } /* ****************************************************** * The results returned to a Security Request message * ****************************************************** */ export enum SecurityRequestResult { ValidRequest = 0, InvalidOrUnsupportedRequest = 1, NoInstrumentsFoundThatMatchSelectionCriteria = 2, NotAuthorizedToRetrieveInstrumentData = 3, InstrumentDataTemporarilyUnavailable = 4, RequestForInstrumentDataNotSupported = 5 } /* ************************************************************ * Indicates the method of execution reporting requested by * * issuer of the order. * ************************************************************ */ export enum MultiLegRptTypeReq { ReportByMulitlegSecurityOnlyDoNotReportLegs = 0, ReportByMultilegSecurityAndByInstrumentLegsBelongingToTheMultilegSecurity = 1, ReportByInstrumentLegsBelongingToTheMultilegSecurityOnlyDoNotReportStatusOfMultilegSecurity = 2 } /* ************************************************* * PositionEffect for leg of a multileg * * See PositionEffect (77) field for description * ************************************************* */ export enum LegPositionEffect { Close = 'C', Fifo = 'F', Open = 'O', Rolled = 'R', CloseButNotifyOnOpen = 'N', Default = 'D' } /* ****************************************************** * CoveredOrUncovered for leg of a multileg * * See CoveredOrUncovered (203) field for description * ****************************************************** */ export enum LegCoveredOrUncovered { Covered = 0, Uncovered = 1 } /* ************************************************************* * Indicates the reason a Trading Session Status Request was * * rejected. * ************************************************************* */ export enum TradSesStatusRejReason { UnknownOrInvalidTradingSessionId = 1, Other = 99 } /* ********************************* * Type of Trade Capture Report. * ********************************* */ export enum TradeRequestType { AllTrades = 0, MatchedTradesMatchingCriteriaProvidedOnRequestPartiesExecIdTradeIdOrderIdInstrumentInputSourceEtc = 1, UnmatchedTradesThatMatchCriteria = 2, UnreportedTradesThatMatchCriteria = 3, AdvisoriesThatMatchCriteria = 4 } /* ******************************************************** * Indicates if the trade capture report was previously * * reported to the counterparty or market. * ******************************************************** */ export enum PreviouslyReported { NotReportedToCounterpartyOrMarket = 'N', PreviouslyReportedToCounterpartyOrMarket = 'Y' } /* ******************************************************** * The status of this trade with respect to matching or * * comparison. * ******************************************************** */ export enum MatchStatus { ComparedMatchedOrAffirmed = '0', UncomparedUnmatchedOrUnaffirmed = '1', AdvisoryOrAlert = '2' } /* ************************************************************* * The point in the matching process at which this trade was * * matched. * ************************************************************* */ export enum MatchType { OnePartyTradeReportPrivatelyNegotiatedTrade = '1', TwoPartyTradeReportPrivatelyNegotiatedTrade = '2', ConfirmedTradeReportReportingFromRecognizedMarkets = '3', AutoMatch = '4', CrossAuction = '5', CounterOrderSelection = '6', CallAuction = '7', IssuingBuyBackAuction = '8', SystematicInternaliserSi = '9', AutoMatchWithLastLook = '10', CrossAuctionWithLastLook = '11', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadgesAndExecutionTimeWithinTwoMinuteWindow = 'A1', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadges = 'A2', ActAcceptedTrade = 'M3', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadgesAndExecutionTimeWithinTwoMinuteWindow = 'A3', ActDefaultTrade = 'M4', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadges = 'A4', ActDefaultAfterM2 = 'M5', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusExecutionTimeWithinTwoMinuteWindow = 'A5', ActM6Match = 'M6', ComparedRecordsResultingFromStampedAdvisoriesOrSpecialistAcceptsPairOffs = 'AQ', SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummaried = 'S1', SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized = 'S2', SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized = 'S3', SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized = 'S4', SummarizedMatchUsingA5ExactMatchCriteriaExceptQuantityIsSummarized = 'S5', ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimesActM1Match = 'M1', SummarizedMatchMinusBadgesAndTimesActM2Match = 'M2', OcsLockedInNonAct = 'MT' } /* *********************************************************** * This trade is to be treated as an odd lot * * If this field is not specified, the default will be "N" * *********************************************************** */ export enum OddLot { TreatAsRoundLotDefault = 'N', TreatAsOddLot = 'Y' } /* ****************************************************** * Eligibility of this trade for clearing and central * * counterparty processing. * ****************************************************** */ export enum ClearingInstruction { ProcessNormally = 0, ExcludeFromAllNetting = 1, BilateralNettingOnly = 2, ExClearing = 3, SpecialTrade = 4, MultilateralNetting = 5, ClearAgainstCentralCounterparty = 6, ExcludeFromCentralCounterparty = 7, ManualModePrePostingAndOrPreGiveup = 8, AutomaticPostingModeTradePostingToThePositionAccountNumberSpecified = 9, AutomaticGiveUpModeTradeGiveUpToTheGiveUpDestinationNumberSpecified = 10, QualifiedServiceRepresentativeQsr = 11, CustomerTrade = 12, SelfClearing = 13, BuyIn = 14 } /* ******************************************** * Type of account associated with an order * ******************************************** */ export enum AccountType { AccountIsCarriedOnCustomerSideOfTheBooks = 1, AccountIsCarriedOnNonCustomerSideOfBooks = 2, HouseTrader = 3, FloorTrader = 4, AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6, AccountIsHouseTraderAndIsCrossMargined = 7, JointBackOfficeAccountJbo = 8, EquitiesSpecialist = 9, OptionsMarketMaker = 10, OptionsFirmAccount = 11 } /* ******************************************* * Capacity of customer placing the order. * ******************************************* */ export enum CustOrderCapacity { MemberTradingForTheirOwnAccount = 1, ClearingFirmTradingForItsProprietaryAccount = 2, MemberTradingForAnotherMember = 3, AllOther = 4, RetailCustomer = 5 } /* **************************** * Mass Status Request Type * **************************** */ export enum MassStatusReqType { StatusForOrdersForASecurity = 1, StatusForOrdersForAnUnderlyingSecurity = 2, StatusForOrdersForAProduct = 3, StatusForOrdersForACfiCode = 4, StatusForOrdersForASecurityType = 5, StatusForOrdersForATradingSession = 6, StatusForAllOrders = 7, StatusForOrdersForAPartyId = 8, StatusForSecurityIssuer = 9, StatusForIssuerOfUnderlyingSecurity = 10 } /* **************************************************************** * Indicates order settlement period. If present, LegSettlDate * * (588) overrides this field. If both LegSettlType (587) and * * LegSettDate (588) are omitted, the default for LegSettlType * * (587) is 0 (Regular) * * Regular is defined as the default settlement period for the * * particular security on the exchange of execution. * * In Fixed Income the contents of this field may influence the * * instrument definition if the LegSecurityID (602) is * * ambiguous. In the US an active Treasury offering may be * * re-opened, and for a time one CUSIP will apply to both the * * current and "when-issued" securities. Supplying a value of * * "7" clarifies the instrument description; any other value or * * the absence of this field should cause the respondent to * * default to the active issue. * * Additionally the following patterns may be uses as well as * * enum values * * Dx = FX tenor expression for "days", e.g. "D5", where "x" is * * any integer > 0 * * Mx = FX tenor expression for "months", e.g. "M3", where "x" * * is any integer > 0 * * Wx = FX tenor expression for "weeks", e.g. "W13", where "x" * * is any integer > 0 * * Yx = FX tenor expression for "years", e.g. "Y1", where "x" * * is any integer > 0. * * Note that for FX the tenors expressed using Dx, Mx, Wx, and * * Yx values do not denote business days, but calendar days. * **************************************************************** */ export enum LegSettlType { RegularFxSpotSettlementT1OrT2DependingOnCurrency = '0', CashTodT0 = '1', NextDayTomT1 = '2', T2 = '3', T3 = '4', T4 = '5', Future = '6', WhenAndIfIssued = '7', SellersOption = '8', T5 = '9', BrokenDate = 'B', FxSpotNextSettlementSpot1AkaNextDay = 'C' } /* ********************************************************* * Indicates whether or not automatic booking can occur. * ********************************************************* */ export enum DayBookingInst { CanTriggerBookingWithoutReferenceToTheOrderInitiatorAuto = '0', SpeakWithOrderInitiatorBeforeBookingSpeakFirst = '1', Accumulate = '2' } /* *********************************************** * Indicates what constitutes a bookable unit. * *********************************************** */ export enum BookingUnit { EachPartialExecutionIsABookableUnit = '0', AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder = '1', AggregateExecutionsForThisSymbolSideAndSettlementDate = '2' } /* ****************************************** * Indicates the method of preallocation. * ****************************************** */ export enum PreallocMethod { ProRata = '0', DoNotProRataDiscussFirst = '1' } /* ********************************************************** * Multileg instrument's individual security's SymbolSfx. * * See SymbolSfx (65) field for description * ********************************************************** */ export enum LegSymbolSfx { EucpWithLumpSumInterestRatherThanDiscountPrice = 'CD', WhenIssuedForASecurityToBeReissuedUnderAnOldCusipOrIsin = 'WI' } /* *************************************************** * Multileg instrument's individual security's * * SecurityIDSource. * * See SecurityIDSource (22) field for description * *************************************************** */ export enum LegSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ******************************************************* * Multileg instrument's individual security's * * SecurityAltIDSource. * * See SecurityAltIDSource (456) field for description * ******************************************************* */ export enum LegSecurityAltIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ******************************************************** * Multileg instrument's individual security's Product. * * See Product (460) field for description * ******************************************************** */ export enum LegProduct { Agency = 1, Commodity = 2, Corporate = 3, Currency = 4, Equity = 5, Government = 6, Index = 7, Loan = 8, Moneymarket = 9, Mortgage = 10, Municipal = 11, Other = 12, Financing = 13 } /* ******************************************** * Refer to definition of SecurityType(167) * ******************************************** */ export enum LegSecurityType { EuroSupranationalCoupons = 'EUSUPRA', CorporateBond = 'CORP', ForeignExchangeContract = 'FOR', CommonStock = 'CS', Repurchase = 'REPO', BradyBond = 'BRADY', TermLoan = 'TERM', BankersAcceptance = 'BA', AssetBackedSecurities = 'ABS', OtherAnticipationNotesBanGanEtc = 'AN', MutualFund = 'MF', FederalAgencyCoupon = 'FAC', CorporatePrivatePlacement = 'CPP', PreferredStock = 'PS', Forward = 'FORWARD', CanadianTreasuryNotes = 'CAN', RevolverLoan = 'RVLV', BankDepositoryNote = 'BDN', CanadianMortgageBonds = 'CMB', CertificateOfObligation = 'COFO', MultilegInstrument = 'MLEG', NonDeliverableForward = 'FXNDF', Cap = 'CAP', FederalAgencyDiscountNote = 'FADN', ConvertibleBond = 'CB', CreditDefaultSwap = 'CDS', BuySellback = 'BUYSELL', CanadianTreasuryBills = 'CTB', RevolverTermLoan = 'RVLVTRM', BankNotes = 'BN', CorpMortgageBackedSecurities = 'CMBS', CertificateOfParticipation = 'COFP', NoSecurityType = 'NONE', FxSpot = 'FXSPOT', UsTreasuryNoteDeprecatedValueUseTnote = 'UST', PrivateExportFunding = 'PEF', DualCurrency = 'DUAL', SecuritiesLoan = 'SECLOAN', EuroSovereigns = 'EUSOV', BridgeLoan = 'BRIDGE', BillOfExchanges = 'BOX', CollateralizedMortgageObligation = 'CMO', GeneralObligationBonds = 'GO', FxForward = 'FXFWD', Collar = 'CLLR', UsTreasuryBillDeprecatedValueUseTbill = 'USTB', UsdSupranationalCoupons = 'SUPRA', EuroCorporateBond = 'EUCORP', SecuritiesPledge = 'SECPLEDGE', CanadianProvincialBonds = 'PROV', LetterOfCredit = 'LOFC', CanadianMoneyMarkets = 'CAMM', IoetteMortgage = 'IET', MandatoryTender = 'MT', FxSwap = 'FXSWAP', CommoditySwap = 'CMDTYSWAP', EuroCorporateFloatingRateNotes = 'EUFRN', TreasuryBillNonUs = 'TB', SwingLineFacility = 'SWING', CertificateOfDeposit = 'CD', MortgageBackedSecurities = 'MBS', RevenueAnticipationNote = 'RAN', WildcardEntryForUseOnSecurityDefinitionRequest = '?', DeliveryVersusPledge = 'DVPLDG', Exotic = 'EXOTIC', UsCorporateFloatingRateNotes = 'FRN', OptionsOnCombo = 'OOC', UsTreasuryBond = 'TBOND', DebtorInPossession = 'DINP', CallLoans = 'CL', MortgageInterestOnly = 'MIO', RevenueBonds = 'REV', Cash = 'CASH', Floor = 'FLR', CollateralBasket = 'COLLBSKT', IndexedLinked = 'XLINKD', InterestStripFromAnyBondOrNote = 'TINT', Defaulted = 'DEFLTED', CommercialPaper = 'CP', MortgagePrincipalOnly = 'MPO', SpecialAssessment = 'SPCLA', ForwardRateAgreement = 'FRA', StructuredNotes = 'STRUCT', Future = 'FUT', UsTreasuryBill = 'TBILL', TreasuryInflationProtectedSecurities = 'TIPS', Withdrawn = 'WITHDRN', DepositNotes = 'DN', MortgagePrivatePlacement = 'MPP', SpecialObligation = 'SPCLO', YankeeCorporateBond = 'YANK', PrincipalStripOfACallableBondOrNote = 'TCAL', Replaced = 'REPLACD', EuroCertificateOfDeposit = 'EUCD', MiscellaneousPassThrough = 'MPT', SpecialTax = 'SPCLT', DerivativeForward = 'FWD', InterestRateSwap = 'IRS', PrincipalStripFromANonCallableBondOrNote = 'TPRN', Matured = 'MATURED', EuroCommercialPaper = 'EUCP', Pfandbriefe = 'PFAND', TaxAnticipationNote = 'TAN', TotalReturnSwap = 'TRS', UsTreasuryNote = 'TNOTE', AmendedRestated = 'AMENDED', LiquidityNote = 'LQN', ToBeAnnounced = 'TBA', TaxAllocation = 'TAXA', LoanLease = 'LOANLEASE', Retired = 'RETIRED', MediumTermNotes = 'MTN', TaxExemptCommercialPaper = 'TECP', OptionsOnFutures = 'OOF', Overnight = 'ONITE', TaxableMunicipalCp = 'TMCP', OptionsOnPhysicalUseNotRecommended = 'OOP', PromissoryNote = 'PN', ShortTermLoanNote = 'STN', TaxRevenueAnticipationNote = 'TRAN', Option = 'OPT', PlazosFijos = 'PZFJ', VariableRateDemandNote = 'VRDN', SecuredLiquidityNote = 'SLQN', Warrant = 'WAR', SpotForward = 'SPOTFWD', TimeDeposit = 'TD', SwapOption = 'SWAPTION', Transmission = 'XMISSION', TermLiquidityNote = 'TLQN', GeneralTypeForAContractBasedOnAnEstablishedIndex = 'INDEX', ExtendedCommNote = 'XCN', BondBasket = 'BDBSKT', YankeeCertificateOfDeposit = 'YCD', ContractForDifference = 'CFD', CorrelationSwap = 'CRLTNSWAP', DividendSwap = 'DVDNDSWAP', EquityBasket = 'EQBSKT', EquityForward = 'EQFWD', ReturnSwap = 'RTRNSWAP', VarianceSwap = 'VARSWAP' } /* ******************************************************** * The side of this individual leg (multileg security). * * See Side (54) field for description and values * ******************************************************** */ export enum LegSide { Buy = '1', Sell = '2', BuyMinus = '3', SellPlus = '4', SellShort = '5', SellShortExempt = '6', Undisclosed = '7', CrossOrdersWhereCounterpartyIsAnExchangeValidForAllMessagesExceptIoIs = '8', CrossShort = '9', CrossShortExempt = 'A', AsDefinedForUseWithMultilegInstruments = 'B', OppositeForUseWithMultilegInstruments = 'C', SubscribeEGCiv = 'D', RedeemEGCiv = 'E', LendFinancingIdentifiesDirectionOfCollateral = 'F', BorrowFinancingIdentifiesDirectionOfCollateral = 'G', SellUndisclosed = 'H' } /* **************************************************************** * Optional market assigned sub identifier for a trading phase * * within a trading session. Usage is determined by market or * * counterparties. Used by US based futures markets to identify * * exchange specific execution time bracket codes as required * * by US market regulations. Bilaterally agreed values of data * * type "String" that start with a character can be used for * * backward compatibility * **************************************************************** */ export enum TradingSessionSubID { PreTrading = '1', OpeningOrOpeningAuction = '2', ContinuousTrading = '3', ClosingOrClosingAuction = '4', PostTrading = '5', ScheduledIntradayAuction = '6', Quiescent = '7', AnyAuction = '8', UnscheduledIntradayAuction = '9', OutOfMainSessionTrading = '10', PrivateAuction = '11', PublicAuction = '12', GroupAuction = '13' } /* *************************************************************** * Describes the specific type or purpose of an Allocation * * message (i.e. "Buyside Calculated") * * (see Volume : "Glossary" for value definitions) * * *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features * * and Supported Approach" *** * *************************************************************** */ export enum AllocType { CalculatedIncludesMiscFeesAndNetMoney = 1, PreliminaryWithoutMiscFeesAndNetMoney = 2, SellsideCalculatedUsingPreliminaryIncludesMiscFeesAndNetMoneyReplaced = 3, SellsideCalculateddWithoutPreliminarySentUnsolicitedBySellsideIncludesMiscFeesAndNetMoneyReplaced = 4, ReadyToBookSingleOrder = 5, BuysideReadyToBookCombinedSetOfOrdersReplaced = 6, WarehouseInstruction = 7, RequestToIntermediary = 8, Accept = 9, Reject = 10, AcceptPending = 11, IncompleteGroup = 12, CompleteGroup = 13, ReversalPending = 14, ReopenGroup = 15, CancelGroup = 16, GiveUp = 17, TakeUp = 18, RefuseTakeUp = 19, InitiateReversal = 20, Reverse = 21, RefuseReversal = 22, SubAllocationGiveUp = 23, ApproveGiveUp = 24, ApproveTakeUp = 25 } /* ************************************************************ * Indicates type of fee being assessed of the customer for * * trade executions at an exchange. Applicable for futures * * markets only at this time. * * (Values source CBOT, CME, NYBOT, and NYMEX): * ************************************************************ */ export enum ClearingFeeIndicator { E1stYearDelegateTradingForOwnAccount = '1', E2ndYearDelegateTradingForOwnAccount = '2', E3rdYearDelegateTradingForOwnAccount = '3', E4thYearDelegateTradingForOwnAccount = '4', E5thYearDelegateTradingForOwnAccount = '5', E6thYearDelegateTradingForOwnAccount = '9', CboeMember = 'B', NonMemberAndCustomer = 'C', EquityMemberAndClearingMember = 'E', FullAndAssociateMemberTradingForOwnAccountAndAsFloorBrokers = 'F', E106HAnd106JFirms = 'H', GimIdemAndComMembershipInterestHolders = 'I', Lessee106FEmployees = 'L', AllOtherOwnershipTypes = 'M' } /* **************************************************************** * Indicates if the order is currently being worked. Applicable * * only for OrdStatus = "New". For open outcry markets this * * indicates that the order is being worked in the crowd. For * * electronic markets it indicates that the order has * * transitioned from a contingent order to a market order. * **************************************************************** */ export enum WorkingIndicator { OrderHasBeenAcceptedButNotYetInAWorkingState = 'N', OrderIsCurrentlyBeingWorked = 'Y' } /* ************************************************************* * Indicates if a Cancel/Replace has caused an order to lose * * book priority. * ************************************************************* */ export enum PriorityIndicator { PriorityUnchanged = 0, LostPriorityAsResultOfOrderChange = 1 } /* ************************************************************ * Indicates that this message is to serve as the final and * * legal confirmation. * ************************************************************ */ export enum LegalConfirm { DoesNotConsituteALegalConfirm = 'N', LegalConfirm = 'Y' } /* ****************************** * Reason Quote was rejected: * ****************************** */ export enum QuoteRequestRejectReason { UnknownSymbolSecurity = 1, ExchangeSecurityClosed = 2, QuoteRequestExceedsLimit = 3, TooLateToEnter = 4, InvalidPrice = 5, NotAuthorizedToRequestQuote = 6, NoMatchForInquiry = 7, NoMarketForInstrument = 8, NoInventory = 9, Pass = 10, InsufficientCredit = 11, ExceededClipSizeLimit = 12, ExceededMaximumNotionalOrderAmount = 13, ExceededDv01Pv01Limit = 14, ExceededCs01Limit = 15, Other = 99 } /* **************************************************************** * Used to identify the source of the Account (1) code. This is * * especially useful if the account is a new account that the * * Respondent may not have setup yet in their system. * **************************************************************** */ export enum AcctIDSource { Bic = 1, SidCode = 2, TfmGspta = 3, OmgeoAlertId = 4, DtccCode = 5, OtherCustomOrProprietary = 99 } /* ************************************************************** * Used to identify the source of the AllocAccount (79) code. * * See AcctIDSource (660) for valid values. * ************************************************************** */ export enum AllocAcctIDSource { Bic = 1, SidCode = 2, TfmGspta = 3, OmgeoAlertId = 4, DtccCode = 5, OtherCustomOrProprietary = 99 } /* ******************************************** * Identifies type of BenchmarkPrice (662). * * See PriceType (423) for valid values. * ******************************************** */ export enum BenchmarkPriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, PerUnitIEPerShareOrContract = 2, FixedAmountAbsoluteValue = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, SpreadBasisPointsSpread = 6, TedPrice = 7, TedYield = 8, Yield = 9, FixedCabinetTradePricePrimarilyForListedFuturesAndOptions = 10, VariableCabinetTradePricePrimarilyForListedFuturesAndOptions = 11, PriceSpread = 12, ProductTicksInHalves = 13, ProductTicksInFourths = 14, ProductTicksInEighths = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyFourths = 18, ProductTicksInOneTwentyEighths = 19, NormalRateRepresentationEGFxRate = 20, InverseRateRepresentationEGFxRate = 21, BasisPoints = 22, UpFrontPoints = 23, InterestRate = 24, PercentageOfNotional = 25 } /* ********************************************** * Identifies the status of the Confirmation. * ********************************************** */ export enum ConfirmStatus { Received = 1, MismatchedAccount = 2, MissingSettlementInstructions = 3, Confirmed = 4, RequestRejected = 5 } /* ************************************************* * Identifies the Confirmation transaction type. * ************************************************* */ export enum ConfirmTransType { New = 0, Replace = 1, Cancel = 2 } /* ************************************ * Identifies the form of delivery. * ************************************ */ export enum DeliveryForm { BookEntryDefault = 1, Bearer = 2 } /* ********************************************************* * Name of the Leg Benchmark Curve. * * See BenchmarkCurveName (22) for description and valid * * values. * ********************************************************* */ export enum LegBenchmarkCurveName { Eonia = 'EONIA', Eurepo = 'EUREPO', EuriborDeprecatedUseEnumEuriborInstead = 'Euribor', FutureSwap = 'FutureSWAP', Libid = 'LIBID', LiborLondonInterBankOffer = 'LIBOR', MuniAaa = 'MuniAAA', Other = 'OTHER', Pfandbriefe = 'Pfandbriefe', Sonia = 'SONIA', Swap = 'SWAP', Treasury = 'Treasury', UsFederalReserveFedFundsEffectiveRate = 'FEDEFF', UsFedFundsTargetRate = 'FEDOPEN', EuroInterbankOfferRate = 'EURIBOR' } /* ************************************************* * The price type of the LegBenchmarkPrice(679). * ************************************************* */ export enum LegBenchmarkPriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, PerUnitIEPerShareOrContract = 2, FixedAmountAbsoluteValue = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, SpreadBasisPointsSpread = 6, TedPrice = 7, TedYield = 8, Yield = 9, FixedCabinetTradePricePrimarilyForListedFuturesAndOptions = 10, VariableCabinetTradePricePrimarilyForListedFuturesAndOptions = 11, PriceSpread = 12, ProductTicksInHalves = 13, ProductTicksInFourths = 14, ProductTicksInEighths = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyFourths = 18, ProductTicksInOneTwentyEighths = 19, NormalRateRepresentationEGFxRate = 20, InverseRateRepresentationEGFxRate = 21, BasisPoints = 22, UpFrontPoints = 23, InterestRate = 24, PercentageOfNotional = 25 } /* **************************************************** * Leg-specific IOI quantity. * * See IOIQty (27) for description and valid values * **************************************************** */ export enum LegIOIQty { Small = 'S', Medium = 'M', Large = 'L', UndisclosedQuantity = 'U' } /* ********************************************************** * The price type of the LegBidPx (681) and/or LegOfferPx * * (684). * * See PriceType (423) for description and valid values * ********************************************************** */ export enum LegPriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, PerUnitIEPerShareOrContract = 2, FixedAmountAbsoluteValue = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, SpreadBasisPointsSpread = 6, TedPrice = 7, TedYield = 8, Yield = 9, FixedCabinetTradePricePrimarilyForListedFuturesAndOptions = 10, VariableCabinetTradePricePrimarilyForListedFuturesAndOptions = 11, PriceSpread = 12, ProductTicksInHalves = 13, ProductTicksInFourths = 14, ProductTicksInEighths = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyFourths = 18, ProductTicksInOneTwentyEighths = 19, NormalRateRepresentationEGFxRate = 20, InverseRateRepresentationEGFxRate = 21, BasisPoints = 22, UpFrontPoints = 23, InterestRate = 24, PercentageOfNotional = 25 } /* ************************************************************** * For Fixed Income, type of Stipulation for this leg. * * See StipulationType (233) for description and valid values * ************************************************************** */ export enum LegStipulationType { AlternativeMinimumTaxYN = 'AMT', AbsolutePrepaymentSpeed = 'ABS', IncurredRecoveryYN = 'INCURRCVY', AutoReinvestmentAtRateOrBetter = 'AUTOREINV', ConstantPrepaymentPenalty = 'CPP', AdditionalTerm = 'ADDTRM', BankQualifiedYN = 'BANKQUAL', ConstantPrepaymentRate = 'CPR', ModifiedEquityDelivery = 'MODEQTYDLVY', BargainConditionsSeeStipulationValue234ForValues = 'BGNCON', ConstantPrepaymentYield = 'CPY', NoReferenceObligationYN = 'NOREFOBLIG', CouponRange = 'COUPON', FinalCprOfHomeEquityPrepaymentCurve = 'HEP', UnknownReferenceObligationYN = 'UNKREFOBLIG', IsoCurrencyCode = 'CURRENCY', PercentOfManufacturedHousingPrepaymentCurve = 'MHP', AllGuaranteesYN = 'ALLGUARANTEES', CustomStartEndDate = 'CUSTOMDATE', MonthlyPrepaymentRate = 'MPR', ReferencePriceYN = 'REFPX', GeographicsAndRangeEx234Ca080MinimumOf80CaliforniaAssets = 'GEOG', PercentOfProspectusPrepaymentCurve = 'PPC', ReferencePolicyYN = 'REFPOLICY', ValuationDiscount = 'HAIRCUT', PercentOfBmaPrepaymentCurve = 'PSA', SecuredListYN = 'SECRDLIST', InsuredYN = 'INSURED', SingleMonthlyMortality = 'SMM', YearOrYearMonthOfIssueEx234200209 = 'ISSUE', IssuersTicker = 'ISSUER', IssueSizeRange = 'ISSUESIZE', LookbackDays = 'LOOKBACK', ExplicitLotIdentifier = 'LOT', LotVarianceValueInPercentMaximumOverOrUnderAllocationAllowed = 'LOTVAR', MaturityYearAndMonth = 'MAT', MaturityRange = 'MATURITY', MaximumSubstitutionsRepo = 'MAXSUBS', MinimumDenomination = 'MINDNOM', MinimumIncrement = 'MININCR', MinimumQuantity = 'MINQTY', PaymentFrequencyCalendar = 'PAYFREQ', NumberOfPieces = 'PIECES', PoolsMaximum = 'PMAX', PoolsPerLot = 'PPL', PoolsPerMillion = 'PPM', PoolsPerTrade = 'PPT', PriceRange = 'PRICE', PricingFrequency = 'PRICEFREQ', ProductionYear = 'PROD', CallProtection = 'PROTECT', Purpose = 'PURPOSE', BenchmarkPriceSource = 'PXSOURCE', RatingSourceAndRange = 'RATING', TypeOfRedemptionValuesAreNonCallablePrefundedEscrowedToMaturityPutableConvertible = 'REDEMPTION', RestrictedYN = 'RESTRICTED', MarketSector = 'SECTOR', SecurityTypeIncludedOrExcluded = 'SECTYPE', Structure = 'STRUCT', SubstitutionsFrequencyRepo = 'SUBSFREQ', SubstitutionsLeftRepo = 'SUBSLEFT', FreeformText = 'TEXT', TradeVarianceValueInPercentMaximumOverOrUnderAllocationAllowed = 'TRDVAR', WeightedAverageCouponValueInPercentExactOrRangePlusGrossOrNetOfServicingSpreadTheDefaultEx23465NetMinimumOf65NetOfServicingFee = 'WAC', WeightedAverageLifeCouponValueInPercentExactOrRange = 'WAL', WeightedAverageLoanAgeValueInMonthsExactOrRange = 'WALA', WeightedAverageMaturityValueInMonthsExactOrRange = 'WAM', WholePoolYN = 'WHOLE', YieldRange = 'YIELD', AverageFicoScore = 'AVFICO', OriginalAmount = 'ORIGAMT', AverageLoanSize = 'AVSIZE', PoolEffectiveDate = 'POOLEFFDT', MaximumLoanBalance = 'MAXBAL', PoolInitialFactor = 'POOLINITFCTR', PoolIdentifier = 'POOL', TrancheIdentifier = 'TRANCHE', TypeOfRollTrade = 'ROLLTYPE', SubstitutionYN = 'SUBSTITUTION', ReferenceToRollingOrClosingTrade = 'REFTRADE', MultipleExchangeFallbackYN = 'MULTEXCHFLLBCK', PrincipalOfRollingOrClosingTrade = 'REFPRIN', ComponentSecurityFallbackYN = 'COMPSECFLLBCK', InterestOfRollingOrClosingTrade = 'REFINT', LocalJurisdictionYN = 'LOCLJRSDCTN', AvailableOfferQuantityToBeShownToTheStreet = 'AVAILQTY', RelevantJurisdictionYN = 'RELVJRSDCTN', BrokersSalesCredit = 'BROKERCREDIT', OfferPriceToBeShownToInternalBrokers = 'INTERNALPX', OfferQuantityToBeShownToInternalBrokers = 'INTERNALQTY', TheMinimumResidualOfferQuantity = 'LEAVEQTY', MaximumOrderSize = 'MAXORDQTY', OrderQuantityIncrement = 'ORDRINCR', PrimaryOrSecondaryMarketIndicator = 'PRIMARY', BrokerSalesCreditOverride = 'SALESCREDITOVR', TradersCredit = 'TRADERCREDIT', DiscountRateWhenPriceIsDenominatedInPercentOfPar = 'DISCOUNT', YieldToMaturityWhenYieldType235AndYield236ShowADifferentYield = 'YTM' } /* ************************************************************** * For Fixed Income, used instead of LegOrderQty(685) to * * requests the respondent to calculate the quantity based on * * the quantity on the opposite side of the swap. * ************************************************************** */ export enum LegSwapType { ParForPar = 1, ModifiedDuration = 2, Risk = 4, Proceeds = 5 } /* *************************************************************** * Code to represent price type requested in Quote. * * If the Quote Request is for a Swap, values 1-8 apply to all * * legs. * *************************************************************** */ export enum QuotePriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, PerUnitIEPerShareOrContract = 2, FixedAmountAbsoluteValue = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, SpreadBasisPointsRelativeToBenchmark = 6, TedPrice = 7, TedYield = 8, YieldSpreadSwaps = 9, Yield = 10, PriceSpread = 12, ProductTicksInHalves = 13, ProductTicksInFourths = 14, ProductTicksInEighths = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyFourths = 18, ProductTicksInOneTwentyEighths = 19, NormalRateRepresentationEGFxRate = 20, InverseRateRepresentationEGFxRate = 21, BasisPoints = 22, UpFrontPoints = 23, InterestRate = 24, PercentageOfNotional = 25 } /* ****************************************** * Identifies the type of Quote Response. * ****************************************** */ export enum QuoteRespType { HitLift = 1, Counter = 2, Expired = 3, Cover = 4, DoneAway = 5, Pass = 6, EndTrade = 7, TimedOut = 8, Tied = 9, TiedCover = 10 } /* ******************************************************** * Code to qualify Quote use and other aspects of price * * negotiation. * ******************************************************** */ export enum QuoteQualifier { QuantityIsNegotiable = '1', AllowLateBids = '2', ImmediateOrCounter = '3', AutoTrade = '4', AllOrNoneAon = 'A', MarketOnCloseMocHeldToClose = 'B', AtTheCloseAroundNotHeldToClose = 'C', VwapVolumeWeightedAveragePrice = 'D', Axe = 'E', AxeOnBid = 'F', AxeOnOffer = 'G', ClientNaturalWorking = 'H', InTouchWith = 'I', PositionWanted = 'J', MarketMaking = 'K', Limit = 'L', MoreBehind = 'M', ClientNaturalBlock = 'N', AtTheOpen = 'O', TakingAPosition = 'P', AtTheMarketPreviouslyCalledCurrentQuote = 'Q', ReadyToTrade = 'R', InventoryOrPortfolioShown = 'S', ThroughTheDay = 'T', Unwind = 'U', Versus = 'V', IndicationWorkingAway = 'W', CrossingOpportunity = 'X', AtTheMidpoint = 'Y', PreOpen = 'Z', AutomaticSpot = 'a', PlatformCalculatedSpot = 'b', OutsideSpread = 'c', DeferredSpot = 'd', NegotiatedSpot = 'n' } /* ********************************************************* * The price type of the YieldRedemptionPrice (697) * * See PriceType (423) for description and valid values. * ********************************************************* */ export enum YieldRedemptionPriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, PerUnitIEPerShareOrContract = 2, FixedAmountAbsoluteValue = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, SpreadBasisPointsSpread = 6, TedPrice = 7, TedYield = 8, Yield = 9, FixedCabinetTradePricePrimarilyForListedFuturesAndOptions = 10, VariableCabinetTradePricePrimarilyForListedFuturesAndOptions = 11, PriceSpread = 12, ProductTicksInHalves = 13, ProductTicksInFourths = 14, ProductTicksInEighths = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyFourths = 18, ProductTicksInOneTwentyEighths = 19, NormalRateRepresentationEGFxRate = 20, InverseRateRepresentationEGFxRate = 21, BasisPoints = 22, UpFrontPoints = 23, InterestRate = 24, PercentageOfNotional = 25 } /* ******************************************************* * Used to identify the type of quantity that is being * * returned. * ******************************************************* */ export enum PosType { AllocationTradeQty = 'ALC', OptionAssignment = 'AS', AsOfTradeQty = 'ASF', DeliveryQty = 'DLV', ElectronicTradeQty = 'ETR', OptionExerciseQty = 'EX', EndOfDayQty = 'FIN', IntraSpreadQty = 'IAS', InterSpreadQty = 'IES', AdjustmentQty = 'PA', PitTradeQty = 'PIT', StartOfDayQty = 'SOD', IntegralSplit = 'SPL', TransactionFromAssignment = 'TA', TotalTransactionQty = 'TOT', TransactionQuantity = 'TQ', TransferTradeQty = 'TRF', TransactionFromExercise = 'TX', CrossMarginQty = 'XM', ReceiveQuantity = 'RCV', CorporateActionAdjustment = 'CAA', DeliveryNoticeQty = 'DN', ExchangeForPhysicalQty = 'EP', PrivatelyNegotiatedTradeQtyNonRegulated = 'PNTN', NetDeltaQty = 'DLT', CreditEventAdjustment = 'CEA', SuccessionEventAdjustment = 'SEA', NetQty = 'NET', GrossQty = 'GRS', IntradayQty = 'ITD', GrossNonDeltaAdjustedSwaptionPosition = 'NDAS', DeltaAdjustedPairedSwaptionPosition = 'DAS', ExpiringQuantity = 'EXP', QuantityNotExercised = 'UNEX', RequestedExerciseQuantity = 'REQ', CashFuturesEquivalentQuantity = 'CFE' } /* **************************** * Status of this position. * **************************** */ export enum PosQtyStatus { Submitted = 0, Accepted = 1, Rejected = 2 } /* *************************** * Type of Position amount * *************************** */ export enum PosAmtType { CashAmountCorporateEvent = 'CASH', CashResidualAmount = 'CRES', FinalMarkToMarketAmount = 'FMTM', IncrementalMarkToMarket = 'IMTM', PremiumAmount = 'PREM', StartOfDayMarkToMarket = 'SMTM', TradeVariationAmount = 'TVAR', ValueAdjustedAmount = 'VADJ', SettlementValue = 'SETL', InitialTradeCouponAmount = 'ICPN', AccruedCouponAmount = 'ACPN', CouponAmount = 'CPN', IncrementalAccruedCoupon = 'IACPN', CollateralizedMarkToMarket = 'CMTM', IncrementalCollateralizedMarkToMarket = 'ICMTM', CompensationAmount = 'DLV', TotalBankedAmount = 'BANK', TotalCollateralizedAmount = 'COLAT', LongPairedSwapOrSwaptionNotionalValue = 'LSNV', ShortPairedSwapOrSwaptionNotionalValue = 'SSNV', StartOfDayAccruedCoupon = 'SACPN', NetPresentValue = 'NPV', StartOfDayNetPresentValue = 'SNPV', NetCashFlow = 'NCF', PresentValueOfAllFees = 'PVFEES', PresentValueOfOneBasisPoints = 'PV01', TheFiveYearEquivalentNotionalAmount = '5YREN', UndiscountedMarkToMarket = 'UMTM', MarkToModel = 'MTD', MarkToMarketVariance = 'VMTM', MarkToModelVariance = 'VMTD', UpfrontPayment = 'UPFRNT' } /* ************************************************ * Identifies the type of position transaction. * ************************************************ */ export enum PosTransType { Exercise = 1, DoNotExercise = 2, PositionAdjustment = 3, PositionChangeSubmissionMarginDisposition = 4, Pledge = 5, LargeTraderSubmission = 6, LargePositionsReportingSubmission = 7, LongHoldings = 8, InternalTransfer = 9, TransferOfFirm = 10, ExternalTransfer = 11, CorporateAction = 12, Notification = 13, PositionCreation = 14, CloseOut = 15, Reopen = 16 } /* *************************************** * Maintenance Action to be performed. * *************************************** */ export enum PosMaintAction { New = 1, Replace = 2, Cancel = 3, Reverse = 4 } /* ******************************************** * Identifies a specific settlement session * ******************************************** */ export enum SettlSessID { Intraday = 'ITD', RegularTradingHours = 'RTH', ElectronicTradingHours = 'ETH', EndOfDay = 'EOD' } /* ************************************************************** * Type of adjustment to be applied. Used for Position Change * * Submission (PCS), Position Adjustment (PAJ), and Customer * * Gross Margin (CGM). * ************************************************************** */ export enum AdjustmentType { ProcessRequestAsMarginDisposition = 0, DeltaPlus = 1, DeltaMinus = 2, Final = 3, CustomerSpecificPosition = 4 } /* ****************************************** * Status of Position Maintenance Request * ****************************************** */ export enum PosMaintStatus { Accepted = 0, AcceptedWithWarnings = 1, Rejected = 2, Completed = 3, CompletedWithWarnings = 4 } /* ******************************************* * Result of Position Maintenance Request. * ******************************************* */ export enum PosMaintResult { SuccessfulCompletionNoWarningsOrErrors = 0, Rejected = 1, Other = 99 } /* ************************************************************ * Used to specify the type of position request being made. * ************************************************************ */ export enum PosReqType { Positions = 0, Trades = 1, Exercises = 2, Assignments = 3, SettlementActivity = 4, BackoutMessage = 5, DeltaPositions = 6, NetPosition = 7, LargePositionsReporting = 8, ExercisePositionReportingSubmission = 9, PositionLimitReportingSubmission = 10 } /* ******************************************************** * Identifies how the response to the request should be * * transmitted. * * Details specified via ResponseDestination (726). * ******************************************************** */ export enum ResponseTransportType { InBandDefault = 0, OutOfBand = 1 } /* ************************************ * Result of Request for Positions. * ************************************ */ export enum PosReqResult { ValidRequest = 0, InvalidOrUnsupportedRequest = 1, NoPositionsFoundThatMatchCriteria = 2, NotAuthorizedToRequestPositions = 3, RequestForPositionNotSupported = 4, OtherUseText58InConjunctionWithThisCodeForAnExplaination = 99 } /* *********************************** * Status of Request for Positions * *********************************** */ export enum PosReqStatus { Completed = 0, CompletedWithWarnings = 1, Rejected = 2 } /* **************************** * Type of settlement price * **************************** */ export enum SettlPriceType { Final = 1, Theoretical = 2 } /* ************************************************** * Underlying security's SettlPriceType. * * See SettlPriceType (731) field for description * ************************************************** */ export enum UnderlyingSettlPriceType { Final = 1, Theoretical = 2 } /* *************************************************************** * Method by which short positions are assigned to an exercise * * notice during exercise and assignment processing * *************************************************************** */ export enum AssignmentMethod { ProRata = 'P', Random = 'R' } /* ***************************************************** * Exercise Method used to in performing assignment. * ***************************************************** */ export enum ExerciseMethod { Automatic = 'A', Manual = 'M' } /* *************************** * Result of Trade Request * *************************** */ export enum TradeRequestResult { SuccessfulDefault = 0, InvalidOrUnknownInstrument = 1, InvalidTypeOfTradeRequested = 2, InvalidParties = 3, InvalidTransportTypeRequested = 4, InvalidDestinationRequested = 5, TradeRequestTypeNotSupported = 8, NotAuthorized = 9, Other = 99 } /* **************************** * Status of Trade Request. * **************************** */ export enum TradeRequestStatus { Accepted = 0, Completed = 1, Rejected = 2 } /* ************************************************************ * Reason Trade Capture Request was rejected. * * 100+ Reserved and available for bi-laterally agreed upon * * user-defined values. * ************************************************************ */ export enum TradeReportRejectReason { SuccessfulDefault = 0, InvalidPartyInformation = 1, UnknownInstrument = 2, UnauthorizedToReportTrades = 3, InvalidTradeType = 4, PriceExceedsCurrentPriceBand = 5, ReferencePriceNotAvailable = 6, NotionalValueExceedsThreshold = 7, Other = 99 } /* **************************************************************** * Used to indicate if the side being reported on Trade Capture * * Report represents a leg of a multileg instrument or a single * * security. * **************************************************************** */ export enum SideMultiLegReportingType { SingleSecurityDefaultIfNotSpecified = 1, IndividualLegOfAMultilegSecurity = 2, MultilegSecurity = 3 } /* ********************************************************* * PartyIDSource value within a "second instance" Nested * * repeating group. * * Same values as PartyIDSource (447) * ********************************************************* */ export enum Nested2PartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* *************************************************************** * PartyRole value within a "second instance" Nested repeating * * group. * * Same values as PartyRole (452) * *************************************************************** */ export enum Nested2PartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* *************************************************************** * Identifies class or source of the BenchmarkSecurityID (699) * * value. Required if BenchmarkSecurityID is specified. * * Same values as the SecurityIDSource (22) field * *************************************************************** */ export enum BenchmarkSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ************************************************************ * Trading / Regulatory timestamp type. * * Note of Applicability: values are required in US futures * * markets by the CFTC to support computerized trade * * reconstruction. * * (see Volume : "Glossary" for value definitions) * ************************************************************ */ export enum TrdRegTimestampType { ExecutionTime = 1, TimeIn = 2, TimeOut = 3, BrokerReceipt = 4, BrokerExecution = 5, DeskReceipt = 6, SubmissionToClearing = 7, TimePriority = 8, OrderbookEntryTime = 9, OrderSubmissionTime = 10, PubliclyReported = 11, PublicReportUpdated = 12, NonPubliclyReported = 13, NonPublicReportUpdated = 14, SubmittedForConfirmation = 15, UpdatedForConfirmation = 16, Confirmed = 17, UpdatedForClearing = 18, Cleared = 19, AllocationsSubmitted = 20, AllocationsUpdated = 21, ApplicationCompleted = 22, SubmittedToRepository = 23, PostTradeContinuationEvent = 24, PostTradeValuation = 25, PreviousTimePriority = 26 } /* *********************************************************** * Identifies the type of Confirmation message being sent. * *********************************************************** */ export enum ConfirmType { Status = 1, Confirmation = 2, ConfirmationRequestRejectedReasonCanBeStatedInText58Field = 3 } /* ******************************************************* * Identifies the reason for rejecting a Confirmation. * ******************************************************* */ export enum ConfirmRejReason { IncorrectOrMissingAccount = 1, IncorrectOrMissingSettlementInstructions = 2, UnknownOrMissingIndividualAllocId467 = 3, TransactionNotRecognized = 4, DuplicateTransaction = 5, IncorrectOrMissingInstrument = 6, IncorrectOrMissingPrice = 7, IncorrectOrMissingCommission = 8, IncorrectOrMissingSettlementDate = 9, IncorrectOrMissingFundIdOrFundName = 10, IncorrectOrMissingQuantity = 11, IncorrectOrMissingFees = 12, IncorrectOrMissingTax = 13, IncorrectOrMissingParty = 14, IncorrectOrMissingSide = 15, IncorrectOrMissingNetMoney = 16, IncorrectOrMissingTradeDate = 17, IncorrectOrMissingSettlementCurrencyInstructions = 18, IncorrectOrMissingCapacity = 19, Other = 99 } /* ************************************************************** * Method for booking out this order. Used when notifying a * * broker that an order to be settled by that broker is to be * * booked out as an OTC derivative (e.g. CFD or similar). * ************************************************************** */ export enum BookingType { RegularBooking = 0, CfdContractForDifference = 1, TotalReturnSwap = 2 } /* ************************************************************** * Identified reason for rejecting an individual AllocAccount * * (79) detail. * * Same values as AllocRejCode (88) * ************************************************************** */ export enum IndividualAllocRejCode { UnknownOrMissingAccountS = 0, IncorrectOrMissingBlockQuantity = 1, IncorrectOrMissingAveragePrice = 2, UnknownExecutingBrokerMnemonic = 3, IncorrectOrMissingCommission = 4, UnknownOrderId37 = 5, UnknownListId66 = 6, OtherFurtherInText58 = 7, IncorrectOrMissingAllocatedQuantity = 8, CalculationDifference = 9, UnknownOrStaleExecId = 10, MismatchedData = 11, UnknownClOrdId = 12, WarehouseRequestRejected = 13, DuplicateOrMissingIndividualAllocId467 = 14, TradeNotRecognized = 15, TradePreviouslyAllocated = 16, IncorrectOrMissingInstrument = 17, IncorrectOrMissingSettlementDate = 18, IncorrectOrMissingFundIdOrFundName = 19, IncorrectOrMissingSettlementInstructions = 20, IncorrectOrMissingFees = 21, IncorrectOrMissingTax = 22, UnknownOrMissingParty = 23, IncorrectOrMissingSide = 24, IncorrectOrMissingNetMoney = 25, IncorrectOrMissingTradeDate = 26, IncorrectOrMissingSettlementCurrencyInstructions = 27, IncorrrectOrMissingProcessCode81 = 28, Other = 99 } /* ************************************************************** * Used to indicate whether settlement instructions are * * provided on an allocation instruction message, and if not, * * how they are to be derived. * ************************************************************** */ export enum AllocSettlInstType { UseDefaultInstructions = 0, DeriveFromParametersProvided = 1, FullDetailsProvided = 2, SsiDbIDsProvided = 3, PhoneForInstructions = 4 } /* ************************************************************** * PartyIDSource value within a settlement parties component. * * Same values as PartyIDSource (447) * ************************************************************** */ export enum SettlPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ********************************************************** * PartyRole value within a settlement parties component. * * Same values as PartyRole (452) * ********************************************************** */ export enum SettlPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* **************************************** * Type of SettlPartySubID (785) value. * * Same values as PartySubIDType (803) * **************************************** */ export enum SettlPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* *************************************************************** * Used to indicate whether a delivery instruction is used for * * securities or cash settlement. * *************************************************************** */ export enum DlvyInstType { Cash = 'C', Securities = 'S' } /* ********************************** * Type of financing termination. * ********************************** */ export enum TerminationType { Overnight = 1, Term = 2, Flexible = 3, Open = 4 } /* **************************************************************** * Identifies reason for rejection (of a settlement instruction * * request message). * **************************************************************** */ export enum SettlInstReqRejCode { UnableToProcessRequest = 0, UnknownAccount = 1, NoMatchingSettlementInstructionsFound = 2, Other = 99 } /* *********************************************************** * Describes the specific type or purpose of an Allocation * * Report message * *********************************************************** */ export enum AllocReportType { PreliminaryRequestToIntermediary = 2, SellsideCalculatedUsingPreliminaryIncludesMiscFeesAndNetMoney = 3, SellsideCalculatedWithoutPreliminarySentUnsolicitedBySellsideIncludesMiscFeesAndNetMoney = 4, WarehouseRecap = 5, RequestToIntermediary = 8, Accept = 9, Reject = 10, AcceptPending = 11, Complete = 12, ReversePending = 14, GiveUp = 15, TakeUp = 16, Reversal = 17, AllegedReversal = 18, SubAllocationGiveUp = 19 } /* **************************************************************** * Reason for cancelling or replacing an Allocation Instruction * * or Allocation Report message * **************************************************************** */ export enum AllocCancReplaceReason { OriginalDetailsIncompleteIncorrect = 1, ChangeInUnderlyingOrderDetails = 2, CancelledByGiveUpFirm = 3, Other = 99 } /* *********************************************************** * Type of account associated with a confirmation or other * * trade-level message * *********************************************************** */ export enum AllocAccountType { AccountIsCarriedPnCustomerSideOfBooks = 1, AccountIsCarriedOnNonCustomerSideOfBooks = 2, HouseTrader = 3, FloorTrader = 4, AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6, AccountIsHouseTraderAndIsCrossMargined = 7, JointBackOfficeAccountJbo = 8 } /* ********************************** * Type of PartySubID(523) value. * ********************************** */ export enum PartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ***************************************** * Type of NestedPartySubID (545) value. * * Same values as PartySubIDType (803) * ***************************************** */ export enum NestedPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ************************************************************* * Type of Nested2PartySubID (760) value. Second instance of * * . * * Same values as PartySubIDType (803) * ************************************************************* */ export enum Nested2PartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* *************************************************************** * Response to allocation to be communicated to a counterparty * * through an intermediary, i.e. clearing house. Used in * * conjunction with AllocType = "Request to Intermediary" and * * AllocReportType = "Request to Intermediary" * *************************************************************** */ export enum AllocIntermedReqType { PendingAccept = 1, PendingRelease = 2, PendingReversal = 3, Accept = 4, BlockLevelReject = 5, AccountLevelReject = 6 } /* ************************************************************** * Resolution taken when ApplQueueDepth (813) exceeds * * ApplQueueMax (812) or system specified maximum queue size. * ************************************************************** */ export enum ApplQueueResolution { NoActionTaken = 0, QueueFlushed = 1, OverlayLast = 2, EndSession = 3 } /* ********************************************************** * Action to take to resolve an application message queue * * (backlog). * ********************************************************** */ export enum ApplQueueAction { NoActionTaken = 0, QueueFlushed = 1, OverlayLast = 2, EndSession = 3 } /* ***************************** * Average Pricing Indicator * ***************************** */ export enum AvgPxIndicator { NoAveragePricing = 0, TradeIsPartOfAnAveragePriceGroupIdentifiedByTheAvgPxGroupId1731 = 1, LastTradeIsTheAveragePriceGroupIdentifiedByTheAvgPxGroupId1731 = 2 } /* *********************************************************** * Identifies if, and how, the trade is to be allocated or * * split. * *********************************************************** */ export enum TradeAllocIndicator { AllocationNotRequired = 0, AllocationRequiredGiveUpTradeAllocationInformationNotProvidedIncomplete = 1, UseAllocationProvidedWithTheTrade = 2, AllocationGiveUpExecutor = 3, AllocationFromExecutor = 4, AllocationToClaimAccount = 5, TradeSplit = 6 } /* ************************************************************** * Part of trading cycle when an instrument expires. Field is * * applicable for derivatives. * ************************************************************** */ export enum ExpirationCycle { ExpireOnTradingSessionCloseDefault = 0, ExpireOnTradingSessionOpen = 1, TradingEligibilityExpirationSpecifiedInTheDateAndTimeFieldsEventDate866AndEventTime1145AssociatedWithEventType8657LastEligibleTradeDate = 2 } /* ****************** * Type of trade. * ****************** */ export enum TrdType { RegularTrade = 0, BlockTrade = 1, ExchangeForPhysicalEfp = 2, Transfer = 3, LateTrade = 4, TTrade = 5, WeightedAveragePriceTrade = 6, BunchedTrade = 7, LateBunchedTrade = 8, PriorReferencePriceTrade = 9, AfterHoursTrade = 10, ExchangeForRiskEfr = 11, ExchangeForSwapEfs = 12, ExchangeOfFuturesForInMarketFuturesEfm = 13, ExchangeOfOptionsForOptionsEoo = 14, TradingAtSettlement = 15, AllOrNone = 16, FuturesLargeOrderExecution = 17, ExchangeOfFuturesForExternalMarketFuturesEff = 18, OptionInterimTrade = 19, OptionCabinetTrade = 20, PrivatelyNegotiatedTrade = 22, SubstitutionOfFuturesForForwards = 23, ErrorTrade = 24, SpecialCumDividendCd = 25, SpecialExDividendXd = 26, SpecialCumCouponCc = 27, SpecialExCouponXc = 28, CashSettlementCs = 29, SpecialPriceSp = 30, GuaranteedDeliveryGd = 31, SpecialCumRightsCr = 32, SpecialExRightsXr = 33, SpecialCumCapitalRepaymentsCp = 34, SpecialExCapitalRepaymentsXp = 35, SpecialCumBonusCb = 36, SpecialExBonusXb = 37, BlockTrade2 = 38, WorkedPrincipalTrade = 39, BlockTrades = 40, NameChange = 41, PortfolioTransfer = 42, ProrogationBuy = 43, ProrogationSell = 44, OptionExercise = 45, DeltaNeutralTransaction = 46, FinancingTransaction = 47, NonStandardSettlement = 48, DerivativeRelatedTransaction = 49, PortfolioTrade = 50, VolumeWeightedAverageTrade = 51, ExchangeGrantedTrade = 52, RepurchaseAgreement = 53, Otc = 54, ExchangeBasisFacilityEbf = 55, OpeningTrade = 56, NettedTrade = 57, BlockSwapTrade = 58, CreditEventTrade = 59, SuccessionEventTrade = 60, GiveUpGiveInTrade = 61, DarkTrade = 62, TechnicalTrade = 63, Benchmark = 64, PackageTrade = 65 } /* ******************************************* * Further qualification to the trade type * ******************************************* */ export enum TrdSubType { Cmta = 0, InternalTransferOrAdjustment = 1, ExternalTransferOrTransferOfAccount = 2, RejectForSubmittingSide = 3, AdvisoryForContraSide = 4, OffsetDueToAnAllocation = 5, OnsetDueToAnAllocation = 6, DifferentialSpread = 7, ImpliedSpreadLegExecutedAgainstAnOutright = 8, TransactionFromExercise = 9, TransactionFromAssignment = 10, Acats = 11, AiAutomatedInputFacilityDisabledInResponseToAnExchangeRequest = 14, BTransactionBetweenTwoMemberFirmsWhereNeitherMemberFirmIsRegisteredAsAMarketMakerInTheSecurityInQuestionAndNeitherIsADesignatedFundManagerAlsoUsedByBrokerDealersWhenDealingWithAnotherBrokerWhichIsNotAMemberFirmNonOrderBookSecuritiesOnly = 15, KTransactionUsingBlockTradeFacility = 16, LcCorrectionSubmittedMoreThanThreeDaysAfterPublicationOfTheOriginalTradeReport = 17, MTransactionOtherThanATransactionResultingFromAStockSwapOrStockSwitchBetweenTwoMarketMakersRegisteredInThatSecurityIncludingIdbOrAPublicDisplaySystemTradesNonOrderBookSecuritiesOnly = 18, NNonProtectedPortfolioTransactionOrAFullyDisclosedPortfolioTransaction = 19, NmITransactionWhereExchangeHasGrantedPermissionForNonPublicationIiIdbIsReportingAsSellerIiiSubmittingATransactionReportToTheExchangeWhereTheTransactionReportIsNotAlsoATradeReport = 20, NrNonRiskTransactionInASeatsSecurityOtherThanAnAimSecurity = 21, PProtectedPortfolioTransactionOrAWorkedPrincipalAgreementToEffectAPortfolioTransactionWhichIncludesOrderBookSecurities = 22, PaProtectedTransactionNotification = 23, PcContraTradeForTransactionWhichTookPlaceOnAPreviousDayAndWhichWasAutomaticallyExecutedOnTheExchangeTradingSystem = 24, PnWorkedPrincipalNotificationForAPortfolioTransactionWhichIncludesOrderBookSecurities = 25, RIRisklessPrincipalTransactionBetweenNonMembersWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesOrOnDifferentTermsRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionIiMarketMakerIsReportingAllTheLegsOfARisklessPrincipalTransactionWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionOrIiiMarketMakerIsReportingTheOnwardLegOfARisklessPrincipalTransactionWhereTheLegsAreExecutedAtDifferentPricesAndAnotherMarketMakerHasSubmittedATradeReportUsingTradeTypeIndicatorMForTheFirstLegThisRequiresASingleTradeReportWithTradeTypeIndicatorR = 26, RoTransactionWhichResultedFromTheExerciseOfATraditionalOptionOrAStockSettledCoveredWarrant = 27, RtRiskTransactionInASeatsSecurityExcludingAimSecurityReportedByAMarketMakerRegisteredInThatSecurity = 28, SwTransactionsResultingFromStockSwapOrAStockSwitchOneReportIsRequiredForEachLineOfStock = 29, TIfReportingASingleProtectedTransaction = 30, WnWorkedPrincipalNotificationForASingleOrderBookSecurity = 31, WtWorkedPrincipalTransactionOtherThanAPortfolioTransaction = 32, OffHoursTrade = 33, OnHoursTrade = 34, OtcQuote = 35, ConvertedSwap = 36, CrossedTradeX = 37, InterimProtectedTradeI = 38, LargeInScaleL = 39, WashTrade = 40, TradeAtSettlementTas = 41, AuctionTrade = 42, TradeAtMarkerTam = 43, DefaultCreditEvent = 44, RestructuringCreditEvent = 45, MergerSuccessionEvent = 46, SpinOffSuccessionEvent = 47, MultilateralCompression = 48, Balancing = 50, BasisTradeIndexCloseBtic = 51 } /* ********************************************* * Describes whether peg is static or floats * ********************************************* */ export enum PegMoveType { FloatingDefault = 0, Fixed = 1 } /* **************************** * Type of Peg Offset value * **************************** */ export enum PegOffsetType { PriceDefault = 0, BasisPoints = 1, Ticks = 2, PriceTierLevel = 3, Percentage = 4 } /* ********************* * Type of Peg Limit * ********************* */ export enum PegLimitType { OrBetterDefaultPriceImprovementAllowed = 0, StrictLimitIsAStrictLimit = 1, OrWorseForABuyThePegLimitIsAMinimumAndForASellThePegLimitIsAMaximumForUseForOrdersWhichHaveAPriceRange = 2 } /* *********************************************************** * If the calculated peg price is not a valid tick price, * * specifies whether to round the price to be more or less * * aggressive * *********************************************************** */ export enum PegRoundDirection { MoreAggressiveOnABuyOrderRoundThePriceUpToTheNearestTickOnASellOrderRoundDownToTheNearestTick = 1, MorePassiveOnABuyOrderRoundDownToTheNearestTickOnASellOrderRoundUpToTheNearestTick = 2 } /* ************************ * The scope of the peg * ************************ */ export enum PegScope { LocalExchangeEcnAts = 1, National = 2, Global = 3, NationalExcludingLocal = 4 } /* ************************************************************ * Describes whether discretionay price is static or floats * ************************************************************ */ export enum DiscretionMoveType { FloatingDefault = 0, Fixed = 1 } /* *********************************** * Type of Discretion Offset value * *********************************** */ export enum DiscretionOffsetType { PriceDefault = 0, BasisPoints = 1, Ticks = 2, PriceTierLevel = 3 } /* **************************** * Type of Discretion Limit * **************************** */ export enum DiscretionLimitType { OrBetterDefaultPriceImprovementAllowed = 0, StrictLimitIsAStrictLimit = 1, OrWorseForABuyTheDiscretionPriceIsAMinimumAndForASellTheDiscretionPriceIsAMaximumForUseForOrdersWhichHaveAPriceRange = 2 } /* ************************************************************* * If the calculated discretionary price is not a valid tick * * price, specifies whether to round the price to be more or * * less aggressive * ************************************************************* */ export enum DiscretionRoundDirection { MoreAggressiveOnABuyOrderRoundThePriceUpToTheNearestTickOnASellRoundDownToTheNearestTick = 1, MorePassiveOnABuyOrderRoundDownToTheNearestTickOnASellOrderRoundUpToTheNearestTick = 2 } /* ******************************* * The scope of the discretion * ******************************* */ export enum DiscretionScope { LocalExchangeEcnAts = 1, National = 2, Global = 3, NationalExcludingLocal = 4 } /* *************************************************************** * The target strategy of the order * * 1000+ = Reserved and available for bi-laterally agreed upon * * user defined values * *************************************************************** */ export enum TargetStrategy { Vwap = 1, ParticipateIEAimToBeXPercentOfTheMarketVolume = 2, MininizeMarketImpact = 3 } /* ************************************************************** * Indicator to identify whether this fill was a result of a * * liquidity provider providing or liquidity taker taking the * * liquidity. * ************************************************************** */ export enum LastLiquidityInd { AddedLiquidity = 1, RemovedLiquidity = 2, LiquidityRoutedOut = 3, Auction = 4, TriggeredStopOrder = 5, TriggeredContingencyOrder = 6, TriggeredMarketOrder = 7 } /* ******************************************************** * Indicates if a trade should be reported via a market * * reporting service. * ******************************************************** */ export enum PublishTrdIndicator { DoNotReportTrade = 'N', ReportTrade = 'Y' } /* ************************** * Reason for short sale. * ************************** */ export enum ShortSaleReason { DealerSoldShort = 0, DealerSoldShortExempt = 1, SellingCustomerSoldShort = 2, SellingCustomerSoldShortExempt = 3, QualifiedServiceRepresentativeQsrOrAutomaticGiveUpAguContraSideSoldShort = 4, QsrOrAguContraSideSoldShortExempt = 5 } /* *************************************************************** * Type of quantity specified in quantity field. * * ContractMultiplier (tag 231) is required when QtyType = 1 * * (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) * * are required when QtyType = 2 (Units of Measure per Time * * Unit). * *************************************************************** */ export enum QtyType { UnitsSharesParCurrency = 0, Contracts = 1, UnitOfMeasurePerTimeUnit = 2 } /* ************************************************************** * Additional TrdType(828) assigned to a trade by trade match * * system. * ************************************************************** */ export enum SecondaryTrdType { RegularTrade = 0, BlockTrade = 1, ExchangeForPhysicalEfp = 2, Transfer = 3, LateTrade = 4, TTrade = 5, WeightedAveragePriceTrade = 6, BunchedTrade = 7, LateBunchedTrade = 8, PriorReferencePriceTrade = 9, AfterHoursTrade = 10, ExchangeForRiskEfr = 11, ExchangeForSwapEfs = 12, ExchangeOfFuturesForInMarketFuturesEfm = 13, ExchangeOfOptionsForOptionsEoo = 14, TradingAtSettlement = 15, AllOrNone = 16, FuturesLargeOrderExecution = 17, ExchangeOfFuturesForExternalMarketFuturesEff = 18, OptionInterimTrade = 19, OptionCabinetTrade = 20, PrivatelyNegotiatedTrade = 22, SubstitutionOfFuturesForForwards = 23, ErrorTrade = 24, SpecialCumDividendCd = 25, SpecialExDividendXd = 26, SpecialCumCouponCc = 27, SpecialExCouponXc = 28, CashSettlementCs = 29, SpecialPriceSp = 30, GuaranteedDeliveryGd = 31, SpecialCumRightsCr = 32, SpecialExRightsXr = 33, SpecialCumCapitalRepaymentsCp = 34, SpecialExCapitalRepaymentsXp = 35, SpecialCumBonusCb = 36, SpecialExBonusXb = 37, BlockTrade2 = 38, WorkedPrincipalTrade = 39, BlockTrades = 40, NameChange = 41, PortfolioTransfer = 42, ProrogationBuy = 43, ProrogationSell = 44, OptionExercise = 45, DeltaNeutralTransaction = 46, FinancingTransaction = 47, NonStandardSettlement = 48, DerivativeRelatedTransaction = 49, PortfolioTrade = 50, VolumeWeightedAverageTrade = 51, ExchangeGrantedTrade = 52, RepurchaseAgreement = 53, Otc = 54, ExchangeBasisFacilityEbf = 55, OpeningTrade = 56, NettedTrade = 57, BlockSwapTrade = 58, CreditEventTrade = 59, SuccessionEventTrade = 60, GiveUpGiveInTrade = 61, DarkTrade = 62, TechnicalTrade = 63, Benchmark = 64, PackageTrade = 65 } /* ************************ * Type of Trade Report * ************************ */ export enum TradeReportType { Submit = 0, Alleged = 1, Accept = 2, Decline = 3, Addendum = 4, NoWas = 5, TradeReportCancel = 6, LockedInTradeBreak = 7, Defaulted = 8, InvalidCmta = 9, Pended = 10, AllegedNew = 11, AllegedAddendum = 12, AllegedNoWas = 13, AllegedTradeReportCancel = 14, AllegedLockedInTradeBreak = 15, Verify = 16, Dispute = 17 } /* ************************************************************** * Indicates how the orders being booked and allocated by an * * AllocationInstruction or AllocationReport message are * * identified, e.g. by explicit definition in the OrdAllocGrp * * or ExecAllocGrp components, or not identified explicitly. * ************************************************************** */ export enum AllocNoOrdersType { NotSpecified = 0, ExplicitListProvided = 1 } /* *************************************** * Code to represent the type of event * *************************************** */ export enum EventType { Put = 1, Call = 2, Tender = 3, SinkingFundCall = 4, Activation = 5, Inactivation = 6, LastEligibleTradeDate = 7, SwapStartDate = 8, SwapEndDate = 9, SwapRollDate = 10, SwapNextStartDate = 11, SwapNextRollDate = 12, FirstDeliveryDate = 13, LastDeliveryDate = 14, InitialInventoryDueDate = 15, FinalInventoryDueDate = 16, FirstIntentDate = 17, LastIntentDate = 18, PositionRemovalDate = 19, MinimumNotice = 20, DeliveryStartTime = 21, DeliveryEndTime = 22, FirstNoticeDate = 23, LastNoticeDate = 24, FirstExerciseDate = 25, RedemptionDate = 26, TradeContinuationEffectiveDate = 27, Other = 99 } /* ****************************************************** * Code to represent the type of instrument attribute * ****************************************************** */ export enum InstrAttribType { FlatSecuritiesPayInterestOnACurrentBasisButAreTradedWithoutInterest = 1, ZeroCoupon = 2, InterestBearingForEuroCommercialPaperWhenNotIssuedAtDiscount = 3, NoPeriodicPayments = 4, VariableRate = 5, LessFeeForPut = 6, SteppedCoupon = 7, CouponPeriodIfNotSemiAnnual = 8, WhenAndIfIssued = 9, OriginalIssueDiscount = 10, CallablePuttable = 11, EscrowedToMaturity = 12, EscrowedToRedemptionDateCallable = 13, PreRefunded = 14, InDefault = 15, Unrated = 16, Taxable = 17, Indexed = 18, SubjectToAlternativeMinimumTax = 19, OriginalIssueDiscountPrice = 20, CallableBelowMaturityValue = 21, CallableWithoutNoticeByMailToHolderUnlessRegistered = 22, PriceTickRulesForSecurity = 23, TradeTypeEligibilityDetailsForSecurity = 24, InstrumentDenominator = 25, InstrumentNumerator = 26, InstrumentPricePrecision = 27, InstrumentStrikePrice = 28, TradeableIndicator = 29, InstrumentIsEligibleToAcceptAnonymousOrders = 30, MinimumGuaranteedFillVolume = 31, MinimumGuaranteedFillStatus = 32, TradeAtSettlementTasEligibility = 33, TestInstrument = 34, DummyInstrument = 35, NegativeSettlementPriceEligibility = 36, NegativeStrikePriceEligibility = 37, UsStandardContractIndicator = 38, Text = 99 } /* ************************************************************ * The program under which a commercial paper offering is * * exempt from SEC registration identified by the paragraph * * number(s) within the US Securities Act of 1933 or as * * identified below. * ************************************************************ */ export enum CPProgram { E3A3 = 1, E42 = 2, E3A2 = 3, E3A33C7 = 4, E3A4 = 5, E3A5 = 6, E3A7 = 7, E3C7 = 8, Other = 99 } /* ************************************************************** * The program under which the underlying commercial paper is * * issued * ************************************************************** */ export enum UnderlyingCPProgram { E3A3 = 1, E42 = 2, E3A2 = 3, E3A33C7 = 4, E3A4 = 5, E3A5 = 6, E3A7 = 7, E3C7 = 8, Other = 99 } /* **************************************** * Type of stipulation. * * Same values as StipulationType (233) * **************************************** */ export enum UnderlyingStipType { AlternativeMinimumTaxYN = 'AMT', AbsolutePrepaymentSpeed = 'ABS', IncurredRecoveryYN = 'INCURRCVY', AutoReinvestmentAtRateOrBetter = 'AUTOREINV', ConstantPrepaymentPenalty = 'CPP', AdditionalTerm = 'ADDTRM', BankQualifiedYN = 'BANKQUAL', ConstantPrepaymentRate = 'CPR', ModifiedEquityDelivery = 'MODEQTYDLVY', BargainConditionsSeeStipulationValue234ForValues = 'BGNCON', ConstantPrepaymentYield = 'CPY', NoReferenceObligationYN = 'NOREFOBLIG', CouponRange = 'COUPON', FinalCprOfHomeEquityPrepaymentCurve = 'HEP', UnknownReferenceObligationYN = 'UNKREFOBLIG', IsoCurrencyCode = 'CURRENCY', PercentOfManufacturedHousingPrepaymentCurve = 'MHP', AllGuaranteesYN = 'ALLGUARANTEES', CustomStartEndDate = 'CUSTOMDATE', MonthlyPrepaymentRate = 'MPR', ReferencePriceYN = 'REFPX', GeographicsAndRangeEx234Ca080MinimumOf80CaliforniaAssets = 'GEOG', PercentOfProspectusPrepaymentCurve = 'PPC', ReferencePolicyYN = 'REFPOLICY', ValuationDiscount = 'HAIRCUT', PercentOfBmaPrepaymentCurve = 'PSA', SecuredListYN = 'SECRDLIST', InsuredYN = 'INSURED', SingleMonthlyMortality = 'SMM', YearOrYearMonthOfIssueEx234200209 = 'ISSUE', IssuersTicker = 'ISSUER', IssueSizeRange = 'ISSUESIZE', LookbackDays = 'LOOKBACK', ExplicitLotIdentifier = 'LOT', LotVarianceValueInPercentMaximumOverOrUnderAllocationAllowed = 'LOTVAR', MaturityYearAndMonth = 'MAT', MaturityRange = 'MATURITY', MaximumSubstitutionsRepo = 'MAXSUBS', MinimumDenomination = 'MINDNOM', MinimumIncrement = 'MININCR', MinimumQuantity = 'MINQTY', PaymentFrequencyCalendar = 'PAYFREQ', NumberOfPieces = 'PIECES', PoolsMaximum = 'PMAX', PoolsPerLot = 'PPL', PoolsPerMillion = 'PPM', PoolsPerTrade = 'PPT', PriceRange = 'PRICE', PricingFrequency = 'PRICEFREQ', ProductionYear = 'PROD', CallProtection = 'PROTECT', Purpose = 'PURPOSE', BenchmarkPriceSource = 'PXSOURCE', RatingSourceAndRange = 'RATING', TypeOfRedemptionValuesAreNonCallablePrefundedEscrowedToMaturityPutableConvertible = 'REDEMPTION', RestrictedYN = 'RESTRICTED', MarketSector = 'SECTOR', SecurityTypeIncludedOrExcluded = 'SECTYPE', Structure = 'STRUCT', SubstitutionsFrequencyRepo = 'SUBSFREQ', SubstitutionsLeftRepo = 'SUBSLEFT', FreeformText = 'TEXT', TradeVarianceValueInPercentMaximumOverOrUnderAllocationAllowed = 'TRDVAR', WeightedAverageCouponValueInPercentExactOrRangePlusGrossOrNetOfServicingSpreadTheDefaultEx23465NetMinimumOf65NetOfServicingFee = 'WAC', WeightedAverageLifeCouponValueInPercentExactOrRange = 'WAL', WeightedAverageLoanAgeValueInMonthsExactOrRange = 'WALA', WeightedAverageMaturityValueInMonthsExactOrRange = 'WAM', WholePoolYN = 'WHOLE', YieldRange = 'YIELD', AverageFicoScore = 'AVFICO', OriginalAmount = 'ORIGAMT', AverageLoanSize = 'AVSIZE', PoolEffectiveDate = 'POOLEFFDT', MaximumLoanBalance = 'MAXBAL', PoolInitialFactor = 'POOLINITFCTR', PoolIdentifier = 'POOL', TrancheIdentifier = 'TRANCHE', TypeOfRollTrade = 'ROLLTYPE', SubstitutionYN = 'SUBSTITUTION', ReferenceToRollingOrClosingTrade = 'REFTRADE', MultipleExchangeFallbackYN = 'MULTEXCHFLLBCK', PrincipalOfRollingOrClosingTrade = 'REFPRIN', ComponentSecurityFallbackYN = 'COMPSECFLLBCK', InterestOfRollingOrClosingTrade = 'REFINT', LocalJurisdictionYN = 'LOCLJRSDCTN', AvailableOfferQuantityToBeShownToTheStreet = 'AVAILQTY', RelevantJurisdictionYN = 