Documentation ¶
Overview ¶
Package enum is generated from the generate-fix tool using standard FIX specs from the github.com/quickfixgo/quickfix package.
User manual and additional information available at http://quickfixgo.org
Index ¶
- type AccountType
- type AcctIDSource
- type Adjustment
- type AdjustmentType
- type AdvSide
- type AdvTransType
- type AffirmStatus
- type AggregatedBook
- type AggressorIndicator
- type AllocAccountType
- type AllocCancReplaceReason
- type AllocHandlInst
- type AllocIntermedReqType
- type AllocLinkType
- type AllocMethod
- type AllocNoOrdersType
- type AllocPositionEffect
- type AllocRejCode
- type AllocReportType
- type AllocSettlInstType
- type AllocStatus
- type AllocTransType
- type AllocType
- type ApplQueueAction
- type ApplQueueResolution
- type ApplReportType
- type ApplReqType
- type ApplResponseError
- type ApplResponseType
- type ApplVerID
- type AsOfIndicator
- type AssignmentMethod
- type AvgPxIndicator
- type BasisPxType
- type Benchmark
- type BenchmarkCurveName
- type BidDescriptorType
- type BidRequestTransType
- type BidTradeType
- type BidType
- type BookingType
- type BookingUnit
- type BusinessRejectReason
- type CPProgram
- type CancellationRights
- type CashMargin
- type ClearingFeeIndicator
- type ClearingInstruction
- type CollAction
- type CollApplType
- type CollAsgnReason
- type CollAsgnRejectReason
- type CollAsgnRespType
- type CollAsgnTransType
- type CollInquiryQualifier
- type CollInquiryResult
- type CollInquiryStatus
- type CollStatus
- type CommType
- type ComplexEventCondition
- type ComplexEventPriceBoundaryMethod
- type ComplexEventPriceTimeType
- type ComplexEventType
- type ConfirmRejReason
- type ConfirmStatus
- type ConfirmTransType
- type ConfirmType
- type ContAmtType
- type ContingencyType
- type ContractMultiplierUnit
- type CorporateAction
- type CoveredOrUncovered
- type CrossPrioritization
- type CrossType
- type CustOrderCapacity
- type CustOrderHandlingInst
- type CustomerOrFirm
- type CxlRejReason
- type CxlRejResponseTo
- type CxlType
- type DKReason
- type DayBookingInst
- type DealingCapacity
- type DeleteReason
- type DeliveryForm
- type DeliveryType
- type DerivativeSecurityListRequestType
- type DeskOrderHandlingInst
- type DeskType
- type DeskTypeSource
- type DiscretionInst
- type DiscretionLimitType
- type DiscretionMoveType
- type DiscretionOffsetType
- type DiscretionRoundDirection
- type DiscretionScope
- type DisplayMethod
- type DisplayWhen
- type DistribPaymentMethod
- type DlvyInstType
- type DueToRelated
- type EmailType
- type EncryptMethod
- type EventType
- type ExDestination
- type ExDestinationIDSource
- type ExchangeForPhysical
- type ExecAckStatus
- type ExecInst
- type ExecPriceType
- type ExecRestatementReason
- type ExecTransType
- type ExecType
- type ExerciseMethod
- type ExerciseStyle
- type ExpType
- type ExpirationCycle
- type ExpirationQtyType
- type FinancialStatus
- type FlowScheduleType
- type ForexReq
- type FundRenewWaiv
- type FuturesValuationMethod
- type GTBookingInst
- type GapFillFlag
- type HaltReasonChar
- type HaltReasonInt
- type HandlInst
- type IDSource
- type IOINaturalFlag
- type IOIOthSvc
- type IOIQltyInd
- type IOIQty
- type IOIQualifier
- type IOIShares
- type IOITransType
- type ImpliedMarketIndicator
- type InViewOfCommon
- type IncTaxInd
- type IndividualAllocType
- type InstrAttribType
- type InstrRegistry
- type LastCapacity
- type LastFragment
- type LastLiquidityInd
- type LastRptRequested
- type LegSwapType
- type LegalConfirm
- type LiquidityIndType
- type ListExecInstType
- type ListMethod
- type ListOrderStatus
- type ListRejectReason
- type ListStatusType
- type LocateReqd
- type LotType
- type MDBookType
- type MDEntryType
- type MDImplicitDelete
- type MDOriginType
- type MDQuoteType
- type MDReqRejReason
- type MDSecSizeType
- type MDUpdateAction
- type MDUpdateType
- type MarketUpdateAction
- type MassActionRejectReason
- type MassActionResponse
- type MassActionScope
- type MassActionType
- type MassCancelRejectReason
- type MassCancelRequestType
- type MassCancelResponse
- type MassStatusReqType
- type MatchStatus
- type MatchType
- type MaturityMonthYearFormat
- type MaturityMonthYearIncrementUnits
- type MessageEncoding
- type MiscFeeBasis
- type MiscFeeType
- type ModelType
- type MoneyLaunderingStatus
- type MsgDirection
- type MsgType
- type MultiLegReportingType
- type MultiLegRptTypeReq
- type MultilegModel
- type MultilegPriceMethod
- type NetGrossInd
- type NetworkRequestType
- type NetworkStatusResponseType
- type NewsCategory
- type NewsRefType
- type NoSides
- type NotifyBrokerOfCredit
- type OddLot
- type OpenClose
- type OpenCloseSettlFlag
- type OpenCloseSettleFlag
- type OptPayoutType
- type OrdRejReason
- type OrdStatus
- type OrdType
- type OrderCapacity
- type OrderCategory
- type OrderDelayUnit
- type OrderHandlingInstSource
- type OrderRestrictions
- type OrigCustOrderCapacity
- type OwnerType
- type OwnershipType
- type PartyDetailsRequestResult
- type PartyIDSource
- type PartyListResponseType
- type PartyRelationship
- type PartyRole
- type PartySubIDType
- type PaymentMethod
- type PegLimitType
- type PegMoveType
- type PegOffsetType
- type PegPriceType
- type PegRoundDirection
- type PegScope
- type PosAmtType
- type PosMaintAction
- type PosMaintResult
- type PosMaintStatus
- type PosQtyStatus
- type PosReqResult
- type PosReqStatus
- type PosReqType
- type PosTransType
- type PosType
- type PositionEffect
- type PossDupFlag
- type PossResend
- type PreallocMethod
- type PreviouslyReported
- type PriceLimitType
- type PriceProtectionScope
- type PriceQuoteMethod
- type PriceType
- type PriorityIndicator
- type ProcessCode
- type Product
- type ProgRptReqs
- type PublishTrdIndicator
- type PutOrCall
- type QtyType
- type QuantityType
- type QuoteAckStatus
- type QuoteCancelType
- type QuoteCondition
- type QuoteEntryRejectReason
- type QuoteEntryStatus
- type QuotePriceType
- type QuoteRejectReason
- type QuoteRequestRejectReason
- type QuoteRequestType
- type QuoteRespType
- type QuoteResponseLevel
- type QuoteStatus
- type QuoteType
- type RateSource
- type RateSourceType
- type RefOrdIDReason
- type RefOrderIDSource
- type RegistRejReasonCode
- type RegistStatus
- type RegistTransType
- type ReportToExch
- type ResetSeqNumFlag
- type RespondentType
- type ResponseTransportType
- type RestructuringType
- type RiskInstrumentOperator
- type RiskLimitType
- type RoundingDirection
- type RoutingType
- type Rule80A
- type Scope
- type SecDefStatus
- type SecurityIDSource
- type SecurityListRequestType
- type SecurityListType
- type SecurityListTypeSource
- type SecurityRequestResult
- type SecurityRequestType
- type SecurityResponseType
- type SecurityStatus
- type SecurityTradingEvent
- type SecurityTradingStatus
- type SecurityType
- type SecurityUpdateAction
- type Seniority
- type SessionRejectReason
- type SessionStatus
- type SettlCurrFxRateCalc
- type SettlDeliveryType
- type SettlInstMode
- type SettlInstReqRejCode
- type SettlInstSource
- type SettlInstTransType
- type SettlLocation
- type SettlMethod
- type SettlObligMode
- type SettlObligSource
- type SettlObligTransType
- type SettlPriceType
- type SettlSessID
- type SettlType
- type SettlmntTyp
- type ShortSaleReason
- type Side
- type SideMultiLegReportingType
- type SideTrdSubTyp
- type SideValueInd
- type SolicitedFlag
- type StandInstDbType
- type StatsType
- type StatusValue
- type StipulationType
- type StrategyParameterType
- type StreamAsgnAckType
- type StreamAsgnRejReason
- type StreamAsgnReqType
- type StreamAsgnType
- type StrikePriceBoundaryMethod
- type StrikePriceDeterminationMethod
- type SubscriptionRequestType
- type SymbolSfx
- type TargetStrategy
- type TaxAdvantageType
- type TerminationType
- type TestMessageIndicator
- type TickDirection
- type TickRuleType
- type TimeInForce
- type TimeUnit
- type TradSesEvent
- type TradSesMethod
- type TradSesMode
- type TradSesStatus
- type TradSesStatusRejReason
- type TradeAllocIndicator
- type TradeCondition
- type TradeHandlingInstr
- type TradePublishIndicator
- type TradeReportRejectReason
- type TradeReportTransType
- type TradeReportType
- type TradeRequestResult
- type TradeRequestStatus
- type TradeRequestType
- type TradeType
- type TradedFlatSwitch
- type TradingSessionID
- type TradingSessionSubID
- type TrdRegTimestampType
- type TrdRptStatus
- type TrdSubType
- type TrdType
- type TriggerAction
- type TriggerOrderType
- type TriggerPriceDirection
- type TriggerPriceType
- type TriggerPriceTypeScope
- type TriggerType
- type UnderlyingCashType
- type UnderlyingFXRateCalc
- type UnderlyingPriceDeterminationMethod
- type UnderlyingSettlementType
- type UnitOfMeasure
- type UnsolicitedIndicator
- type Urgency
- type UserRequestType
- type UserStatus
- type ValuationMethod
- type VenueType
- type WorkingIndicator
- type YieldType
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type AccountType ¶
type AccountType string
AccountType field enumeration values.
const ( AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS AccountType = "1" AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS AccountType = "2" AccountType_HOUSE_TRADER AccountType = "3" AccountType_FLOOR_TRADER AccountType = "4" AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED AccountType = "6" AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED AccountType = "7" AccountType_JOINT_BACK_OFFICE_ACCOUNT AccountType = "8" )
type AcctIDSource ¶
type AcctIDSource string
AcctIDSource field enumeration values.
const ( AcctIDSource_BIC AcctIDSource = "1" AcctIDSource_SID_CODE AcctIDSource = "2" AcctIDSource_TFM AcctIDSource = "3" AcctIDSource_OMGEO AcctIDSource = "4" AcctIDSource_DTCC_CODE AcctIDSource = "5" AcctIDSource_OTHER AcctIDSource = "99" )
type Adjustment ¶
type Adjustment string
Adjustment field enumeration values.
const ( Adjustment_CANCEL Adjustment = "1" Adjustment_ERROR Adjustment = "2" Adjustment_CORRECTION Adjustment = "3" )
type AdjustmentType ¶
type AdjustmentType string
AdjustmentType field enumeration values.
const ( AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION AdjustmentType = "0" AdjustmentType_DELTA_PLUS AdjustmentType = "1" AdjustmentType_DELTA_MINUS AdjustmentType = "2" AdjustmentType_FINAL AdjustmentType = "3" )
type AdvTransType ¶
type AdvTransType string
AdvTransType field enumeration values.
const ( AdvTransType_CANCEL AdvTransType = "C" AdvTransType_NEW AdvTransType = "N" AdvTransType_REPLACE AdvTransType = "R" )
type AffirmStatus ¶
type AffirmStatus string
AffirmStatus field enumeration values.
const ( AffirmStatus_RECEIVED AffirmStatus = "1" AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED AffirmStatus = "2" AffirmStatus_AFFIRMED AffirmStatus = "3" )
type AggregatedBook ¶
type AggregatedBook string
AggregatedBook field enumeration values.
const ( AggregatedBook_NO AggregatedBook = "N" AggregatedBook_YES AggregatedBook = "Y" )
type AggressorIndicator ¶
type AggressorIndicator string
AggressorIndicator field enumeration values.
const ( AggressorIndicator_NO AggressorIndicator = "N" AggressorIndicator_YES AggressorIndicator = "Y" )
type AllocAccountType ¶
type AllocAccountType string
AllocAccountType field enumeration values.
const ( AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS AllocAccountType = "1" AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS AllocAccountType = "2" AllocAccountType_HOUSE_TRADER AllocAccountType = "3" AllocAccountType_FLOOR_TRADER AllocAccountType = "4" AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED AllocAccountType = "6" AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED AllocAccountType = "7" AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT AllocAccountType = "8" )
type AllocCancReplaceReason ¶
type AllocCancReplaceReason string
AllocCancReplaceReason field enumeration values.
const ( AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT AllocCancReplaceReason = "1" AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS AllocCancReplaceReason = "2" AllocCancReplaceReason_OTHER AllocCancReplaceReason = "99" )
type AllocHandlInst ¶
type AllocHandlInst string
AllocHandlInst field enumeration values.
const ( AllocHandlInst_MATCH AllocHandlInst = "1" AllocHandlInst_FORWARD AllocHandlInst = "2" AllocHandlInst_FORWARD_AND_MATCH AllocHandlInst = "3" )
type AllocIntermedReqType ¶
type AllocIntermedReqType string
AllocIntermedReqType field enumeration values.
const ( AllocIntermedReqType_PENDING_ACCEPT AllocIntermedReqType = "1" AllocIntermedReqType_PENDING_RELEASE AllocIntermedReqType = "2" AllocIntermedReqType_PENDING_REVERSAL AllocIntermedReqType = "3" AllocIntermedReqType_ACCEPT AllocIntermedReqType = "4" AllocIntermedReqType_BLOCK_LEVEL_REJECT AllocIntermedReqType = "5" AllocIntermedReqType_ACCOUNT_LEVEL_REJECT AllocIntermedReqType = "6" )
type AllocLinkType ¶
type AllocLinkType string
AllocLinkType field enumeration values.
const ( AllocLinkType_FX_NETTING AllocLinkType = "0" AllocLinkType_FX_SWAP AllocLinkType = "1" )
type AllocMethod ¶
type AllocMethod string
AllocMethod field enumeration values.
const ( AllocMethod_AUTOMATIC AllocMethod = "1" AllocMethod_GUARANTOR AllocMethod = "2" AllocMethod_MANUAL AllocMethod = "3" )
type AllocNoOrdersType ¶
type AllocNoOrdersType string
AllocNoOrdersType field enumeration values.
const ( AllocNoOrdersType_NOT_SPECIFIED AllocNoOrdersType = "0" AllocNoOrdersType_EXPLICIT_LIST_PROVIDED AllocNoOrdersType = "1" )
type AllocPositionEffect ¶
type AllocPositionEffect string
AllocPositionEffect field enumeration values.
const ( AllocPositionEffect_CLOSE AllocPositionEffect = "C" AllocPositionEffect_FIFO AllocPositionEffect = "F" AllocPositionEffect_OPEN AllocPositionEffect = "O" AllocPositionEffect_ROLLED AllocPositionEffect = "R" )
type AllocRejCode ¶
type AllocRejCode string
AllocRejCode field enumeration values.
const ( AllocRejCode_UNKNOWN_ACCOUNT AllocRejCode = "0" AllocRejCode_INCORRECT_QUANTITY AllocRejCode = "1" AllocRejCode_UNKNOWN_OR_STALE_EXECID AllocRejCode = "10" AllocRejCode_MISMATCHED_DATA AllocRejCode = "11" AllocRejCode_UNKNOWN_CLORDID AllocRejCode = "12" AllocRejCode_WAREHOUSE_REQUEST_REJECTED AllocRejCode = "13" AllocRejCode_INCORRECT_AVERAGEG_PRICE AllocRejCode = "2" AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC AllocRejCode = "3" AllocRejCode_COMMISSION_DIFFERENCE AllocRejCode = "4" AllocRejCode_UNKNOWN_ORDERID AllocRejCode = "5" AllocRejCode_UNKNOWN_LISTID AllocRejCode = "6" AllocRejCode_OTHER_7 AllocRejCode = "7" AllocRejCode_INCORRECT_ALLOCATED_QUANTITY AllocRejCode = "8" AllocRejCode_CALCULATION_DIFFERENCE AllocRejCode = "9" AllocRejCode_OTHER_99 AllocRejCode = "99" )
type AllocReportType ¶
type AllocReportType string
AllocReportType field enumeration values.
const ( AllocReportType_REJECT AllocReportType = "10" AllocReportType_ACCEPT_PENDING AllocReportType = "11" AllocReportType_COMPLETE AllocReportType = "12" AllocReportType_REVERSE_PENDING AllocReportType = "14" AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY AllocReportType = "2" AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY AllocReportType = "3" AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY AllocReportType = "4" AllocReportType_WAREHOUSE_RECAP AllocReportType = "5" AllocReportType_REQUEST_TO_INTERMEDIARY AllocReportType = "8" AllocReportType_ACCEPT AllocReportType = "9" )
type AllocSettlInstType ¶
type AllocSettlInstType string
AllocSettlInstType field enumeration values.
const ( AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS AllocSettlInstType = "0" AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED AllocSettlInstType = "1" AllocSettlInstType_FULL_DETAILS_PROVIDED AllocSettlInstType = "2" AllocSettlInstType_SSI_DB_IDS_PROVIDED AllocSettlInstType = "3" AllocSettlInstType_PHONE_FOR_INSTRUCTIONS AllocSettlInstType = "4" )
type AllocStatus ¶
type AllocStatus string
AllocStatus field enumeration values.
const ( AllocStatus_ACCEPTED AllocStatus = "0" AllocStatus_BLOCK_LEVEL_REJECT AllocStatus = "1" AllocStatus_ACCOUNT_LEVEL_REJECT AllocStatus = "2" AllocStatus_RECEIVED AllocStatus = "3" AllocStatus_INCOMPLETE AllocStatus = "4" AllocStatus_REJECTED_BY_INTERMEDIARY AllocStatus = "5" AllocStatus_ALLOCATION_PENDING AllocStatus = "6" AllocStatus_REVERSED AllocStatus = "7" )
type AllocTransType ¶
type AllocTransType string
AllocTransType field enumeration values.
const ( AllocTransType_NEW AllocTransType = "0" AllocTransType_REPLACE AllocTransType = "1" AllocTransType_CANCEL AllocTransType = "2" AllocTransType_PRELIMINARY AllocTransType = "3" AllocTransType_CALCULATED AllocTransType = "4" AllocTransType_CALCULATED_WITHOUT_PRELIMINARY AllocTransType = "5" AllocTransType_REVERSAL AllocTransType = "6" )
type AllocType ¶
type AllocType string
AllocType field enumeration values.
const ( AllocType_CALCULATED AllocType = "1" AllocType_REJECT AllocType = "10" AllocType_ACCEPT_PENDING AllocType = "11" AllocType_INCOMPLETE_GROUP AllocType = "12" AllocType_COMPLETE_GROUP AllocType = "13" AllocType_REVERSAL_PENDING AllocType = "14" AllocType_PRELIMINARY AllocType = "2" AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY AllocType = "3" AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY AllocType = "4" AllocType_READY_TO_BOOK AllocType = "5" AllocType_BUYSIDE_READY_TO_BOOK AllocType = "6" AllocType_WAREHOUSE_INSTRUCTION AllocType = "7" AllocType_REQUEST_TO_INTERMEDIARY AllocType = "8" AllocType_ACCEPT AllocType = "9" )
type ApplQueueAction ¶
type ApplQueueAction string
ApplQueueAction field enumeration values.
const ( ApplQueueAction_NO_ACTION_TAKEN ApplQueueAction = "0" ApplQueueAction_QUEUE_FLUSHED ApplQueueAction = "1" ApplQueueAction_OVERLAY_LAST ApplQueueAction = "2" ApplQueueAction_END_SESSION ApplQueueAction = "3" )
type ApplQueueResolution ¶
type ApplQueueResolution string
ApplQueueResolution field enumeration values.
const ( ApplQueueResolution_NO_ACTION_TAKEN ApplQueueResolution = "0" ApplQueueResolution_QUEUE_FLUSHED ApplQueueResolution = "1" ApplQueueResolution_OVERLAY_LAST ApplQueueResolution = "2" ApplQueueResolution_END_SESSION ApplQueueResolution = "3" )
type ApplReportType ¶
type ApplReportType string
ApplReportType field enumeration values.
const ( ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM ApplReportType = "0" ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM ApplReportType = "1" ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID ApplReportType = "2" ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED ApplReportType = "3" )
type ApplReqType ¶
type ApplReqType string
ApplReqType field enumeration values.
const ( ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS ApplReqType = "0" ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "1" ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS ApplReqType = "2" ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS ApplReqType = "3" ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "4" ApplReqType_CANCEL_RETRANSMISSION ApplReqType = "5" ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS ApplReqType = "6" )
type ApplResponseError ¶
type ApplResponseError string
ApplResponseError field enumeration values.
const ( ApplResponseError_APPLICATION_DOES_NOT_EXIST ApplResponseError = "0" ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE ApplResponseError = "1" ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION ApplResponseError = "2" )
type ApplResponseType ¶
type ApplResponseType string
ApplResponseType field enumeration values.
const ( ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED ApplResponseType = "0" ApplResponseType_APPLICATION_DOES_NOT_EXIST ApplResponseType = "1" ApplResponseType_MESSAGES_NOT_AVAILABLE ApplResponseType = "2" )
type ApplVerID ¶
type ApplVerID string
ApplVerID field enumeration values.
const ( ApplVerID_FIX27 ApplVerID = "0" ApplVerID_FIX30 ApplVerID = "1" ApplVerID_FIX40 ApplVerID = "2" ApplVerID_FIX41 ApplVerID = "3" ApplVerID_FIX42 ApplVerID = "4" ApplVerID_FIX43 ApplVerID = "5" ApplVerID_FIX44 ApplVerID = "6" ApplVerID_FIX50 ApplVerID = "7" ApplVerID_FIX50SP1 ApplVerID = "8" ApplVerID_FIX50SP2 ApplVerID = "9" )
type AsOfIndicator ¶
type AsOfIndicator string
AsOfIndicator field enumeration values.
const ( AsOfIndicator_FALSE AsOfIndicator = "0" AsOfIndicator_TRUE AsOfIndicator = "1" )
type AssignmentMethod ¶
type AssignmentMethod string
AssignmentMethod field enumeration values.
const ( AssignmentMethod_PRO_RATA AssignmentMethod = "P" AssignmentMethod_RANDOM AssignmentMethod = "R" )
type AvgPxIndicator ¶
type AvgPxIndicator string
AvgPxIndicator field enumeration values.
const ( AvgPxIndicator_NO_AVERAGE_PRICING AvgPxIndicator = "0" AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID AvgPxIndicator = "1" AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID AvgPxIndicator = "2" )
type BasisPxType ¶
type BasisPxType string
BasisPxType field enumeration values.
const ( BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION BasisPxType = "2" BasisPxType_CLOSING_PRICE BasisPxType = "3" BasisPxType_CURRENT_PRICE BasisPxType = "4" BasisPxType_SQ BasisPxType = "5" BasisPxType_VWAP_THROUGH_A_DAY BasisPxType = "6" BasisPxType_VWAP_THROUGH_A_MORNING_SESSION BasisPxType = "7" BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION BasisPxType = "8" BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI BasisPxType = "9" BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI BasisPxType = "A" BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI BasisPxType = "B" BasisPxType_STRIKE BasisPxType = "C" BasisPxType_OPEN BasisPxType = "D" BasisPxType_OTHERS BasisPxType = "Z" )
type BenchmarkCurveName ¶
type BenchmarkCurveName string
BenchmarkCurveName field enumeration values.
const ( BenchmarkCurveName_EONIA BenchmarkCurveName = "EONIA" BenchmarkCurveName_EUREPO BenchmarkCurveName = "EUREPO" BenchmarkCurveName_EURIBOR BenchmarkCurveName = "Euribor" BenchmarkCurveName_FUTURESWAP BenchmarkCurveName = "FutureSWAP" BenchmarkCurveName_LIBID BenchmarkCurveName = "LIBID" BenchmarkCurveName_LIBOR BenchmarkCurveName = "LIBOR" BenchmarkCurveName_MUNIAAA BenchmarkCurveName = "MuniAAA" BenchmarkCurveName_OTHER BenchmarkCurveName = "OTHER" BenchmarkCurveName_PFANDBRIEFE BenchmarkCurveName = "Pfandbriefe" BenchmarkCurveName_SONIA BenchmarkCurveName = "SONIA" BenchmarkCurveName_SWAP BenchmarkCurveName = "SWAP" BenchmarkCurveName_TREASURY BenchmarkCurveName = "Treasury" )
type BidDescriptorType ¶
type BidDescriptorType string
BidDescriptorType field enumeration values.
const ( BidDescriptorType_SECTOR BidDescriptorType = "1" BidDescriptorType_COUNTRY BidDescriptorType = "2" BidDescriptorType_INDEX BidDescriptorType = "3" )
type BidRequestTransType ¶
type BidRequestTransType string
BidRequestTransType field enumeration values.
const ( BidRequestTransType_CANCEL BidRequestTransType = "C" BidRequestTransType_NO BidRequestTransType = "N" )
type BidTradeType ¶
type BidTradeType string
BidTradeType field enumeration values.
const ( BidTradeType_AGENCY BidTradeType = "A" BidTradeType_VWAP_GUARANTEE BidTradeType = "G" BidTradeType_GUARANTEED_CLOSE BidTradeType = "J" BidTradeType_RISK_TRADE BidTradeType = "R" )
type BookingType ¶
type BookingType string
BookingType field enumeration values.
const ( BookingType_REGULAR_BOOKING BookingType = "0" BookingType_CFD BookingType = "1" BookingType_TOTAL_RETURN_SWAP BookingType = "2" )
type BookingUnit ¶
type BookingUnit string
BookingUnit field enumeration values.
const ( BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT BookingUnit = "0" BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER BookingUnit = "1" BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE BookingUnit = "2" )
type BusinessRejectReason ¶
type BusinessRejectReason string
BusinessRejectReason field enumeration values.
const ( BusinessRejectReason_OTHER BusinessRejectReason = "0" BusinessRejectReason_UNKNOWN_ID BusinessRejectReason = "1" BusinessRejectReason_INVALID_PRICE_INCREMENT BusinessRejectReason = "18" BusinessRejectReason_UNKNOWN_SECURITY BusinessRejectReason = "2" BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE BusinessRejectReason = "3" BusinessRejectReason_APPLICATION_NOT_AVAILABLE BusinessRejectReason = "4" BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING BusinessRejectReason = "5" BusinessRejectReason_NOT_AUTHORIZED BusinessRejectReason = "6" BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME BusinessRejectReason = "7" )
type CancellationRights ¶
type CancellationRights string
CancellationRights field enumeration values.
const ( CancellationRights_NO_M CancellationRights = "M" CancellationRights_NO_N CancellationRights = "N" CancellationRights_NO_O CancellationRights = "O" CancellationRights_YES CancellationRights = "Y" )
type CashMargin ¶
type CashMargin string
CashMargin field enumeration values.
const ( CashMargin_CASH CashMargin = "1" CashMargin_MARGIN_OPEN CashMargin = "2" CashMargin_MARGIN_CLOSE CashMargin = "3" )
type ClearingFeeIndicator ¶
type ClearingFeeIndicator string
ClearingFeeIndicator field enumeration values.
const ( ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "1" ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "2" ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "3" ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "4" ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "5" ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ClearingFeeIndicator = "9" ClearingFeeIndicator_CBOE_MEMBER ClearingFeeIndicator = "B" ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER ClearingFeeIndicator = "C" ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER ClearingFeeIndicator = "E" ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS ClearingFeeIndicator = "F" ClearingFeeIndicator_106H_AND_106J_FIRMS ClearingFeeIndicator = "H" ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS ClearingFeeIndicator = "I" ClearingFeeIndicator_LESSEE_106F_EMPLOYEES ClearingFeeIndicator = "L" ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES ClearingFeeIndicator = "M" )
type ClearingInstruction ¶
type ClearingInstruction string
ClearingInstruction field enumeration values.
const ( ClearingInstruction_PROCESS_NORMALLY ClearingInstruction = "0" ClearingInstruction_EXCLUDE_FROM_ALL_NETTING ClearingInstruction = "1" ClearingInstruction_AUTOMATIC_GIVE_UP_MODE ClearingInstruction = "10" ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR ClearingInstruction = "11" ClearingInstruction_CUSTOMER_TRADE ClearingInstruction = "12" ClearingInstruction_SELF_CLEARING ClearingInstruction = "13" ClearingInstruction_BILATERAL_NETTING_ONLY ClearingInstruction = "2" ClearingInstruction_EX_CLEARING ClearingInstruction = "3" ClearingInstruction_SPECIAL_TRADE ClearingInstruction = "4" ClearingInstruction_MULTILATERAL_NETTING ClearingInstruction = "5" ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY ClearingInstruction = "6" ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY ClearingInstruction = "7" ClearingInstruction_MANUAL_MODE ClearingInstruction = "8" ClearingInstruction_AUTOMATIC_POSTING_MODE ClearingInstruction = "9" )
type CollAction ¶
type CollAction string
CollAction field enumeration values.