'RELVJRSDCTN', BrokersSalesCredit = 'BROKERCREDIT', OfferPriceToBeShownToInternalBrokers = 'INTERNALPX', OfferQuantityToBeShownToInternalBrokers = 'INTERNALQTY', TheMinimumResidualOfferQuantity = 'LEAVEQTY', MaximumOrderSize = 'MAXORDQTY', OrderQuantityIncrement = 'ORDRINCR', PrimaryOrSecondaryMarketIndicator = 'PRIMARY', BrokerSalesCreditOverride = 'SALESCREDITOVR', TradersCredit = 'TRADERCREDIT', DiscountRateWhenPriceIsDenominatedInPercentOfPar = 'DISCOUNT', YieldToMaturityWhenYieldType235AndYield236ShowADifferentYield = 'YTM' } /* ********************************************* * Defines the unit for a miscellaneous fee. * ********************************************* */ export enum MiscFeeBasis { Absolute = 0, PerUnit = 1, Percentage = 2 } /* **************************************************************** * Indicates whether this message is the last in a sequence of * * messages for those messages that support fragmentation, such * * as Allocation Instruction, Mass Quote, Security List, * * Derivative Security List * **************************************************************** */ export enum LastFragment { NotLastMessage = 'N', LastMessage = 'Y' } /* ************************************ * Reason for Collateral Assignment * ************************************ */ export enum CollAsgnReason { Initial = 0, Scheduled = 1, TimeWarning = 2, MarginDeficiency = 3, MarginExcess = 4, ForwardCollateralDemand = 5, EventOfDefault = 6, AdverseTaxEvent = 7, TransferDeposit = 8, TransferWithdrawal = 9, Pledge = 10 } /* ********************************** * Collateral inquiry qualifiers: * ********************************** */ export enum CollInquiryQualifier { TradeDate = 0, GcInstrument = 1, CollateralInstrument = 2, SubstitutionEligible = 3, NotAssigned = 4, PartiallyAssigned = 5, FullyAssigned = 6, OutstandingTradesTodayEndDate = 7 } /* ****************************************** * Collateral Assignment Transaction Type * ****************************************** */ export enum CollAsgnTransType { New = 0, Replace = 1, Cancel = 2, Release = 3, Reverse = 4 } /* ******************************************* * Type of collateral assignment response. * ******************************************* */ export enum CollAsgnRespType { Received = 0, Accepted = 1, Declined = 2, Rejected = 3, TransactionPending = 4, TransactionCompletedWithWarningSeeText58ForFurtherInformation = 5 } /* *************************************** * Collateral Assignment Reject Reason * *************************************** */ export enum CollAsgnRejectReason { UnknownDealOrderTrade = 0, UnknownOrInvalidInstrument = 1, UnauthorizedTransaction = 2, InsufficientCollateral = 3, InvalidTypeOfCollateral = 4, ExcessiveSubstitution = 5, Other = 99 } /* ********************* * Collateral Status * ********************* */ export enum CollStatus { Unassigned = 0, PartiallyAssigned = 1, AssignmentProposed = 2, AssignedAccepted = 3, Challenged = 4 } /* **************************************************************** * Indicates whether this message is the last report message in * * response to a request message, e.g. * * OrderMassStatusRequest(35=AF), * * TradeCaptureReportRequest(35=AD). * **************************************************************** */ export enum LastRptRequested { NotLastMessage = 'N', LastMessage = 'Y' } /* ********************************* * Identifies type of settlement * ********************************* */ export enum DeliveryType { VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment = 0, FreeDeliverIfSellOrReceiveIfBuyFree = 1, TriParty = 2, HoldInCustody = 3 } /* *********************************************************** * Indicates the action required by a User Request Message * *********************************************************** */ export enum UserRequestType { LogOnUser = 1, LogOffUser = 2, ChangePasswordForUser = 3, RequestIndividualUserStatus = 4, RequestThrottleLimit = 5 } /* ********************************** * Indicates the status of a user * ********************************** */ export enum UserStatus { LoggedIn = 1, NotLoggedIn = 2, UserNotRecognised = 3, PasswordIncorrect = 4, PasswordChanged = 5, Other = 6, ForcedUserLogoutByExchange = 7, SessionShutdownWarning = 8, ThrottleParametersChanged = 9 } /* ************************************************ * Indicates the status of a network connection * ************************************************ */ export enum StatusValue { Connected = 1, NotConnectedDownExpectedUp = 2, NotConnectedDownExpectedDown = 3, InProcess = 4 } /* ********************************************************** * Indicates the type and level of details required for a * * Network Status Request Message * * Boolean logic applies EG If you want to subscribe for * * changes to certain id's then UserRequestType =0 (8+2), * * Snapshot for certain ID's = 9 (8+1) * ********************************************************** */ export enum NetworkRequestType { Snapshot = 1, Subscribe = 2, StopSubscribing = 4, LevelOfDetailThenNoCompIDsBecomesRequired = 8 } /* *************************************************** * Indicates the type of Network Response Message. * *************************************************** */ export enum NetworkStatusResponseType { Full = 1, IncrementalUpdate = 2 } /* *********************** * Trade Report Status * *********************** */ export enum TrdRptStatus { Accepted = 0, Rejected = 1, Cancelled = 2, AcceptedWithErrors = 3, PendingNew = 4, PendingCancel = 5, PendingReplace = 6, Terminated = 7, PendingVerification = 8, DeemedVerified = 9, Verified = 10, Disputed = 11 } /* ********************************************************* * Specifies the affirmation status of the confirmation. * ********************************************************* */ export enum AffirmStatus { Received = 1, ConfirmRejectedIENotAffirmed = 2, Affirmed = 3 } /* ********************************************************** * Action proposed for an Underlying Instrument instance. * ********************************************************** */ export enum CollAction { Retain = 0, Add = 1, Remove = 2 } /* ******************************** * Status of Collateral Inquiry * ******************************** */ export enum CollInquiryStatus { Accepted = 0, AcceptedWithWarnings = 1, Completed = 2, CompletedWithWarnings = 3, Rejected = 4 } /* ************************************************************* * Result returned in response to Collateral Inquiry * * 4000+ Reserved and available for bi-laterally agreed upon * * user-defined values * ************************************************************* */ export enum CollInquiryResult { SuccessfulDefault = 0, InvalidOrUnknownInstrument = 1, InvalidOrUnknownCollateralType = 2, InvalidParties = 3, InvalidTransportTypeRequested = 4, InvalidDestinationRequested = 5, NoCollateralFoundForTheTradeSpecified = 6, NoCollateralFoundForTheOrderSpecified = 7, CollateralInquiryTypeNotSupported = 8, UnauthorizedForCollateralInquiry = 9, OtherFurtherInformationInText58Field = 99 } /* ******************************************************** * PartyIDSource value within a "third instance" Nested * * repeating group. * * Same values as PartyIDSource (447) * ******************************************************** */ export enum Nested3PartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ************************************************************** * PartyRole value within a "third instance" Nested repeating * * group. * * Same values as PartyRole (452) * ************************************************************** */ export enum Nested3PartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ********************************************************* * PartySubIDType value within a "third instance" Nested * * repeating group. * * Same values as PartySubIDType (803) * ********************************************************* */ export enum Nested3PartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ***************************** * Datatype of the parameter * ***************************** */ export enum StrategyParameterType { Int = 1, Length = 2, NumInGroup = 3, SeqNum = 4, TagNum = 5, Float = 6, Qty = 7, Price = 8, PriceOffset = 9, Amt = 10, Percentage = 11, Char = 12, Boolean = 13, String = 14, MultipleCharValue = 15, Currency = 16, Exchange = 17, MonthYear = 18, UtcTimestamp = 19, UtcTimeOnly = 20, LocalMktDate = 21, UtcDateOnly = 22, Data = 23, MultipleStringValue = 24, Country = 25, Language = 26, TzTimeOnly = 27, TzTimestamp = 28, Tenor = 29 } /* ********************************************************** * Used for derivatives. Denotes the current state of the * * Instrument. * ********************************************************** */ export enum SecurityStatus { Active = '1', Inactive = '2', ActiveClosingOrdersOnly = '3', Expired = '4', Delisted = '5', KnockedOut = '6', KnockOutRevoked = '7', PendingExpiry = '8', Suspended = '9', Published = '10', PendingDeletion = '11' } /* *********************************************************** * Used for derivatives that deliver into cash underlying. * *********************************************************** */ export enum UnderlyingCashType { Fixed = 'FIXED', Diff = 'DIFF' } /* ******************************************************** * Indicates order settlement period for the underlying * * instrument. * ******************************************************** */ export enum UnderlyingSettlementType { T1 = 2, T3 = 4, T4 = 5 } export enum SecurityUpdateAction { Add = 'A', Delete = 'D', Modify = 'M' } /* **************************** * Expiration Quantity type * **************************** */ export enum ExpirationQtyType { AutoExercise = 1, NonAutoExercise = 2, FinalWillBeExercised = 3, ContraryIntention = 4, Difference = 5 } /* *************************************************************** * Identifies whether the allocation is to be sub-allocated or * * allocated to a third party * *************************************************************** */ export enum IndividualAllocType { SubAllocate = 1, ThirdPartyAllocation = 2 } /* **************************************************************** * The unit of measure of the underlying commodity upon which * * the contract is based. Two groups of units of measure * * enumerations are supported. * * Fixed Magnitude UOMs are primarily used in energy * * derivatives and specify a magnitude (such as, MM, Kilo, M, * * etc.) and the dimension (such as, watt hours, BTU's) to * * produce standard fixed measures (such as MWh - * * Megawatt-hours, MMBtu - One million BTUs). * * The second group, Variable Quantity UOMs, specifies the * * dimension as a single unit without a magnitude (or more * * accurately a magnitude of one) and uses the * * UnitOfMeasureQty(1147) field to define the quantity of units * * per contract. Variable Quantity UOMs are used for both * * commodities (such as lbs of lean cattle, bushels of corn, * * ounces of gold) and financial futures. * * Examples: * * For lean cattle futures contracts, a UnitOfMeasure of 'lbs' * * with a UnitOfMeasureQty(1147) of 40,000, means each lean * * cattle futures contract represents 40,000 lbs of lean * * cattle. * * For Eurodollars futures contracts, a UnitOfMeasure of Ccy * * with a UnitOfMeasureCurrency(1716) of USD and a * * UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar * * futures contract represents 1,000,000 USD. * * For gold futures contracts, a UnitOfMeasure is oz_tr (Troy * * ounce) with a UnitOfMeasureQty(1147) of 1,000, means each * * gold futures contract represents 1,000 troy ounces of gold. * **************************************************************** */ export enum UnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Unit of time associated with the contract. * * NOTE: Additional values may be used by mutual agreement of * * the counterparties * ************************************************************** */ export enum TimeUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ******************************************** * Refer to defintion of UnitOfMeasure(996) * ******************************************** */ export enum UnderlyingUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ******************************************** * Refer to defintion of UnitOfMeasure(996) * ******************************************** */ export enum LegUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ********************* * Same as TimeUnit. * ********************* */ export enum UnderlyingTimeUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ********************* * Same as TimeUnit. * ********************* */ export enum LegTimeUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ********************************************************* * Specifies the method under which a trade quantity was * * allocated. * ********************************************************* */ export enum AllocMethod { Automatic = 1, Guarantor = 2, Manual = 3, BrokerAssigned = 4 } /* **************************************************************** * Used on a multi-sided trade to specify the type of trade for * * a given side. Same values as TrdSubType (829). * **************************************************************** */ export enum SideTrdSubTyp { Cmta = 0, InternalTransferOrAdjustment = 1, ExternalTransferOrTransferOfAccount = 2, RejectForSubmittingSide = 3, AdvisoryForContraSide = 4, OffsetDueToAnAllocation = 5, OnsetDueToAnAllocation = 6, DifferentialSpread = 7, ImpliedSpreadLegExecutedAgainstAnOutright = 8, TransactionFromExercise = 9, TransactionFromAssignment = 10, Acats = 11, AiAutomatedInputFacilityDisabledInResponseToAnExchangeRequest = 14, BTransactionBetweenTwoMemberFirmsWhereNeitherMemberFirmIsRegisteredAsAMarketMakerInTheSecurityInQuestionAndNeitherIsADesignatedFundManagerAlsoUsedByBrokerDealersWhenDealingWithAnotherBrokerWhichIsNotAMemberFirmNonOrderBookSecuritiesOnly = 15, KTransactionUsingBlockTradeFacility = 16, LcCorrectionSubmittedMoreThanThreeDaysAfterPublicationOfTheOriginalTradeReport = 17, MTransactionOtherThanATransactionResultingFromAStockSwapOrStockSwitchBetweenTwoMarketMakersRegisteredInThatSecurityIncludingIdbOrAPublicDisplaySystemTradesNonOrderBookSecuritiesOnly = 18, NNonProtectedPortfolioTransactionOrAFullyDisclosedPortfolioTransaction = 19, NmITransactionWhereExchangeHasGrantedPermissionForNonPublicationIiIdbIsReportingAsSellerIiiSubmittingATransactionReportToTheExchangeWhereTheTransactionReportIsNotAlsoATradeReport = 20, NrNonRiskTransactionInASeatsSecurityOtherThanAnAimSecurity = 21, PProtectedPortfolioTransactionOrAWorkedPrincipalAgreementToEffectAPortfolioTransactionWhichIncludesOrderBookSecurities = 22, PaProtectedTransactionNotification = 23, PcContraTradeForTransactionWhichTookPlaceOnAPreviousDayAndWhichWasAutomaticallyExecutedOnTheExchangeTradingSystem = 24, PnWorkedPrincipalNotificationForAPortfolioTransactionWhichIncludesOrderBookSecurities = 25, RIRisklessPrincipalTransactionBetweenNonMembersWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesOrOnDifferentTermsRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionIiMarketMakerIsReportingAllTheLegsOfARisklessPrincipalTransactionWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionOrIiiMarketMakerIsReportingTheOnwardLegOfARisklessPrincipalTransactionWhereTheLegsAreExecutedAtDifferentPricesAndAnotherMarketMakerHasSubmittedATradeReportUsingTradeTypeIndicatorMForTheFirstLegThisRequiresASingleTradeReportWithTradeTypeIndicatorR = 26, RoTransactionWhichResultedFromTheExerciseOfATraditionalOptionOrAStockSettledCoveredWarrant = 27, RtRiskTransactionInASeatsSecurityExcludingAimSecurityReportedByAMarketMakerRegisteredInThatSecurity = 28, SwTransactionsResultingFromStockSwapOrAStockSwitchOneReportIsRequiredForEachLineOfStock = 29, TIfReportingASingleProtectedTransaction = 30, WnWorkedPrincipalNotificationForASingleOrderBookSecurity = 31, WtWorkedPrincipalTransactionOtherThanAPortfolioTransaction = 32, OffHoursTrade = 33, OnHoursTrade = 34, OtcQuote = 35, ConvertedSwap = 36, CrossedTradeX = 37, InterimProtectedTradeI = 38, LargeInScaleL = 39, WashTrade = 40, TradeAtSettlementTas = 41, AuctionTrade = 42, TradeAtMarkerTam = 43, DefaultCreditEvent = 44, RestructuringCreditEvent = 45, MergerSuccessionEvent = 46, SpinOffSuccessionEvent = 47, MultilateralCompression = 48, Balancing = 50, BasisTradeIndexCloseBtic = 51 } /* ******************************* * Same as TrdRegTimeStampType * ******************************* */ export enum SideTrdRegTimestampType { ExecutionTime = 1, TimeIn = 2, TimeOut = 3, BrokerReceipt = 4, BrokerExecution = 5, DeskReceipt = 6, SubmissionToClearing = 7, TimePriority = 8, OrderbookEntryTime = 9, OrderSubmissionTime = 10, PubliclyReported = 11, PublicReportUpdated = 12, NonPubliclyReported = 13, NonPublicReportUpdated = 14, SubmittedForConfirmation = 15, UpdatedForConfirmation = 16, Confirmed = 17, UpdatedForClearing = 18, Cleared = 19, AllocationsSubmitted = 20, AllocationsUpdated = 21, ApplicationCompleted = 22, SubmittedToRepository = 23, PostTradeContinuationEvent = 24, PostTradeValuation = 25, PreviousTimePriority = 26 } /* **************************************************************** * A trade that is being submitted for a trade date prior to * * the current trade or clearing date, e.g. in an open outcry * * market an out trade being submitted for the previous trading * * session or trading day. * **************************************************************** */ export enum AsOfIndicator { FalseTradeIsNotAnAsOfTrade = '0', TrueTradeIsAnAsOfTrade = '1' } /* ************************************************************** * Describes the type of book for which the feed is intended. * * Used when multiple feeds are provided over the same * * connection * ************************************************************** */ export enum MDBookType { TopOfBook = 1, PriceDepth = 2, OrderDepth = 3 } /* ********************************************************* * Used to describe the origin of the market data entry. * ********************************************************* */ export enum MDOriginType { Book = 0, OffBook = 1, Cross = 2, QuoteDrivenMarket = 3, DarkOrderBook = 4, AuctionDrivenMarket = 5, QuoteNegotiation = 6, VoiceNegotiation = 7, HybridMarket = 8 } /* *************************************************************************************** * Codes that apply special information that the Broker / * * Dealer needs to report, as specified by the customer. * * NOTE: This field and its values have no bearing on the * * ExecInst and TimeInForce fields. These values should not be * * used instead of ExecInst or TimeInForce. This field and its * * values are intended for compliance reporting and/or billing * * purposes only. * * * * For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid * * values are (as of OATS Phase 3 as provided by FINRA. See * * also * * http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm * * for a complete list. * * * * For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source * * Code), only one enumeration value may be specified. * *************************************************************************************** */ export enum CustOrderHandlingInst { PhoneSimple = 'A', GOrderFinraOatsFcmApiOrFixFiaExecutionSource = 'G', AddOnOrder = 'ADD', PhoneComplex = 'B', AllOrNone = 'AON', FcmProvidedScreen = 'C', OtherProvidedScreen = 'D', ConditionalOrder = 'CND', CashNotHeld = 'CNH', ClientProvidedPlatformControlledByFcm = 'E', ClientProvidedPlatformDirectToExchange = 'F', DeliveryInstructionsCash = 'CSH', DirectedOrder = 'DIR', AlgoEngine = 'H', DiscretionaryLimitOrder = 'DLO', ExchangeForPhysicalTransaction = 'E.W', PriceAtExecutionPriceAddedAtInitialOrderEntryTradingMiddleOfficeOrTimeOfGiveUp = 'J', FillOrKill = 'FOK', DeskElectronic = 'W', DeskPit = 'X', ClientElectronic = 'Y', IntradayCross = 'IDX', ImbalanceOnly = 'IO', ClientPit = 'Z', ImmediateOrCancel = 'IOC', IntermarketSweepOrder = 'ISO', LimitOnOpen = 'LOO', LimitOnClose = 'LOC', MarketAtOpen = 'MAO', MarketAtClose = 'MAC', MarketOnOpen = 'MOO', MarketOnClose = 'MOC', MergerRelatedTransferPosition = 'MPT', MinimumQuantity = 'MQT', MarketToLimit = 'MTL', DeliveryInstructionsNextDay = 'ND', NotHeld = 'NH', OptionsRelatedTransaction = 'OPT', OverTheDay = 'OVD', Pegged = 'PEG', ReserveSizeOrder = 'RSV', StopStockTransaction = 'S.W', Scale = 'SCL', DeliveryInstructionsSellersOption = 'SLR', TimeOrder = 'TMO', TrailingStop = 'TS', Work = 'WRK', StayOnOfferside = 'F0', GoAlong = 'F3', ParticipateDoNotInitiate = 'F6', StrictScale = 'F7', TryToScale = 'F8', StayOnBidside = 'F9', NoCross = 'FA', OkToCross = 'FB', CallFirst = 'FC', PercentOfVolume = 'FD', ReinstateOnSystemFailure = 'FH', InstitutionOnly = 'FI', ReinstateOnTradingHalt = 'FJ', CancelOnTradingHalf = 'FK', LastPeg = 'FL', MidPricePeg = 'FM', NonNegotiable = 'FN', OpeningPeg = 'FO', MarketPeg = 'FP', CancelOnSystemFailure = 'FQ', PrimaryPeg = 'FR', Suspend = 'FS', FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'FT', PegToVwap = 'FW', TradeAlong = 'FX', TryToStop = 'FY', CancelIfNotBest = 'FZ', StrictLimit = 'Fb', IgnorePriceValidityChecks = 'Fc', PegToLimitPrice = 'Fd', WorkToTargetStrategy = 'Fe' } /* **************************************************************** * Identifies the class or source of the order handling * * instruction values. Scope of this will apply to both * * CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). * * Conditionally required when CustOrderHandlingInst(1031) or * * DeskOrderHandlingInst(1035) is specified. * **************************************************************** */ export enum OrderHandlingInstSource { FinraOats = 1, FiaExecutionSourceCode = 2 } /* ************************************************************* * Identifies the type of Trading Desk. * * Conditionally required when InformationBarrierID(1727) is * * specified for OATS. * ************************************************************* */ export enum DeskType { Agency = 'A', Arbitrage = 'AR', BlockTrading = 'B', ConvertibleDesk = 'C', CentralRiskBooks = 'CR', Derivatives = 'D', EquityCapitalMarkets = 'EC', International = 'IN', Institutional = 'IS', Other = 'O', PreferredTrading = 'PF', Proprietary = 'PR', ProgramTrading = 'PT', Sales = 'S', Swaps = 'SW', TradingDeskOrSystemNonMarketMaker = 'T', Treasury = 'TR' } /* ************************************************************ * Identifies the class or source of DeskType(1033) values. * * Conditionally required when DeskType(1033) is specified. * ************************************************************ */ export enum DeskTypeSource { FinraOats = 1 } /* *************************************************************** * Codes that apply special information that the broker-dealer * * needs to report. * *************************************************************** */ export enum DeskOrderHandlingInst { PhoneSimple = 'A', GOrderFinraOatsFcmApiOrFixFiaExecutionSource = 'G', AddOnOrder = 'ADD', PhoneComplex = 'B', AllOrNone = 'AON', FcmProvidedScreen = 'C', OtherProvidedScreen = 'D', ConditionalOrder = 'CND', CashNotHeld = 'CNH', ClientProvidedPlatformControlledByFcm = 'E', ClientProvidedPlatformDirectToExchange = 'F', DeliveryInstructionsCash = 'CSH', DirectedOrder = 'DIR', AlgoEngine = 'H', DiscretionaryLimitOrder = 'DLO', ExchangeForPhysicalTransaction = 'E.W', PriceAtExecutionPriceAddedAtInitialOrderEntryTradingMiddleOfficeOrTimeOfGiveUp = 'J', FillOrKill = 'FOK', DeskElectronic = 'W', DeskPit = 'X', ClientElectronic = 'Y', IntradayCross = 'IDX', ImbalanceOnly = 'IO', ClientPit = 'Z', ImmediateOrCancel = 'IOC', IntermarketSweepOrder = 'ISO', LimitOnOpen = 'LOO', LimitOnClose = 'LOC', MarketAtOpen = 'MAO', MarketAtClose = 'MAC', MarketOnOpen = 'MOO', MarketOnClose = 'MOC', MergerRelatedTransferPosition = 'MPT', MinimumQuantity = 'MQT', MarketToLimit = 'MTL', DeliveryInstructionsNextDay = 'ND', NotHeld = 'NH', OptionsRelatedTransaction = 'OPT', OverTheDay = 'OVD', Pegged = 'PEG', ReserveSizeOrder = 'RSV', StopStockTransaction = 'S.W', Scale = 'SCL', DeliveryInstructionsSellersOption = 'SLR', TimeOrder = 'TMO', TrailingStop = 'TS', Work = 'WRK', StayOnOfferside = 'F0', GoAlong = 'F3', ParticipateDoNotInitiate = 'F6', StrictScale = 'F7', TryToScale = 'F8', StayOnBidside = 'F9', NoCross = 'FA', OkToCross = 'FB', CallFirst = 'FC', PercentOfVolume = 'FD', ReinstateOnSystemFailure = 'FH', InstitutionOnly = 'FI', ReinstateOnTradingHalt = 'FJ', CancelOnTradingHalf = 'FK', LastPeg = 'FL', MidPricePeg = 'FM', NonNegotiable = 'FN', OpeningPeg = 'FO', MarketPeg = 'FP', CancelOnSystemFailure = 'FQ', PrimaryPeg = 'FR', Suspend = 'FS', FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'FT', PegToVwap = 'FW', TradeAlong = 'FX', TryToStop = 'FY', CancelIfNotBest = 'FZ', StrictLimit = 'Fb', IgnorePriceValidityChecks = 'Fc', PegToLimitPrice = 'Fd', WorkToTargetStrategy = 'Fe' } /* ********************************************************* * The status of this execution acknowledgement message. * ********************************************************* */ export enum ExecAckStatus { ReceivedNotYetProcessed = '0', Accepted = '1', DontKnowRejected = '2' } /* ************************************************************** * Settlement method for a contract or instrument. Additional * * values may be used with bilateral agreement. * ************************************************************** */ export enum UnderlyingSettlMethod { CashSettlementRequired = 'C', PhysicalSettlementRequired = 'P', ElectionAtExercise = 'E' } /* ********************************************************* * conveys how the collateral should be/has been applied * ********************************************************* */ export enum CollApplType { SpecificDeposit = 0, General = 1 } /* ********************************************************** * Specifies whether the UnderlyingFxRate(1045) should be * * multiplied or divided. * ********************************************************** */ export enum UnderlyingFXRateCalc { Divide = 'D', Multiply = 'M' } /* *************************************************************** * Indicates whether the resulting position after a trade * * should be an opening position or closing position. Used for * * omnibus accounting - where accounts are held on a gross * * basis instead of being netted together. * *************************************************************** */ export enum AllocPositionEffect { Open = 'O', Close = 'C', Rolled = 'R', Fifo = 'F' } /* ************************************************ * Identifies role of dealer; Agent, Principal, * * RisklessPrincipal * ************************************************ */ export enum DealingCapacity { Agent = 'A', Principal = 'P', RisklessPrincipal = 'R' } /* *********************************************** * Method under which assignment was conducted * *********************************************** */ export enum InstrmtAssignmentMethod { ProRata = 'P', Random = 'R' } /* *********************************************************** * PartyIDSource value within an instrument partyrepeating * * group. * * Same values as PartyIDSource (447) * *********************************************************** */ export enum InstrumentPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ************************************************************* * PartyRole value within an instrument partyepeating group. * * Same values as PartyRole (452) * ************************************************************* */ export enum InstrumentPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ********************************************** * Type of InstrumentPartySubID (1053) value. * * Same values as PartySubIDType (803) * ********************************************** */ export enum InstrumentPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* **************************************************************** * Used to identify whether the order initiator is an aggressor * * or not in the trade. * **************************************************************** */ export enum AggressorIndicator { OrderInitiatorIsAggressor = 'Y', OrderInitiatorIsPassive = 'N' } /* ******************************************************* * PartyIDSource value within an underlying instrument * * partyrepeating group. * * Same values as PartyIDSource (447) * ******************************************************* */ export enum UnderlyingInstrumentPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* *************************************************** * PartyRole value within an underlying instrument * * partyepeating group. * * Same values as PartyRole (452) * *************************************************** */ export enum UnderlyingInstrumentPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ********************************************************* * Type of underlying InstrumentPartySubID (1053) value. * * Same values as PartySubIDType (803) * ********************************************************* */ export enum UnderlyingInstrumentPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ************************************** * Identifies market data quote type. * ************************************** */ export enum MDQuoteType { Indicative = 0, Tradeable = 1, RestrictedTradeable = 2, Counter = 3, IndicativeAndTradeable = 4 } /* ************************************************************** * Used to specify what identifier, provided in order depth * * market data, to use when hitting (taking) a specific order * * or to identify what type of order or quote reference is * * being provided when seeking credit limit check. * ************************************************************** */ export enum RefOrderIDSource { SecondaryOrderId198 = '0', OrderId37 = '1', MdEntryId278 = '2', QuoteEntryId299 = '3', OriginalOrderId = '4', QuoteId117 = '5', QuoteReqId131 = '6' } /* ************************************************ * Instructs when to refresh DisplayQty (1138). * ************************************************ */ export enum DisplayWhen { ImmediateAfterEachFill = '1', ExhaustWhenDisplayQty0 = '2' } /* ********************************************************** * Defines what value to use in DisplayQty (1138). If not * * specified the default DisplayMethod is "1" * ********************************************************** */ export enum DisplayMethod { InitialUseOriginalDisplayQty = '1', NewUseRefreshQty = '2', RandomRandomizeValue = '3', UndisclosedInvisibleOrder = '4' } /* ************************************************************** * Defines the type of price protection the customer requires * * on their order. * ************************************************************** */ export enum PriceProtectionScope { None = '0', LocalExchangeEcnAts = '1', NationalAcrossAllNationalMarkets = '2', GlobalAcrossAllMarkets = '3' } /* *********************************************** * Defines the lot type assigned to the order. * *********************************************** */ export enum LotType { OddLot = '1', RoundLot = '2', BlockLot = '3', RoundLotBasedUponUnitOfMeasure996 = '4' } /* **************************** * Defines the type of peg. * **************************** */ export enum PegPriceType { LastPegLastSale = 1, MidPricePegMidpriceOfInsideQuote = 2, OpeningPeg = 3, MarketPeg = 4, PrimaryPegPrimaryMarketBuyAtBidOrSellAtOffer = 5, PegToVwap = 7, TrailingStopPeg = 8, PegToLimitPrice = 9, ShortSaleMinimumPricePeg = 10 } /* ************************************************************* * Defines the identity of the security off whose prices the * * order will peg. Same values as SecurityIDSource (22) * ************************************************************* */ export enum PegSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* **************************************************************** * Defines when the trigger will hit, i.e. the action specified * * by the trigger instructions will come into effect. * **************************************************************** */ export enum TriggerType { PartialExecution = '1', SpecifiedTradingSession = '2', NextAuction = '3', PriceMovement = '4', OnOrderEntryOrOrderModificationEntry = '5' } /* ************************************************************* * Defines the type of action to take when the trigger hits. * ************************************************************* */ export enum TriggerAction { Activate = '1', Modify = '2', Cancel = '3' } /* ************************************************************* * Defines the identity of the security whose prices will be * * tracked by the trigger logic. Same values as * * SecurityIDSource (22). * ************************************************************* */ export enum TriggerSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ****************************************************** * The type of price that the trigger is compared to. * ****************************************************** */ export enum TriggerPriceType { BestOffer = '1', LastTrade = '2', BestBid = '3', BestBidOrLastTrade = '4', BestOfferOrLastTrade = '5', BestMid = '6' } /* ************************************************************** * Defines the type of price protection the customer requires * * on their order. * ************************************************************** */ export enum TriggerPriceTypeScope { None = '0', LocalExchangeEcnAts = '1', NationalAcrossAllNationalMarkets = '2', GlobalAcrossAllMarkets = '3' } /* ***************************************************** * The side from which the trigger price is reached. * ***************************************************** */ export enum TriggerPriceDirection { TriggerIfThePriceOfTheSpecifiedTypeGoesUpToOrThroughTheSpecifiedTriggerPrice = 'U', TriggerIfThePriceOfTheSpecifiedTypeGoesDownToOrThroughTheSpecifiedTriggerPrice = 'D' } /* **************************************************************** * The OrdType the order should have after the trigger has hit. * * Required to express orders that change from Limit to Market. * * Other values from OrdType (40) may be used if appropriate * * and bilaterally agreed upon. * **************************************************************** */ export enum TriggerOrderType { Market = '1', Limit = '2' } /* **************************************************************** * Defines the type of interest behind a trade (fill or partial * * fill). * **************************************************************** */ export enum OrderCategory { Order = '1', Quote = '2', PrivatelyNegotiatedTrade = '3', MultilegOrder = '4', LinkedOrder = '5', QuoteRequest = '6', ImpliedOrder = '7', CrossOrder = '8', StreamingPriceQuote = '9', InternalCrossOrder = 'A' } /* ************************************************************* * PartyIDSource value within a root parties component. Same * * values as PartyIDSource (447) * ************************************************************* */ export enum RootPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* **************************************************************** * PartyRole value within a root parties component. Same values * * as PartyRole (452) * **************************************************************** */ export enum RootPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ******************************************************* * Type of RootPartySubID (1121) value. Same values as * * PartySubIDType (803) * ******************************************************* */ export enum RootPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ********************************************************* * Specified how the TradeCaptureReport(35=AE) should be * * handled by the respondent. * ********************************************************* */ export enum TradeHandlingInstr { TradeConfirmation = '0', TwoPartyReport = '1', OnePartyReportForMatching = '2', OnePartyReportForPassThrough = '3', AutomatedFloorOrderRouting = '4', TwoPartyReportForClaim = '5', OnePartyReport = '6', ThirdPartyReportForPassThrough = '7', OnePartyReportForAutoMatch = '8' } /* *************************************************************** * Optionally used with TradeHandlingInstr = 0 to relay the * * trade handling instruction used when reporting the trade to * * the marketplace. Same values as TradeHandlingInstr (1123) * *************************************************************** */ export enum OrigTradeHandlingInstr { TradeConfirmation = '0', TwoPartyReport = '1', OnePartyReportForMatching = '2', OnePartyReportForPassThrough = '3', AutomatedFloorOrderRouting = '4', TwoPartyReportForClaim = '5', OnePartyReport = '6', ThirdPartyReportForPassThrough = '7', OnePartyReportForAutoMatch = '8' } /* *************************************************************** * Specifies the service pack release being applied at message * * level. Enumerated field with values assigned at time of * * service pack release * *************************************************************** */ export enum ApplVerID { Fix27 = '0', Fix30 = '1', Fix40 = '2', Fix41 = '3', Fix42 = '4', Fix43 = '5', Fix44 = '6', Fix50 = '7', Fix50Sp1 = '8', Fix50Sp2 = '9' } /* ************************************************************** * Specifies the service pack release being applied to a * * message at the session level. Enumerated field with values * * assigned at time of service pack release. Uses same values * * as ApplVerID * ************************************************************** */ export enum RefApplVerID { Fix27 = '0', Fix30 = '1', Fix40 = '2', Fix41 = '3', Fix42 = '4', Fix43 = '5', Fix44 = '6', Fix50 = '7', Fix50Sp1 = '8', Fix50Sp2 = '9' } /* ********************************** * The ID source of ExDestination * ********************************** */ export enum ExDestinationIDSource { BicBankIdentificationCodeIso9362 = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', MicIso10383MarketIdentifierCode = 'G' } /* ************************************************************** * Specifies the service pack release being applied, by * * default, to message at the session level. Enumerated field * * with values assigned at time of service pack release. Uses * * same values as ApplVerID * ************************************************************** */ export enum DefaultApplVerID { Fix27 = '0', Fix30 = '1', Fix40 = '2', Fix41 = '3', Fix42 = '4', Fix43 = '5', Fix44 = '6', Fix50 = '7', Fix50Sp1 = '8', Fix50Sp2 = '9' } /* *************************************************************** * Indicates that an implied market should be created for * * either the legs of a multi-leg instrument (Implied-in) or * * for the multi-leg instrument based on the existence of the * * legs (Implied-out). Determination as to whether implied * * markets should be created is generally done at the level of * * the multi-leg instrument. Commonly used in listed * * derivatives. * *************************************************************** */ export enum ImpliedMarketIndicator { NotImplied = 0, ImpliedInTheExistenceOfAMultiLegInstrumentIsImpliedByTheLegsOfThatInstrument = 1, ImpliedOutTheExistenceOfTheUnderlyingLegsAreImpliedByTheMultiLegInstrument = 2, BothImpliedInAndImpliedOut = 3 } /* ********************************************************* * Used to identify the reporting mode of the settlement * * obligation which is either preliminary or final * ********************************************************* */ export enum SettlObligMode { Preliminary = 1, Final = 2 } /* ************************************************************* * Transaction Type - required except where SettlInstMode is * * 5=Reject SSI request * ************************************************************* */ export enum SettlObligTransType { Cancel = 'C', New = 'N', Replace = 'R', Restate = 'T' } /* **************************************************************** * Used to identify whether these delivery instructions are for * * the buyside or the sellside. * **************************************************************** */ export enum SettlObligSource { InstructionsOfBroker = '1', InstructionsForInstitution = '2', Investor = '3', BuyersSettlementInstructions = '4', SellersSettlementInstructions = '5' } /* ********************************************************** * Identifies the status of an individual quote. See also * * QuoteStatus(297) which is used for single Quotes. * ********************************************************** */ export enum QuoteEntryStatus { Accepted = 0, Rejected = 5, RemovedFromMarket = 6, Expired = 7, LockedMarketWarning = 12, CrossMarketWarning = 13, CanceledDueToLockMarket = 14, CanceledDueToCrossMarket = 15, Active = 16 } /* ************************************************************** * Specifies whether a quote is public, i.e. available to the * * market, or private, i.e. available to a specified * * counterparty only. * ************************************************************** */ export enum PrivateQuote { PrivateQuote = 'Y', PublicQuote = 'N' } /* ************************************************ * Specifies the type of respondents requested. * ************************************************ */ export enum RespondentType { AllMarketParticipants = 1, SpecifiedMarketParticipants = 2, AllMarketMakers = 3, PrimaryMarketMakerS = 4 } /* **************************************************************** * Identifies an event related to a SecurityTradingStatus(326). * * An event occurs and is gone, it is not a state that applies * * for a period of time. * **************************************************************** */ export enum SecurityTradingEvent { OrderImbalanceAuctionIsExtended = 1, TradingResumesAfterHalt = 2, PriceVolatilityInterruption = 3, ChangeOfTradingSession = 4, ChangeOfTradingSubsession = 5, ChangeOfSecurityTradingStatus = 6, ChangeOfBookType = 7, ChangeOfMarketDepth = 8, CorporateAction = 9 } /* ********************** * Type of statistics * ********************** */ export enum StatsType { ExchangeLast = 1, HighLowPrice = 2, AveragePriceVwapTwap = 3, TurnoverPriceQty = 4 } /* ***************************************** * Specifies the type of secondary size. * ***************************************** */ export enum MDSecSizeType { Customer = 1, CustomerProfessional = 2, DoNotTradeThrough = 3 } /* ************************************************************** * Used to express the UOM of the price if different from the * * contract. In futures, this can be different for cross-rate * * products in which the price is quoted in units differently * * from the contract * ************************************************************** */ export enum PriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Settlement method for a contract or instrument. Additional * * values may be used with bilateral agreement. * ************************************************************** */ export enum SettlMethod { CashSettlementRequired = 'C', PhysicalSettlementRequired = 'P', ElectionAtExercise = 'E' } /* ********************************************** * Type of exercise of a derivatives security * ********************************************** */ export enum ExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* ****************************** * Method for price quotation * ****************************** */ export enum PriceQuoteMethod { StandardMoneyPerUnitOfAPhysical = 'STD', Index = 'INX', InterestRateIndex = 'INT', PercentOfPar = 'PCTPAR' } /* *************************************************** * Specifies the type of valuation method applied. * *************************************************** */ export enum ValuationMethod { PremiumStyle = 'EQTY', FuturesStyleMarkToMarket = 'FUT', FuturesStyleWithAnAttachedCashAdjustment = 'FUTDA', CdsStyleCollateralizationOfMarketToMarketAndCoupon = 'CDS', CdsInDeliveryUseRecoveryRateToCalculateObligation = 'CDSD' } /* ************************************************************ * Indicates whether instruments are pre-listed only or can * * also be defined via user request * ************************************************************ */ export enum ListMethod { PreListedOnly = 0, UserRequested = 1 } /* ************************************************************ * Specifies the type of tick rule which is being described * ************************************************************ */ export enum TickRuleType { RegularTrading = 0, VariableCabinet = 1, FixedCabinet = 2, TradedAsASpreadLeg = 3, SettledAsASpreadLeg = 4, TradedAsSpread = 5 } /* ****************************************************** * Code to represent the type of instrument attribute * ****************************************************** */ export enum NestedInstrAttribType { FlatSecuritiesPayInterestOnACurrentBasisButAreTradedWithoutInterest = 1, ZeroCoupon = 2, InterestBearingForEuroCommercialPaperWhenNotIssuedAtDiscount = 3, NoPeriodicPayments = 4, VariableRate = 5, LessFeeForPut = 6, SteppedCoupon = 7, CouponPeriodIfNotSemiAnnual = 8, WhenAndIfIssued = 9, OriginalIssueDiscount = 10, CallablePuttable = 11, EscrowedToMaturity = 12, EscrowedToRedemptionDateCallable = 13, PreRefunded = 14, InDefault = 15, Unrated = 16, Taxable = 17, Indexed = 18, SubjectToAlternativeMinimumTax = 19, OriginalIssueDiscountPrice = 20, CallableBelowMaturityValue = 21, CallableWithoutNoticeByMailToHolderUnlessRegistered = 22, PriceTickRulesForSecurity = 23, TradeTypeEligibilityDetailsForSecurity = 24, InstrumentDenominator = 25, InstrumentNumerator = 26, InstrumentPricePrecision = 27, InstrumentStrikePrice = 28, TradeableIndicator = 29, InstrumentIsEligibleToAcceptAnonymousOrders = 30, MinimumGuaranteedFillVolume = 31, MinimumGuaranteedFillStatus = 32, TradeAtSettlementTasEligibility = 33, TestInstrument = 34, DummyInstrument = 35, NegativeSettlementPriceEligibility = 36, NegativeStrikePriceEligibility = 37, UsStandardContractIndicator = 38, Text = 99 } /* ***************************************** * Refer to definition for SymbolSfx(65) * ***************************************** */ export enum DerivativeSymbolSfx { EucpWithLumpSumInterestRatherThanDiscountPrice = 'CD', WhenIssuedForASecurityToBeReissuedUnderAnOldCusipOrIsin = 'WI' } /* ************************************************ * Refer to definition for SecurityIDSoruce(22) * ************************************************ */ export enum DerivativeSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* **************************************************** * Refer to definition for SecurityAltIDSource(456) * **************************************************** */ export enum DerivativeSecurityAltIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* **************************************** * The commission rate unit of measure. * **************************************** */ export enum CommUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } export enum DerivativeProduct { Agency = 1, Commodity = 2, Corporate = 3, Currency = 4, Equity = 5, Government = 6, Index = 7, Loan = 8, Moneymarket = 9, Mortgage = 10, Municipal = 11, Other = 12, Financing = 13 } export enum DerivativeSecurityType { EuroSupranationalCoupons = 'EUSUPRA', CorporateBond = 'CORP', ForeignExchangeContract = 'FOR', CommonStock = 'CS', Repurchase = 'REPO', BradyBond = 'BRADY', TermLoan = 'TERM', BankersAcceptance = 'BA', AssetBackedSecurities = 'ABS', OtherAnticipationNotesBanGanEtc = 'AN', MutualFund = 'MF', FederalAgencyCoupon = 'FAC', CorporatePrivatePlacement = 'CPP', PreferredStock = 'PS', Forward = 'FORWARD', CanadianTreasuryNotes = 'CAN', RevolverLoan = 'RVLV', BankDepositoryNote = 'BDN', CanadianMortgageBonds = 'CMB', CertificateOfObligation = 'COFO', MultilegInstrument = 'MLEG', NonDeliverableForward = 'FXNDF', Cap = 'CAP', FederalAgencyDiscountNote = 'FADN', ConvertibleBond = 'CB', CreditDefaultSwap = 'CDS', BuySellback = 'BUYSELL', CanadianTreasuryBills = 'CTB', RevolverTermLoan = 'RVLVTRM', BankNotes = 'BN', CorpMortgageBackedSecurities = 'CMBS', CertificateOfParticipation = 'COFP', NoSecurityType = 'NONE', FxSpot = 'FXSPOT', UsTreasuryNoteDeprecatedValueUseTnote = 'UST', PrivateExportFunding = 'PEF', DualCurrency = 'DUAL', SecuritiesLoan = 'SECLOAN', EuroSovereigns = 'EUSOV', BridgeLoan = 'BRIDGE', BillOfExchanges = 'BOX', CollateralizedMortgageObligation = 'CMO', GeneralObligationBonds = 'GO', FxForward = 'FXFWD', Collar = 'CLLR', UsTreasuryBillDeprecatedValueUseTbill = 'USTB', UsdSupranationalCoupons = 'SUPRA', EuroCorporateBond = 'EUCORP', SecuritiesPledge = 'SECPLEDGE', CanadianProvincialBonds = 'PROV', LetterOfCredit = 'LOFC', CanadianMoneyMarkets = 'CAMM', IoetteMortgage = 'IET', MandatoryTender = 'MT', FxSwap = 'FXSWAP', CommoditySwap = 'CMDTYSWAP', EuroCorporateFloatingRateNotes = 'EUFRN', TreasuryBillNonUs = 'TB', SwingLineFacility = 'SWING', CertificateOfDeposit = 'CD', MortgageBackedSecurities = 'MBS', RevenueAnticipationNote = 'RAN', WildcardEntryForUseOnSecurityDefinitionRequest = '?', DeliveryVersusPledge = 'DVPLDG', Exotic = 'EXOTIC', UsCorporateFloatingRateNotes = 'FRN', OptionsOnCombo = 'OOC', UsTreasuryBond = 'TBOND', DebtorInPossession = 'DINP', CallLoans = 'CL', MortgageInterestOnly = 'MIO', RevenueBonds = 'REV', Cash = 'CASH', Floor = 'FLR', CollateralBasket = 'COLLBSKT', IndexedLinked = 'XLINKD', InterestStripFromAnyBondOrNote = 'TINT', Defaulted = 'DEFLTED', CommercialPaper = 'CP', MortgagePrincipalOnly = 'MPO', SpecialAssessment = 'SPCLA', ForwardRateAgreement = 'FRA', StructuredNotes = 'STRUCT', Future = 'FUT', UsTreasuryBill = 'TBILL', TreasuryInflationProtectedSecurities = 'TIPS', Withdrawn = 'WITHDRN', DepositNotes = 'DN', MortgagePrivatePlacement = 'MPP', SpecialObligation = 'SPCLO', YankeeCorporateBond = 'YANK', PrincipalStripOfACallableBondOrNote = 'TCAL', Replaced = 'REPLACD', EuroCertificateOfDeposit = 'EUCD', MiscellaneousPassThrough = 'MPT', SpecialTax = 'SPCLT', DerivativeForward = 'FWD', InterestRateSwap = 'IRS', PrincipalStripFromANonCallableBondOrNote = 'TPRN', Matured = 'MATURED', EuroCommercialPaper = 'EUCP', Pfandbriefe = 'PFAND', TaxAnticipationNote = 'TAN', TotalReturnSwap = 'TRS', UsTreasuryNote = 'TNOTE', AmendedRestated = 'AMENDED', LiquidityNote = 'LQN', ToBeAnnounced = 'TBA', TaxAllocation = 'TAXA', LoanLease = 'LOANLEASE', Retired = 'RETIRED', MediumTermNotes = 'MTN', TaxExemptCommercialPaper = 'TECP', OptionsOnFutures = 'OOF', Overnight = 'ONITE', TaxableMunicipalCp = 'TMCP', OptionsOnPhysicalUseNotRecommended = 'OOP', PromissoryNote = 'PN', ShortTermLoanNote = 'STN', TaxRevenueAnticipationNote = 'TRAN', Option = 'OPT', PlazosFijos = 'PZFJ', VariableRateDemandNote = 'VRDN', SecuredLiquidityNote = 'SLQN', Warrant = 'WAR', SpotForward = 'SPOTFWD', TimeDeposit = 'TD', SwapOption = 'SWAPTION', Transmission = 'XMISSION', TermLiquidityNote = 'TLQN', GeneralTypeForAContractBasedOnAnEstablishedIndex = 'INDEX', ExtendedCommNote = 'XCN', BondBasket = 'BDBSKT', YankeeCertificateOfDeposit = 'YCD', ContractForDifference = 'CFD', CorrelationSwap = 'CRLTNSWAP', DividendSwap = 'DVDNDSWAP', EquityBasket = 'EQBSKT', EquityForward = 'EQFWD', ReturnSwap = 'RTRNSWAP', VarianceSwap = 'VARSWAP' } export enum DerivativeInstrmtAssignmentMethod { ProRata = 'P', Random = 'R' } export enum DerivativeSecurityStatus { Active = '1', Inactive = '2', ActiveClosingOrdersOnly = '3', Expired = '4', Delisted = '5', KnockedOut = '6', KnockOutRevoked = '7', PendingExpiry = '8', Suspended = '9', Published = '10', PendingDeletion = '11' } export enum DerivativeUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } export enum DerivativeTimeUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } export enum DerivativeEventType { Put = 1, Call = 2, Tender = 3, SinkingFundCall = 4, Activation = 5, Inactivation = 6, LastEligibleTradeDate = 7, SwapStartDate = 8, SwapEndDate = 9, SwapRollDate = 10, SwapNextStartDate = 11, SwapNextRollDate = 12, FirstDeliveryDate = 13, LastDeliveryDate = 14, InitialInventoryDueDate = 15, FinalInventoryDueDate = 16, FirstIntentDate = 17, LastIntentDate = 18, PositionRemovalDate = 19, MinimumNotice = 20, DeliveryStartTime = 21, DeliveryEndTime = 22, FirstNoticeDate = 23, LastNoticeDate = 24, FirstExerciseDate = 25, RedemptionDate = 26, TradeContinuationEffectiveDate = 27, Other = 99 } /* ********************************************* * Refer to definition of PartyIDSource(447) * ********************************************* */ export enum DerivativeInstrumentPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ***************************************** * REfer to definition of PartyRole(452) * ***************************************** */ export enum DerivativeInstrumentPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* *********************************************** * Refer to definition for PartySubIDType(803) * *********************************************** */ export enum DerivativeInstrumentPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ********************************************** * Type of exercise of a derivatives security * ********************************************** */ export enum DerivativeExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* ********************************************************* * Unit of measure for the Maturity Month Year Increment * ********************************************************* */ export enum MaturityMonthYearIncrementUnits { Months = 0, Days = 1, Weeks = 2, Years = 3 } /* ********************************************************** * Format used to generate the MaturityMonthYear for each * * option * ********************************************************** */ export enum MaturityMonthYearFormat { YearMonthOnlyDefault = 0, YearMonthDay = 1, YearMonthWeek = 2 } /* ***************************************** * Expiration Style for an option class: * ***************************************** */ export enum StrikeExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* **************************************************** * Describes the how the price limits are expressed * **************************************************** */ export enum SecondaryPriceLimitType { PriceDefault = 0, Ticks = 1, Percentage = 2 } /* ***************************************************** * Describes the how the price limits are expressed. * ***************************************************** */ export enum PriceLimitType { PriceDefault = 0, Ticks = 1, Percentage = 2 } /* *********************************************************** * Indicates execution instructions that are valid for the * * specified market segment * *********************************************************** */ export enum ExecInstValue { StayOnOfferSide = '0', NotHeld = '1', Work = '2', GoAlong = '3', OverTheDay = '4', Held = '5', ParticipateDontInitiate = '6', StrictScale = '7', TryToScale = '8', StayOnBidSide = '9', NoCross = 'A', OkToCross = 'B', CallFirst = 'C', PercentOfVolume = 'D', DoNotIncreaseDni = 'E', DoNotReduceDnr = 'F', AllOrNoneAon = 'G', ReinstateOnSystemFailure = 'H', InstitutionsOnly = 'I', ReinstateOnTradingHalt = 'J', CancelOnTradingHalt = 'K', LastPegLastSale = 'L', MidPricePegMidpriceOfInsideQuote = 'M', NonNegotiable = 'N', OpeningPeg = 'O', MarketPeg = 'P', CancelOnSystemFailure = 'Q', PrimaryPeg = 'R', Suspend = 'S', FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T', CustomerDisplayInstruction = 'U', NettingForForex = 'V', PegToVwap = 'W', TradeAlong = 'X', TryToStop = 'Y', CancelIfNotBest = 'Z', TrailingStopPeg = 'a', StrictLimit = 'b', IgnorePriceValidityChecks = 'c', PegToLimitPrice = 'd', WorkToTargetStrategy = 'e', IntermarketSweep = 'f', ExternalRoutingAllowed = 'g', ExternalRoutingNotAllowed = 'h', ImbalanceOnly = 'i', SingleExecutionRequestedForBlockTrade = 'j', BestExecution = 'k', SuspendOnSystemFailure = 'l', SuspendOnTradingHalt = 'm', ReinstateOnConnectionLoss = 'n', CancelOnConnectionLoss = 'o', SuspendOnConnectionLoss = 'p', Release = 'q', ExecuteAsDeltaNeutralUsingVolatilityProvided = 'r', ExecuteAsDurationNeutral = 's', ExecuteAsFxNeutral = 't', MinimumGuaranteedFillEligible = 'u', BypassNonDisplayedLiquidity = 'v', Lock = 'w', IgnoreNotionalValueChecks = 'x', TradeAtReferencePrice = 'y' } /* *********************************************** * Refer to definition of InstrAttribType(871) * *********************************************** */ export enum DerivativeInstrAttribType { FlatSecuritiesPayInterestOnACurrentBasisButAreTradedWithoutInterest = 1, ZeroCoupon = 2, InterestBearingForEuroCommercialPaperWhenNotIssuedAtDiscount = 3, NoPeriodicPayments = 4, VariableRate = 5, LessFeeForPut = 6, SteppedCoupon = 7, CouponPeriodIfNotSemiAnnual = 8, WhenAndIfIssued = 9, OriginalIssueDiscount = 10, CallablePuttable = 11, EscrowedToMaturity = 12, EscrowedToRedemptionDateCallable = 13, PreRefunded = 14, InDefault = 15, Unrated = 16, Taxable = 17, Indexed = 18, SubjectToAlternativeMinimumTax = 19, OriginalIssueDiscountPrice = 20, CallableBelowMaturityValue = 21, CallableWithoutNoticeByMailToHolderUnlessRegistered = 22, PriceTickRulesForSecurity = 23, TradeTypeEligibilityDetailsForSecurity = 24, InstrumentDenominator = 25, InstrumentNumerator = 26, InstrumentPricePrecision = 27, InstrumentStrikePrice = 28, TradeableIndicator = 29, InstrumentIsEligibleToAcceptAnonymousOrders = 30, MinimumGuaranteedFillVolume = 31, MinimumGuaranteedFillStatus = 32, TradeAtSettlementTasEligibility = 33, TestInstrument = 34, DummyInstrument = 35, NegativeSettlementPriceEligibility = 36, NegativeStrikePriceEligibility = 37, UsStandardContractIndicator = 38, Text = 99 } /* **************************************************** * Refer to definition for PriceUnitOfMeasure(1191) * **************************************************** */ export enum DerivativePriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Settlement method for a contract or instrument. Additional * * values may be used with bilateral agreement. * ************************************************************** */ export enum DerivativeSettlMethod { CashSettlementRequired = 'C', PhysicalSettlementRequired = 'P', ElectionAtExercise = 'E' } /* ************************************************* * Refer to definition of PriceQuoteMethod(1196) * ************************************************* */ export enum DerivativePriceQuoteMethod { StandardMoneyPerUnitOfAPhysical = 'STD', Index = 'INX', InterestRateIndex = 'INT', PercentOfPar = 'PCTPAR' } /* ************************************************* * Refer to definition of ValuationMethod(1197). * ************************************************* */ export enum DerivativeValuationMethod { PremiumStyle = 'EQTY', FuturesStyleMarkToMarket = 'FUT', FuturesStyleWithAnAttachedCashAdjustment = 'FUTDA', CdsStyleCollateralizationOfMarketToMarketAndCoupon = 'CDS', CdsInDeliveryUseRecoveryRateToCalculateObligation = 'CDSD' } /* ************************************************************ * Indicates whether instruments are pre-listed only or can * * also be defined via user request * ************************************************************ */ export enum DerivativeListMethod { PreListedOnly = 0, UserRequested = 1 } /* **************************************************** * Indicates whether an Option is for a put or call * **************************************************** */ export enum DerivativePutOrCall { Put = 0, Call = 1 } /* ********************************************************** * If provided, then Instrument occurrence has explicitly * * changed * ********************************************************** */ export enum ListUpdateAction { Add = 'A', Delete = 'D', Modify = 'M', Snapshot = 'S' } /* ******************************************************** * Specifies the action taken for the specified trading * * sessions. * ******************************************************** */ export enum TradSesUpdateAction { Add = 'A', Delete = 'D', Modify = 'M' } /* *************************************************** * Type of Application Message Request being made. * *************************************************** */ export enum ApplReqType { RetransmissionOfApplicationMessagesForTheSpecifiedApplications = 0, SubscriptionToTheSpecifiedApplications = 1, RequestForTheLastApplLastSeqNumPublishedForTheSpecifiedApplications = 2, RequestValidSetOfApplications = 3, UnsubscribeToTheSpecifiedApplications = 4, CancelRetransmission = 5, CancelRetransmissionAndUnsubscribeToTheSpecifiedApplications = 6 } /* ************************************************************ * Used to indicate the type of acknowledgement being sent. * ************************************************************ */ export enum ApplResponseType { RequestSuccessfullyProcessed = 0, ApplicationDoesNotExist = 1, MessagesNotAvailable = 2 } /* ********************************************************** * Used to return an error code or text associated with a * * response to an Application Request. * ********************************************************** */ export enum ApplResponseError { ApplicationDoesNotExist = 0, MessagesRequestedAreNotAvailable = 1, UserNotAuthorizedForApplication = 2 } /* ********************************************** * Put or call indicator of the leg security. * * See PutOrCall(201). * ********************************************** */ export enum LegPutOrCall { Put = 0, Call = 1 } /* **************************************************************** * Identifies an event related to a TradSesStatus(340). An * * event occurs and is gone, it is not a state that applies for * * a period of time. * **************************************************************** */ export enum TradSesEvent { TradingResumesAfterHalt = 0, ChangeOfTradingSession = 1, ChangeOfTradingSubsession = 2, ChangeOfTradingStatus = 3 } /* ****************************************** * Specifies the type of action requested * ****************************************** */ export enum MassActionType { SuspendOrders = 1, ReleaseOrdersFromSuspension = 2, CancelOrders = 3 } /* ************************************************* * Specifies scope of Order Mass Action Request. * ************************************************* */ export enum MassActionScope { AllOrdersForASecurity = 1, AllOrdersForAnUnderlyingSecurity = 2, AllOrdersForAProduct = 3, AllOrdersForACfiCode = 4, AllOrdersForASecurityType = 5, AllOrdersForATradingSession = 6, AllOrders = 7, AllOrdersForAMarket = 8, AllOrdersForAMarketSegmentOrMultipleSegments = 9, AllOrdersForASecurityGroup = 10, CancelForSecurityIssuer = 11, CancelForIssuerOfUnderlyingSecurity = 12 } /* ************************************************************* * Specifies the action taken by counterparty order handling * * system as a result of the action type indicated in * * MassActionType of the Order Mass Action Request. * ************************************************************* */ export enum MassActionResponse { RejectedSeeMassActionRejectReason1376 = 0, Accepted = 1, Completed = 2 } /* ************************************************* * Reason Order Mass Action Request was rejected * ************************************************* */ export enum MassActionRejectReason { MassActionNotSupported = 0, InvalidOrUnknownSecurity = 1, InvalidOrUnknownUnderlyingSecurity = 2, InvalidOrUnknownProduct = 3, InvalidOrUnknownCfiCode = 4, InvalidOrUnknownSecurityType = 5, InvalidOrUnknownTradingSession = 6, InvalidOrUnknownMarket = 7, InvalidOrUnknownMarketSegment = 8, InvalidOrUnknownSecurityGroup = 9, InvalidOrUnknownSecurityIssuer = 10, InvalidOrUnknownIssuerOfUnderlyingSecurity = 11, Other = 99 } /* ************************************************************* * Specifies the type of multileg order. Defines whether the * * security is pre-defined or user-defined. Note that * * MultilegModel(1377)=2(User-defined, Non-Securitized, * * Multileg) does not apply for Securities. * ************************************************************* */ export enum MultilegModel { PredefinedMultilegSecurity = 0, UserDefinedMultilegSecurity = 1, UserDefinedNonSecuritizedMultileg = 2 } /* *********************************************************** * Code to represent how the multileg price is to be * * interpreted when applied to the legs. * * (See Volume : "Glossary" for further value definitions) * *********************************************************** */ export enum MultilegPriceMethod { NetPrice = 0, ReversedNetPrice = 1, YieldDifference = 2, Individual = 3, ContractWeightedAveragePrice = 4, MultipliedPrice = 5 } /* ******************************* * Refer to ExecInst(18) * * Same values as ExecInst(18) * ******************************* */ export enum LegExecInst { StayOnOfferSide = '0', NotHeld = '1', Work = '2', GoAlong = '3', OverTheDay = '4', Held = '5', ParticipateDontInitiate = '6', StrictScale = '7', TryToScale = '8', StayOnBidSide = '9', NoCross = 'A', OkToCross = 'B', CallFirst = 'C', PercentOfVolume = 'D', DoNotIncreaseDni = 'E', DoNotReduceDnr = 'F', AllOrNoneAon = 'G', ReinstateOnSystemFailure = 'H', InstitutionsOnly = 'I', ReinstateOnTradingHalt = 'J', CancelOnTradingHalt = 'K', LastPegLastSale = 'L', MidPricePegMidpriceOfInsideQuote = 'M', NonNegotiable = 'N', OpeningPeg = 'O', MarketPeg = 'P', CancelOnSystemFailure = 'Q', PrimaryPeg = 'R', Suspend = 'S', FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T', CustomerDisplayInstruction = 'U', NettingForForex = 'V', PegToVwap = 'W', TradeAlong = 'X', TryToStop = 'Y', CancelIfNotBest = 'Z', TrailingStopPeg = 'a', StrictLimit = 'b', IgnorePriceValidityChecks = 'c', PegToLimitPrice = 'd', WorkToTargetStrategy = 'e', IntermarketSweep = 'f', ExternalRoutingAllowed = 'g', ExternalRoutingNotAllowed = 'h', ImbalanceOnly = 'i', SingleExecutionRequestedForBlockTrade = 'j', BestExecution = 'k', SuspendOnSystemFailure = 'l', SuspendOnTradingHalt = 'm', ReinstateOnConnectionLoss = 'n', CancelOnConnectionLoss = 'o', SuspendOnConnectionLoss = 'p', Release = 'q', ExecuteAsDeltaNeutralUsingVolatilityProvided = 'r', ExecuteAsDurationNeutral = 's', ExecuteAsFxNeutral = 't', MinimumGuaranteedFillEligible = 'u', BypassNonDisplayedLiquidity = 'v', Lock = 'w', IgnoreNotionalValueChecks = 'x', TradeAtReferencePrice = 'y' } /* ************************************ * Defines the type of contingency. * ************************************ */ export enum ContingencyType { OneCancelsTheOtherOco = 1, OneTriggersTheOtherOto = 2, OneUpdatesTheOtherOuoAbsoluteQuantityReduction = 3, OneUpdatesTheOtherOuoProportionalQuantityReduction = 4, BidAndOffer = 5, BidAndOfferOco = 6 } /* **************************************************************** * Identifies the reason for rejection of a New Order List * * message. Note that OrdRejReason(103) is used if the * * rejection is based on properties of an individual order part * * of the List. * **************************************************************** */ export enum ListRejectReason { BrokerExchangeOption = 0, ExchangeClosed = 2, TooLateToEnter = 4, UnknownOrder = 5, DuplicateOrderEGDupeClOrdId = 6, UnsupportedOrderCharacteristic = 11, Other = 99 } /* ********************************************************** * Identifies the type of party for trade reporting. Same * * values as PartyRole(452). * ********************************************************** */ export enum TrdRepPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ********************************************************** * Indicates if a trade should be reported via a market * * reporting service. The indicator governs all reporting * * services of the recipient. Replaces * * PublishTrdIndicator(852). * ********************************************************** */ export enum TradePublishIndicator { DoNotPublishTrade = 0, PublishTrade = 1, DeferredPublication = 2 } /* *************************************************************** * Specifies the action taken for the specified MarketID(1301) * * + MarketSegmentID(1300). * *************************************************************** */ export enum MarketUpdateAction { Add = 'A', Delete = 'D', Modify = 'M' } /* *************************** * Status of a FIX session * *************************** */ export enum SessionStatus { SessionActive = 0, SessionPasswordChanged = 1, SessionPasswordDueToExpire = 2, NewSessionPasswordDoesNotComplyWithPolicy = 3, SessionLogoutComplete = 4, InvalidUsernameOrPassword = 5, AccountLocked = 6, LogonsAreNotAllowedAtThisTime = 7, PasswordExpired = 8, ReceivedMsgSeqNum34IsTooLow = 9, ReceivedNextExpectedMsgSeqNum789IsTooHigh = 10 } /* ********************************************** * Refer to definition of PartySubIDType(803) * ********************************************** */ export enum Nested4PartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ********************************************* * Refer to definition of PartyIDSource(447) * ********************************************* */ export enum Nested4PartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ***************************************** * Refer to definition of PartyRole(452) * ***************************************** */ export enum Nested4PartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ********************************************** * Type of exercise of a derivatives security * ********************************************** */ export enum UnderlyingExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* ********************************************** * Type of exercise of a derivatives security * ********************************************** */ export enum LegExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* **************************************************** * Refer to definition for PriceUnitOfMeasure(1191) * **************************************************** */ export enum LegPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* **************************************************** * Refer to definition for PriceUnitOfMeasure(1191) * **************************************************** */ export enum UnderlyingPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ****************** * Type of report * ****************** */ export enum ApplReportType { ResetApplSeqNumToNewValueSpecifiedInApplNewSeqNum1399 = 0, ReportsThatTheLastMessageHasBeenSentForTheApplIDsReferToRefApplLastSeqNum1357ForTheApplicationSequenceNumberOfTheLastMessage = 1, HeartbeatMessageIndicatingThatApplicationIdentifiedByRefApplId1355IsStillAliveReferToRefApplLastSeqNum1357ForTheApplicationSequenceNumberOfThePreviousMessage = 2, ApplicationMessageReSendCompleted = 3 } /* ******************************************************** * Time unit in which the OrderDelay(1428) is expressed * ******************************************************** */ export enum OrderDelayUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* *********************************************************** * Identifies the type of venue where a trade was executed * *********************************************************** */ export enum VenueType { ElectronicExchange = 'E', Pit = 'P', ExPit = 'X', Clearinghouse = 'C', RegisteredMarket = 'R', OffMarket = 'O', CentralLimitOrderBook = 'B', QuoteDrivenMarket = 'Q', DarkOrderBook = 'D', AuctionDrivenMarket = 'A', QuoteNegotiation = 'N', VoiceNeotiation = 'V', HybridMarket = 'H' } /* **************************************** * The reason for updating the RefOrdID * **************************************** */ export enum RefOrdIDReason { GtcFromPreviousDay = 0, PartialFillRemaining = 1, OrderChanged = 2 } /* *************************************************************** * The customer capacity for this trade at the time of the * * order/execution. * * Primarily used by futures exchanges to indicate the CTICode * * (customer type indicator) as required by the US CFTC * * (Commodity Futures Trading Commission). * *************************************************************** */ export enum OrigCustOrderCapacity { MemberTradingForTheirOwnAccount = 1, ClearingFirmTradingForItsProprietaryAccount = 2, MemberTradingForAnotherMember = 3, AllOther = 4 } /* ****************************** * Type of pricing model used * ****************************** */ export