const ( CollAction_RETAIN CollAction = "0" CollAction_ADD CollAction = "1" CollAction_REMOVE CollAction = "2" )
type CollApplType ¶
type CollApplType string
CollApplType field enumeration values.
const ( CollApplType_SPECIFIC_DEPOSIT CollApplType = "0" CollApplType_GENERAL CollApplType = "1" )
type CollAsgnReason ¶
type CollAsgnReason string
CollAsgnReason field enumeration values.
const ( CollAsgnReason_INITIAL CollAsgnReason = "0" CollAsgnReason_SCHEDULED CollAsgnReason = "1" CollAsgnReason_TIME_WARNING CollAsgnReason = "2" CollAsgnReason_MARGIN_DEFICIENCY CollAsgnReason = "3" CollAsgnReason_MARGIN_EXCESS CollAsgnReason = "4" CollAsgnReason_FORWARD_COLLATERAL_DEMAND CollAsgnReason = "5" CollAsgnReason_EVENT_OF_DEFAULT CollAsgnReason = "6" CollAsgnReason_ADVERSE_TAX_EVENT CollAsgnReason = "7" )
type CollAsgnRejectReason ¶
type CollAsgnRejectReason string
CollAsgnRejectReason field enumeration values.
const ( CollAsgnRejectReason_UNKNOWN_DEAL CollAsgnRejectReason = "0" CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT CollAsgnRejectReason = "1" CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION CollAsgnRejectReason = "2" CollAsgnRejectReason_INSUFFICIENT_COLLATERAL CollAsgnRejectReason = "3" CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL CollAsgnRejectReason = "4" CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION CollAsgnRejectReason = "5" CollAsgnRejectReason_OTHER CollAsgnRejectReason = "99" )
type CollAsgnRespType ¶
type CollAsgnRespType string
CollAsgnRespType field enumeration values.
const ( CollAsgnRespType_RECEIVED CollAsgnRespType = "0" CollAsgnRespType_ACCEPTED CollAsgnRespType = "1" CollAsgnRespType_DECLINED CollAsgnRespType = "2" CollAsgnRespType_REJECTED CollAsgnRespType = "3" )
type CollAsgnTransType ¶
type CollAsgnTransType string
CollAsgnTransType field enumeration values.
const ( CollAsgnTransType_NEW CollAsgnTransType = "0" CollAsgnTransType_REPLACE CollAsgnTransType = "1" CollAsgnTransType_CANCEL CollAsgnTransType = "2" CollAsgnTransType_RELEASE CollAsgnTransType = "3" CollAsgnTransType_REVERSE CollAsgnTransType = "4" )
type CollInquiryQualifier ¶
type CollInquiryQualifier string
CollInquiryQualifier field enumeration values.
const ( CollInquiryQualifier_TRADE_DATE CollInquiryQualifier = "0" CollInquiryQualifier_GC_INSTRUMENT CollInquiryQualifier = "1" CollInquiryQualifier_COLLATERAL_INSTRUMENT CollInquiryQualifier = "2" CollInquiryQualifier_SUBSTITUTION_ELIGIBLE CollInquiryQualifier = "3" CollInquiryQualifier_NOT_ASSIGNED CollInquiryQualifier = "4" CollInquiryQualifier_PARTIALLY_ASSIGNED CollInquiryQualifier = "5" CollInquiryQualifier_FULLY_ASSIGNED CollInquiryQualifier = "6" CollInquiryQualifier_OUTSTANDING_TRADES CollInquiryQualifier = "7" )
type CollInquiryResult ¶
type CollInquiryResult string
CollInquiryResult field enumeration values.
const ( CollInquiryResult_SUCCESSFUL CollInquiryResult = "0" CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT CollInquiryResult = "1" CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE CollInquiryResult = "2" CollInquiryResult_INVALID_PARTIES CollInquiryResult = "3" CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED CollInquiryResult = "4" CollInquiryResult_INVALID_DESTINATION_REQUESTED CollInquiryResult = "5" CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED CollInquiryResult = "6" CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED CollInquiryResult = "7" CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED CollInquiryResult = "8" CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY CollInquiryResult = "9" CollInquiryResult_OTHER CollInquiryResult = "99" )
type CollInquiryStatus ¶
type CollInquiryStatus string
CollInquiryStatus field enumeration values.
const ( CollInquiryStatus_ACCEPTED CollInquiryStatus = "0" CollInquiryStatus_ACCEPTED_WITH_WARNINGS CollInquiryStatus = "1" CollInquiryStatus_COMPLETED CollInquiryStatus = "2" CollInquiryStatus_COMPLETED_WITH_WARNINGS CollInquiryStatus = "3" CollInquiryStatus_REJECTED CollInquiryStatus = "4" )
type CollStatus ¶
type CollStatus string
CollStatus field enumeration values.
const ( CollStatus_UNASSIGNED CollStatus = "0" CollStatus_PARTIALLY_ASSIGNED CollStatus = "1" CollStatus_ASSIGNMENT_PROPOSED CollStatus = "2" CollStatus_ASSIGNED CollStatus = "3" CollStatus_CHALLENGED CollStatus = "4" )
type ComplexEventCondition ¶
type ComplexEventCondition string
ComplexEventCondition field enumeration values.
const ( ComplexEventCondition_AND ComplexEventCondition = "1" ComplexEventCondition_OR ComplexEventCondition = "2" )
type ComplexEventPriceBoundaryMethod ¶
type ComplexEventPriceBoundaryMethod string
ComplexEventPriceBoundaryMethod field enumeration values.
const ( ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "1" ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "2" ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "3" ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "4" ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE ComplexEventPriceBoundaryMethod = "5" )
type ComplexEventPriceTimeType ¶
type ComplexEventPriceTimeType string
ComplexEventPriceTimeType field enumeration values.
const ( ComplexEventPriceTimeType_EXPIRATION ComplexEventPriceTimeType = "1" ComplexEventPriceTimeType_IMMEDIATE ComplexEventPriceTimeType = "2" ComplexEventPriceTimeType_SPECIFIED_DATE_TIME ComplexEventPriceTimeType = "3" )
type ComplexEventType ¶
type ComplexEventType string
ComplexEventType field enumeration values.
const ( ComplexEventType_CAPPED ComplexEventType = "1" ComplexEventType_TRIGGER ComplexEventType = "2" ComplexEventType_KNOCK_IN_UP ComplexEventType = "3" ComplexEventType_KOCK_IN_DOWN ComplexEventType = "4" ComplexEventType_KNOCK_OUT_UP ComplexEventType = "5" ComplexEventType_KNOCK_OUT_DOWN ComplexEventType = "6" ComplexEventType_UNDERLYING ComplexEventType = "7" ComplexEventType_RESET_BARRIER ComplexEventType = "8" ComplexEventType_ROLLING_BARRIER ComplexEventType = "9" )
type ConfirmRejReason ¶
type ConfirmRejReason string
ConfirmRejReason field enumeration values.
const ( ConfirmRejReason_MISMATCHED_ACCOUNT ConfirmRejReason = "1" ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS ConfirmRejReason = "2" ConfirmRejReason_OTHER ConfirmRejReason = "99" )
type ConfirmStatus ¶
type ConfirmStatus string
ConfirmStatus field enumeration values.
const ( ConfirmStatus_RECEIVED ConfirmStatus = "1" ConfirmStatus_MISMATCHED_ACCOUNT ConfirmStatus = "2" ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS ConfirmStatus = "3" ConfirmStatus_CONFIRMED ConfirmStatus = "4" ConfirmStatus_REQUEST_REJECTED ConfirmStatus = "5" )
type ConfirmTransType ¶
type ConfirmTransType string
ConfirmTransType field enumeration values.
const ( ConfirmTransType_NEW ConfirmTransType = "0" ConfirmTransType_REPLACE ConfirmTransType = "1" ConfirmTransType_CANCEL ConfirmTransType = "2" )
type ConfirmType ¶
type ConfirmType string
ConfirmType field enumeration values.
const ( ConfirmType_STATUS ConfirmType = "1" ConfirmType_CONFIRMATION ConfirmType = "2" ConfirmType_CONFIRMATION_REQUEST_REJECTED ConfirmType = "3" )
type ContAmtType ¶
type ContAmtType string
ContAmtType field enumeration values.
const ( ContAmtType_COMMISSION_AMOUNT ContAmtType = "1" ContAmtType_EXIT_CHARGE_PERCENT ContAmtType = "10" ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT ContAmtType = "11" ContAmtType_PROJECTED_FUND_VALUE ContAmtType = "12" ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 ContAmtType = "13" ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 ContAmtType = "14" ContAmtType_NET_SETTLEMENT_AMOUNT ContAmtType = "15" ContAmtType_COMMISSION_PERCENT ContAmtType = "2" ContAmtType_INITIAL_CHARGE_AMOUNT ContAmtType = "3" ContAmtType_INITIAL_CHARGE_PERCENT ContAmtType = "4" ContAmtType_DISCOUNT_AMOUNT ContAmtType = "5" ContAmtType_DISCOUNT_PERCENT ContAmtType = "6" ContAmtType_DILUTION_LEVY_AMOUNT ContAmtType = "7" ContAmtType_DILUTION_LEVY_PERCENT ContAmtType = "8" ContAmtType_EXIT_CHARGE_AMOUNT ContAmtType = "9" )
type ContingencyType ¶
type ContingencyType string
ContingencyType field enumeration values.
const ( ContingencyType_ONE_CANCELS_THE_OTHER ContingencyType = "1" ContingencyType_ONE_TRIGGERS_THE_OTHER ContingencyType = "2" ContingencyType_ONE_UPDATES_THE_OTHER_3 ContingencyType = "3" ContingencyType_ONE_UPDATES_THE_OTHER_4 ContingencyType = "4" )
type ContractMultiplierUnit ¶
type ContractMultiplierUnit string
ContractMultiplierUnit field enumeration values.
const ( ContractMultiplierUnit_SHARES ContractMultiplierUnit = "0" ContractMultiplierUnit_HOURS ContractMultiplierUnit = "1" ContractMultiplierUnit_DAYS ContractMultiplierUnit = "2" )
type CorporateAction ¶
type CorporateAction string
CorporateAction field enumeration values.
const ( CorporateAction_EX_DIVIDEND CorporateAction = "A" CorporateAction_EX_DISTRIBUTION CorporateAction = "B" CorporateAction_EX_RIGHTS CorporateAction = "C" CorporateAction_NEW CorporateAction = "D" CorporateAction_EX_INTEREST CorporateAction = "E" CorporateAction_CASH_DIVIDEND CorporateAction = "F" CorporateAction_STOCK_DIVIDEND CorporateAction = "G" CorporateAction_NON_INTEGER_STOCK_SPLIT CorporateAction = "H" CorporateAction_REVERSE_STOCK_SPLIT CorporateAction = "I" CorporateAction_STANDARD_INTEGER_STOCK_SPLIT CorporateAction = "J" CorporateAction_POSITION_CONSOLIDATION CorporateAction = "K" CorporateAction_LIQUIDATION_REORGANIZATION CorporateAction = "L" CorporateAction_MERGER_REORGANIZATION CorporateAction = "M" CorporateAction_RIGHTS_OFFERING CorporateAction = "N" CorporateAction_SHAREHOLDER_MEETING CorporateAction = "O" CorporateAction_SPINOFF CorporateAction = "P" CorporateAction_TENDER_OFFER CorporateAction = "Q" CorporateAction_WARRANT CorporateAction = "R" CorporateAction_SPECIAL_ACTION CorporateAction = "S" CorporateAction_SYMBOL_CONVERSION CorporateAction = "T" CorporateAction_CUSIP CorporateAction = "U" CorporateAction_LEAP_ROLLOVER CorporateAction = "V" CorporateAction_SUCCESSION_EVENT CorporateAction = "W" )
type CoveredOrUncovered ¶
type CoveredOrUncovered string
CoveredOrUncovered field enumeration values.
const ( CoveredOrUncovered_COVERED CoveredOrUncovered = "0" CoveredOrUncovered_UNCOVERED CoveredOrUncovered = "1" )
type CrossPrioritization ¶
type CrossPrioritization string
CrossPrioritization field enumeration values.
const ( CrossPrioritization_NONE CrossPrioritization = "0" CrossPrioritization_BUY_SIDE_IS_PRIORITIZED CrossPrioritization = "1" CrossPrioritization_SELL_SIDE_IS_PRIORITIZED CrossPrioritization = "2" )
type CustOrderCapacity ¶
type CustOrderCapacity string
CustOrderCapacity field enumeration values.
const ( CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT CustOrderCapacity = "1" CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT CustOrderCapacity = "2" CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER CustOrderCapacity = "3" CustOrderCapacity_ALL_OTHER CustOrderCapacity = "4" )
type CustOrderHandlingInst ¶
type CustOrderHandlingInst string
CustOrderHandlingInst field enumeration values.
const ( CustOrderHandlingInst_ADD_ON_ORDER CustOrderHandlingInst = "ADD" CustOrderHandlingInst_ALL_OR_NONE CustOrderHandlingInst = "AON" CustOrderHandlingInst_CASH_NOT_HELD CustOrderHandlingInst = "CNH" CustOrderHandlingInst_DIRECTED_ORDER CustOrderHandlingInst = "DIR" CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION CustOrderHandlingInst = "E.W" CustOrderHandlingInst_FILL_OR_KILL CustOrderHandlingInst = "FOK" CustOrderHandlingInst_IMBALANCE_ONLY CustOrderHandlingInst = "IO" CustOrderHandlingInst_IMMEDIATE_OR_CANCEL CustOrderHandlingInst = "IOC" CustOrderHandlingInst_LIMIT_ON_CLOSE CustOrderHandlingInst = "LOC" CustOrderHandlingInst_LIMIT_ON_OPEN CustOrderHandlingInst = "LOO" CustOrderHandlingInst_MARKET_AT_CLOSE CustOrderHandlingInst = "MAC" CustOrderHandlingInst_MARKET_AT_OPEN CustOrderHandlingInst = "MAO" CustOrderHandlingInst_MARKET_ON_CLOSE CustOrderHandlingInst = "MOC" CustOrderHandlingInst_MARKET_ON_OPEN CustOrderHandlingInst = "MOO" CustOrderHandlingInst_MINIMUM_QUANTITY CustOrderHandlingInst = "MQT" CustOrderHandlingInst_NOT_HELD CustOrderHandlingInst = "NH" CustOrderHandlingInst_OVER_THE_DAY CustOrderHandlingInst = "OVD" CustOrderHandlingInst_PEGGED CustOrderHandlingInst = "PEG" CustOrderHandlingInst_RESERVE_SIZE_ORDER CustOrderHandlingInst = "RSV" CustOrderHandlingInst_STOP_STOCK_TRANSACTION CustOrderHandlingInst = "S.W" CustOrderHandlingInst_SCALE CustOrderHandlingInst = "SCL" CustOrderHandlingInst_TIME_ORDER CustOrderHandlingInst = "TMO" CustOrderHandlingInst_TRAILING_STOP CustOrderHandlingInst = "TS" CustOrderHandlingInst_WORK CustOrderHandlingInst = "WRK" )
type CustomerOrFirm ¶
type CustomerOrFirm string
CustomerOrFirm field enumeration values.
const ( CustomerOrFirm_CUSTOMER CustomerOrFirm = "0" CustomerOrFirm_FIRM CustomerOrFirm = "1" )
type CxlRejReason ¶
type CxlRejReason string
CxlRejReason field enumeration values.
const ( CxlRejReason_TOO_LATE_TO_CANCEL CxlRejReason = "0" CxlRejReason_UNKNOWN_ORDER CxlRejReason = "1" CxlRejReason_INVALID_PRICE_INCREMENT CxlRejReason = "18" CxlRejReason_BROKER CxlRejReason = "2" CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS CxlRejReason = "3" CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST CxlRejReason = "4" CxlRejReason_ORIGORDMODTIME CxlRejReason = "5" CxlRejReason_DUPLICATE_CLORDID CxlRejReason = "6" CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE CxlRejReason = "7" CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND CxlRejReason = "8" CxlRejReason_OTHER CxlRejReason = "99" )
type CxlRejResponseTo ¶
type CxlRejResponseTo string
CxlRejResponseTo field enumeration values.
const ( CxlRejResponseTo_ORDER_CANCEL_REQUEST CxlRejResponseTo = "1" CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST CxlRejResponseTo = "2" )
type DayBookingInst ¶
type DayBookingInst string
DayBookingInst field enumeration values.
const ( DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR DayBookingInst = "0" DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING DayBookingInst = "1" DayBookingInst_ACCUMULATE DayBookingInst = "2" )
type DealingCapacity ¶
type DealingCapacity string
DealingCapacity field enumeration values.
const ( DealingCapacity_AGENT DealingCapacity = "A" DealingCapacity_PRINCIPAL DealingCapacity = "P" DealingCapacity_RISKLESS_PRINCIPAL DealingCapacity = "R" )
type DeleteReason ¶
type DeleteReason string
DeleteReason field enumeration values.
const ( DeleteReason_CANCELLATION DeleteReason = "0" DeleteReason_ERROR DeleteReason = "1" )
type DeliveryForm ¶
type DeliveryForm string
DeliveryForm field enumeration values.
const ( DeliveryForm_BOOK_ENTRY DeliveryForm = "1" DeliveryForm_BEARER DeliveryForm = "2" )
type DeliveryType ¶
type DeliveryType string
DeliveryType field enumeration values.
const ( DeliveryType_VERSUS_PAYMENT_DELIVER DeliveryType = "0" DeliveryType_FREE_DELIVER DeliveryType = "1" DeliveryType_TRI_PARTY DeliveryType = "2" DeliveryType_HOLD_IN_CUSTODY DeliveryType = "3" )
type DerivativeSecurityListRequestType ¶
type DerivativeSecurityListRequestType string
DerivativeSecurityListRequestType field enumeration values.
const ( DerivativeSecurityListRequestType_SYMBOL DerivativeSecurityListRequestType = "0" DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE DerivativeSecurityListRequestType = "1" DerivativeSecurityListRequestType_PRODUCT DerivativeSecurityListRequestType = "2" DerivativeSecurityListRequestType_TRADINGSESSIONID DerivativeSecurityListRequestType = "3" DerivativeSecurityListRequestType_ALL_SECURITIES DerivativeSecurityListRequestType = "4" DerivativeSecurityListRequestType_UNDELYINGSYMBOL DerivativeSecurityListRequestType = "5" DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE DerivativeSecurityListRequestType = "6" DerivativeSecurityListRequestType_UNDERLYING_PRODUCT DerivativeSecurityListRequestType = "7" DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID DerivativeSecurityListRequestType = "8" )
type DeskOrderHandlingInst ¶
type DeskOrderHandlingInst string
DeskOrderHandlingInst field enumeration values.
const ( DeskOrderHandlingInst_ADD_ON_ORDER DeskOrderHandlingInst = "ADD" DeskOrderHandlingInst_ALL_OR_NONE DeskOrderHandlingInst = "AON" DeskOrderHandlingInst_CASH_NOT_HELD DeskOrderHandlingInst = "CNH" DeskOrderHandlingInst_DIRECTED_ORDER DeskOrderHandlingInst = "DIR" DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION DeskOrderHandlingInst = "E.W" DeskOrderHandlingInst_FILL_OR_KILL DeskOrderHandlingInst = "FOK" DeskOrderHandlingInst_IMBALANCE_ONLY DeskOrderHandlingInst = "IO" DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL DeskOrderHandlingInst = "IOC" DeskOrderHandlingInst_LIMIT_ON_CLOSE DeskOrderHandlingInst = "LOC" DeskOrderHandlingInst_LIMIT_ON_OPEN DeskOrderHandlingInst = "LOO" DeskOrderHandlingInst_MARKET_AT_CLOSE DeskOrderHandlingInst = "MAC" DeskOrderHandlingInst_MARKET_AT_OPEN DeskOrderHandlingInst = "MAO" DeskOrderHandlingInst_MARKET_ON_CLOSE DeskOrderHandlingInst = "MOC" DeskOrderHandlingInst_MARKET_ON_OPEN DeskOrderHandlingInst = "MOO" DeskOrderHandlingInst_MINIMUM_QUANTITY DeskOrderHandlingInst = "MQT" DeskOrderHandlingInst_NOT_HELD DeskOrderHandlingInst = "NH" DeskOrderHandlingInst_OVER_THE_DAY DeskOrderHandlingInst = "OVD" DeskOrderHandlingInst_PEGGED DeskOrderHandlingInst = "PEG" DeskOrderHandlingInst_RESERVE_SIZE_ORDER DeskOrderHandlingInst = "RSV" DeskOrderHandlingInst_STOP_STOCK_TRANSACTION DeskOrderHandlingInst = "S.W" DeskOrderHandlingInst_SCALE DeskOrderHandlingInst = "SCL" DeskOrderHandlingInst_TIME_ORDER DeskOrderHandlingInst = "TMO" DeskOrderHandlingInst_TRAILING_STOP DeskOrderHandlingInst = "TS" DeskOrderHandlingInst_WORK DeskOrderHandlingInst = "WRK" )
type DeskType ¶
type DeskType string
DeskType field enumeration values.
const ( DeskType_AGENCY DeskType = "A" DeskType_ARBITRAGE DeskType = "AR" DeskType_DERIVATIVES DeskType = "D" DeskType_INTERNATIONAL DeskType = "IN" DeskType_INSTITUTIONAL DeskType = "IS" DeskType_OTHER DeskType = "O" DeskType_PREFERRED_TRADING DeskType = "PF" DeskType_PROPRIETARY DeskType = "PR" DeskType_PROGRAM_TRADING DeskType = "PT" DeskType_SALES DeskType = "S" DeskType_TRADING DeskType = "T" )
type DeskTypeSource ¶
type DeskTypeSource string
DeskTypeSource field enumeration values.
const (
DeskTypeSource_NASD_OATS DeskTypeSource = "1"
)
type DiscretionInst ¶
type DiscretionInst string
DiscretionInst field enumeration values.
const ( DiscretionInst_RELATED_TO_DISPLAYED_PRICE DiscretionInst = "0" DiscretionInst_RELATED_TO_MARKET_PRICE DiscretionInst = "1" DiscretionInst_RELATED_TO_PRIMARY_PRICE DiscretionInst = "2" DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE DiscretionInst = "3" DiscretionInst_RELATED_TO_MIDPOINT_PRICE DiscretionInst = "4" DiscretionInst_RELATED_TO_LAST_TRADE_PRICE DiscretionInst = "5" DiscretionInst_RELATED_TO_VWAP DiscretionInst = "6" DiscretionInst_AVERAGE_PRICE_GUARANTEE DiscretionInst = "7" )
type DiscretionLimitType ¶
type DiscretionLimitType string
DiscretionLimitType field enumeration values.
const ( DiscretionLimitType_OR_BETTER DiscretionLimitType = "0" DiscretionLimitType_STRICT DiscretionLimitType = "1" DiscretionLimitType_OR_WORSE DiscretionLimitType = "2" )
type DiscretionMoveType ¶
type DiscretionMoveType string
DiscretionMoveType field enumeration values.
const ( DiscretionMoveType_FLOATING DiscretionMoveType = "0" DiscretionMoveType_FIXED DiscretionMoveType = "1" )
type DiscretionOffsetType ¶
type DiscretionOffsetType string
DiscretionOffsetType field enumeration values.
const ( DiscretionOffsetType_PRICE DiscretionOffsetType = "0" DiscretionOffsetType_BASIS_POINTS DiscretionOffsetType = "1" DiscretionOffsetType_TICKS DiscretionOffsetType = "2" DiscretionOffsetType_PRICE_TIER DiscretionOffsetType = "3" )
type DiscretionRoundDirection ¶
type DiscretionRoundDirection string
DiscretionRoundDirection field enumeration values.
const ( DiscretionRoundDirection_MORE_AGGRESSIVE DiscretionRoundDirection = "1" DiscretionRoundDirection_MORE_PASSIVE DiscretionRoundDirection = "2" )
type DiscretionScope ¶
type DiscretionScope string
DiscretionScope field enumeration values.
const ( DiscretionScope_LOCAL DiscretionScope = "1" DiscretionScope_NATIONAL DiscretionScope = "2" DiscretionScope_GLOBAL DiscretionScope = "3" DiscretionScope_NATIONAL_EXCLUDING_LOCAL DiscretionScope = "4" )
type DisplayMethod ¶
type DisplayMethod string
DisplayMethod field enumeration values.
const ( DisplayMethod_INITIAL DisplayMethod = "1" DisplayMethod_NEW DisplayMethod = "2" DisplayMethod_RANDOM DisplayMethod = "3" DisplayMethod_UNDISCLOSED DisplayMethod = "4" )
type DisplayWhen ¶
type DisplayWhen string
DisplayWhen field enumeration values.
const ( DisplayWhen_IMMEDIATE DisplayWhen = "1" DisplayWhen_EXHAUST DisplayWhen = "2" )
type DistribPaymentMethod ¶
type DistribPaymentMethod string
DistribPaymentMethod field enumeration values.
const ( DistribPaymentMethod_CREST DistribPaymentMethod = "1" DistribPaymentMethod_BPAY DistribPaymentMethod = "10" DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS DistribPaymentMethod = "11" DistribPaymentMethod_REINVEST_IN_FUND DistribPaymentMethod = "12" DistribPaymentMethod_NSCC DistribPaymentMethod = "2" DistribPaymentMethod_EUROCLEAR DistribPaymentMethod = "3" DistribPaymentMethod_CLEARSTREAM DistribPaymentMethod = "4" DistribPaymentMethod_CHEQUE DistribPaymentMethod = "5" DistribPaymentMethod_TELEGRAPHIC_TRANSFER DistribPaymentMethod = "6" DistribPaymentMethod_FED_WIRE DistribPaymentMethod = "7" DistribPaymentMethod_DIRECT_CREDIT DistribPaymentMethod = "8" DistribPaymentMethod_ACH_CREDIT DistribPaymentMethod = "9" )
type DlvyInstType ¶
type DlvyInstType string
DlvyInstType field enumeration values.
const ( DlvyInstType_CASH DlvyInstType = "C" DlvyInstType_SECURITIES DlvyInstType = "S" )
type DueToRelated ¶
type DueToRelated string
DueToRelated field enumeration values.
const ( DueToRelated_NO DueToRelated = "N" DueToRelated_YES DueToRelated = "Y" )
type EncryptMethod ¶
type EncryptMethod string
EncryptMethod field enumeration values.
const ( EncryptMethod_NONE_OTHER EncryptMethod = "0" EncryptMethod_PKCS EncryptMethod = "1" EncryptMethod_DES EncryptMethod = "2" EncryptMethod_PKCS_DES EncryptMethod = "3" EncryptMethod_PGP_DES EncryptMethod = "4" EncryptMethod_PGP_DES_MD5 EncryptMethod = "5" EncryptMethod_PEM_DES_MD5 EncryptMethod = "6" )
type EventType ¶
type EventType string
EventType field enumeration values.
const ( EventType_PUT EventType = "1" EventType_SWAP_ROLL_DATE EventType = "10" EventType_SWAP_NEXT_START_DATE EventType = "11" EventType_SWAP_NEXT_ROLL_DATE EventType = "12" EventType_FIRST_DELIVERY_DATE EventType = "13" EventType_LAST_DELIVERY_DATE EventType = "14" EventType_INITIAL_INVENTORY_DUE_DATE EventType = "15" EventType_FINAL_INVENTORY_DUE_DATE EventType = "16" EventType_FIRST_INTENT_DATE EventType = "17" EventType_LAST_INTENT_DATE EventType = "18" EventType_POSITION_REMOVAL_DATE EventType = "19" EventType_CALL EventType = "2" EventType_TENDER EventType = "3" EventType_SINKING_FUND_CALL EventType = "4" EventType_ACTIVATION EventType = "5" EventType_INACTIVIATION EventType = "6" EventType_LAST_ELIGIBLE_TRADE_DATE EventType = "7" EventType_SWAP_START_DATE EventType = "8" EventType_SWAP_END_DATE EventType = "9" EventType_OTHER EventType = "99" )
type ExDestination ¶
type ExDestination string
ExDestination field enumeration values.
const ( ExDestination_NONE ExDestination = "0" ExDestination_POSIT ExDestination = "4" )
type ExDestinationIDSource ¶
type ExDestinationIDSource string
ExDestinationIDSource field enumeration values.
const ( ExDestinationIDSource_BIC ExDestinationIDSource = "B" ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER ExDestinationIDSource = "C" ExDestinationIDSource_PROPRIETARY ExDestinationIDSource = "D" ExDestinationIDSource_ISO_COUNTRY_CODE ExDestinationIDSource = "E" ExDestinationIDSource_MIC ExDestinationIDSource = "G" )
type ExchangeForPhysical ¶
type ExchangeForPhysical string
ExchangeForPhysical field enumeration values.