enum ModelType { UtilityProvidedStandardModel = 0, ProprietaryUserSuppliedModel = 1 } /* **************************************************************** * Indicates the type of multiplier being applied to the * * contract. Can be optionally used to further define what unit * * ContractMultiplier(tag 231) is expressed in. * **************************************************************** */ export enum ContractMultiplierUnit { Shares = 0, Hours = 1, Days = 2 } /* **************************************************************** * "Indicates the type of multiplier being applied to the * * contract. Can be optionally used to further define what unit * * LegContractMultiplier(tag 614) is expressed in. * **************************************************************** */ export enum LegContractMultiplierUnit { Shares = 0, Hours = 1, Days = 2 } /* ********************************************************* * Indicates the type of multiplier being applied to the * * contract. * ********************************************************* */ export enum UnderlyingContractMultiplierUnit { Shares = 0, Hours = 1, Days = 2 } /* **************************************************************** * Indicates the type of multiplier being applied to the * * contract. Can be optionally used to further define what unit * * DerivativeContractMultiplier(tag 1266)is expressed in. * **************************************************************** */ export enum DerivativeContractMultiplierUnit { Shares = 0, Hours = 1, Days = 2 } /* *************************************************************** * The industry standard flow schedule by which electricity or * * natural gas is traded. Schedules exist by regions and * * on-peak and off-peak status, such as "Western Peak". * *************************************************************** */ export enum FlowScheduleType { NercEasternOffPeak = 0, NercWesternOffPeak = 1, NercCalendarAllDaysInMonth = 2, NercEasternPeak = 3, NercWesternPeak = 4 } /* *************************************************************** * The industry standard flow schedule by which electricity or * * natural gas is traded. Schedules exist by regions and * * on-peak and off-peak status, such as "Western Peak". * *************************************************************** */ export enum LegFlowScheduleType { NercEasternOffPeak = 0, NercWesternOffPeak = 1, NercCalendarAllDaysInMonth = 2, NercEasternPeak = 3, NercWesternPeak = 4 } /* *************************************************************** * The industry standard flow schedule by which electricity or * * natural gas is traded. Schedules exist by regions and * * on-peak and off-peak status, such as "Western Peak". * *************************************************************** */ export enum UnderlyingFlowScheduleType { NercEasternOffPeak = 0, NercWesternOffPeak = 1, NercCalendarAllDaysInMonth = 2, NercEasternPeak = 3, NercWesternPeak = 4 } /* *************************************************************** * The industry standard flow schedule by which electricity or * * natural gas is traded. Schedules exist by regions and * * on-peak and off-peak status, such as "Western Peak". * *************************************************************** */ export enum DerivativeFlowScheduleType { NercEasternOffPeak = 0, NercWesternOffPeak = 1, NercCalendarAllDaysInMonth = 2, NercEasternPeak = 3, NercWesternPeak = 4 } /* ************************************************************** * Indicator to identify whether this fill was a result of a * * liquidity provider providing or liquidity taker taking the * * liquidity. Applicable only for OrdStatus of Partial or * * Filled * ************************************************************** */ export enum FillLiquidityInd { AddedLiquidity = 1, RemovedLiquidity = 2, LiquidityRoutedOut = 3, Auction = 4, TriggeredStopOrder = 5, TriggeredContingencyOrder = 6, TriggeredMarketOrder = 7 } /* ************************************************************** * Indicator to identify whether this fill was a result of a * * liquidity provider providing or liquidity taker taking the * * liquidity. Applicable only for OrdStatus of Partial or * * Filled. * ************************************************************** */ export enum SideLiquidityInd { AddedLiquidity = 1, RemovedLiquidity = 2, LiquidityRoutedOut = 3, Auction = 4, TriggeredStopOrder = 5, TriggeredContingencyOrder = 6, TriggeredMarketOrder = 7 } /* *********************************************************** * Identifies the source of rate information. * * For FX, the reference source to be used for the FX spot * * rate. * *********************************************************** */ export enum RateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* *************************************************************** * Indicates whether the rate source specified is a primary or * * secondary source. * *************************************************************** */ export enum RateSourceType { Primary = 0, Secondary = 1 } /* *************************************************************** * A category of CDS credit event in which the underlying bond * * experiences a restructuring. * * Used to define a CDS instrument. * *************************************************************** */ export enum RestructuringType { FullRestructuring = 'FR', ModifiedRestructuring = 'MR', ModifiedModRestructuring = 'MM', NoRestructuringSpecified = 'XR' } /* **************************************************************** * Specifies which issue (underlying bond) will receive payment * * priority in the event of a default. * * Used to define a CDS instrument. * **************************************************************** */ export enum Seniority { SeniorSecured = 'SD', Senior = 'SR', Subordinated = 'SB' } /* ******************************* * See RestructuringType(1449) * ******************************* */ export enum UnderlyingRestructuringType { FullRestructuring = 'FR', ModifiedRestructuring = 'MR', ModifiedModRestructuring = 'MM', NoRestructuringSpecified = 'XR' } /* *********************** * See Seniority(1450) * *********************** */ export enum UnderlyingSeniority { SeniorSecured = 'SD', Senior = 'SR', Subordinated = 'SB' } /* *************************************************************** * PartyIDSource value within an target party repeating group. * * Same values as PartyIDSource (447) * *************************************************************** */ export enum TargetPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* *********************************************************** * PartyRole value within an target party repeating group. * * Same values as PartyRole (452) * *********************************************************** */ export enum TargetPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ************************************** * Specifies a type of Security List. * ************************************** */ export enum SecurityListType { IndustryClassification = 1, TradingList = 2, MarketMarketSegmentList = 3, NewspaperList = 4 } /* **************************************************************** * Specifies a specific source for a SecurityListType. Relevant * * when a certain type can be provided from various sources. * **************************************************************** */ export enum SecurityListTypeSource { IcbIndustryClassificationBenchmarkPublishedByDowJonesAndFtseWwwIcbenchmarkCom = 1, NaicsNorthAmericanIndustryClassificationSystemReplacedSicStandardIndustryClassificationWwwCensusGovNaicsOrWwwNaicsCom = 2, GicsGlobalIndustryClassificationStandardPublishedByStandardsPoor = 3 } /* **************************** * Category of news mesage. * **************************** */ export enum NewsCategory { CompanyNews = 0, MarketplaceNews = 1, FinancialMarketNews = 2, TechnicalNews = 3, OtherNews = 99 } /* ********************************************************* * Type of reference to another News(35=B) message item. * ********************************************************* */ export enum NewsRefType { Replacement = 0, OtherLanguage = 1, Complimentary = 2, Withdrawal = 3 } /* **************************************************************** * Specifies how the strike price is determined at the point of * * option exercise. The strike may be fixed throughout the life * * of the option, set at expiration to the value of the * * underlying, set to the average value of the underlying , or * * set to the optimal value of the underlying. * **************************************************************** */ export enum StrikePriceDeterminationMethod { FixedStrikeDefaultIfNotSpecified = 1, StrikeSetAtExpirationToUnderlyingOrOtherValueLookbackFloating = 2, StrikeSetToAverageOfUnderlyingSettlementPriceAcrossTheLifeOfTheOption = 3, StrikeSetToOptimalValue = 4 } /* ************************************************************** * Specifies the boundary condition to be used for the strike * * price relative to the underlying price at the point of * * option exercise. * ************************************************************** */ export enum StrikePriceBoundaryMethod { LessThanUnderlyingPriceIsInTheMoneyItm = 1, LessThanOrEqualToTheUnderlyingPriceIsInTheMoneyItm = 2, EqualToTheUnderlyingPriceIsInTheMoneyItm = 3, GreaterThanOrEqualToUnderlyingPriceIsInTheMoneyItm = 4, GreaterThanUnderlyingIsInTheMoneyItm = 5 } /* **************************************************************** * Specifies how the underlying price is determined at the * * point of option exercise. The underlying price may be set to * * the current settlement price, set to a special reference, * * set to the optimal value of the underlying during the * * defined period ("Look-back") or set to the average value of * * the underlying during the defined period ("Asian option"). * **************************************************************** */ export enum UnderlyingPriceDeterminationMethod { Regular = 1, SpecialReference = 2, OptimalValueLookback = 3, AverageValueAsianOption = 4 } /* ********************************************************* * Indicates the type of payout that will result from an * * in-the-money option. * ********************************************************* */ export enum OptPayoutType { Vanilla = 1, Capped = 2, Binary = 3 } /* ***************************************** * Identifies the type of complex event. * ***************************************** */ export enum ComplexEventType { Capped = 1, Trigger = 2, KnockInUp = 3, KnockInDown = 4, KnockOutUp = 5, KnockOutDown = 6, Underlying = 7, ResetBarrier = 8, RollingBarrier = 9, OneTouch = 10, NoTouch = 11, DoubleOneTouch = 12, DoubleNoTouch = 13, ForeignExchangeComposite = 14, ForeignExchangeQuanto = 15, ForeignExchangeCrossCurrency = 16, StrikeSpread = 17, CalendarSpread = 18, PriceObservationAsianOrLookback = 19, PassThrough = 20, StrikeSchedule = 21, EquityValuation = 22, DividendValuation = 23 } /* ************************************************************* * Specifies the boundary condition to be used for the event * * price relative to the underlying price at the point the * * complex event outcome takes effect as determined by the * * ComplexEventPriceTimeType. * ************************************************************* */ export enum ComplexEventPriceBoundaryMethod { LessThanComplexEventPrice1486 = 1, LessThanOrEqualToComplexEventPrice1486 = 2, EqualToComplexEventPrice1486 = 3, GreaterThanOrEqualToComplexEventPrice1486 = 4, GreaterThanComplexEventPrice1486 = 5 } /* *************************************************************** * Specifies when the complex event outcome takes effect. The * * outcome of a complex event is a payout or barrier action as * * specified by the ComplexEventType(1484). * *************************************************************** */ export enum ComplexEventPriceTimeType { Expiration = 1, ImmediateAtAnyTime = 2, SpecifiedDateTime = 3, Close = 4, Open = 5, OfficialSettlementPrice = 6, DerivativesClose = 7, AsSpecifiedInMasterConfirmation = 8 } /* *************************************************************** * Specifies the condition between complex events when more * * than one event is specified. * * Multiple barrier events would use an "or" condition since * * only one can be effective at a given time. A set of digital * * range events would use an "and" condition since both * * conditions must be in effect for a payout to result. * *************************************************************** */ export enum ComplexEventCondition { And = 1, Or = 2 } /* ************************************** * Type of stream assignment request. * ************************************** */ export enum StreamAsgnReqType { StreamAssignmentForNewCustomerS = 1, StreamAssignmentForExistingCustomerS = 2 } /* ***************************************************** * Reason code for stream assignment request reject. * ***************************************************** */ export enum StreamAsgnRejReason { UnknownClient = 0, ExceedsMaximumSize = 1, UnknownOrInvalidCurrencyPair = 2, NoAvailableStream = 3, Other = 99 } /* **************************** * Type of acknowledgement. * **************************** */ export enum StreamAsgnAckType { AssignmentAccepted = 0, AssignmentRejected = 1 } /* ****************************************************** * Identifies the type or role of party that has been * * requested. * ****************************************************** */ export enum RequestedPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* **************************************************************** * Result of a request as identified by the appropriate request * * ID field * **************************************************************** */ export enum RequestResult { ValidRequest = 0, InvalidOrUnsupportedRequest = 1, NoDataFoundThatMatchSelectionCriteria = 2, NotAuthorizedToRetrieveData = 3, DataTemporarilyUnavailable = 4, RequestForDataNotSupported = 5, OtherFurtherInformationInRejectText1328Field = 99 } /* ******************************************************* * Used to specify the type of the party relationship. * ******************************************************* */ export enum PartyRelationship { IsAlso = 0, ClearsFor = 1, ClearsThrough = 2, TradesFor = 3, TradesThrough = 4, Sponsors = 5, SponsoredThrough = 6, ProvidesGuaranteeFor = 7, IsGuaranteedBy = 8, MemberOf = 9, HasMembers = 10, ProvidesMarketplaceFor = 11, ParticipantOfMarketplace = 12, CarriesPositionsFor = 13, PostsTradesTo = 14, EntersTradesFor = 15, EntersTradesThrough = 16, ProvidesQuotesTo = 17, RequestsQuotesFrom = 18, InvestsFor = 19, InvestsThrough = 20, BrokersTradesFor = 21, BrokersTradesThrough = 22, ProvidesTradingServicesFor = 23, UsesTradingServicesOf = 24, ApprovesOf = 25, ApprovedBy = 26, ParentFirmFor = 27, SubsidiaryOf = 28, RegulatoryOwnerOf = 29, OwnedByRegulatory = 30, Controls = 31, IsControlledBy = 32, LegalTitledOwnerOf = 33, OwnedByLegalTitle = 34, BeneficialOwnerOf = 35, OwnedByBeneficial = 36, SettlesFor = 37, SettlesThrough = 38 } /* ************************************************************** * Identifies the source of the PartyDetailAltID(1517) value. * ************************************************************** */ export enum PartyDetailAltIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ******************************************** * Type of PartyDetailAltSubID(1520) value. * ******************************************** */ export enum PartyDetailAltSubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* **************************************************************** * Used to indicate the status of the trade submission (not the * * trade report) * **************************************************************** */ export enum TrdAckStatus { Accepted = 0, Rejected = 1, Received = 2 } /* ************************************************************* * Used to specify the type of risk limit amount or position * * limit quantity or margin requirement amounts. * ************************************************************* */ export enum RiskLimitType { CreditLimit = 0, GrossLimit = 1, NetLimit = 2, Exposure = 3, LongLimit = 4, ShortLimit = 5, CashMargin = 6, AdditionalMargin = 7, TotalMargin = 8, LimitConsumed = 9, ClipSizeNotionalLimitPerTimePeriod = 10, MaximumNotionalOrderSize = 11, Dv01Pv01Limit = 12, Cs01Limit = 13, VolumeLimitPerTimePeriod = 14, VolumeFilledAsPercentOfOrderedVolumePerTimePeriod = 15, NotionalFilledAsPercentOfNotionalPerTimePeriod = 16, TransactionExecutionLimitPerTimePeriod = 17 } /* ****************************************************** * Operator to perform on the instrument(s) specified * ****************************************************** */ export enum InstrumentScopeOperator { Include = 1, Exclude = 2 } /* ******************************************************** * Used to limit instrument scope to specified security * * identifier source. * * See SecurityIDSource(22) field for description. * ******************************************************** */ export enum InstrumentScopeSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ********************************************************** * Used to limit instrument scope to specified instrument * * product category. * * See Product (460) field for description. * ********************************************************** */ export enum InstrumentScopeProduct { Agency = 1, Commodity = 2, Corporate = 3, Currency = 4, Equity = 5, Government = 6, Index = 7, Loan = 8, Moneymarket = 9, Mortgage = 10, Municipal = 11, Other = 12, Financing = 13 } /* ************************************************************** * Used to limit instrument scope to specified security type. * * See SecurityType(167) field for description). * ************************************************************** */ export enum InstrumentScopeSecurityType { EuroSupranationalCoupons = 'EUSUPRA', CorporateBond = 'CORP', ForeignExchangeContract = 'FOR', CommonStock = 'CS', Repurchase = 'REPO', BradyBond = 'BRADY', TermLoan = 'TERM', BankersAcceptance = 'BA', AssetBackedSecurities = 'ABS', OtherAnticipationNotesBanGanEtc = 'AN', MutualFund = 'MF', FederalAgencyCoupon = 'FAC', CorporatePrivatePlacement = 'CPP', PreferredStock = 'PS', Forward = 'FORWARD', CanadianTreasuryNotes = 'CAN', RevolverLoan = 'RVLV', BankDepositoryNote = 'BDN', CanadianMortgageBonds = 'CMB', CertificateOfObligation = 'COFO', MultilegInstrument = 'MLEG', NonDeliverableForward = 'FXNDF', Cap = 'CAP', FederalAgencyDiscountNote = 'FADN', ConvertibleBond = 'CB', CreditDefaultSwap = 'CDS', BuySellback = 'BUYSELL', CanadianTreasuryBills = 'CTB', RevolverTermLoan = 'RVLVTRM', BankNotes = 'BN', CorpMortgageBackedSecurities = 'CMBS', CertificateOfParticipation = 'COFP', NoSecurityType = 'NONE', FxSpot = 'FXSPOT', UsTreasuryNoteDeprecatedValueUseTnote = 'UST', PrivateExportFunding = 'PEF', DualCurrency = 'DUAL', SecuritiesLoan = 'SECLOAN', EuroSovereigns = 'EUSOV', BridgeLoan = 'BRIDGE', BillOfExchanges = 'BOX', CollateralizedMortgageObligation = 'CMO', GeneralObligationBonds = 'GO', FxForward = 'FXFWD', Collar = 'CLLR', UsTreasuryBillDeprecatedValueUseTbill = 'USTB', UsdSupranationalCoupons = 'SUPRA', EuroCorporateBond = 'EUCORP', SecuritiesPledge = 'SECPLEDGE', CanadianProvincialBonds = 'PROV', LetterOfCredit = 'LOFC', CanadianMoneyMarkets = 'CAMM', IoetteMortgage = 'IET', MandatoryTender = 'MT', FxSwap = 'FXSWAP', CommoditySwap = 'CMDTYSWAP', EuroCorporateFloatingRateNotes = 'EUFRN', TreasuryBillNonUs = 'TB', SwingLineFacility = 'SWING', CertificateOfDeposit = 'CD', MortgageBackedSecurities = 'MBS', RevenueAnticipationNote = 'RAN', WildcardEntryForUseOnSecurityDefinitionRequest = '?', DeliveryVersusPledge = 'DVPLDG', Exotic = 'EXOTIC', UsCorporateFloatingRateNotes = 'FRN', OptionsOnCombo = 'OOC', UsTreasuryBond = 'TBOND', DebtorInPossession = 'DINP', CallLoans = 'CL', MortgageInterestOnly = 'MIO', RevenueBonds = 'REV', Cash = 'CASH', Floor = 'FLR', CollateralBasket = 'COLLBSKT', IndexedLinked = 'XLINKD', InterestStripFromAnyBondOrNote = 'TINT', Defaulted = 'DEFLTED', CommercialPaper = 'CP', MortgagePrincipalOnly = 'MPO', SpecialAssessment = 'SPCLA', ForwardRateAgreement = 'FRA', StructuredNotes = 'STRUCT', Future = 'FUT', UsTreasuryBill = 'TBILL', TreasuryInflationProtectedSecurities = 'TIPS', Withdrawn = 'WITHDRN', DepositNotes = 'DN', MortgagePrivatePlacement = 'MPP', SpecialObligation = 'SPCLO', YankeeCorporateBond = 'YANK', PrincipalStripOfACallableBondOrNote = 'TCAL', Replaced = 'REPLACD', EuroCertificateOfDeposit = 'EUCD', MiscellaneousPassThrough = 'MPT', SpecialTax = 'SPCLT', DerivativeForward = 'FWD', InterestRateSwap = 'IRS', PrincipalStripFromANonCallableBondOrNote = 'TPRN', Matured = 'MATURED', EuroCommercialPaper = 'EUCP', Pfandbriefe = 'PFAND', TaxAnticipationNote = 'TAN', TotalReturnSwap = 'TRS', UsTreasuryNote = 'TNOTE', AmendedRestated = 'AMENDED', LiquidityNote = 'LQN', ToBeAnnounced = 'TBA', TaxAllocation = 'TAXA', LoanLease = 'LOANLEASE', Retired = 'RETIRED', MediumTermNotes = 'MTN', TaxExemptCommercialPaper = 'TECP', OptionsOnFutures = 'OOF', Overnight = 'ONITE', TaxableMunicipalCp = 'TMCP', OptionsOnPhysicalUseNotRecommended = 'OOP', PromissoryNote = 'PN', ShortTermLoanNote = 'STN', TaxRevenueAnticipationNote = 'TRAN', Option = 'OPT', PlazosFijos = 'PZFJ', VariableRateDemandNote = 'VRDN', SecuredLiquidityNote = 'SLQN', Warrant = 'WAR', SpotForward = 'SPOTFWD', TimeDeposit = 'TD', SwapOption = 'SWAPTION', Transmission = 'XMISSION', TermLiquidityNote = 'TLQN', GeneralTypeForAContractBasedOnAnEstablishedIndex = 'INDEX', ExtendedCommNote = 'XCN', BondBasket = 'BDBSKT', YankeeCertificateOfDeposit = 'YCD', ContractForDifference = 'CFD', CorrelationSwap = 'CRLTNSWAP', DividendSwap = 'DVDNDSWAP', EquityBasket = 'EQBSKT', EquityForward = 'EQFWD', ReturnSwap = 'RTRNSWAP', VarianceSwap = 'VARSWAP' } /* **************************************************** * Used to limit instrument scope to puts or calls. * * See PutOrCall(201) field for description. * **************************************************** */ export enum InstrumentScopePutOrCall { Put = 0, Call = 1 } /* **************************************************************** * Used to limit instrument scope to specified settlement type. * * See SettlType(63) field for description. * **************************************************************** */ export enum InstrumentScopeSettlType { RegularFxSpotSettlementT1OrT2DependingOnCurrency = '0', CashTodT0 = '1', NextDayTomT1 = '2', T2 = '3', T3 = '4', T4 = '5', Future = '6', WhenAndIfIssued = '7', SellersOption = '8', T5 = '9', BrokenDate = 'B', FxSpotNextSettlementSpot1AkaNextDay = 'C' } /* ************************************************************ * Identifies the source of the RelatedPartyDetailID(1563). * ************************************************************ */ export enum RelatedPartyDetailIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ***************************************** * Identifies the type or role of the * * RelatedPartyDetailID(1563) specified. * ***************************************** */ export enum RelatedPartyDetailRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ************************************************ * Type of RelatedPartyDetailSubID(1567) value. * ************************************************ */ export enum RelatedPartyDetailSubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ************************************************************** * Identifies the source of the RelatedPartyDetailAltID(1570) * * value. * ************************************************************** */ export enum RelatedPartyDetailAltIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* *************************************************** * Type of RelatedPartyDetailAltSubID(1573) value. * *************************************************** */ export enum RelatedPartyDetailAltSubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ********************************************* * The subclassification or subtype of swap. * ********************************************* */ export enum SwapSubClass { Amortizing = 'AMTZ', Compounding = 'COMP' } /* ************************************************************** * Allows classification of instruments according to a set of * * high level reasons. Classification reasons describe the * * classes in which the instrument participates. * ************************************************************** */ export enum SecurityClassificationReason { Fee = 0, CreditControls = 1, Margin = 2, EntitlementEligibility = 3, MarketData = 4, AccountSelection = 5, DeliveryProcess = 6, Sector = 7 } /* *************************************************************** * Specifies the reason for an amount type when reported on a * * position. Useful when multiple instances of the same amount * * type are reported. * *************************************************************** */ export enum PosAmtReason { OptionsSettlement = 0, PendingErosionAdjustment = 1, FinalErosionAdjustment = 2, TearUpCouponAmount = 3, PriceAlignmentInterest = 4, DeliveryInvoiceCharges = 5, DeliveryStorageCharges = 6 } /* ******************************** * Type of leg position amount. * ******************************** */ export enum LegPosAmtType { CashAmountCorporateEvent = 'CASH', CashResidualAmount = 'CRES', FinalMarkToMarketAmount = 'FMTM', IncrementalMarkToMarket = 'IMTM', PremiumAmount = 'PREM', StartOfDayMarkToMarket = 'SMTM', TradeVariationAmount = 'TVAR', ValueAdjustedAmount = 'VADJ', SettlementValue = 'SETL', InitialTradeCouponAmount = 'ICPN', AccruedCouponAmount = 'ACPN', CouponAmount = 'CPN', IncrementalAccruedCoupon = 'IACPN', CollateralizedMarkToMarket = 'CMTM', IncrementalCollateralizedMarkToMarket = 'ICMTM', CompensationAmount = 'DLV', TotalBankedAmount = 'BANK', TotalCollateralizedAmount = 'COLAT', LongPairedSwapOrSwaptionNotionalValue = 'LSNV', ShortPairedSwapOrSwaptionNotionalValue = 'SSNV', StartOfDayAccruedCoupon = 'SACPN', NetPresentValue = 'NPV', StartOfDayNetPresentValue = 'SNPV', NetCashFlow = 'NCF', PresentValueOfAllFees = 'PVFEES', PresentValueOfOneBasisPoints = 'PV01', TheFiveYearEquivalentNotionalAmount = '5YREN', UndiscountedMarkToMarket = 'UMTM', MarkToModel = 'MTD', MarkToMarketVariance = 'VMTM', MarkToModelVariance = 'VMTD', UpfrontPayment = 'UPFRNT' } /* *************************************************************** * Specifies the reason for an amount type when reported on a * * position. Useful when multiple instances of the same amount * * type are reported. * *************************************************************** */ export enum LegPosAmtReason { OptionsSettlement = 0, PendingErosionAdjustment = 1, FinalErosionAdjustment = 2, TearUpCouponAmount = 3, PriceAlignmentInterest = 4, DeliveryInvoiceCharges = 5, DeliveryStorageCharges = 6 } /* **************************************************************** * Type of quantity specified in LegQty field. * * LegContractMultiplier (614) is required when LegQtyType = 1 * * (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag * * 1001) are required when LegQtyType = 2 (Units of Measure per * * Time Unit). LegQtyType can be different for each leg. * **************************************************************** */ export enum LegQtyType { UnitsSharesParCurrency = 0, Contracts = 1, UnitOfMeasurePerTimeUnit = 2 } /* **************************************************************** * Indicates to recipient whether trade is clearing at * * execution prices LastPx(tag 31) or alternate clearing prices * * SideClearingTradePrice(tag 1597). * **************************************************************** */ export enum SideClearingTradePriceType { TradeClearingAtExecutionPrice = 0, TradeClearingAtAlternateClearingPrice = 1 } /* *********************************************************** * Identifies the reason a security definition request is * * being rejected. * *********************************************************** */ export enum SecurityRejectReason { InvalidInstrumentRequested = 1, InstrumentAlreadyExists = 2, RequestTypeNotSupported = 3, SystemUnavailableForInstrumentCreation = 4, IneligibleInstrumentGroup = 5, InstrumentIdUnavailable = 6, InvalidOrMissingDataOnOptionLeg = 7, InvalidOrMissingDataOnFutureLeg = 8, InvalidOrMissingDataOnFxLeg = 10, InvalidLegPriceSpecified = 11, InvalidInstrumentStructureSpecified = 12 } /* ********************************************************* * Indicates whether a message was queued as a result of * * throttling. * ********************************************************* */ export enum ThrottleStatus { ThrottleLimitNotExceededNotQueued = 0, QueuedDueToThrottleLimitExceeded = 1 } /* ***************************************************** * Action to take should throttle limit be exceeded. * ***************************************************** */ export enum ThrottleAction { QueueInbound = 0, QueueOutbound = 1, Reject = 2, Disconnect = 3, Warning = 4 } /* ********************* * Type of throttle. * ********************* */ export enum ThrottleType { InboundRate = 0, OutstandingRequests = 1 } /* *************************************************************** * Units in which ThrottleTimeInterval is expressed. Uses same * * enumerations as OrderDelayUnit(1429). * *************************************************************** */ export enum ThrottleTimeUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* ******************************************************* * The type of assignment being affected in the Stream * * Assignment Report. * ******************************************************* */ export enum StreamAsgnType { Assignment = 1, Rejected = 2, TerminateUnassign = 3 } /* ********************************************************* * The MsgType (35) of the FIX message being referenced. * ********************************************************* */ export enum ThrottleMsgType { Heartbeat = '0', TestRequest = '1', ResendRequest = '2', Reject = '3', SequenceReset = '4', Logout = '5', Ioi = '6', Advertisement = '7', ExecutionReport = '8', OrderCancelReject = '9', Logon = 'A', News = 'B', Email = 'C', NewOrderSingle = 'D', NewOrderList = 'E', OrderCancelRequest = 'F', OrderCancelReplaceRequest = 'G', OrderStatusRequest = 'H', AllocationInstruction = 'J', ListCancelRequest = 'K', ListExecute = 'L', ListStatusRequest = 'M', ListStatus = 'N', AllocationInstructionAck = 'P', DontKnowTrade = 'Q', QuoteRequest = 'R', Quote = 'S', SettlementInstructions = 'T', MarketDataRequest = 'V', MarketDataSnapshotFullRefresh = 'W', MarketDataIncrementalRefresh = 'X', MarketDataRequestReject = 'Y', QuoteCancel = 'Z', QuoteStatusRequest = 'a', MassQuoteAck = 'b', SecurityDefinitionRequest = 'c', SecurityDefinition = 'd', SecurityStatusRequest = 'e', SecurityStatus = 'f', TradingSessionStatusRequest = 'g', TradingSessionStatus = 'h', MassQuote = 'i', BusinessMessageReject = 'j', BidRequest = 'k', BidResponse = 'l', ListStrikePrice = 'm', XmLnonFix = 'n', RegistrationInstructions = 'o', RegistrationInstructionsResponse = 'p', OrderMassCancelRequest = 'q', OrderMassCancelReport = 'r', NewOrderCross = 's', CrossOrderCancelReplaceRequest = 't', CrossOrderCancelRequest = 'u', SecurityTypeRequest = 'v', SecurityTypes = 'w', SecurityListRequest = 'x', SecurityList = 'y', DerivativeSecurityListRequest = 'z', DerivativeSecurityList = 'AA', NewOrderMultileg = 'AB', MultilegOrderCancelReplace = 'AC', TradeCaptureReportRequest = 'AD', TradeCaptureReport = 'AE', OrderMassStatusRequest = 'AF', QuoteRequestReject = 'AG', RfqRequest = 'AH', QuoteStatusReport = 'AI', QuoteResponse = 'AJ', Confirmation = 'AK', PositionMaintenanceRequest = 'AL', PositionMaintenanceReport = 'AM', RequestForPositions = 'AN', RequestForPositionsAck = 'AO', PositionReport = 'AP', TradeCaptureReportRequestAck = 'AQ', TradeCaptureReportAck = 'AR', AllocationReport = 'AS', AllocationReportAck = 'AT', ConfirmationAck = 'AU', SettlementInstructionRequest = 'AV', AssignmentReport = 'AW', CollateralRequest = 'AX', CollateralAssignment = 'AY', CollateralResponse = 'AZ', CollateralReport = 'BA', CollateralInquiry = 'BB', NetworkCounterpartySystemStatusRequest = 'BC', NetworkCounterpartySystemStatusResponse = 'BD', UserRequest = 'BE', UserResponse = 'BF', CollateralInquiryAck = 'BG', ConfirmationRequest = 'BH', ContraryIntentionReport = 'BO', SecurityDefinitionUpdateReport = 'BP', SecurityListUpdateReport = 'BK', AdjustedPositionReport = 'BL', AllocationInstructionAlert = 'BM', ExecutionAck = 'BN', TradingSessionList = 'BJ', TradingSessionListRequest = 'BI', SettlementObligationReport = 'BQ', DerivativeSecurityListUpdateReport = 'BR', TradingSessionListUpdateReport = 'BS', MarketDefinitionRequest = 'BT', MarketDefinition = 'BU', MarketDefinitionUpdateReport = 'BV', ApplicationMessageRequest = 'BW', ApplicationMessageRequestAck = 'BX', ApplicationMessageReport = 'BY', OrderMassActionReport = 'BZ', OrderMassActionRequest = 'CA', UserNotification = 'CB', StreamAssignmentRequest = 'CC', StreamAssignmentReport = 'CD', StreamAssignmentReportAck = 'CE', PartyDetailsListRequest = 'CF', PartyDetailsListReport = 'CG', MarginRequirementInquiry = 'CH', MarginRequirementInquiryAck = 'CI', MarginRequirementReport = 'CJ', PartyDetailsListUpdateReport = 'CK', PartyRiskLimitsRequest = 'CL', PartyRiskLimitsReport = 'CM', SecurityMassStatusRequest = 'CN', SecurityMassStatus = 'CO', AccountSummaryReport = 'CQ', PartyRiskLimitsUpdateReport = 'CR', PartyRiskLimitsDefinitionRequest = 'CS', PartyRiskLimitsDefinitionRequestAck = 'CT', PartyEntitlementsRequest = 'CU', PartyEntitlementsReport = 'CV', QuoteAck = 'CW', PartyDetailsDefinitionRequest = 'CX', PartyDetailsDefinitionRequestAck = 'CY', PartyEntitlementsUpdateReport = 'CZ', PartyEntitlementsDefinitionRequest = 'DA', PartyEntitlementsDefinitionRequestAck = 'DB', TradeMatchReport = 'DC', TradeMatchReportAck = 'DD', PartyRiskLimitsReportAck = 'DE', PartyRiskLimitCheckRequest = 'DF', PartyRiskLimitCheckRequestAck = 'DG', PartyActionRequest = 'DH', PartyActionReport = 'DI', MassOrder = 'DJ', MassOrderAck = 'DK', PositionTransferInstruction = 'DL', PositionTransferInstructionAck = 'DM', PositionTransferReport = 'DN', MarketDataStatisticsRequest = 'DO', MarketDataStatisticsReport = 'DP', CollateralReportAck = 'DQ', MarketDataReport = 'DR', CrossRequest = 'DS', CrossRequestAck = 'DT' } /* *************************************** * Matching Instruction for the order. * *************************************** */ export enum MatchInst { Match = 1, DoNotMatch = 2 } /* ************************************************************** * Defines the scope of TriggerAction(1101) when it is set to * * "cancel" (3). * ************************************************************** */ export enum TriggerScope { ThisOrderDefault = 0, OtherOrderUseRefId = 1, AllOtherOrdersForTheGivenSecurity = 2, AllOtherOrdersForTheGivenSecurityAndPrice = 3, AllOtherOrdersForTheGivenSecurityAndSide = 4, AllOtherOrdersForTheGivenSecurityPriceAndSide = 5 } /* **************************************************** * Identifies the type of limit amount expressed in * * LastLimitAmt(1632) and LimitAmtRemaining(1633). * **************************************************** */ export enum LimitAmtType { CreditLimit = 0, GrossPositionLimit = 1, NetPositionLimit = 2, RiskExposureLimit = 3, LongPositionLimit = 4, ShortPositionLimit = 5 } /* ******************************************************** * Qualifier for MarginRequirementInquiry to identify a * * specific report. * ******************************************************** */ export enum MarginReqmtInqQualifier { Summary = 0, Detail = 1, ExcessDeficit = 2, NetPosition = 3 } /* ************************************ * Type of MarginRequirementReport. * ************************************ */ export enum MarginReqmtRptType { Summary = 0, Detail = 1, ExcessDeficit = 2 } /* *************************************** * Status of MarginRequirementInquiry. * *************************************** */ export enum MarginReqmtInqStatus { Accepted = 0, AcceptedWithWarnings = 1, Completed = 2, CompletedWithWarnings = 3, Rejected = 4 } /* ************************************************************ * Result returned in response to MarginRequirementInquiry. * ************************************************************ */ export enum MarginReqmtInqResult { SuccessfulDefault = 0, InvalidOrUnknownInstrument = 1, InvalidOrUnknownMarginClass = 2, InvalidParties = 3, InvalidTransportTypeRequested = 4, InvalidDestinationRequested = 5, NoMarginRequirementFound = 6, MarginRequirementInquiryQualifierNotSupported = 7, UnauthorizedForMarginRequirementInquiry = 8, OtherFurtherInformationInText58Field = 99 } /* ****************************************************** * Type of margin requirement amount being specified. * ****************************************************** */ export enum MarginAmtType { AdditionalMargin = 1, AdjustedMargin = 2, UnadjustedMargin = 3, BinaryAddOnAmount = 4, CashBalanceAmount = 5, ConcentrationMargin = 6, CoreMargin = 7, DeliveryMargin = 8, DiscretionaryMargin = 9, FuturesSpreadMargin = 10, InitialMargin = 11, LiquidatingMargin = 12, MarginCallAmount = 13, MarginDeficitAmountShortfall = 14, MarginExcessAmountSurplus = 15, OptionPremiumAmount = 16, PremiumMargin = 17, ReserveMargin = 18, SecurityCollateralAmount = 19, StressTestAddOnAmount = 20, SuperMargin = 21, TotalMargin = 22, VariationMargin = 23, SecondaryVariationMargin = 24, RolledUpMarginDeficit = 25, SpreadResponseMargin = 26, SystemicRiskMargin = 27, CurveRiskMargin = 28, IndexSpreadRiskMargin = 29, SectorRiskMargin = 30, JumpToDefaultRiskMargin = 31, BasisRiskMargin = 32, InterestRateRiskMargin = 33, JumpToHealthRiskMargin = 34, OtherRiskMargin = 35 } /* *************************************** * The type of instrument relationship * *************************************** */ export enum RelatedInstrumentType { HedgesForInstrument = 1, Underlier = 2, EquityEquivalent = 3, NearestExchangeTradedContract = 4, RetailEquivalentOfWholesaleInstrument = 5, Leg = 6 } /* ************************************************************** * Identifies class or source of the RelatedSecurityID (1650) * * value. * ************************************************************** */ export enum RelatedSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ***************************************************** * Indicates market maker participation in security. * ***************************************************** */ export enum MarketMakerActivity { NoParticipation = 0, BuyParticipation = 1, SellParticipation = 2, BothBuyAndSellParticipation = 3 } /* *************************************************************** * Identifies the source of the RequestingPartyID(1658) value. * *************************************************************** */ export enum RequestingPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ************************************************************** * Identifies the type or role of the RequestingPartyID(1658) * * specified. * ************************************************************** */ export enum RequestingPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ********************************************* * Type of RequestingPartySubID(1662) value. * ********************************************* */ export enum RequestingPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ***************************************************** * Indicates the status of the party identified with * * PartyDetailID(1691). * ***************************************************** */ export enum PartyDetailStatus { ActiveDefaultIfNotSpecified = 0, Suspended = 1, Halted = 2 } /* ************************************************* * Qualifies the value of PartyDetailRole(1693). * ************************************************* */ export enum PartyDetailRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* ************************************************* * Qualifies the value of RelatedPartyRole(1565) * ************************************************* */ export enum RelatedPartyDetailRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* ********************************************************** * Identifies the trading status applicable to a group of * * instruments. * ********************************************************** */ export enum SecurityMassTradingStatus { OpeningDelay = 1, TradingHalt = 2, Resume = 3, NoOpenNoResume = 4, PriceIndication = 5, TradingRangeIndication = 6, MarketImbalanceBuy = 7, MarketImbalanceSell = 8, MarketOnCloseImbalanceBuy = 9, MarketOnCloseImbalanceSell = 10, NoMarketImbalance = 12, NoMarketOnCloseImbalance = 13, ItsPreOpening = 14, NewPriceIndication = 15, TradeDisseminationTime = 16, ReadyToTradeStartOfSession = 17, NotAvailableForTradingEndOfSession = 18, NotTradedOnThisMarket = 19, UnknownOrInvalid = 20, PreOpen = 21, OpeningRotation = 22, FastMarket = 23, PreCrossSystemIsInAPreCrossStateAllowingMarketToRespondToEitherSideOfCross = 24, CrossSystemHasCrossedAPercentageOfTheOrdersAndAllowsMarketToRespondPriorToCrossingRemainingPortion = 25, PostClose = 26, NoCancel = 27 } /* *********************************************************** * Identifies an event related to the mass trading status. * *********************************************************** */ export enum SecurityMassTradingEvent { OrderImbalanceAuctionIsExtended = 1, TradingResumesAfterHalt = 2, PriceVolatilityInterruption = 3, ChangeOfTradingSession = 4, ChangeOfTradingSubsession = 5, ChangeOfSecurityTradingStatus = 6, ChangeOfBookType = 7, ChangeOfMarketDepth = 8, CorporateAction = 9 } /* *************************************************************** * Denotes the reason for the Opening Delay or Trading halt of * * a group of securities. * *************************************************************** */ export enum MassHaltReason { NewsDissemination = 0, OrderInflux = 1, OrderImbalance = 2, AdditionalInformation = 3, NewsPending = 4, EquipmentChangeover = 5 } /* ************************************************************** * Identifies the trading status applicable to the instrument * * in the market data message. * ************************************************************** */ export enum MDSecurityTradingStatus { OpeningDelay = 1, TradingHalt = 2, Resume = 3, NoOpenNoResume = 4, PriceIndication = 5, TradingRangeIndication = 6, MarketImbalanceBuy = 7, MarketImbalanceSell = 8, MarketOnCloseImbalanceBuy = 9, MarketOnCloseImbalanceSell = 10, NoMarketImbalance = 12, NoMarketOnCloseImbalance = 13, ItsPreOpening = 14, NewPriceIndication = 15, TradeDisseminationTime = 16, ReadyToTradeStartOfSession = 17, NotAvailableForTradingEndOfSession = 18, NotTradedOnThisMarket = 19, UnknownOrInvalid = 20, PreOpen = 21, OpeningRotation = 22, FastMarket = 23, PreCrossSystemIsInAPreCrossStateAllowingMarketToRespondToEitherSideOfCross = 24, CrossSystemHasCrossedAPercentageOfTheOrdersAndAllowsMarketToRespondPriorToCrossingRemainingPortion = 25, PostClose = 26, NoCancel = 27 } /* ************************************************************* * Denotes the reason for the Opening Delay or Trading Halt. * ************************************************************* */ export enum MDHaltReason { NewsDissemination = 0, OrderInflux = 1, OrderImbalance = 2, AdditionalInformation = 3, NewsPending = 4, EquipmentChangeover = 5 } /* ************************************************************** * Describes action recipient should take if a throttle limit * * were exceeded. * ************************************************************** */ export enum ThrottleInst { RejectIfThrottleLimitExceeded = 0, QueueIfThrottleLimitExceeded = 1 } /* ******************************************************** * Indicates whether a message decrements the number of * * outstanding requests, e.g. one where ThrottleType = * * Outstanding Requests. * ******************************************************** */ export enum ThrottleCountIndicator { OutstandingRequestsUnchanged = 0, OutstandingRequestsDecreased = 1 } /* ************************************************************** * Indicates whether a restriction applies to short selling a * * security. * ************************************************************** */ export enum ShortSaleRestriction { NoRestrictions = 0, SecurityIsNotShortable = 1, SecurityNotShortableAtOrBelowTheBestBid = 2, SecurityIsNotShortableWithoutPreBorrow = 3 } /* ************************************************************** * Indicates the reason a short sale order is exempted from * * applicable regulation (e.g. Reg SHO addendum (b)(1) in the * * U.S.). * ************************************************************** */ export enum ShortSaleExemptionReason { ExemptionReasonUnknown = 0, IncomeSellShortExempt = 1, AboveNationalBestBidBrokerDealerProvision = 2, DelayedDelivery = 3, OddLot = 4, DomesticArbitrage = 5, InternationalArbitrage = 6, UnderwriterOrSyndicateDistribution = 7, RisklessPrincipal = 8, Vwap = 9 } /* ************************************************************** * Indicates the reason a short sale is exempted from * * applicable regulation (e.g. Reg SHO addendum (b)(1) in the * * U.S.) * ************************************************************** */ export enum LegShortSaleExemptionReason { ExemptionReasonUnknown = 0, IncomeSellShortExempt = 1, AboveNationalBestBidBrokerDealerProvision = 2, DelayedDelivery = 3, OddLot = 4, DomesticArbitrage = 5, InternationalArbitrage = 6, UnderwriterOrSyndicateDistribution = 7, RisklessPrincipal = 8, Vwap = 9 } /* ************************************************************** * Indicates the reason a short sale is exempted from * * applicable regulation (e.g. Reg SHO addendum (b)(1) in the * * U.S.) * ************************************************************** */ export enum SideShortSaleExemptionReason { ExemptionReasonUnknown = 0, IncomeSellShortExempt = 1, AboveNationalBestBidBrokerDealerProvision = 2, DelayedDelivery = 3, OddLot = 4, DomesticArbitrage = 5, InternationalArbitrage = 6, UnderwriterOrSyndicateDistribution = 7, RisklessPrincipal = 8, Vwap = 9 } /* ******************************************************* * Source of the identifier of the PartyDetailID(1691) * * specified. * ******************************************************* */ export enum PartyDetailIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ****************************************************** * Identifies the type or role of PartyDetailID(1691) * * specified. * ****************************************************** */ export enum PartyDetailRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ***************************************** * Type of PartyDetailSubID(1695) value. * ***************************************** */ export enum PartyDetailSubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ************************************************************* * Used to express the unit of measure (UOM) of the price if * * different from the contract. * ************************************************************* */ export enum StrikeUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * Identifies the origin of the order. * *************************************** */ export enum OrderOrigination { OrderReceivedFromACustomer = 1, OrderReceivedFromWithinTheFirm = 2, OrderReceivedFromAnotherBrokerDealer = 3, OrderReceivedFromACustomerOrOriginatedWithTheFirm = 4, OrderReceivedFromADirectAccessOrSponsoredAccessCustomer = 5 } /* ************************************************************ * An indicator to override the normal procedure to roll up * * allocations for the same take-up firm. * ************************************************************ */ export enum AllocationRollupInstruction { RollUp = 0, DoNotRollUp = 1 } /* **************************************************** * Identifies the status of a reversal transaction. * **************************************************** */ export enum AllocReversalStatus { Completed = 0, Refused = 1, Cancelled = 2 } /* ******************************************************* * Type of reference obligation for credit derivatives * * contracts. * ******************************************************* */ export enum ObligationType { Bond = '0', ConvertibleBond = '1', Mortgage = '2', Loan = '3' } /* ************************************************** * Method used for negotiation of contract price. * ************************************************** */ export enum TradePriceNegotiationMethod { PercentOfPar = 0, DealSpread = 1, UpfrontPoints = 2, UpfrontAmount = 3, PercentOfParAndUpfrontAmount = 4, DealSpreadAndUpfrontAmount = 5, UpfrontPointsAndUpfrontAmount = 6 } /* ************************************************************* * Type of price used to determine upfront payment for swaps * * contracts. * ************************************************************* */ export enum UpfrontPriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, FixedAmountAbsoluteValue = 3 } /* *********************************** * Type of risk limit information. * *********************************** */ export enum RiskLimitRequestType { DefinitionsDefault = 1, Utilization = 2, DefinitionsAndUtilization = 3 } /* ******************************************** * Result of risk limit definition request. * ******************************************** */ export enum RiskLimitRequestResult { SuccessfulDefault = 0, InvalidPartyIes = 1, InvalidRelatedPartyIes = 2, InvalidRiskLimitTypeS = 3, InvalidRiskLimitIdS = 4, InvalidRiskLimitAmountS = 5, InvalidRiskWarningLevelActionS = 6, InvalidRiskInstrumentScopeS = 7, RiskLimitActionsNotSupported = 8, WarningLevelsNotSupported = 9, WarningLevelActionsNotSupported = 10, RiskInstrumentScopeNotSupported = 11, RiskLimitNotApprovedForPartyIes = 12, RiskLimitAlreadyDefinedForPartyIes = 13, InstrumentNotApprovedForPartyIes = 14, NotAuthorized = 98, Other = 99 } /* ******************************************** * Status of risk limit definition request. * ******************************************** */ export enum RiskLimitRequestStatus { Accepted = 0, AcceptedWithChanges = 1, Rejected = 2, AcceptancePending = 3 } /* ************************************************** * Status of risk limit definition for one party. * ************************************************** */ export enum RiskLimitStatus { Accepted = 0, AcceptedWithChanges = 1, Rejected = 2 } /* ************************************************** * Result of risk limit definition for one party. * ************************************************** */ export enum RiskLimitResult { SuccessfulDefault = 0, InvalidPartyIes = 1, InvalidRelatedPartyIes = 2, InvalidRiskLimitTypeS = 3, InvalidRiskLimitIdS = 4, InvalidRiskLimitAmountS = 5, InvalidRiskWarningLevelActionS = 6, InvalidRiskInstrumentScopeS = 7, RiskLimitActionsNotSupported = 8, WarningLevelsNotSupported = 9, WarningLevelActionsNotSupported = 10, RiskInstrumentScopeNotSupported = 11, RiskLimitNotApprovedForPartyIes = 12, RiskLimitAlreadyDefinedForPartyIes = 13, InstrumentNotApprovedForPartyIes = 14, NotAuthorized = 98, Other = 99 } /* **************************************************************** * Identifies the action to take or risk model to assume should * * risk limit be exceeded or breached for the specified party. * **************************************************************** */ export enum RiskLimitAction { QueueInbound = 0, QueueOutbound = 1, Reject = 2, Disconnect = 3, Warning = 4, PingCreditCheckModelWithRevalidation = 5, PingCreditCheckModelWithoutRevalidation = 6, PushCreditCheckModelWithRevalidation = 7, PushCreditCheckModelWithoutRevalidation = 8, Suspend = 9, HaltTrading = 10 } /* **************************************************** * Action to take should warning level be exceeded. * **************************************************** */ export enum RiskWarningLevelAction { QueueInbound = 0, QueueOutbound = 1, Reject = 2, Disconnect = 3, Warning = 4, PingCreditCheckModelWithRevalidation = 5, PingCreditCheckModelWithoutRevalidation = 6, PushCreditCheckModelWithRevalidation = 7, PushCreditCheckModelWithoutRevalidation = 8, Suspend = 9, HaltTrading = 10 } /* ************************ * Type of entitlement. * ************************ */ export enum EntitlementType { Trade = 0, MakeMarkets = 1, HoldPositions = 2, PerformGiveUps = 3, SubmitIndicationsOfInterestIoIs = 4, SubscribeToMarketData = 5, ShortWithPreBorrow = 6, SubmitQuoteRequests = 7, RespondToQuoteRequests = 8 } /* ****************************************** * Datatype of the entitlement attribute. * ****************************************** */ export enum EntitlementAttribDatatype { Int = 1, Length = 2, NumInGroup = 3, SeqNum = 4, TagNum = 5, Float = 6, Qty = 7, Price = 8, PriceOffset = 9, Amt = 10, Percentage = 11, Char = 12, Boolean = 13, String = 14, MultipleCharValue = 15, Currency = 16, Exchange = 17, MonthYear = 18, UtcTimestamp = 19, UtcTimeOnly = 20, LocalMktDate = 21, UtcDateOnly = 22, Data = 23, MultipleStringValue = 24, Country = 25, Language = 26, TzTimeOnly = 27, TzTimestamp = 28, Tenor = 29, DayOfMonth = 30, XmlData = 31, Pattern = 32, Reserved100Plus = 33, Reserved1000Plus = 34, Reserved4000Plus = 35 } /* *********************************************************** * Indicates how control of trading session and subsession * * transitions are performed. * *********************************************************** */ export enum TradSesControl { AutomaticDefault = 0, Manual = 1 } /* ****************************************************** * Define the type of trade volume applicable for the * * MinTradeVol(562) and MaxTradeVol(1140) * ****************************************************** */ export enum TradeVolType { NumberOfUnitsEGShareParCurrencyContractsDefault = 0, NumberOfRoundLots = 1 } /* ************************************************************* * The type of event affecting an order. The last event type * * within the OrderEventGrp component indicates the * * ExecType(150) value resulting from the series of events * * (ExecType(150) values are shown in brackets). * ************************************************************* */ export enum OrderEventType { Added0New = 1, Modified5Replaced = 2, Deleted4Canceled = 3, PartiallyFilledFTrade = 4, FilledFTrade = 5, Suspended9Suspended = 6, ReleasedNReleased = 7, RestatedDRestated = 8, LockedMLocked = 9, TriggeredLTriggeredOrActivatedBySystem = 10, ActivatedLTriggeredOrActivatedBySystem = 11 } /* ****************************************** * Action that caused the event to occur. * ****************************************** */ export enum OrderEventReason { AddOrderRequest = 1, ModifyOrderRequest = 2, DeleteOrderRequest = 3, OrderEnteredOutOfBand = 4, OrderModifiedOutOfBand = 5, OrderDeletedOutOfBand = 6, OrderActivatedOrTriggered = 7, OrderExpired = 8, ReserveOrderRefreshed = 9, AwayMarketBetter = 10, CorporateAction = 11, StartOfDay = 12, EndOfDay = 13 } /* ************************************************************** * Indicator to identify whether this fill was a result of a * * liquidity provider providing or liquidity taker taking the * * liquidity. Applicable only for OrderEventType(1796) values * * of 4(Partially Filled) or 5(Filled). * ************************************************************** */ export enum OrderEventLiquidityIndicator { AddedLiquidity = 1, RemovedLiquidity = 2, LiquidityRoutedOut = 3, Auction = 4, TriggeredStopOrder = 5, TriggeredContingencyOrder = 6, TriggeredMarketOrder = 7 } /* ************************** * Type of auction order. * ************************** */ export enum AuctionType { None = 0, BlockOrderAuction = 1, DirectedOrderAuction = 2, ExposureOrderAuction = 3, FlashOrderAuction = 4, FacilitationOrderAuction = 5, SolicitationOrderAuction = 6, PriceImprovementMechanismPim = 7, DirectedOrderPriceImprovementMechanismPim = 8 } /* **************************************************************** * Instruction related to system generated auctions, e.g. flash * * order auctions. * **************************************************************** */ export enum AuctionInstruction { AutomaticAuctionPermittedDefault = 0, AutomaticAuctionNotPermitted = 1 } /* ************************************************************* * Indicates whether an order is locked and for what reason. * ************************************************************* */ export enum LockType { NotLocked = 0, AwayMarketBetter = 1, ThreeTickLocked = 2, LockedByMarketMaker = 3, DirectedOrderLock = 4, MultilegLock = 5, MarketOrderLock = 6, PreAssignmentLock = 7 } /* ************************************************************* * Instruction to define conditions under which to release a * * locked order or parts of it. * ************************************************************* */ export enum ReleaseInstruction { IntermarketSweepOrderIso = 1, NoAwayMarketBetterCheck = 2 } /* ************************************** * Information subject to disclosure. * ************************************** */ export enum DisclosureType { Volume = 1, Price = 2, Side = 3, Aon = 4, General = 5, ClearingAccount = 6, CmtaAccount = 7 } /* *************************************************************** * Instruction to disclose information or to use default value * * of the receiver. * *************************************************************** */ export enum DisclosureInstruction { No = 0, Yes = 1, UseDefaultSetting = 2 } /* *************************************************************** * Designates the capacity in which the order is submitted for * * trading by the market participant. * *************************************************************** */ export enum TradingCapacity { Customer = 1, CustomerProfessional = 2, BrokerDealer = 3, CustomerBrokerDealer = 4, Principal = 5, MarketMaker = 6, AwayMarketMaker = 7, SystematicInternaliser = 8 } /* ************************************************************* * Designates the account type to be used for the order when * * submitted to clearing. * ************************************************************* */ export enum ClearingAccountType { Customer = 1, Firm = 2, MarketMaker = 3 } /* **************************************************************** * Designates the capacity in which the order will be submitted * * to clearing. * **************************************************************** */ export enum LegClearingAccountType { Customer = 1, Firm = 2, MarketMaker = 3 } /* ************************************************** * Qualifies the value of TargetPartyRole (1464). * ************************************************** */ export enum TargetPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* *************************************************************** * Source for the price of a related entity, e.g. price of the * * underlying instrument in an Underlying Price Contingency * * (UPC) order. Can be used together with RelatedHighPrice * * (1819) and/or RelatedLowPrice (1820). * *************************************************************** */ export enum RelatedPriceSource { NbbNationalBestBid = 1, NboNationalBestOffer = 2 } /* ************************************************************* * Indicates how the minimum quantity should be applied when * * executing the order. * ************************************************************* */ export enum MinQtyMethod { OnceAppliesOnlyToFirstExecution = 1, MultipleAppliesToEveryExecution = 2 } /* *************************************************************** * Indicates whether order has been triggered during its * * lifetime. Applies to cases where original information, e.g. * * OrdType(40), is modified when the order is triggered. * *************************************************************** */ export enum Triggered { NotTriggeredDefault = 0, Triggered = 1, StopOrderTriggered = 2, OneCancelsTheOtherOcoOrderTriggered = 3, OneTriggersTheOtherOtoOrderTriggered = 4, OneUpdatesTheOtherOuoOrderTriggered = 5 } /* **************************************** * Time unit associated with the event. * **************************************** */ export enum EventTimeUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Indicates whether the trade or position being reported was * * cleared through a clearing organization. * ************************************************************** */ export enum ClearedIndicator { NotCleared = 0, Cleared = 1, Submitted = 2, Rejected = 3 } /* **************************************************************** * Additional information related to the pricing of a commodity * * swaps position, specifically an indicator referring to the * * position type. * **************************************************************** */ export enum ContractRefPosType { TwoComponentIntercommoditySpread = 0, IndexOrBasket = 1, TwoComponentLocationalBasis = 2, Other = 99 } /* *************************************************** * Used to describe the ownership of the position. * *************************************************** */ export enum PositionCapacity { Principal = 0, Agent = 1, Customer = 2, Counterparty = 3 } /* *************************************************************** * Indicates the unit of measure of the position quantity when * * not expressed in contracts. * *************************************************************** */ export enum PosQtyUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* **************************************************************** * Price conditions in effect at the time of the trade. * * Multiple price conditions can be in effect at the same time. * * Price conditions are usually required to be reported in * * markets that have regulations on price execution at a market * * or national best bid or offer, and the trade price differs * * from the best bid or offer. * **************************************************************** */ export enum TradePriceCondition { SpecialCumDividendCd = 0, SpecialCumRightsCr = 1, SpecialExDividendXd = 2, SpecialExRightsXr = 3, SpecialCumCouponCc = 4, SpecialCumCapitalRepaymentsCp = 5, SpecialExCouponXc = 6, SpecialExCapitalRepaymentsXp = 7, CashSettlementCs = 8, SpecialCumBonusCb = 9, SpecialPriceSp = 10, SpecialExBonusXb = 11, GuaranteedDeliveryGd = 12, SpecialDividend = 13, PriceImprovement = 14, NonPriceFormingTrade = 15, TradeExemptedFromTradingObligation = 16, PriceIsPending = 17, PriceIsNotApplicable = 18 } /* ******************************************************* * Identifies the status of an allocation when using a * * pre-clear workflow. * ******************************************************* */ export enum TradeAllocStatus { PendingClear = 0, Claimed = 1, Cleared = 2, Rejected = 3 } /* *********************************************************** * Indicates the type of trade quantity in TradeQty(1843). * *********************************************************** */ export enum TradeQtyType { ClearedQuantity = 0, LongSideClaimedQuantity = 1, ShortSideClaimedQuantity = 2, LongSideRejectedQuantity = 3, ShortSideRejectedQuantity = 4, PendingQuantity = 5, TransactionQuantity = 6, RemainingTradeQuantity = 7, PreviousRemainingTradeQuantity = 8 } /* ********************************************************** * Type of the amount associated with a trade allocation. * ********************************************************** */ export enum TradeAllocAmtType { CashAmountCorporateEvent = 'CASH', CashResidualAmount = 'CRES', FinalMarkToMarketAmount = 'FMTM', IncrementalMarkToMarket = 'IMTM', PremiumAmount = 'PREM', StartOfDayMarkToMarket = 'SMTM', TradeVariationAmount = 'TVAR', ValueAdjustedAmount = 'VADJ', SettlementValue = 'SETL', InitialTradeCouponAmount = 'ICPN', AccruedCouponAmount = 'ACPN', CouponAmount = 'CPN', IncrementalAccruedCoupon = 'IACPN', CollateralizedMarkToMarket = 'CMTM', IncrementalCollateralizedMarkToMarket = 'ICMTM', CompensationAmount = 'DLV', TotalBankedAmount = 'BANK', TotalCollateralizedAmount = 'COLAT', LongPairedSwapOrSwaptionNotionalValue = 'LSNV', ShortPairedSwapOrSwaptionNotionalValue = 'SSNV', StartOfDayAccruedCoupon = 'SACPN', NetPresentValue = 'NPV', StartOfDayNetPresentValue = 'SNPV', NetCashFlow = 'NCF', PresentValueOfAllFees = 'PVFEES', PresentValueOfOneBasisPoints = 'PV01', TheFiveYearEquivalentNotionalAmount = '5YREN', UndiscountedMarkToMarket = 'UMTM', MarkToModel = 'MTD', MarkToMarketVariance = 'VMTM', MarkToModelVariance = 'VMTD', UpfrontPayment = 'UPFRNT' } /* ************************************************************ * Instruction on how to add a trade to an allocation group * * when it is being given-up. * ************************************************************ */ export enum TradeAllocGroupInstruction { AddToAnExistingAllocationGroupIfOneExists = 0, DoNotAddTheTradeToAnAllocationGroup = 1 } /* ********************************************************** * Indicates the trade is a result of an offset or onset. * ********************************************************** */ export enum OffsetInstruction { Offset = 0, Onset = 1 } /* *************************************************************** * Specifies the reason for an amount type when reported on an * * allocation. Useful when multiple instances of the same * * amount type are reported. * *************************************************************** */ export enum TradeAllocAmtReason { OptionsSettlement = 0, PendingErosionAdjustment = 1, FinalErosionAdjustment = 2, TearUpCouponAmount = 3, PriceAlignmentInterest = 4, DeliveryInvoiceCharges = 5, DeliveryStorageCharges = 6 } /* **************************************************************** * Used to indicate whether a trade or a sub-allocation should * * be allocated at the trade price (e.g. no average pricing), * * or whether it should be grouped with other * * trades/sub-allocations and allocated at the average price of * * the group. * **************************************************************** */ export enum SideAvgPxIndicator { NoAveragePricing = 0, TradeIsPartOfTheAveragePriceGroupIdentifiedByTheSideAvgPxGroupId1854 = 1, LastTradeIsTheAveragePriceGroupIdentifiedByTheSideAvgPxGroupId1854 = 2 } /* *********************************************** * Describes the source of the identifier that * * RelatedTradeID(1856) represents. * *********************************************** */ export enum RelatedTradeIDSource { NonFixSource = 0, TradeId = 1, SecondaryTradeId = 2, TradeReportId = 3, FirmTradeId = 4, SecondaryFirmTradeId = 5, RegulatoryTradeId = 6 } /* *********************************************** * Describes the source of the identifier that * * RelatedPositionID(1862) represents. * *********************************************** */ export enum RelatedPositionIDSource { PositionMaintenanceReportIdPosMaintRptId721 = 1, PositionTransferIdTransferId2437 = 2, PositionEntityIdPositionId2618 = 3 } /* **************************************************************** * Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) * * message submission. * **************************************************************** */ export enum QuoteAckStatus { ReceivedNotYetProcessed = 0, Accepted = 1, Rejected = 2 } /* ******************************** * Type of value to be checked. * ******************************** */ export enum ValueCheckType { PriceCheck = 1, NotionalValueCheck = 2 } /* **************************************************** * Action to be taken for the ValueCheckType(1869). * **************************************************** */ export enum ValueCheckAction { DoNotCheck = 0, Check = 1, BestEffort = 2 } /* ******************************************* * Result party detail definition request. * ******************************************* */ export enum PartyDetailRequestResult { SuccessfulDefault = 0, InvalidPartyIes = 1, InvalidRelatedPartyIes = 2, InvalidPartyStatusEs = 3, NotAuthorized = 98, Other = 99 } /* *********************************************** * Status of party details definition request. * *********************************************** */ export enum PartyDetailRequestStatus { Accepted = 0, AcceptedWithChanges = 1, Rejected = 2, AcceptancePending = 3 } /* **************************************************** * Status of party detail definition for one party. * **************************************************** */ export enum PartyDetailDefinitionStatus { Accepted = 0, AcceptedWithChanges = 1, Rejected = 2 } /* **************************************************** * Result of party detail definition for one party. * **************************************************** */ export enum PartyDetailDefinitionResult { SuccessfulDefault = 0, InvalidPartyIes = 1, InvalidRelatedPartyIes = 2, InvalidPartyStatusEs = 3, NotAuthorized = 98, Other = 99 } /* ******************************************** * Result of risk limit definition request. * ******************************************** */ export enum EntitlementRequestResult { SuccessfulDefault = 0, InvalidPartyIes = 1, InvalidRelatedPartyIes = 2, InvalidEntitlementTypeS = 3, InvalidEntitlementIdSRefIdS = 4, InvalidEntitlementAttributeS = 5, InvalidInstrumentScopeS = 6, InvalidMarketSegmentScopeS = 7, InvalidStartDate = 8, InvalidEndDate = 9, InstrumentScopeNotSupported = 10, MarketSegmentScopeNotSupported = 11, EntitlementNotApprovedForPartyIes = 12, EntitlementAlreadyDefinedForPartyIes = 13, InstrumentNotApprovedForPartyIes = 14, NotAuthorized = 98, Other = 99 } /* **************************************************** * Status of party entitlements definition request. * **************************************************** */ export enum EntitlementRequestStatus { Accepted = 0, AcceptedWithChanges = 1, Rejected = 2, AcceptancePending = 3 } /* *************************************************** * Status of entitlement definition for one party. * *************************************************** */ export enum EntitlementStatus { Accepted = 0, AcceptedWithChanges = 1, Rejected = 2, Pending = 3, Requested = 4, Deferred = 5 } /* *************************************************** * Result of entitlement definition for one party. * *************************************************** */ export enum EntitlementResult { SuccessfulDefault = 0, InvalidPartyIes = 1, InvalidRelatedPartyIes = 2, InvalidEntitlementTypeS = 3, InvalidEntitlementIdSRefIdS = 4, InvalidEntitlementAttributeS = 5, InvalidInstrumentScopeS = 6, InvalidMarketSegmentScopeS = 7, InvalidStartDate = 8, InvalidEndDate = 9, InstrumentScopeNotSupported = 10, MarketSegmentScopeNotSupported = 11, EntitlementNotApprovedForPartyIes = 12, EntitlementAlreadyDefinedForPartyIes = 13, InstrumentNotApprovedForPartyIes = 14, NotAuthorized = 98, Other = 99 } /* *************************************************************** * Used to express the unit of measure of the settlement price * * if different from the contract. * *************************************************************** */ export enum SettlPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ********************************************************* * Used to indicate the status of the trade match report * * submission. * ********************************************************* */ export enum TradeMatchAckStatus { ReceivedNotYetProcessed = 0, Accepted = 1, Rejected = 2 } /* ********************************************************** * Reason the trade match report submission was rejected. * ********************************************************** */ export enum TradeMatchRejectReason { Successful = 0, InvalidPartyInformation = 1, UnknownInstrument = 2, NotAuthorizedToReportTrades = 3, InvalidTradeType = 4, Other = 99 } /* ************************************************************* * Identifies the type of venue where the trade was executed * * for the side. * ************************************************************* */ export enum SideVenueType { ElectronicExchange = 'E', Pit = 'P', ExPit = 'X', Clearinghouse = 'C', RegisteredMarket = 'R', OffMarket = 'O', CentralLimitOrderBook = 'B', QuoteDrivenMarket = 'Q', DarkOrderBook = 'D', AuctionDrivenMarket = 