const ( ExchangeForPhysical_NO ExchangeForPhysical = "N" ExchangeForPhysical_YES ExchangeForPhysical = "Y" )
type ExecAckStatus ¶
type ExecAckStatus string
ExecAckStatus field enumeration values.
const ( ExecAckStatus_RECEIVED_NOT_YET_PROCESSED ExecAckStatus = "0" ExecAckStatus_ACCEPTED ExecAckStatus = "1" ExecAckStatus_DONT_KNOW ExecAckStatus = "2" )
type ExecInst ¶
type ExecInst string
ExecInst field enumeration values.
const ( ExecInst_STAY_ON_OFFER_SIDE ExecInst = "0" ExecInst_NOT_HELD ExecInst = "1" ExecInst_WORK ExecInst = "2" ExecInst_GO_ALONG ExecInst = "3" ExecInst_OVER_THE_DAY ExecInst = "4" ExecInst_HELD ExecInst = "5" ExecInst_PARTICIPANT_DONT_INITIATE ExecInst = "6" ExecInst_STRICT_SCALE ExecInst = "7" ExecInst_TRY_TO_SCALE ExecInst = "8" ExecInst_STAY_ON_BID_SIDE ExecInst = "9" ExecInst_NO_CROSS ExecInst = "A" ExecInst_OK_TO_CROSS ExecInst = "B" ExecInst_CALL_FIRST ExecInst = "C" ExecInst_PERCENT_OF_VOLUME ExecInst = "D" ExecInst_DO_NOT_INCREASE ExecInst = "E" ExecInst_DO_NOT_REDUCE ExecInst = "F" ExecInst_ALL_OR_NONE ExecInst = "G" ExecInst_REINSTATE_ON_SYSTEM_FAILURE ExecInst = "H" ExecInst_INSTITUTIONS_ONLY ExecInst = "I" ExecInst_REINSTATE_ON_TRADING_HALT ExecInst = "J" ExecInst_CANCEL_ON_TRADING_HALT ExecInst = "K" ExecInst_LAST_PEG ExecInst = "L" ExecInst_MID_PRICE_PEG ExecInst = "M" ExecInst_NON_NEGOTIABLE ExecInst = "N" ExecInst_OPENING_PEG ExecInst = "O" ExecInst_MARKET_PEG ExecInst = "P" ExecInst_CANCEL_ON_SYSTEM_FAILURE ExecInst = "Q" ExecInst_PRIMARY_PEG ExecInst = "R" ExecInst_SUSPEND ExecInst = "S" ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER ExecInst = "T" ExecInst_CUSTOMER_DISPLAY_INSTRUCTION ExecInst = "U" ExecInst_NETTING ExecInst = "V" ExecInst_PEG_TO_VWAP ExecInst = "W" ExecInst_TRADE_ALONG ExecInst = "X" ExecInst_TRY_TO_STOP ExecInst = "Y" ExecInst_CANCEL_IF_NOT_BEST ExecInst = "Z" ExecInst_TRAILING_STOP_PEG ExecInst = "a" ExecInst_STRICT_LIMIT ExecInst = "b" ExecInst_IGNORE_PRICE_VALIDITY_CHECKS ExecInst = "c" ExecInst_PEG_TO_LIMIT_PRICE ExecInst = "d" ExecInst_WORK_TO_TARGET_STRATEGY ExecInst = "e" ExecInst_INTERMARKET_SWEEP ExecInst = "f" ExecInst_EXTERNAL_ROUTING_ALLOWED ExecInst = "g" ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED ExecInst = "h" ExecInst_IMBALANCE_ONLY ExecInst = "i" ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE ExecInst = "j" ExecInst_BEST_EXECUTION ExecInst = "k" ExecInst_SUSPEND_ON_SYSTEM_FAILURE ExecInst = "l" ExecInst_SUSPEND_ON_TRADING_HALT ExecInst = "m" ExecInst_REINSTATE_ON_CONNECTION_LOSS ExecInst = "n" ExecInst_CANCEL_ON_CONNECTION_LOSS ExecInst = "o" ExecInst_SUSPEND_ON_CONNECTION_LOSS ExecInst = "p" ExecInst_RELEASE_FROM_SUSPENSION ExecInst = "q" ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED ExecInst = "r" ExecInst_EXECUTE_AS_DURATION_NEUTRAL ExecInst = "s" ExecInst_EXECUTE_AS_FX_NEUTRAL ExecInst = "t" )
type ExecPriceType ¶
type ExecPriceType string
ExecPriceType field enumeration values.
const ( ExecPriceType_BID_PRICE ExecPriceType = "B" ExecPriceType_CREATION_PRICE ExecPriceType = "C" ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT ExecPriceType = "D" ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT ExecPriceType = "E" ExecPriceType_OFFER_PRICE ExecPriceType = "O" ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT ExecPriceType = "P" ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT ExecPriceType = "Q" ExecPriceType_SINGLE_PRICE ExecPriceType = "S" )
type ExecRestatementReason ¶
type ExecRestatementReason string
ExecRestatementReason field enumeration values.
const ( ExecRestatementReason_GT_CORPORATE_ACTION ExecRestatementReason = "0" ExecRestatementReason_GT_RENEWAL ExecRestatementReason = "1" ExecRestatementReason_WAREHOUSE_RECAP ExecRestatementReason = "10" ExecRestatementReason_PEG_REFRESH ExecRestatementReason = "11" ExecRestatementReason_VERBAL_CHANGE ExecRestatementReason = "2" ExecRestatementReason_REPRICING_OF_ORDER ExecRestatementReason = "3" ExecRestatementReason_BROKER_OPTION ExecRestatementReason = "4" ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY ExecRestatementReason = "5" ExecRestatementReason_CANCEL_ON_TRADING_HALT ExecRestatementReason = "6" ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE ExecRestatementReason = "7" ExecRestatementReason_MARKET ExecRestatementReason = "8" ExecRestatementReason_CANCELED_NOT_BEST ExecRestatementReason = "9" ExecRestatementReason_OTHER ExecRestatementReason = "99" )
type ExecTransType ¶
type ExecTransType string
ExecTransType field enumeration values.
const ( ExecTransType_NEW ExecTransType = "0" ExecTransType_CANCEL ExecTransType = "1" ExecTransType_CORRECT ExecTransType = "2" ExecTransType_STATUS ExecTransType = "3" )
type ExecType ¶
type ExecType string
ExecType field enumeration values.
const ( ExecType_NEW ExecType = "0" ExecType_PARTIAL_FILL ExecType = "1" ExecType_FILL ExecType = "2" ExecType_DONE_FOR_DAY ExecType = "3" ExecType_CANCELED ExecType = "4" ExecType_REPLACED ExecType = "5" ExecType_PENDING_CANCEL ExecType = "6" ExecType_STOPPED ExecType = "7" ExecType_REJECTED ExecType = "8" ExecType_SUSPENDED ExecType = "9" ExecType_PENDING_NEW ExecType = "A" ExecType_CALCULATED ExecType = "B" ExecType_EXPIRED ExecType = "C" ExecType_RESTATED ExecType = "D" ExecType_PENDING_REPLACE ExecType = "E" ExecType_TRADE ExecType = "F" ExecType_TRADE_CORRECT ExecType = "G" ExecType_TRADE_CANCEL ExecType = "H" ExecType_ORDER_STATUS ExecType = "I" ExecType_TRADE_IN_A_CLEARING_HOLD ExecType = "J" ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING ExecType = "K" ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM ExecType = "L" )
type ExerciseMethod ¶
type ExerciseMethod string
ExerciseMethod field enumeration values.
const ( ExerciseMethod_AUTOMATIC ExerciseMethod = "A" ExerciseMethod_MANUAL ExerciseMethod = "M" )
type ExerciseStyle ¶
type ExerciseStyle string
ExerciseStyle field enumeration values.
const ( ExerciseStyle_EUROPEAN ExerciseStyle = "0" ExerciseStyle_AMERICAN ExerciseStyle = "1" ExerciseStyle_BERMUDA ExerciseStyle = "2" )
type ExpirationCycle ¶
type ExpirationCycle string
ExpirationCycle field enumeration values.
const ( ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE ExpirationCycle = "0" ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN ExpirationCycle = "1" ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE ExpirationCycle = "2" )
type ExpirationQtyType ¶
type ExpirationQtyType string
ExpirationQtyType field enumeration values.
const ( ExpirationQtyType_AUTO_EXERCISE ExpirationQtyType = "1" ExpirationQtyType_NON_AUTO_EXERCISE ExpirationQtyType = "2" ExpirationQtyType_FINAL_WILL_BE_EXERCISED ExpirationQtyType = "3" ExpirationQtyType_CONTRARY_INTENTION ExpirationQtyType = "4" ExpirationQtyType_DIFFERENCE ExpirationQtyType = "5" )
type FinancialStatus ¶
type FinancialStatus string
FinancialStatus field enumeration values.
const ( FinancialStatus_BANKRUPT FinancialStatus = "1" FinancialStatus_PENDING_DELISTING FinancialStatus = "2" FinancialStatus_RESTRICTED FinancialStatus = "3" )
type FlowScheduleType ¶
type FlowScheduleType string
FlowScheduleType field enumeration values.
const ( FlowScheduleType_NERC_EASTERN_OFF_PEAK FlowScheduleType = "0" FlowScheduleType_NERC_WESTERN_OFF_PEAK FlowScheduleType = "1" FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH FlowScheduleType = "2" FlowScheduleType_NERC_EASTERN_PEAK FlowScheduleType = "3" FlowScheduleType_NERC_WESTERN_PEAK FlowScheduleType = "4" )
type FundRenewWaiv ¶
type FundRenewWaiv string
FundRenewWaiv field enumeration values.
const ( FundRenewWaiv_NO FundRenewWaiv = "N" FundRenewWaiv_YES FundRenewWaiv = "Y" )
type FuturesValuationMethod ¶
type FuturesValuationMethod string
FuturesValuationMethod field enumeration values.
const ( FuturesValuationMethod_PREMIUM_STYLE FuturesValuationMethod = "EQTY" FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET FuturesValuationMethod = "FUT" FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT FuturesValuationMethod = "FUTDA" )
type GTBookingInst ¶
type GTBookingInst string
GTBookingInst field enumeration values.
const ( GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION GTBookingInst = "0" GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES GTBookingInst = "1" GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE GTBookingInst = "2" )
type GapFillFlag ¶
type GapFillFlag string
GapFillFlag field enumeration values.
const ( GapFillFlag_NO GapFillFlag = "N" GapFillFlag_YES GapFillFlag = "Y" )
type HaltReasonChar ¶
type HaltReasonChar string
HaltReasonChar field enumeration values.
const ( HaltReasonChar_NEWS_DISSEMINATION HaltReasonChar = "D" HaltReasonChar_ORDER_INFLUX HaltReasonChar = "E" HaltReasonChar_ORDER_IMBALANCE HaltReasonChar = "I" HaltReasonChar_ADDITIONAL_INFORMATION HaltReasonChar = "M" HaltReasonChar_NEW_PENDING HaltReasonChar = "P" HaltReasonChar_EQUIPMENT_CHANGEOVER HaltReasonChar = "X" )
type HaltReasonInt ¶
type HaltReasonInt string
HaltReasonInt field enumeration values.
const ( HaltReasonInt_NEWS_DISSEMINATION HaltReasonInt = "0" HaltReasonInt_ORDER_INFLUX HaltReasonInt = "1" HaltReasonInt_ORDER_IMBALANCE HaltReasonInt = "2" HaltReasonInt_ADDITIONAL_INFORMATION HaltReasonInt = "3" HaltReasonInt_NEWS_PENDING HaltReasonInt = "4" HaltReasonInt_EQUIPMENT_CHANGEOVER HaltReasonInt = "5" )
type IDSource ¶
type IDSource string
IDSource field enumeration values.
const ( IDSource_CUSIP IDSource = "1" IDSource_SEDOL IDSource = "2" IDSource_QUIK IDSource = "3" IDSource_ISIN_NUMBER IDSource = "4" IDSource_RIC_CODE IDSource = "5" IDSource_ISO_CURRENCY_CODE IDSource = "6" IDSource_ISO_COUNTRY_CODE IDSource = "7" IDSource_EXCHANGE_SYMBOL IDSource = "8" IDSource_CONSOLIDATED_TAPE_ASSOCIATION IDSource = "9" )
type IOINaturalFlag ¶
type IOINaturalFlag string
IOINaturalFlag field enumeration values.
const ( IOINaturalFlag_NO IOINaturalFlag = "N" IOINaturalFlag_YES IOINaturalFlag = "Y" )
type IOIQltyInd ¶
type IOIQltyInd string
IOIQltyInd field enumeration values.
const ( IOIQltyInd_HIGH IOIQltyInd = "H" IOIQltyInd_LOW IOIQltyInd = "L" IOIQltyInd_MEDIUM IOIQltyInd = "M" )
type IOIQualifier ¶
type IOIQualifier string
IOIQualifier field enumeration values.
const ( IOIQualifier_ALL_OR_NONE IOIQualifier = "A" IOIQualifier_MARKET_ON_CLOSE IOIQualifier = "B" IOIQualifier_AT_THE_CLOSE IOIQualifier = "C" IOIQualifier_VWAP IOIQualifier = "D" IOIQualifier_IN_TOUCH_WITH IOIQualifier = "I" IOIQualifier_LIMIT IOIQualifier = "L" IOIQualifier_MORE_BEHIND IOIQualifier = "M" IOIQualifier_AT_THE_OPEN IOIQualifier = "O" IOIQualifier_TAKING_A_POSITION IOIQualifier = "P" IOIQualifier_AT_THE_MARKET IOIQualifier = "Q" IOIQualifier_READY_TO_TRADE IOIQualifier = "R" IOIQualifier_PORTFOLIO_SHOWN IOIQualifier = "S" IOIQualifier_THROUGH_THE_DAY IOIQualifier = "T" IOIQualifier_VERSUS IOIQualifier = "V" IOIQualifier_INDICATION IOIQualifier = "W" IOIQualifier_CROSSING_OPPORTUNITY IOIQualifier = "X" IOIQualifier_AT_THE_MIDPOINT IOIQualifier = "Y" IOIQualifier_PRE_OPEN IOIQualifier = "Z" )
type IOITransType ¶
type IOITransType string
IOITransType field enumeration values.
const ( IOITransType_CANCEL IOITransType = "C" IOITransType_NEW IOITransType = "N" IOITransType_REPLACE IOITransType = "R" )
type ImpliedMarketIndicator ¶
type ImpliedMarketIndicator string
ImpliedMarketIndicator field enumeration values.
const ( ImpliedMarketIndicator_NOT_IMPLIED ImpliedMarketIndicator = "0" ImpliedMarketIndicator_IMPLIED_IN ImpliedMarketIndicator = "1" ImpliedMarketIndicator_IMPLIED_OUT ImpliedMarketIndicator = "2" ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT ImpliedMarketIndicator = "3" )
type InViewOfCommon ¶
type InViewOfCommon string
InViewOfCommon field enumeration values.
const ( InViewOfCommon_NO InViewOfCommon = "N" InViewOfCommon_YES InViewOfCommon = "Y" )
type IndividualAllocType ¶
type IndividualAllocType string
IndividualAllocType field enumeration values.
const ( IndividualAllocType_SUB_ALLOCATE IndividualAllocType = "1" IndividualAllocType_THIRD_PARTY_ALLOCATION IndividualAllocType = "2" )
type InstrAttribType ¶
type InstrAttribType string
InstrAttribType field enumeration values.
const ( InstrAttribType_FLAT InstrAttribType = "1" InstrAttribType_ORIGINAL_ISSUE_DISCOUNT InstrAttribType = "10" InstrAttribType_CALLABLE_PUTTABLE InstrAttribType = "11" InstrAttribType_ESCROWED_TO_MATURITY InstrAttribType = "12" InstrAttribType_ESCROWED_TO_REDEMPTION_DATE InstrAttribType = "13" InstrAttribType_PRE_REFUNDED InstrAttribType = "14" InstrAttribType_IN_DEFAULT InstrAttribType = "15" InstrAttribType_UNRATED InstrAttribType = "16" InstrAttribType_TAXABLE InstrAttribType = "17" InstrAttribType_INDEXED InstrAttribType = "18" InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX InstrAttribType = "19" InstrAttribType_ZERO_COUPON InstrAttribType = "2" InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE InstrAttribType = "20" InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE InstrAttribType = "21" InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED InstrAttribType = "22" InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY InstrAttribType = "23" InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY InstrAttribType = "24" InstrAttribType_INSTRUMENT_DENOMINATOR InstrAttribType = "25" InstrAttribType_INSTRUMENT_NUMERATOR InstrAttribType = "26" InstrAttribType_INSTRUMENT_PRICE_PRECISION InstrAttribType = "27" InstrAttribType_INSTRUMENT_STRIKE_PRICE InstrAttribType = "28" InstrAttribType_TRADEABLE_INDICATOR InstrAttribType = "29" InstrAttribType_INTEREST_BEARING InstrAttribType = "3" InstrAttribType_NO_PERIODIC_PAYMENTS InstrAttribType = "4" InstrAttribType_VARIABLE_RATE InstrAttribType = "5" InstrAttribType_LESS_FEE_FOR_PUT InstrAttribType = "6" InstrAttribType_STEPPED_COUPON InstrAttribType = "7" InstrAttribType_COUPON_PERIOD InstrAttribType = "8" InstrAttribType_WHEN_AND_IF_ISSUED InstrAttribType = "9" InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE InstrAttribType = "99" )
type InstrRegistry ¶
type InstrRegistry string
InstrRegistry field enumeration values.
const ( InstrRegistry_CUSTODIAN InstrRegistry = "BIC" InstrRegistry_COUNTRY InstrRegistry = "ISO" InstrRegistry_PHYSICAL InstrRegistry = "ZZ" )
type LastCapacity ¶
type LastCapacity string
LastCapacity field enumeration values.
const ( LastCapacity_AGENT LastCapacity = "1" LastCapacity_CROSS_AS_AGENT LastCapacity = "2" LastCapacity_CROSS_AS_PRINCIPAL LastCapacity = "3" LastCapacity_PRINCIPAL LastCapacity = "4" )
type LastFragment ¶
type LastFragment string
LastFragment field enumeration values.
const ( LastFragment_NO LastFragment = "N" LastFragment_YES LastFragment = "Y" )
type LastLiquidityInd ¶
type LastLiquidityInd string
LastLiquidityInd field enumeration values.
const ( LastLiquidityInd_ADDED_LIQUIDITY LastLiquidityInd = "1" LastLiquidityInd_REMOVED_LIQUIDITY LastLiquidityInd = "2" LastLiquidityInd_LIQUIDITY_ROUTED_OUT LastLiquidityInd = "3" LastLiquidityInd_AUCTION LastLiquidityInd = "4" )
type LastRptRequested ¶
type LastRptRequested string
LastRptRequested field enumeration values.
const ( LastRptRequested_NO LastRptRequested = "N" LastRptRequested_YES LastRptRequested = "Y" )
type LegSwapType ¶
type LegSwapType string
LegSwapType field enumeration values.
const ( LegSwapType_PAR_FOR_PAR LegSwapType = "1" LegSwapType_MODIFIED_DURATION LegSwapType = "2" LegSwapType_RISK LegSwapType = "4" LegSwapType_PROCEEDS LegSwapType = "5" )
type LegalConfirm ¶
type LegalConfirm string
LegalConfirm field enumeration values.
const ( LegalConfirm_NO LegalConfirm = "N" LegalConfirm_YES LegalConfirm = "Y" )
type LiquidityIndType ¶
type LiquidityIndType string
LiquidityIndType field enumeration values.
const ( LiquidityIndType_5_DAY_MOVING_AVERAGE LiquidityIndType = "1" LiquidityIndType_20_DAY_MOVING_AVERAGE LiquidityIndType = "2" LiquidityIndType_NORMAL_MARKET_SIZE LiquidityIndType = "3" LiquidityIndType_OTHER LiquidityIndType = "4" )
type ListExecInstType ¶
type ListExecInstType string
ListExecInstType field enumeration values.
const ( ListExecInstType_IMMEDIATE ListExecInstType = "1" ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION ListExecInstType = "2" ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 ListExecInstType = "3" ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 ListExecInstType = "4" ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 ListExecInstType = "5" )
type ListMethod ¶
type ListMethod string
ListMethod field enumeration values.
const ( ListMethod_PRE_LISTED_ONLY ListMethod = "0" ListMethod_USER_REQUESTED ListMethod = "1" )
type ListOrderStatus ¶
type ListOrderStatus string
ListOrderStatus field enumeration values.
const ( ListOrderStatus_IN_BIDDING_PROCESS ListOrderStatus = "1" ListOrderStatus_RECEIVED_FOR_EXECUTION ListOrderStatus = "2" ListOrderStatus_EXECUTING ListOrderStatus = "3" ListOrderStatus_CANCELLING ListOrderStatus = "4" ListOrderStatus_ALERT ListOrderStatus = "5" ListOrderStatus_ALL_DONE ListOrderStatus = "6" ListOrderStatus_REJECT ListOrderStatus = "7" )
type ListRejectReason ¶
type ListRejectReason string
ListRejectReason field enumeration values.
const ( ListRejectReason_BROKER ListRejectReason = "0" ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC ListRejectReason = "11" ListRejectReason_EXCHANGE_CLOSED ListRejectReason = "2" ListRejectReason_TOO_LATE_TO_ENTER ListRejectReason = "4" ListRejectReason_UNKNOWN_ORDER ListRejectReason = "5" ListRejectReason_DUPLICATE_ORDER ListRejectReason = "6" ListRejectReason_OTHER ListRejectReason = "99" )
type ListStatusType ¶
type ListStatusType string
ListStatusType field enumeration values.
const ( ListStatusType_ACK ListStatusType = "1" ListStatusType_RESPONSE ListStatusType = "2" ListStatusType_TIMED ListStatusType = "3" ListStatusType_EXEC_STARTED ListStatusType = "4" ListStatusType_ALL_DONE ListStatusType = "5" ListStatusType_ALERT ListStatusType = "6" )
type LocateReqd ¶
type LocateReqd string
LocateReqd field enumeration values.
const ( LocateReqd_NO LocateReqd = "N" LocateReqd_YES LocateReqd = "Y" )
type MDBookType ¶
type MDBookType string
MDBookType field enumeration values.
const ( MDBookType_TOP_OF_BOOK MDBookType = "1" MDBookType_PRICE_DEPTH MDBookType = "2" MDBookType_ORDER_DEPTH MDBookType = "3" )
type MDEntryType ¶
type MDEntryType string
MDEntryType field enumeration values.
const ( MDEntryType_BID MDEntryType = "0" MDEntryType_OFFER MDEntryType = "1" MDEntryType_TRADE MDEntryType = "2" MDEntryType_INDEX_VALUE MDEntryType = "3" MDEntryType_OPENING_PRICE MDEntryType = "4" MDEntryType_CLOSING_PRICE MDEntryType = "5" MDEntryType_SETTLEMENT_PRICE MDEntryType = "6" MDEntryType_TRADING_SESSION_HIGH_PRICE MDEntryType = "7" MDEntryType_TRADING_SESSION_LOW_PRICE MDEntryType = "8" MDEntryType_TRADING_SESSION_VWAP_PRICE MDEntryType = "9" MDEntryType_IMBALANCE MDEntryType = "A" MDEntryType_TRADE_VOLUME MDEntryType = "B" MDEntryType_OPEN_INTEREST MDEntryType = "C" MDEntryType_COMPOSITE_UNDERLYING_PRICE MDEntryType = "D" MDEntryType_SIMULATED_SELL_PRICE MDEntryType = "E" MDEntryType_SIMULATED_BUY_PRICE MDEntryType = "F" MDEntryType_MARGIN_RATE MDEntryType = "G" MDEntryType_MID_PRICE MDEntryType = "H" MDEntryType_EMPTY_BOOK MDEntryType = "J" MDEntryType_SETTLE_HIGH_PRICE MDEntryType = "K" MDEntryType_SETTLE_LOW_PRICE MDEntryType = "L" MDEntryType_PRIOR_SETTLE_PRICE MDEntryType = "M" MDEntryType_SESSION_HIGH_BID MDEntryType = "N" MDEntryType_SESSION_LOW_OFFER MDEntryType = "O" MDEntryType_EARLY_PRICES MDEntryType = "P" MDEntryType_AUCTION_CLEARING_PRICE MDEntryType = "Q" MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS MDEntryType = "R" MDEntryType_SWAP_VALUE_FACTOR MDEntryType = "S" MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS MDEntryType = "T" MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS MDEntryType = "U" MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS MDEntryType = "V" MDEntryType_FIXING_PRICE MDEntryType = "W" MDEntryType_CASH_RATE MDEntryType = "X" MDEntryType_RECOVERY_RATE MDEntryType = "Y" MDEntryType_RECOVERY_RATE_FOR_LONG MDEntryType = "Z" MDEntryType_RECOVERY_RATE_FOR_SHORT MDEntryType = "a" )
type MDImplicitDelete ¶
type MDImplicitDelete string
MDImplicitDelete field enumeration values.
const ( MDImplicitDelete_NO MDImplicitDelete = "N" MDImplicitDelete_YES MDImplicitDelete = "Y" )
type MDOriginType ¶
type MDOriginType string
MDOriginType field enumeration values.
const ( MDOriginType_BOOK MDOriginType = "0" MDOriginType_OFF_BOOK MDOriginType = "1" MDOriginType_CROSS MDOriginType = "2" )
type MDQuoteType ¶
type MDQuoteType string
MDQuoteType field enumeration values.
const ( MDQuoteType_INDICATIVE MDQuoteType = "0" MDQuoteType_TRADEABLE MDQuoteType = "1" MDQuoteType_RESTRICTED_TRADEABLE MDQuoteType = "2" MDQuoteType_COUNTER MDQuoteType = "3" MDQuoteType_INDICATIVE_AND_TRADEABLE MDQuoteType = "4" )
type MDReqRejReason ¶
type MDReqRejReason string
MDReqRejReason field enumeration values.
const ( MDReqRejReason_UNKNOWN_SYMBOL MDReqRejReason = "0" MDReqRejReason_DUPLICATE_MDREQID MDReqRejReason = "1" MDReqRejReason_INSUFFICIENT_BANDWIDTH MDReqRejReason = "2" MDReqRejReason_INSUFFICIENT_PERMISSIONS MDReqRejReason = "3" MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE MDReqRejReason = "4" MDReqRejReason_UNSUPPORTED_MARKETDEPTH MDReqRejReason = "5" MDReqRejReason_UNSUPPORTED_MDUPDATETYPE MDReqRejReason = "6" MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK MDReqRejReason = "7" MDReqRejReason_UNSUPPORTED_MDENTRYTYPE MDReqRejReason = "8" MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID MDReqRejReason = "9" MDReqRejReason_UNSUPPORTED_SCOPE MDReqRejReason = "A" MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG MDReqRejReason = "B" MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE MDReqRejReason = "C" MDReqRejReason_INSUFFICIENT_CREDIT MDReqRejReason = "D" )
type MDSecSizeType ¶
type MDSecSizeType string
MDSecSizeType field enumeration values.
const (
MDSecSizeType_CUSTOMER MDSecSizeType = "1"
)
type MDUpdateAction ¶
type MDUpdateAction string
MDUpdateAction field enumeration values.
const ( MDUpdateAction_NEW MDUpdateAction = "0" MDUpdateAction_CHANGE MDUpdateAction = "1" MDUpdateAction_DELETE MDUpdateAction = "2" MDUpdateAction_DELETE_THRU MDUpdateAction = "3" MDUpdateAction_DELETE_FROM MDUpdateAction = "4" MDUpdateAction_OVERLAY MDUpdateAction = "5" )
type MDUpdateType ¶
type MDUpdateType string
MDUpdateType field enumeration values.
const ( MDUpdateType_FULL_REFRESH MDUpdateType = "0" MDUpdateType_INCREMENTAL_REFRESH MDUpdateType = "1" )
type MarketUpdateAction ¶
type MarketUpdateAction string
MarketUpdateAction field enumeration values.
const ( MarketUpdateAction_ADD MarketUpdateAction = "A" MarketUpdateAction_DELETE MarketUpdateAction = "D" MarketUpdateAction_MODIFY MarketUpdateAction = "M" )
type MassActionRejectReason ¶
type MassActionRejectReason string
MassActionRejectReason field enumeration values.
const ( MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED MassActionRejectReason = "0" MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY MassActionRejectReason = "1" MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER MassActionRejectReason = "10" MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY MassActionRejectReason = "11" MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY MassActionRejectReason = "2" MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT MassActionRejectReason = "3" MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE MassActionRejectReason = "4" MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE MassActionRejectReason = "5" MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION MassActionRejectReason = "6" MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET MassActionRejectReason = "7" MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT MassActionRejectReason = "8" MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP MassActionRejectReason = "9" MassActionRejectReason_OTHER MassActionRejectReason = "99" )
type MassActionResponse ¶
type MassActionResponse string
MassActionResponse field enumeration values.
const ( MassActionResponse_REJECTED MassActionResponse = "0" MassActionResponse_ACCEPTED MassActionResponse = "1" )
type MassActionScope ¶
type MassActionScope string
MassActionScope field enumeration values.
const ( MassActionScope_ALL_ORDERS_FOR_A_SECURITY MassActionScope = "1" MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP MassActionScope = "10" MassActionScope_CANCEL_FOR_SECURITY_ISSUER MassActionScope = "11" MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY MassActionScope = "12" MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY MassActionScope = "2" MassActionScope_ALL_ORDERS_FOR_A_PRODUCT MassActionScope = "3" MassActionScope_ALL_ORDERS_FOR_A_CFICODE MassActionScope = "4" MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE MassActionScope = "5" MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION MassActionScope = "6" MassActionScope_ALL_ORDERS MassActionScope = "7" MassActionScope_ALL_ORDERS_FOR_A_MARKET MassActionScope = "8" MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT MassActionScope = "9" )
type MassActionType ¶
type MassActionType string
MassActionType field enumeration values.
const ( MassActionType_SUSPEND_ORDERS MassActionType = "1" MassActionType_RELEASE_ORDERS_FROM_SUSPENSION MassActionType = "2" MassActionType_CANCEL_ORDERS MassActionType = "3" )
type MassCancelRejectReason ¶
type MassCancelRejectReason string
MassCancelRejectReason field enumeration values.
const ( MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED MassCancelRejectReason = "0" MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY MassCancelRejectReason = "1" MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER MassCancelRejectReason = "10" MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY MassCancelRejectReason = "11" MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY MassCancelRejectReason = "2" MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT MassCancelRejectReason = "3" MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE MassCancelRejectReason = "4" MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE MassCancelRejectReason = "5" MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION MassCancelRejectReason = "6" MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET MassCancelRejectReason = "7" MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT MassCancelRejectReason = "8" MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP MassCancelRejectReason = "9" MassCancelRejectReason_OTHER MassCancelRejectReason = "99" )
type MassCancelRequestType ¶
type MassCancelRequestType string
MassCancelRequestType field enumeration values.
const ( MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY MassCancelRequestType = "1" MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY MassCancelRequestType = "2" MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT MassCancelRequestType = "3" MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE MassCancelRequestType = "4" MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE MassCancelRequestType = "5" MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION MassCancelRequestType = "6" MassCancelRequestType_CANCEL_ALL_ORDERS MassCancelRequestType = "7" MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET MassCancelRequestType = "8" MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT MassCancelRequestType = "9" MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP MassCancelRequestType = "A" MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER MassCancelRequestType = "B" MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY MassCancelRequestType = "C" )
type MassCancelResponse ¶
type MassCancelResponse string
MassCancelResponse field enumeration values.
const ( MassCancelResponse_CANCEL_REQUEST_REJECTED MassCancelResponse = "0" MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY MassCancelResponse = "1" MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY MassCancelResponse = "2" MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT MassCancelResponse = "3" MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE MassCancelResponse = "4" MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE MassCancelResponse = "5" MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION MassCancelResponse = "6" MassCancelResponse_CANCEL_ALL_ORDERS MassCancelResponse = "7" MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET MassCancelResponse = "8" MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT MassCancelResponse = "9" MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP MassCancelResponse = "A" MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER MassCancelResponse = "B" MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY MassCancelResponse = "C" )
type MassStatusReqType ¶
type MassStatusReqType string
MassStatusReqType field enumeration values.
const ( MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY MassStatusReqType = "1" MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY MassStatusReqType = "10" MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY MassStatusReqType = "2" MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT MassStatusReqType = "3" MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE MassStatusReqType = "4" MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE MassStatusReqType = "5" MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION MassStatusReqType = "6" MassStatusReqType_STATUS_FOR_ALL_ORDERS MassStatusReqType = "7" MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID MassStatusReqType = "8" MassStatusReqType_STATUS_FOR_SECURITY_ISSUER MassStatusReqType = "9" )
type MatchStatus ¶
type MatchStatus string
MatchStatus field enumeration values.
const ( MatchStatus_COMPARED_MATCHED_OR_AFFIRMED MatchStatus = "0" MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED MatchStatus = "1" MatchStatus_ADVISORY_OR_ALERT MatchStatus = "2" )
type MatchType ¶
type MatchType string
MatchType field enumeration values.
const ( MatchType_ONE_PARTY_TRADE_REPORT MatchType = "1" MatchType_TWO_PARTY_TRADE_REPORT MatchType = "2" MatchType_CONFIRMED_TRADE_REPORT MatchType = "3" MatchType_AUTO_MATCH MatchType = "4" MatchType_CROSS_AUCTION MatchType = "5" MatchType_COUNTER_ORDER_SELECTION MatchType = "6" MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT MatchType = "60" MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT MatchType = "61" MatchType_CONTINUOUS_AUTO_MATCH MatchType = "62" MatchType_CROSS_AUCTION_63 MatchType = "63" MatchType_COUNTER_ORDER_SELECTION_64 MatchType = "64" MatchType_CALL_AUCTION_65 MatchType = "65" MatchType_CALL_AUCTION MatchType = "7" MatchType_ISSUING_BUY_BACK_AUCTION MatchType = "8" MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME MatchType = "A1" MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES MatchType = "A2" MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME MatchType = "A3" MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES MatchType = "A4" MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME MatchType = "A5" MatchType_NASDAQACTM1MATCH MatchType = "ACTM1" MatchType_NASDAQACTM2MATCH MatchType = "ACTM2" MatchType_NASDAQACTACCEPTEDTRADE MatchType = "ACTM3" MatchType_NASDAQACTDEFAULTTRADE MatchType = "ACTM4" MatchType_NASDAQACTDEFAULTAFTERM2 MatchType = "ACTM5" MatchType_NASDAQACTM6MATCH MatchType = "ACTM6" MatchType_NASDAQNONACT MatchType = "ACTMT" MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS MatchType = "AQ" MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH MatchType = "M1" MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH MatchType = "M2" MatchType_ACT_ACCEPTED_TRADE MatchType = "M3" MatchType_ACT_DEFAULT_TRADE MatchType = "M4" MatchType_ACT_DEFAULT_AFTER_M2 MatchType = "M5" MatchType_ACT_M6_MATCH MatchType = "M6" MatchType_OCS_LOCKED_IN_NON_ACT MatchType = "MT" MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED MatchType = "S1" MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S2" MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S3" MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S4" MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED MatchType = "S5" )
type MaturityMonthYearFormat ¶
type MaturityMonthYearFormat string
MaturityMonthYearFormat field enumeration values.
const ( MaturityMonthYearFormat_YEARMONTH_ONLY MaturityMonthYearFormat = "0" MaturityMonthYearFormat_YEARMONTHDAY MaturityMonthYearFormat = "1" MaturityMonthYearFormat_YEARMONTHWEEK MaturityMonthYearFormat = "2" )
type MaturityMonthYearIncrementUnits ¶
type MaturityMonthYearIncrementUnits string
MaturityMonthYearIncrementUnits field enumeration values.
const ( MaturityMonthYearIncrementUnits_MONTHS MaturityMonthYearIncrementUnits = "0" MaturityMonthYearIncrementUnits_DAYS MaturityMonthYearIncrementUnits = "1" MaturityMonthYearIncrementUnits_WEEKS MaturityMonthYearIncrementUnits = "2" MaturityMonthYearIncrementUnits_YEARS MaturityMonthYearIncrementUnits = "3" )
type MessageEncoding ¶
type MessageEncoding string
MessageEncoding field enumeration values.
const ( MessageEncoding_EUC_JP MessageEncoding = "EUC-JP" MessageEncoding_ISO_2022_JP MessageEncoding = "ISO-2022-JP" MessageEncoding_SHIFT_JIS MessageEncoding = "SHIFT_JIS" MessageEncoding_UTF_8 MessageEncoding = "UTF-8" )
type MiscFeeBasis ¶
type MiscFeeBasis string
MiscFeeBasis field enumeration values.
const ( MiscFeeBasis_ABSOLUTE MiscFeeBasis = "0" MiscFeeBasis_PER_UNIT MiscFeeBasis = "1" MiscFeeBasis_PERCENTAGE MiscFeeBasis = "2" )
type MiscFeeType ¶
type MiscFeeType string
MiscFeeType field enumeration values.
const ( MiscFeeType_REGULATORY MiscFeeType = "1" MiscFeeType_PER_TRANSACTION MiscFeeType = "10" MiscFeeType_CONVERSION MiscFeeType = "11" MiscFeeType_AGENT MiscFeeType = "12" MiscFeeType_TRANSFER_FEE MiscFeeType = "13" MiscFeeType_SECURITY_LENDING MiscFeeType = "14" MiscFeeType_TAX MiscFeeType = "2" MiscFeeType_LOCAL_COMMISSION MiscFeeType = "3" MiscFeeType_EXCHANGE_FEES MiscFeeType = "4" MiscFeeType_STAMP MiscFeeType = "5" MiscFeeType_LEVY MiscFeeType = "6" MiscFeeType_OTHER MiscFeeType = "7" MiscFeeType_MARKUP MiscFeeType = "8" MiscFeeType_CONSUMPTION_TAX MiscFeeType = "9" )
type MoneyLaunderingStatus ¶
type MoneyLaunderingStatus string
MoneyLaunderingStatus field enumeration values.
const ( MoneyLaunderingStatus_EXEMPT_1 MoneyLaunderingStatus = "1" MoneyLaunderingStatus_EXEMPT_2 MoneyLaunderingStatus = "2" MoneyLaunderingStatus_EXEMPT_3 MoneyLaunderingStatus = "3" MoneyLaunderingStatus_NOT_CHECKED MoneyLaunderingStatus = "N" MoneyLaunderingStatus_PASSED MoneyLaunderingStatus = "Y" )
type MsgDirection ¶
type MsgDirection string
MsgDirection field enumeration values.
const ( MsgDirection_RECEIVE MsgDirection = "R" MsgDirection_SEND MsgDirection = "S" )
type MsgType ¶
type MsgType string
MsgType field enumeration values.
const ( MsgType_HEARTBEAT MsgType = "0" MsgType_TEST_REQUEST MsgType = "1" MsgType_RESEND_REQUEST MsgType = "2" MsgType_REJECT MsgType = "3" MsgType_SEQUENCE_RESET MsgType = "4" MsgType_LOGOUT MsgType = "5" MsgType_INDICATION_OF_INTEREST MsgType = "6" MsgType_ADVERTISEMENT MsgType = "7" MsgType_EXECUTION_REPORT MsgType = "8" MsgType_ORDER_CANCEL_REJECT MsgType = "9" MsgType_LOGON MsgType = "A" MsgType_DERIVATIVE_SECURITY_LIST MsgType = "AA" MsgType_NEW_ORDER_MULTILEG MsgType = "AB" MsgType_MULTILEG_ORDER_CANCEL_REPLACE MsgType = "AC" MsgType_TRADE_CAPTURE_REPORT_REQUEST MsgType = "AD" MsgType_TRADE_CAPTURE_REPORT MsgType = "AE" MsgType_ORDER_MASS_STATUS_REQUEST MsgType = "AF" MsgType_QUOTE_REQUEST_REJECT MsgType = "AG" MsgType_RFQ_REQUEST MsgType = "AH" MsgType_QUOTE_STATUS_REPORT MsgType = "AI" MsgType_QUOTE_RESPONSE MsgType = "AJ" MsgType_CONFIRMATION MsgType = "AK" MsgType_POSITION_MAINTENANCE_REQUEST MsgType = "AL" MsgType_POSITION_MAINTENANCE_REPORT MsgType = "AM" MsgType_REQUEST_FOR_POSITIONS MsgType = "AN" MsgType_REQUEST_FOR_POSITIONS_ACK MsgType = "AO" MsgType_POSITION_REPORT MsgType = "AP" MsgType_TRADE_CAPTURE_REPORT_REQUEST_ACK MsgType = "AQ" MsgType_TRADE_CAPTURE_REPORT_ACK MsgType = "AR" MsgType_ALLOCATION_REPORT MsgType = "AS" MsgType_ALLOCATION_REPORT_ACK MsgType = "AT" MsgType_CONFIRMATION_ACK MsgType = "AU" MsgType_SETTLEMENT_INSTRUCTION_REQUEST MsgType = "AV" MsgType_ASSIGNMENT_REPORT MsgType = "AW" MsgType_COLLATERAL_REQUEST MsgType = "AX" MsgType_COLLATERAL_ASSIGNMENT MsgType = "AY" MsgType_COLLATERAL_RESPONSE MsgType = "AZ" MsgType_NEWS MsgType = "B" MsgType_COLLATERAL_REPORT MsgType = "BA" MsgType_COLLATERAL_INQUIRY MsgType = "BB" MsgType_NETWORK_STATUS_REQUEST MsgType = "BC" MsgType_NETWORK_STATUS_RESPONSE MsgType = "BD" MsgType_USER_REQUEST MsgType = "BE" MsgType_USER_RESPONSE MsgType = "BF" MsgType_COLLATERAL_INQUIRY_ACK MsgType = "BG" MsgType_CONFIRMATION_REQUEST MsgType = "BH" MsgType_TRADING_SESSION_LIST_REQUEST MsgType = "BI" MsgType_TRADING_SESSION_LIST MsgType = "BJ" MsgType_SECURITY_LIST_UPDATE_REPORT MsgType = "BK" MsgType_ADJUSTED_POSITION_REPORT MsgType = "BL" MsgType_ALLOCATION_INSTRUCTION_ALERT MsgType = "BM" MsgType_EXECUTION_ACKNOWLEDGEMENT MsgType = "BN" MsgType_CONTRARY_INTENTION_REPORT MsgType = "BO" MsgType_SECURITY_DEFINITION_UPDATE_REPORT MsgType = "BP" MsgType_SETTLEMENTOBLIGATIONREPORT MsgType = "BQ" MsgType_DERIVATIVESECURITYLISTUPDATEREPORT MsgType = "BR" MsgType_TRADINGSESSIONLISTUPDATEREPORT MsgType = "BS" MsgType_MARKETDEFINITIONREQUEST MsgType = "BT" MsgType_MARKETDEFINITION MsgType = "BU" MsgType_MARKETDEFINITIONUPDATEREPORT MsgType = "BV" MsgType_APPLICATIONMESSAGEREQUEST MsgType = "BW" MsgType_APPLICATIONMESSAGEREQUESTACK MsgType = "BX" MsgType_APPLICATIONMESSAGEREPORT MsgType = "BY" MsgType_ORDERMASSACTIONREPORT MsgType = "BZ" MsgType_EMAIL MsgType = "C" MsgType_ORDERMASSACTIONREQUEST MsgType = "CA" MsgType_USERNOTIFICATION MsgType = "CB" MsgType_STREAMASSIGNMENTREQUEST MsgType = "CC" MsgType_STREAMASSIGNMENTREPORT MsgType = "CD" MsgType_STREAMASSIGNMENTREPORTACK MsgType = "CE" MsgType_PARTYDETAILSLISTREQUEST MsgType = "CF" MsgType_PARTYDETAILSLISTREPORT MsgType = "CG" MsgType_ORDER_SINGLE MsgType = "D" MsgType_ORDER_LIST MsgType = "E" MsgType_ORDER_CANCEL_REQUEST MsgType = "F" MsgType_ORDER_CANCEL_REPLACE_REQUEST MsgType = "G" MsgType_ORDER_STATUS_REQUEST MsgType = "H" MsgType_ALLOCATION_INSTRUCTION MsgType = "J" MsgType_LIST_CANCEL_REQUEST MsgType = "K" MsgType_LIST_EXECUTE MsgType = "L" MsgType_LIST_STATUS_REQUEST MsgType = "M" MsgType_LIST_STATUS MsgType = "N" MsgType_ALLOCATION_INSTRUCTION_ACK MsgType = "P" MsgType_DONT_KNOW_TRADE MsgType = "Q" MsgType_QUOTE_REQUEST MsgType = "R" MsgType_QUOTE MsgType = "S" MsgType_SETTLEMENT_INSTRUCTIONS MsgType = "T" MsgType_MARKET_DATA_REQUEST MsgType = "V" MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH MsgType = "W" MsgType_MARKET_DATA_INCREMENTAL_REFRESH MsgType = "X" MsgType_MARKET_DATA_REQUEST_REJECT MsgType = "Y" MsgType_QUOTE_CANCEL MsgType = "Z" MsgType_QUOTE_STATUS_REQUEST MsgType = "a" MsgType_MASS_QUOTE_ACKNOWLEDGEMENT MsgType = "b" MsgType_SECURITY_DEFINITION_REQUEST MsgType = "c" MsgType_SECURITY_DEFINITION MsgType = "d" MsgType_SECURITY_STATUS_REQUEST MsgType = "e" MsgType_SECURITY_STATUS MsgType = "f" MsgType_TRADING_SESSION_STATUS_REQUEST MsgType = "g" MsgType_TRADING_SESSION_STATUS MsgType = "h" MsgType_MASS_QUOTE MsgType = "i" MsgType_BUSINESS_MESSAGE_REJECT MsgType = "j" MsgType_BID_REQUEST MsgType = "k" MsgType_BID_RESPONSE MsgType = "l" MsgType_LIST_STRIKE_PRICE MsgType = "m" MsgType_XML_MESSAGE MsgType = "n" MsgType_REGISTRATION_INSTRUCTIONS MsgType = "o" MsgType_REGISTRATION_INSTRUCTIONS_RESPONSE MsgType = "p" MsgType_ORDER_MASS_CANCEL_REQUEST MsgType = "q" MsgType_ORDER_MASS_CANCEL_REPORT MsgType = "r" MsgType_NEW_ORDER_CROSS MsgType = "s" MsgType_CROSS_ORDER_CANCEL_REPLACE_REQUEST MsgType = "t" MsgType_CROSS_ORDER_CANCEL_REQUEST MsgType = "u" MsgType_SECURITY_TYPE_REQUEST MsgType = "v" MsgType_SECURITY_TYPES MsgType = "w" MsgType_SECURITY_LIST_REQUEST MsgType = "x" MsgType_SECURITY_LIST MsgType = "y" MsgType_DERIVATIVE_SECURITY_LIST_REQUEST MsgType = "z" )
type MultiLegReportingType ¶
type MultiLegReportingType string
MultiLegReportingType field enumeration values.
const ( MultiLegReportingType_SINGLE_SECURITY MultiLegReportingType = "1" MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY MultiLegReportingType = "2" MultiLegReportingType_MULTI_LEG_SECURITY MultiLegReportingType = "3" )
type MultiLegRptTypeReq ¶
type MultiLegRptTypeReq string
MultiLegRptTypeReq field enumeration values.
const ( MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY MultiLegRptTypeReq = "0" MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY MultiLegRptTypeReq = "1" MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY MultiLegRptTypeReq = "2" )
type MultilegModel ¶
type MultilegModel string
MultilegModel field enumeration values.
const ( MultilegModel_PREDEFINED_MULTILEG_SECURITY MultilegModel = "0" MultilegModel_USER_DEFINED_MULTLEG_SECURITY MultilegModel = "1" MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG MultilegModel = "2" )
type MultilegPriceMethod ¶
type MultilegPriceMethod string
MultilegPriceMethod field enumeration values.
const ( MultilegPriceMethod_NET_PRICE MultilegPriceMethod = "0" MultilegPriceMethod_REVERSED_NET_PRICE MultilegPriceMethod = "1" MultilegPriceMethod_YIELD_DIFFERENCE MultilegPriceMethod = "2" MultilegPriceMethod_INDIVIDUAL MultilegPriceMethod = "3" MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE MultilegPriceMethod = "4" MultilegPriceMethod_MULTIPLIED_PRICE MultilegPriceMethod = "5" )
type NetGrossInd ¶
type NetGrossInd string
NetGrossInd field enumeration values.
const ( NetGrossInd_NET NetGrossInd = "1" NetGrossInd_GROSS NetGrossInd = "2" )
type NetworkRequestType ¶
type NetworkRequestType string
NetworkRequestType field enumeration values.
const ( NetworkRequestType_SNAPSHOT NetworkRequestType = "1" NetworkRequestType_SUBSCRIBE NetworkRequestType = "2" NetworkRequestType_STOP_SUBSCRIBING NetworkRequestType = "4" NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED NetworkRequestType = "8" )
type NetworkStatusResponseType ¶
type NetworkStatusResponseType string
NetworkStatusResponseType field enumeration values.
const ( NetworkStatusResponseType_FULL NetworkStatusResponseType = "1" NetworkStatusResponseType_INCREMENTAL_UPDATE NetworkStatusResponseType = "2" )
type NewsCategory ¶
type NewsCategory string
NewsCategory field enumeration values.
const ( NewsCategory_COMPANY_NEWS NewsCategory = "0" NewsCategory_MARKETPLACE_NEWS NewsCategory = "1" NewsCategory_FINANCIAL_MARKET_NEWS NewsCategory = "2" NewsCategory_TECHNICAL_NEWS NewsCategory = "3" NewsCategory_OTHER_NEWS NewsCategory = "99" )
type NewsRefType ¶
type NewsRefType string
NewsRefType field enumeration values.
const ( NewsRefType_REPLACEMENT NewsRefType = "0" NewsRefType_OTHER_LANGUAGE NewsRefType = "1" NewsRefType_COMPLIMENTARY NewsRefType = "2" )
type NotifyBrokerOfCredit ¶
type NotifyBrokerOfCredit string
NotifyBrokerOfCredit field enumeration values.
const ( NotifyBrokerOfCredit_NO NotifyBrokerOfCredit = "N" NotifyBrokerOfCredit_YES NotifyBrokerOfCredit = "Y" )
type OpenCloseSettlFlag ¶
type OpenCloseSettlFlag string
OpenCloseSettlFlag field enumeration values.
const ( OpenCloseSettlFlag_DAILY_OPEN OpenCloseSettlFlag = "0" OpenCloseSettlFlag_SESSION_OPEN OpenCloseSettlFlag = "1" OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY OpenCloseSettlFlag = "2" OpenCloseSettlFlag_EXPECTED_ENTRY OpenCloseSettlFlag = "3" OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY OpenCloseSettlFlag = "4" OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE OpenCloseSettlFlag = "5" )
type OpenCloseSettleFlag ¶
type OpenCloseSettleFlag string
OpenCloseSettleFlag field enumeration values.
const ( OpenCloseSettleFlag_DAILY_OPEN OpenCloseSettleFlag = "0" OpenCloseSettleFlag_SESSION_OPEN OpenCloseSettleFlag = "1" OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE OpenCloseSettleFlag = "2" OpenCloseSettleFlag_EXPECTED_PRICE OpenCloseSettleFlag = "3" OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY OpenCloseSettleFlag = "4" )
type OptPayoutType ¶
type OptPayoutType string
OptPayoutType field enumeration values.
const ( OptPayoutType_VANILLA OptPayoutType = "1" OptPayoutType_CAPPED OptPayoutType = "2" OptPayoutType_BINARY OptPayoutType = "3" )
type OrdRejReason ¶
type OrdRejReason string
OrdRejReason field enumeration values.
const ( OrdRejReason_BROKER OrdRejReason = "0" OrdRejReason_UNKNOWN_SYMBOL OrdRejReason = "1" OrdRejReason_INVALID_INVESTOR_ID OrdRejReason = "10" OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC OrdRejReason = "11" OrdRejReason_SURVEILLENCE_OPTION OrdRejReason = "12" OrdRejReason_INCORRECT_QUANTITY OrdRejReason = "13" OrdRejReason_INCORRECT_ALLOCATED_QUANTITY OrdRejReason = "14" OrdRejReason_UNKNOWN_ACCOUNT OrdRejReason = "15" OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND OrdRejReason = "16" OrdRejReason_INVALID_PRICE_INCREMENT OrdRejReason = "18" OrdRejReason_EXCHANGE_CLOSED OrdRejReason = "2" OrdRejReason_ORDER_EXCEEDS_LIMIT OrdRejReason = "3" OrdRejReason_TOO_LATE_TO_ENTER OrdRejReason = "4" OrdRejReason_UNKNOWN_ORDER OrdRejReason = "5" OrdRejReason_DUPLICATE_ORDER OrdRejReason = "6" OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER OrdRejReason = "7" OrdRejReason_STALE_ORDER OrdRejReason = "8" OrdRejReason_TRADE_ALONG_REQUIRED OrdRejReason = "9" OrdRejReason_OTHER OrdRejReason = "99" )
type OrdStatus ¶
type OrdStatus string
OrdStatus field enumeration values.
const ( OrdStatus_NEW OrdStatus = "0" OrdStatus_PARTIALLY_FILLED OrdStatus = "1" OrdStatus_FILLED OrdStatus = "2" OrdStatus_DONE_FOR_DAY OrdStatus = "3" OrdStatus_CANCELED OrdStatus = "4" OrdStatus_REPLACED OrdStatus = "5" OrdStatus_PENDING_CANCEL OrdStatus = "6" OrdStatus_STOPPED OrdStatus = "7" OrdStatus_REJECTED OrdStatus = "8" OrdStatus_SUSPENDED OrdStatus = "9" OrdStatus_PENDING_NEW OrdStatus = "A" OrdStatus_CALCULATED OrdStatus = "B" OrdStatus_EXPIRED OrdStatus = "C" OrdStatus_ACCEPTED_FOR_BIDDING OrdStatus = "D" OrdStatus_PENDING_REPLACE OrdStatus = "E" )
type OrdType ¶
type OrdType string
OrdType field enumeration values.
const ( OrdType_MARKET OrdType = "1" OrdType_LIMIT OrdType = "2" OrdType_STOP OrdType = "3" OrdType_STOP_LIMIT OrdType = "4" OrdType_MARKET_ON_CLOSE OrdType = "5" OrdType_WITH_OR_WITHOUT OrdType = "6" OrdType_LIMIT_OR_BETTER OrdType = "7" OrdType_LIMIT_WITH_OR_WITHOUT OrdType = "8" OrdType_ON_BASIS OrdType = "9" OrdType_ON_CLOSE OrdType = "A" OrdType_LIMIT_ON_CLOSE OrdType = "B" OrdType_FOREX_MARKET OrdType = "C" OrdType_PREVIOUSLY_QUOTED OrdType = "D" OrdType_PREVIOUSLY_INDICATED OrdType = "E" OrdType_FOREX_LIMIT OrdType = "F" OrdType_FOREX_SWAP OrdType = "G" OrdType_FOREX_PREVIOUSLY_QUOTED OrdType = "H" OrdType_FUNARI OrdType = "I" OrdType_MARKET_IF_TOUCHED OrdType = "J" OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT OrdType = "K" OrdType_PREVIOUS_FUND_VALUATION_POINT OrdType = "L" OrdType_NEXT_FUND_VALUATION_POINT OrdType = "M" OrdType_PEGGED OrdType = "P" OrdType_COUNTER_ORDER_SELECTION OrdType = "Q" )
type OrderCapacity ¶
type OrderCapacity string
OrderCapacity field enumeration values.
const ( OrderCapacity_AGENCY OrderCapacity = "A" OrderCapacity_PROPRIETARY OrderCapacity = "G" OrderCapacity_INDIVIDUAL OrderCapacity = "I" OrderCapacity_PRINCIPAL OrderCapacity = "P" OrderCapacity_RISKLESS_PRINCIPAL OrderCapacity = "R" OrderCapacity_AGENT_FOR_OTHER_MEMBER OrderCapacity = "W" )
type OrderCategory ¶
type OrderCategory string
OrderCategory field enumeration values.
const ( OrderCategory_ORDER OrderCategory = "1" OrderCategory_QUOTE OrderCategory = "2" OrderCategory_PRIVATELY_NEGOTIATED_TRADE OrderCategory = "3" OrderCategory_MULTILEG_ORDER OrderCategory = "4" OrderCategory_LINKED_ORDER OrderCategory = "5" OrderCategory_QUOTE_REQUEST OrderCategory = "6" OrderCategory_IMPLIED_ORDER OrderCategory = "7" OrderCategory_CROSS_ORDER OrderCategory = "8" OrderCategory_STREAMING_PRICE OrderCategory = "9" )
type OrderDelayUnit ¶
type OrderDelayUnit string
OrderDelayUnit field enumeration values.
const ( OrderDelayUnit_SECONDS OrderDelayUnit = "0" OrderDelayUnit_TENTHS_OF_A_SECOND OrderDelayUnit = "1" OrderDelayUnit_MINUTES OrderDelayUnit = "10" OrderDelayUnit_HOURS OrderDelayUnit = "11" OrderDelayUnit_DAYS OrderDelayUnit = "12" OrderDelayUnit_WEEKS OrderDelayUnit = "13" OrderDelayUnit_MONTHS OrderDelayUnit = "14" OrderDelayUnit_YEARS OrderDelayUnit = "15" OrderDelayUnit_HUNDREDTHS_OF_A_SECOND OrderDelayUnit = "2" OrderDelayUnit_MILLISECONDS OrderDelayUnit = "3" OrderDelayUnit_MICROSECONDS OrderDelayUnit = "4" OrderDelayUnit_NANOSECONDS OrderDelayUnit = "5" )
type OrderHandlingInstSource ¶
type OrderHandlingInstSource string
OrderHandlingInstSource field enumeration values.