'A', QuoteNegotiation = 'N', VoiceNeotiation = 'V', HybridMarket = 'H' } /* **************************************************************** * Identifies the event which caused origination of the * * identifier in RegulatoryTradeID(1903). When more than one * * event is the cause, use the higher enumeration value. For * * example, if the identifier is originated due to an allocated * * trade which was cleared and reported, use the enumeration * * value 2 (Clearing). * **************************************************************** */ export enum RegulatoryTradeIDEvent { InitialBlockTrade = 0, Allocation = 1, Clearing = 2, Compression = 3, Novation = 4, Termination = 5, PostTradeValuation = 6 } /* *************************************************************** * Specifies the type of trade identifier provided in * * RegulatoryTradeID(1903). * * Contextual hierarchy of events for the same trade or * * transaction maybe captured through use of the different * * RegulatoryTradeIDType(1906) values using multiple instances * * of the repeating group as needed for regulatory reporting. * *************************************************************** */ export enum RegulatoryTradeIDType { Current = 0, Previous = 1, Block = 2, Related = 3, ClearedBlockTrade = 4, TradingVenueTransactionIdentifier = 5 } /* *************************************************************** * Identifies the event which caused the origination of the * * identifier in AllocRegulatoryTradeID(1909). When more than * * one event is the cause, use the higher enumeration value. * * For example, if the identifier is originated due to an * * allocated trade which was cleared and reported, use the * * enumeration value 2(Clearing). * *************************************************************** */ export enum AllocRegulatoryTradeIDEvent { InitialBlockTrade = 0, Allocation = 1, Clearing = 2, Compression = 3, Novation = 4, Termination = 5, PostTradeValuation = 6 } /* *********************************************************** * Specifies the type of trade identifier provided in * * AllocRegulatoryTradeID(1909), within the context of the * * hierarchy of trade events. * *********************************************************** */ export enum AllocRegulatoryTradeIDType { Current = 0, Previous = 1, Block = 2, Related = 3, ClearedBlockTrade = 4, TradingVenueTransactionIdentifier = 5 } /* *************************************************************** * Time unit in which the ExposureDuration(1629) is expressed. * *************************************************************** */ export enum ExposureDurationUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* ********************************************************* * Describes the format of the PriceMovementValue(1921). * ********************************************************* */ export enum PriceMovementType { Amount = 0, Percentage = 1 } /* ************************************************************ * Specifies the party's or parties' intention to clear the * * trade. * ************************************************************ */ export enum ClearingIntention { DoNotIntendToClear = 0, IntendToClear = 1 } /* ************************************************************ * Specifies the eligibility of this trade for clearing and * * central counterparty processing. * ************************************************************ */ export enum TradeClearingInstruction { ProcessNormally = 0, ExcludeFromAllNetting = 1, BilateralNettingOnly = 2, ExClearing = 3, SpecialTrade = 4, MultilateralNetting = 5, ClearAgainstCentralCounterparty = 6, ExcludeFromCentralCounterparty = 7, ManualModePrePostingAndOrPreGiveup = 8, AutomaticPostingModeTradePostingToThePositionAccountNumberSpecified = 9, AutomaticGiveUpModeTradeGiveUpToTheGiveUpDestinationNumberSpecified = 10, QualifiedServiceRepresentativeQsr = 11, CustomerTrade = 12, SelfClearing = 13, BuyIn = 14 } /* **************************************** * Specifies how a trade was confirmed. * **************************************** */ export enum ConfirmationMethod { NonElectronic = 0, Electronic = 1, Unconfirmed = 2 } /* ******************************************* * Indication of how a trade was verified. * ******************************************* */ export enum VerificationMethod { NonElectronic = 0, Electronic = 1 } /* **************************************************************** * Specifies whether a party to a swap is using an exception to * * a clearing requirement. In the US, one such clearing * * requirement is CFTC's rule pursuant to CEA Section 2(h)(1). * **************************************************************** */ export enum ClearingRequirementException { NoException = 0, Exception = 1, EndUserException = 2, InterAffiliateException = 3, TreasuryAffiliateException = 4, CooperativeException = 5 } /* **************************************************************** * Used to specify whether the principal is paying or receiving * * the fixed rate in an interest rate swap. * **************************************************************** */ export enum IRSDirection { PrincipalIsPayingFixedRate = 'PAY', PrincipalIsReceivingFixedRate = 'RCV', SwapIsFloatFloatOrFixedFixed = 'NA' } /* ****************************** * Type of regulatory report. * ****************************** */ export enum RegulatoryReportType { RealTimeRt = 0, PrimaryEconomicTermsPet = 1, Snapshot = 2, Confirmation = 3, CombinationOfRtAndPet = 4, CombinationOfPetAndConfirmation = 5, CombinationOfRtPetAndConfirmation = 6, PostTradeValuation = 7, Verification = 8, PostTradeEvent = 9, PostTradeEventRtReportable = 10, LimitedDetailsTrade = 11, DailyAggregatedTrade = 12, VolumeOmissionTrade = 13, FourWeeksAggregationTrade = 14, IndefiniteAggregationTrade = 15, VolumeOmissionTradeEligibleForSubsequentAggregatedEnrichment = 16, FullDetailsTradeOfLimitedDetailsTrade = 17, FullDetailsOfDailyAggregatedTrade = 18, FullDetailsOfVolumeOmissionTrade = 19, FullDetailsOfFourWeeksAggregationTrade = 20, FullDetailsInAggregatedFormOfVolumeOmissionTradeEligibleForSubsequentAggregatedEnrichment = 21 } /* ********************************************** * Specifies how the trade is collateralized. * ********************************************** */ export enum TradeCollateralization { Uncollateralized = 0, PartiallyCollateralized = 1, OneWayCollaterallization = 2, FullyCollateralized = 3 } /* **************************************************************** * Specifies the post-execution trade continuation or lifecycle * * event. Additional values may be used by mutual agreement of * * the counterparties. * **************************************************************** */ export enum TradeContinuation { Novation = 0, PartialNovation = 1, TradeUnwind = 2, PartialTradeUnwind = 3, Exercise = 4, CompressionNetting = 5, FullNetting = 6, PartialNetting = 7, Amendment = 8, Increase = 9, CreditEvent = 10, StrategicRestructuring = 11, SuccessionEventReorganization = 12, SuccessionEventRenaming = 13, Porting = 14, Withdrawal = 15, Void = 16, AccountTransfer = 17, GiveUp = 18, TakeUp = 19, AveragePricing = 20, Reversal = 21, AllocationTradePosting = 22, Cascade = 23, Delivery = 24, OptionAssignment = 25, Expiration = 26, Maturity = 27, EqualPositionAdjustment = 28, UnequalPositionAdjustment = 29, Correction = 30, OtherPriceFormingContinuationData = 99 } /* ********************************************************* * The broad asset category for assessing risk exposure. * ********************************************************* */ export enum AssetClass { InterestRate = 1, Currency = 2, Credit = 3, Equity = 4, Commodity = 5, Other = 6, Cash = 7, Debt = 8, Fund = 9, LoanFacility = 10 } /* *************************************************** * The subcategory description of the asset class. * *************************************************** */ export enum AssetSubClass { SingleCurrency = 1, CrossCurrency = 2, BasketForMultiCurrency = 3, SingleName = 4, CreditIndex = 5, IndexTranche = 6, CreditBasket = 7, Exotic = 8, Common = 9, Preferred = 10, EquityIndex = 11, EquityBasket = 12, Metals = 13, Bullion = 14, Energy = 15, CommodityIndex = 16, Agricultural = 17, Environmental = 18, Freight = 19, Government = 20, Agency = 21, Corporate = 22, Financing = 23, MoneyMarket = 24, Mortgage = 25, Municipal = 26, MutualFund = 27, CollectiveInvestmentVehicle = 28, InvestmentProgram = 29, SpecializedAccountProgram = 30, TermLoan = 31, BridgeLoan = 32, LetterOfCredit = 33 } /* **************************************************************** * The classification or type of swap. Additional values may be * * used by mutual agreement of the counterparties. * **************************************************************** */ export enum SwapClass { BasisSwap = 'BS', IndexSwap = 'IX', BroadBasedSecuritySwap = 'BB', BasketSwap = 'SK' } /* **************************** * Coupon type of the bond. * **************************** */ export enum CouponType { Zero = 0, FixedRate = 1, FloatingRate = 2, Structured = 3 } /* **************************************************************** * Time unit associated with the frequency of the bond's coupon * * payment. * **************************************************************** */ export enum CouponFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The day count convention used in interest calculations for a * * bond or an interest bearing security. Absence of this field * * for a bond or an interest bearing security transaction * * implies a "flat" trade, i.e. no accrued interest determined * * at time of the transaction. * **************************************************************** */ export enum CouponDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* ******************************************* * Identifies class or source of the * * ConvertibleBondEquityID(1951) value. * * 100+ are reserved for private security. * ******************************************* */ export enum ConvertibleBondEquityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ******************************************************** * Indicates the seniority level of the lien in a loan. * ******************************************************** */ export enum LienSeniority { Unknown = 0, FirstLien = 1, SecondLien = 2, ThirdLien = 3 } /* ************************************************************* * Specifies the type of loan when the credit default swap's * * reference obligation is a loan. * ************************************************************* */ export enum LoanFacility { BridgeLoan = 0, LetterOfCredit = 1, RevolvingLoan = 2, SwinglineFunding = 3, TermLoan = 4, TradeClaim = 5 } /* *************************************************************** * Specifies the type of reference entity for first-to-default * * CDS basket contracts. * *************************************************************** */ export enum ReferenceEntityType { Asian = 1, AustralianAndNewZealand = 2, EuropeanEmergingMarkets = 3, Japanese = 4, NorthAmericanHighYield = 5, NorthAmericanInsurance = 6, NorthAmericanInvestmentGrade = 7, Singaporean = 8, WesternEuropean = 9, WesternEuropeanInsurance = 10 } /* ************************************************************* * Identifies the event which caused origination of the * * identifier in SideRegulatoryTradeID(1972). When more than * * one event is the cause, use the higher enumeration value. * * For example, if the identifier is originated due to an * * allocated trade which was cleared and reported, use the * * enumeration value 2 (Clearing). * ************************************************************* */ export enum SideRegulatoryTradeIDEvent { InitialBlockTrade = 0, Allocation = 1, Clearing = 2, Compression = 3, Novation = 4, Termination = 5, PostTradeValuation = 6 } /* ********************************************************** * Specifies the type of trade identifier provided in * * SideRegulatoryTradeID(1972), within the context of the * * hierarchy of trade events. * ********************************************************** */ export enum SideRegulatoryTradeIDType { Current = 0, Previous = 1, Block = 2, Related = 3, ClearedBlockTrade = 4, TradingVenueTransactionIdentifier = 5 } /* ************************************************************** * The broad asset category for assessing risk exposure for a * * multi-asset trade. * ************************************************************** */ export enum SecondaryAssetClass { InterestRate = 1, Currency = 2, Credit = 3, Equity = 4, Commodity = 5, Other = 6, Cash = 7, Debt = 8, Fund = 9, LoanFacility = 10 } /* **************************************************************** * An indication of the general description of the asset class. * **************************************************************** */ export enum SecondaryAssetSubClass { SingleCurrency = 1, CrossCurrency = 2, BasketForMultiCurrency = 3, SingleName = 4, CreditIndex = 5, IndexTranche = 6, CreditBasket = 7, Exotic = 8, Common = 9, Preferred = 10, EquityIndex = 11, EquityBasket = 12, Metals = 13, Bullion = 14, Energy = 15, CommodityIndex = 16, Agricultural = 17, Environmental = 18, Freight = 19, Government = 20, Agency = 21, Corporate = 22, Financing = 23, MoneyMarket = 24, Mortgage = 25, Municipal = 26, MutualFund = 27, CollectiveInvestmentVehicle = 28, InvestmentProgram = 29, SpecializedAccountProgram = 30, TermLoan = 31, BridgeLoan = 32, LetterOfCredit = 33 } /* **************************************************** * Indication that a block trade will be allocated. * **************************************************** */ export enum BlockTrdAllocIndicator { BlockToBeAllocated = 0, BlockNotToBeAllocated = 1, AllocatedTrade = 2 } /* **************************************** * Code to represent the type of event. * **************************************** */ export enum UnderlyingEventType { Put = 1, Call = 2, Tender = 3, SinkingFundCall = 4, Activation = 5, Inactivation = 6, LastEligibleTradeDate = 7, SwapStartDate = 8, SwapEndDate = 9, SwapRollDate = 10, SwapNextStartDate = 11, SwapNextRollDate = 12, FirstDeliveryDate = 13, LastDeliveryDate = 14, InitialInventoryDueDate = 15, FinalInventoryDueDate = 16, FirstIntentDate = 17, LastIntentDate = 18, PositionRemovalDate = 19, MinimumNotice = 20, DeliveryStartTime = 21, DeliveryEndTime = 22, FirstNoticeDate = 23, LastNoticeDate = 24, FirstExerciseDate = 25, RedemptionDate = 26, TradeContinuationEffectiveDate = 27, Other = 99 } /* ***************************************************** * Specifies the coupon type of the underlying bond. * ***************************************************** */ export enum UnderlyingCouponType { Zero = 0, FixedRate = 1, FloatingRate = 2, Structured = 3 } /* **************************************************************** * Time unit associated with the frequency of the bond's coupon * * payment. * **************************************************************** */ export enum UnderlyingCouponFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The day count convention used in interest calculations for a * * bond or an interest bearing security. * **************************************************************** */ export enum UnderlyingCouponDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *************************************** * Identifies the source scheme of the * * UnderlyingObligationID(1994). * *************************************** */ export enum UnderlyingObligationIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ********************************************************** * Identifies the source of the UnderlyingEquityID(1996). * ********************************************************** */ export enum UnderlyingEquityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ******************************************************** * Indicates the seniority level of the lien in a loan. * ******************************************************** */ export enum UnderlyingLienSeniority { Unknown = 0, FirstLien = 1, SecondLien = 2, ThirdLien = 3 } /* ************************************************************* * Specifies the type of loan when the credit default swap's * * reference obligation is a loan. * ************************************************************* */ export enum UnderlyingLoanFacility { BridgeLoan = 0, LetterOfCredit = 1, RevolvingLoan = 2, SwinglineFunding = 3, TermLoan = 4, TradeClaim = 5 } /* *************************************************************** * Specifies the type of reference entity for first-to-default * * CDS basket contracts. * *************************************************************** */ export enum UnderlyingReferenceEntityType { Asian = 1, AustralianAndNewZealand = 2, EuropeanEmergingMarkets = 3, Japanese = 4, NorthAmericanHighYield = 5, NorthAmericanInsurance = 6, NorthAmericanInvestmentGrade = 7, Singaporean = 8, WesternEuropean = 9, WesternEuropeanInsurance = 10 } /* *********************************************** * Method under which assignment was conducted * *********************************************** */ export enum UnderlyingAssignmentMethod { ProRata = 'P', Random = 'R' } /* ********************************************* * Gives the current state of the instrument * ********************************************* */ export enum UnderlyingSecurityStatus { Active = '1', Inactive = '2', ActiveClosingOrdersOnly = '3', Expired = '4', Delisted = '5', KnockedOut = '6', KnockOutRevoked = '7', PendingExpiry = '8', Suspended = '9', Published = '10', PendingDeletion = '11' } /* ******************************************************* * Type of reference obligation for credit derivatives * * contracts. * ******************************************************* */ export enum UnderlyingObligationType { Bond = '0', ConvertibleBond = '1', Mortgage = '2', Loan = '3' } /* ********************************************************* * The broad asset category for assessing risk exposure. * ********************************************************* */ export enum UnderlyingAssetClass { InterestRate = 1, Currency = 2, Credit = 3, Equity = 4, Commodity = 5, Other = 6, Cash = 7, Debt = 8, Fund = 9, LoanFacility = 10 } /* **************************************************************** * An indication of the general description of the asset class. * **************************************************************** */ export enum UnderlyingAssetSubClass { SingleCurrency = 1, CrossCurrency = 2, BasketForMultiCurrency = 3, SingleName = 4, CreditIndex = 5, IndexTranche = 6, CreditBasket = 7, Exotic = 8, Common = 9, Preferred = 10, EquityIndex = 11, EquityBasket = 12, Metals = 13, Bullion = 14, Energy = 15, CommodityIndex = 16, Agricultural = 17, Environmental = 18, Freight = 19, Government = 20, Agency = 21, Corporate = 22, Financing = 23, MoneyMarket = 24, Mortgage = 25, Municipal = 26, MutualFund = 27, CollectiveInvestmentVehicle = 28, InvestmentProgram = 29, SpecializedAccountProgram = 30, TermLoan = 31, BridgeLoan = 32, LetterOfCredit = 33 } /* **************************************************************** * The type or classification of swap. Additional values may be * * used by mutual agreement of the counterparties. * **************************************************************** */ export enum UnderlyingSwapClass { BasisSwap = 'BS', IndexSwap = 'IX', BroadBasedSecuritySwap = 'BB', BasketSwap = 'SK' } /* **************************************************************** * Specifies how the strike price is determined at the point of * * option exercise. The strike may be fixed throughout the life * * of the option, set at expiration to the value of the * * underlying, set to the average value of the underlying , or * * set to the optimal value of the underlying. * **************************************************************** */ export enum UnderlyingStrikePriceDeterminationMethod { FixedStrikeDefaultIfNotSpecified = 1, StrikeSetAtExpirationToUnderlyingOrOtherValueLookbackFloating = 2, StrikeSetToAverageOfUnderlyingSettlementPriceAcrossTheLifeOfTheOption = 3, StrikeSetToOptimalValue = 4 } /* ************************************************************** * Specifies the boundary condition to be used for the strike * * price relative to the underlying price at the point of * * option exercise. * ************************************************************** */ export enum UnderlyingStrikePriceBoundaryMethod { LessThanUnderlyingPriceIsInTheMoneyItm = 1, LessThanOrEqualToTheUnderlyingPriceIsInTheMoneyItm = 2, EqualToTheUnderlyingPriceIsInTheMoneyItm = 3, GreaterThanOrEqualToUnderlyingPriceIsInTheMoneyItm = 4, GreaterThanUnderlyingIsInTheMoneyItm = 5 } /* ********************************************************* * Indicates the type of payout that will result from an * * in-the-money option. * ********************************************************* */ export enum UnderlyingOptPayoutType { Vanilla = 1, Capped = 2, Binary = 3 } /* ******************************* * Method for price quotation. * ******************************* */ export enum UnderlyingPriceQuoteMethod { StandardMoneyPerUnitOfAPhysical = 'STD', Index = 'INX', InterestRateIndex = 'INT', PercentOfPar = 'PCTPAR' } /* ******************************************** * Indicates type of valuation method used. * ******************************************** */ export enum UnderlyingValuationMethod { PremiumStyle = 'EQTY', FuturesStyleMarkToMarket = 'FUT', FuturesStyleWithAnAttachedCashAdjustment = 'FUTDA', CdsStyleCollateralizationOfMarketToMarketAndCoupon = 'CDS', CdsInDeliveryUseRecoveryRateToCalculateObligation = 'CDSD' } /* **************************************************************** * Indicates whether the instruments are pre-listed only or can * * also be defined via user request. * **************************************************************** */ export enum UnderlyingListMethod { PreListedOnly = 0, UserRequested = 1 } /* ************************************************************** * Indicates whether a restriction applies to short selling a * * security. * ************************************************************** */ export enum UnderlyingShortSaleRestriction { NoRestrictions = 0, SecurityIsNotShortable = 1, SecurityNotShortableAtOrBelowTheBestBid = 2, SecurityIsNotShortableWithoutPreBorrow = 3 } /* ***************************************** * Identifies the type of complex event. * ***************************************** */ export enum UnderlyingComplexEventType { Capped = 1, Trigger = 2, KnockInUp = 3, KnockInDown = 4, KnockOutUp = 5, KnockOutDown = 6, Underlying = 7, ResetBarrier = 8, RollingBarrier = 9, OneTouch = 10, NoTouch = 11, DoubleOneTouch = 12, DoubleNoTouch = 13, ForeignExchangeComposite = 14, ForeignExchangeQuanto = 15, ForeignExchangeCrossCurrency = 16, StrikeSpread = 17, CalendarSpread = 18, PriceObservationAsianOrLookback = 19, PassThrough = 20, StrikeSchedule = 21, EquityValuation = 22, DividendValuation = 23 } /* **************************************************************** * Specifies the boundary condition to be used for the event * * price relative to the UnderlyingComplexEventPrice(2048) at * * the point the complex event outcome takes effect as * * determined by the UnderlyingComplexEventPriceTimeType(2051). * **************************************************************** */ export enum UnderlyingComplexEventPriceBoundaryMethod { LessThanComplexEventPrice1486 = 1, LessThanOrEqualToComplexEventPrice1486 = 2, EqualToComplexEventPrice1486 = 3, GreaterThanOrEqualToComplexEventPrice1486 = 4, GreaterThanComplexEventPrice1486 = 5 } /* *************************************************************** * Specifies when the complex event outcome takes effect. The * * outcome of a complex event is a payout or barrier action as * * specified by the UnderlyingComplexEventType(2046). * *************************************************************** */ export enum UnderlyingComplexEventPriceTimeType { Expiration = 1, ImmediateAtAnyTime = 2, SpecifiedDateTime = 3, Close = 4, Open = 5, OfficialSettlementPrice = 6, DerivativesClose = 7, AsSpecifiedInMasterConfirmation = 8 } /* *************************************************************** * Specifies the condition between complex events when more * * than one event is specified. * * * * Multiple barrier events would use an "or" condition since * * only one can be effective at a given time. A set of digital * * range events would use an "and" condition since both * * conditions must be in effect for a payout to result. * *************************************************************** */ export enum UnderlyingComplexEventCondition { And = 1, Or = 2 } /* **************************************** * Code to represent the type of event. * **************************************** */ export enum LegEventType { Put = 1, Call = 2, Tender = 3, SinkingFundCall = 4, Activation = 5, Inactivation = 6, LastEligibleTradeDate = 7, SwapStartDate = 8, SwapEndDate = 9, SwapRollDate = 10, SwapNextStartDate = 11, SwapNextRollDate = 12, FirstDeliveryDate = 13, LastDeliveryDate = 14, InitialInventoryDueDate = 15, FinalInventoryDueDate = 16, FirstIntentDate = 17, LastIntentDate = 18, PositionRemovalDate = 19, MinimumNotice = 20, DeliveryStartTime = 21, DeliveryEndTime = 22, FirstNoticeDate = 23, LastNoticeDate = 24, FirstExerciseDate = 25, RedemptionDate = 26, TradeContinuationEffectiveDate = 27, Other = 99 } /* **************************************** * Time unit associated with the event. * **************************************** */ export enum LegEventTimeUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************* * The broad asset category for assessing risk exposure. * ********************************************************* */ export enum LegAssetClass { InterestRate = 1, Currency = 2, Credit = 3, Equity = 4, Commodity = 5, Other = 6, Cash = 7, Debt = 8, Fund = 9, LoanFacility = 10 } /* *********************************************************** * The general subcategory description of the asset class. * *********************************************************** */ export enum LegAssetSubClass { SingleCurrency = 1, CrossCurrency = 2, BasketForMultiCurrency = 3, SingleName = 4, CreditIndex = 5, IndexTranche = 6, CreditBasket = 7, Exotic = 8, Common = 9, Preferred = 10, EquityIndex = 11, EquityBasket = 12, Metals = 13, Bullion = 14, Energy = 15, CommodityIndex = 16, Agricultural = 17, Environmental = 18, Freight = 19, Government = 20, Agency = 21, Corporate = 22, Financing = 23, MoneyMarket = 24, Mortgage = 25, Municipal = 26, MutualFund = 27, CollectiveInvestmentVehicle = 28, InvestmentProgram = 29, SpecializedAccountProgram = 30, TermLoan = 31, BridgeLoan = 32, LetterOfCredit = 33 } /* ************** * Swap type. * ************** */ export enum LegSwapClass { BasisSwap = 'BS', IndexSwap = 'IX', BroadBasedSecuritySwap = 'BB', BasketSwap = 'SK' } /* ************************************************************** * The broad asset category for assessing risk exposure for a * * multi-asset trade. * ************************************************************** */ export enum LegSecondaryAssetClass { InterestRate = 1, Currency = 2, Credit = 3, Equity = 4, Commodity = 5, Other = 6, Cash = 7, Debt = 8, Fund = 9, LoanFacility = 10 } /* **************************************************************** * An indication of the general description of the asset class. * **************************************************************** */ export enum LegSecondaryAssetSubClass { SingleCurrency = 1, CrossCurrency = 2, BasketForMultiCurrency = 3, SingleName = 4, CreditIndex = 5, IndexTranche = 6, CreditBasket = 7, Exotic = 8, Common = 9, Preferred = 10, EquityIndex = 11, EquityBasket = 12, Metals = 13, Bullion = 14, Energy = 15, CommodityIndex = 16, Agricultural = 17, Environmental = 18, Freight = 19, Government = 20, Agency = 21, Corporate = 22, Financing = 23, MoneyMarket = 24, Mortgage = 25, Municipal = 26, MutualFund = 27, CollectiveInvestmentVehicle = 28, InvestmentProgram = 29, SpecializedAccountProgram = 30, TermLoan = 31, BridgeLoan = 32, LetterOfCredit = 33 } /* ************************************************************** * The broad asset category for assessing risk exposure for a * * multi-asset trade. * ************************************************************** */ export enum UnderlyingSecondaryAssetClass { InterestRate = 1, Currency = 2, Credit = 3, Equity = 4, Commodity = 5, Other = 6, Cash = 7, Debt = 8, Fund = 9, LoanFacility = 10 } /* **************************************************************** * An indication of the general description of the asset class. * **************************************************************** */ export enum UnderlyingSecondaryAssetSubClass { SingleCurrency = 1, CrossCurrency = 2, BasketForMultiCurrency = 3, SingleName = 4, CreditIndex = 5, IndexTranche = 6, CreditBasket = 7, Exotic = 8, Common = 9, Preferred = 10, EquityIndex = 11, EquityBasket = 12, Metals = 13, Bullion = 14, Energy = 15, CommodityIndex = 16, Agricultural = 17, Environmental = 18, Freight = 19, Government = 20, Agency = 21, Corporate = 22, Financing = 23, MoneyMarket = 24, Mortgage = 25, Municipal = 26, MutualFund = 27, CollectiveInvestmentVehicle = 28, InvestmentProgram = 29, SpecializedAccountProgram = 30, TermLoan = 31, BridgeLoan = 32, LetterOfCredit = 33 } /* ************************************************************ * Specifies whether or not MarginAmtFXRate(2088) should be * * multipled or divided. * ************************************************************ */ export enum MarginAmtFXRateCalc { Divide = 'D', Multiply = 'M' } /* ************************************************************* * Specifies whether or not CollateralFXRate(2090) should be * * multipled or divided. * ************************************************************* */ export enum CollateralFXRateCalc { Divide = 'D', Multiply = 'M' } /* ************************************************************* * Specifies whether or not PayCollectFXRate(2094) should be * * multipled or divided. * ************************************************************* */ export enum PayCollectFXRateCalc { Divide = 'D', Multiply = 'M' } /* *********************************************************** * Specifies whether or not PositionFXRate(2097) should be * * multipled or divided. * *********************************************************** */ export enum PositionFXRateCalc { Divide = 'D', Multiply = 'M' } /* ************************************************ * The encoding type of the content provided in * * EncodedAttachment(2112). * ************************************************ */ export enum AttachmentEncodingType { Base64Encoding = 0, UnencodedBinaryContent = 1 } /* ************************************************ * Specifies the negotiation method to be used. * ************************************************ */ export enum NegotiationMethod { AutoSpot = 0, NegotiatedSpot = 1, TheSpotPriceForTheReferenceOrBenchmarkSecurityIsToBeNegotiatedViaPhoneOrVoice = 2 } /* ******************************* * Trade side of payout payer. * ******************************* */ export enum ComplexOptPayoutPaySide { Buy = 1, Sell = 2 } /* ********************************** * Trade side of payout receiver. * ********************************** */ export enum ComplexOptPayoutReceiveSide { Buy = 1, Sell = 2 } /* ****************************************** * Specifies when the payout is to occur. * ****************************************** */ export enum ComplexOptPayoutTime { Close = 0, Open = 1, OfficialSettlement = 2, ValuationTime = 3, ExchangeSettlementTime = 4, DerivativesClose = 5, AsSpecifiedInMasterConfirmation = 6 } /* *********************************************** * For foreign exchange Quanto option feature. * *********************************************** */ export enum ComplexEventQuoteBasis { Currency1PerCurrency2 = 0, Currency2PerCurrency1 = 1 } /* ******************************************* * Used to identify the calculation agent. * ******************************************* */ export enum ComplexEventCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *************************************************************** * The notifying party is the party that notifies the other * * party when a credit event has occurred by means of a credit * * event notice. If more than one party is referenced as being * * the notifying party then either party may notify the other * * of a credit event occurring. * *************************************************************** */ export enum ComplexEventCreditEventNotifyingParty { SellerNotifies = 0, BuyerNotifies = 1, SellerOrBuyerNotifies = 2 } /* ***************************************** * Specifies the type of trade strategy. * ***************************************** */ export enum StrategyType { Straddle = 'STD', Strangle = 'STG', Butterfly = 'BF', Condor = 'CNDR', CallableInversibleSnowball = 'CISN', Other = 'OTHER' } /* *************************************************************** * Specifies the consequences of bullion settlement disruption * * events. * *************************************************************** */ export enum SettlDisruptionProvision { Negotiation = 1, CancellationAndPayment = 2 } /* ****************************************************** * Specifies the rounding direction if not overridden * * elsewhere. * ****************************************************** */ export enum InstrumentRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* ************************************************************** * Specifies the method under which assignment was conducted. * ************************************************************** */ export enum LegInstrmtAssignmentMethod { ProRata = 'P', Random = 'R' } /* ********************************************************** * Used for derivatives. Denotes the current state of the * * InstrumentLeg. * ********************************************************** */ export enum LegSecurityStatus { Active = '1', Inactive = '2', ActiveClosingOrdersOnly = '3', Expired = '4', Delisted = '5', KnockedOut = '6', KnockOutRevoked = '7', PendingExpiry = '8', Suspended = '9', Published = '10', PendingDeletion = '11' } /* *************************************************************** * A category of CDS credit event in which the underlying bond * * experiences a restructuring. * * Used to define a CDS instrument. * *************************************************************** */ export enum LegRestructuringType { FullRestructuring = 'FR', ModifiedRestructuring = 'MR', ModifiedModRestructuring = 'MM', NoRestructuringSpecified = 'XR' } /* **************************************************************** * Specifies which issue (underlying bond) will receive payment * * priority in the event of a default. * * Used to define a CDS instrument. * **************************************************************** */ export enum LegSeniority { SeniorSecured = 'SD', Senior = 'SR', Subordinated = 'SB' } /* ******************************************************* * Type of reference obligation for credit derivatives * * contracts. * ******************************************************* */ export enum LegObligationType { Bond = '0', ConvertibleBond = '1', Mortgage = '2', Loan = '3' } /* ********************************************* * The subclassification or subtype of swap. * ********************************************* */ export enum LegSwapSubClass { Amortizing = 'AMTZ', Compounding = 'COMP' } /* ****************************************** * Specifies the coupon type of the bond. * ****************************************** */ export enum LegCouponType { Zero = 0, FixedRate = 1, FloatingRate = 2, Structured = 3 } /* **************************************************************** * Time unit associated with the frequency of the bond's coupon * * payment. * **************************************************************** */ export enum LegCouponFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The day count convention used in interest calculations for a * * bond or an interest bearing security. * **************************************************************** */ export enum LegCouponDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *************************************************** * Identifies class or source of the * * LegConvertibleBondEquitySecurityID(2166) value. * *************************************************** */ export enum LegConvertibleBondEquityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ******************************************************** * Indicates the seniority level of the lien in a loan. * ******************************************************** */ export enum LegLienSeniority { Unknown = 0, FirstLien = 1, SecondLien = 2, ThirdLien = 3 } /* ************************************************************* * Specifies the type of loan when the credit default swap's * * reference obligation is a loan. * ************************************************************* */ export enum LegLoanFacility { BridgeLoan = 0, LetterOfCredit = 1, RevolvingLoan = 2, SwinglineFunding = 3, TermLoan = 4, TradeClaim = 5 } /* *************************************************************** * Specifies the type of reference entity for first-to-default * * CDS basket contracts. * *************************************************************** */ export enum LegReferenceEntityType { Asian = 1, AustralianAndNewZealand = 2, EuropeanEmergingMarkets = 3, Japanese = 4, NorthAmericanHighYield = 5, NorthAmericanInsurance = 6, NorthAmericanInvestmentGrade = 7, Singaporean = 8, WesternEuropean = 9, WesternEuropeanInsurance = 10 } /* ************************************************************* * Used to express the unit of measure (UOM) of the price if * * different from the contract. * ************************************************************* */ export enum LegStrikeUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* **************************************************************** * Specifies how the strike price is determined at the point of * * option exercise. The strike may be fixed throughout the life * * of the option, set at expiration to the value of the * * underlying, set to the average value of the underlying , or * * set to the optimal value of the underlying. * **************************************************************** */ export enum LegStrikePriceDeterminationMethod { FixedStrikeDefaultIfNotSpecified = 1, StrikeSetAtExpirationToUnderlyingOrOtherValueLookbackFloating = 2, StrikeSetToAverageOfUnderlyingSettlementPriceAcrossTheLifeOfTheOption = 3, StrikeSetToOptimalValue = 4 } /* ************************************************************** * Specifies the boundary condition to be used for the strike * * price relative to the underlying price at the point of * * option exercise. * ************************************************************** */ export enum LegStrikePriceBoundaryMethod { LessThanUnderlyingPriceIsInTheMoneyItm = 1, LessThanOrEqualToTheUnderlyingPriceIsInTheMoneyItm = 2, EqualToTheUnderlyingPriceIsInTheMoneyItm = 3, GreaterThanOrEqualToUnderlyingPriceIsInTheMoneyItm = 4, GreaterThanUnderlyingIsInTheMoneyItm = 5 } /* **************************************************************** * Specifies how the underlying price is determined at the * * point of option exercise. The underlying price may be set to * * the current settlement price, set to a special reference, * * set to the optimal value of the underlying during the * * defined period ("Look-back") or set to the average value of * * the underlying during the defined period ("Asian option"). * **************************************************************** */ export enum LegUnderlyingPriceDeterminationMethod { Regular = 1, SpecialReference = 2, OptimalValueLookback = 3, AverageValueAsianOption = 4 } /* ************************************************************** * Settlement method for a contract or instrument. Additional * * values may be used with bilateral agreement. * ************************************************************** */ export enum LegSettlMethod { CashSettlementRequired = 'C', PhysicalSettlementRequired = 'P', ElectionAtExercise = 'E' } /* ********************************************************* * Indicates the type of payout that will result from an * * in-the-money option. * ********************************************************* */ export enum LegOptPayoutType { Vanilla = 1, Capped = 2, Binary = 3 } /* ********************************************* * Specifies the method for price quotation. * ********************************************* */ export enum LegPriceQuoteMethod { StandardMoneyPerUnitOfAPhysical = 'STD', Index = 'INX', InterestRateIndex = 'INT', PercentOfPar = 'PCTPAR' } /* *************************************************** * Specifies the type of valuation method applied. * *************************************************** */ export enum LegValuationMethod { PremiumStyle = 'EQTY', FuturesStyleMarkToMarket = 'FUT', FuturesStyleWithAnAttachedCashAdjustment = 'FUTDA', CdsStyleCollateralizationOfMarketToMarketAndCoupon = 'CDS', CdsInDeliveryUseRecoveryRateToCalculateObligation = 'CDSD' } /* ************************************************************ * Indicates whether instruments are pre-listed only or can * * also be defined via user request. * ************************************************************ */ export enum LegListMethod { PreListedOnly = 0, UserRequested = 1 } /* ********************************************************* * The program under which a commercial paper is issued. * ********************************************************* */ export enum LegCPProgram { E3A3 = 1, E42 = 2, E3A2 = 3, E3A33C7 = 4, E3A4 = 5, E3A5 = 6, E3A7 = 7, E3C7 = 8, Other = 99 } /* ************************************************************** * Indicates whether a restriction applies to short selling a * * security. * ************************************************************** */ export enum LegShortSaleRestriction { NoRestrictions = 0, SecurityIsNotShortable = 1, SecurityNotShortableAtOrBelowTheBestBid = 2, SecurityIsNotShortableWithoutPreBorrow = 3 } /* **************************************************************** * Indicates the broad product or asset classification. May be * * used to provide grouping for the product taxonomy * * (Product(460), SecurityType(167), etc.) and/or the risk * * taxonomy (AssetClass(1938), AssetSubClass(1939), * * AssetType(1940), etc.). * **************************************************************** */ export enum AssetGroup { Financials = 1, Commodities = 2, AlternativeInvestments = 3 } /* ***************************************** * Specifies the type of trade strategy. * ***************************************** */ export enum LegStrategyType { Straddle = 'STD', Strangle = 'STG', Butterfly = 'BF', Condor = 'CNDR', CallableInversibleSnowball = 'CISN', Other = 'OTHER' } /* *************************************************************** * Specifies the consequences of bullion settlement disruption * * events. * *************************************************************** */ export enum LegSettlDisruptionProvision { Negotiation = 1, CancellationAndPayment = 2 } /* ****************************************************** * Specifies the rounding direction if not overridden * * elsewhere. * ****************************************************** */ export enum LegInstrumentRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* ***************************************** * Identifies the type of complex event. * ***************************************** */ export enum LegComplexEventType { Capped = 1, Trigger = 2, KnockInUp = 3, KnockInDown = 4, KnockOutUp = 5, KnockOutDown = 6, Underlying = 7, ResetBarrier = 8, RollingBarrier = 9, OneTouch = 10, NoTouch = 11, DoubleOneTouch = 12, DoubleNoTouch = 13, ForeignExchangeComposite = 14, ForeignExchangeQuanto = 15, ForeignExchangeCrossCurrency = 16, StrikeSpread = 17, CalendarSpread = 18, PriceObservationAsianOrLookback = 19, PassThrough = 20, StrikeSchedule = 21, EquityValuation = 22, DividendValuation = 23 } /* ******************************* * Trade side of payout payer. * ******************************* */ export enum LegComplexOptPayoutPaySide { Buy = 1, Sell = 2 } /* ********************************** * Trade side of payout receiver. * ********************************** */ export enum LegComplexOptPayoutReceiveSide { Buy = 1, Sell = 2 } /* ****************************************** * Specifies when the payout is to occur. * ****************************************** */ export enum LegComplexOptPayoutTime { Close = 0, Open = 1, OfficialSettlement = 2, ValuationTime = 3, ExchangeSettlementTime = 4, DerivativesClose = 5, AsSpecifiedInMasterConfirmation = 6 } /* ************************************************************** * Specifies the boundary condition to be used for the event * * price relative to the complex event price at the point the * * complex event outcome takes effect as determined by the * * LegComplexEventPriceTimeType(2231). * ************************************************************** */ export enum LegComplexEventPriceBoundaryMethod { LessThanComplexEventPrice1486 = 1, LessThanOrEqualToComplexEventPrice1486 = 2, EqualToComplexEventPrice1486 = 3, GreaterThanOrEqualToComplexEventPrice1486 = 4, GreaterThanComplexEventPrice1486 = 5 } /* *************************************************************** * Specifies when the complex event outcome takes effect. The * * outcome of a complex event is a payout or barrier action as * * specified by the LegComplexEventType(2219). * *************************************************************** */ export enum LegComplexEventPriceTimeType { Expiration = 1, ImmediateAtAnyTime = 2, SpecifiedDateTime = 3, Close = 4, Open = 5, OfficialSettlementPrice = 6, DerivativesClose = 7, AsSpecifiedInMasterConfirmation = 8 } /* *************************************************************** * Specifies the condition between complex events when more * * than one event is specified. * * Multiple barrier events would use an "or" condition since * * only one can be effective at a given time. A set of digital * * range events would use an "and" condition since both * * conditions must be in effect for a payout to result. * *************************************************************** */ export enum LegComplexEventCondition { And = 1, Or = 2 } /* *********************************************** * For foreign exchange Quanto option feature. * *********************************************** */ export enum LegComplexEventQuoteBasis { Currency1PerCurrency2 = 0, Currency2PerCurrency1 = 1 } /* ******************************************* * Used to identify the calculation agent. * ******************************************* */ export enum LegComplexEventCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *************************************************************** * The notifying party is the party that notifies the other * * party when a credit event has occurred by means of a credit * * event notice. If more than one party is referenced as being * * the notifying party then either party may notify the other * * of a credit event occurring. * *************************************************************** */ export enum LegComplexEventCreditEventNotifyingParty { SellerNotifies = 0, BuyerNotifies = 1, SellerOrBuyerNotifies = 2 } /* *************************************************** * Used to identify source of instrument party id. * *************************************************** */ export enum LegInstrumentPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ***************************************************** * Used to identify the role of instrument party id. * ***************************************************** */ export enum LegInstrumentPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ************************************************* * Type of LegInstrumentPartySubID (2259) value. * ************************************************* */ export enum LegInstrumentPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ******************************* * Trade side of payout payer. * ******************************* */ export enum UnderlyingComplexOptPayoutPaySide { Buy = 1, Sell = 2 } /* ********************************** * Trade side of payout receiver. * ********************************** */ export enum UnderlyingComplexOptPayoutReceiveSide { Buy = 1, Sell = 2 } /* ***************************************** * The time when the payout is to occur. * ***************************************** */ export enum UnderlyingComplexOptPayoutTime { Close = 0, Open = 1, OfficialSettlement = 2, ValuationTime = 3, ExchangeSettlementTime = 4, DerivativesClose = 5, AsSpecifiedInMasterConfirmation = 6 } /* ************************************************* * Specifies the currency pairing for the quote. * ************************************************* */ export enum UnderlyingComplexEventQuoteBasis { Currency1PerCurrency2 = 0, Currency2PerCurrency1 = 1 } /* ******************************************* * Used to identify the calculation agent. * ******************************************* */ export enum UnderlyingComplexEventCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *************************************************************** * The notifying party is the party that notifies the other * * party when a credit event has occurred by means of a credit * * event notice. If more than one party is referenced as being * * the notifying party then either party may notify the other * * of a credit event occurring. * *************************************************************** */ export enum UnderlyingComplexEventCreditEventNotifyingParty { SellerNotifies = 0, BuyerNotifies = 1, SellerOrBuyerNotifies = 2 } /* ********************************************* * The subclassification or subtype of swap. * ********************************************* */ export enum UnderlyingSwapSubClass { Amortizing = 'AMTZ', Compounding = 'COMP' } /* ************************************************************* * Used to express the unit of measure (UOM) of the price if * * different from the contract. * ************************************************************* */ export enum UnderlyingStrikeUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ***************************************** * Specifies the type of trade strategy. * ***************************************** */ export enum UnderlyingStrategyType { Straddle = 'STD', Strangle = 'STG', Butterfly = 'BF', Condor = 'CNDR', CallableInversibleSnowball = 'CISN', Other = 'OTHER' } /* *************************************************************** * Specifies the consequences of settlement disruption events. * *************************************************************** */ export enum UnderlyingSettlDisruptionProvision { Negotiation = 1, CancellationAndPayment = 2 } /* ****************************************************** * Specifies the rounding direction if not overridden * * elsewhere. * ****************************************************** */ export enum UnderlyingInstrumentRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* ******************************** * Status of risk limit report. * ******************************** */ export enum RiskLimitReportStatus { Accepted = 0, Rejected = 1 } /* **************************************************************** * The reason for rejecting the PartyRiskLimitsReport(35=CM) or * * PartyRiskLimitsUpdateReport(35=CR). * **************************************************************** */ export enum RiskLimitReportRejectReason { UnknownRiskLimitReportId1667 = 0, UnknownParty = 1, Other = 99 } /* ********************************************************** * Specifies the transaction type of the risk limit check * * request. * ********************************************************** */ export enum RiskLimitCheckTransType { New = 0, Cancel = 1, Replace = 2 } /* ********************************************** * Specifies the type of limit check message. * ********************************************** */ export enum RiskLimitCheckType { Submit = 0, LimitConsumed = 1 } /* ************************************************************* * Specifies the type of limit amount check being requested. * ************************************************************* */ export enum RiskLimitCheckRequestType { AllOrNoneDefaultIfNotSpecified = 0, Partial = 1 } /* ********************************************************* * Indicates the status of the risk limit check request. * ********************************************************* */ export enum RiskLimitCheckRequestStatus { Approved = 0, PartiallyApproved = 1, Rejected = 2, ApprovalPending = 3, Cancelled = 4 } /* ********************************************* * Result of the credit limit check request. * ********************************************* */ export enum RiskLimitCheckRequestResult { SuccessfulDefault = 0, InvalidParty = 1, RequestedAmountExceedsCreditLimit = 2, RequestedAmountExceedsClipSizeLimit = 3, RequestExceedsMaximumNotionalOrderAmount = 4, Other = 99 } /* *********************************************************** * Specifies the type of action to take or was taken for a * * given party. * *********************************************************** */ export enum PartyActionType { Suspend = 0, HaltTrading = 1, Reinstate = 2 } /* ********************************************************** * Specifies the action taken as a result of the * * PartyActionType(2239) of the PartyActionRequest(35=DH) * * message. * ********************************************************** */ export enum PartyActionResponse { Accepted = 0, Completed = 1, Rejected = 2 } /* ********************************************************** * Specifies the reason the PartyActionRequest(35=DH) was * * rejected. * ********************************************************** */ export enum PartyActionRejectReason { InvalidPartyOrParties = 0, UnknownRequestingParty = 1, NotAuthorized = 98, Other = 99 } /* ****************************************************** * Specifies which type of identifier is specified in * * RefRiskLimitCheckID(2334) field. * ****************************************************** */ export enum RefRiskLimitCheckIDType { RiskLimitRequestId1666 = 0, RiskLimitCheckId2319 = 1, OutOfBandIdentifier = 3 } /* ********************************************************** * Unit of time in which RiskLimitVelocityPeriod(2336) is * * expressed. * ********************************************************** */ export enum RiskLimitVelocityUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ***************************************************** * Qualifies the value of RequestingPartyRole(1660). * ***************************************************** */ export enum RequestingPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* ************************************************************** * Specifies the type of credit limit check model workflow to * * apply for the specified party * ************************************************************** */ export enum RiskLimitCheckModelType { NoneDefaultIfNotSpecified = 0, PlusOneModel = 1, PingModel = 2, PushModel = 3 } /* *************************************************************** * Indicates the status of the risk limit check performed on a * * trade. * *************************************************************** */ export enum RiskLimitCheckStatus { Accepted = 0, Rejected = 1, ClaimRequired = 2, PreDefinedLimitCheckSucceeded = 3, PreDefinedLimitCheckFailed = 4, PreDefinedAutoAcceptRuleInvoked = 5, PreDefinedAutoRejectRuleInvoked = 6, AcceptedByClearingFirm = 7, RejectedByClearingFirm = 8, Pending = 9, AcceptedByCreditHub = 10, RejectedByCreditHub = 11, PendingCreditHubCheck = 12, AcceptedByExecutionVenue = 13, RejectedByExecutionVenue = 14 } /* ************************************************************* * Indicates the status of the risk limit check performed on * * the side of a trade. * ************************************************************* */ export enum SideRiskLimitCheckStatus { Accepted = 0, Rejected = 1, ClaimRequired = 2, PreDefinedLimitCheckSucceeded = 3, PreDefinedLimitCheckFailed = 4, PreDefinedAutoAcceptRuleInvoked = 5, PreDefinedAutoRejectRuleInvoked = 6, AcceptedByClearingFirm = 7, RejectedByClearingFirm = 8, Pending = 9, AcceptedByCreditHub = 10, RejectedByCreditHub = 11, PendingCreditHubCheck = 12, AcceptedByExecutionVenue = 13, RejectedByExecutionVenue = 14 } /* ***************************************************** * Specifies the regulatory mandate or rule that the * * transaction complies with. * ***************************************************** */ export enum RegulatoryTransactionType { NoneDefaultIfNotSpecified = 0, SwapExecutionFacilitySefRequiredTransaction = 1, SwapExecutionFacilitySefPermittedTransaction = 2 } /* **************************************************************** * Indicates the broad product or asset classification. May be * * used to provide grouping for the product taxonomy * * (Product(460), SecurityType(167), etc.) and/or the risk * * taxonomy (AssetClass(1938), AssetSubClass(1939), * * AssetType(1940), etc.). * **************************************************************** */ export enum LegAssetGroup { Financials = 1, Commodities = 2, AlternativeInvestments = 3 } /* ****************************************** * The status of risk limits for a party. * ****************************************** */ export enum PartyRiskLimitStatus { Disabled = 0, Enabled = 1 } /* ******************************************************* * Indicates whether the trade price was adjusted for * * compensation (i.e. includes a mark-up, mark-down or * * commission) in the price paid. * ******************************************************* */ export enum RemunerationIndicator { NoRemunerationPaid = 0, RemunerationPaid = 1 } /* ******************************************************** * Indicates action that triggered the Position Report. * ******************************************************** */ export enum PosReportAction { New = 1, Replace = 2, Cancel = 3, Reverse = 4 } /* ************************************************************ * Specifies whether LastPx(31) [TradeCaptureReport] or * * SettlPrice(730) [PositionReport] should be multiplied or * * divided. * ************************************************************ */ export enum SettlPriceFxRateCalc { Multiply = 'M', Divide = 'D' } /* ************************************************************ * The type of identification taxonomy used to identify the * * security. * ************************************************************ */ export enum TaxonomyType { IsinOrAlternateInstrumentIdentifierPlusCfi = 'I', InterimTaxonomy = 'E' } /* ******************************************************** * Used to further qualify the value of PartyRole(452). * ******************************************************** */ export enum PartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************** * Used to further qualify the value of * * DerivativeInstrumentPartyRole(1295). * **************************************** */ export enum DerivativeInstrumentPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************** * Used to further qualify the value of * * InstrumentPartyRole(1051). * **************************************** */ export enum InstrumentPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************** * Used to further qualify the value of * * LegInstrumentPartyRole(2257). * **************************************** */ export enum LegInstrumentPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************** * Used to further qualify the value of * * LegProvisionPartyRole(40536). * **************************************** */ export enum LegProvisionPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* *************************************************************** * Used to further qualify the value of Nested2PartyRole(759). * *************************************************************** */ export enum Nested2PartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* *************************************************************** * Used to further qualify the value of Nested3PartyRole(951). * *************************************************************** */ export enum Nested3PartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************************************** * Used to further qualify the value of Nested4PartyRole(1417). * **************************************************************** */ export enum Nested4PartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* ************************************************************** * Used to further qualify the value of NestedPartyRole(538). * ************************************************************** */ export enum NestedPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************** * Used to further qualify the value of * * ProvisionPartyRole(40177). * **************************************** */ export enum ProvisionPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************** * Used to further qualify the value of * * RequestedPartyRole(1509). * **************************************** */ export enum RequestedPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* *************************************************************** * Indicates the contingency attribute for a trade in an asset * * class that may be contingent on the clearing of a * * corresponding paired trade (for example Exchange for * * Physical (EFP), Exchange for Swap (EFS), Exchange for * * Related (EFR) or Exchange for Option (EFO), collectively * * called EFRPs). Once the paired trade clears or fails to * * clear, the related trade (the trade which carries this * * attribute) ceases to exist. * *************************************************************** */ export enum TradeContingency { DoesNotApplyDefaultIfNotSpecified = 0, ContingentTrade = 1, NonContingentTrade = 2 } /* ************************************************************* * Used to further qualify the value of RootPartyRole(1119). * ************************************************************* */ export enum RootPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* ************************************************************* * Used to further qualify the value of SettlPartyRole(784). * ************************************************************* */ export enum SettlPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************** * Used to further qualify the value of * * UnderlyingInstrumentPartyRole(1061). * **************************************** */ export enum UnderlyingInstrumentPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* ****************************************************** * Specifies which type of identifier is specified in * * AllocRefRiskLimitCheckID(2392) field. * ****************************************************** */ export enum AllocRefRiskLimitCheckIDType { RiskLimitRequestId1666 = 0, RiskLimitCheckId2319 = 1, OutOfBandIdentifier = 3 } /* ********************************************* * Indicates the scope of the limit by role. * ********************************************* */ export enum LimitRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* **************************************************************** * Specifies the scope to which the RegulatoryTradeID(1903) * * applies. Used when a trade must be assigned more than one * * identifier, e.g. one for the clearing member and another for * * the client on a cleared trade as with the principal model in * * Europe. * **************************************************************** */ export enum RegulatoryTradeIDScope { ClearingMember = 1, Client = 2 } /* **************************************************************** * Specifies the scope to which the SideRegulatoryTradeID(1972) * * applies. Used when a trade must be assigned more than one * * identifier, e.g. one for the clearing member and another for * * the client on a cleared trade as with the principal model in * * Europe. * **************************************************************** */ export enum SideRegulatoryTradeIDScope { ClearingMember = 1, Client = 2 } /* *************************************************************** * Specifies the scope to which the * * AllocRegulatoryTradeID(1909) applies. Used when a trade * * must be assigned more than one identifier, e.g. one for the * * clearing member and another for the client on a cleared * * trade as with the principal model in Europe. * *************************************************************** */ export enum AllocRegulatoryTradeIDScope { ClearingMember = 1, Client = 2 } /* ****************************************** * Subtype of an entitlement specified in * * EntitlementType(1775). * ****************************************** */ export enum EntitlementSubType { OrderEntry = 1, HitLift = 2, ViewIndicativePrices = 3, ViewExecutablePrices = 4, SingleQuote = 5, StreamingQuotes = 6, SingleBroker = 7, MultiBrokers = 8 } /* ******************** * Quote model type * ******************** */ export enum QuoteModelType { QuoteEntry = 1, QuoteModification = 2 } /* *********************************************************** * Specifies how the transaction was executed, e.g. via an * * automated execution platform or other method. * *********************************************************** */ export enum ExecMethod { UndefinedUnspecifiedDefaultWhenNotSpecified = 0, Manual = 1, Automated = 2, VoiceBrokered = 3 } /* *************************************************************** * Identifies class or source of the RelatedToSecurityID(2413) * * value. * *************************************************************** */ export enum RelatedToSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ********************************* * Status of mass order request. * ********************************* */ export enum MassOrderRequestStatus { Accepted = 1, AcceptedWithAdditionalEvents = 2, Rejected = 3 } /* ***************************************** * Request result of mass order request. * ***************************************** */ export enum MassOrderRequestResult { Successful = 0, ResponseLevelNotSupported = 1, InvalidMarket = 2, InvalidMarketSegment = 3, Other = 99 } /* *************************************************************** * The level of response requested from receiver of mass order * * messages. A default value should be bilaterally agreed. * *************************************************************** */ export enum OrderResponseLevel { NoAcknowledgement = 0, MinimumAcknowledgement = 1, AcknowledgeEachOrder = 2, SummaryAcknowledgement = 3 } /* ********************************************************* * Specifies the action to be taken for the given order. * ********************************************************* */ export enum OrderEntryAction { Add = '1', Modify = '2', DeleteCancel = '3', Suspend = '4', Release = '5' } /* *************************************************************** * The initiating event when an ExecutionReport(35=8) is sent. * *************************************************************** */ export enum ExecTypeReason { OrderAddedUponRequest = 1, OrderReplacedUponRequest = 2, OrderCancelledUponRequest = 3, UnsolicitedOrderCancellation = 4, NonRestingOrderAddedUponRequest = 5, OrderReplacedWithNonRestingOrderUponRequest = 6, TriggerOrderReplacedUponRequest = 7, SuspendedOrderReplacedUponRequest = 8, SuspendedOrderCanceledUponRequest = 9, OrderCancellationPending = 10, PendingCancellationExecuted = 11, RestingOrderTriggered = 12, SuspendedOrderActivated = 13, ActiveOrderSuspended = 14, OrderExpired = 15 } /* ***************************************** * Type of TargetPartySubID(2434) value. * ***************************************** */ export enum TargetPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* *********************************************** * Indicates the type of transfer transaction. * *********************************************** */ export enum TransferTransType { New = 0, Replace = 1, Cancel = 2 } /* ******************************************* * Indicates the type of transfer request. * ******************************************* */ export enum TransferType { RequestTransfer = 0, AcceptTransfer = 1, DeclineTransfer = 2 } /* *********************************** * Indicates the type of transfer. * *********************************** */ export enum TransferScope { InterFirmTransfer = 0, IntraFirmTransfer = 1, ClearingMemberTradeAssignment = 2 } /* *************************** * Status of the transfer. * *************************** */ export enum TransferStatus { Received = 0, RejectedByIntermediary = 1, AcceptPending = 2, Accepted = 3, Declined = 4, Cancelled = 5 } /* ************************************************* * Reason the transfer instruction was rejected. * ************************************************* */ export enum TransferRejectReason { Success = 0, InvalidParty = 1, UnknownInstrument = 2, NotAuthorizedToSubmitTransfers = 3, UnknownPosition = 4, Other = 99 } /* ****************************************** * Indicates the type of transfer report. * ****************************************** */ export enum TransferReportType { Submit = 0, Alleged = 1 } /* *************************************************************** * Side of aggressive order or quote resulting in match event. * *************************************************************** */ export enum AggressorSide { Buy = '1', Sell = '2', BuyMinus = '3', SellPlus = '4', SellShort = '5', SellShortExempt = '6', Undisclosed = '7', CrossOrdersWhereCounterpartyIsAnExchangeValidForAllMessagesExceptIoIs = '8', CrossShort = '9', CrossShortExempt = 'A', AsDefinedForUseWithMultilegInstruments = 'B', OppositeForUseWithMultilegInstruments = 'C', SubscribeEGCiv = 'D', RedeemEGCiv = 'E', LendFinancingIdentifiesDirectionOfCollateral = 'F', BorrowFinancingIdentifiesDirectionOfCollateral = 'G', SellUndisclosed = 'H' } /* **************************** * Type of statistic value. * **************************** */ export enum MDStatisticType { Count = 1, AverageVolume = 2, TotalVolume = 3, Distribution = 4, Ratio = 5, Liquidity = 6, VolumeWeightedAveragePriceVwap = 7, Volatility = 8, Duration = 9, Tick = 10, AverageTurnover = 11, TotalTurnover = 12, High = 13, Low = 14, Midpoint = 15, First = 16, Last = 17, Final = 18, ExchangeBest = 19, ExchangeBestWithVolume = 20, ConsolidatedBest = 21, ConsolidatedBestWithVolume = 22, TimeWeightedAveragePriceTwap = 23 } /* ********************************************** * Entities used as basis for the statistics. * ********************************************** */ export enum MDStatisticScope { BidPrices = 1, OfferPrices = 2, BidDepth = 3, OfferDepth = 4, Orders = 5, Quotes = 6, OrdersAndQuotes = 7, Trades = 8, TradePrices = 9, AuctionPrices = 10, OpeningPrices = 11, ClosingPrices = 12, SettlementPrices = 13, UnderlyingPrices = 14, OpenInterest = 15, IndexValues = 16, MarginRates = 17 } /* ************************************************************** * Sub-scope of the statistics to further reduce the entities * * used as basis for the statistics. * ************************************************************** */ export enum MDStatisticSubScope { Visible = 1, Hidden = 2, Indicative = 3, Tradeable = 4, Passive = 5, MarketConsensus = 6 } /* *********************************************************** * Scope details of the statistics to reduce the number of * * events being used as basis for the statistics. * *********************************************************** */ export enum MDStatisticScopeType { EntryRate = 1, ModificationRate = 2, CancelRate = 3, DownwardMove = 4, UpwardMove = 5 } /* *************************************************** * Time unit for MDStatisticFrequencyPeriod(2460). * *************************************************** */ export enum MDStatisticFrequencyUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* *********************************************** * Time unit for MDStatisticDelayPeriod(2462). * *********************************************** */ export enum MDStatisticDelayUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* ******************************************************** * Type of interval over which statistic is calculated. * ******************************************************** */ export enum MDStatisticIntervalType { SlidingWindow = 1, SlidingWindowPeak = 2, FixedDateRange = 3, FixedTimeRange = 4, CurrentTimeUnit = 5, PreviousTimeUnit = 6, MaximumRange = 7, MaximumRangeUpToPreviousTimeUnit = 8 } /* ************************************************ * Time unit for MDStatisticIntervalType(2464). * ************************************************ */ export enum MDStatisticIntervalTypeUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ************************************************** * Time unit for MDStatisticIntervalPeriod(2466). * ************************************************** */ export enum MDStatisticIntervalUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* ************************************ * Ratios between various entities. * ************************************ */ export enum MDStatisticRatioType { BuyersToSellers = 1, UpticksToDownticks = 2, MarketMakerToNonMarketMaker = 3, AutomatedToNonAutomated = 4, OrdersToTrades = 5, QuotesToTrades = 6, OrdersAndQuotesToTrades = 7 } /* ************************************************************** * Result returned in response to MarketDataStatisticsRequest * * (35=DO). * ************************************************************** */ export enum MDStatisticRequestResult { SuccessfulDefault = 0, InvalidOrUnknownMarket = 1, InvalidOrUnknownMarketSegment = 2, InvalidOrUnknownSecurityList = 3, InvalidOrUnknownInstrumentS = 4, InvalidParties = 5, TradeDateOutOfSupportedRange = 6, StatisticTypeNotSupported = 7, ScopeOrSubScopeNotSupported = 8, ScopeTypeNotSupported = 9, MarketDepthNotSupported = 10, FrequencyNotSupported = 11, StatisticIntervalNotSupported = 12, StatisticDateRangeNotSupported = 13, StatisticTimeRangeNotSupported = 14, RatioTypeNotSupported = 15, InvalidOrUnknownTradeInputSource = 16, InvalidOrUnknownTradingSession = 17, UnauthorizedForStatisticRequest = 18, OtherFurtherInformationInText58Field = 99 } /* ******************************************************** * Status for a statistic to indicate its availability. * ******************************************************** */ export enum MDStatisticStatus { ActiveDefault = 1, InactiveNotDisseminated = 2 } /* ****************************** * Type of statistical value. * ****************************** */ export enum MDStatisticValueType { Absolute = 1, Percentage = 2 } /* *************************************** * Unit of time for statistical value. * *************************************** */ export enum MDStatisticValueUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* *************************************************************** * Indicates the status of the risk limit check performed on a * * trade for this allocation instance. * *************************************************************** */ export enum AllocRiskLimitCheckStatus { Accepted = 0, Rejected = 1, ClaimRequired = 2, PreDefinedLimitCheckSucceeded = 3, PreDefinedLimitCheckFailed = 4, PreDefinedAutoAcceptRuleInvoked = 5, PreDefinedAutoRejectRuleInvoked = 6, AcceptedByClearingFirm = 7, RejectedByClearingFirm = 8, Pending = 9, AcceptedByCreditHub = 10, RejectedByCreditHub = 11, PendingCreditHubCheck = 12, AcceptedByExecutionVenue = 13, RejectedByExecutionVenue = 14 } /* *********************************************************** * Reject reason code for rejecting the collateral report. * *********************************************************** */ export enum CollRptRejectReason { UnknownTradeOrTransaction = 0, UnknownOrInvalidInstrument = 1, UnknownOrInvalidCounterparty = 2, UnknownOrInvalidPosition = 3, UnacceptableOrInvalidTypeOfCollateral = 4, Other = 99 } /* **************************************** * The status of the collateral report. * **************************************** */ export enum CollRptStatus { AcceptedSuccessfullyProcessed = 0, ReceivedNotYetProcessed = 1, Rejected = 2 } /* **************************************************************** * Indicates the broad product or asset classification. May be * * used to provide grouping for the product taxonomy * * (Product(460), SecurityType(167), etc.) and/or the risk * * taxonomy (AssetClass(1938), AssetSubClass(1939), * * AssetType(1940), etc.). * **************************************************************** */ export enum UnderlyingAssetGroup { Financials = 1, Commodities = 2, AlternativeInvestments = 3 } /* ********************************** * Identifies type of settlement. * ********************************** */ export enum LegDeliveryType { VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment = 0, FreeDeliverIfSellOrReceiveIfBuyFree = 1, TriParty = 2, HoldInCustody = 3 } /* ********************************** * Type of financing termination. * ********************************** */ export enum LegTerminationType { Overnight = 1, Term = 2, Flexible = 3, Open = 4 } /* *************************************************************** * Indicates whether the order or quote was crossed with * * another order or quote having the same context, e.g. having * * accounts with a common ownership. * *************************************************************** */ export enum CrossedIndicator { NoCross = 0, CrossRejected = 1, CrossAccepted = 2 } /* ********************************************************** * Used between parties to convey trade reporting status. * ********************************************************** */ export enum TradeReportingIndicator { TradeHasNotYetBeenReported = 0, TradeHasBeenReportedByATradingVenueAsAnOnBookTrade = 1, TradeHasBeenReportedAsASystematicInternaliserSellerTrade = 2, TradeHasBeenReportedAsASystematicInternaliserBuyerTrade = 3, TradeHasBeenReportedAsANonSystematicInternaliserSellerTrade = 4, TradeHasBeenReportedUnderASubDelegationArrangementByAnInvestmentFirmToAReportingFacilityEGApaOnBehalfOfAnotherInvestmentFirm = 5 } /* ********************************************************** * Indicates the type of relative value measurement being * * specified. * ********************************************************** */ export enum RelativeValueType { AssetSwapSpread = 1, OvernightIndexedSwapSpread = 2, ZeroVolatilitySpread = 3, DiscountMargin = 4, InterpolatedSpread = 5, OptionAdjustedSpread = 6, GSpread = 7, CdsBasis = 8, CdsInterpolatedBasis = 9 } /* ********************************************* * Specifies the side of the relative value. * ********************************************* */ export enum RelativeValueSide { Bid = 1, Mid = 2, Offer = 3 } /* ******************************************** * Technical event within market data feed. * ******************************************** */ export enum MDReportEvent { StartOfInstrumentReferenceData = 1, EndOfInstrumentReferenceData = 2, StartOfOffMarketTrades = 3, EndOfOffMarketTrades = 4, StartOfOrderBookTrades = 5, EndOfOrderBookTrades = 6, StartOfOpenInterest = 7, EndOfOpenInterest = 8, StartOfSettlementPrices = 9, EndOfSettlementPrices = 10, StartOfStatisticsReferenceData = 11, EndOfStatisticsReferenceData = 12, StartOfStatistics = 13, EndOfStatistics = 14 } /* ***************************** * Status of market segment. * ***************************** */ export enum MarketSegmentStatus { Active = 1, Inactive = 2, Published = 3 } /* ************************************************ * Used to classify the type of market segment. * ************************************************ */ export enum MarketSegmentType { Pool = 1, Retail = 2, Wholesale = 3 } /* ******************************************************* * Used to further categorize market segments within a * * MarketSegmentType(2543). * ******************************************************* */ export enum MarketSegmentSubType { InterProductSpread = 1 } /* ************************************************************* * Type of relationship between two or more market segments. * ************************************************************* */ export enum MarketSegmentRelationship { MarketSegmentPoolMember = 1, RetailSegment = 2, WholesaleSegment = 3 } /* ****************************************************** * Indicates whether single sided quotes are allowed. * ****************************************************** */ export enum QuoteSideIndicator { SingleSidedQuotesAreNotAllowed = 'N', SingleSidedQuotesAreAllowed = 'Y' } /* ********************************************************** * The time unit associated with the time interval of the * * netting of market data in a price depth feed. * ********************************************************** */ export enum MarketDepthTimeIntervalUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* *************************************************************** * The time unit associated with the time interval between two * * cycles of the same market data in cyclic data recovery * * feeds. * *************************************************************** */ export enum MDRecoveryTimeIntervalUnit { SecondsDefaultIfNotSpecified = 0, TenthsOfASecond = 1, HundredthsOfASecond = 2, Milliseconds = 3, Microseconds = 4, Nanoseconds = 5, Minutes = 10, Hours = 11, Days = 12, Weeks = 13, Months = 14, Years = 15 } /* ****************************************************** * Specifies the kind of priority given to customers. * ****************************************************** */ export enum CustomerPriority { NoPriority = 0, UnconditionalPriority = 1 } /* ********************************************************** * Specifies a suitable settlement sub-method for a given * * settlement method. * ********************************************************** */ export enum SettlSubMethod { Shares = 1, Derivatives = 2, PaymentVsPayment = 3, Notional = 4, Cascade = 5, Repurchase = 6, Other = 99 } /* ********************************************** * Relative identification of a business day. * ********************************************** */ export enum BusinessDayType { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************** * Specifies how the calculation will be made. * *********************************************** */ export enum CalculationMethod { AutomaticDefault = 0, Manual = 1 } /* ******************************** * The type of order attribute. * ******************************** */ export enum OrderAttributeType { AggregatedOrder = 0, PendingAllocation = 1, LiquidityProvisionActivityOrder = 2, RiskReductionOrder = 3, AlgorithmicOrder = 4, SystemicInternaliserOrder = 5, AllExecutionsForTheOrderAreToBeSubmittedToAnApa = 6, OrderExecutionInstructedByClient = 7, LargeInScale = 8, Hidden = 9 } /* ************************************************************** * Specifies the fallback provisions for the hedging party in * * the determination of the final settlement price. * ************************************************************** */ export enum ComplexEventPVFinalPriceElectionFallback { Close = 0, HedgeElection = 1 } /* ****************************************************** * The quote side from which the index price is to be * * determined. * ****************************************************** */ export enum StrikeIndexQuote { Bid = 0, Mid = 1, Offer = 2 } /* *************************************************************** * Defines how adjustments will be made to the contract should * * one or more of the extraordinary events occur. * *************************************************************** */ export enum ExtraordinaryEventAdjustmentMethod { CalculationAgent = 0, OptionsExchange = 1 } /* ****************************************************** * The quote side from which the index price is to be * * determined. * ****************************************************** */ export enum LegStrikeIndexQuote { Bid = 0, Mid = 1, Offer = 2 } /* *************************************************************** * Defines how adjustments will be made to the contract should * * one or more of the extraordinary events occur. * *************************************************************** */ export enum LegExtraordinaryEventAdjustmentMethod { CalculationAgent = 0, OptionsExchange = 1 } /* ************************************************************** * Specifies the fallback provisions for the hedging party in * * the determination of the final settlement price * ************************************************************** */ export enum LegComplexEventPVFinalPriceElectionFallback { Close = 0, HedgeElection = 1 } /* ************************************************************** * Specifies the fallback provisions for the hedging party in * * the determination of the final settlement price * ************************************************************** */ export enum UnderlyingComplexEventPVFinalPriceElectionFallback { Close = 0, HedgeElection = 1 } /* ************************************************************** * Specifies the conditions that govern the adjustment to the * * number of units of the return swap. * ************************************************************** */ export enum UnderlyingNotionalAdjustments { Execution = 0, PortfolioRebalancing = 1, Standrd = 2 } /* ********************************************************** * Identifies the source of the UnderlyingFutureID(2620). * ********************************************************** */ export enum UnderlyingFutureIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ****************************************************** * The quote side from which the index price is to be * * determined. * ****************************************************** */ export enum UnderlyingStrikeIndexQuote { Bid = 0, Mid = 1, Offer = 2 } /* *************************************************************** * Defines how adjustments will be made to the contract should * * one or more of the extraordinary events occur. * *************************************************************** */ export enum UnderlyingExtraordinaryEventAdjustmentMethod { CalculationAgent = 0, OptionsExchange = 1 } /* ******************************************************* * The type of value in CurrentCollateralAmount(1704). * ******************************************************* */ export enum CollateralAmountType { MarketValuationTheDefault = 0, PortfolioValueBeforeProcessingPledgeRequest = 1, ValueConfirmedAsLockedUpForProcessingAPledgeRequest = 2, CreditValueOfCollateralAtCcpProcessingAPledgeRequest = 3, AdditionalCollateralValue = 4 } /* *********************************************************** * Indicates what type of commission is being expressed in * * CommissionAmount(2640). * *********************************************************** */ export enum CommissionAmountType { Unspecified = 0, Acceptance = 1, Broker = 2, ClearingBroker = 3, Retail = 4, SalesCommission = 5, LocalCommission = 6 } /* ***************************************************** * Specifies the basis or unit used to calculate the * * commission. * ***************************************************** */ export enum CommissionBasis { AmountPerUnit = '1', Percent = '2', Absolute = '3', PercentageWaivedCashDiscountBasis = '4', PercentageWaivedEnhancedUnitsBasis = '5', PointsPerBondOrContract = '6', BasisPoints = '7', AmountPerContract = '8' } /* **************************************** * The commission rate unit of measure. * **************************************** */ export enum CommissionUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *********************************************************** * Indicates what type of commission is being expressed in * * AllocCommissionAmount(2654). * *********************************************************** */ export enum AllocCommissionAmountType { Unspecified = 0, Acceptance = 1, Broker = 2, ClearingBroker = 3, Retail = 4, SalesCommission = 5, LocalCommission = 6 } /* ***************************************************** * Specifies the basis or unit used to calculate the * * commission. * ***************************************************** */ export enum AllocCommissionBasis { AmountPerUnit = '1', Percent = '2', Absolute = '3', PercentageWaivedCashDiscountBasis = '4', PercentageWaivedEnhancedUnitsBasis = '5', PointsPerBondOrContract = '6', BasisPoints = '7', AmountPerContract = '8' } /* **************************************** * The commission rate unit of measure. * **************************************** */ export enum AllocCommissionUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* **************************************************************** * Indicates that the order or trade originates from a computer * * program or algorithm requiring little-to-no human * * intervention. * **************************************************************** */ export enum AlgorithmicTradeIndicator { NonAlgorithmicTrade = 0, AlgorithmicTrade = 1 } /* **************************************************************** * Specifies the type of regulatory trade publication. * * Additional reasons for the publication type may be specified * * in TrdRegPublicationReason(2670). * **************************************************************** */ export enum TrdRegPublicationType { PreTradeTransparencyWaiver = 0, PostTradeDeferral = 1, ExemptFromPublication = 2 } /* ************************************************************* * Additional reason for trade publication type specified in * * TrdRegPublicationType(2669). * * Reasons may be specific to regulatory trade publication * * rules. * ************************************************************* */ export enum TrdRegPublicationReason { NoPrecedingOrderInBookAsTransactionPriceSetWithinAverageSpreadOfALiquidInstrument = 0, NoPrecedingOrderInBookAsTransactionPriceDependsOnSystemSetReferencePriceForAnIlliquidInstrument = 1, NoPrecedingOrderInBookAsTransactionPriceIsForTransactionSubjectToConditionsOtherThanCurrentMarketPrice = 2, NoPublicPriceForPrecedingOrderAsPublicReferencePriceWasUsedForMatchingOrders = 3, NoPublicPriceQuotedAsInstrumentIsIlliquid = 4, NoPublicPriceQuotedBySystematicInternaliserAsOrderIsAboveStandardMarketSize = 5, DeferralDueToLargeInScale = 6, DeferralDueToIlliquidInstrument = 7, DeferralDueToSizeSpecific = 8, NoPublicPriceAndOrSizeQuotedAsTransactionIsLargeInScale = 9, NoPublicPriceAndOrSizeQuotedDueToOrderBeingHidden = 10, ExemptedDueToSecuritiesFinancingTransaction = 11, ExemptedDueToEuropeanSystemOfCentralBanksEscbPolicyTransaction = 12 } /* ********************************************************** * Used between parties to convey trade reporting status. * ********************************************************** */ export enum SideTradeReportingIndicator { TradeHasNotYetBeenReported = 0, TradeHasBeenReportedByATradingVenueAsAnOnBookTrade = 1, TradeHasBeenReportedAsASystematicInternaliserSellerTrade = 2, TradeHasBeenReportedAsASystematicInternaliserBuyerTrade = 3, TradeHasBeenReportedAsANonSystematicInternaliserSellerTrade = 4, TradeHasBeenReportedUnderASubDelegationArrangementByAnInvestmentFirmToAReportingFacilityEGApaOnBehalfOfAnotherInvestmentFirm = 5 } /* ***************************************** * Reason for submission of mass action. * ***************************************** */ export enum MassActionReason { NoSpecialReasonDefault = 0, TradingRiskControl = 1, ClearingRiskControl = 2, MarketMakerProtection = 3, StopTrading = 4, EmergencyAction = 5, SessionLossOrLogout = 6, DuplicateLogin = 7, ProductNotTraded = 8, InstrumentNotTraded = 9, ComplexInstrumentDeleted = 10, CircuitBreakerActivated = 11, Other = 99 } /* **************************************************************** * Reason for order being unaffected by mass action even though * * it belongs to the orders covered by MassActionScope(1374). * **************************************************************** */ export enum NotAffectedReason { OrderSuspended = 0, InstrumentSuspended = 1 } /* ******************************************************** * Change of ownership of an order to a specific party. * ******************************************************** */ export enum OrderOwnershipIndicator { NoChangeOfOwnershipDefault = 0, ChangeOfOwnershipToExecutingParty = 1, ChangeOfOwnershipToEnteringParty = 2, ChangeOfOwnershipToSpecifiedParty = 3 } /* ************************************************************** * Specifies an option instrument's "in the money" condition. * ************************************************************** */ export enum InTheMoneyCondition { StandardInTheMoney = 0, AtTheMoneyIsInTheMoney = 1, AtTheMoneyCallIsInTheMoney = 2, AtTheMoneyPutIsInTheMoney = 3 } /* **************************************************************** * Specifies an option instrument's "in the money" condition in * * general terms. * **************************************************************** */ export enum LegInTheMoneyCondition { StandardInTheMoney = 0, AtTheMoneyIsInTheMoney = 1, AtTheMoneyCallIsInTheMoney = 2, AtTheMoneyPutIsInTheMoney = 3 } /* **************************************************************** * Specifies an option instrument's "in the money" condition in * * general terms. * **************************************************************** */ export enum UnderlyingInTheMoneyCondition { StandardInTheMoney = 0, AtTheMoneyIsInTheMoney = 1, AtTheMoneyCallIsInTheMoney = 2, AtTheMoneyPutIsInTheMoney = 3 } /* **************************************************************** * Specifies an option instrument's "in the money" condition in * * general terms. * **************************************************************** */ export enum DerivativeInTheMoneyCondition { StandardInTheMoney = 0, AtTheMoneyIsInTheMoney = 1, AtTheMoneyCallIsInTheMoney = 2, AtTheMoneyPutIsInTheMoney = 3 } /* ******************************************************* * The type of value in CurrentCollateralAmount(1704). * ******************************************************* */ export enum SideCollateralAmountType { MarketValuationTheDefault = 0, PortfolioValueBeforeProcessingPledgeRequest = 1, ValueConfirmedAsLockedUpForProcessingAPledgeRequest = 2, CreditValueOfCollateralAtCcpProcessingAPledgeRequest = 3, AdditionalCollateralValue = 4 } /* ************************************************************** * Specifies whether or not SideCollateralFXRate(2696) should * * be multiplied or divided. * ************************************************************** */ export enum SideCollateralFXRateCalc { Divide = 'D', Multiply = 'M' } /* *************************************************************** * Identifies the type of execution destination for the order. * *************************************************************** */ export enum ExDestinationType { NoRestriction = 0, CanBeTradedOnlyOnATradingVenue = 1, CanBeTradedOnlyOnASystematicInternaliserSi = 2, CanBeTradedOnATradingVenueOrSystematicInternaliserSi = 3 } /* ********************************************** * Identifies the source scheme of the * * AdditionalTermBondSecurityID(40001) value. * ********************************************** */ export enum AdditionalTermBondSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* *********************************************************** * Specifies the bond's payment priority in the event of a * * default. * *********************************************************** */ export enum AdditionalTermBondSeniority { SeniorSecured = 'SD', Senior = 'SR', Subordinated = 'SB' } /* **************************** * Coupon type of the bond. * **************************** */ export enum AdditionalTermBondCouponType { Zero = 0, FixedRate = 1, FloatingRate = 2, Structured = 3 } /* **************************************************************** * Time unit associated with the frequency of the bond's coupon * * payment. * **************************************************************** */ export enum AdditionalTermBondCouponFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The day count convention used in interest calculations for a * * bond or an interest bearing security. * **************************************************************** */ export enum AdditionalTermBondDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *********************************************************** * The type of quote used to determine the cash settlement * * price. * *********************************************************** */ export enum CashSettlQuoteMethod { Bid = 0, Mid = 1, Offer = 2 } /* **************************************************************** * The ISDA defined methodology for determining the final price * * of the reference obligation for purposes of cash settlement. * **************************************************************** */ export enum CashSettlValuationMethod { Market = 0, Highest = 1, AverageMarket = 2, AverageHighest = 3, BlendedMarket = 4, BlendedHighest = 5, AverageBlendedMarket = 6, AverageBlendedHighest = 7 } /* ************************ * Type of swap stream. * ************************ */ export enum StreamType { PaymentCashSettlement = 0, PhysicalDelivery = 1 } /* ******************************************** * The side of the party paying the stream. * ******************************************** */ export enum StreamPaySide { Buy = 1, Sell = 2 } /* *********************************************** * The side of the party receiving the stream. * *********************************************** */ export enum StreamReceiveSide { Buy = 1, Sell = 2 } /* ************************************************************** * The business day convention used to adjust the underlying * * instrument's stream's effective, or relative effective, * * date. Used only to override the business day convention * * specified in the UnderlyingDateAdjustment component within * * the UnderlyingInstrument component. * ************************************************************** */ export enum UnderlyingStreamEffectiveDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************* * Time unit associated with the relative effective date * * offset. * ********************************************************* */ export enum UnderlyingStreamEffectiveDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************* * Specifies the day type of the relative effective date * * offset. * ********************************************************* */ export enum UnderlyingStreamEffectiveDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the instrument's * * stream's termination, or relative termination, date. Used * * only to override the business day convention specified in * * the DateAdjustment component within the Instrument * * component. * *************************************************************** */ export enum StreamTerminationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the relative termination date * * offset. * *********************************************************** */ export enum StreamTerminationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the relative termination date * * offset. * *********************************************************** */ export enum StreamTerminationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The business day convention used to adjust calculation * * periods. Used only to override the business day convention * * specified in the DateAdjustment component within the * * Instrument component. * ************************************************************** */ export enum StreamCalculationPeriodBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * The business day convention used to adjust the instrument's * * stream's first calculation period start date. Used only to * * override the business day convention specified in the * * DateAdjustment component within the Instrument component. * *************************************************************** */ export enum StreamFirstPeriodStartDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the frequency at which calculation * * period end dates occur. * **************************************************************** */ export enum StreamCalculationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of end dates. It * * is used in conjunction with a specified frequency. Used only * * to override the roll convention specified in the * * DateAdjustment component within the Instrument component. * **************************************************************** */ export enum StreamCalculationRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************** * Identifies the source of the rate information. * ************************************************** */ export enum LegPaymentStreamNonDeliverableSettlRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ***************************************************** * Used to identify the settlement rate postponement * * calculation agent. * ***************************************************** */ export enum SettlRatePostponementCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *********************** * Type of provisions. * *********************** */ export enum ProvisionType { MandatoryEarlyTermination = 0, OptionalEarlyTermination = 1, Cancelable = 2, Extendible = 3, MutualEarlyTermination = 4 } /* *************************************************************** * The business day convention used to adjust the instrument's * * provision's dates. Used only to override the business day * * convention specified in the DateAdjustment component within * * the Instrument component. * *************************************************************** */ export enum ProvisionDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the provision's tenor period. * *********************************************************** */ export enum ProvisionDateTenorUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Used to identify the calculation agent. The calculation * * agent may be identified in ProvisionCalculationAgent(40098) * * or in the ProvisionParties component. * *************************************************************** */ export enum ProvisionCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *********************************************************** * If optional early termination is not available to both * * parties then this component identifies the buyer of the * * option through its side of the trade. * *********************************************************** */ export enum ProvisionOptionSinglePartyBuyerSide { Buy = 1, Sell = 2 } /* ************************************************************ * If optional early termination is not available to both * * parties then this component identifies the seller of the * * option through its side of the trade. * ************************************************************ */ export enum ProvisionOptionSinglePartySellerSide { Buy = 1, Sell = 2 } /* ***************************************************** * The instrument provision options exercise style. * ***************************************************** */ export enum ProvisionOptionExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* *************************************************************** * An ISDA defined cash settlement method used for the * * determination of the applicable cash settlement amount. The * * method is defined in the 2006 ISDA Definitions, Section * * 18.3. Cash Settlement Methods, paragraph (e). * *************************************************************** */ export enum ProvisionCashSettlMethod { CashPrice = 0, CashPriceAlternate = 1, ParYieldCurveAdjusted = 2, ZeroCouponYieldCurveAdjusted = 3, ParYieldCurveUnadjusted = 4, CrossCurrency = 5, CollateralizedPrice = 6 } /* ******************************************** * Identifies the type of quote to be used. * ******************************************** */ export enum ProvisionCashSettlQuoteType { Bid = 0, Mid = 1, Offer = 2, ExercisingPartyPays = 3 } /* *********************************************** * Identifies the source of quote information. * *********************************************** */ export enum ProvisionCashSettlQuoteSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* *************************************************************** * The cash settlement valuation date adjustment business day * * convention. Used only to override the business day * * convention specified in the DateAdjustment component within * * the Instrument component. * *************************************************************** */ export enum ProvisionCashSettlValueDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative cash settlement value * * date offset. * **************************************************************** */ export enum ProvisionCashSettlValueDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the provision's relative cash * * settlement value date offset. * *********************************************************** */ export enum ProvisionCashSettlValueDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the instrument's * * provision's option exercise date. Used only to override the * * business day convention specified in the DateAdjustment * * component within the Instrument component. * *************************************************************** */ export enum ProvisionOptionExerciseBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the interval to the first (and * * possibly only) exercise date in the exercise period. * ************************************************************ */ export enum ProvisionOptionExerciseEarliestDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Time unit associated with the frequency of subsequent * * exercise dates in the exercise period following the earliest * * exercise date. * **************************************************************** */ export enum ProvisionOptionExerciseFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * Time unit associated with the relative option exercise start * * date offset. * **************************************************************** */ export enum ProvisionOptionExerciseStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * exercise start date offset. * ************************************************************* */ export enum ProvisionOptionExerciseStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum ProvisionOptionExerciseFixedDateType { Unadjusted = 0, Adjusted = 1 } /* *************************************************************** * The business day convention used to adjust the instrument's * * provision's option expiration date. Used only to override * * the business day convention specified in the DateAdjustment * * component within the Instrument component. * *************************************************************** */ export enum ProvisionOptionExpirationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the relative option expiration * * date offset. * ************************************************************ */ export enum ProvisionOptionExpirationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * expiration date offset. * ************************************************************* */ export enum ProvisionOptionExpirationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the instrument's * * provision's option underlying date. Used only to override * * the business day convention specified in the DateAdjustment * * component within the Instrument component. * *************************************************************** */ export enum ProvisionOptionRelevantUnderlyingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative option relevant * * underlying date offset. * ********************************************************** */ export enum ProvisionOptionRelevantUnderlyingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * relevant underlying date offset. * ************************************************************* */ export enum ProvisionOptionRelevantUnderlyingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the provisional * * cash settlement payment's termination or relative * * termination date. Used only to override the business day * * convention specified in the DateAdjustment component within * * the Instrument component. * *************************************************************** */ export enum ProvisionCashSettlPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative cash settlement * * payment date offset. * ********************************************************** */ export enum ProvisionCashSettlPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the provision's relative cash * * settlement payment date offset. * *********************************************************** */ export enum ProvisionCashSettlPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum ProvisionCashSettlPaymentDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************* * Identifies class or source of the ProvisionPartyID(40175) * * value. * ************************************************************* */ export enum ProvisionPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ********************************************************** * Identifies the type or role of ProvisionPartyID(40175) * * specified. * ********************************************************** */ export enum ProvisionPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ******************************************* * The type of ProvisionPartySubID(40179). * ******************************************* */ export enum ProvisionPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ***************************************************** * Time unit associated with protection term events. * ***************************************************** */ export enum ProtectionTermEventUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Day type for events that specify a period and unit. * ******************************************************* */ export enum ProtectionTermEventDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************* * Protection term event qualifier. Used to further qualify * * ProtectionTermEventType(40192). * ************************************************************* */ export enum ProtectionTermEventQualifier { RetructuringMultipleHoldingObligations = 'H', RestructuringMultipleCreditEventNotices = 'E', FloatingRateInterestShortfall = 'C' } /* ******************** * Type of payment. * ******************** */ export enum PaymentType { Brokerage = 0, UpfrontFee = 1, IndependentAmountCollateral = 2, PrincipalExchange = 3, NovationTermination = 4, EarlyTerminationProvision = 5, CancelableProvision = 6, ExtendibleProvision = 7, CapRateProvision = 8, FloorRateProvision = 9, OptionPremium = 10, SettlementPayment = 11, CashSettlement = 12, Other = 99 } /* ********************************************* * The side of the party paying the payment. * ********************************************* */ export enum PaymentPaySide { Buy = 1, Sell = 2 } /* ************************************************ * The side of the party receiving the payment. * ************************************************ */ export enum PaymentReceiveSide { Buy = 1, Sell = 2 } /* **************************************************************** * The business day convention used to adjust the payment date. * * Used only to override the business day convention specified * * in the DateAdjustment component within the Instrument * * component. * **************************************************************** */ export enum PaymentBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ***************************** * Payment settlement style. * ***************************** */ export enum PaymentSettlStyle { Standard = 0, Net = 1, StandardAndNet = 2 } /* **************************************************************** * Identifies the class or source of PaymentSettlPartyID(40234) * * value (e.g. BIC). * **************************************************************** */ export enum PaymentSettlPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* *************************************************************** * Identifies the role of PaymentSettlPartyID(40234) (e.g. the * * beneficiary's bank or depository institution). * *************************************************************** */ export enum PaymentSettlPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ******************************************************** * Qualifies the value of PaymentSettlPartyRole(40236). * ******************************************************** */ export enum PaymentSettlPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* **************************************************** * The type of PaymentSettlPartySubID(40239) value. * **************************************************** */ export enum PaymentSettlPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ************************ * Type of swap stream. * ************************ */ export enum LegStreamType { PaymentCashSettlement = 0, PhysicalDelivery = 1 } /* ******************************************** * The side of the party paying the stream. * ******************************************** */ export enum LegStreamPaySide { Buy = 1, Sell = 2 } /* *********************************************** * The side of the party receiving the stream. * *********************************************** */ export enum LegStreamReceiveSide { Buy = 1, Sell = 2 } /* *************************************************************** * The business day convention used to adjust the instrument * * leg's stream's effective date or relative effective date. * * Used only to override the business day convention specified * * in the LegDateAdjustment component within the InstrumentLeg * * component. * *************************************************************** */ export enum LegStreamEffectiveDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************* * Time unit associated with the relative effective date * * offset. * ********************************************************* */ export enum LegStreamEffectiveDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************* * Specifies the day type of the relative effective date * * offset. * ********************************************************* */ export enum LegStreamEffectiveDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the instrument * * leg's stream's termination, or relative termination, date. * * Used only to override the business day convention specified * * in the LegDateAdjustment component within the InstrumentLeg * * component. * *************************************************************** */ export enum LegStreamTerminationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the relative termination date * * offset. * *********************************************************** */ export enum LegStreamTerminationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the relative termination date * * offset. * *********************************************************** */ export enum LegStreamTerminationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust calculation * * periods. Used only to override the business day convention * * specified in the LegDateAdjustment component within the * * InstrumentLeg component. * *************************************************************** */ export enum LegStreamCalculationPeriodBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************* * The business day convention used to adjust the instrument * * leg's stream's first calculation period start date. Used * * only to override the business day convention specified in * * the LegDateAdjustment component within the InstrumentLeg * * component. * ************************************************************* */ export enum LegStreamFirstPeriodStartDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the frequency at which calculation * * period end dates occur. * **************************************************************** */ export enum LegStreamCalculationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of end dates. It * * is used in conjunction with a specified frequency. Used * * only to override the roll convention specified in the * * LegDateAdjustment component within the InstrumentLeg * * component. * **************************************************************** */ export enum LegStreamCalculationRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* **************************************************************** * Identifies the type of payment stream applicable to the swap * * stream associated with the instrument leg. * **************************************************************** */ export enum LegPaymentStreamType { PeriodicDefault = 0, Initial = 1, Single = 2, Dividend = 3, Interest = 4, DividendReturn = 5, PriceReturn = 6, TotalReturn = 7, Variance = 8, Correlation = 9 } /* ******************************************************* * The day count convention used in the payment stream * * calculations. * ******************************************************* */ export enum LegPaymentStreamDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* ********************************************************* * The method of calculating discounted payment amounts. * ********************************************************* */ export enum LegPaymentStreamDiscountType { Standard = 0, ForwardRateAgreementFra = 1 } /* ******************************************* * The day count convention applied to the * * LegPaymentStreamDiscountRate(40286). * ******************************************* */ export enum LegPaymentStreamDiscountRateDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *********************** * Compounding method. * *********************** */ export enum LegPaymentStreamCompoundingMethod { None = 0, Flat = 1, Straight = 2, SpreadExclusive = 3 } /* *************************************************************** * The business day convention used to adjust the payment * * stream's payment date. Used only to override the business * * day convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * *************************************************************** */ export enum LegPaymentStreamPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ******************************************************** * Time unit associated with the frequency of payments. * ******************************************************** */ export enum LegPaymentStreamPaymentFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of end dates. It * * is used in conjunction with a specified frequency. Used * * only to override the roll convention specified in the * * LegDateAdjustment component within the InstrumentLeg * * component. * **************************************************************** */ export enum LegPaymentStreamPaymentRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* *************************************************************** * Time unit associated with the relative payment date offset. * *************************************************************** */ export enum LegPaymentStreamPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative payment date offset. * *************************************************************** */ export enum LegPaymentStreamPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the payment * * stream's reset date. Used only to override the business day * * convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * *************************************************************** */ export enum LegPaymentStreamResetDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************** * Time unit associated with frequency of resets. * ************************************************** */ export enum LegPaymentStreamResetFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* ********************************************************** * Used to specify the day of the week in which the reset * * occurs for payments that reset on a weekly basis. * ********************************************************** */ export enum LegPaymentStreamResetWeeklyRollConvention { Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************** * The business day convention used to adjust the payment * * stream's initial fixing date. Used only to override the * * business day convention specified in the LegDateAdjustment * * component within the InstrumentLeg component. * ************************************************************** */ export enum LegPaymentStreamInitialFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative initial fixing date * * offset. * ************************************************************** */ export enum LegPaymentStreamInitialFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative initial fixing date * * offset. * ************************************************************** */ export enum LegPaymentStreamInitialFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * The business day convention used to adjust the payment * * stream's fixing date. Used only to override the business day * * convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * **************************************************************** */ export enum LegPaymentStreamFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative fixing date offset. * ************************************************************** */ export enum LegPaymentStreamFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative fixing date offset. * ************************************************************** */ export enum LegPaymentStreamFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Time unit associated with the relative rate cut-off date * * offset. * ************************************************************ */ export enum LegPaymentStreamRateCutoffDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative rate cut-off date * * offset. * ************************************************************ */ export enum LegPaymentStreamRateCutoffDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************* * The source of the payment stream floating rate index. * ********************************************************* */ export enum LegPaymentStreamRateIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* **************************************************************** * Time unit associated with the payment stream's floating rate * * index curve period. * **************************************************************** */ export enum LegPaymentStreamRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum LegPaymentStreamRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum LegPaymentStreamRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum LegPaymentStreamCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum LegPaymentStreamCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum LegPaymentStreamFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum LegPaymentStreamFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************* * Specifies the rounding direction. * ************************************* */ export enum LegPaymentStreamFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* ************************************************************** * When averaging is applicable, used to specify whether a * * weighted or unweighted average method of calculation is to * * be used. * ************************************************************** */ export enum LegPaymentStreamAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * The specification of any provisions for calculating payment * * obligations when a floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum LegPaymentStreamNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* ******************************************************* * Time unit associated with the inflation lag period. * ******************************************************* */ export enum LegPaymentStreamInflationLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************** * The inflation lag period day type. * ************************************** */ export enum LegPaymentStreamInflationLagDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The method used when calculating the inflation index level * * from multiple points. The most common is linear method. * ************************************************************** */ export enum LegPaymentStreamInflationInterpolationMethod { None = 0, LinearZeroYield = 1 } /* ***************************************** * The inflation index reference source. * ***************************************** */ export enum LegPaymentStreamInflationIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ************************************************************** * The method of Forward Rate Agreement (FRA) discounting, if * * any, that will apply. * ************************************************************** */ export enum LegPaymentStreamFRADiscounting { None = 0, InternationalSwapsAndDerivativesAssociationIsda = 1, AustralianFinancialMarketsAssociationAfma = 2 } /* ************************************************************ * The business day convention used to adjust the payment * * stream's fixing date for the non-deliverable settlement * * terms. Used only to override the business day convention * * specified in the LegDateAdjustment component within the * * InstrumentLeg component. * ************************************************************ */ export enum LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative non-deliverable * * fixing date offset. * ********************************************************** */ export enum LegPaymentStreamNonDeliverableFixingDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative non-deliverable * * fixing date offset. * ********************************************************** */ export enum LegPaymentStreamNonDeliverableFixingDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum LegSettlRateFallbackRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum LegNonDeliverableFixingDateType { Unadjusted = 0, Adjusted = 1 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum PaymentStreamNonDeliverableSettlRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum SettlRateFallbackRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* *********************************** * Specifies the type of schedule. * *********************************** */ export enum LegPaymentScheduleType { Notional = 0, CashFlow = 1, FxLinkedNotional = 2, FixedRate = 3, FutureValueNotional = 4, KnownAmount = 5, FloatingRateMultiplier = 6, Spread = 7, CapRate = 8, FloorRate = 9, NonDeliverableSettlementPaymentDates = 10, NonDeliverableSettlementCalculationDates = 11, NonDeliverableFixingDates = 12, SettlementPeriodNotional = 13, SettlementPeriodPrice = 14, CalculationPeriod = 15, DividendAccrualRateMultiplier = 16, DividendAccrualRateSpread = 17, DividendAccrualCapRate = 18, DividendAccrualFloorRate = 19, CompoundingRateMultiplier = 20, CompoundingRateSpread = 21, CompoundingCapRate = 22, CompoundingFloorRate = 23 } /* ************************************************** * Indicates to which stub this schedule applies. * ************************************************** */ export enum LegPaymentScheduleStubType { Initial = 0, Final = 1, CompoundingInitial = 2, CompoundingFinal = 3 } /* *************************************************** * The side of the party paying the step schedule. * *************************************************** */ export enum LegPaymentSchedulePaySide { Buy = 1, Sell = 2 } /* ****************************************************** * The side of the party receiving the step schedule. * ****************************************************** */ export enum LegPaymentScheduleReceiveSide { Buy = 1, Sell = 2 } /* **************************************************************** * Identifies whether the rate spread is applied to a long or a * * short position. * **************************************************************** */ export enum LegPaymentScheduleRateSpreadPositionType { Short = 0, Long = 1 } /* ********************************************************** * Specifies the yield calculation treatment for the step * * schedule. * ********************************************************** */ export enum LegPaymentScheduleRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************* * Time unit associated with the step frequency. * ************************************************* */ export enum LegPaymentScheduleStepFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * Specifies whether the LegPaymentScheduleStepRate(40393) or * * LegPaymentScheduleStepOffsetValue(40392) should be applied * * to the initial notional or the previous notional in order to * * calculate the notional step change amount. * **************************************************************** */ export enum LegPaymentScheduleStepRelativeTo { Initial = 0, Previous = 1 } /* *************************************************************** * The business day convention used to adjust the payment * * schedule's fixing date. Used only to override the business * * day convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * *************************************************************** */ export enum LegPaymentScheduleFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative fixing date offset. * ************************************************************** */ export enum LegPaymentScheduleFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative fixing date offset. * ************************************************************** */ export enum LegPaymentScheduleFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the payment * * schedule's interim exchange date. Used only to override the * * business day convention specified in the LegDateAdjustment * * component within the InstrumentLeg component. * *************************************************************** */ export enum LegPaymentScheduleInterimExchangeDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative interim exchange date * * offset. * **************************************************************** */ export enum LegPaymentScheduleInterimExchangeDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative interim exchange date * * offset. * **************************************************************** */ export enum LegPaymentScheduleInterimExchangeDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum LegPaymentScheduleRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ********************* * Rate source type. * ********************* */ export enum LegPaymentScheduleRateSourceType { Primary = 0, Secondary = 1 } /* ************** * Stub type. * ************** */ export enum LegPaymentStubType { Initial = 0, Final = 1, CompoundingInitial = 2, CompoundingFinal = 3 } /* ************************************************************** * Optional indication whether stub is shorter or longer than * * the regular swap period. * ************************************************************** */ export enum LegPaymentStubLength { Short = 0, Long = 1 } /* ************************************************ * The source for the stub floating rate index. * ************************************************ */ export enum LegPaymentStubIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ****************************************************** * Time unit associated with the floating rate index. * ****************************************************** */ export enum LegPaymentStubIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Identifies whether the rate spread is applied to a long or a * * short position. * **************************************************************** */ export enum LegPaymentStubIndexRateSpreadPositionType { Short = 0, Long = 1 } /* ********************************************************** * Specifies the yield calculation treatment for the stub * * index. * ********************************************************** */ export enum LegPaymentStubIndexRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum LegPaymentStubIndexCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum LegPaymentStubIndexCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum LegPaymentStubIndexFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum LegPaymentStubIndexFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ******************************************************* * The source for the second stub floating rate index. * ******************************************************* */ export enum LegPaymentStubIndex2Source { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ************************************************************** * Secondary time unit associated with the stub floating rate * * index curve. * ************************************************************** */ export enum LegPaymentStubIndex2CurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Identifies whether the rate spread is applied to a long or a * * short position. * **************************************************************** */ export enum LegPaymentStubIndex2RateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the second * * stub index. * ************************************************************ */ export enum LegPaymentStubIndex2RateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* *********************** * Type of provisions. * *********************** */ export enum LegProvisionType { MandatoryEarlyTermination = 0, OptionalEarlyTermination = 1, Cancelable = 2, Extendible = 3, MutualEarlyTermination = 4 } /* *************************************************************** * The business day convention used to adjust the instrument * * leg's provision's date. Used only to override the business * * day convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * *************************************************************** */ export enum LegProvisionDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * Time unit associated with the leg provision's tenor period. * *************************************************************** */ export enum LegProvisionDateTenorUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Used to identify the calculation agent. The calculation * * agent may be identified in * * LegProvisionCalculationAgent(40456) or in the * * ProvisionParties component. * ************************************************************ */ export enum LegProvisionCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *********************************************************** * If optional early termination is not available to both * * parties then this component identifies the buyer of the * * option through its side of the trade. * *********************************************************** */ export enum LegProvisionOptionSinglePartyBuyerSide { Buy = 1, Sell = 2 } /* ************************************************************ * If optional early termination is not available to both * * parties then this component identifies the seller of the * * option through its side of the trade. * ************************************************************ */ export enum LegProvisionOptionSinglePartySellerSide { Buy = 1, Sell = 2 } /* *************************************************** * The instrument provision option exercise style. * *************************************************** */ export enum LegProvisionOptionExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* *************************************************************** * An ISDA defined cash settlement method used for the * * determination of the applicable cash settlement amount. The * * method is defined in the 2006 ISDA Definitions, Section * * 18.3. Cash Settlement Methods, paragraph (e). * *************************************************************** */ export enum LegProvisionCashSettlMethod { CashPrice = 0, CashPriceAlternate = 1, ParYieldCurveAdjusted = 2, ZeroCouponYieldCurveAdjusted = 3, ParYieldCurveUnadjusted = 4, CrossCurrency = 5, CollateralizedPrice = 6 } /* ******************************************** * Identifies the type of quote to be used. * ******************************************** */ export enum LegProvisionCashSettlQuoteType { Bid = 0, Mid = 1, Offer = 2, ExercisingPartyPays = 3 } /* *********************************************** * Identifies the source of quote information. * *********************************************** */ export enum LegProvisionCashSettlQuoteSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum LegProvisionCashSettlPaymentDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************* * The business day convention used to adjust the instrument * * leg's provision's option exercise date. Used only to * * override the business day convention specified in the * * LegDateAdjustment component within the InstrumentLeg * * component. * ************************************************************* */ export enum LegProvisionOptionExerciseBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the interval to the first (and * * possibly only) exercise date in the exercise period. * ************************************************************ */ export enum LegProvisionOptionExerciseEarliestDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Time unit associated with subsequent exercise dates in the * * exercise period following the earliest exercise date. * ************************************************************** */ export enum LegProvisionOptionExerciseFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * Time unit associated with the relative option exercise start * * date offset. * **************************************************************** */ export enum LegProvisionOptionExerciseStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * exercise start date offset. * ************************************************************* */ export enum LegProvisionOptionExerciseStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum LegProvisionOptionExerciseFixedDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************* * The business day convention used to adjust the instrument * * leg's provision's option expiration date. Used only to * * override the business day convention specified in the * * LegDateAdjustment component within the InstrumentLeg * * component. * ************************************************************* */ export enum LegProvisionOptionExpirationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the relative option expiration * * date offset. * ************************************************************ */ export enum LegProvisionOptionExpirationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * expiration date offset. * ************************************************************* */ export enum LegProvisionOptionExpirationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * The business day convention used to adjust the instrument * * leg's provision's option relevant underlying date. Used only * * to override the business day convention specified in the * * LegDateAdjustment component within the InstrumentLeg * * component. * **************************************************************** */ export enum LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative option relevant * * underlying date offset. * ********************************************************** */ export enum LegProvisionOptionRelevantUnderlyingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * relevant underlying date offset. * ************************************************************* */ export enum LegProvisionOptionRelevantUnderlyingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The business day convention used to adjust the provisional * * cash settlement payment's termination, or relative * * termination, date. Used only to override the business day * * convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * ************************************************************** */ export enum LegProvisionCashSettlPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative cash settlement * * payment date offset. * ********************************************************** */ export enum LegProvisionCashSettlPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the provision's relative cash * * settlement payment date offset. * *********************************************************** */ export enum LegProvisionCashSettlPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The business day convention used to adjust the provision's * * cash settlement valuation date. Used only to override the * * business day convention specified in the LegDateAdjustment * * component within the InstrumentLeg component. * ************************************************************** */ export enum LegProvisionCashSettlValueDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative cash settlement value * * date offset. * **************************************************************** */ export enum LegProvisionCashSettlValueDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the provision's relative cash * * settlement value date offset. * *********************************************************** */ export enum LegProvisionCashSettlValueDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************* * Identifies the class or source of * * LegProvisionPartyID(40534). * ************************************* */ export enum LegProvisionPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ************************************************************* * Identifies the type or role of LegProvisionPartyID(40534) * * specified. * ************************************************************* */ export enum LegProvisionPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* **************************************************** * The type of LegProvisionPartySubID(40538) value. * **************************************************** */ export enum LegProvisionPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* ************************ * Type of swap stream. * ************************ */ export enum UnderlyingStreamType { PaymentCashSettlement = 0, PhysicalDelivery = 1 } /* ******************************************** * The side of the party paying the stream. * ******************************************** */ export enum UnderlyingStreamPaySide { Buy = 1, Sell = 2 } /* *********************************************** * The side of the party receiving the stream. * *********************************************** */ export enum UnderlyingStreamReceiveSide { Buy = 1, Sell = 2 } /* *************************************************************** * The business day convention used to adjust the underlying * * instrument's stream's termination, or relative termination, * * date. Used only to override the business day convention * * specified in the UnderlyingDateAdjustment component within * * the UnderlyingInstrument component. * *************************************************************** */ export enum UnderlyingStreamTerminationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the relative termination date * * offset. * *********************************************************** */ export enum UnderlyingStreamTerminationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the relative termination date * * offset. * *********************************************************** */ export enum UnderlyingStreamTerminationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The business day convention used to adjust the