const (
OrderHandlingInstSource_NASD_OATS OrderHandlingInstSource = "1"
)
type OrderRestrictions ¶
type OrderRestrictions string
OrderRestrictions field enumeration values.
const ( OrderRestrictions_PROGRAM_TRADE OrderRestrictions = "1" OrderRestrictions_INDEX_ARBITRAGE OrderRestrictions = "2" OrderRestrictions_NON_INDEX_ARBITRAGE OrderRestrictions = "3" OrderRestrictions_COMPETING_MARKET_MAKER OrderRestrictions = "4" OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY OrderRestrictions = "5" OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY OrderRestrictions = "6" OrderRestrictions_FOREIGN_ENTITY OrderRestrictions = "7" OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT OrderRestrictions = "8" OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE OrderRestrictions = "9" OrderRestrictions_RISKLESS_ARBITRAGE OrderRestrictions = "A" OrderRestrictions_ISSUER_HOLDING OrderRestrictions = "B" OrderRestrictions_ISSUE_PRICE_STABILIZATION OrderRestrictions = "C" OrderRestrictions_NON_ALGORITHMIC OrderRestrictions = "D" OrderRestrictions_ALGORITHMIC OrderRestrictions = "E" OrderRestrictions_CROSS OrderRestrictions = "F" )
type OrigCustOrderCapacity ¶
type OrigCustOrderCapacity string
OrigCustOrderCapacity field enumeration values.
const ( OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT OrigCustOrderCapacity = "1" OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT OrigCustOrderCapacity = "2" OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER OrigCustOrderCapacity = "3" OrigCustOrderCapacity_ALL_OTHER OrigCustOrderCapacity = "4" )
type OwnerType ¶
type OwnerType string
OwnerType field enumeration values.
const ( OwnerType_INDIVIDUAL_INVESTOR OwnerType = "1" OwnerType_NETWORKING_SUB_ACCOUNT OwnerType = "10" OwnerType_NON_PROFIT_ORGANIZATION OwnerType = "11" OwnerType_CORPORATE_BODY OwnerType = "12" OwnerType_NOMINEE OwnerType = "13" OwnerType_PUBLIC_COMPANY OwnerType = "2" OwnerType_PRIVATE_COMPANY OwnerType = "3" OwnerType_INDIVIDUAL_TRUSTEE OwnerType = "4" OwnerType_COMPANY_TRUSTEE OwnerType = "5" OwnerType_PENSION_PLAN OwnerType = "6" OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT OwnerType = "7" OwnerType_TRUSTS OwnerType = "8" OwnerType_FIDUCIARIES OwnerType = "9" )
type OwnershipType ¶
type OwnershipType string
OwnershipType field enumeration values.
const ( OwnershipType_JOINT_TRUSTEES OwnershipType = "2" OwnershipType_JOINT_INVESTORS OwnershipType = "J" OwnershipType_TENANTS_IN_COMMON OwnershipType = "T" )
type PartyDetailsRequestResult ¶
type PartyDetailsRequestResult string
PartyDetailsRequestResult field enumeration values.
const ( PartyDetailsRequestResult_VALID_REQUEST PartyDetailsRequestResult = "0" PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST PartyDetailsRequestResult = "1" PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA PartyDetailsRequestResult = "2" PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE PartyDetailsRequestResult = "3" PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA PartyDetailsRequestResult = "4" PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE PartyDetailsRequestResult = "5" PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED PartyDetailsRequestResult = "6" PartyDetailsRequestResult_OTHER PartyDetailsRequestResult = "99" )
type PartyIDSource ¶
type PartyIDSource string
PartyIDSource field enumeration values.
const ( PartyIDSource_KOREAN_INVESTOR_ID PartyIDSource = "1" PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID PartyIDSource = "2" PartyIDSource_TAIWANESE_TRADING_ACCT PartyIDSource = "3" PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY PartyIDSource = "4" PartyIDSource_CHINESE_INVESTOR_ID PartyIDSource = "5" PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER PartyIDSource = "6" PartyIDSource_US_SOCIAL_SECURITY_NUMBER PartyIDSource = "7" PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER PartyIDSource = "8" PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER PartyIDSource = "9" PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER PartyIDSource = "A" PartyIDSource_BIC PartyIDSource = "B" PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER PartyIDSource = "C" PartyIDSource_PROPRIETARY PartyIDSource = "D" PartyIDSource_ISO_COUNTRY_CODE PartyIDSource = "E" PartyIDSource_SETTLEMENT_ENTITY_LOCATION PartyIDSource = "F" PartyIDSource_MIC PartyIDSource = "G" PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE PartyIDSource = "H" PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT PartyIDSource = "I" )
type PartyListResponseType ¶
type PartyListResponseType string
PartyListResponseType field enumeration values.
const ( PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES PartyListResponseType = "0" PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION PartyListResponseType = "1" PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES PartyListResponseType = "2" PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION PartyListResponseType = "3" )
type PartyRelationship ¶
type PartyRelationship string
PartyRelationship field enumeration values.
const ( PartyRelationship_IS_ALSO PartyRelationship = "0" PartyRelationship_CLEARS_FOR PartyRelationship = "1" PartyRelationship_HAS_MEMBERS PartyRelationship = "10" PartyRelationship_PROVIDES_MARKETPLACE_FOR PartyRelationship = "11" PartyRelationship_PARTICIPANT_OF_MARKETPLACE PartyRelationship = "12" PartyRelationship_CARRIES_POSITIONS_FOR PartyRelationship = "13" PartyRelationship_POSTS_TRADES_TO PartyRelationship = "14" PartyRelationship_ENTERS_TRADES_FOR PartyRelationship = "15" PartyRelationship_ENTERS_TRADES_THROUGH PartyRelationship = "16" PartyRelationship_PROVIDES_QUOTES_TO PartyRelationship = "17" PartyRelationship_REQUESTS_QUOTES_FROM PartyRelationship = "18" PartyRelationship_INVESTS_FOR PartyRelationship = "19" PartyRelationship_CLEARS_THROUGH PartyRelationship = "2" PartyRelationship_INVESTS_THROUGH PartyRelationship = "20" PartyRelationship_BROKERS_TRADES_FOR PartyRelationship = "21" PartyRelationship_BROKERS_TRADES_THROUGH PartyRelationship = "22" PartyRelationship_PROVIDES_TRADING_SERVICES_FOR PartyRelationship = "23" PartyRelationship_USES_TRADING_SERVICES_OF PartyRelationship = "24" PartyRelationship_APPROVES_OF PartyRelationship = "25" PartyRelationship_APPROVED_BY PartyRelationship = "26" PartyRelationship_PARENT_FIRM_FOR PartyRelationship = "27" PartyRelationship_SUBSIDIARY_OF PartyRelationship = "28" PartyRelationship_REGULATORY_OWNER_OF PartyRelationship = "29" PartyRelationship_TRADES_FOR PartyRelationship = "3" PartyRelationship_OWNED_BY_30 PartyRelationship = "30" PartyRelationship_CONTROLS PartyRelationship = "31" PartyRelationship_IS_CONTROLLED_BY PartyRelationship = "32" PartyRelationship_LEGAL PartyRelationship = "33" PartyRelationship_OWNED_BY_34 PartyRelationship = "34" PartyRelationship_BENEFICIAL_OWNER_OF PartyRelationship = "35" PartyRelationship_OWNED_BY_36 PartyRelationship = "36" PartyRelationship_TRADES_THROUGH PartyRelationship = "4" PartyRelationship_SPONSORS PartyRelationship = "5" PartyRelationship_SPONSORED_THROUGH PartyRelationship = "6" PartyRelationship_PROVIDES_GUARANTEE_FOR PartyRelationship = "7" PartyRelationship_IS_GUARANTEED_BY PartyRelationship = "8" PartyRelationship_MEMBER_OF PartyRelationship = "9" )
type PartyRole ¶
type PartyRole string
PartyRole field enumeration values.
const ( PartyRole_EXECUTING_FIRM PartyRole = "1" PartyRole_SETTLEMENT_LOCATION PartyRole = "10" PartyRole_ORDER_ORIGINATION_TRADER PartyRole = "11" PartyRole_EXECUTING_TRADER PartyRole = "12" PartyRole_ORDER_ORIGINATION_FIRM PartyRole = "13" PartyRole_GIVEUP_CLEARING_FIRM PartyRole = "14" PartyRole_CORRESPONDANT_CLEARING_FIRM PartyRole = "15" PartyRole_EXECUTING_SYSTEM PartyRole = "16" PartyRole_CONTRA_FIRM PartyRole = "17" PartyRole_CONTRA_CLEARING_FIRM PartyRole = "18" PartyRole_SPONSORING_FIRM PartyRole = "19" PartyRole_BROKER_OF_CREDIT PartyRole = "2" PartyRole_UNDERLYING_CONTRA_FIRM PartyRole = "20" PartyRole_CLEARING_ORGANIZATION PartyRole = "21" PartyRole_EXCHANGE PartyRole = "22" PartyRole_CUSTOMER_ACCOUNT PartyRole = "24" PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION PartyRole = "25" PartyRole_CORRESPONDENT_BROKER PartyRole = "26" PartyRole_BUYER_SELLER PartyRole = "27" PartyRole_CUSTODIAN PartyRole = "28" PartyRole_INTERMEDIARY PartyRole = "29" PartyRole_CLIENT_ID PartyRole = "3" PartyRole_AGENT PartyRole = "30" PartyRole_SUB_CUSTODIAN PartyRole = "31" PartyRole_BENEFICIARY PartyRole = "32" PartyRole_INTERESTED_PARTY PartyRole = "33" PartyRole_REGULATORY_BODY PartyRole = "34" PartyRole_LIQUIDITY_PROVIDER PartyRole = "35" PartyRole_ENTERING_TRADER PartyRole = "36" PartyRole_CONTRA_TRADER PartyRole = "37" PartyRole_POSITION_ACCOUNT PartyRole = "38" PartyRole_CONTRA_INVESTOR_ID PartyRole = "39" PartyRole_CLEARING_FIRM PartyRole = "4" PartyRole_TRANSFER_TO_FIRM PartyRole = "40" PartyRole_CONTRA_POSITION_ACCOUNT PartyRole = "41" PartyRole_CONTRA_EXCHANGE PartyRole = "42" PartyRole_INTERNAL_CARRY_ACCOUNT PartyRole = "43" PartyRole_ORDER_ENTRY_OPERATOR_ID PartyRole = "44" PartyRole_SECONDARY_ACCOUNT_NUMBER PartyRole = "45" PartyRole_FOREIGN_FIRM PartyRole = "46" PartyRole_THIRD_PARTY_ALLOCATION_FIRM PartyRole = "47" PartyRole_CLAIMING_ACCOUNT PartyRole = "48" PartyRole_ASSET_MANAGER PartyRole = "49" PartyRole_INVESTOR_ID PartyRole = "5" PartyRole_PLEDGOR_ACCOUNT PartyRole = "50" PartyRole_PLEDGEE_ACCOUNT PartyRole = "51" PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT PartyRole = "52" PartyRole_TRADER_MNEMONIC PartyRole = "53" PartyRole_SENDER_LOCATION PartyRole = "54" PartyRole_SESSION_ID PartyRole = "55" PartyRole_ACCEPTABLE_COUNTERPARTY PartyRole = "56" PartyRole_UNACCEPTABLE_COUNTERPARTY PartyRole = "57" PartyRole_ENTERING_UNIT PartyRole = "58" PartyRole_EXECUTING_UNIT PartyRole = "59" PartyRole_INTRODUCING_FIRM PartyRole = "6" PartyRole_INTRODUCING_BROKER PartyRole = "60" PartyRole_QUOTE_ORIGINATOR PartyRole = "61" PartyRole_REPORT_ORIGINATOR PartyRole = "62" PartyRole_SYSTEMATIC_INTERNALISER PartyRole = "63" PartyRole_MULTILATERAL_TRADING_FACILITY PartyRole = "64" PartyRole_REGULATED_MARKET PartyRole = "65" PartyRole_MARKET_MAKER PartyRole = "66" PartyRole_INVESTMENT_FIRM PartyRole = "67" PartyRole_HOST_COMPETENT_AUTHORITY PartyRole = "68" PartyRole_HOME_COMPETENT_AUTHORITY PartyRole = "69" PartyRole_ENTERING_FIRM PartyRole = "7" PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY PartyRole = "70" PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION PartyRole = "71" PartyRole_REPORTING_INTERMEDIARY PartyRole = "72" PartyRole_EXECUTION_VENUE PartyRole = "73" PartyRole_MARKET_DATA_ENTRY_ORIGINATOR PartyRole = "74" PartyRole_LOCATION_ID PartyRole = "75" PartyRole_DESK_ID PartyRole = "76" PartyRole_MARKET_DATA_MARKET PartyRole = "77" PartyRole_ALLOCATION_ENTITY PartyRole = "78" PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES PartyRole = "79" PartyRole_LOCATE PartyRole = "8" PartyRole_STEP_OUT_FIRM PartyRole = "80" PartyRole_BROKERCLEARINGID PartyRole = "81" PartyRole_CENTRAL_REGISTRATION_DEPOSITORY PartyRole = "82" PartyRole_CLEARING_ACCOUNT PartyRole = "83" PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY PartyRole = "84" PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY PartyRole = "85" PartyRole_FUND_MANAGER_CLIENT_ID PartyRole = "9" )
type PartySubIDType ¶
type PartySubIDType string
PartySubIDType field enumeration values.
const ( PartySubIDType_FIRM PartySubIDType = "1" PartySubIDType_SECURITIES_ACCOUNT_NUMBER PartySubIDType = "10" PartySubIDType_REGISTRATION_NUMBER PartySubIDType = "11" PartySubIDType_REGISTERED_ADDRESS_12 PartySubIDType = "12" PartySubIDType_REGULATORY_STATUS PartySubIDType = "13" PartySubIDType_REGISTRATION_NAME PartySubIDType = "14" PartySubIDType_CASH_ACCOUNT_NUMBER PartySubIDType = "15" PartySubIDType_BIC PartySubIDType = "16" PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE PartySubIDType = "17" PartySubIDType_REGISTERED_ADDRESS_18 PartySubIDType = "18" PartySubIDType_FUND_ACCOUNT_NAME PartySubIDType = "19" PartySubIDType_PERSON PartySubIDType = "2" PartySubIDType_TELEX_NUMBER PartySubIDType = "20" PartySubIDType_FAX_NUMBER PartySubIDType = "21" PartySubIDType_SECURITIES_ACCOUNT_NAME PartySubIDType = "22" PartySubIDType_CASH_ACCOUNT_NAME PartySubIDType = "23" PartySubIDType_DEPARTMENT PartySubIDType = "24" PartySubIDType_LOCATION_DESK PartySubIDType = "25" PartySubIDType_POSITION_ACCOUNT_TYPE PartySubIDType = "26" PartySubIDType_SECURITY_LOCATE_ID PartySubIDType = "27" PartySubIDType_MARKET_MAKER PartySubIDType = "28" PartySubIDType_ELIGIBLE_COUNTERPARTY PartySubIDType = "29" PartySubIDType_SYSTEM PartySubIDType = "3" PartySubIDType_PROFESSIONAL_CLIENT PartySubIDType = "30" PartySubIDType_LOCATION PartySubIDType = "31" PartySubIDType_EXECUTION_VENUE PartySubIDType = "32" PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER PartySubIDType = "33" PartySubIDType_APPLICATION PartySubIDType = "4" PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES PartySubIDType = "4000" PartySubIDType_FULL_LEGAL_NAME_OF_FIRM PartySubIDType = "5" PartySubIDType_POSTAL_ADDRESS PartySubIDType = "6" PartySubIDType_PHONE_NUMBER PartySubIDType = "7" PartySubIDType_EMAIL_ADDRESS PartySubIDType = "8" PartySubIDType_CONTACT_NAME PartySubIDType = "9" )
type PaymentMethod ¶
type PaymentMethod string
PaymentMethod field enumeration values.
const ( PaymentMethod_CREST PaymentMethod = "1" PaymentMethod_DIRECT_CREDIT PaymentMethod = "10" PaymentMethod_CREDIT_CARD PaymentMethod = "11" PaymentMethod_ACH_DEBIT PaymentMethod = "12" PaymentMethod_ACH_CREDIT PaymentMethod = "13" PaymentMethod_BPAY PaymentMethod = "14" PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM PaymentMethod = "15" PaymentMethod_NSCC PaymentMethod = "2" PaymentMethod_EUROCLEAR PaymentMethod = "3" PaymentMethod_CLEARSTREAM PaymentMethod = "4" PaymentMethod_CHEQUE PaymentMethod = "5" PaymentMethod_TELEGRAPHIC_TRANSFER PaymentMethod = "6" PaymentMethod_FED_WIRE PaymentMethod = "7" PaymentMethod_DEBIT_CARD PaymentMethod = "8" PaymentMethod_DIRECT_DEBIT PaymentMethod = "9" )
type PegLimitType ¶
type PegLimitType string
PegLimitType field enumeration values.
const ( PegLimitType_OR_BETTER PegLimitType = "0" PegLimitType_STRICT PegLimitType = "1" PegLimitType_OR_WORSE PegLimitType = "2" )
type PegMoveType ¶
type PegMoveType string
PegMoveType field enumeration values.
const ( PegMoveType_FLOATING PegMoveType = "0" PegMoveType_FIXED PegMoveType = "1" )
type PegOffsetType ¶
type PegOffsetType string
PegOffsetType field enumeration values.
const ( PegOffsetType_PRICE PegOffsetType = "0" PegOffsetType_BASIS_POINTS PegOffsetType = "1" PegOffsetType_TICKS PegOffsetType = "2" PegOffsetType_PRICE_TIER PegOffsetType = "3" )
type PegPriceType ¶
type PegPriceType string
PegPriceType field enumeration values.
const ( PegPriceType_LAST_PEG PegPriceType = "1" PegPriceType_MID_PRICE_PEG PegPriceType = "2" PegPriceType_OPENING_PEG PegPriceType = "3" PegPriceType_MARKET_PEG PegPriceType = "4" PegPriceType_PRIMARY_PEG PegPriceType = "5" PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER PegPriceType = "6" PegPriceType_PEG_TO_VWAP PegPriceType = "7" PegPriceType_TRAILING_STOP_PEG PegPriceType = "8" PegPriceType_PEG_TO_LIMIT_PRICE PegPriceType = "9" )
type PegRoundDirection ¶
type PegRoundDirection string
PegRoundDirection field enumeration values.
const ( PegRoundDirection_MORE_AGGRESSIVE PegRoundDirection = "1" PegRoundDirection_MORE_PASSIVE PegRoundDirection = "2" )
type PosAmtType ¶
type PosAmtType string
PosAmtType field enumeration values.
const ( PosAmtType_ACCRUED_COUPON_AMOUNT PosAmtType = "ACPN" PosAmtType_TOTAL_BANKED_AMOUNT PosAmtType = "BANK" PosAmtType_CASH_AMOUNT PosAmtType = "CASH" PosAmtType_COLLATERALIZED_MARK_TO_MARKET PosAmtType = "CMTM" PosAmtType_TOTAL_COLLATERALIZED_AMOUNT PosAmtType = "COLAT" PosAmtType_COUPON_AMOUNT PosAmtType = "CPN" PosAmtType_CASH_RESIDUAL_AMOUNT PosAmtType = "CRES" PosAmtType_COMPENSATION_AMOUNT PosAmtType = "DLV" PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT PosAmtType = "FMTM" PosAmtType_INCREMENTAL_ACCRUED_COUPON PosAmtType = "IACPN" PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET PosAmtType = "ICMTM" PosAmtType_INITIAL_TRADE_COUPON_AMOUNT PosAmtType = "ICPN" PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT PosAmtType = "IMTM" PosAmtType_PREMIUM_AMOUNT PosAmtType = "PREM" PosAmtType_SETTLEMENT_VALUE PosAmtType = "SETL" PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT PosAmtType = "SMTM" PosAmtType_TRADE_VARIATION_AMOUNT PosAmtType = "TVAR" PosAmtType_VALUE_ADJUSTED_AMOUNT PosAmtType = "VADJ" )
type PosMaintAction ¶
type PosMaintAction string
PosMaintAction field enumeration values.
const ( PosMaintAction_NEW PosMaintAction = "1" PosMaintAction_REPLACE PosMaintAction = "2" PosMaintAction_CANCEL PosMaintAction = "3" PosMaintAction_REVERSE PosMaintAction = "4" )
type PosMaintResult ¶
type PosMaintResult string
PosMaintResult field enumeration values.
const ( PosMaintResult_SUCCESSFUL_COMPLETION PosMaintResult = "0" PosMaintResult_REJECTED PosMaintResult = "1" PosMaintResult_OTHER PosMaintResult = "99" )
type PosMaintStatus ¶
type PosMaintStatus string
PosMaintStatus field enumeration values.
const ( PosMaintStatus_ACCEPTED PosMaintStatus = "0" PosMaintStatus_ACCEPTED_WITH_WARNINGS PosMaintStatus = "1" PosMaintStatus_REJECTED PosMaintStatus = "2" PosMaintStatus_COMPLETED PosMaintStatus = "3" PosMaintStatus_COMPLETED_WITH_WARNINGS PosMaintStatus = "4" )
type PosQtyStatus ¶
type PosQtyStatus string
PosQtyStatus field enumeration values.
const ( PosQtyStatus_SUBMITTED PosQtyStatus = "0" PosQtyStatus_ACCEPTED PosQtyStatus = "1" PosQtyStatus_REJECTED PosQtyStatus = "2" )
type PosReqResult ¶
type PosReqResult string
PosReqResult field enumeration values.
const ( PosReqResult_VALID_REQUEST PosReqResult = "0" PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST PosReqResult = "1" PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA PosReqResult = "2" PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS PosReqResult = "3" PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED PosReqResult = "4" PosReqResult_OTHER PosReqResult = "99" )
type PosReqStatus ¶
type PosReqStatus string
PosReqStatus field enumeration values.
const ( PosReqStatus_COMPLETED PosReqStatus = "0" PosReqStatus_COMPLETED_WITH_WARNINGS PosReqStatus = "1" PosReqStatus_REJECTED PosReqStatus = "2" )
type PosReqType ¶
type PosReqType string
PosReqType field enumeration values.
const ( PosReqType_POSITIONS PosReqType = "0" PosReqType_TRADES PosReqType = "1" PosReqType_EXERCISES PosReqType = "2" PosReqType_ASSIGNMENTS PosReqType = "3" PosReqType_SETTLEMENT_ACTIVITY PosReqType = "4" PosReqType_BACKOUT_MESSAGE PosReqType = "5" PosReqType_DELTA_POSITIONS PosReqType = "6" )
type PosTransType ¶
type PosTransType string
PosTransType field enumeration values.
const ( PosTransType_EXERCISE PosTransType = "1" PosTransType_DO_NOT_EXERCISE PosTransType = "2" PosTransType_POSITION_ADJUSTMENT PosTransType = "3" PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION PosTransType = "4" PosTransType_PLEDGE PosTransType = "5" PosTransType_LARGE_TRADER_SUBMISSION PosTransType = "6" )
type PosType ¶
type PosType string
PosType field enumeration values.
const ( PosType_ALLOCATION_TRADE_QTY PosType = "ALC" PosType_OPTION_ASSIGNMENT PosType = "AS" PosType_AS_OF_TRADE_QTY PosType = "ASF" PosType_CORPORATE_ACTION_ADJUSTMENT PosType = "CAA" PosType_CREDIT_EVENT_ADJUSTMENT PosType = "CEA" PosType_NET_DELTA_QTY PosType = "DLT" PosType_DELIVERY_QTY PosType = "DLV" PosType_DELIVERY_NOTICE_QTY PosType = "DN" PosType_EXCHANGE_FOR_PHYSICAL_QTY PosType = "EP" PosType_ELECTRONIC_TRADE_QTY PosType = "ETR" PosType_OPTION_EXERCISE_QTY PosType = "EX" PosType_END_OF_DAY_QTY PosType = "FIN" PosType_INTRA_SPREAD_QTY PosType = "IAS" PosType_INTER_SPREAD_QTY PosType = "IES" PosType_ADJUSTMENT_QTY PosType = "PA" PosType_PIT_TRADE_QTY PosType = "PIT" PosType_PRIVATELY_NEGOTIATED_TRADE_QTY PosType = "PNTN" PosType_RECEIVE_QUANTITY PosType = "RCV" PosType_SUCCESSION_EVENT_ADJUSTMENT PosType = "SEA" PosType_START_OF_DAY_QTY PosType = "SOD" PosType_INTEGRAL_SPLIT PosType = "SPL" PosType_TRANSACTION_FROM_ASSIGNMENT PosType = "TA" PosType_TOTAL_TRANSACTION_QTY PosType = "TOT" PosType_TRANSACTION_QUANTITY PosType = "TQ" PosType_TRANSFER_TRADE_QTY PosType = "TRF" PosType_TRANSACTION_FROM_EXERCISE PosType = "TX" PosType_CROSS_MARGIN_QTY PosType = "XM" )
type PositionEffect ¶
type PositionEffect string
PositionEffect field enumeration values.
const ( PositionEffect_CLOSE PositionEffect = "C" PositionEffect_DEFAULT PositionEffect = "D" PositionEffect_FIFO PositionEffect = "F" PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN PositionEffect = "N" PositionEffect_OPEN PositionEffect = "O" PositionEffect_ROLLED PositionEffect = "R" )
type PossDupFlag ¶
type PossDupFlag string
PossDupFlag field enumeration values.
const ( PossDupFlag_NO PossDupFlag = "N" PossDupFlag_YES PossDupFlag = "Y" )
type PossResend ¶
type PossResend string
PossResend field enumeration values.
const ( PossResend_NO PossResend = "N" PossResend_YES PossResend = "Y" )
type PreallocMethod ¶
type PreallocMethod string
PreallocMethod field enumeration values.
const ( PreallocMethod_PRO_RATA PreallocMethod = "0" PreallocMethod_DO_NOT_PRO_RATA PreallocMethod = "1" )
type PreviouslyReported ¶
type PreviouslyReported string
PreviouslyReported field enumeration values.
const ( PreviouslyReported_NO PreviouslyReported = "N" PreviouslyReported_YES PreviouslyReported = "Y" )
type PriceLimitType ¶
type PriceLimitType string
PriceLimitType field enumeration values.
const ( PriceLimitType_PRICE PriceLimitType = "0" PriceLimitType_TICKS PriceLimitType = "1" PriceLimitType_PERCENTAGE PriceLimitType = "2" )
type PriceProtectionScope ¶
type PriceProtectionScope string
PriceProtectionScope field enumeration values.
const ( PriceProtectionScope_NONE PriceProtectionScope = "0" PriceProtectionScope_LOCAL PriceProtectionScope = "1" PriceProtectionScope_NATIONAL PriceProtectionScope = "2" PriceProtectionScope_GLOBAL PriceProtectionScope = "3" )
type PriceQuoteMethod ¶
type PriceQuoteMethod string
PriceQuoteMethod field enumeration values.
const ( PriceQuoteMethod_INTEREST_RATE_INDEX PriceQuoteMethod = "INT" PriceQuoteMethod_INDEX PriceQuoteMethod = "INX" PriceQuoteMethod_PERCENT_OF_PAR PriceQuoteMethod = "PCTPAR" PriceQuoteMethod_STANDARD PriceQuoteMethod = "STD" )
type PriceType ¶
type PriceType string
PriceType field enumeration values.
const ( PriceType_PERCENTAGE PriceType = "1" PriceType_FIXED_CABINET_TRADE_PRICE PriceType = "10" PriceType_VARIABLE_CABINET_TRADE_PRICE PriceType = "11" PriceType_PRODUCT_TICKS_IN_HALFS PriceType = "13" PriceType_PRODUCT_TICKS_IN_FOURTHS PriceType = "14" PriceType_PRODUCT_TICKS_IN_EIGHTS PriceType = "15" PriceType_PRODUCT_TICKS_IN_SIXTEENTHS PriceType = "16" PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS PriceType = "17" PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS PriceType = "18" PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS PriceType = "19" PriceType_PER_UNIT PriceType = "2" PriceType_FIXED_AMOUNT PriceType = "3" PriceType_DISCOUNT PriceType = "4" PriceType_PREMIUM PriceType = "5" PriceType_SPREAD PriceType = "6" PriceType_TED_PRICE PriceType = "7" PriceType_TED_YIELD PriceType = "8" PriceType_YIELD PriceType = "9" )
type PriorityIndicator ¶
type PriorityIndicator string
PriorityIndicator field enumeration values.
const ( PriorityIndicator_PRIORITY_UNCHANGED PriorityIndicator = "0" PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE PriorityIndicator = "1" )
type ProcessCode ¶
type ProcessCode string
ProcessCode field enumeration values.
const ( ProcessCode_REGULAR ProcessCode = "0" ProcessCode_SOFT_DOLLAR ProcessCode = "1" ProcessCode_STEP_IN ProcessCode = "2" ProcessCode_STEP_OUT ProcessCode = "3" ProcessCode_SOFT_DOLLAR_STEP_IN ProcessCode = "4" ProcessCode_SOFT_DOLLAR_STEP_OUT ProcessCode = "5" ProcessCode_PLAN_SPONSOR ProcessCode = "6" )
type Product ¶
type Product string
Product field enumeration values.
const ( Product_AGENCY Product = "1" Product_MORTGAGE Product = "10" Product_MUNICIPAL Product = "11" Product_OTHER Product = "12" Product_FINANCING Product = "13" Product_COMMODITY Product = "2" Product_CORPORATE Product = "3" Product_CURRENCY Product = "4" Product_EQUITY Product = "5" Product_GOVERNMENT Product = "6" Product_INDEX Product = "7" Product_LOAN Product = "8" Product_MONEYMARKET Product = "9" )
type ProgRptReqs ¶
type ProgRptReqs string
ProgRptReqs field enumeration values.
const ( ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST ProgRptReqs = "1" ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD ProgRptReqs = "2" ProgRptReqs_REAL_TIME_EXECUTION_REPORTS ProgRptReqs = "3" )
type PublishTrdIndicator ¶
type PublishTrdIndicator string
PublishTrdIndicator field enumeration values.
const ( PublishTrdIndicator_NO PublishTrdIndicator = "N" PublishTrdIndicator_YES PublishTrdIndicator = "Y" )
type QuantityType ¶
type QuantityType string
QuantityType field enumeration values.
const ( QuantityType_SHARES QuantityType = "1" QuantityType_BONDS QuantityType = "2" QuantityType_CURRENTFACE QuantityType = "3" QuantityType_ORIGINALFACE QuantityType = "4" QuantityType_CURRENCY QuantityType = "5" QuantityType_CONTRACTS QuantityType = "6" QuantityType_OTHER QuantityType = "7" QuantityType_PAR QuantityType = "8" )
type QuoteAckStatus ¶
type QuoteAckStatus string
QuoteAckStatus field enumeration values.
const ( QuoteAckStatus_ACCEPTED QuoteAckStatus = "0" QuoteAckStatus_CANCELED_FOR_SYMBOL QuoteAckStatus = "1" QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE QuoteAckStatus = "2" QuoteAckStatus_CANCELED_FOR_UNDERLYING QuoteAckStatus = "3" QuoteAckStatus_CANCELED_ALL QuoteAckStatus = "4" QuoteAckStatus_REJECTED QuoteAckStatus = "5" )
type QuoteCancelType ¶
type QuoteCancelType string
QuoteCancelType field enumeration values.
const ( QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES QuoteCancelType = "1" QuoteCancelType_CANCEL_FOR_SECURITY_TYPE QuoteCancelType = "2" QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY QuoteCancelType = "3" QuoteCancelType_CANCEL_ALL_QUOTES QuoteCancelType = "4" QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID QuoteCancelType = "5" QuoteCancelType_CANCEL_BY_QUOTETYPE QuoteCancelType = "6" QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER QuoteCancelType = "7" QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY QuoteCancelType = "8" )
type QuoteCondition ¶
type QuoteCondition string
QuoteCondition field enumeration values.
const ( QuoteCondition_RESERVED_SAM QuoteCondition = "0" QuoteCondition_NO_ACTIVE_SAM QuoteCondition = "1" QuoteCondition_RESTRICTED QuoteCondition = "2" QuoteCondition_REST_OF_BOOK_VWAP QuoteCondition = "3" QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS QuoteCondition = "4" QuoteCondition_MEDIAN_PRICE QuoteCondition = "5" QuoteCondition_FULL_CURVE QuoteCondition = "6" QuoteCondition_FLAT_CURVE QuoteCondition = "7" QuoteCondition_OPEN_ACTIVE QuoteCondition = "A" QuoteCondition_CLOSED_INACTIVE QuoteCondition = "B" QuoteCondition_EXCHANGE_BEST QuoteCondition = "C" QuoteCondition_CONSOLIDATED_BEST QuoteCondition = "D" QuoteCondition_LOCKED QuoteCondition = "E" QuoteCondition_CROSSED QuoteCondition = "F" QuoteCondition_DEPTH QuoteCondition = "G" QuoteCondition_FAST_TRADING QuoteCondition = "H" QuoteCondition_NON_FIRM QuoteCondition = "I" QuoteCondition_OUTRIGHT_PRICE QuoteCondition = "J" QuoteCondition_IMPLIED_PRICE QuoteCondition = "K" QuoteCondition_MANUAL_SLOW_QUOTE QuoteCondition = "L" QuoteCondition_DEPTH_ON_OFFER QuoteCondition = "M" QuoteCondition_DEPTH_ON_BID QuoteCondition = "N" QuoteCondition_CLOSING QuoteCondition = "O" QuoteCondition_NEWS_DISSEMINATION QuoteCondition = "P" QuoteCondition_TRADING_RANGE QuoteCondition = "Q" QuoteCondition_ORDER_INFLUX QuoteCondition = "R" QuoteCondition_DUE_TO_RELATED QuoteCondition = "S" QuoteCondition_NEWS_PENDING QuoteCondition = "T" QuoteCondition_ADDITIONAL_INFO QuoteCondition = "U" QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED QuoteCondition = "V" QuoteCondition_RESUME QuoteCondition = "W" QuoteCondition_VIEW_OF_COMMON QuoteCondition = "X" QuoteCondition_VOLUME_ALERT QuoteCondition = "Y" QuoteCondition_ORDER_IMBALANCE QuoteCondition = "Z" QuoteCondition_EQUIPMENT_CHANGEOVER QuoteCondition = "a" QuoteCondition_NO_OPEN QuoteCondition = "b" QuoteCondition_REGULAR_ETH QuoteCondition = "c" QuoteCondition_AUTOMATIC_EXECUTION QuoteCondition = "d" QuoteCondition_AUTOMATIC_EXECUTION_ETH QuoteCondition = "e" QuoteCondition_FAST_MARKET_ETH QuoteCondition = "f " QuoteCondition_INACTIVE_ETH QuoteCondition = "g" QuoteCondition_ROTATION QuoteCondition = "h" QuoteCondition_ROTATION_ETH QuoteCondition = "i" QuoteCondition_HALT QuoteCondition = "j" QuoteCondition_HALT_ETH QuoteCondition = "k" QuoteCondition_DUE_TO_NEWS_DISSEMINATION QuoteCondition = "l" QuoteCondition_DUE_TO_NEWS_PENDING QuoteCondition = "m" QuoteCondition_TRADING_RESUME QuoteCondition = "n" QuoteCondition_OUT_OF_SEQUENCE QuoteCondition = "o" QuoteCondition_BID_SPECIALIST QuoteCondition = "p" QuoteCondition_OFFER_SPECIALIST QuoteCondition = "q" QuoteCondition_BID_OFFER_SPECIALIST QuoteCondition = "r" QuoteCondition_END_OF_DAY_SAM QuoteCondition = "s" QuoteCondition_FORBIDDEN_SAM QuoteCondition = "t" QuoteCondition_FROZEN_SAM QuoteCondition = "u" QuoteCondition_PREOPENING_SAM QuoteCondition = "v" QuoteCondition_OPENING_SAM QuoteCondition = "w" QuoteCondition_OPEN_SAM QuoteCondition = "x" QuoteCondition_SURVEILLANCE_SAM QuoteCondition = "y" QuoteCondition_SUSPENDED_SAM QuoteCondition = "z" )
type QuoteEntryRejectReason ¶
type QuoteEntryRejectReason string
QuoteEntryRejectReason field enumeration values.
const ( QuoteEntryRejectReason_UNKNOWN_SYMBOL QuoteEntryRejectReason = "1" QuoteEntryRejectReason_EXHCNAGE QuoteEntryRejectReason = "2" QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT QuoteEntryRejectReason = "3" QuoteEntryRejectReason_TOO_LATE_TO_ENTER QuoteEntryRejectReason = "4" QuoteEntryRejectReason_UNKNOWN_QUOTE QuoteEntryRejectReason = "5" QuoteEntryRejectReason_DUPLICATE_QUOTE QuoteEntryRejectReason = "6" QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD QuoteEntryRejectReason = "7" QuoteEntryRejectReason_INVALID_PRICE QuoteEntryRejectReason = "8" QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY QuoteEntryRejectReason = "9" QuoteEntryRejectReason_OTHER QuoteEntryRejectReason = "99" )
type QuoteEntryStatus ¶
type QuoteEntryStatus string
QuoteEntryStatus field enumeration values.
const ( QuoteEntryStatus_ACCEPTED QuoteEntryStatus = "0" QuoteEntryStatus_LOCKED_MARKET_WARNING QuoteEntryStatus = "12" QuoteEntryStatus_CROSS_MARKET_WARNING QuoteEntryStatus = "13" QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET QuoteEntryStatus = "14" QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET QuoteEntryStatus = "15" QuoteEntryStatus_ACTIVE QuoteEntryStatus = "16" QuoteEntryStatus_REJECTED QuoteEntryStatus = "5" QuoteEntryStatus_REMOVED_FROM_MARKET QuoteEntryStatus = "6" QuoteEntryStatus_EXPIRED QuoteEntryStatus = "7" )
type QuotePriceType ¶
type QuotePriceType string
QuotePriceType field enumeration values.
const ( QuotePriceType_PERCENT QuotePriceType = "1" QuotePriceType_YIELD QuotePriceType = "10" QuotePriceType_PER_SHARE QuotePriceType = "2" QuotePriceType_FIXED_AMOUNT QuotePriceType = "3" QuotePriceType_DISCOUNT QuotePriceType = "4" QuotePriceType_PREMIUM QuotePriceType = "5" QuotePriceType_SPREAD QuotePriceType = "6" QuotePriceType_TED_PRICE QuotePriceType = "7" QuotePriceType_TED_YIELD QuotePriceType = "8" QuotePriceType_YIELD_SPREAD QuotePriceType = "9" )
type QuoteRejectReason ¶
type QuoteRejectReason string
QuoteRejectReason field enumeration values.
const ( QuoteRejectReason_UNKNOWN_SYMBOL QuoteRejectReason = "1" QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND QuoteRejectReason = "10" QuoteRejectReason_QUOTE_LOCKED QuoteRejectReason = "11" QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER QuoteRejectReason = "12" QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY QuoteRejectReason = "13" QuoteRejectReason_EXCHANGE QuoteRejectReason = "2" QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT QuoteRejectReason = "3" QuoteRejectReason_TOO_LATE_TO_ENTER QuoteRejectReason = "4" QuoteRejectReason_UNKNOWN_QUOTE QuoteRejectReason = "5" QuoteRejectReason_DUPLICATE_QUOTE QuoteRejectReason = "6" QuoteRejectReason_INVALID_BID_ASK_SPREAD QuoteRejectReason = "7" QuoteRejectReason_INVALID_PRICE QuoteRejectReason = "8" QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY QuoteRejectReason = "9" QuoteRejectReason_OTHER QuoteRejectReason = "99" )
type QuoteRequestRejectReason ¶
type QuoteRequestRejectReason string
QuoteRequestRejectReason field enumeration values.
const ( QuoteRequestRejectReason_UNKNOWN_SYMBOL QuoteRequestRejectReason = "1" QuoteRequestRejectReason_PASS QuoteRequestRejectReason = "10" QuoteRequestRejectReason_INSUFFICIENT_CREDIT QuoteRequestRejectReason = "11" QuoteRequestRejectReason_EXCHANGE QuoteRequestRejectReason = "2" QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT QuoteRequestRejectReason = "3" QuoteRequestRejectReason_TOO_LATE_TO_ENTER QuoteRequestRejectReason = "4" QuoteRequestRejectReason_INVALID_PRICE QuoteRequestRejectReason = "5" QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE QuoteRequestRejectReason = "6" QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY QuoteRequestRejectReason = "7" QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT QuoteRequestRejectReason = "8" QuoteRequestRejectReason_NO_INVENTORY QuoteRequestRejectReason = "9" QuoteRequestRejectReason_OTHER QuoteRequestRejectReason = "99" )
type QuoteRequestType ¶
type QuoteRequestType string
QuoteRequestType field enumeration values.
const ( QuoteRequestType_MANUAL QuoteRequestType = "1" QuoteRequestType_AUTOMATIC QuoteRequestType = "2" )
type QuoteRespType ¶
type QuoteRespType string
QuoteRespType field enumeration values.
const ( QuoteRespType_HIT_LIFT QuoteRespType = "1" QuoteRespType_COUNTER QuoteRespType = "2" QuoteRespType_EXPIRED QuoteRespType = "3" QuoteRespType_COVER QuoteRespType = "4" QuoteRespType_DONE_AWAY QuoteRespType = "5" QuoteRespType_PASS QuoteRespType = "6" QuoteRespType_END_TRADE QuoteRespType = "7" QuoteRespType_TIMED_OUT QuoteRespType = "8" )
type QuoteResponseLevel ¶
type QuoteResponseLevel string
QuoteResponseLevel field enumeration values.
const ( QuoteResponseLevel_NO_ACKNOWLEDGEMENT QuoteResponseLevel = "0" QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES QuoteResponseLevel = "1" QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE QuoteResponseLevel = "2" QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT QuoteResponseLevel = "3" )
type QuoteStatus ¶
type QuoteStatus string
QuoteStatus field enumeration values.
const ( QuoteStatus_ACCEPTED QuoteStatus = "0" QuoteStatus_CANCEL_FOR_SYMBOL QuoteStatus = "1" QuoteStatus_PENDING QuoteStatus = "10" QuoteStatus_PASS QuoteStatus = "11" QuoteStatus_LOCKED_MARKET_WARNING QuoteStatus = "12" QuoteStatus_CROSS_MARKET_WARNING QuoteStatus = "13" QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET QuoteStatus = "14" QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET QuoteStatus = "15" QuoteStatus_ACTIVE QuoteStatus = "16" QuoteStatus_CANCELED QuoteStatus = "17" QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT QuoteStatus = "18" QuoteStatus_PENDING_END_TRADE QuoteStatus = "19" QuoteStatus_CANCELED_FOR_SECURITY_TYPE QuoteStatus = "2" QuoteStatus_TOO_LATE_TO_END QuoteStatus = "20" QuoteStatus_CANCELED_FOR_UNDERLYING QuoteStatus = "3" QuoteStatus_CANCELED_ALL QuoteStatus = "4" QuoteStatus_REJECTED QuoteStatus = "5" QuoteStatus_REMOVED_FROM_MARKET QuoteStatus = "6" QuoteStatus_EXPIRED QuoteStatus = "7" QuoteStatus_QUERY QuoteStatus = "8" QuoteStatus_QUOTE_NOT_FOUND QuoteStatus = "9" )
type RateSource ¶
type RateSource string
RateSource field enumeration values.
const ( RateSource_BLOOMBERG RateSource = "0" RateSource_REUTERS RateSource = "1" RateSource_TELERATE RateSource = "2" RateSource_OTHER RateSource = "99" )
type RateSourceType ¶
type RateSourceType string
RateSourceType field enumeration values.
const ( RateSourceType_PRIMARY RateSourceType = "0" RateSourceType_SECONDARY RateSourceType = "1" )
type RefOrdIDReason ¶
type RefOrdIDReason string
RefOrdIDReason field enumeration values.
const ( RefOrdIDReason_GTC_FROM_PREVIOUS_DAY RefOrdIDReason = "0" RefOrdIDReason_PARTIAL_FILL_REMAINING RefOrdIDReason = "1" RefOrdIDReason_ORDER_CHANGED RefOrdIDReason = "2" )
type RefOrderIDSource ¶
type RefOrderIDSource string
RefOrderIDSource field enumeration values.
const ( RefOrderIDSource_SECONDARYORDERID RefOrderIDSource = "0" RefOrderIDSource_ORDERID RefOrderIDSource = "1" RefOrderIDSource_MDENTRYID RefOrderIDSource = "2" RefOrderIDSource_QUOTEENTRYID RefOrderIDSource = "3" RefOrderIDSource_ORIGINAL_ORDER_ID RefOrderIDSource = "4" )
type RegistRejReasonCode ¶
type RegistRejReasonCode string
RegistRejReasonCode field enumeration values.
const ( RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE RegistRejReasonCode = "1" RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE RegistRejReasonCode = "10" RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH RegistRejReasonCode = "11" RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE RegistRejReasonCode = "12" RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS RegistRejReasonCode = "13" RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE RegistRejReasonCode = "14" RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD RegistRejReasonCode = "15" RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME RegistRejReasonCode = "16" RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE RegistRejReasonCode = "17" RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM RegistRejReasonCode = "18" RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE RegistRejReasonCode = "2" RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE RegistRejReasonCode = "3" RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS RegistRejReasonCode = "4" RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO RegistRejReasonCode = "5" RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS RegistRejReasonCode = "6" RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS RegistRejReasonCode = "7" RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS RegistRejReasonCode = "8" RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID RegistRejReasonCode = "9" RegistRejReasonCode_OTHER RegistRejReasonCode = "99" )
type RegistStatus ¶
type RegistStatus string
RegistStatus field enumeration values.
const ( RegistStatus_ACCEPTED RegistStatus = "A" RegistStatus_HELD RegistStatus = "H" RegistStatus_REMINDER RegistStatus = "N" RegistStatus_REJECTED RegistStatus = "R" )
type RegistTransType ¶
type RegistTransType string
RegistTransType field enumeration values.
const ( RegistTransType_NEW RegistTransType = "0" RegistTransType_REPLACE RegistTransType = "1" RegistTransType_CANCEL RegistTransType = "2" )
type ReportToExch ¶
type ReportToExch string
ReportToExch field enumeration values.
const ( ReportToExch_NO ReportToExch = "N" ReportToExch_YES ReportToExch = "Y" )
type ResetSeqNumFlag ¶
type ResetSeqNumFlag string
ResetSeqNumFlag field enumeration values.
const ( ResetSeqNumFlag_NO ResetSeqNumFlag = "N" ResetSeqNumFlag_YES ResetSeqNumFlag = "Y" )
type RespondentType ¶
type RespondentType string
RespondentType field enumeration values.
const ( RespondentType_ALL_MARKET_PARTICIPANTS RespondentType = "1" RespondentType_SPECIFIED_MARKET_PARTICIPANTS RespondentType = "2" RespondentType_ALL_MARKET_MAKERS RespondentType = "3" RespondentType_PRIMARY_MARKET_MAKER RespondentType = "4" )
type ResponseTransportType ¶
type ResponseTransportType string
ResponseTransportType field enumeration values.
const ( ResponseTransportType_INBAND ResponseTransportType = "0" ResponseTransportType_OUT_OF_BAND ResponseTransportType = "1" )
type RestructuringType ¶
type RestructuringType string
RestructuringType field enumeration values.
const ( RestructuringType_FULL_RESTRUCTURING RestructuringType = "FR" RestructuringType_MODIFIED_MOD_RESTRUCTURING RestructuringType = "MM" RestructuringType_MODIFIED_RESTRUCTURING RestructuringType = "MR" RestructuringType_NO_RESTRUCTURING_SPECIFIED RestructuringType = "XR" )
type RiskInstrumentOperator ¶
type RiskInstrumentOperator string
RiskInstrumentOperator field enumeration values.
const ( RiskInstrumentOperator_INCLUDE RiskInstrumentOperator = "1" RiskInstrumentOperator_EXCLUDE RiskInstrumentOperator = "2" )
type RiskLimitType ¶
type RiskLimitType string
RiskLimitType field enumeration values.
const ( RiskLimitType_GROSS_LIMIT RiskLimitType = "1" RiskLimitType_NET_LIMIT RiskLimitType = "2" RiskLimitType_EXPOSURE RiskLimitType = "3" RiskLimitType_LONG_LIMIT RiskLimitType = "4" RiskLimitType_SHORT_LIMIT RiskLimitType = "5" )
type RoundingDirection ¶
type RoundingDirection string
RoundingDirection field enumeration values.
const ( RoundingDirection_ROUND_TO_NEAREST RoundingDirection = "0" RoundingDirection_ROUND_DOWN RoundingDirection = "1" RoundingDirection_ROUND_UP RoundingDirection = "2" )
type RoutingType ¶
type RoutingType string
RoutingType field enumeration values.
const ( RoutingType_TARGET_FIRM RoutingType = "1" RoutingType_TARGET_LIST RoutingType = "2" RoutingType_BLOCK_FIRM RoutingType = "3" RoutingType_BLOCK_LIST RoutingType = "4" )
type Rule80A ¶
type Rule80A string
Rule80A field enumeration values.
const ( Rule80A_AGENCY_SINGLE_ORDER Rule80A = "A" Rule80A_SHORT_EXEMPT_TRANSACTION_B Rule80A = "B" Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE Rule80A = "C" Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG Rule80A = "D" Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL Rule80A = "E" Rule80A_SHORT_EXEMPT_TRANSACTION_F Rule80A = "F" Rule80A_SHORT_EXEMPT_TRANSACTION_H Rule80A = "H" Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER Rule80A = "I" Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING Rule80A = "J" Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING Rule80A = "K" Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE Rule80A = "L" Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER Rule80A = "M" Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE Rule80A = "N" Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER Rule80A = "O" Rule80A_PRINCIPAL Rule80A = "P" Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER Rule80A = "R" Rule80A_SPECIALIST_TRADES Rule80A = "S" Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER Rule80A = "T" Rule80A_AGENCY_INDEX_ARBITRAGE Rule80A = "U" Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER Rule80A = "W" Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE Rule80A = "X" Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE Rule80A = "Y" Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER Rule80A = "Z" )
type SecDefStatus ¶
type SecDefStatus string
SecDefStatus field enumeration values.
const ( SecDefStatus_PENDING_APPROVAL SecDefStatus = "0" SecDefStatus_APPROVED SecDefStatus = "1" SecDefStatus_REJECTED SecDefStatus = "2" SecDefStatus_UNAUTHORIZED_REQUEST SecDefStatus = "3" SecDefStatus_INVALID_DEFINITION_REQUEST SecDefStatus = "4" )
type SecurityIDSource ¶
type SecurityIDSource string
SecurityIDSource field enumeration values.
const ( SecurityIDSource_CUSIP SecurityIDSource = "1" SecurityIDSource_SEDOL SecurityIDSource = "2" SecurityIDSource_QUIK SecurityIDSource = "3" SecurityIDSource_ISIN_NUMBER SecurityIDSource = "4" SecurityIDSource_RIC_CODE SecurityIDSource = "5" SecurityIDSource_ISO_CURRENCY_CODE SecurityIDSource = "6" SecurityIDSource_ISO_COUNTRY_CODE SecurityIDSource = "7" SecurityIDSource_EXCHANGE_SYMBOL SecurityIDSource = "8" SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION SecurityIDSource = "9" SecurityIDSource_BLOOMBERG_SYMBOL SecurityIDSource = "A" SecurityIDSource_WERTPAPIER SecurityIDSource = "B" SecurityIDSource_DUTCH SecurityIDSource = "C" SecurityIDSource_VALOREN SecurityIDSource = "D" SecurityIDSource_SICOVAM SecurityIDSource = "E" SecurityIDSource_BELGIAN SecurityIDSource = "F" SecurityIDSource_COMMON SecurityIDSource = "G" SecurityIDSource_CLEARING_HOUSE SecurityIDSource = "H" SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION SecurityIDSource = "I" SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY SecurityIDSource = "J" SecurityIDSource_ISDA_FPML_PRODUCT_URL SecurityIDSource = "K" SecurityIDSource_LETTER_OF_CREDIT SecurityIDSource = "L" SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER SecurityIDSource = "M" )
type SecurityListRequestType ¶
type SecurityListRequestType string
SecurityListRequestType field enumeration values.
const ( SecurityListRequestType_SYMBOL SecurityListRequestType = "0" SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE SecurityListRequestType = "1" SecurityListRequestType_PRODUCT SecurityListRequestType = "2" SecurityListRequestType_TRADINGSESSIONID SecurityListRequestType = "3" SecurityListRequestType_ALL_SECURITIES SecurityListRequestType = "4" SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID SecurityListRequestType = "5" )
type SecurityListType ¶
type SecurityListType string
SecurityListType field enumeration values.
const ( SecurityListType_INDUSTRY_CLASSIFICATION SecurityListType = "1" SecurityListType_TRADING_LIST SecurityListType = "2" SecurityListType_MARKET SecurityListType = "3" SecurityListType_NEWSPAPER_LIST SecurityListType = "4" )
type SecurityListTypeSource ¶
type SecurityListTypeSource string
SecurityListTypeSource field enumeration values.
const ( SecurityListTypeSource_ICB SecurityListTypeSource = "1" SecurityListTypeSource_NAICS SecurityListTypeSource = "2" SecurityListTypeSource_GICS SecurityListTypeSource = "3" )
type SecurityRequestResult ¶
type SecurityRequestResult string
SecurityRequestResult field enumeration values.
const ( SecurityRequestResult_VALID_REQUEST SecurityRequestResult = "0" SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST SecurityRequestResult = "1" SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA SecurityRequestResult = "2" SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA SecurityRequestResult = "3" SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE SecurityRequestResult = "4" SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED SecurityRequestResult = "5" )
type SecurityRequestType ¶
type SecurityRequestType string
SecurityRequestType field enumeration values.
const ( SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS SecurityRequestType = "0" SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED SecurityRequestType = "1" SecurityRequestType_REQUEST_LIST_SECURITY_TYPES SecurityRequestType = "2" SecurityRequestType_REQUEST_LIST_SECURITIES SecurityRequestType = "3" SecurityRequestType_SYMBOL SecurityRequestType = "4" SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE SecurityRequestType = "5" SecurityRequestType_PRODUCT SecurityRequestType = "6" SecurityRequestType_TRADINGSESSIONID SecurityRequestType = "7" SecurityRequestType_ALL_SECURITIES SecurityRequestType = "8" SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID SecurityRequestType = "9" )
type SecurityResponseType ¶
type SecurityResponseType string
SecurityResponseType field enumeration values.
const ( SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS SecurityResponseType = "1" SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE SecurityResponseType = "2" SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST SecurityResponseType = "3" SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST SecurityResponseType = "4" SecurityResponseType_REJECT_SECURITY_PROPOSAL SecurityResponseType = "5" SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA SecurityResponseType = "6" )
type SecurityStatus ¶
type SecurityStatus string
SecurityStatus field enumeration values.
const ( SecurityStatus_ACTIVE SecurityStatus = "1" SecurityStatus_INACTIVE SecurityStatus = "2" )
type SecurityTradingEvent ¶
type SecurityTradingEvent string
SecurityTradingEvent field enumeration values.
const ( SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED SecurityTradingEvent = "1" SecurityTradingEvent_TRADING_RESUMES SecurityTradingEvent = "2" SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION SecurityTradingEvent = "3" SecurityTradingEvent_CHANGE_OF_TRADING_SESSION SecurityTradingEvent = "4" SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION SecurityTradingEvent = "5" SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS SecurityTradingEvent = "6" SecurityTradingEvent_CHANGE_OF_BOOK_TYPE SecurityTradingEvent = "7" SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH SecurityTradingEvent = "8" )
type SecurityTradingStatus ¶
type SecurityTradingStatus string
SecurityTradingStatus field enumeration values.
const ( SecurityTradingStatus_OPENING_DELAY SecurityTradingStatus = "1" SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL SecurityTradingStatus = "10" SecurityTradingStatus_11 SecurityTradingStatus = "11" SecurityTradingStatus_NO_MARKET_IMBALANCE SecurityTradingStatus = "12" SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE SecurityTradingStatus = "13" SecurityTradingStatus_ITS_PRE_OPENING SecurityTradingStatus = "14" SecurityTradingStatus_NEW_PRICE_INDICATION SecurityTradingStatus = "15" SecurityTradingStatus_TRADE_DISSEMINATION_TIME SecurityTradingStatus = "16" SecurityTradingStatus_READY_TO_TRADE SecurityTradingStatus = "17" SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING SecurityTradingStatus = "18" SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET SecurityTradingStatus = "19" SecurityTradingStatus_TRADING_HALT SecurityTradingStatus = "2" SecurityTradingStatus_UNKNOWN_OR_INVALID SecurityTradingStatus = "20" SecurityTradingStatus_PRE_OPEN SecurityTradingStatus = "21" SecurityTradingStatus_OPENING_ROTATION SecurityTradingStatus = "22" SecurityTradingStatus_FAST_MARKET SecurityTradingStatus = "23" SecurityTradingStatus_PRE_CROSS SecurityTradingStatus = "24" SecurityTradingStatus_CROSS SecurityTradingStatus = "25" SecurityTradingStatus_POST_CLOSE SecurityTradingStatus = "26" SecurityTradingStatus_RESUME SecurityTradingStatus = "3" SecurityTradingStatus_NO_OPEN SecurityTradingStatus = "4" SecurityTradingStatus_PRICE_INDICATION SecurityTradingStatus = "5" SecurityTradingStatus_TRADING_RANGE_INDICATION SecurityTradingStatus = "6" SecurityTradingStatus_MARKET_IMBALANCE_BUY SecurityTradingStatus = "7" SecurityTradingStatus_MARKET_IMBALANCE_SELL SecurityTradingStatus = "8" SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY SecurityTradingStatus = "9" )
type SecurityType ¶
type SecurityType string
SecurityType field enumeration values.
const ( SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST SecurityType = "?" SecurityType_ASSET_BACKED_SECURITIES SecurityType = "ABS" SecurityType_AMENDED_RESTATED SecurityType = "AMENDED" SecurityType_OTHER_ANTICIPATION_NOTES SecurityType = "AN" SecurityType_BANKERS_ACCEPTANCE SecurityType = "BA" SecurityType_BANK_DEPOSITORY_NOTE SecurityType = "BDN" SecurityType_BANK_NOTES SecurityType = "BN" SecurityType_BILL_OF_EXCHANGES SecurityType = "BOX" SecurityType_BRADY_BOND SecurityType = "BRADY" SecurityType_BRIDGE_LOAN SecurityType = "BRIDGE" SecurityType_BUY_SELLBACK SecurityType = "BUYSELL" SecurityType_CANADIAN_MONEY_MARKETS SecurityType = "CAMM" SecurityType_CANADIAN_TREASURY_NOTES SecurityType = "CAN" SecurityType_CASH SecurityType = "CASH" SecurityType_CONVERTIBLE_BOND SecurityType = "CB" SecurityType_CERTIFICATE_OF_DEPOSIT SecurityType = "CD" SecurityType_CREDIT_DEFAULT_SWAP SecurityType = "CDS" SecurityType_CALL_LOANS SecurityType = "CL" SecurityType_CANADIAN_MORTGAGE_BONDS SecurityType = "CMB" SecurityType_CORP_MORTGAGE_BACKED_SECURITIES SecurityType = "CMBS" SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION SecurityType = "CMO" SecurityType_CERTIFICATE_OF_OBLIGATION SecurityType = "COFO" SecurityType_CERTIFICATE_OF_PARTICIPATION SecurityType = "COFP" SecurityType_CORPORATE_BOND SecurityType = "CORP" SecurityType_COMMERCIAL_PAPER SecurityType = "CP" SecurityType_CORPORATE_PRIVATE_PLACEMENT SecurityType = "CPP" SecurityType_COMMON_STOCK SecurityType = "CS" SecurityType_CANADIAN_TREASURY_BILLS SecurityType = "CTB" SecurityType_DEFAULTED SecurityType = "DEFLTED" SecurityType_DEBTOR_IN_POSSESSION SecurityType = "DINP" SecurityType_DEPOSIT_NOTES SecurityType = "DN" SecurityType_DUAL_CURRENCY SecurityType = "DUAL" SecurityType_EURO_CERTIFICATE_OF_DEPOSIT SecurityType = "EUCD" SecurityType_EURO_CORPORATE_BOND SecurityType = "EUCORP" SecurityType_EURO_COMMERCIAL_PAPER SecurityType = "EUCP" SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES SecurityType = "EUFRN" SecurityType_EURO_SOVEREIGNS SecurityType = "EUSOV" SecurityType_EURO_SUPRANATIONAL_COUPONS SecurityType = "EUSUPRA" SecurityType_FEDERAL_AGENCY_COUPON SecurityType = "FAC" SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE SecurityType = "FADN" SecurityType_FEDERAL_HOUSING_AUTHORITY SecurityType = "FHA" SecurityType_FEDERAL_HOME_LOAN SecurityType = "FHL" SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION SecurityType = "FN" SecurityType_FOREIGN_EXCHANGE_CONTRACT SecurityType = "FOR" SecurityType_FORWARD SecurityType = "FORWARD" SecurityType_US_CORPORATE_FLOATING_RATE_NOTES SecurityType = "FRN" SecurityType_FUTURE SecurityType = "FUT" SecurityType_FX_FORWARD SecurityType = "FXFWD" SecurityType_NON_DELIVERABLE_FORWARD SecurityType = "FXNDF" SecurityType_FX_SPOT SecurityType = "FXSPOT" SecurityType_FX_SWAP SecurityType = "FXSWAP" SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION SecurityType = "GN" SecurityType_GENERAL_OBLIGATION_BONDS SecurityType = "GO" SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE SecurityType = "GOVT" SecurityType_IOETTE_MORTGAGE SecurityType = "IET" SecurityType_INTEREST_RATE_SWAP SecurityType = "IRS" SecurityType_LETTER_OF_CREDIT SecurityType = "LOFC" SecurityType_LIQUIDITY_NOTE SecurityType = "LQN" SecurityType_MATURED SecurityType = "MATURED" SecurityType_MORTGAGE_BACKED_SECURITIES SecurityType = "MBS" SecurityType_MUTUAL_FUND SecurityType = "MF" SecurityType_MORTGAGE_INTEREST_ONLY SecurityType = "MIO" SecurityType_MULTILEG_INSTRUMENT SecurityType = "MLEG" SecurityType_MORTGAGE_PRINCIPAL_ONLY SecurityType = "MPO" SecurityType_MORTGAGE_PRIVATE_PLACEMENT SecurityType = "MPP" SecurityType_MISCELLANEOUS_PASS_THROUGH SecurityType = "MPT" SecurityType_MANDATORY_TENDER SecurityType = "MT" SecurityType_MEDIUM_TERM_NOTES SecurityType = "MTN" SecurityType_MUNICIPAL_BOND SecurityType = "MUNI" SecurityType_NO_SECURITY_TYPE SecurityType = "NONE" SecurityType_OVERNIGHT SecurityType = "ONITE" SecurityType_OPTIONS_ON_COMBO SecurityType = "OOC" SecurityType_OPTIONS_ON_FUTURES SecurityType = "OOF" SecurityType_OPTIONS_ON_PHYSICAL SecurityType = "OOP" SecurityType_OPTION SecurityType = "OPT" SecurityType_PRIVATE_EXPORT_FUNDING SecurityType = "PEF" SecurityType_PFANDBRIEFE SecurityType = "PFAND" SecurityType_PROMISSORY_NOTE SecurityType = "PN" SecurityType_AGENCY_POOLS SecurityType = "POOL" SecurityType_CANADIAN_PROVINCIAL_BONDS SecurityType = "PROV" SecurityType_PREFERRED_STOCK SecurityType = "PS" SecurityType_PLAZOS_FIJOS SecurityType = "PZFJ" SecurityType_REVENUE_ANTICIPATION_NOTE SecurityType = "RAN" SecurityType_REPLACED SecurityType = "REPLACD" SecurityType_REPURCHASE SecurityType = "REPO" SecurityType_RETIRED SecurityType = "RETIRED" SecurityType_REVENUE_BONDS SecurityType = "REV" SecurityType_REPURCHASE_AGREEMENT SecurityType = "RP" SecurityType_REVOLVER_LOAN SecurityType = "RVLV" SecurityType_REVOLVER_TERM_LOAN SecurityType = "RVLVTRM" SecurityType_REVERSE_REPURCHASE_AGREEMENT SecurityType = "RVRP" SecurityType_SECURITIES_LOAN SecurityType = "SECLOAN" SecurityType_SECURITIES_PLEDGE SecurityType = "SECPLEDGE" SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION SecurityType = "SL" SecurityType_SECURED_LIQUIDITY_NOTE SecurityType = "SLQN" SecurityType_SPECIAL_ASSESSMENT SecurityType = "SPCLA" SecurityType_SPECIAL_OBLIGATION SecurityType = "SPCLO" SecurityType_SPECIAL_TAX SecurityType = "SPCLT" SecurityType_SHORT_TERM_LOAN_NOTE SecurityType = "STN" SecurityType_STRUCTURED_NOTES SecurityType = "STRUCT" SecurityType_USD_SUPRANATIONAL_COUPONS SecurityType = "SUPRA" SecurityType_SWING_LINE_FACILITY SecurityType = "SWING" SecurityType_TAX_ANTICIPATION_NOTE SecurityType = "TAN" SecurityType_TAX_ALLOCATION SecurityType = "TAXA" SecurityType_TREASURY_BILL SecurityType = "TB" SecurityType_TO_BE_ANNOUNCED SecurityType = "TBA" SecurityType_US_TREASURY_BILL_TBILL SecurityType = "TBILL" SecurityType_US_TREASURY_BOND SecurityType = "TBOND" SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE SecurityType = "TCAL" SecurityType_TIME_DEPOSIT SecurityType = "TD" SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER SecurityType = "TECP" SecurityType_TERM_LOAN SecurityType = "TERM" SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE SecurityType = "TINT" SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES SecurityType = "TIPS" SecurityType_TERM_LIQUIDITY_NOTE SecurityType = "TLQN" SecurityType_TAXABLE_MUNICIPAL_CP SecurityType = "TMCP" SecurityType_US_TREASURY_NOTE_TNOTE SecurityType = "TNOTE" SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE SecurityType = "TPRN" SecurityType_TAX_REVENUE_ANTICIPATION_NOTE SecurityType = "TRAN" SecurityType_US_TREASURY_NOTE_UST SecurityType = "UST" SecurityType_US_TREASURY_BILL_USTB SecurityType = "USTB" SecurityType_VARIABLE_RATE_DEMAND_NOTE SecurityType = "VRDN" SecurityType_WARRANT SecurityType = "WAR" SecurityType_WITHDRAWN SecurityType = "WITHDRN" SecurityType_WILDCARD_ENTRY SecurityType = "WLD" SecurityType_EXTENDED_COMM_NOTE SecurityType = "XCN" SecurityType_INDEXED_LINKED SecurityType = "XLINKD" SecurityType_YANKEE_CORPORATE_BOND SecurityType = "YANK" SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT SecurityType = "YCD" SecurityType_CATS_TIGERS_LIONS SecurityType = "ZOO" )
type SecurityUpdateAction ¶
type SecurityUpdateAction string
SecurityUpdateAction field enumeration values.
const ( SecurityUpdateAction_ADD SecurityUpdateAction = "A" SecurityUpdateAction_DELETE SecurityUpdateAction = "D" SecurityUpdateAction_MODIFY SecurityUpdateAction = "M" )
type SessionRejectReason ¶
type SessionRejectReason string
SessionRejectReason field enumeration values.
const ( SessionRejectReason_INVALID_TAG_NUMBER SessionRejectReason = "0" SessionRejectReason_REQUIRED_TAG_MISSING SessionRejectReason = "1" SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM SessionRejectReason = "10" SessionRejectReason_INVALID_MSGTYPE SessionRejectReason = "11" SessionRejectReason_XML_VALIDATION_ERROR SessionRejectReason = "12" SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE SessionRejectReason = "13" SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER SessionRejectReason = "14" SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER SessionRejectReason = "15" SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP SessionRejectReason = "16" SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER SessionRejectReason = "17" SessionRejectReason_INVALID_UNSUPPORTED_APPLICATION_VERSION SessionRejectReason = "18" SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE SessionRejectReason = "2" SessionRejectReason_UNDEFINED_TAG SessionRejectReason = "3" SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE SessionRejectReason = "4" SessionRejectReason_VALUE_IS_INCORRECT SessionRejectReason = "5" SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE SessionRejectReason = "6" SessionRejectReason_DECRYPTION_PROBLEM SessionRejectReason = "7" SessionRejectReason_SIGNATURE_PROBLEM SessionRejectReason = "8" SessionRejectReason_COMPID_PROBLEM SessionRejectReason = "9" SessionRejectReason_OTHER SessionRejectReason = "99" )
type SessionStatus ¶
type SessionStatus string
SessionStatus field enumeration values.
const ( SessionStatus_SESSION_ACTIVE SessionStatus = "0" SessionStatus_SESSION_PASSWORD_CHANGED SessionStatus = "1" SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE SessionStatus = "2" SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY SessionStatus = "3" SessionStatus_SESSION_LOGOUT_COMPLETE SessionStatus = "4" SessionStatus_INVALID_USERNAME_OR_PASSWORD SessionStatus = "5" SessionStatus_ACCOUNT_LOCKED SessionStatus = "6" SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME SessionStatus = "7" SessionStatus_PASSWORD_EXPIRED SessionStatus = "8" )
type SettlCurrFxRateCalc ¶
type SettlCurrFxRateCalc string
SettlCurrFxRateCalc field enumeration values.
const ( SettlCurrFxRateCalc_DIVIDE SettlCurrFxRateCalc = "D" SettlCurrFxRateCalc_MULTIPLY SettlCurrFxRateCalc = "M" )
type SettlDeliveryType ¶
type SettlDeliveryType string
SettlDeliveryType field enumeration values.
const ( SettlDeliveryType_VERSUS_PAYMENT_DELIVER SettlDeliveryType = "0" SettlDeliveryType_FREE_DELIVER SettlDeliveryType = "1" SettlDeliveryType_TRI_PARTY SettlDeliveryType = "2" SettlDeliveryType_HOLD_IN_CUSTODY SettlDeliveryType = "3" )
type SettlInstMode ¶
type SettlInstMode string
SettlInstMode field enumeration values.
const ( SettlInstMode_DEFAULT SettlInstMode = "0" SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED SettlInstMode = "1" SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING SettlInstMode = "2" SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING SettlInstMode = "3" SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT SettlInstMode = "4" SettlInstMode_REQUEST_REJECT SettlInstMode = "5" )
type SettlInstReqRejCode ¶
type SettlInstReqRejCode string
SettlInstReqRejCode field enumeration values.
const ( SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST SettlInstReqRejCode = "0" SettlInstReqRejCode_UNKNOWN_ACCOUNT SettlInstReqRejCode = "1" SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND SettlInstReqRejCode = "2" SettlInstReqRejCode_OTHER SettlInstReqRejCode = "99" )
type SettlInstSource ¶
type SettlInstSource string
SettlInstSource field enumeration values.
const ( SettlInstSource_BROKERS_INSTRUCTIONS SettlInstSource = "1" SettlInstSource_INSTITUTIONS_INSTRUCTIONS SettlInstSource = "2" SettlInstSource_INVESTOR SettlInstSource = "3" )
type SettlInstTransType ¶
type SettlInstTransType string
SettlInstTransType field enumeration values.
const ( SettlInstTransType_CANCEL SettlInstTransType = "C" SettlInstTransType_NEW SettlInstTransType = "N" SettlInstTransType_REPLACE SettlInstTransType = "R" SettlInstTransType_RESTATE SettlInstTransType = "T" )
type SettlLocation ¶
type SettlLocation string
SettlLocation field enumeration values.
const ( SettlLocation_CEDEL SettlLocation = "CED" SettlLocation_DEPOSITORY_TRUST_COMPANY SettlLocation = "DTC" SettlLocation_EURO_CLEAR SettlLocation = "EUR" SettlLocation_FEDERAL_BOOK_ENTRY SettlLocation = "FED" SettlLocation_LOCAL_MARKET_SETTLE_LOCATION SettlLocation = "ISO_Country_Code" SettlLocation_PHYSICAL SettlLocation = "PNY" SettlLocation_PARTICIPANT_TRUST_COMPANY SettlLocation = "PTC" )
type SettlMethod ¶
type SettlMethod string
SettlMethod field enumeration values.
const ( SettlMethod_CASH_SETTLEMENT_REQUIRED SettlMethod = "C" SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED SettlMethod = "P" )
type SettlObligMode ¶
type SettlObligMode string
SettlObligMode field enumeration values.
const ( SettlObligMode_PRELIMINARY SettlObligMode = "1" SettlObligMode_FINAL SettlObligMode = "2" )
type SettlObligSource ¶
type SettlObligSource string
SettlObligSource field enumeration values.
const ( SettlObligSource_INSTRUCTIONS_OF_BROKER SettlObligSource = "1" SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION SettlObligSource = "2" SettlObligSource_INVESTOR SettlObligSource = "3" )
type SettlObligTransType ¶
type SettlObligTransType string
SettlObligTransType field enumeration values.
const ( SettlObligTransType_CANCEL SettlObligTransType = "C" SettlObligTransType_NEW SettlObligTransType = "N" SettlObligTransType_REPLACE SettlObligTransType = "R" SettlObligTransType_RESTATE SettlObligTransType = "T" )
type SettlPriceType ¶
type SettlPriceType string
SettlPriceType field enumeration values.
const ( SettlPriceType_FINAL SettlPriceType = "1" SettlPriceType_THEORETICAL SettlPriceType = "2" )
type SettlSessID ¶
type SettlSessID string
SettlSessID field enumeration values.
const ( SettlSessID_END_OF_DAY SettlSessID = "EOD" SettlSessID_ELECTRONIC_TRADING_HOURS SettlSessID = "ETH" SettlSessID_INTRADAY SettlSessID = "ITD" SettlSessID_REGULAR_TRADING_HOURS SettlSessID = "RTH" )
type SettlType ¶
type SettlType string
SettlType field enumeration values.
const ( SettlType_REGULAR SettlType = "0" SettlType_CASH SettlType = "1" SettlType_NEXT_DAY SettlType = "2" SettlType_T_PLUS_2 SettlType = "3" SettlType_T_PLUS_3 SettlType = "4" SettlType_T_PLUS_4 SettlType = "5" SettlType_FUTURE SettlType = "6" SettlType_WHEN_AND_IF_ISSUED SettlType = "7" SettlType_SELLERS_OPTION SettlType = "8" SettlType_T_PLUS_5 SettlType = "9" SettlType_BROKEN_DATE SettlType = "B" SettlType_FX_SPOT_NEXT_SETTLEMENT SettlType = "C" )
type SettlmntTyp ¶
type SettlmntTyp string
SettlmntTyp field enumeration values.
const ( SettlmntTyp_REGULAR SettlmntTyp = "0" SettlmntTyp_CASH SettlmntTyp = "1" SettlmntTyp_NEXT_DAY SettlmntTyp = "2" SettlmntTyp_T_PLUS_2 SettlmntTyp = "3" SettlmntTyp_T_PLUS_3 SettlmntTyp = "4" SettlmntTyp_T_PLUS_4 SettlmntTyp = "5" SettlmntTyp_FUTURE SettlmntTyp = "6" SettlmntTyp_WHEN_AND_IF_ISSUED SettlmntTyp = "7" SettlmntTyp_SELLERS_OPTION SettlmntTyp = "8" SettlmntTyp_T_PLUS_5 SettlmntTyp = "9" SettlmntTyp_T_PLUS_1 SettlmntTyp = "A" )
type ShortSaleReason ¶
type ShortSaleReason string
ShortSaleReason field enumeration values.
const ( ShortSaleReason_DEALER_SOLD_SHORT ShortSaleReason = "0" ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT ShortSaleReason = "1" ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT ShortSaleReason = "2" ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT ShortSaleReason = "3" ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE ShortSaleReason = "4" ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT ShortSaleReason = "5" )
type Side ¶
type Side string
Side field enumeration values.
const ( Side_BUY Side = "1" Side_SELL Side = "2" Side_BUY_MINUS Side = "3" Side_SELL_PLUS Side = "4" Side_SELL_SHORT Side = "5" Side_SELL_SHORT_EXEMPT Side = "6" Side_UNDISCLOSED Side = "7" Side_CROSS Side = "8" Side_CROSS_SHORT Side = "9" Side_CROSS_SHORT_EXEMPT Side = "A" Side_AS_DEFINED Side = "B" Side_OPPOSITE Side = "C" Side_SUBSCRIBE Side = "D" Side_REDEEM Side = "E" Side_LEND Side = "F" Side_BORROW Side = "G" )
type SideMultiLegReportingType ¶
type SideMultiLegReportingType string
SideMultiLegReportingType field enumeration values.
const ( SideMultiLegReportingType_SINGLE_SECURITY SideMultiLegReportingType = "1" SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY SideMultiLegReportingType = "2" SideMultiLegReportingType_MULTILEG_SECURITY SideMultiLegReportingType = "3" )
type SideTrdSubTyp ¶
type SideTrdSubTyp string
SideTrdSubTyp field enumeration values.
const ( SideTrdSubTyp_CMTA SideTrdSubTyp = "0" SideTrdSubTyp_INTERNAL_TRANSFER SideTrdSubTyp = "1" SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT SideTrdSubTyp = "10" SideTrdSubTyp_EXTERNAL_TRANSFER SideTrdSubTyp = "2" SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE SideTrdSubTyp = "3" SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE SideTrdSubTyp = "4" SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION SideTrdSubTyp = "5" SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION SideTrdSubTyp = "6" SideTrdSubTyp_DIFFERENTIAL_SPREAD SideTrdSubTyp = "7" SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT SideTrdSubTyp = "8" SideTrdSubTyp_TRANSACTION_FROM_EXERCISE SideTrdSubTyp = "9" )
type SideValueInd ¶
type SideValueInd string
SideValueInd field enumeration values.
const ( SideValueInd_SIDE_VALUE_1 SideValueInd = "1" SideValueInd_SIDE_VALUE_2 SideValueInd = "2" )
type SolicitedFlag ¶
type SolicitedFlag string
SolicitedFlag field enumeration values.
const ( SolicitedFlag_NO SolicitedFlag = "N" SolicitedFlag_YES SolicitedFlag = "Y" )
type StandInstDbType ¶
type StandInstDbType string
StandInstDbType field enumeration values.
const ( StandInstDbType_OTHER StandInstDbType = "0" StandInstDbType_DTC_SID StandInstDbType = "1" StandInstDbType_THOMSON_ALERT StandInstDbType = "2" StandInstDbType_A_GLOBAL_CUSTODIAN StandInstDbType = "3" StandInstDbType_ACCOUNTNET StandInstDbType = "4" )
type StatusValue ¶
type StatusValue string
StatusValue field enumeration values.
const ( StatusValue_CONNECTED StatusValue = "1" StatusValue_NOT_CONNECTED_2 StatusValue = "2" StatusValue_NOT_CONNECTED_3 StatusValue = "3" StatusValue_IN_PROCESS StatusValue = "4" )
type StipulationType ¶
type StipulationType string
StipulationType field enumeration values.
const ( StipulationType_ABSOLUTE_PREPAYMENT_SPEED StipulationType = "ABS" StipulationType_ALTERNATIVE_MINIMUM_TAX StipulationType = "AMT" StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER StipulationType = "AUTOREINV" StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET StipulationType = "AVAILQTY" StipulationType_AVERAGE_FICO_SCORE StipulationType = "AVFICO" StipulationType_AVERAGE_LOAN_SIZE StipulationType = "AVSIZE" StipulationType_BANK_QUALIFIED StipulationType = "BANKQUAL" StipulationType_BARGAIN_CONDITIONS StipulationType = "BGNCON" StipulationType_BROKERS_SALES_CREDIT StipulationType = "BROKERCREDIT" StipulationType_COUPON_RANGE StipulationType = "COUPON" StipulationType_CONSTANT_PREPAYMENT_PENALTY StipulationType = "CPP" StipulationType_CONSTANT_PREPAYMENT_RATE StipulationType = "CPR" StipulationType_CONSTANT_PREPAYMENT_YIELD StipulationType = "CPY" StipulationType_ISO_CURRENCY_CODE StipulationType = "CURRENCY" StipulationType_CUSTOM_START_END_DATE StipulationType = "CUSTOMDATE" StipulationType_DISCOUNT_RATE StipulationType = "DISCOUNT" StipulationType_GEOGRAPHICS_AND_RANGE StipulationType = "GEOG" StipulationType_VALUATION_DISCOUNT StipulationType = "HAIRCUT" StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE StipulationType = "HEP" StipulationType_INSURED StipulationType = "INSURED" StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS StipulationType = "INTERNALPX" StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS StipulationType = "INTERNALQTY" StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE StipulationType = "ISSUE" StipulationType_ISSUERS_TICKER StipulationType = "ISSUER" StipulationType_ISSUE_SIZE_RANGE StipulationType = "ISSUESIZE" StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY StipulationType = "LEAVEQTY" StipulationType_LOOKBACK_DAYS StipulationType = "LOOKBACK" StipulationType_EXPLICIT_LOT_IDENTIFIER StipulationType = "LOT" StipulationType_LOT_VARIANCE StipulationType = "LOTVAR" StipulationType_MATURITY_YEAR_AND_MONTH StipulationType = "MAT" StipulationType_MATURITY_RANGE StipulationType = "MATURITY" StipulationType_MAXIMUM_LOAN_BALANCE StipulationType = "MAXBAL" StipulationType_MAXIMUMDENOMINATION StipulationType = "MAXDNOM" StipulationType_MAXIMUM_ORDER_SIZE StipulationType = "MAXORDQTY" StipulationType_MAXIMUM_SUBSTITUTIONS StipulationType = "MAXSUBS" StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE StipulationType = "MHP" StipulationType_MINIMUM_DENOMINATION StipulationType = "MINDNOM" StipulationType_MINIMUM_INCREMENT StipulationType = "MININCR" StipulationType_MINIMUM_QUANTITY StipulationType = "MINQTY" StipulationType_MONTHLY_PREPAYMENT_RATE StipulationType = "MPR" StipulationType_ORDER_QUANTITY_INCREMENT StipulationType = "ORDRINCR" StipulationType_PAYMENT_FREQUENCY_CALENDAR StipulationType = "PAYFREQ" StipulationType_NUMBER_OF_PIECES StipulationType = "PIECES" StipulationType_POOLS_MAXIMUM StipulationType = "PMAX" StipulationType_POOLSMINIMUM StipulationType = "PMIN" StipulationType_POOL_IDENTIFIER StipulationType = "POOL" StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE StipulationType = "PPC" StipulationType_POOLS_PER_LOT StipulationType = "PPL" StipulationType_POOLS_PER_MILLION StipulationType = "PPM" StipulationType_POOLS_PER_TRADE StipulationType = "PPT" StipulationType_PRICE_RANGE StipulationType = "PRICE" StipulationType_PRICING_FREQUENCY StipulationType = "PRICEFREQ" StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR StipulationType = "PRIMARY" StipulationType_PRODUCTION_YEAR StipulationType = "PROD" StipulationType_CALL_PROTECTION StipulationType = "PROTECT" StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE StipulationType = "PSA" StipulationType_PURPOSE StipulationType = "PURPOSE" StipulationType_BENCHMARK_PRICE_SOURCE StipulationType = "PXSOURCE" StipulationType_RATING_SOURCE_AND_RANGE StipulationType = "RATING" StipulationType_TYPE_OF_REDEMPTION StipulationType = "REDEMPTION" StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE StipulationType = "REFINT" StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE StipulationType = "REFPRIN" StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE StipulationType = "REFTRADE" StipulationType_RESTRICTED StipulationType = "RESTRICTED" StipulationType_TYPE_OF_ROLL_TRADE StipulationType = "ROLLTYPE" StipulationType_BROKER_SALES_CREDIT_OVERRIDE StipulationType = "SALESCREDITOVR" StipulationType_MARKET_SECTOR StipulationType = "SECTOR" StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED StipulationType = "SECTYPE" StipulationType_SINGLE_MONTHLY_MORTALITY StipulationType = "SMM" StipulationType_STRUCTURE StipulationType = "STRUCT" StipulationType_SUBSTITUTIONS_FREQUENCY StipulationType = "SUBSFREQ" StipulationType_SUBSTITUTIONS_LEFT StipulationType = "SUBSLEFT" StipulationType_FREEFORM_TEXT StipulationType = "TEXT" StipulationType_TRADERS_CREDIT StipulationType = "TRADERCREDIT" StipulationType_TRADE_VARIANCE StipulationType = "TRDVAR" StipulationType_WEIGHTED_AVERAGE_COUPON StipulationType = "WAC" StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON StipulationType = "WAL" StipulationType_WEIGHTED_AVERAGE_LOAN_AGE StipulationType = "WALA" StipulationType_WEIGHTED_AVERAGE_MATURITY StipulationType = "WAM" StipulationType_WHOLE_POOL StipulationType = "WHOLE" StipulationType_YIELD_RANGE StipulationType = "YIELD" StipulationType_YIELD_TO_MATURITY StipulationType = "YTM" )
type StrategyParameterType ¶
type StrategyParameterType string
StrategyParameterType field enumeration values.
const ( StrategyParameterType_INT StrategyParameterType = "1" StrategyParameterType_AMT StrategyParameterType = "10" StrategyParameterType_PERCENTAGE StrategyParameterType = "11" StrategyParameterType_CHAR StrategyParameterType = "12" StrategyParameterType_BOOLEAN StrategyParameterType = "13" StrategyParameterType_STRING StrategyParameterType = "14" StrategyParameterType_MULTIPLECHARVALUE StrategyParameterType = "15" StrategyParameterType_CURRENCY StrategyParameterType = "16" StrategyParameterType_EXCHANGE StrategyParameterType = "17" StrategyParameterType_MONTHYEAR StrategyParameterType = "18" StrategyParameterType_UTCTIMESTAMP StrategyParameterType = "19" StrategyParameterType_LENGTH StrategyParameterType = "2" StrategyParameterType_UTCTIMEONLY StrategyParameterType = "20" StrategyParameterType_LOCALMKTDATE StrategyParameterType = "21" StrategyParameterType_UTCDATEONLY StrategyParameterType = "22" StrategyParameterType_DATA StrategyParameterType = "23" StrategyParameterType_MULTIPLESTRINGVALUE StrategyParameterType = "24" StrategyParameterType_COUNTRY StrategyParameterType = "25" StrategyParameterType_LANGUAGE StrategyParameterType = "26" StrategyParameterType_TZTIMEONLY StrategyParameterType = "27" StrategyParameterType_TZTIMESTAMP StrategyParameterType = "28" StrategyParameterType_TENOR StrategyParameterType = "29" StrategyParameterType_NUMINGROUP StrategyParameterType = "3" StrategyParameterType_SEQNUM StrategyParameterType = "4" StrategyParameterType_TAGNUM StrategyParameterType = "5" StrategyParameterType_FLOAT StrategyParameterType = "6" StrategyParameterType_QTY StrategyParameterType = "7" StrategyParameterType_PRICE StrategyParameterType = "8" StrategyParameterType_PRICEOFFSET StrategyParameterType = "9" )
type StreamAsgnAckType ¶
type StreamAsgnAckType string
StreamAsgnAckType field enumeration values.