calculation * * periods. Used only to override the business day convention * * specified in the UnderlyingDateAdjustment component within * * the UnderlyingInstrument component. * ************************************************************** */ export enum UnderlyingStreamCalculationPeriodBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * The business day convention used to adjust the underlying * * instrument's stream's first calculation period start date. * * Used only to override the business day convention specified * * in the UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * *************************************************************** */ export enum UnderlyingStreamFirstPeriodStartDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the frequency at which calculation * * period end dates occur. * **************************************************************** */ export enum UnderlyingStreamCalculationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of end dates. It * * is used in conjunction with a specified frequency. Used only * * to override the roll convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * **************************************************************** */ export enum UnderlyingStreamCalculationRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* **************************************************************** * Identifies the type of payment stream applicable to the swap * * stream associated with the underlying instrument. * **************************************************************** */ export enum UnderlyingPaymentStreamType { PeriodicDefault = 0, Initial = 1, Single = 2, Dividend = 3, Interest = 4, DividendReturn = 5, PriceReturn = 6, TotalReturn = 7, Variance = 8, Correlation = 9 } /* ******************************************************* * The day count convention used in the payment stream * * calculations. * ******************************************************* */ export enum UnderlyingPaymentStreamDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* ******************************************************** * The method of calculating discounted payment amounts * ******************************************************** */ export enum UnderlyingPaymentStreamDiscountType { Standard = 0, ForwardRateAgreementFra = 1 } /* *********************************************** * The day count convention applied to the * * UnderlyingPaymentStreamDiscountRate(40575). * *********************************************** */ export enum UnderlyingPaymentStreamDiscountRateDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *********************** * Compounding Method. * *********************** */ export enum UnderlyingPaymentStreamCompoundingMethod { None = 0, Flat = 1, Straight = 2, SpreadExclusive = 3 } /* ************************************************************* * The business day convention used to adjust the payment * * stream's payment date. Used only to override the business * * day convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * ************************************************************* */ export enum UnderlyingPaymentStreamPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ******************************************************** * Time unit associated with the frequency of payments. * ******************************************************** */ export enum UnderlyingPaymentStreamPaymentFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of end dates. It * * is used in conjunction with a specified frequency. Used only * * to override the roll convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * **************************************************************** */ export enum UnderlyingPaymentStreamPaymentRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* *************************************************************** * Time unit associated with the relative payment date offset. * *************************************************************** */ export enum UnderlyingPaymentStreamPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative payment date offset. * *************************************************************** */ export enum UnderlyingPaymentStreamPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the payment * * stream's reset date. Used only to override the business day * * convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * *************************************************************** */ export enum UnderlyingPaymentStreamResetDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************** * Time unit associated with frequency of resets. * ************************************************** */ export enum UnderlyingPaymentStreamResetFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* ********************************************************** * Used to specify the day of the week in which the reset * * occurs for payments that reset on a weekly basis. * ********************************************************** */ export enum UnderlyingPaymentStreamResetWeeklyRollConvention { Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* *********************************************************** * The business day convention used to adjust the payment * * stream's initial fixing date. Used only to override the * * business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * *********************************************************** */ export enum UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative initial fixing date * * offset. * ************************************************************** */ export enum UnderlyingPaymentStreamInitialFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative initial fixing date * * offset. * ************************************************************** */ export enum UnderlyingPaymentStreamInitialFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * The business day convention used to adjust the payment * * stream's fixing date. Used only to override the business day * * convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * **************************************************************** */ export enum UnderlyingPaymentStreamFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative fixing date offset. * ************************************************************** */ export enum UnderlyingPaymentStreamFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative fixing date offset. * ************************************************************** */ export enum UnderlyingPaymentStreamFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Time unit associated with the relative rate cut-off date * * offset. * ************************************************************ */ export enum UnderlyingPaymentStreamRateCutoffDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative rate cut-off date * * offset. * ************************************************************ */ export enum UnderlyingPaymentStreamRateCutoffDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************* * The source of the payment stream floating rate index. * ********************************************************* */ export enum UnderlyingPaymentStreamRateIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ********************************************************* * Time unit associated with the underlying instruments * * floating rate index. * ********************************************************* */ export enum UnderlyingPaymentStreamRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************** * Identifies a short or long spread value. * ******************************************** */ export enum UnderlyingPaymentStreamRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum UnderlyingPaymentStreamRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum UnderlyingPaymentStreamCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum UnderlyingPaymentStreamCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum UnderlyingPaymentStreamFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum UnderlyingPaymentStreamFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************* * Specifies the rounding direction. * ************************************* */ export enum UnderlyingPaymentStreamFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* **************************************************************** * When rate averaging is applicable, used to specify whether a * * weighted or unweighted average calculation method is to be * * used. * **************************************************************** */ export enum UnderlyingPaymentStreamAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * The specification of any provisions for calculating payment * * obligations when a floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum UnderlyingPaymentStreamNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* ******************************************************* * Time unit associated with the inflation lag period. * ******************************************************* */ export enum UnderlyingPaymentStreamInflationLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************** * The inflation lag period day type. * ************************************** */ export enum UnderlyingPaymentStreamInflationLagDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The method used when calculating the Inflation Index Level * * from multiple points - the most common is Linear. * ************************************************************** */ export enum UnderlyingPaymentStreamInflationInterpolationMethod { None = 0, LinearZeroYield = 1 } /* ***************************************** * The inflation index reference source. * ***************************************** */ export enum UnderlyingPaymentStreamInflationIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ************************************************************** * The method of Forward Rate Agreement (FRA) discounting, if * * any, that will apply. * ************************************************************** */ export enum UnderlyingPaymentStreamFRADiscounting { None = 0, InternationalSwapsAndDerivativesAssociationIsda = 1, AustralianFinancialMarketsAssociationAfma = 2 } /* ************************************************************* * The business day convention used to adjust the payment * * stream's fixing date for the non-deliverable terms. Used * * only to override the business day convention specified in * * the UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * ************************************************************* */ export enum UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative non-deliverable * * fixing date offset. * ********************************************************** */ export enum UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative non-deliverable * * fixing date offset. * ********************************************************** */ export enum UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum UnderlyingNonDeliverableFixingDateType { Unadjusted = 0, Adjusted = 1 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum UnderlyingPaymentStreamNonDeliverableSettlRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ***************************************************** * Used to identify the settlement rate postponement * * calculation agent. * ***************************************************** */ export enum UnderlyingSettlRatePostponementCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* ********************* * Type of schedule. * ********************* */ export enum UnderlyingPaymentScheduleType { Notional = 0, CashFlow = 1, FxLinkedNotional = 2, FixedRate = 3, FutureValueNotional = 4, KnownAmount = 5, FloatingRateMultiplier = 6, Spread = 7, CapRate = 8, FloorRate = 9, NonDeliverableSettlementPaymentDates = 10, NonDeliverableSettlementCalculationDates = 11, NonDeliverableFixingDates = 12, SettlementPeriodNotional = 13, SettlementPeriodPrice = 14, CalculationPeriod = 15, DividendAccrualRateMultiplier = 16, DividendAccrualRateSpread = 17, DividendAccrualCapRate = 18, DividendAccrualFloorRate = 19, CompoundingRateMultiplier = 20, CompoundingRateSpread = 21, CompoundingCapRate = 22, CompoundingFloorRate = 23 } /* ************************************************** * Indicates to which stub this schedule applies. * ************************************************** */ export enum UnderlyingPaymentScheduleStubType { Initial = 0, Final = 1, CompoundingInitial = 2, CompoundingFinal = 3 } /* *************************************************** * The side of the party paying the step schedule. * *************************************************** */ export enum UnderlyingPaymentSchedulePaySide { Buy = 1, Sell = 2 } /* ****************************************************** * The side of the party receiving the step schedule. * ****************************************************** */ export enum UnderlyingPaymentScheduleReceiveSide { Buy = 1, Sell = 2 } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum UnderlyingPaymentScheduleRateSpreadPositionType { Short = 0, Long = 1 } /* ********************************************************** * Specifies the yield calculation treatment for the step * * schedule. * ********************************************************** */ export enum UnderlyingPaymentScheduleRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************* * Time unit associated with the step frequency. * ************************************************* */ export enum UnderlyingPaymentScheduleStepFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* *************************************************************** * Specifies whether the * * UnderlyingPaymentScheduleStepRate(40683) or * * UnderlyingPaymentScheduleStepOffsetValue(40682) should be * * applied to the initial notional or the previous notional in * * order to calculate the notional step change amount. * *************************************************************** */ export enum UnderlyingPaymentScheduleStepRelativeTo { Initial = 0, Previous = 1 } /* ************************************************************** * The business day convention used to adjust the payment * * schedule's fixing date. Used only to override the business * * day convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * ************************************************************** */ export enum UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative fixing date offset. * ************************************************************** */ export enum UnderlyingPaymentScheduleFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative fixing date offset. * ************************************************************** */ export enum UnderlyingPaymentScheduleFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the payment * * schedule's interim exchange date. Used only to override the * * business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * *************************************************************** */ export enum UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative interim exchange date * * offset. * **************************************************************** */ export enum UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative interim exchange date * * offset. * **************************************************************** */ export enum UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum UnderlyingPaymentScheduleRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ********************* * Rate source type. * ********************* */ export enum UnderlyingPaymentScheduleRateSourceType { Primary = 0, Secondary = 1 } /* ************** * Stub type. * ************** */ export enum UnderlyingPaymentStubType { Initial = 0, Final = 1, CompoundingInitial = 2, CompoundingFinal = 3 } /* ************************************************************** * Optional indication whether stub is shorter or longer than * * the regular swap period. * ************************************************************** */ export enum UnderlyingPaymentStubLength { Short = 0, Long = 1 } /* ************************************************************ * The source for the underlying payment stub floating rate * * index. * ************************************************************ */ export enum UnderlyingPaymentStubIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ********************************************************* * Time unit associated with the underlying payment stub * * floating rate index. * ********************************************************* */ export enum UnderlyingPaymentStubIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum UnderlyingPaymentStubIndexRateSpreadPositionType { Short = 0, Long = 1 } /* ********************************************************** * Specifies the yield calculation treatment for the stub * * index. * ********************************************************** */ export enum UnderlyingPaymentStubIndexRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum UnderlyingPaymentStubIndexCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum UnderlyingPaymentStubIndexCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum UnderlyingPaymentStubIndexFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum UnderlyingPaymentStubIndexFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ****************************************************** * The source of the second stub floating rate index. * ****************************************************** */ export enum UnderlyingPaymentStubIndex2Source { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ************************************************************** * Secondary time unit associated with the stub floating rate * * index curve. * ************************************************************** */ export enum UnderlyingPaymentStubIndex2CurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum UnderlyingPaymentStubIndex2RateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the second * * stub index. * ************************************************************ */ export enum UnderlyingPaymentStubIndex2RateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Identifies the type of payment stream associated with the * * swap. * ************************************************************* */ export enum PaymentStreamType { PeriodicDefault = 0, Initial = 1, Single = 2, Dividend = 3, Interest = 4, DividendReturn = 5, PriceReturn = 6, TotalReturn = 7, Variance = 8, Correlation = 9 } /* ******************************************************* * The day count convention used in the payment stream * * calculations. * ******************************************************* */ export enum PaymentStreamDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* ******************************************************** * The method of calculating discounted payment amounts * ******************************************************** */ export enum PaymentStreamDiscountType { Standard = 0, ForwardRateAgreementFra = 1 } /* ******************************************* * The day count convention applied to the * * PaymentStreamDiscountRate(40745). * ******************************************* */ export enum PaymentStreamDiscountRateDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *********************** * Compounding method. * *********************** */ export enum PaymentStreamCompoundingMethod { None = 0, Flat = 1, Straight = 2, SpreadExclusive = 3 } /* ************************************************************* * The business day convention used to adjust the payment * * stream's payment date. Used only to override the business * * day convention specified in the DateAdjustment component * * within the Instrument component. * ************************************************************* */ export enum PaymentStreamPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ******************************************************** * Time unit associated with the frequency of payments. * ******************************************************** */ export enum PaymentStreamPaymentFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of end dates. It * * is used in conjunction with a specified frequency. Used only * * to override the roll convention specified in the * * DateAdjustment component within the Instrument component. * **************************************************************** */ export enum PaymentStreamPaymentRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************* * Time unit multiplier for the relative initial fixing date * * offset. * ************************************************************* */ export enum PaymentStreamPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * The business day convention used to adjust the payment * * stream's reset date. Used only to override the business day * * convention specified in the DateAdjustment component within * * the Instrument component. * *************************************************************** */ export enum PaymentStreamResetDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ****************************************************** * Time unit associated with the frequency of resets. * ****************************************************** */ export enum PaymentStreamResetFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* ********************************************************** * Used to specify the day of the week in which the reset * * occurs for payments that reset on a weekly basis. * ********************************************************** */ export enum PaymentStreamResetWeeklyRollConvention { Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* *********************************************************** * The business day convention used to adjust the payment * * stream's initial fixing date. Used only to override the * * business day convention specified in the DateAdjustment * * component within the Instrument component. * *********************************************************** */ export enum PaymentStreamInitialFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative initial fixing date * * offset. * ************************************************************** */ export enum PaymentStreamInitialFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative initial fixing date * * offset. * ************************************************************** */ export enum PaymentStreamInitialFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * The business day convention used to adjust the payment * * stream's fixing date. Used only to override the business day * * convention specified in the DateAdjustment component within * * the Instrument component. * **************************************************************** */ export enum PaymentStreamFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative fixing date offset. * ************************************************************** */ export enum PaymentStreamFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative fixing date offset. * ************************************************************** */ export enum PaymentStreamFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Time unit associated with the relative rate cut-off date * * offset. * ************************************************************ */ export enum PaymentStreamRateCutoffDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative rate cut-off date * * offset. * ************************************************************ */ export enum PaymentStreamRateCutoffDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************* * The source of the payment stream floating rate index. * ********************************************************* */ export enum PaymentStreamRateIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ****************************************************** * Time unit associated with the floating rate index. * ****************************************************** */ export enum PaymentStreamRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum PaymentStreamRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum PaymentStreamRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum PaymentStreamCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum PaymentStreamCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum PaymentStreamFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum PaymentStreamFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************* * Specifies the rounding direction. * ************************************* */ export enum PaymentStreamFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* **************************************************************** * When rate averaging is applicable, used to specify whether a * * weighted or unweighted average calculation method is to be * * used. * **************************************************************** */ export enum PaymentStreamAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * The specification of any provisions for calculating payment * * obligations when a floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum PaymentStreamNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* ******************************************************* * Time unit associated with the inflation lag period. * ******************************************************* */ export enum PaymentStreamInflationLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************** * The inflation lag period day type. * ************************************** */ export enum PaymentStreamInflationLagDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The method used when calculating the Inflation Index Level * * from multiple points - the most common is Linear. * ************************************************************** */ export enum PaymentStreamInflationInterpolationMethod { None = 0, LinearZeroYield = 1 } /* ***************************************** * The inflation index reference source. * ***************************************** */ export enum PaymentStreamInflationIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ************************************************************** * The method of Forward Rate Agreement (FRA) discounting, if * * any, that will apply. * ************************************************************** */ export enum PaymentStreamFRADiscounting { None = 0, InternationalSwapsAndDerivativesAssociationIsda = 1, AustralianFinancialMarketsAssociationAfma = 2 } /* ************************************************************ * The business day convention used to adjust the payment * * stream's fixing date for the non-deliverable settlement * * terms. Used only to override the business day convention * * specified in the DateAdjustment component within the * * Instrument component * ************************************************************ */ export enum PaymentStreamNonDeliverableFixingDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative non-deliverable * * fixing date offset. * ********************************************************** */ export enum PaymentStreamNonDeliverableFixingDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative non-deliverable * * fixing date offset. * ********************************************************** */ export enum PaymentStreamNonDeliverableFixingDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum NonDeliverableFixingDateType { Unadjusted = 0, Adjusted = 1 } /* ********************* * Type of schedule. * ********************* */ export enum PaymentScheduleType { Notional = 0, CashFlow = 1, FxLinkedNotional = 2, FixedRate = 3, FutureValueNotional = 4, KnownAmount = 5, FloatingRateMultiplier = 6, Spread = 7, CapRate = 8, FloorRate = 9, NonDeliverableSettlementPaymentDates = 10, NonDeliverableSettlementCalculationDates = 11, NonDeliverableFixingDates = 12, SettlementPeriodNotional = 13, SettlementPeriodPrice = 14, CalculationPeriod = 15, DividendAccrualRateMultiplier = 16, DividendAccrualRateSpread = 17, DividendAccrualCapRate = 18, DividendAccrualFloorRate = 19, CompoundingRateMultiplier = 20, CompoundingRateSpread = 21, CompoundingCapRate = 22, CompoundingFloorRate = 23 } /* ************************************************** * Indicates to which stub this schedule applies. * ************************************************** */ export enum PaymentScheduleStubType { Initial = 0, Final = 1, CompoundingInitial = 2, CompoundingFinal = 3 } /* *************************************************** * The side of the party paying the step schedule. * *************************************************** */ export enum PaymentSchedulePaySide { Buy = 1, Sell = 2 } /* ******************************************************* * The side of the party receiving the stepf schedule. * ******************************************************* */ export enum PaymentScheduleReceiveSide { Buy = 1, Sell = 2 } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum PaymentScheduleRateSpreadPositionType { Short = 0, Long = 1 } /* ********************************************************** * Specifies the yield calculation treatment for the step * * schedule. * ********************************************************** */ export enum PaymentScheduleRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************* * Time unit associated with the step frequency. * ************************************************* */ export enum PaymentScheduleStepFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* ************************************************************** * Specifies whether the PaymentScheduleStepRate(40847) or * * PaymentScheduleStepOffsetValue(40846) should be applied to * * the initial notional or the previous notional in order to * * calculate the notional step change amount. * ************************************************************** */ export enum PaymentScheduleStepRelativeTo { Initial = 0, Previous = 1 } /* ************************************************************** * The business day convention used to adjust the payment * * schedule's fixing date. Used only to override the business * * day convention specified in the DateAdjustment component * * within the Instrument component. * ************************************************************** */ export enum PaymentScheduleFixingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative fixing date offset. * ************************************************************** */ export enum PaymentScheduleFixingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative fixing date offset. * ************************************************************** */ export enum PaymentScheduleFixingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the payment * * schedule's interim exchange date. Used only to override the * * business day convention specified in the DateAdjustment * * component within the Instrument component. * *************************************************************** */ export enum PaymentScheduleInterimExchangeDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative interim exchange date * * offset. * **************************************************************** */ export enum PaymentScheduleInterimExchangeDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative interim exchange date * * offset. * **************************************************************** */ export enum PaymentScheduleInterimExchangeDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum PaymentScheduleRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ********************* * Rate source type. * ********************* */ export enum PaymentScheduleRateSourceType { Primary = 0, Secondary = 1 } /* ************** * Stub type. * ************** */ export enum PaymentStubType { Initial = 0, Final = 1, CompoundingInitial = 2, CompoundingFinal = 3 } /* ************************************************************** * Optional indication whether stub is shorter or longer than * * the regular swap period. * ************************************************************** */ export enum PaymentStubLength { Short = 0, Long = 1 } /* *********************************************** * The source of the stub floating rate index. * *********************************************** */ export enum PaymentStubIndexSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* *********************************************************** * Time unit associated with the stub floating rate index. * *********************************************************** */ export enum PaymentStubIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum PaymentStubIndexRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************* * Specifies the yield calculation treatment for the payment * * stub index. * ************************************************************* */ export enum PaymentStubIndexRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum PaymentStubIndexCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum PaymentStubIndexCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum PaymentStubIndexFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum PaymentStubIndexFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ****************************************************** * The source of the second stub floating rate index. * ****************************************************** */ export enum PaymentStubIndex2Source { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ************************************************************** * Secondary time unit associated with the stub floating rate * * index curve. * ************************************************************** */ export enum PaymentStubIndex2CurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum PaymentStubIndex2RateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the second * * stub index. * ************************************************************ */ export enum PaymentStubIndex2RateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum UnderlyingSettlRateFallbackRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ***************************************************** * Used to identify the settlement rate postponement * * calculation agent. * ***************************************************** */ export enum LegSettlRatePostponementCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *************************************************************** * The business day convention used to adjust the instrument's * * stream's effective, or relative effective, date. Used only * * to override the business day convention specified in the * * DateAdjustment component within the Instrument component. * *************************************************************** */ export enum StreamEffectiveDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************* * Time unit associated with the relative effective date * * offset. * ********************************************************* */ export enum StreamEffectiveDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************* * Specifies the day type of the relative effective date * * offset. * ********************************************************* */ export enum StreamEffectiveDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************** * Used to further qualify the value of * * UnderlyingProvisionPartyRole(42176). * **************************************** */ export enum UnderlyingProvisionPartyRoleQualifier { Agency = 0, Principal = 1, RisklessPrincipal = 2, GeneralClearingMember = 3, IndividualClearingMember = 4, PreferredMarketMaker = 5, DirectedMarketMaker = 6, Bank = 7, Hub = 8, PrimaryTradeRepository = 9, OriginalTradeRepository = 10, AdditionalInternationalTradeRepository = 11, AdditionalDomesticTradeRepository = 12, RelatedExchange = 13, OptionsExchange = 14, SpecifiedExchange = 15, ConstituentExchange = 16, ExemptFromTradeReporting = 17, Current = 18, New = 19, DesignatedSponsor = 20, Specialist = 21, Algorithm = 22, FirmOrLegalEntity = 23, NaturalPerson = 24, RegularTrader = 25, HeadTrader = 26, Supervisor = 27 } /* ******************************************************** * Specifies the type of price for PaymentPrice(40218). * ******************************************************** */ export enum PaymentPriceType { PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1, PerUnitIEPerShareOrContract = 2, FixedAmountAbsoluteValue = 3, DiscountPercentagePointsBelowPar = 4, PremiumPercentagePointsOverPar = 5, SpreadBasisPointsSpread = 6, TedPrice = 7, TedYield = 8, Yield = 9, FixedCabinetTradePricePrimarilyForListedFuturesAndOptions = 10, VariableCabinetTradePricePrimarilyForListedFuturesAndOptions = 11, PriceSpread = 12, ProductTicksInHalves = 13, ProductTicksInFourths = 14, ProductTicksInEighths = 15, ProductTicksInSixteenths = 16, ProductTicksInThirtySeconds = 17, ProductTicksInSixtyFourths = 18, ProductTicksInOneTwentyEighths = 19, NormalRateRepresentationEGFxRate = 20, InverseRateRepresentationEGFxRate = 21, BasisPoints = 22, UpFrontPoints = 23, InterestRate = 24, PercentageOfNotional = 25 } /* *************************************************************** * Specifies the day type of the relative payment date offset. * *************************************************************** */ export enum PaymentStreamPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************* * The business day convention used for adjusting dates. The * * value defined here applies to all adjustable dates in the * * instrument unless specifically overridden. * ************************************************************* */ export enum BusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * The convention for determining a sequence of dates. It is * * used in conjunction with a specified frequency. The value * * defined here applies to all adjustable dates in the * * instrument unless specifically overridden. Additional values * * may be used by mutual agreement of the counterparties. * **************************************************************** */ export enum DateRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************* * The business day convention used for adjusting dates. The * * value defined here applies to all adjustable dates in the * * instrument leg unless specifically overridden. * ************************************************************* */ export enum LegBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************* * The convention for determining a sequence of dates. It is * * used in conjunction with a specified frequency. The value * * defined here applies to all adjustable dates in the * * instrument leg unless specifically overridden. * ************************************************************* */ export enum LegDateRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************* * The business day convention used for adjusting dates. The * * value defined here applies to all adjustable dates in the * * underlying instrument unless specifically overridden. * ************************************************************* */ export enum UnderlyingBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************* * The convention for determining a sequence of dates. It is * * used in conjunction with a specified frequency. The value * * defined here applies to all adjustable dates in the * * underlying instrument unless specifically overridden. * ************************************************************* */ export enum UnderlyingDateRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************ * Used to further clarify the value of PaymentType(40213). * ************************************************************ */ export enum PaymentSubType { InitialPrincipalExchange = 0, IntermediatePrincipalExchange = 1, FinalPrincipalExchange = 2, PrepaidPremiumForward = 3, PostpaidPremiumForward = 4, VariablePremiumForward = 5, FixedPremiumForward = 6, SwapPremium = 7, ConditionalPrincipalExchangeOnExercise = 8 } /* **************************************************** * Time unit associated with complex credit events. * **************************************************** */ export enum ComplexEventCreditEventUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************* * Specifies the day type for the complex credit events. * ********************************************************* */ export enum ComplexEventCreditEventDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Specifies a complex event qualifier. Used to further qualify * * ComplexEventCreditEventType(40998). * **************************************************************** */ export enum ComplexEventCreditEventQualifier { RetructuringMultipleHoldingObligations = 'H', RestructuringMultipleCreditEventNotices = 'E', FloatingRateInterestShortfall = 'C' } /* ****************************** * Specifies the period type. * ****************************** */ export enum ComplexEventPeriodType { AsianOut = 0, AsianIn = 1, BarrierCap = 2, BarrierFloor = 3, KnockOut = 4, KnockIn = 5 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum ComplexEventRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* *************************************************************** * Indicates whether the rate source specified is a primary or * * secondary source. * *************************************************************** */ export enum ComplexEventRateSourceType { Primary = 0, Secondary = 1 } /* ******************************************************* * Time unit associated with the relative date offset. * ******************************************************* */ export enum ComplexEventDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Specifies the day type of the relative date offset. * ******************************************************* */ export enum ComplexEventDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * The business day convention used to adjust the complex event * * date. Used only to override the business day convention * * specified in the DateAdjustment component within the * * Instrument component. * **************************************************************** */ export enum ComplexEventDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the schedule date frequency. * ********************************************************** */ export enum ComplexEventScheduleFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * The convention for determining the sequence of dates. It is * * used in conjunction with a specified frequency. Used only * * to override the roll convention defined in the * * DateAdjustment component in Instrument. * **************************************************************** */ export enum ComplexEventScheduleRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ******************************************** * Specifies the type of delivery schedule. * ******************************************** */ export enum DeliveryScheduleType { Notional = 0, Delivery = 1, PhysicalSettlementPeriod = 2 } /* ********************************************************** * Specifies the delivery quantity unit of measure (UOM). * ********************************************************** */ export enum DeliveryScheduleNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * The frequency of notional delivery. * *************************************** */ export enum DeliveryScheduleNotionalCommodityFrequency { Term = 0, PerBusinessDay = 1, PerCalculationPeriod = 2, PerSettlementPeriod = 3, PerCalendarDay = 4, PerHour = 5, PerMonth = 6 } /* ********************************************************** * Specifies the tolerance value's unit of measure (UOM). * ********************************************************** */ export enum DeliveryScheduleToleranceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * Specifies the tolerance value type. * *************************************** */ export enum DeliveryScheduleToleranceType { Absolute = 0, Percentage = 1 } /* *********************************************** * Specifies the commodity delivery flow type. * *********************************************** */ export enum DeliveryScheduleSettlFlowType { AllTimes = 0, OnPeak = 1, OffPeak = 2, Base = 3, BlockHours = 4, Other = 5 } /* ************************************************************* * Indicates whether holidays are included in the settlement * * periods. Required for electricity contracts. * ************************************************************* */ export enum DeliveryScheduleSettlHolidaysProcessingInstruction { DoNotIncludeHolidays = 0, IncludeHolidays = 1 } /* **************************************************** * Specifies the day or group of days for delivery. * **************************************************** */ export enum DeliveryScheduleSettlDay { Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7, AllWeekdays = 8, AllDays = 9, AllWeekends = 10 } /* *********************************************************** * Specifies the format of the delivery start and end time * * values. * *********************************************************** */ export enum DeliveryScheduleSettlTimeType { HourOfTheDay = 0, HhMmTimeFormat = 1 } /* ****************************************** * Specifies the type of delivery stream. * ****************************************** */ export enum DeliveryStreamType { PeriodicDefaultIfNotSpecified = 0, Initial = 1, Single = 2 } /* *************************************************************** * Specifies under what conditions the buyer and seller should * * be excused of their delivery obligations. * *************************************************************** */ export enum DeliveryStreamDeliveryRestriction { Firm = 1, InterruptableOrNonFirm = 2, ForceMajeure = 3, SystemFirm = 4, UnitFirm = 5 } /* ***************************************************** * The trade side value of the party responsible for * * electricity delivery contingency. * ***************************************************** */ export enum DeliveryStreamDeliveryContingentPartySide { Buyer = 0, Seller = 1 } /* ********************************************** * Specifies the condition of title transfer. * ********************************************** */ export enum DeliveryStreamTitleTransferCondition { TransfersWithRiskOfLoss = 0, DoesNotTransferWithRiskOfLoss = 1 } /* ********************************************************** * Specifies the tolerance value's unit of measure (UOM). * ********************************************************** */ export enum DeliveryStreamToleranceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * Specifies the tolerance value type. * *************************************** */ export enum DeliveryStreamToleranceType { Absolute = 0, Percentage = 1 } /* ********************************************************* * Indicates whether the tolerance is at the seller's or * * buyer's option. * ********************************************************* */ export enum DeliveryStreamToleranceOptionSide { Buyer = 1, Seller = 2 } /* ************************************************************** * A reference to the party able to choose whether the gas is * * delivered for a particular period as found in a swing or * * interruptible contract. * ************************************************************** */ export enum DeliveryStreamElectingPartySide { Buyer = 0, Seller = 1 } /* ************************************************* * The consequences of market disruption events. * ************************************************* */ export enum MarketDisruptionProvision { NotApplicable = 0, Applicable = 1, AsSpecifiedInMasterAgreement = 2, AsSpecifiedInConfirmation = 3 } /* **************************************************** * Specifies the location of the fallback provision * * documentation. * **************************************************** */ export enum MarketDisruptionFallbackProvision { AsSpecifiedInMasterAgreement = 0, AsSpecifiedInConfirmation = 1 } /* ****************************************** * The type of reference price underlier. * ****************************************** */ export enum MarketDisruptionFallbackUnderlierType { Basket = 0, Bond = 1, Cash = 2, Commodity = 3, ConvertibleBond = 4, Equity = 5, ExchangeTradedFund = 6, Future = 7, Index = 8, Loan = 9, Mortgage = 10, MutualFund = 11 } /* ******************************************************** * Specifies the class or source scheme of the security * * identifier. * ******************************************************** */ export enum MarketDisruptionFallbackUnderlierSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ************************************************************ * Indicates whether follow-up confirmation of exercise * * (written or electronic) is required following telephonic * * notice by the buyer to the seller or seller's agent. * ************************************************************ */ export enum ExerciseConfirmationMethod { NotRequired = 0, NonElectronic = 1, Electronic = 2, UnknownAtTimeOfReport = 3 } /* *************************************************************** * The business day convention used to adjust the option * * exercise dates. Used only to override the business day * * convention specified in the DateAdjustment component within * * the Instrument component. * *************************************************************** */ export enum OptionExerciseBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Specifies the day type of the relative earliest option * * exercise date offset. * ********************************************************** */ export enum OptionExerciseEarliestDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Time unit associated with the relative earliest exercise * * date offset. * ************************************************************ */ export enum OptionExerciseEarliestDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Time unit associated with the frequency of exercise dates. * ************************************************************** */ export enum OptionExerciseFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Time unit associated with the relative exercise start date * * offset. * ************************************************************** */ export enum OptionExerciseStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative option exercise start * * date offset. * **************************************************************** */ export enum OptionExerciseStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * Specifies the type of date. When specified it applies not * * only to the current date but to all subsequent dates in the * * group until overridden with a new type. * *************************************************************** */ export enum OptionExerciseDateType { Unadjusted = 0, Adjusted = 1 } /* *********************************************************** * The business day convention used to adjust the option * * exercise expiration dates. Used only to override the * * business day convention specified in the DateAdjustment * * component within the Instrument component. * *********************************************************** */ export enum OptionExerciseExpirationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative exercise expiration * * date offset. * ************************************************************** */ export enum OptionExerciseExpirationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Time unit associated with the frequency of exercise * * expiration dates. * ******************************************************* */ export enum OptionExerciseExpirationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * The convention for determining the sequence of exercise * * expiration dates. It is used in conjunction with a specified * * frequency. Used only to override the roll convention defined * * in the DateAdjustment component in Instrument. * **************************************************************** */ export enum OptionExerciseExpirationRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ********************************************************** * Specifies the day type of the relative option exercise * * expiration date offset. * ********************************************************** */ export enum OptionExerciseExpirationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Specifies the type of option exercise expiration date. When * * specified it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * **************************************************************** */ export enum OptionExerciseExpirationDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************ * Used to express the unit of measure (UOM) of the payment * * amount if not in the currency of the trade. * ************************************************************ */ export enum PaymentUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************************************** * Time unit associated with the relative payment date offset. * *************************************************************** */ export enum PaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative payment date offset. * *************************************************************** */ export enum PaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ******************************* * Forward start premium type. * ******************************* */ export enum PaymentForwardStartType { Prepaid = 0, PostPaid = 1, Variable = 2, Fixed = 3 } /* ******************************************************** * The day of the week on which fixing will take place. * ******************************************************** */ export enum PaymentScheduleFixingDayOfWeek { EveryDayTheDefaultIfNotSpecified = 0, Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7 } /* ******************************************** * The schedule rate unit of measure (UOM). * ******************************************** */ export enum PaymentScheduleRateUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Identifies whether the rate spread is an absolute value to * * be added to the index rate or a percentage of the index * * rate. * ************************************************************** */ export enum PaymentScheduleRateSpreadType { Absolute = 0, Percentage = 1 } /* ****************************************************** * The settlement period price unit of measure (UOM). * ****************************************************** */ export enum PaymentScheduleSettlPeriodPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ******************************************** * The schedule step unit of measure (UOM). * ******************************************** */ export enum PaymentScheduleStepUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************ * The distribution of fixing days. * ************************************ */ export enum PaymentScheduleFixingDayDistribution { All = 0, First = 1, Last = 2, Penultimate = 3 } /* ****************************************************** * Time unit associated with the fixing lag duration. * ****************************************************** */ export enum PaymentScheduleFixingLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Time unit associated with the relative first observation * * date offset. * ************************************************************ */ export enum PaymentScheduleFixingFirstObservationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the fixed payment amount unit of measure (UOM). * ************************************************************* */ export enum PaymentStreamFixedAmountUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************ * Secondary time unit associated with the payment stream's * * floating rate index curve. * ************************************************************ */ export enum PaymentStreamRateIndex2CurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ****************************************************** * The unit of measure (UOM) of the rate index level. * ****************************************************** */ export enum PaymentStreamRateIndexUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *********************************************************** * Specifies how weather index units are to be calculated. * *********************************************************** */ export enum PaymentStreamSettlLevel { Average = 0, Maximum = 1, Minimum = 2, Cumulative = 3 } /* ********************************************************** * The unit of measure (UOM) of the rate reference level. * ********************************************************** */ export enum PaymentStreamReferenceLevelUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ********************************************************** * Species the unit of measure (UOM) of the floating rate * * spread. * ********************************************************** */ export enum PaymentStreamRateSpreadUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Identifies whether the rate spread is an absolute value to * * be added to the index rate or a percentage of the index * * rate. * ************************************************************** */ export enum PaymentStreamRateSpreadType { Absolute = 0, Percentage = 1 } /* *********************************************************** * Time unit associated with the calculation lag duration. * *********************************************************** */ export enum PaymentStreamCalculationLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Time unit associated with the relative first observation * * date offset. * ************************************************************ */ export enum PaymentStreamFirstObservationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************* * Specifies the commodity pricing day type. * ********************************************* */ export enum PaymentStreamPricingDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************* * The distribution of pricing days. * ************************************* */ export enum PaymentStreamPricingDayDistribution { All = 0, First = 1, Last = 2, Penultimate = 3 } /* ************************************************************** * The business day convention used to adjust the payent * * stream's pricing dates. Used only to override the business * * day convention specified in the DateAdjustment component * * within the Instrument component. * ************************************************************** */ export enum PaymentStreamPricingBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Specifies the type of payment date. When specified it * * applies not only to the current date but to all subsequent * * dates in the group until overridden with a new type. * ************************************************************** */ export enum PaymentStreamPaymentDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************** * Specifies the type of pricing date. When specified it * * applies not only to the current date but to all subsequent * * dates in the group until overridden with a new type. * ************************************************************** */ export enum PaymentStreamPricingDateType { Unadjusted = 0, Adjusted = 1 } /* ***************************************************** * The day of the week on which pricing takes place. * ***************************************************** */ export enum PaymentStreamPricingDayOfWeek { EveryDayTheDefaultIfNotSpecified = 0, Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7 } /* **************************************************************** * The business day convention used to adjust pricing or fixing * * dates. Used only to override the business day convention * * defined in the DateAdjustment component within the * * Instrument component. * **************************************************************** */ export enum PricingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Specifies the type of fixed calculation period date. When * * specified it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * **************************************************************** */ export enum StreamCalculationPeriodDateType { Unadjusted = 0, Adjusted = 1 } /* ********************************************************** * Time unit associated with the length of time after the * * publication of the data when corrections can be made. * ********************************************************** */ export enum StreamCalculationCorrectionUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************* * Identifies the class or source of the * * StreamCommoditySecurityIDSource(41253) value. * ************************************************* */ export enum StreamCommoditySecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ***************************************************** * The unit of measure (UOM) of the commodity asset. * ***************************************************** */ export enum StreamCommodityUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ******************************************************** * Time unit associated with the nearby settlement day. * ******************************************************** */ export enum StreamCommodityNearbySettlDayUnit { Week = 'Wk', Month = 'Mo' } /* *************************************************************** * The business day convention used to adjust the commodity * * delivery date. Used only to override the business day * * convention specified in the DateAdjustment component within * * the Instrument component. * *************************************************************** */ export enum StreamCommoditySettlDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * Time unit associated with the commodity delivery date roll. * *************************************************************** */ export enum StreamCommoditySettlDateRollUnit { Day = 'D' } /* *************************************************** * Specifies the commodity delivery roll day type. * *************************************************** */ export enum StreamCommoditySettlDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *********************************** * Type of data source identifier. * *********************************** */ export enum StreamCommodityDataSourceIDType { City4CharacterBusinessCenterCode = 0, AirportIataStandard = 1, WeatherStationWbanWeatherBureauArmyNavy = 2, WeatherIndexWmoWorldMeteorologicalOrganization = 3 } /* **************************************************** * Specifies the day or group of days for delivery. * **************************************************** */ export enum StreamCommoditySettlDay { Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7, AllWeekdays = 8, AllDays = 9, AllWeekends = 10 } /* *********************************************** * Specifies the commodity delivery flow type. * *********************************************** */ export enum StreamCommoditySettlFlowType { AllTimes = 0, OnPeak = 1, OffPeak = 2, Base = 3, BlockHours = 4, Other = 5 } /* **************************************************************** * Specifies the unit of measure (UOM) of the delivery quantity * * associated with this settlement period. * **************************************************************** */ export enum StreamCommoditySettlPeriodNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Time unit associated with the settlement period frequency. * ************************************************************** */ export enum StreamCommoditySettlPeriodFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the settlement period price unit of measure (UOM). * **************************************************************** */ export enum StreamCommoditySettlPeriodPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************* * Indicates whether holidays are included in the settlement * * periods. Required for electricity contracts. * ************************************************************* */ export enum StreamCommoditySettlHolidaysProcessingInstruction { DoNotIncludeHolidays = 0, IncludeHolidays = 1 } /* ******************************************************** * Time unit associated with the swap stream's notional * * frequency. * ******************************************************** */ export enum StreamNotionalFrequencyUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ************************************************************ * The commodity's notional or quantity delivery frequency. * ************************************************************ */ export enum StreamNotionalCommodityFrequency { Term = 0, PerBusinessDay = 1, PerCalculationPeriod = 2, PerSettlementPeriod = 3, PerCalendarDay = 4, PerHour = 5, PerMonth = 6 } /* ********************************************************** * Specifies the delivery stream quantity unit of measure * * (UOM). * ********************************************************** */ export enum StreamNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Specifies the unit of measure (UOM) for the total notional * * or delivery quantity over the term of the contract. * ************************************************************** */ export enum StreamTotalNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************* * Identifies the source scheme of the * * LegAdditionalTermBondSecurityID(41317) value. * ************************************************* */ export enum LegAdditionalTermBondSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* *********************************************************** * Specifies the bond's payment priority in the event of a * * default. * *********************************************************** */ export enum LegAdditionalTermBondSeniority { SeniorSecured = 'SD', Senior = 'SR', Subordinated = 'SB' } /* ****************************************** * Specifies the coupon type of the bond. * ****************************************** */ export enum LegAdditionalTermBondCouponType { Zero = 0, FixedRate = 1, FloatingRate = 2, Structured = 3 } /* **************************************************************** * Time unit associated with the frequency of the bond's coupon * * payment. * **************************************************************** */ export enum LegAdditionalTermBondCouponFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The day count convention used in interest calculations for a * * bond or an interest bearing security. * **************************************************************** */ export enum LegAdditionalTermBondDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *********************************************************** * The type of quote used to determine the cash settlement * * price. * *********************************************************** */ export enum LegCashSettlQuoteMethod { Bid = 0, Mid = 1, Offer = 2 } /* **************************************************************** * The ISDA defined methodology for determining the final price * * of the reference obligation for purposes of cash settlement. * **************************************************************** */ export enum LegCashSettlValuationMethod { Market = 0, Highest = 1, AverageMarket = 2, AverageHighest = 3, BlendedMarket = 4, BlendedHighest = 5, AverageBlendedMarket = 6, AverageBlendedHighest = 7 } /* **************************************************** * Time unit associated with complex credit events. * **************************************************** */ export enum LegComplexEventCreditEventUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************* * Specifies the day type for the complex credit events. * ********************************************************* */ export enum LegComplexEventCreditEventDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Specifies a complex event qualifier. Used to further qualify * * LegComplexEventCreditEventType(41367). * **************************************************************** */ export enum LegComplexEventCreditEventQualifier { RetructuringMultipleHoldingObligations = 'H', RestructuringMultipleCreditEventNotices = 'E', FloatingRateInterestShortfall = 'C' } /* ****************************** * Specifies the period type. * ****************************** */ export enum LegComplexEventPeriodType { AsianOut = 0, AsianIn = 1, BarrierCap = 2, BarrierFloor = 3, KnockOut = 4, KnockIn = 5 } /* *********************************************************** * Identifies the source of rate information. * * For FX, the reference source to be used for the FX spot * * rate. * *********************************************************** */ export enum LegComplexEventRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* *************************************************************** * Indicates whether the rate source specified is a primary or * * secondary source. * *************************************************************** */ export enum LegComplexEventRateSourceType { Primary = 0, Secondary = 1 } /* ******************************************************* * Time unit associated with the relative date offset. * ******************************************************* */ export enum LegComplexEventDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Specifies the day type of the relative date offset. * ******************************************************* */ export enum LegComplexEventDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the event date. * * Used only to override the business day convention specified * * in the LegDateAdjustment component within the InstrumentLeg * * component. * *************************************************************** */ export enum LegComplexEventDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the schedule date frequency. * ********************************************************** */ export enum LegComplexEventScheduleFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * The convention for determining the sequence of dates. It is * * used in conjunction with a specified frequency. Used only to * * override the roll convention defined in the * * LegDateAdjustment component in InstrumentLeg. * **************************************************************** */ export enum LegComplexEventScheduleRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ******************************************** * Specifies the type of delivery schedule. * ******************************************** */ export enum LegDeliveryScheduleType { Notional = 0, Delivery = 1, PhysicalSettlementPeriod = 2 } /* ********************************************************** * Specifies the delivery quantity unit of measure (UOM). * ********************************************************** */ export enum LegDeliveryScheduleNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * The frequency of notional delivery. * *************************************** */ export enum LegDeliveryScheduleNotionalCommodityFrequency { Term = 0, PerBusinessDay = 1, PerCalculationPeriod = 2, PerSettlementPeriod = 3, PerCalendarDay = 4, PerHour = 5, PerMonth = 6 } /* ********************************************************** * Specifies the tolerance value's unit of measure (UOM). * ********************************************************** */ export enum LegDeliveryScheduleToleranceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * Specifies the tolerance value type. * *************************************** */ export enum LegDeliveryScheduleToleranceType { Absolute = 0, Percentage = 1 } /* ************************************* * Specifies the delivery flow type. * ************************************* */ export enum LegDeliveryScheduleSettlFlowType { AllTimes = 0, OnPeak = 1, OffPeak = 2, Base = 3, BlockHours = 4, Other = 5 } /* ************************************************************* * Indicates whether holidays are included in the settlement * * periods. Required for electricity contracts. * ************************************************************* */ export enum LegDeliveryScheduleSettlHolidaysProcessingInstruction { DoNotIncludeHolidays = 0, IncludeHolidays = 1 } /* **************************************************** * Specifies the day or group of days for delivery. * **************************************************** */ export enum LegDeliveryScheduleSettlDay { Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7, AllWeekdays = 8, AllDays = 9, AllWeekends = 10 } /* *********************************************************** * Specifies the format of the delivery start and end time * * values. * *********************************************************** */ export enum LegDeliveryScheduleSettlTimeType { HourOfTheDay = 0, HhMmTimeFormat = 1 } /* ****************************************** * Specifies the type of delivery stream. * ****************************************** */ export enum LegDeliveryStreamType { PeriodicDefaultIfNotSpecified = 0, Initial = 1, Single = 2 } /* *************************************************************** * Specifies under what conditions the buyer and seller should * * be excused of their delivery obligations. * *************************************************************** */ export enum LegDeliveryStreamDeliveryRestriction { Firm = 1, InterruptableOrNonFirm = 2, ForceMajeure = 3, SystemFirm = 4, UnitFirm = 5 } /* ***************************************************** * The trade side value of the party responsible for * * electricity delivery contingency. * ***************************************************** */ export enum LegDeliveryStreamDeliveryContingentPartySide { Buyer = 0, Seller = 1 } /* ********************************************** * Specifies the condition of title transfer. * ********************************************** */ export enum LegDeliveryStreamTitleTransferCondition { TransfersWithRiskOfLoss = 0, DoesNotTransferWithRiskOfLoss = 1 } /* ********************************************************** * Specifies the tolerance value's unit of measure (UOM). * ********************************************************** */ export enum LegDeliveryStreamToleranceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * Specifies the tolerance value type. * *************************************** */ export enum LegDeliveryStreamToleranceType { Absolute = 0, Percentage = 1 } /* ********************************************************* * Indicates whether the tolerance is at the seller's or * * buyer's option. * ********************************************************* */ export enum LegDeliveryStreamToleranceOptionSide { Buyer = 1, Seller = 2 } /* ************************************************************** * A reference to the party able to choose whether the gas is * * delivered for a particular period e.g. a swing or * * interruptible contract. * ************************************************************** */ export enum LegDeliveryStreamElectingPartySide { Buyer = 0, Seller = 1 } /* ************************************************* * The consequences of market disruption events. * ************************************************* */ export enum LegMarketDisruptionProvision { NotApplicable = 0, Applicable = 1, AsSpecifiedInMasterAgreement = 2, AsSpecifiedInConfirmation = 3 } /* **************************************************** * Specifies the location of the fallback provision * * documentation. * **************************************************** */ export enum LegMarketDisruptionFallbackProvision { AsSpecifiedInMasterAgreement = 0, AsSpecifiedInConfirmation = 1 } /* ****************************************** * The type of reference price underlier. * ****************************************** */ export enum LegMarketDisruptionFallbackUnderlierType { Basket = 0, Bond = 1, Cash = 2, Commodity = 3, ConvertibleBond = 4, Equity = 5, ExchangeTradedFund = 6, Future = 7, Index = 8, Loan = 9, Mortgage = 10, MutualFund = 11 } /* ******************************************************** * Specifies the class or source scheme of the security * * identifier. * ******************************************************** */ export enum LegMarketDisruptionFallbackUnderlierSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ************************************************************ * Indicates whether follow-up confirmation of exercise * * (written or electronic) is required following telephonic * * notice by the buyer to the seller or seller's agent. * ************************************************************ */ export enum LegExerciseConfirmationMethod { NotRequired = 0, NonElectronic = 1, Electronic = 2, UnknownAtTimeOfReport = 3 } /* *********************************************************** * The business day convention used to adjust the option * * exercise dates. Used only to override the business day * * convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * *********************************************************** */ export enum LegOptionExerciseBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Specifies the day type of the relative earliest exercise * * date offset. * ************************************************************ */ export enum LegOptionExerciseEarliestDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Time unit associated with the relative earliest exercise * * date offset. * ************************************************************ */ export enum LegOptionExerciseEarliestDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Time unit associated with the frequency of exercise dates. * ************************************************************** */ export enum LegOptionExerciseFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Time unit associated with the relative exercise start date * * offset. * ************************************************************** */ export enum LegOptionExerciseStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative option exercise start * * date offset. * **************************************************************** */ export enum LegOptionExerciseStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Specifies the type of option exercise date. When specified * * it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * ************************************************************** */ export enum LegOptionExerciseDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************** * The business day convention used to adjust the option * * exercise expiration dates. Used only to override the * * business day convention specified in the LegDateAdjustment * * component within the InstrumentLeg component. * ************************************************************** */ export enum LegOptionExerciseExpirationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative exercise expiration * * date offset. * ************************************************************** */ export enum LegOptionExerciseExpirationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Time unit associated with the frequency of exercise * * expiration dates. * ******************************************************* */ export enum LegOptionExerciseExpirationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * The convention for determining the sequence of exercise * * expiration dates. It is used in conjunction with a specified * * frequency. Used only to override the roll convention defined * * in the LegDateAdjustment component in InstrumentLeg. * **************************************************************** */ export enum LegOptionExerciseExpirationRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ********************************************************** * Specifies the day type of the relative option exercise * * expiration date offset. * ********************************************************** */ export enum LegOptionExerciseExpirationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Specifies the type of option exercise expiration date. When * * specified it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * **************************************************************** */ export enum LegOptionExerciseExpirationDateType { Unadjusted = 0, Adjusted = 1 } /* **************************************************** * The day of the week on which fixing takes place. * **************************************************** */ export enum LegPaymentScheduleFixingDayOfWeek { EveryDayTheDefaultIfNotSpecified = 0, Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7 } /* ******************************************** * The schedule rate unit of measure (UOM). * ******************************************** */ export enum LegPaymentScheduleRateUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Identifies whether the rate spread is an absolute value to * * be added to the index rate or a percentage of the index * * rate. * ************************************************************** */ export enum LegPaymentScheduleRateSpreadType { Absolute = 0, Percentage = 1 } /* ****************************************************** * The settlement period price unit of measure (UOM). * ****************************************************** */ export enum LegPaymentScheduleSettlPeriodPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ******************************************** * The schedule step unit of measure (UOM). * ******************************************** */ export enum LegPaymentScheduleStepUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************ * The distribution of fixing days. * ************************************ */ export enum LegPaymentScheduleFixingDayDistribution { All = 0, First = 1, Last = 2, Penultimate = 3 } /* ****************************************************** * Time unit associated with the fixing lag duration. * ****************************************************** */ export enum LegPaymentScheduleFixingLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Time unit associated with the relative first observation * * date offset. * ************************************************************ */ export enum LegPaymentScheduleFixingFirstObservationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************** * The fixed payment amount unit of measure (UOM). * *************************************************** */ export enum LegPaymentStreamFixedAmountUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************ * Secondary time unit associated with the payment stream's * * floating rate index curve. * ************************************************************ */ export enum LegPaymentStreamRateIndex2CurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ****************************************************** * The unit of measure (UOM) of the rate index level. * ****************************************************** */ export enum LegPaymentStreamRateIndexUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *********************************************************** * Specifies how weather index units are to be calculated. * *********************************************************** */ export enum LegPaymentStreamSettlLevel { Average = 0, Maximum = 1, Minimum = 2, Cumulative = 3 } /* ********************************************************** * The unit of measure (UOM) of the rate reference level. * ********************************************************** */ export enum LegPaymentStreamReferenceLevelUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************ * Specifies the unit of measure (UOM) of the floating rate * * spread. * ************************************************************ */ export enum LegPaymentStreamRateSpreadUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Identifies whether the rate spread is an absolute value to * * be added to the index rate or a percentage of the index * * rate. * ************************************************************** */ export enum LegPaymentStreamRateSpreadType { Absolute = 0, Percentage = 1 } /* *********************************************************** * Time unit associated with the calculation lag duration. * *********************************************************** */ export enum LegPaymentStreamCalculationLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Time unit associated with the relative first observation * * date offset. * ************************************************************ */ export enum LegPaymentStreamFirstObservationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************* * Specifies the commodity pricing day type. * ********************************************* */ export enum LegPaymentStreamPricingDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************* * The distribution of pricing days. * ************************************* */ export enum LegPaymentStreamPricingDayDistribution { All = 0, First = 1, Last = 2, Penultimate = 3 } /* *************************************************************** * The business day convention used to adjust the payment * * stream's pricing dates. Used only to override the business * * day convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * *************************************************************** */ export enum LegPaymentStreamPricingBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Specifies the format of the commodities settlement start and * * end times. * **************************************************************** */ export enum StreamCommoditySettlTimeType { HourOfTheDay = 0, HhMmTimeFormat = 1 } /* ************************************************************** * Specifies the type of payment date. When specified it * * applies not only to the current date but to all subsequent * * dates in the group until overridden with a new type. * ************************************************************** */ export enum LegPaymentStreamPaymentDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************** * Specifies the type of pricing date. When specified it * * applies not only to the current date but to all subsequent * * dates in the group until overridden with a new type. * ************************************************************** */ export enum LegPaymentStreamPricingDateType { Unadjusted = 0, Adjusted = 1 } /* ****************************************************** * The day of the week on which pricing takes place.. * ****************************************************** */ export enum LegPaymentStreamPricingDayOfWeek { EveryDayTheDefaultIfNotSpecified = 0, Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7 } /* ************************************************************* * The business day convention used to adjust the pricing or * * fixing date. Used only to override the business day * * convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * ************************************************************* */ export enum LegPricingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ***************************************************** * Time unit associated with protection term events. * ***************************************************** */ export enum LegProtectionTermEventUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ****************************************************** * Specifies the day type for protection term events. * ****************************************************** */ export enum LegProtectionTermEventDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************** * Specifies the protection term event qualifier. Used to * * further qualify LegProtectionTermEventType(41626). * ********************************************************** */ export enum LegProtectionTermEventQualifier { RetructuringMultipleHoldingObligations = 'H', RestructuringMultipleCreditEventNotices = 'E', FloatingRateInterestShortfall = 'C' } /* **************************************************************** * Specifies the type of fixed calculation period date. When * * specified it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * **************************************************************** */ export enum LegStreamCalculationPeriodDateType { Unadjusted = 0, Adjusted = 1 } /* ********************************************************** * Time unit associated with the length of time after the * * publication of the data when corrections can be made. * ********************************************************** */ export enum LegStreamCalculationCorrectionUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************** * Identifies the class or source of the * * LegStreamCommoditySecurityIDSource(41650) value. * **************************************************** */ export enum LegStreamCommoditySecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ***************************************************** * The unit of measure (UOM) of the commodity asset. * ***************************************************** */ export enum LegStreamCommodityUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ******************************************************** * Time unit associated with the nearby settlement day. * ******************************************************** */ export enum LegStreamCommodityNearbySettlDayUnit { Week = 'Wk', Month = 'Mo' } /* ************************************************************ * The business day convention used to adjust the commodity * * delivery date. Used only to override the business day * * convention specified in the LegDateAdjustment component * * within the InstrumentLeg component. * ************************************************************ */ export enum LegStreamCommoditySettlDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * Time unit associated with the commodity delivery date roll. * *************************************************************** */ export enum LegStreamCommoditySettlDateRollUnit { Day = 'D' } /* *************************************************** * Specifies the commodity delivery roll day type. * *************************************************** */ export enum LegStreamCommoditySettlDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************* * Specifies the type of data source identifier. * ************************************************* */ export enum LegStreamCommodityDataSourceIDType { City4CharacterBusinessCenterCode = 0, AirportIataStandard = 1, WeatherStationWbanWeatherBureauArmyNavy = 2, WeatherIndexWmoWorldMeteorologicalOrganization = 3 } /* **************************************************** * Specifies the day or group of days for delivery. * **************************************************** */ export enum LegStreamCommoditySettlDay { Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7, AllWeekdays = 8, AllDays = 9, AllWeekends = 10 } /* *********************************************** * Specifies the commodity delivery flow type. * *********************************************** */ export enum LegStreamCommoditySettlFlowType { AllTimes = 0, OnPeak = 1, OffPeak = 2, Base = 3, BlockHours = 4, Other = 5 } /* **************************************************************** * Specifies the unit of measure (UOM) of the delivery quantity * * associated with this settlement period. * **************************************************************** */ export enum LegStreamCommoditySettlPeriodNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Time unit associated with the settlement period frequency. * ************************************************************** */ export enum LegStreamCommoditySettlPeriodFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ****************************************************** * The settlement period price unit of measure (UOM). * ****************************************************** */ export enum LegStreamCommoditySettlPeriodPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************* * Indicates whether holidays are included in the settlement * * periods. Required for electricity contracts. * ************************************************************* */ export enum LegStreamCommoditySettlHolidaysProcessingInstruction { DoNotIncludeHolidays = 0, IncludeHolidays = 1 } /* ******************************************************** * Identifies the source scheme of the * * UnderlyingAdditionalTermBondSecurityID(41341) value. * ******************************************************** */ export enum UnderlyingAdditionalTermBondSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ******************************************************** * Time unit associated with the swap stream's notional * * frequency. * ******************************************************** */ export enum LegStreamNotionalFrequencyUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ************************************************************ * The commodity's notional or quantity delivery frequency. * ************************************************************ */ export enum LegStreamNotionalCommodityFrequency { Term = 0, PerBusinessDay = 1, PerCalculationPeriod = 2, PerSettlementPeriod = 3, PerCalendarDay = 4, PerHour = 5, PerMonth = 6 } /* ********************************************************** * Specifies the delivery quantity unit of measure (UOM). * ********************************************************** */ export enum LegStreamNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Specifies the unit of measure (UOM) for the total notional * * or delivery quantity over the term of the contract. * ************************************************************** */ export enum LegStreamTotalNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* **************************************************** * Time unit associated with complex credit events. * **************************************************** */ export enum UnderlyingComplexEventCreditEventUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************* * Specifies the day type for the complex credit events. * ********************************************************* */ export enum UnderlyingComplexEventCreditEventDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Specifies a complex event qualifier. Used to further qualify * * UnderlyingComplexEventCreditEventType(41717). * **************************************************************** */ export enum UnderlyingComplexEventCreditEventQualifier { RetructuringMultipleHoldingObligations = 'H', RestructuringMultipleCreditEventNotices = 'E', FloatingRateInterestShortfall = 'C' } /* ****************************** * Specifies the period type. * ****************************** */ export enum UnderlyingComplexEventPeriodType { AsianOut = 0, AsianIn = 1, BarrierCap = 2, BarrierFloor = 3, KnockOut = 4, KnockIn = 5 } /* ********************************************** * Identifies the source of rate information. * ********************************************** */ export enum UnderlyingComplexEventRateSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* *************************************************************** * Indicates whether the rate source specified is a primary or * * secondary source. * *************************************************************** */ export enum UnderlyingComplexEventRateSourceType { Primary = 0, Secondary = 1 } /* ******************************************************* * Time unit associated with the relative date offset. * ******************************************************* */ export enum UnderlyingComplexEventDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Specifies the day type of the relative date offset. * ******************************************************* */ export enum UnderlyingComplexEventDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convention used to adjust the event date. * * Used only to override the business day convention specified * * in the UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * *************************************************************** */ export enum UnderlyingComplexEventDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the schedule date frequency. * ********************************************************** */ export enum UnderlyingComplexEventScheduleFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * The convention for determining the sequence of dates. It is * * used in conjunction with a specified frequency. Used only to * * override the roll convention defined in the * * UnderlyingDateAdjustment component in UnderlyingInstrument. * **************************************************************** */ export enum UnderlyingComplexEventScheduleRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ******************************************** * Specifies the type of delivery schedule. * ******************************************** */ export enum UnderlyingDeliveryScheduleType { Notional = 0, Delivery = 1, PhysicalSettlementPeriod = 2 } /* ********************************************************** * Specifies the delivery quantity unit of measure (UOM). * ********************************************************** */ export enum UnderlyingDeliveryScheduleNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * The frequency of notional delivery. * *************************************** */ export enum UnderlyingDeliveryScheduleNotionalCommodityFrequency { Term = 0, PerBusinessDay = 1, PerCalculationPeriod = 2, PerSettlementPeriod = 3, PerCalendarDay = 4, PerHour = 5, PerMonth = 6 } /* ********************************************************** * Specifies the tolerance value's unit of measure (UOM). * ********************************************************** */ export enum UnderlyingDeliveryScheduleToleranceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * Specifies the tolerance value type. * *************************************** */ export enum UnderlyingDeliveryScheduleToleranceType { Absolute = 0, Percentage = 1 } /* ************************************* * Specifies the delivery flow type. * ************************************* */ export enum UnderlyingDeliveryScheduleSettlFlowType { AllTimes = 0, OnPeak = 1, OffPeak = 2, Base = 3, BlockHours = 4, Other = 5 } /* ************************************************************* * Indicates whether holidays are included in the settlement * * periods. Required for electricity contracts. * ************************************************************* */ export enum UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction { DoNotIncludeHolidays = 0, IncludeHolidays = 1 } /* **************************************************** * Specifies the day or group of days for delivery. * **************************************************** */ export enum UnderlyingDeliveryScheduleSettlDay { Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7, AllWeekdays = 8, AllDays = 9, AllWeekends = 10 } /* *********************************************************** * Specifies the format of the delivery start and end time * * values. * *********************************************************** */ export enum UnderlyingDeliveryScheduleSettlTimeType { HourOfTheDay = 0, HhMmTimeFormat = 1 } /* ****************************************** * Specifies the type of delivery stream. * ****************************************** */ export enum UnderlyingDeliveryStreamType { PeriodicDefaultIfNotSpecified = 0, Initial = 1, Single = 2 } /* *************************************************************** * Specifies under what conditions the buyer and seller should * * be excused of their delivery obligations. * *************************************************************** */ export enum UnderlyingDeliveryStreamDeliveryRestriction { Firm = 1, InterruptableOrNonFirm = 2, ForceMajeure = 3, SystemFirm = 4, UnitFirm = 5 } /* ***************************************************** * The trade side value of the party responsible for * * electricity delivery contingency. * ***************************************************** */ export enum UnderlyingDeliveryStreamDeliveryContingentPartySide { Buyer = 0, Seller = 1 } /* ******************************************* * Specifies the title transfer condition. * ******************************************* */ export enum UnderlyingDeliveryStreamTitleTransferCondition { TransfersWithRiskOfLoss = 0, DoesNotTransferWithRiskOfLoss = 1 } /* ********************************************************** * Specifies the tolerance value's unit of measure (UOM). * ********************************************************** */ export enum UnderlyingDeliveryStreamToleranceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *************************************** * Specifies the tolerance value type. * *************************************** */ export enum UnderlyingDeliveryStreamToleranceType { Absolute = 0, Percentage = 1 } /* ********************************************************* * Indicates whether the tolerance is at the seller's or * * buyer's option. * ********************************************************* */ export enum UnderlyingDeliveryStreamToleranceOptionSide { Buyer = 1, Seller = 2 } /* ************************************************************** * A reference to the party able to choose whether the gas is * * delivered for a particular period e.g. a swing or * * interruptible contract. * ************************************************************** */ export enum UnderlyingDeliveryStreamElectingPartySide { Buyer = 0, Seller = 1 } /* ************************************************************ * Indicates whether follow-up confirmation of exercise * * (written or electronic) is required following telephonic * * notice by the buyer to the seller or seller's agent. * ************************************************************ */ export enum UnderlyingExerciseConfirmationMethod { NotRequired = 0, NonElectronic = 1, Electronic = 2, UnknownAtTimeOfReport = 3 } /* ********************************************************** * The business day convention used to adjust the option * * exercise dates. Used only to override the business day * * convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * ********************************************************** */ export enum UnderlyingOptionExerciseBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Specifies the day type of the relative earliest exercise * * date offset. * ************************************************************ */ export enum UnderlyingOptionExerciseEarliestDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Time unit associated with the relative earliest exercise * * date offset. * ************************************************************ */ export enum UnderlyingOptionExerciseEarliestDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Time unit associated with the frequency of exercise dates. * ************************************************************** */ export enum UnderlyingOptionExerciseFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Time unit associated with the relative exercise start date * * offset. * ************************************************************** */ export enum UnderlyingOptionExerciseStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative option exercise start * * date offset. * **************************************************************** */ export enum UnderlyingOptionExerciseStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Specifies the type of option exercise date. When specified * * it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * ************************************************************** */ export enum UnderlyingOptionExerciseDateType { Unadjusted = 0, Adjusted = 1 } /* ********************************************************* * The business day convention used to adjust the option * * exercise expiration dates. Used only to override the * * business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * ********************************************************* */ export enum UnderlyingOptionExerciseExpirationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Time unit associated with the relative exercise expiration * * date offset. * ************************************************************** */ export enum UnderlyingOptionExerciseExpirationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Time unit associated with the frequency of exercise * * expiration dates. * ******************************************************* */ export enum UnderlyingOptionExerciseExpirationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * The convention for determining the sequence of exercise * * expiration dates. It is used in conjunction with a specified * * frequency. Used only to override the roll convention defined * * in the UnderlyingDateAdjustment component in * * UnderlyingInstrument. * **************************************************************** */ export enum UnderlyingOptionExerciseExpirationRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ********************************************************** * Specifies the day type of the relative option exercise * * expiration date offset. * ********************************************************** */ export enum UnderlyingOptionExerciseExpirationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Specifies the type of option exercise expiration date. When * * specified it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * **************************************************************** */ export enum UnderlyingOptionExerciseExpirationDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************* * The consequences of market disruption events. * ************************************************* */ export enum UnderlyingMarketDisruptionProvision { NotApplicable = 0, Applicable = 1, AsSpecifiedInMasterAgreement = 2, AsSpecifiedInConfirmation = 3 } /* **************************************************** * Specifies the location of the fallback provision * * documentation. * **************************************************** */ export enum UnderlyingMarketDisruptionFallbackProvision { AsSpecifiedInMasterAgreement = 0, AsSpecifiedInConfirmation = 1 } /* ****************************************** * The type of reference price underlier. * ****************************************** */ export enum UnderlyingMarketDisruptionFallbackUnderlierType { Basket = 0, Bond = 1, Cash = 2, Commodity = 3, ConvertibleBond = 4, Equity = 5, ExchangeTradedFund = 6, Future = 7, Index = 8, Loan = 9, Mortgage = 10, MutualFund = 11 } /* ******************************************************** * Specifies the class or source scheme of the security * * identifier. * ******************************************************** */ export enum UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* **************************************************** * The day of the week on which fixing takes place. * **************************************************** */ export enum UnderlyingPaymentScheduleFixingDayOfWeek { EveryDayTheDefaultIfNotSpecified = 0, Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7 } /* ******************************************** * The schedule rate unit of measure (UOM). * ******************************************** */ export enum UnderlyingPaymentScheduleRateUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* **************************************************************** * Specifies whether the rate spread is an absolute value to be * * added to the index rate or a percentage of the index rate. * **************************************************************** */ export enum UnderlyingPaymentScheduleRateSpreadType { Absolute = 0, Percentage = 1 } /* ****************************************************** * The settlement period price unit of measure (UOM). * ****************************************************** */ export enum UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ******************************************** * The schedule step unit of measure (UOM). * ******************************************** */ export enum UnderlyingPaymentScheduleStepUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************ * The distribution of fixing days. * ************************************ */ export enum UnderlyingPaymentScheduleFixingDayDistribution { All = 0, First = 1, Last = 2, Penultimate = 3 } /* ****************************************************** * Time unit associated with the fixing lag duration. * ****************************************************** */ export enum UnderlyingPaymentScheduleFixingLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Time unit associated with the relative first observation * * date offset. * ************************************************************ */ export enum UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************** * Fixed payment amount unit of measure (UOM). * *********************************************** */ export enum UnderlyingPaymentStreamFixedAmountUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************ * Secondary time unit associated with the payment streams * * floating rate index curve. * ************************************************************ */ export enum UnderlyingPaymentStreamRateIndex2CurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ****************************************************** * The unit of measure (UOM) of the rate index level. * ****************************************************** */ export enum UnderlyingPaymentStreamRateIndexUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *********************************************************** * Specifies how weather index units are to be calculated. * *********************************************************** */ export enum UnderlyingPaymentStreamSettlLevel { Average = 0, Maximum = 1, Minimum = 2, Cumulative = 3 } /* ********************************************************** * The unit of measure (UOM) of the rate reference level. * ********************************************************** */ export enum UnderlyingPaymentStreamReferenceLevelUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************ * Specifies the unit of measure (UOM) of the floating rate * * spread. * ************************************************************ */ export enum UnderlyingPaymentStreamRateSpreadUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Identifies whether the rate spread is an absolute value to * * be added to the index rate or a percentage of the index * * rate. * ************************************************************** */ export enum UnderlyingPaymentStreamRateSpreadType { Absolute = 0, Percentage = 1 } /* *********************************************************** * Time unit associated with the calculation lag duration. * *********************************************************** */ export enum UnderlyingPaymentStreamCalculationLagUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Time unit associated with the relative first observation * * date offset. * ************************************************************ */ export enum UnderlyingPaymentStreamFirstObservationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************* * Specifies the commodity pricing day type. * ********************************************* */ export enum UnderlyingPaymentStreamPricingDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************* * The distribution of pricing days. * ************************************* */ export enum UnderlyingPaymentStreamPricingDayDistribution { All = 0, First = 1, Last = 2, Penultimate = 3 } /* ************************************************************** * The business day convention used to adjust the payment * * stream's pricing dates. Used only to override the business * * day convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * ************************************************************** */ export enum UnderlyingPaymentStreamPricingBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Specifies the format of the commodity settlement start and * * end times. * ************************************************************** */ export enum LegStreamCommoditySettlTimeType { HourOfTheDay = 0, HhMmTimeFormat = 1 } /* ************************************************************** * Specifies the format of the commodity settlement start and * * end times. * ************************************************************** */ export enum UnderlyingStreamCommoditySettlTimeType { HourOfTheDay = 0, HhMmTimeFormat = 1 } /* ************************************************************** * Specifies the type of payment date. When specified it * * applies not only to the current date but to all subsequent * * dates in the group until overridden with a new type. * ************************************************************** */ export enum UnderlyingPaymentStreamPaymentDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************************** * Specifies the type of pricing date. When specified it * * applies not only to the current date but to all subsequent * * dates in the group until overridden with a new type. * ************************************************************** */ export enum UnderlyingPaymentStreamPricingDateType { Unadjusted = 0, Adjusted = 1 } /* ***************************************************** * The day of the week on which pricing takes place. * ***************************************************** */ export enum UnderlyingPaymentStreamPricingDayOfWeek { EveryDayTheDefaultIfNotSpecified = 0, Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7 } /* ************************************************************* * The business day convention used to adjust the pricing or * * fixing date. Used only to override the business day * * convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * ************************************************************* */ export enum UnderlyingPricingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Specifies the type of fixed calculation period date. When * * specified it applies not only to the current date but to all * * subsequent dates in the group until overridden with a new * * type. * **************************************************************** */ export enum UnderlyingStreamCalculationPeriodDateType { Unadjusted = 0, Adjusted = 1 } /* ********************************************************** * Time unit associated with the length of time after the * * publication of the data when corrections can be made. * ********************************************************** */ export enum UnderlyingStreamCalculationCorrectionUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Identifies the class or source of the * * UnderlyingStreamCommoditySecurityIDSource(41966) value. * *********************************************************** */ export enum UnderlyingStreamCommoditySecurityIDSource { Cusip = '1', Sedol = '2', Quik = '3', IsinNumber = '4', RicCode = '5', IsoCurrencyCode = '6', IsoCountryCode = '7', ExchangeSymbol = '8', ConsolidatedTapeAssociationCtaSymbolSiacCtsCqsLineFormat = '9', BloombergSymbol = 'A', Wertpapier = 'B', Dutch = 'C', Valoren = 'D', Sicovam = 'E', Belgian = 'F', CommonClearstreamAndEuroclear = 'G', ClearingHouseClearingOrganization = 'H', IsdaFpMlProductSpecificationXmlInSecurityXml1185 = 'I', OptionPriceReportingAuthority = 'J', IsdaFpMlProductUrlUrlInSecurityId48 = 'K', LetterOfCredit = 'L', MarketplaceAssignedIdentifier = 'M', MarkitRedEntityClip = 'N', MarkitRedPairClip = 'P', CftcCommodityCode = 'Q', IsdaCommodityReferencePrice = 'R', FinancialInstrumentGlobalIdentifier = 'S', LegalEntityIdentifier = 'T', Synthetic = 'U', FidessaInstrumentMnemonicFim = 'V' } /* ***************************************************** * The unit of measure (UOM) of the commodity asset. * ***************************************************** */ export enum UnderlyingStreamCommodityUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ******************************************************** * Time unit associated with the nearby settlement day. * ******************************************************** */ export enum UnderlyingStreamCommodityNearbySettlDayUnit { Week = 'Wk', Month = 'Mo' } /* ************************************************************ * The business day convention used to adjust the commodity * * delivery date. Used only to override the business day * * convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * ************************************************************ */ export enum UnderlyingStreamCommoditySettlDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * Time unit associated with the commodity delivery date roll. * *************************************************************** */ export enum UnderlyingStreamCommoditySettlDateRollUnit { Day = 'D' } /* *************************************************** * Specifies the commodity delivery roll day type. * *************************************************** */ export enum UnderlyingStreamCommoditySettlDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************* * Specifies the type of data source identifier. * ************************************************* */ export enum UnderlyingStreamCommodityDataSourceIDType { City4CharacterBusinessCenterCode = 0, AirportIataStandard = 1, WeatherStationWbanWeatherBureauArmyNavy = 2, WeatherIndexWmoWorldMeteorologicalOrganization = 3 } /* **************************************************** * Specifies the day or group of days for delivery. * **************************************************** */ export enum UnderlyingStreamCommoditySettlDay { Monday = 1, Tuesday = 2, Wednesday = 3, Thursday = 4, Friday = 5, Saturday = 6, Sunday = 7, AllWeekdays = 8, AllDays = 9, AllWeekends = 10 } /* *********************************************** * Specifies the commodity delivery flow type. * *********************************************** */ export enum UnderlyingStreamCommoditySettlFlowType { AllTimes = 0, OnPeak = 1, OffPeak = 2, Base = 3, BlockHours = 4, Other = 5 } /* **************************************************************** * Specifies the unit of measure (UOM) of the delivery quantity * * associated with this settlement period. * **************************************************************** */ export enum UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Time unit associated with the settlement period frequency. * ************************************************************** */ export enum UnderlyingStreamCommoditySettlPeriodFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the settlement period price unit of measure (UOM). * **************************************************************** */ export enum UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************* * Indicates whether holidays are included in the settlement * * periods. Required for electricity contracts. * ************************************************************* */ export enum UnderlyingStreamCommoditySettlHolidaysProcessingInstruction { DoNotIncludeHolidays = 0, IncludeHolidays = 1 } /* ******************************************************** * Time unit associated with the swap stream's notional * * frequency. * ******************************************************** */ export enum UnderlyingStreamNotionalFrequencyUnit { Hour = 'H', Minute = 'Min', Second = 'S', Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Quarter = 'Q' } /* ************************************************************ * The commodity's notional or quantity delivery frequency. * ************************************************************ */ export enum UnderlyingStreamNotionalCommodityFrequency { Term = 0, PerBusinessDay = 1, PerCalculationPeriod = 2, PerSettlementPeriod = 3, PerCalendarDay = 4, PerHour = 5, PerMonth = 6 } /* ********************************************************** * Specifies the delivery quantity unit of measure (UOM). * ********************************************************** */ export enum UnderlyingStreamNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* ************************************************************** * Specifies the unit of measure (UOM) for the total notional * * or delivery quantity over the term of the contract. * ************************************************************** */ export enum UnderlyingStreamTotalNotionalUnitOfMeasure { BillionCubicFeet = 'Bcf', Allowances = 'Alw', Barrels = 'Bbl', CubicMeters = 'CBM', BoardFeet = 'BDFT', Gigajoules = 'GJ', Bushels = 'Bu', KilowattHours = 'kWh', OneMillionBtu = 'MMBtu', AmountOfCurrency = 'Ccy', MegawattHours = 'MWh', CoolingDegreeDay = 'CDD', CertifiedEmissionsReduction = 'CER', Therms = 'thm', CriticalPrecipitationDay = 'CPD', ClimateReserveTonnes = 'CRT', HundredweightUs = 'cwt', Days = 'day', DryMetricTons = 'dt', EnvironmentalAllowanceCertificates = 'EnvAllwnc', EnvironmentalCredit = 'EnvCrd', EnvironmentalOffset = 'EnvOfst', Grams = 'g', Gallons = 'Gal', GrossTons = 'GT', HeatingDegreeDay = 'HDD', IndexPoint = 'IPNT', Kilograms = 'kg', Kiloliters = 'kL', KilowattYear = 'kW-a', KilowattDay = 'kW-d', KilowattHour = 'kW-h', KilowattMonth = 'kW-M', KilowattMinuteElectricalCapacity = 'kW-min ', Liters = 'L', Pounds = 'lbs', MegawattYear = 'MW-a', MegawattDay = 'MW-d', MegawattHour = 'MW-h', MegawattMonth = 'MW-M', MegawattMinute = 'MW-min', TroyOunces = 'oz_tr', PrincipalWithRelationToDebtInstrument = 'PRINC', MetricTons = 't', TonsUs = 'tn', MillionBarrels = 'MMbbl', UsDollars = 'USD' } /* *********************************************************** * Specifies the bond's payment priority in the event of a * * default. * *********************************************************** */ export enum UnderlyingAdditionalTermBondSeniority { SeniorSecured = 'SD', Senior = 'SR', Subordinated = 'SB' } /* **************************** * Coupon type of the bond. * **************************** */ export enum UnderlyingAdditionalTermBondCouponType { Zero = 0, FixedRate = 1, FloatingRate = 2, Structured = 3 } /* **************************************************************** * Time unit associated with the frequency of the bond's coupon * * payment. * **************************************************************** */ export enum UnderlyingAdditionalTermBondCouponFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The day count convention used in interest calculations for a * * bond or an interest bearing security. * **************************************************************** */ export enum UnderlyingAdditionalTermBondDayCount { E11 = 0, E3036030U360OrBondBasis = 1, E30360Sia = 2, E30360M = 3, E30E360EurobondBasis = 4, E30E360Isda = 5, Act360 = 6, Act365Fixed = 7, ActActAfb = 8, ActActIcma = 9, ActActIcsmaUltimo = 10, ActActIsda = 11, Bus252 = 12, E30E360 = 13, Act365L = 14, Nl365 = 15, Nl360 = 16, Act364 = 17 } /* *********************************************************** * The type of quote used to determine the cash settlement * * price. * *********************************************************** */ export enum UnderlyingCashSettlQuoteMethod { Bid = 0, Mid = 1, Offer = 2 } /* **************************************************************** * The ISDA defined methodology for determining the final price * * of the reference obligation for purposes of cash settlement. * **************************************************************** */ export enum UnderlyingCashSettlValuationMethod { Market = 0, Highest = 1, AverageMarket = 2, AverageHighest = 3, BlendedMarket = 4, BlendedHighest = 5, AverageBlendedMarket = 6, AverageBlendedHighest = 7 } /* ***************************************************** * Time unit associated with protection term events. * ***************************************************** */ export enum UnderlyingProtectionTermEventUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ******************************************************* * Day type for events that specify a period and unit. * ******************************************************* */ export enum UnderlyingProtectionTermEventDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Protection term event qualifier. Used to further qualify * * UnderlyingProtectionTermEventType(43078). * ************************************************************ */ export enum UnderlyingProtectionTermEventQualifier { RetructuringMultipleHoldingObligations = 'H', RestructuringMultipleCreditEventNotices = 'E', FloatingRateInterestShortfall = 'C' } /* ************************************************************** * The business day convention used to adjust the provisional * * cash settlement payment's termination, or relative * * termination, date. Used only to override the business day * * convention specified in the UnderlyingDateAdjustment * * component within the UnderlyingInstrument component. * ************************************************************** */ export enum UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative cash settlement * * payment date offset. * ********************************************************** */ export enum UnderlyingProvisionCashSettlPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the provision's relative cash * * settlement payment date offset. * *********************************************************** */ export enum UnderlyingProvisionCashSettlPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum UnderlyingProvisionCashSettlPaymentDateType { Unadjusted = 0, Adjusted = 1 } /* *********************************************** * Identifies the source of quote information. * *********************************************** */ export enum UnderlyingProvisionCashSettlQuoteSource { Bloomberg = 0, Reuters = 1, Telerate = 2, Other = 99 } /* ******************************************************** * The business day convention used to adjust the cash * * settlement valuation date. Used only to override the * * business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * ******************************************************** */ export enum UnderlyingProvisionCashSettlValueDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative cash settlement value * * date offset. * **************************************************************** */ export enum UnderlyingProvisionCashSettlValueDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the provision's relative cash * * settlement value date offset. * *********************************************************** */ export enum UnderlyingProvisionCashSettlValueDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Specifies the type of date (e.g. adjusted for holidays). * ************************************************************ */ export enum UnderlyingProvisionOptionExerciseFixedDateType { Unadjusted = 0, Adjusted = 1 } /* *************************************************************** * The business day convention used to adjust the underlying * * instrument's provision's option exercise date. Used only to * * override the business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * *************************************************************** */ export enum UnderlyingProvisionOptionExerciseBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the interval to the first (and * * possibly only) exercise date in the exercise period. * ************************************************************ */ export enum UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Time unit associated with the frequency of subsequent * * exercise dates in the exercise period following the earliest * * exercise date. * **************************************************************** */ export enum UnderlyingProvisionOptionExerciseFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * Time unit associated with the relative option exercise start * * date offset. * **************************************************************** */ export enum UnderlyingProvisionOptionExerciseStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * exercise start date offset. * ************************************************************* */ export enum UnderlyingProvisionOptionExerciseStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * The business day convention used to adjust the underlying * * instrument's provision's option expiration date. Used only * * to override the business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * ************************************************************** */ export enum UnderlyingProvisionOptionExpirationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the relative option expiration * * date offset. * ************************************************************ */ export enum UnderlyingProvisionOptionExpirationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * expiration date offset. * ************************************************************* */ export enum UnderlyingProvisionOptionExpirationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * The business day convnetion used to adjust the underlying * * instrument provision's option underlying date. Used only to * * override the business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * *************************************************************** */ export enum UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative option relevant * * underlying date offset. * ********************************************************** */ export enum UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************* * Specifies the day type of the provision's relative option * * relevant underlying date offset. * ************************************************************* */ export enum UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************** * Type of provision. * ********************** */ export enum UnderlyingProvisionType { MandatoryEarlyTermination = 0, OptionalEarlyTermination = 1, Cancelable = 2, Extendible = 3, MutualEarlyTermination = 4 } /* ************************************************************* * The business day convention used to adjust the underlying * * instrument's provision's date. Used only to override the * * business day convention specified in the * * UnderlyingDateAdjustment component within the * * UnderlyingInstrument component. * ************************************************************* */ export enum UnderlyingProvisionDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the provision's tenor period. * *********************************************************** */ export enum UnderlyingProvisionDateTenorUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Used to identify the calculation agent. The calculation * * agent may be identified in * * UnderlyingProvisionCalculationAgent(42156) or in the * * underlying provision parties component. * ************************************************************ */ export enum UnderlyingProvisionCalculationAgent { ExercisingParty = 0, NonExercisingParty = 1, AsSpecifiedInTheMasterAgreement = 2, AsSpecifiedInTheStandardTermsSupplement = 3 } /* *********************************************************** * If optional early termination is not available to both * * parties then this component identifies the buyer of the * * option through its side of the trade. * *********************************************************** */ export enum UnderlyingProvisionOptionSinglePartyBuyerSide { Buy = 1, Sell = 2 } /* ************************************************************ * If optional early termination is not available to both * * parties then this component identifies the seller of the * * option through its side of the trade. * ************************************************************ */ export enum UnderlyingProvisionOptionSinglePartySellerSide { Buy = 1, Sell = 2 } /* ********************************************** * The instrument provision's exercise style. * ********************************************** */ export enum UnderlyingProvisionOptionExerciseStyle { European = 0, American = 1, Bermuda = 2, Other = 99 } /* *************************************************************** * An ISDA defined cash settlement method used for the * * determination of the applicable cash settlement amount. The * * method is defined in the 2006 ISDA Definitions, Section * * 18.3. Cash Settlement Methods, paragraph (e). * *************************************************************** */ export enum UnderlyingProvisionCashSettlMethod { CashPrice = 0, CashPriceAlternate = 1, ParYieldCurveAdjusted = 2, ZeroCouponYieldCurveAdjusted = 3, ParYieldCurveUnadjusted = 4, CrossCurrency = 5, CollateralizedPrice = 6 } /* ******************************************** * Identifies the type of quote to be used. * ******************************************** */ export enum UnderlyingProvisionCashSettlQuoteType { Bid = 0, Mid = 1, Offer = 2, ExercisingPartyPays = 3 } /* ******************************************** * Identifies the class or source of the * * UnderlyingProvisionPartyID(42174) value. * ******************************************** */ export enum UnderlyingProvisionPartyIDSource { KoreanInvestorId = '1', TaiwaneseQualifiedForeignInvestorIdQfiiFid = '2', TaiwaneseTradingAcct = '3', MalaysianCentralDepositoryMcdNumber = '4', ChineseInvestorId = '5', UkNationalInsuranceOrPensionNumber = '6', UsSocialSecurityNumber = '7', UsEmployerOrTaxIdNumber = '8', AustralianBusinessNumber = '9', DirectedBrokerThreeCharacterAcronymAsDefinedInIsitcEtcBestPracticeGuidelinesDocument = 'I', BicBankIdentificationCodeSwiftManagedCodeIso9362SeeAppendix6B = 'B', GenerallyAcceptedMarketParticipantIdentifierEGNasdMnemonic = 'C', ProprietaryCustomCode = 'D', IsoCountryCode = 'E', AustralianTaxFileNumber = 'A', SettlementEntityLocationNoteIfLocalMarketSettlementUseEIsoCountryCodeSeeAppendix6GForValidValues = 'F', MicIso10383MarketIdentificerCodeSeeAppendix6C = 'G', TaxId = 'J', CsdParticipantMemberCodeEGEuroclearDtcCrestOrKassenvereinNumber = 'H', AustralianCompanyNumber = 'K', AustralianRegisteredBodyNumber = 'L', CftcReportingFirmIdentifier = 'M', LegalEntityIdentifierIso17442Lei = 'N', InterimIdentifier = 'O', ShortCodeIdentifier = 'P', NationalIdOfNaturalPerson = 'Q' } /* ************************************************ * Identifies the type or role of * * UnderlyingProvisionPartyID(42174) specified. * ************************************************ */ export enum UnderlyingProvisionPartyRole { ExecutingFirmFormerlyFix42ExecBroker = 1, BrokerOfCreditFormerlyFix42BrokerOfCredit = 2, ClientIdFormerlyFix42ClientId = 3, ClearingFirmFormerlyFix42ClearingFirm = 4, InvestorId = 5, IntroducingFirm = 6, EnteringFirm = 7, LocateLendingFirmForShortSales = 8, FundManagerClientIdForCiv = 9, SettlementLocationFormerlyFix42SettlLocation = 10, OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 11, ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12, OrderOriginationFirmEGBuySideFirm = 13, GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14, CorrespondantClearingFirm = 15, ExecutingSystem = 16, ContraFirm = 17, ContraClearingFirm = 18, SponsoringFirm = 19, UnderlyingContraFirm = 20, ClearingOrganization = 21, Exchange = 22, CustomerAccount = 24, CorrespondentClearingOrganization = 25, CorrespondentBroker = 26, BuyerSellerReceiverDeliverer = 27, Custodian = 28, Intermediary = 29, Agent = 30, SubCustodian = 31, Beneficiary = 32, InterestedParty = 33, RegulatoryBody = 34, LiquidityProvider = 35, EnteringTrader = 36, ContraTrader = 37, PositionAccount = 38, ContraInvestorId = 39, TransferToFirm = 40, ContraPositionAccount = 41, ContraExchange = 42, InternalCarryAccount = 43, OrderEntryOperatorId = 44, SecondaryAccountNumber = 45, ForeignFirm = 46, ThirdPartyAllocationFirm = 47, ClaimingAccount = 48, AssetManager = 49, PledgorAccount = 50, PledgeeAccount = 51, LargeTraderReportableAccount = 52, TraderMnemonic = 53, SenderLocation = 54, SessionId = 55, AcceptableCounterparty = 56, UnacceptableCounterparty = 57, EnteringUnit = 58, ExecutingUnit = 59, IntroducingBroker = 60, QuoteOriginator = 61, ReportOriginator = 62, SystematicInternaliserSi = 63, MultilateralTradingFacilityMtf = 64, RegulatedMarketRm = 65, MarketMaker = 66, InvestmentFirm = 67, HostCompetentAuthorityHostCa = 68, HomeCompetentAuthorityHomeCa = 69, CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCal = 70, CompetentAuthorityOfTheTransactionExecutionVenueCatv = 71, ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72, ExecutionVenue = 73, MarketDataEntryOriginator = 74, LocationId = 75, DeskId = 76, MarketDataMarket = 77, AllocationEntity = 78, PrimeBrokerProvidingGeneralTradeServices = 79, StepOutFirmPrimeBroker = 80, BrokerCientId = 81, CentralRegistrationDepositoryCrd = 82, ClearingAccount = 83, AcceptableSettlingCounterparty = 84, UnacceptableSettlingCounterparty = 85, ClsMemberBank = 86, InConcertGroup = 87, InConcertControllingEntity = 88, LargePositionsReportingAccount = 89, SettlementFirm = 90, SettlementAccount = 91, ReportingMarketCenter = 92, RelatedReportingMarketCenter = 93, AwayMarket = 94, GiveUpTradingFirm = 95, TakeUpTradingFirm = 96, GiveUpClearingFirm = 97, TakeUpClearingFirm = 98, OriginatingMarket = 99, MarginAccount = 100, CollateralAssetAccount = 101, DataRepository = 102, CalculationAgent = 103, SenderOfExerciseNotice = 104, ReceiverOfExerciseNotice = 105, RateReferenceBank = 106, Correspondent = 107, BeneficiarysBankOrDepositoryInstitution = 109, Borrower = 110, PrimaryObligator = 111, Guarantor = 112, ExcludedReferenceEntity = 113, DeterminingParty = 114, HedgingParty = 115, ReportingEntity = 116, SalesPerson = 117, Operator = 118, CentralSecuritiesDepositoryCsd = 119, InternationalCentralSecuritiesDepositoryIcsd = 120, TradingSubAccount = 121, InvestmentDecisionMaker = 122 } /* ***************************************************** * The type of UnderlyingProvisionPartySubID(42178). * ***************************************************** */ export enum UnderlyingProvisionPartySubIDType { Firm = 1, Person = 2, System = 3, Application = 4, FullLegalNameOfFirm = 5, PostalAddress = 6, PhoneNumber = 7, EmailAddress = 8, ContactName = 9, SecuritiesAccountNumberForSettlementInstructions = 10, RegistrationNumberForSettlementInstructionsAndConfirmations = 11, RegisteredAddressForConfirmationPurposes = 12, RegulatoryStatusForConfirmationPurposes = 13, RegistrationNameForSettlementInstructions = 14, CashAccountNumberForSettlementInstructions = 15, Bic = 16, CsdParticipantMemberCode = 17, RegisteredAddress = 18, FundAccountName = 19, TelexNumber = 20, FaxNumber = 21, SecuritiesAccountName = 22, CashAccountName = 23, Department = 24, LocationDesk = 25, PositionAccountType = 26, SecurityLocateId = 27, MarketMaker = 28, EligibleCounterparty = 29, ProfessionalClient = 30, Location = 31, ExecutionVenue = 32, CurrencyDeliveryIdentifier = 33, AddressCity = 34, AddressStateProvince = 35, AddressPostalCode = 36, AddressStreet = 37, AddressCountryIsoCountryCode = 38, IsoCountryCode = 39, MarketSegment = 40, CustomerAccountType = 41, OmnibusAccount = 42, FundsSegregationType = 43, GuaranteeFund = 44, SwapDealer = 45, MajorParticipant = 46, FinancialEntity = 47, USPerson = 48, ReportingEntityIndicator = 49, ElectedClearingRequirementException = 50, BusinessCenter = 51, ReferenceText = 52, ShortMarkingExemptAccount = 53, ParentFirmIdentifier = 54, ParentFirmName = 55, DealIdentifier = 56, SystemTradeIdentifier = 57, SystemTradeSubIdentifier = 58, FuturesCommissionMerchantFcmCode = 59, DeliveryTerminalCustomerAccountCode = 60, VoluntaryReportingEntity = 61, ReportingObligationJurisdiction = 62, VoluntaryReportingJurisdiction = 63, CompanyActivities = 64, EuropeanEconomicAreaDomiciled = 65, ContractLinkedToCommercialOrTreasuryFinancingForThisCounterparty = 66, ContractAboveClearingThresholdForThisCounterparty = 67, VoluntaryReportingParty = 68, EndUser = 69, LocationOrJurisdiction = 70, DerivativesDealer = 71, Domicile = 72, ExemptFromRecognition = 73, Payer = 74, Receiver = 75, SystematicInternaliserSi = 76 } /* *************************************** * Identifies the class or source of * * DeliveryStreamDeliveryPoint(41062). * *************************************** */ export enum DeliveryStreamDeliveryPointSource { Proprietary = 0, EnergyIdentificationCodeEic = 1 } /* ****************************************** * Identifies the class or source of * * LegDeliveryStreamDeliveryPoint(41433). * ****************************************** */ export enum LegDeliveryStreamDeliveryPointSource { Proprietary = 0, EnergyIdentificationCodeEic = 1 } /* ************************************************* * Identifies the class or source of * * UnderlyingDeliveryStreamDeliveryPoint(41781). * ************************************************* */ export enum UnderlyingDeliveryStreamDeliveryPointSource { Proprietary = 0, EnergyIdentificationCodeEic = 1 } /* **************************************************************** * The business day convention used to adjust the cash * * settlement provision's date. Used only to override the * * business day convention defined in the Instrument component. * **************************************************************** */ export enum CashSettlDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * Time unit associated with the relative cash settlement date * * offset. * *************************************************************** */ export enum CashSettlDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative cash settlement date * * offset. * *************************************************************** */ export enum CashSettlDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************** * The default election for determining settlement price. * ********************************************************** */ export enum CashSettlPriceDefault { Close = 0, Hedge = 1 } /* **************************************************************** * Time unit associated with the dividend accrual floating rate * * index curve period. * **************************************************************** */ export enum DividendFloatingRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum DividendFloatingRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum DividendFloatingRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum DividendCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum DividendCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum DividendFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum DividendFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ******************************************************* * Specifies the rounding direction of the final rate. * ******************************************************* */ export enum DividendFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* ************************************************************** * When averaging is applicable, used to specify whether a * * weighted or unweighted average method of calculation is to * * be used. * ************************************************************** */ export enum DividendAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * The specification of any provisions for calculating payment * * obligations when a floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum DividendNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* *************************************************************** * Time unit associated with the relative accrual payment date * * offset. * *************************************************************** */ export enum DividendAccrualPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative accrual payment date * * offset. * *************************************************************** */ export enum DividendAccrualPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Accrual payment date adjustment business day convention. * ************************************************************ */ export enum DividendAccrualPaymeentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ******************************************************** * Defines the contract event which the receiver of the * * derivative is entitled to the dividend. * ******************************************************** */ export enum DividendEntitlementEvent { ExDate = 0, RecordDate = 1 } /* ************************************************************* * Indicates how the gross cash dividend amount per share is * * determined. * ************************************************************* */ export enum DividendAmountType { RecordAmount = 0, ExAmount = 1, PaidAmount = 2, AsSpecifiedInMasterConfirmation = 3 } /* *************************************************************** * Reference to the party through its side in the trade who * * makes the determination whether dividends are extraordinary * * in relation to normal levels. * *************************************************************** */ export enum ExtraordinaryDividendPartySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *********************************************************** * Indicates how the extraordinary gross cash dividend per * * share is determined. * *********************************************************** */ export enum ExtraordinaryDividendAmountType { RecordAmount = 0, ExAmount = 1, PaidAmount = 2, AsSpecifiedInMasterConfirmation = 3 } /* ******************************************************** * The compounding method to be used when more than one * * dividend period contributes to a single payment. * ******************************************************** */ export enum DividendCompoundingMethod { None = 0, Flat = 1, Straight = 2, SpreadExclusive = 3 } /* ************************************************ * Defines the treatment of non-cash dividends. * ************************************************ */ export enum NonCashDividendTreatment { PotentialAdjustmentEvent = 0, CashEquivalent = 1 } /* ***************************************************** * Defines how the composition of dividends is to be * * determined. * ***************************************************** */ export enum DividendComposition { EquityAmountReceiverElection = 0, CalculationAgentElection = 1 } /* ********************************************************** * Time unit associated with the relative FX trigger date * * offset. * ********************************************************** */ export enum DividendFXTriggerDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative FX trigger date * * offset. * ********************************************************** */ export enum DividendFXTriggerDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * The business day convention used for the FX trigger date * * adjustment. * ************************************************************ */ export enum DividendFXTriggerDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ****************************************************** * The dividend period dates business day convention. * ****************************************************** */ export enum DividendPeriodBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative dividend period * * valuation date offset. * ********************************************************** */ export enum DividendPeriodValuationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative dividend period * * valuation date offset. * ********************************************************** */ export enum DividendPeriodValuationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************** * Time unit associated with the relative dividend period * * payment date offset. * ********************************************************** */ export enum DividendPeriodPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative dividend period * * payment date offset. * ********************************************************** */ export enum DividendPeriodPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *********************************************************** * The business day convention used to adjust the cash * * settlement provision's date. Used only to override the * * business day convention defined in the InstrumentLeg * * component. * *********************************************************** */ export enum LegCashSettlDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * Time unit associated with the relative cash settlement date * * offset. * *************************************************************** */ export enum LegCashSettlDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative cash settlement date * * offset. * *************************************************************** */ export enum LegCashSettlDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************** * The default election for determining settlement price. * ********************************************************** */ export enum LegCashSettlPriceDefault { Close = 0, Hedge = 1 } /* **************************************************************** * Time unit associated with the dividend accrual floating rate * * index curve period. * **************************************************************** */ export enum LegDividendFloatingRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum LegDividendFloatingRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum LegDividendFloatingRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum LegDividendCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum LegDividendCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum LegDividendFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum LegDividendFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ******************************************************* * Specifies the rounding direction of the final rate. * ******************************************************* */ export enum LegDividendFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* ************************************************************** * When averaging is applicable, used to specify whether a * * weighted or unweighted average method of calculation is to * * be used. * ************************************************************** */ export enum LegDividendAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * The specification of any provisions for calculating payment * * obligations when a floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum LegDividendNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* *************************************************************** * Time unit associated with the relative accrual payment date * * offset. * *************************************************************** */ export enum LegDividendAccrualPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative accrual payment date * * offset. * *************************************************************** */ export enum LegDividendAccrualPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Accrual payment date adjustment business day convention. * ************************************************************ */ export enum LegDividendAccrualPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ******************************************************** * Defines the contract event which the receiver of the * * derivative is entitled to the dividend. * ******************************************************** */ export enum LegDividendEntitlementEvent { ExDate = 0, RecordDate = 1 } /* ************************************************************* * Indicates how the gross cash dividend amount per share is * * determined. * ************************************************************* */ export enum LegDividendAmountType { RecordAmount = 0, ExAmount = 1, PaidAmount = 2, AsSpecifiedInMasterConfirmation = 3 } /* *************************************************************** * Reference to the party through its side in the trade who * * makes the determination whether dividends are extraordinary * * in relation to normal levels. * *************************************************************** */ export enum LegExtraordinaryDividendPartySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *********************************************************** * Indicates how the extraordinary gross cash dividend per * * share is determined. * *********************************************************** */ export enum LegExtraordinaryDividendAmountType { RecordAmount = 0, ExAmount = 1, PaidAmount = 2, AsSpecifiedInMasterConfirmation = 3 } /* ******************************************************** * The compounding method to be used when more than one * * dividend period contributes to a single payment. * ******************************************************** */ export enum LegDividendCompoundingMethod { None = 0, Flat = 1, Straight = 2, SpreadExclusive = 3 } /* ************************************************ * Defines the treatment of non-cash dividends. * ************************************************ */ export enum LegNonCashDividendTreatment { PotentialAdjustmentEvent = 0, CashEquivalent = 1 } /* ***************************************************** * Defines how the composition of dividends is to be * * determined. * ***************************************************** */ export enum LegDividendComposition { EquityAmountReceiverElection = 0, CalculationAgentElection = 1 } /* ********************************************************** * Time unit associated with the relative FX trigger date * * offset. * ********************************************************** */ export enum LegDividendFXTriggerDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative FX trigger date * * offset. * ********************************************************** */ export enum LegDividendFXTriggerDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * The business day convention used for the FX trigger date * * adjustment. * ************************************************************ */ export enum LegDividendFXTriggerDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ****************************************************** * The dividend period dates business day convention. * ****************************************************** */ export enum LegDividendPeriodBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative dividend period * * valuation date offset. * ********************************************************** */ export enum LegDividendPeriodValuationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative dividend period * * valuation date offset. * ********************************************************** */ export enum LegDividendPeriodValuationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************** * Time unit associated with the relative dividend period * * payment date offset. * ********************************************************** */ export enum LegDividendPeriodPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative dividend period * * payment date offset. * ********************************************************** */ export enum LegDividendPeriodPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *********************************************************** * Side value of the party electing the settlement method. * *********************************************************** */ export enum LegSettlMethodElectingPartySide { Buy = 1, Sell = 2 } /* ************************************************************** * The quote side of the benchmark to be used for calculating * * the "make whole" amount. * ************************************************************** */ export enum LegMakeWholeBenchmarkQuote { Bid = 0, Mid = 1, Offer = 2 } /* ************************************************************* * The method used when calculating the "make whole" amount. * * The most common is linear method. * ************************************************************* */ export enum LegMakeWholeInterpolationMethod { None = 0, LinearZeroYield = 1 } /* *********************************************************** * The method used when calculating the index rate from * * multiple points on the curve. The most common is linear * * method. * *********************************************************** */ export enum LegPaymentStreamInterpolationMethod { None = 0, LinearZeroYield = 1 } /* ************************************************* * Defines applicable periods for interpolation. * ************************************************* */ export enum LegPaymentStreamInterpolationPeriod { Initial = 0, InitialAndFinal = 1, Final = 2, AnyPeriod = 3 } /* ******************************************************** * Specifies the type of payment compounding date (e.g. * * adjusted for holidays). * ******************************************************** */ export enum LegPaymentStreamCompoundingDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************** * The compounding dates business day convention. * ************************************************** */ export enum LegPaymentStreamCompoundingDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the relative compounding date * * offset. * *********************************************************** */ export enum LegPaymentStreamCompoundingDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the relative compounding date * * offset. * *********************************************************** */ export enum LegPaymentStreamCompoundingDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the frequency at which compounding * * dates occur. * **************************************************************** */ export enum LegPaymentStreamCompoundingFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of compounding * * dates. It is used in conjunction with a specified frequency. * **************************************************************** */ export enum LegPaymentStreamCompoundingRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* *************************************************************** * Time unit associated with the relative compounding end date * * offset. * *************************************************************** */ export enum LegPaymentStreamCompoundingEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative compounding end date * * offset. * *************************************************************** */ export enum LegPaymentStreamCompoundingEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Time unit associated with the payment stream's compounding * * floating rate index curve period. * ************************************************************** */ export enum LegPaymentStreamCompoundingRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum LegPaymentStreamCompoundingRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum LegPaymentStreamCompoundingRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the compounding cap rate option * * through its trade side. * ************************************************************* */ export enum LegPaymentStreamCompoundingCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the compounding cap rate option * * through its trade side. * ************************************************************** */ export enum LegPaymentStreamCompoundingCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the compounding floor rate option * * through its trade side. * *************************************************************** */ export enum LegPaymentStreamCompoundingFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum LegPaymentStreamCompoundingFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ******************************************************** * Specifies the rounding direction for the compounding * * floating rate. * ******************************************************** */ export enum LegPaymentStreamCompoundingFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* *************************************************************** * Specifies the averaging method when compounding floating * * rate averaging is applicable (e.g. weighted or unweighted). * *************************************************************** */ export enum LegPaymentStreamCompoundingAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * Specifies the method for calculating payment obligations * * when a compounding floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum LegPaymentStreamCompoundingNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* ************************************************************ * Time unit associated with the relative compounding start * * date offset. * ************************************************************ */ export enum LegPaymentStreamCompoundingStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative compounding start * * date offset. * ************************************************************ */ export enum LegPaymentStreamCompoundingStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Time unit associated with the relative final price payment * * date offset. * ************************************************************** */ export enum LegPaymentStreamFinalPricePaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative final price payment * * date offset. * ************************************************************** */ export enum LegPaymentStreamFinalPricePaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ******************************************************** * Specifies the type of fixing date (e.g. adjusted for * * holidays). * ******************************************************** */ export enum LegPaymentStreamFixingDateType { Unadjusted = 0, Adjusted = 1 } /* **************************************************************** * Specifies the day type of the initial price observation date * * offset. * **************************************************************** */ export enum LegPaymentStreamFirstObservationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ******************************************************** * For a variance swap specifies how * * LegPaymentStreamLinkStrikePrice(42472) is expressed. * ******************************************************** */ export enum LegPaymentStreamLinkStrikePriceType { Volatility = 0, Variance = 1 } /* ******************************************************** * Indicates which price to use to satisfy the boundary * * condition. * ******************************************************** */ export enum LegPaymentStreamRealizedVarianceMethod { Previous = 0, Last = 1, Both = 2 } /* ********************************************** * The stub end date business day convention. * ********************************************** */ export enum LegPaymentStubEndDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative stub end date offset. * **************************************************************** */ export enum LegPaymentStubEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative stub end date offset. * **************************************************************** */ export enum LegPaymentStubEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************ * The stub start date business day convention. * ************************************************ */ export enum LegPaymentStubStartDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative stub start date * * offset. * ********************************************************** */ export enum LegPaymentStubStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative stub start date * * offset. * ********************************************************** */ export enum LegPaymentStubStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************ * Type of fee elected for the break provision. * ************************************************ */ export enum LegProvisionBreakFeeElection { FlatFee = 0, AmortizedFee = 1, FundingFee = 2, FlatFeeAndFundingFee = 3, AmortizedFeeAndFundingFee = 4 } /* ************************************************************** * Specifies the valuation type applicable to the return rate * * date. * ************************************************************** */ export enum LegReturnRateDateMode { PriceValuation = 0, DividendValuation = 1 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * date offset. * **************************************************************** */ export enum LegReturnRateValuationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * date offset. * **************************************************************** */ export enum LegReturnRateValuationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * start date offset. * **************************************************************** */ export enum LegReturnRateValuationStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * start date offset. * **************************************************************** */ export enum LegReturnRateValuationStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * end date offset. * **************************************************************** */ export enum LegReturnRateValuationEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * end date offset. * **************************************************************** */ export enum LegReturnRateValuationEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the frequency at which return rate * * valuation dates occur. * **************************************************************** */ export enum LegReturnRateValuationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* *************************************************************** * The convention for determining the sequence of return rate * * valuation dates. It is used in conjunction with a specified * * frequency. * *************************************************************** */ export enum LegReturnRateValuationFrequencyRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************ * The return rate valuation dates business day convention. * ************************************************************ */ export enum LegReturnRateValuationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * The rate of exchange between the two currencies specified in * * LegReturnRateFXCurrencySymbol(42531). * **************************************************************** */ export enum LegReturnRateFXRateCalc { Multiply = 'M', Divide = 'D' } /* ************************************************************ * Specifies the type of price sequence of the return rate. * ************************************************************ */ export enum LegReturnRatePriceSequence { Initial = 0, Interim = 1, Final = 2 } /* ***************************************************** * Specifies the basis or unit used to calculate the * * commission. * ***************************************************** */ export enum LegReturnRateCommissionBasis { AmountPerUnit = '1', Percent = '2', Absolute = '3', PercentageWaivedCashDiscountBasis = '4', PercentageWaivedEnhancedUnitsBasis = '5', PointsPerBondOrContract = '6', BasisPoints = '7', AmountPerContract = '8' } /* ************************************************************ * Specifies the type of quote used to determine the return * * rate of the swap. * ************************************************************ */ export enum LegReturnRateQuoteMethod { Bid = 0, Mid = 1, Offer = 2 } /* ******************************************************* * Specifies how or the timing when the quote is to be * * obtained. * ******************************************************* */ export enum LegReturnRateQuoteTimeType { Open = 0, OfficialSettlementPriceTime = 1, Xetra = 2, Close = 3, DerivativesClose = 4, High = 5, Low = 6, AsSpecifiedInTheMasterConfirmation = 7 } /* ************************************************************** * Specifies the timing at which the calculation agent values * * the underlying. * ************************************************************** */ export enum LegReturnRateValuationTimeType { Open = 0, OfficialSettlementPriceTime = 1, Xetra = 2, Close = 3, DerivativesClose = 4, High = 5, Low = 6, AsSpecifiedInTheMasterConfirmation = 7 } /* ********************************************************** * Indicates whether an ISDA price option applies, and if * * applicable which type of price. * ********************************************************** */ export enum LegReturnRateValuationPriceOption { NoneTheDefault = 0, FuturesPrice = 1, OptionsPrice = 2 } /* ************************************************************* * Specifies the fallback provision for the hedging party in * * the determination of the final price. * ************************************************************* */ export enum LegReturnRateFinalPriceFallback { Close = 0, HedgeElection = 1 } /* ********************************************************* * Identifies the source of rate information. For FX the * * references source to be used for the FX spot rate. * ********************************************************* */ export enum LegReturnRateInformationSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ********************************** * The basis of the return price. * ********************************** */ export enum LegReturnRatePriceBasis { Gross = 0, Net = 1, Accrued = 2, CleanNet = 3 } /* **************************************************************** * Specifies whether the LegReturnRatePrice(42566) is expressed * * in absolute or relative terms. * **************************************************************** */ export enum LegReturnRatePriceType { AbsoluteTerms = 0, PercentageOfNotional = 1 } /* ********************************************************** * Specifies the type of return rate valuation date (e.g. * * adjusted for holidays). * ********************************************************** */ export enum LegReturnRateValuationDateType { Unadjusted = 0, Adjusted = 1 } /* *************************************************************** * The settlement method election date adjustment business day * * convention. * *************************************************************** */ export enum LegSettlMethodElectionDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the relative settlement method * * election date offset. * ************************************************************ */ export enum LegSettlMethodElectionDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative settlement method * * election date offset. * ************************************************************ */ export enum LegSettlMethodElectionDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * For equity swaps this specifies the conditions that govern * * the adjustment to the number of units of the swap. * ************************************************************** */ export enum LegStreamNotionalAdjustments { Execution = 0, PortfolioRebalancing = 1, Standard = 2 } /* *********************************************************** * Side value of the party electing the settlement method. * *********************************************************** */ export enum SettlMethodElectingPartySide { Buy = 1, Sell = 2 } /* ************************************************************** * The quote side of the benchmark to be used for calculating * * the "make whole" amount. * ************************************************************** */ export enum MakeWholeBenchmarkQuote { Bid = 0, Mid = 1, Offer = 2 } /* ************************************************************* * The method used when calculating the "make whole" amount. * * The most common is linear method. * ************************************************************* */ export enum MakeWholeInterpolationMethod { None = 0, LinearZeroYield = 1 } /* *********************************************************** * The method used when calculating the index rate from * * multiple points on the curve. The most common is linear * * method. * *********************************************************** */ export enum PaymentStreamInterpolationMethod { None = 0, LinearZeroYield = 1 } /* ************************************************* * Defines applicable periods for interpolation. * ************************************************* */ export enum PaymentStreamInterpolationPeriod { Initial = 0, InitialAndFinal = 1, Final = 2, AnyPeriod = 3 } /* ******************************************************** * Specifies the type of payment compounding date (e.g. * * adjusted for holidays). * ******************************************************** */ export enum PaymentStreamCompoundingDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************** * The compounding dates business day convention. * ************************************************** */ export enum PaymentStreamCompoundingDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the relative compounding date * * offset. * *********************************************************** */ export enum PaymentStreamCompoundingDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the relative compounding date * * offset. * *********************************************************** */ export enum PaymentStreamCompoundingDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the frequency at which compounding * * dates occur. * **************************************************************** */ export enum PaymentStreamCompoundingFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of compounding * * dates. It is used in conjunction with a specified frequency. * **************************************************************** */ export enum PaymentStreamCompoundingRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* *************************************************************** * Time unit associated with the relative compounding end date * * offset. * *************************************************************** */ export enum PaymentStreamCompoundingEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative compounding end date * * offset. * *************************************************************** */ export enum PaymentStreamCompoundingEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Time unit associated with the payment stream's compounding * * floating rate index curve period. * ************************************************************** */ export enum PaymentStreamCompoundingRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum PaymentStreamCompoundingRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum PaymentStreamCompoundingRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the compounding cap rate option * * through its trade side. * ************************************************************* */ export enum PaymentStreamCompoundingCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the compounding cap rate option * * through its trade side. * ************************************************************** */ export enum PaymentStreamCompoundingCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the compounding floor rate option * * through its trade side. * *************************************************************** */ export enum PaymentStreamCompoundingFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum PaymentStreamCompoundingFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ******************************************************** * Specifies the rounding direction for the compounding * * floating rate. * ******************************************************** */ export enum PaymentStreamCompoundingFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* *************************************************************** * Specifies the averaging method when compounding floating * * rate averaging is applicable (e.g. weighted or unweighted). * *************************************************************** */ export enum PaymentStreamCompoundingAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * Specifies the method for calculating payment obligations * * when a compounding floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum PaymentStreamCompoundingNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* ************************************************************ * Time unit associated with the relative compounding start * * date offset. * ************************************************************ */ export enum PaymentStreamCompoundingStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative compounding start * * date offset. * ************************************************************ */ export enum PaymentStreamCompoundingStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Time unit associated with the relative final price payment * * date offset. * ************************************************************** */ export enum PaymentStreamFinalPricePaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative final price payment * * date offset. * ************************************************************** */ export enum PaymentStreamFinalPricePaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ******************************************************** * Specifies the type of fixing date (e.g. adjusted for * * holidays). * ******************************************************** */ export enum PaymentStreamFixingDateType { Unadjusted = 0, Adjusted = 1 } /* **************************************************************** * Specifies the day type of the initial price observation date * * offset. * **************************************************************** */ export enum PaymentStreamFirstObservationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ***************************************************** * For a variance swap specifies how * * PaymentStreamLinkStrikePrice(42673) is expressed. * ***************************************************** */ export enum PaymentStreamLinkStrikePriceType { Volatility = 0, Variance = 1 } /* ******************************************************** * Indicates which price to use to satisfy the boundary * * condition. * ******************************************************** */ export enum PaymentStreamRealizedVarianceMethod { Previous = 0, Last = 1, Both = 2 } /* ********************************************** * The stub end date business day convention. * ********************************************** */ export enum PaymentStubEndDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative stub end date offset. * **************************************************************** */ export enum PaymentStubEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative stub end date offset. * **************************************************************** */ export enum PaymentStubEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************ * The stub start date business day convention. * ************************************************ */ export enum PaymentStubStartDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative stub start date * * offset. * ********************************************************** */ export enum PaymentStubStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative stub start date * * offset. * ********************************************************** */ export enum PaymentStubStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************ * Type of fee elected for the break provision. * ************************************************ */ export enum ProvisionBreakFeeElection { FlatFee = 0, AmortizedFee = 1, FundingFee = 2, FlatFeeAndFundingFee = 3, AmortizedFeeAndFundingFee = 4 } /* ************************************************************** * Specifies the valuation type applicable to the return rate * * date. * ************************************************************** */ export enum ReturnRateDateMode { PriceValuation = 0, DividendValuation = 1 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * date offset. * **************************************************************** */ export enum ReturnRateValuationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * date offset. * **************************************************************** */ export enum ReturnRateValuationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * start date offset. * **************************************************************** */ export enum ReturnRateValuationStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * start date offset. * **************************************************************** */ export enum ReturnRateValuationStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * end date offset. * **************************************************************** */ export enum ReturnRateValuationEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * end date offset. * **************************************************************** */ export enum ReturnRateValuationEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the frequency at which return rate * * valuation dates occur. * **************************************************************** */ export enum ReturnRateValuationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* *************************************************************** * The convention for determining the sequence of return rate * * valuation dates. It is used in conjunction with a specified * * frequency. * *************************************************************** */ export enum ReturnRateValuationFrequencyRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************ * The return rate valuation dates business day convention. * ************************************************************ */ export enum ReturnRateValuationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ******************************************************* * Specifies whether ReturnRateFXRate(42733) should be * * multiplied or divided. * ******************************************************* */ export enum ReturnRateFXRateCalc { Multiply = 'M', Divide = 'D' } /* ************************************************************ * Specifies the type of price sequence of the return rate. * ************************************************************ */ export enum ReturnRatePriceSequence { Initial = 0, Interim = 1, Final = 2 } /* ***************************************************** * Specifies the basis or unit used to calculate the * * commission. * ***************************************************** */ export enum ReturnRateCommissionBasis { AmountPerUnit = '1', Percent = '2', Absolute = '3', PercentageWaivedCashDiscountBasis = '4', PercentageWaivedEnhancedUnitsBasis = '5', PointsPerBondOrContract = '6', BasisPoints = '7', AmountPerContract = '8' } /* ************************************************************ * Specifies the type of quote used to determine the return * * rate of the swap. * ************************************************************ */ export enum ReturnRateQuoteMethod { Bid = 0, Mid = 1, Offer = 2 } /* ******************************************************* * Specifies how or the timing when the quote is to be * * obtained. * ******************************************************* */ export enum ReturnRateQuoteTimeType { Open = 0, OfficialSettlementPriceTime = 1, Xetra = 2, Close = 3, DerivativesClose = 4, High = 5, Low = 6, AsSpecifiedInTheMasterConfirmation = 7 } /* ************************************************************** * Specifies the timing at which the calculation agent values * * the underlying. * ************************************************************** */ export enum ReturnRateValuationTimeType { Open = 0, OfficialSettlementPriceTime = 1, Xetra = 2, Close = 3, DerivativesClose = 4, High = 5, Low = 6, AsSpecifiedInTheMasterConfirmation = 7 } /* ********************************************************** * Indicates whether an ISDA price option applies, and if * * applicable which type of price. * ********************************************************** */ export enum ReturnRateValuationPriceOption { NoneTheDefault = 0, FuturesPrice = 1, OptionsPrice = 2 } /* ************************************************************* * Specifies the fallback provision for the hedging party in * * the determination of the final price. * ************************************************************* */ export enum ReturnRateFinalPriceFallback { Close = 0, HedgeElection = 1 } /* ********************************************************* * Identifies the source of rate information. For FX the * * references source to be used for the FX spot rate. * ********************************************************* */ export enum ReturnRateInformationSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ********************************** * The basis of the return price. * ********************************** */ export enum ReturnRatePriceBasis { Gross = 0, Net = 1, Accrued = 2, CleanNet = 3 } /* **************************************************************** * Specifies whether the ReturnRatePrice(42767) is expressed in * * absolute or relative terms. * **************************************************************** */ export enum ReturnRatePriceType { AbsoluteTerms = 0, PercentageOfNotional = 1 } /* ********************************************************** * Specifies the type of return rate valuation date (e.g. * * adjusted for holidays). * ********************************************************** */ export enum ReturnRateValuationDateType { Unadjusted = 0, Adjusted = 1 } /* *************************************************************** * The settlement method election date adjustment business day * * convention. * *************************************************************** */ export enum SettlMethodElectionDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the relative settlement method * * election date offset. * ************************************************************ */ export enum SettlMethodElectionDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative settlement method * * election date offset. * ************************************************************ */ export enum SettlMethodElectionDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * For equity swaps this specifies the conditions that govern * * the adjustment to the number of units of the swap. * ************************************************************** */ export enum StreamNotionalAdjustments { Execution = 0, PortfolioRebalancing = 1, Standard = 2 } /* *************************************************************** * The business day convention used to adjust the cash * * settlement provision's date. Used only to override the * * business day convention defined in the UnderlyingInstrument * * component. * *************************************************************** */ export enum UnderlyingCashSettlDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *************************************************************** * Time unit associated with the relative cash settlement date * * offset. * *************************************************************** */ export enum UnderlyingCashSettlDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative cash settlement date * * offset. * *************************************************************** */ export enum UnderlyingCashSettlDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************** * The default election for determining settlement price. * ********************************************************** */ export enum UnderlyingCashSettlPriceDefault { Close = 0, Hedge = 1 } /* **************************************************************** * Time unit associated with the dividend accrual floating rate * * index curve period. * **************************************************************** */ export enum UnderlyingDividendFloatingRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum UnderlyingDividendFloatingRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum UnderlyingDividendFloatingRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the cap rate option through its * * trade side. * ************************************************************* */ export enum UnderlyingDividendCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the cap rate option through its * * trade side. * ************************************************************** */ export enum UnderlyingDividendCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the floor rate option through its * * trade side. * *************************************************************** */ export enum UnderlyingDividendFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum UnderlyingDividendFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ******************************************************* * Specifies the rounding direction of the final rate. * ******************************************************* */ export enum UnderlyingDividendFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* ************************************************************** * When averaging is applicable, used to specify whether a * * weighted or unweighted average method of calculation is to * * be used. * ************************************************************** */ export enum UnderlyingDividendAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * The specification of any provisions for calculating payment * * obligations when a floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum UnderlyingDividendNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* *************************************************************** * Time unit associated with the relative accrual payment date * * offset. * *************************************************************** */ export enum UnderlyingDividendAccrualPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative accrual payment date * * offset. * *************************************************************** */ export enum UnderlyingDividendAccrualPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * Accrual payment date adjustment business day convention. * ************************************************************ */ export enum UnderlyingDividendAccrualPaymentDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ******************************************************** * Defines the contract event which the receiver of the * * derivative is entitled to the dividend. * ******************************************************** */ export enum UnderlyingDividendEntitlementEvent { ExDate = 0, RecordDate = 1 } /* ************************************************************* * Indicates how the gross cash dividend amount per share is * * determined. * ************************************************************* */ export enum UnderlyingDividendAmountType { RecordAmount = 0, ExAmount = 1, PaidAmount = 2, AsSpecifiedInMasterConfirmation = 3 } /* *************************************************************** * Reference to the party through its side in the trade who * * makes the determination whether dividends are extraordinary * * in relation to normal levels. * *************************************************************** */ export enum UnderlyingExtraordinaryDividendPartySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *********************************************************** * Indicates how the extraordinary gross cash dividend per * * share is determined. * *********************************************************** */ export enum UnderlyingExtraordinaryDividendAmountType { RecordAmount = 0, ExAmount = 1, PaidAmount = 2, AsSpecifiedInMasterConfirmation = 3 } /* ******************************************************** * The compounding method to be used when more than one * * dividend period contributes to a single payment. * ******************************************************** */ export enum UnderlyingDividendCompoundingMethod { None = 0, Flat = 1, Straight = 2, SpreadExclusive = 3 } /* ************************************************ * Defines the treatment of non-cash dividends. * ************************************************ */ export enum UnderlyingNonCashDividendTreatment { PotentialAdjustmentEvent = 0, CashEquivalent = 1 } /* ***************************************************** * Defines how the composition of dividends is to be * * determined. * ***************************************************** */ export enum UnderlyingDividendComposition { EquityAmountReceiverElection = 0, CalculationAgentElection = 1 } /* ********************************************************** * Time unit associated with the relative FX trigger date * * offset. * ********************************************************** */ export enum UnderlyingDividendFXTriggerDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative FX trigger date * * offset. * ********************************************************** */ export enum UnderlyingDividendFXTriggerDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************ * The business day convention used for the FX trigger date * * adjustment. * ************************************************************ */ export enum UnderlyingDividendFXTriggerDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ****************************************************** * The dividend period dates business day convention. * ****************************************************** */ export enum UnderlyingDividendPeriodBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative dividend period * * valuation date offset. * ********************************************************** */ export enum UnderlyingDividendPeriodValuationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative dividend period * * valuation date offset. * ********************************************************** */ export enum UnderlyingDividendPeriodValuationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ********************************************************** * Time unit associated with the relative dividend period * * payment date offset. * ********************************************************** */ export enum UnderlyingDividendPeriodPaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative dividend period * * payment date offset. * ********************************************************** */ export enum UnderlyingDividendPeriodPaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *********************************************************** * Side value of the party electing the settlement method. * *********************************************************** */ export enum UnderlyingSettlMethodElectingPartySide { Buy = 1, Sell = 2 } /* ************************************************************** * The quote side of the benchmark to be used for calculating * * the "make whole" amount. * ************************************************************** */ export enum UnderlyingMakeWholeBenchmarkQuote { Bid = 0, Mid = 1, Offer = 2 } /* ************************************************************* * The method used when calculating the "make whole" amount. * * The most common is linear method. * ************************************************************* */ export enum UnderlyingMakeWholeInterpolationMethod { None = 0, LinearZeroYield = 1 } /* *********************************************************** * The method used when calculating the index rate from * * multiple points on the curve. The most common is linear * * method. * *********************************************************** */ export enum UnderlyingPaymentStreamInterpolationMethod { None = 0, LinearZeroYield = 1 } /* ************************************************* * Defines applicable periods for interpolation. * ************************************************* */ export enum UnderlyingPaymentStreamInterpolationPeriod { Initial = 0, InitialAndFinal = 1, Final = 2, AnyPeriod = 3 } /* ******************************************************** * Specifies the type of payment compounding date (e.g. * * adjusted for holidays). * ******************************************************** */ export enum UnderlyingPaymentStreamCompoundingDateType { Unadjusted = 0, Adjusted = 1 } /* ************************************************** * The compounding dates business day convention. * ************************************************** */ export enum UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* *********************************************************** * Time unit associated with the relative compounding date * * offset. * *********************************************************** */ export enum UnderlyingPaymentStreamCompoundingDatesOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *********************************************************** * Specifies the day type of the relative compounding date * * offset. * *********************************************************** */ export enum UnderlyingPaymentStreamCompoundingDatesOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the frequency at which compounding * * dates occur. * **************************************************************** */ export enum UnderlyingPaymentStreamCompoundingFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* **************************************************************** * The convention for determining the sequence of compounding * * dates. It is used in conjunction with a specified frequency. * **************************************************************** */ export enum UnderlyingPaymentStreamCompoundingRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* *************************************************************** * Time unit associated with the relative compounding end date * * offset. * *************************************************************** */ export enum UnderlyingPaymentStreamCompoundingEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* *************************************************************** * Specifies the day type of the relative compounding end date * * offset. * *************************************************************** */ export enum UnderlyingPaymentStreamCompoundingEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Time unit associated with the payment stream's compounding * * floating rate index curve period. * ************************************************************** */ export enum UnderlyingPaymentStreamCompoundingRateIndexCurveUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Identifies whether the rate spread is applied to a long or * * short position. * ************************************************************** */ export enum UnderlyingPaymentStreamCompoundingRateSpreadPositionType { Short = 0, Long = 1 } /* ************************************************************ * Specifies the yield calculation treatment for the index. * ************************************************************ */ export enum UnderlyingPaymentStreamCompoundingRateTreatment { BondEquivalentYield = 0, MoneyMarketYield = 1 } /* ************************************************************* * Reference to the buyer of the compounding cap rate option * * through its trade side. * ************************************************************* */ export enum UnderlyingPaymentStreamCompoundingCapRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ************************************************************** * Reference to the seller of the compounding cap rate option * * through its trade side. * ************************************************************** */ export enum UnderlyingPaymentStreamCompoundingCapRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* *************************************************************** * Reference to the buyer of the compounding floor rate option * * through its trade side. * *************************************************************** */ export enum UnderlyingPaymentStreamCompoundingFloorRateBuySide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* **************************************************************** * Reference to the seller of the floor rate option through its * * trade side. * **************************************************************** */ export enum UnderlyingPaymentStreamCompoundingFloorRateSellSide { BuyerOfTheTrade = 1, SellerOfTheTrade = 2 } /* ******************************************************** * Specifies the rounding direction for the compounding * * floating rate. * ******************************************************** */ export enum UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection { RoundToNearest = '0', RoundDown = '1', RoundUp = '2' } /* *************************************************************** * Specifies the averaging method when compounding floating * * rate averaging is applicable (e.g. weighted or unweighted). * *************************************************************** */ export enum UnderlyingPaymentStreamCompoundingAveragingMethod { Unweighted = 0, Weighted = 1 } /* *************************************************************** * Specifies the method for calculating payment obligations * * when a compounding floating rate is negative (either due to * * a quoted negative floating rate or by operation of a spread * * that is subtracted from the floating rate). * *************************************************************** */ export enum UnderlyingPaymentStreamCompoundingNegativeRateTreatment { ZeroInterestRateMethod = 0, NegativeInterestRateMethod = 1 } /* ************************************************************ * Time unit associated with the relative compounding start * * date offset. * ************************************************************ */ export enum UnderlyingPaymentStreamCompoundingStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative compounding start * * date offset. * ************************************************************ */ export enum UnderlyingPaymentStreamCompoundingStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * Time unit associated with the relative final price payment * * date offset. * ************************************************************** */ export enum UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************** * Specifies the day type of the relative final price payment * * date offset. * ************************************************************** */ export enum UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ******************************************************** * Specifies the type of fixing date (e.g. adjusted for * * holidays). * ******************************************************** */ export enum UnderlyingPaymentStreamFixingDateType { Unadjusted = 0, Adjusted = 1 } /* **************************************************************** * Specifies the day type of the initial price observation date * * offset. * **************************************************************** */ export enum UnderlyingPaymentStreamFirstObservationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* *************************************************************** * For a variance swap specifies how * * UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. * *************************************************************** */ export enum UnderlyingPaymentStreamLinkStrikePriceType { Volatility = 0, Variance = 1 } /* ******************************************************** * Indicates which price to use to satisfy the boundary * * condition. * ******************************************************** */ export enum UnderlyingPaymentStreamRealizedVarianceMethod { Previous = 0, Last = 1, Both = 2 } /* ********************************************** * The stub end date business day convention. * ********************************************** */ export enum UnderlyingPaymentStubEndDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* **************************************************************** * Time unit associated with the relative stub end date offset. * **************************************************************** */ export enum UnderlyingPaymentStubEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative stub end date offset. * **************************************************************** */ export enum UnderlyingPaymentStubEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************ * The stub start date business day convention. * ************************************************ */ export enum UnderlyingPaymentStubStartDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ********************************************************** * Time unit associated with the relative stub start date * * offset. * ********************************************************** */ export enum UnderlyingPaymentStubStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ********************************************************** * Specifies the day type of the relative stub start date * * offset. * ********************************************************** */ export enum UnderlyingPaymentStubStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************ * Type of fee elected for the break provision. * ************************************************ */ export enum UnderlyingProvisionBreakFeeElection { FlatFee = 0, AmortizedFee = 1, FundingFee = 2, FlatFeeAndFundingFee = 3, AmortizedFeeAndFundingFee = 4 } /* ************************************************************** * Specifies the valuation type applicable to the return rate * * date. * ************************************************************** */ export enum UnderlyingReturnRateDateMode { PriceValuation = 0, DividendValuation = 1 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * date offset. * **************************************************************** */ export enum UnderlyingReturnRateValuationDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * date offset. * **************************************************************** */ export enum UnderlyingReturnRateValuationDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * start date offset. * **************************************************************** */ export enum UnderlyingReturnRateValuationStartDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * start date offset. * **************************************************************** */ export enum UnderlyingReturnRateValuationStartDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the relative return rate valuation * * end date offset. * **************************************************************** */ export enum UnderlyingReturnRateValuationEndDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* **************************************************************** * Specifies the day type of the relative return rate valuation * * end date offset. * **************************************************************** */ export enum UnderlyingReturnRateValuationEndDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* **************************************************************** * Time unit associated with the frequency at which return rate * * valuation dates occur. * **************************************************************** */ export enum UnderlyingReturnRateValuationFrequencyUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr', Hour = 'H', Minute = 'Min', Second = 'S', Term = 'T' } /* *************************************************************** * The convention for determining the sequence of return rate * * valuation dates. It is used in conjunction with a specified * * frequency. * *************************************************************** */ export enum UnderlyingReturnRateValuationFrequencyRollConvention { E1stDayOfTheMonth = '1', E2ndDayOfTheMonth = '2', E3rdDayOfTheMonth = '3', E4thDayOfTheMonth = '4', E5thDayOfTheMonth = '5', E6ThdDayOfTheMonth = '6', E7thDayOfTheMonth = '7', E8thDayOfTheMonth = '8', E9thDayOfTheMonth = '9', E10thDayOfTheMonth = '10', E11ThDayOfTheMonth = '11', E12ThDayOfTheMonth = '12', E13ThDayOfTheMonth = '13', E14thDayOfTheMonth = '14', E15thDayOfTheMonth = '15', E16thDayOfTheMonth = '16', E17thDayOfTheMonth = '17', E18thDayOfTheMonth = '18', E19thDayOfTheMonth = '19', E20thDayOfTheMonth = '20', E21stDayOfTheMonth = '21', E22ndDayOfTheMonth = '22', E23rdDayOfTheMonth = '23', E24thDayOfTheMonth = '24', E25thDayOfTheMonth = '25', E26thDayOfTheMonth = '26', E27thDayOfTheMonth = '27', E28thDayOfTheMonth = '28', E29thDayOfTheMonth = '29', E30thDayOfTheMonth = '30', TheEndOfTheMonth = 'EOM', TheFloatingRateNoteConventionOrEurodollarConvention = 'FRN', TheInternationalMoneyMarketSettlementDateIEThe3rdWednesdayOfTheMonth = 'IMM', TheLastTradingDayExpirationDayOfTheCanadianDerivativesExchange = 'IMMCAD', TheLastTradingDayOfTheSydneyFuturesExchangeAustralian90DayBankAcceptedBillFuturesContract = 'IMMAUD', TheLastTradingDayOfTheSydneyFuturesExchangeNewZealand90DayBankBillFuturesContract = 'IMMNZD', TheSydneyFuturesExchange90DayBankAcceptedBillFuturesSettlementDates = 'SFE', NoAdjustment = 'NONE', The13WeekAnd26WeekUSTreasuryBillAuctionDates = 'TBILL', Monday = 'MON', Tuesday = 'TUE', Wednesday = 'WED', Thursday = 'THU', Friday = 'FRI', Saturday = 'SAT', Sunday = 'SUN' } /* ************************************************************ * The return rate valuation dates business day convention. * ************************************************************ */ export enum UnderlyingReturnRateValuationDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************** * Specifies whether UnderlyingReturnRateFXRate(43032) should * * be multiplied or divided. * ************************************************************** */ export enum UnderlyingReturnRateFXRateCalc { Multiply = 'M', Divide = 'D' } /* ************************************************************ * Specifies the type of price sequence of the return rate. * ************************************************************ */ export enum UnderlyingReturnRatePriceSequence { Initial = 0, Interim = 1, Final = 2 } /* ***************************************************** * Specifies the basis or unit used to calculate the * * commission. * ***************************************************** */ export enum UnderlyingReturnRateCommissionBasis { AmountPerUnit = '1', Percent = '2', Absolute = '3', PercentageWaivedCashDiscountBasis = '4', PercentageWaivedEnhancedUnitsBasis = '5', PointsPerBondOrContract = '6', BasisPoints = '7', AmountPerContract = '8' } /* ************************************************************ * Specifies the type of quote used to determine the return * * rate of the swap. * ************************************************************ */ export enum UnderlyingReturnRateQuoteMethod { Bid = 0, Mid = 1, Offer = 2 } /* ******************************************************* * Specifies how or the timing when the quote is to be * * obtained. * ******************************************************* */ export enum UnderlyingReturnRateQuoteTimeType { Open = 0, OfficialSettlementPriceTime = 1, Xetra = 2, Close = 3, DerivativesClose = 4, High = 5, Low = 6, AsSpecifiedInTheMasterConfirmation = 7 } /* ************************************************************** * Specifies the timing at which the calculation agent values * * the underlying. * ************************************************************** */ export enum UnderlyingReturnRateValuationTimeType { Open = 0, OfficialSettlementPriceTime = 1, Xetra = 2, Close = 3, DerivativesClose = 4, High = 5, Low = 6, AsSpecifiedInTheMasterConfirmation = 7 } /* ********************************************************** * Indicates whether an ISDA price option applies, and if * * applicable which type of price. * ********************************************************** */ export enum UnderlyingReturnRateValuationPriceOption { NoneTheDefault = 0, FuturesPrice = 1, OptionsPrice = 2 } /* ************************************************************* * Specifies the fallback provision for the hedging party in * * the determination of the final price. * ************************************************************* */ export enum UnderlyingReturnRateFinalPriceFallback { Close = 0, HedgeElection = 1 } /* ********************************************************* * Identifies the source of rate information. For FX the * * references source to be used for the FX spot rate. * ********************************************************* */ export enum UnderlyingReturnRateInformationSource { Bloomberg = 0, Reuters = 1, Telerate = 2, IsdaSettlementRateOption = 3, Other = 99 } /* ********************************** * The basis of the return price. * ********************************** */ export enum UnderlyingReturnRatePriceBasis { Gross = 0, Net = 1, Accrued = 2, CleanNet = 3 } /* ************************************************************* * Specifies whether the UnderlyingReturnRatePrice(43066) is * * expressed in absolute or relative terms. * ************************************************************* */ export enum UnderlyingReturnRatePriceType { AbsoluteTerms = 0, PercentageOfNotional = 1 } /* ********************************************************** * Specifies the type of return rate valuation date (e.g. * * adjusted for holidays). * ********************************************************** */ export enum UnderlyingReturnRateValuationDateType { Unadjusted = 0, Adjusted = 1 } /* *************************************************************** * The settlement method election date adjustment business day * * convention. * *************************************************************** */ export enum UnderlyingSettlMethodElectionDateBusinessDayConvention { NotApplicable = 0, NoneCurrentDay = 1, FollowingDay = 2, FloatingRateNote = 3, ModifiedFollowingDay = 4, PrecedingDay = 5, ModifiedPrecedingDay = 6, NearestDay = 7 } /* ************************************************************ * Time unit associated with the relative settlement method * * election date offset. * ************************************************************ */ export enum UnderlyingSettlMethodElectionDateOffsetUnit { Day = 'D', Week = 'Wk', Month = 'Mo', Year = 'Yr' } /* ************************************************************ * Specifies the day type of the relative settlement method * * election date offset. * ************************************************************ */ export enum UnderlyingSettlMethodElectionDateOffsetDayType { Business = 0, Calendar = 1, CommodityBusiness = 2, CurrencyBusiness = 3, ExchangeBusiness = 4, ScheduledTradingDay = 5 } /* ************************************************************** * For equity swaps this specifies the conditions that govern * * the adjustment to the number of units of the swap. * ************************************************************** */ export enum UnderlyingStreamNotionalAdjustments { Execution = 0, PortfolioRebalancing = 1, Standard = 2 } /* ********************************************************** * Indicates the processing mode for a batch of messages. * ********************************************************** */ export enum BatchProcessMode { UpdateIncrementalDefaultIfNotSpecified = 0, Snapshot = 1 } /* ************************************************************* * Defines the post trade type, e.g. give up, average price, * * cross exchange give up, etc * ************************************************************* */ export enum PostTradeType { GiceUp = 0, AveragePrice = 1, CrossExchangeGiveUp = 2 } /* ************************************************************** * Differentiates between messages sent to the Executing Firm * * vs. the Claiming Firm. * ************************************************************** */ export enum ExecutingClaimingIndicator { ExecutingFirm = 0, ClaimingFirm = 1 }