const ( StreamAsgnAckType_ASSIGNMENT_ACCEPTED StreamAsgnAckType = "0" StreamAsgnAckType_ASSIGNMENT_REJECTED StreamAsgnAckType = "1" )
type StreamAsgnRejReason ¶
type StreamAsgnRejReason string
StreamAsgnRejReason field enumeration values.
const ( StreamAsgnRejReason_UNKNOWN_CLIENT StreamAsgnRejReason = "0" StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE StreamAsgnRejReason = "1" StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR StreamAsgnRejReason = "2" StreamAsgnRejReason_NO_AVAILABLE_STREAM StreamAsgnRejReason = "3" StreamAsgnRejReason_OTHER StreamAsgnRejReason = "99" )
type StreamAsgnReqType ¶
type StreamAsgnReqType string
StreamAsgnReqType field enumeration values.
const ( StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER StreamAsgnReqType = "1" StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER StreamAsgnReqType = "2" )
type StreamAsgnType ¶
type StreamAsgnType string
StreamAsgnType field enumeration values.
const ( StreamAsgnType_ASSIGNMENT StreamAsgnType = "1" StreamAsgnType_REJECTED StreamAsgnType = "2" StreamAsgnType_TERMINATE_UNASSIGN StreamAsgnType = "3" )
type StrikePriceBoundaryMethod ¶
type StrikePriceBoundaryMethod string
StrikePriceBoundaryMethod field enumeration values.
const ( StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "1" StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "2" StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "3" StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "4" StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY StrikePriceBoundaryMethod = "5" )
type StrikePriceDeterminationMethod ¶
type StrikePriceDeterminationMethod string
StrikePriceDeterminationMethod field enumeration values.
const ( StrikePriceDeterminationMethod_FIXED_STRIKE StrikePriceDeterminationMethod = "1" StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE StrikePriceDeterminationMethod = "2" StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION StrikePriceDeterminationMethod = "3" StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE StrikePriceDeterminationMethod = "4" )
type SubscriptionRequestType ¶
type SubscriptionRequestType string
SubscriptionRequestType field enumeration values.
const ( SubscriptionRequestType_SNAPSHOT SubscriptionRequestType = "0" SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES SubscriptionRequestType = "1" SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST SubscriptionRequestType = "2" )
type TargetStrategy ¶
type TargetStrategy string
TargetStrategy field enumeration values.
const ( TargetStrategy_VWAP TargetStrategy = "1" TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES TargetStrategy = "1000" TargetStrategy_PARTICIPATE TargetStrategy = "2" TargetStrategy_MININIZE_MARKET_IMPACT TargetStrategy = "3" )
type TaxAdvantageType ¶
type TaxAdvantageType string
TaxAdvantageType field enumeration values.
const ( TaxAdvantageType_NONE_NOT_APPLICABLE TaxAdvantageType = "0" TaxAdvantageType_MAXI_ISA TaxAdvantageType = "1" TaxAdvantageType_EMPLOYEE_10 TaxAdvantageType = "10" TaxAdvantageType_EMPLOYER_11 TaxAdvantageType = "11" TaxAdvantageType_EMPLOYER_12 TaxAdvantageType = "12" TaxAdvantageType_NON_FUND_PROTOTYPE_IRA TaxAdvantageType = "13" TaxAdvantageType_NON_FUND_QUALIFIED_PLAN TaxAdvantageType = "14" TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN TaxAdvantageType = "15" TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 TaxAdvantageType = "16" TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 TaxAdvantageType = "17" TaxAdvantageType_KEOGH TaxAdvantageType = "18" TaxAdvantageType_PROFIT_SHARING_PLAN TaxAdvantageType = "19" TaxAdvantageType_TESSA TaxAdvantageType = "2" TaxAdvantageType_401 TaxAdvantageType = "20" TaxAdvantageType_SELF_DIRECTED_IRA TaxAdvantageType = "21" TaxAdvantageType_403 TaxAdvantageType = "22" TaxAdvantageType_457 TaxAdvantageType = "23" TaxAdvantageType_ROTH_IRA_24 TaxAdvantageType = "24" TaxAdvantageType_ROTH_IRA_25 TaxAdvantageType = "25" TaxAdvantageType_ROTH_CONVERSION_IRA_26 TaxAdvantageType = "26" TaxAdvantageType_ROTH_CONVERSION_IRA_27 TaxAdvantageType = "27" TaxAdvantageType_EDUCATION_IRA_28 TaxAdvantageType = "28" TaxAdvantageType_EDUCATION_IRA_29 TaxAdvantageType = "29" TaxAdvantageType_MINI_CASH_ISA TaxAdvantageType = "3" TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA TaxAdvantageType = "4" TaxAdvantageType_MINI_INSURANCE_ISA TaxAdvantageType = "5" TaxAdvantageType_CURRENT_YEAR_PAYMENT TaxAdvantageType = "6" TaxAdvantageType_PRIOR_YEAR_PAYMENT TaxAdvantageType = "7" TaxAdvantageType_ASSET_TRANSFER TaxAdvantageType = "8" TaxAdvantageType_EMPLOYEE_9 TaxAdvantageType = "9" TaxAdvantageType_OTHER TaxAdvantageType = "999" )
type TerminationType ¶
type TerminationType string
TerminationType field enumeration values.
const ( TerminationType_OVERNIGHT TerminationType = "1" TerminationType_TERM TerminationType = "2" TerminationType_FLEXIBLE TerminationType = "3" TerminationType_OPEN TerminationType = "4" )
type TestMessageIndicator ¶
type TestMessageIndicator string
TestMessageIndicator field enumeration values.
const ( TestMessageIndicator_NO TestMessageIndicator = "N" TestMessageIndicator_YES TestMessageIndicator = "Y" )
type TickDirection ¶
type TickDirection string
TickDirection field enumeration values.
const ( TickDirection_PLUS_TICK TickDirection = "0" TickDirection_ZERO_PLUS_TICK TickDirection = "1" TickDirection_MINUS_TICK TickDirection = "2" TickDirection_ZERO_MINUS_TICK TickDirection = "3" )
type TickRuleType ¶
type TickRuleType string
TickRuleType field enumeration values.
const ( TickRuleType_REGULAR TickRuleType = "0" TickRuleType_VARIABLE TickRuleType = "1" TickRuleType_FIXED TickRuleType = "2" TickRuleType_TRADED_AS_A_SPREAD_LEG TickRuleType = "3" TickRuleType_SETTLED_AS_A_SPREAD_LEG TickRuleType = "4" )
type TimeInForce ¶
type TimeInForce string
TimeInForce field enumeration values.
const ( TimeInForce_DAY TimeInForce = "0" TimeInForce_GOOD_TILL_CANCEL TimeInForce = "1" TimeInForce_AT_THE_OPENING TimeInForce = "2" TimeInForce_IMMEDIATE_OR_CANCEL TimeInForce = "3" TimeInForce_FILL_OR_KILL TimeInForce = "4" TimeInForce_GOOD_TILL_CROSSING TimeInForce = "5" TimeInForce_GOOD_TILL_DATE TimeInForce = "6" TimeInForce_AT_THE_CLOSE TimeInForce = "7" TimeInForce_GOOD_THROUGH_CROSSING TimeInForce = "8" TimeInForce_AT_CROSSING TimeInForce = "9" )
type TradSesEvent ¶
type TradSesEvent string
TradSesEvent field enumeration values.
const ( TradSesEvent_TRADING_RESUMES TradSesEvent = "0" TradSesEvent_CHANGE_OF_TRADING_SESSION TradSesEvent = "1" TradSesEvent_CHANGE_OF_TRADING_SUBSESSION TradSesEvent = "2" TradSesEvent_CHANGE_OF_TRADING_STATUS TradSesEvent = "3" )
type TradSesMethod ¶
type TradSesMethod string
TradSesMethod field enumeration values.
const ( TradSesMethod_ELECTRONIC TradSesMethod = "1" TradSesMethod_OPEN_OUTCRY TradSesMethod = "2" TradSesMethod_TWO_PARTY TradSesMethod = "3" )
type TradSesMode ¶
type TradSesMode string
TradSesMode field enumeration values.
const ( TradSesMode_TESTING TradSesMode = "1" TradSesMode_SIMULATED TradSesMode = "2" TradSesMode_PRODUCTION TradSesMode = "3" )
type TradSesStatus ¶
type TradSesStatus string
TradSesStatus field enumeration values.
const ( TradSesStatus_UNKNOWN TradSesStatus = "0" TradSesStatus_HALTED TradSesStatus = "1" TradSesStatus_OPEN TradSesStatus = "2" TradSesStatus_CLOSED TradSesStatus = "3" TradSesStatus_PRE_OPEN TradSesStatus = "4" TradSesStatus_PRE_CLOSE TradSesStatus = "5" TradSesStatus_REQUEST_REJECTED TradSesStatus = "6" )
type TradSesStatusRejReason ¶
type TradSesStatusRejReason string
TradSesStatusRejReason field enumeration values.
const ( TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID TradSesStatusRejReason = "1" TradSesStatusRejReason_OTHER TradSesStatusRejReason = "99" )
type TradeAllocIndicator ¶
type TradeAllocIndicator string
TradeAllocIndicator field enumeration values.
const ( TradeAllocIndicator_ALLOCATION_NOT_REQUIRED TradeAllocIndicator = "0" TradeAllocIndicator_ALLOCATION_REQUIRED TradeAllocIndicator = "1" TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE TradeAllocIndicator = "2" TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR TradeAllocIndicator = "3" TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR TradeAllocIndicator = "4" TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT TradeAllocIndicator = "5" )
type TradeCondition ¶
type TradeCondition string
TradeCondition field enumeration values.
const ( TradeCondition_CANCEL TradeCondition = "0" TradeCondition_IMPLIED_TRADE TradeCondition = "1" TradeCondition_MARKETPLACE_ENTERED_TRADE TradeCondition = "2" TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE TradeCondition = "3" TradeCondition_MULTILEG_TO_MULTILEG_TRADE TradeCondition = "4" TradeCondition_CASH TradeCondition = "A" TradeCondition_SPREAD TradeCondition = "AA" TradeCondition_SPREAD_ETH TradeCondition = "AB" TradeCondition_STRADDLE TradeCondition = "AC" TradeCondition_STRADDLE_ETH TradeCondition = "AD" TradeCondition_STOPPED TradeCondition = "AE" TradeCondition_STOPPED_ETH TradeCondition = "AF" TradeCondition_REGULAR_ETH TradeCondition = "AG" TradeCondition_COMBO TradeCondition = "AH" TradeCondition_COMBO_ETH TradeCondition = "AI" TradeCondition_OFFICIAL_CLOSING_PRICE TradeCondition = "AJ" TradeCondition_PRIOR_REFERENCE_PRICE TradeCondition = "AK" TradeCondition_STOPPED_SOLD_LAST TradeCondition = "AL" TradeCondition_STOPPED_OUT_OF_SEQUENCE TradeCondition = "AM" TradeCondition_OFFICAL_CLOSING_PRICE TradeCondition = "AN" TradeCondition_CROSSED_AO TradeCondition = "AO" TradeCondition_FAST_MARKET TradeCondition = "AP" TradeCondition_AUTOMATIC_EXECUTION TradeCondition = "AQ" TradeCondition_FORM_T TradeCondition = "AR" TradeCondition_BASKET_INDEX TradeCondition = "AS" TradeCondition_BURST_BASKET TradeCondition = "AT" TradeCondition_OUTSIDE_SPREAD TradeCondition = "AV" TradeCondition_AVERAGE_PRICE_TRADE TradeCondition = "B" TradeCondition_CASH_TRADE TradeCondition = "C" TradeCondition_NEXT_DAY TradeCondition = "D" TradeCondition_OPENING_REOPENING_TRADE_DETAIL TradeCondition = "E" TradeCondition_INTRADAY_TRADE_DETAIL TradeCondition = "F" TradeCondition_RULE_127_TRADE TradeCondition = "G" TradeCondition_RULE_155_TRADE TradeCondition = "H" TradeCondition_SOLD_LAST TradeCondition = "I" TradeCondition_NEXT_DAY_TRADE TradeCondition = "J" TradeCondition_OPENED TradeCondition = "K" TradeCondition_SELLER TradeCondition = "L" TradeCondition_SOLD TradeCondition = "M" TradeCondition_STOPPED_STOCK TradeCondition = "N" TradeCondition_IMBALANCE_MORE_BUYERS TradeCondition = "P" TradeCondition_IMBALANCE_MORE_SELLERS TradeCondition = "Q" TradeCondition_OPENING_PRICE TradeCondition = "R" TradeCondition_BARGAIN_CONDITION TradeCondition = "S" TradeCondition_CONVERTED_PRICE_INDICATOR TradeCondition = "T" TradeCondition_EXCHANGE_LAST TradeCondition = "U" TradeCondition_FINAL_PRICE_OF_SESSION TradeCondition = "V" TradeCondition_EX_PIT TradeCondition = "W" TradeCondition_CROSSED_X TradeCondition = "X" TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE TradeCondition = "Y" TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP TradeCondition = "Z" TradeCondition_VOLUME_ONLY TradeCondition = "a" TradeCondition_DIRECT_PLUS TradeCondition = "b" TradeCondition_ACQUISITION TradeCondition = "c" TradeCondition_BUNCHED TradeCondition = "d" TradeCondition_DISTRIBUTION TradeCondition = "e" TradeCondition_BUNCHED_SALE TradeCondition = "f" TradeCondition_SPLIT_TRADE TradeCondition = "g" TradeCondition_CANCEL_STOPPED TradeCondition = "h" TradeCondition_CANCEL_ETH TradeCondition = "i" TradeCondition_CANCEL_STOPPED_ETH TradeCondition = "j" TradeCondition_OUT_OF_SEQUENCE_ETH TradeCondition = "k" TradeCondition_CANCEL_LAST_ETH TradeCondition = "l" TradeCondition_SOLD_LAST_SALE_ETH TradeCondition = "m" TradeCondition_CANCEL_LAST TradeCondition = "n" TradeCondition_SOLD_LAST_SALE TradeCondition = "o" TradeCondition_CANCEL_OPEN TradeCondition = "p" TradeCondition_CANCEL_OPEN_ETH TradeCondition = "q" TradeCondition_OPENED_SALE_ETH TradeCondition = "r" TradeCondition_CANCEL_ONLY TradeCondition = "s" TradeCondition_CANCEL_ONLY_ETH TradeCondition = "t" TradeCondition_LATE_OPEN_ETH TradeCondition = "u" TradeCondition_AUTO_EXECUTION_ETH TradeCondition = "v" TradeCondition_REOPEN TradeCondition = "w" TradeCondition_REOPEN_ETH TradeCondition = "x" TradeCondition_ADJUSTED TradeCondition = "y" TradeCondition_ADJUSTED_ETH TradeCondition = "z" )
type TradeHandlingInstr ¶
type TradeHandlingInstr string
TradeHandlingInstr field enumeration values.
const ( TradeHandlingInstr_TRADE_CONFIRMATION TradeHandlingInstr = "0" TradeHandlingInstr_TWO_PARTY_REPORT TradeHandlingInstr = "1" TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING TradeHandlingInstr = "2" TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH TradeHandlingInstr = "3" TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING TradeHandlingInstr = "4" TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM TradeHandlingInstr = "5" )
type TradePublishIndicator ¶
type TradePublishIndicator string
TradePublishIndicator field enumeration values.
const ( TradePublishIndicator_DO_NOT_PUBLISH_TRADE TradePublishIndicator = "0" TradePublishIndicator_PUBLISH_TRADE TradePublishIndicator = "1" TradePublishIndicator_DEFERRED_PUBLICATION TradePublishIndicator = "2" )
type TradeReportRejectReason ¶
type TradeReportRejectReason string
TradeReportRejectReason field enumeration values.
const ( TradeReportRejectReason_SUCCESSFUL TradeReportRejectReason = "0" TradeReportRejectReason_INVALID_PARTY_ONFORMATION TradeReportRejectReason = "1" TradeReportRejectReason_UNKNOWN_INSTRUMENT TradeReportRejectReason = "2" TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES TradeReportRejectReason = "3" TradeReportRejectReason_INVALID_TRADE_TYPE TradeReportRejectReason = "4" TradeReportRejectReason_OTHER TradeReportRejectReason = "99" )
type TradeReportTransType ¶
type TradeReportTransType string
TradeReportTransType field enumeration values.
const ( TradeReportTransType_NEW TradeReportTransType = "0" TradeReportTransType_CANCEL TradeReportTransType = "1" TradeReportTransType_REPLACE TradeReportTransType = "2" TradeReportTransType_RELEASE TradeReportTransType = "3" TradeReportTransType_REVERSE TradeReportTransType = "4" TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE TradeReportTransType = "5" )
type TradeReportType ¶
type TradeReportType string
TradeReportType field enumeration values.
const ( TradeReportType_SUBMIT TradeReportType = "0" TradeReportType_ALLEGED_1 TradeReportType = "1" TradeReportType_PENDED TradeReportType = "10" TradeReportType_ALLEGED_NEW TradeReportType = "11" TradeReportType_ALLEGED_ADDENDUM TradeReportType = "12" TradeReportType_ALLEGED_NO_WAS TradeReportType = "13" TradeReportType_ALLEGED_TRADE_REPORT_CANCEL TradeReportType = "14" TradeReportType_ALLEGED_15 TradeReportType = "15" TradeReportType_ACCEPT TradeReportType = "2" TradeReportType_DECLINE TradeReportType = "3" TradeReportType_ADDENDUM TradeReportType = "4" TradeReportType_NO_WAS TradeReportType = "5" TradeReportType_TRADE_REPORT_CANCEL TradeReportType = "6" TradeReportType_7 TradeReportType = "7" TradeReportType_DEFAULTED TradeReportType = "8" TradeReportType_INVALID_CMTA TradeReportType = "9" )
type TradeRequestResult ¶
type TradeRequestResult string
TradeRequestResult field enumeration values.
const ( TradeRequestResult_SUCCESSFUL TradeRequestResult = "0" TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT TradeRequestResult = "1" TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED TradeRequestResult = "2" TradeRequestResult_INVALID_PARTIES TradeRequestResult = "3" TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED TradeRequestResult = "4" TradeRequestResult_INVALID_DESTINATION_REQUESTED TradeRequestResult = "5" TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED TradeRequestResult = "8" TradeRequestResult_NOT_AUTHORIZED TradeRequestResult = "9" TradeRequestResult_OTHER TradeRequestResult = "99" )
type TradeRequestStatus ¶
type TradeRequestStatus string
TradeRequestStatus field enumeration values.
const ( TradeRequestStatus_ACCEPTED TradeRequestStatus = "0" TradeRequestStatus_COMPLETED TradeRequestStatus = "1" TradeRequestStatus_REJECTED TradeRequestStatus = "2" )
type TradeRequestType ¶
type TradeRequestType string
TradeRequestType field enumeration values.
const ( TradeRequestType_ALL_TRADES TradeRequestType = "0" TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST TradeRequestType = "1" TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA TradeRequestType = "2" TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA TradeRequestType = "3" TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA TradeRequestType = "4" )
type TradedFlatSwitch ¶
type TradedFlatSwitch string
TradedFlatSwitch field enumeration values.
const ( TradedFlatSwitch_NO TradedFlatSwitch = "N" TradedFlatSwitch_YES TradedFlatSwitch = "Y" )
type TradingSessionID ¶
type TradingSessionID string
TradingSessionID field enumeration values.
const ( TradingSessionID_DAY TradingSessionID = "1" TradingSessionID_HALFDAY TradingSessionID = "2" TradingSessionID_MORNING TradingSessionID = "3" TradingSessionID_AFTERNOON TradingSessionID = "4" TradingSessionID_EVENING TradingSessionID = "5" TradingSessionID_AFTER_HOURS TradingSessionID = "6" )
type TradingSessionSubID ¶
type TradingSessionSubID string
TradingSessionSubID field enumeration values.
const ( TradingSessionSubID_PRE_TRADING TradingSessionSubID = "1" TradingSessionSubID_OPENING_OR_OPENING_AUCTION TradingSessionSubID = "2" TradingSessionSubID_3 TradingSessionSubID = "3" TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION TradingSessionSubID = "4" TradingSessionSubID_POST_TRADING TradingSessionSubID = "5" TradingSessionSubID_INTRADAY_AUCTION TradingSessionSubID = "6" TradingSessionSubID_QUIESCENT TradingSessionSubID = "7" )
type TrdRegTimestampType ¶
type TrdRegTimestampType string
TrdRegTimestampType field enumeration values.
const ( TrdRegTimestampType_EXECUTION_TIME TrdRegTimestampType = "1" TrdRegTimestampType_TIME_IN TrdRegTimestampType = "2" TrdRegTimestampType_TIME_OUT TrdRegTimestampType = "3" TrdRegTimestampType_BROKER_RECEIPT TrdRegTimestampType = "4" TrdRegTimestampType_BROKER_EXECUTION TrdRegTimestampType = "5" TrdRegTimestampType_DESK_RECEIPT TrdRegTimestampType = "6" TrdRegTimestampType_SUBMISSION_TO_CLEARING TrdRegTimestampType = "7" )
type TrdRptStatus ¶
type TrdRptStatus string
TrdRptStatus field enumeration values.
const ( TrdRptStatus_ACCEPTED TrdRptStatus = "0" TrdRptStatus_REJECTED TrdRptStatus = "1" TrdRptStatus_ACCEPTED_WITH_ERRORS TrdRptStatus = "3" )
type TrdSubType ¶
type TrdSubType string
TrdSubType field enumeration values.
const ( TrdSubType_CMTA TrdSubType = "0" TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT TrdSubType = "1" TrdSubType_TRANSACTION_FROM_ASSIGNMENT TrdSubType = "10" TrdSubType_ACATS TrdSubType = "11" TrdSubType_AI TrdSubType = "14" TrdSubType_B TrdSubType = "15" TrdSubType_K TrdSubType = "16" TrdSubType_LC TrdSubType = "17" TrdSubType_M TrdSubType = "18" TrdSubType_N TrdSubType = "19" TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT TrdSubType = "2" TrdSubType_NM TrdSubType = "20" TrdSubType_NR TrdSubType = "21" TrdSubType_P TrdSubType = "22" TrdSubType_PA TrdSubType = "23" TrdSubType_PC TrdSubType = "24" TrdSubType_PN TrdSubType = "25" TrdSubType_R TrdSubType = "26" TrdSubType_RO TrdSubType = "27" TrdSubType_RT TrdSubType = "28" TrdSubType_SW TrdSubType = "29" TrdSubType_REJECT_FOR_SUBMITTING_SIDE TrdSubType = "3" TrdSubType_T TrdSubType = "30" TrdSubType_WN TrdSubType = "31" TrdSubType_WT TrdSubType = "32" TrdSubType_OFF_HOURS_TRADE TrdSubType = "33" TrdSubType_ON_HOURS_TRADE TrdSubType = "34" TrdSubType_OTC_QUOTE TrdSubType = "35" TrdSubType_CONVERTED_SWAP TrdSubType = "36" TrdSubType_CROSSED_TRADE TrdSubType = "37" TrdSubType_INTERIM_PROTECTED_TRADE TrdSubType = "38" TrdSubType_LARGE_IN_SCALE TrdSubType = "39" TrdSubType_ADVISORY_FOR_CONTRA_SIDE TrdSubType = "4" TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION TrdSubType = "5" TrdSubType_ONSET_DUE_TO_AN_ALLOCATION TrdSubType = "6" TrdSubType_DIFFERENTIAL_SPREAD TrdSubType = "7" TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT TrdSubType = "8" TrdSubType_TRANSACTION_FROM_EXERCISE TrdSubType = "9" )
type TrdType ¶
type TrdType string
TrdType field enumeration values.
const ( TrdType_REGULAR_TRADE TrdType = "0" TrdType_BLOCK_TRADE_1 TrdType = "1" TrdType_AFTER_HOURS_TRADE TrdType = "10" TrdType_EXCHANGE_FOR_RISK TrdType = "11" TrdType_EXCHANGE_FOR_SWAP TrdType = "12" TrdType_EXCHANGE_OF_FUTURES_FOR TrdType = "13" TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS TrdType = "14" TrdType_TRADING_AT_SETTLEMENT TrdType = "15" TrdType_ALL_OR_NONE TrdType = "16" TrdType_FUTURES_LARGE_ORDER_EXECUTION TrdType = "17" TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES TrdType = "18" TrdType_OPTION_INTERIM_TRADE TrdType = "19" TrdType_EFP TrdType = "2" TrdType_OPTION_CABINET_TRADE TrdType = "20" TrdType_PRIVATELY_NEGOTIATED_TRADES TrdType = "22" TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS TrdType = "23" TrdType_ERROR_TRADE TrdType = "24" TrdType_SPECIAL_CUM_DIVIDEND TrdType = "25" TrdType_SPECIAL_EX_DIVIDEND TrdType = "26" TrdType_SPECIAL_CUM_COUPON TrdType = "27" TrdType_SPECIAL_EX_COUPON TrdType = "28" TrdType_CASH_SETTLEMENT TrdType = "29" TrdType_TRANSFER TrdType = "3" TrdType_SPECIAL_PRICE TrdType = "30" TrdType_GUARANTEED_DELIVERY TrdType = "31" TrdType_SPECIAL_CUM_RIGHTS TrdType = "32" TrdType_SPECIAL_EX_RIGHTS TrdType = "33" TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS TrdType = "34" TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS TrdType = "35" TrdType_SPECIAL_CUM_BONUS TrdType = "36" TrdType_SPECIAL_EX_BONUS TrdType = "37" TrdType_BLOCK_TRADE_38 TrdType = "38" TrdType_WORKED_PRINCIPAL_TRADE TrdType = "39" TrdType_LATE_TRADE TrdType = "4" TrdType_BLOCK_TRADES TrdType = "40" TrdType_NAME_CHANGE TrdType = "41" TrdType_PORTFOLIO_TRANSFER TrdType = "42" TrdType_PROROGATION_BUY TrdType = "43" TrdType_PROROGATION_SELL TrdType = "44" TrdType_OPTION_EXERCISE TrdType = "45" TrdType_DELTA_NEUTRAL_TRANSACTION TrdType = "46" TrdType_FINANCING_TRANSACTION TrdType = "47" TrdType_NON_STANDARD_SETTLEMENT TrdType = "48" TrdType_DERIVATIVE_RELATED_TRANSACTION TrdType = "49" TrdType_T_TRADE TrdType = "5" TrdType_PORTFOLIO_TRADE TrdType = "50" TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE TrdType = "51" TrdType_EXCHANGE_GRANTED_TRADE TrdType = "52" TrdType_REPURCHASE_AGREEMENT TrdType = "53" TrdType_OTC TrdType = "54" TrdType_EXCHANGE_BASIS_FACILITY TrdType = "55" TrdType_WEIGHTED_AVERAGE_PRICE_TRADE TrdType = "6" TrdType_BUNCHED_TRADE TrdType = "7" TrdType_LATE_BUNCHED_TRADE TrdType = "8" TrdType_PRIOR_REFERENCE_PRICE_TRADE TrdType = "9" )
type TriggerAction ¶
type TriggerAction string
TriggerAction field enumeration values.
const ( TriggerAction_ACTIVATE TriggerAction = "1" TriggerAction_MODIFY TriggerAction = "2" TriggerAction_CANCEL TriggerAction = "3" )
type TriggerOrderType ¶
type TriggerOrderType string
TriggerOrderType field enumeration values.
const ( TriggerOrderType_MARKET TriggerOrderType = "1" TriggerOrderType_LIMIT TriggerOrderType = "2" )
type TriggerPriceDirection ¶
type TriggerPriceDirection string
TriggerPriceDirection field enumeration values.
const ( TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE TriggerPriceDirection = "D" TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE TriggerPriceDirection = "U" )
type TriggerPriceType ¶
type TriggerPriceType string
TriggerPriceType field enumeration values.
const ( TriggerPriceType_BEST_OFFER TriggerPriceType = "1" TriggerPriceType_LAST_TRADE TriggerPriceType = "2" TriggerPriceType_BEST_BID TriggerPriceType = "3" TriggerPriceType_BEST_BID_OR_LAST_TRADE TriggerPriceType = "4" TriggerPriceType_BEST_OFFER_OR_LAST_TRADE TriggerPriceType = "5" TriggerPriceType_BEST_MID TriggerPriceType = "6" )
type TriggerPriceTypeScope ¶
type TriggerPriceTypeScope string
TriggerPriceTypeScope field enumeration values.
const ( TriggerPriceTypeScope_NONE TriggerPriceTypeScope = "0" TriggerPriceTypeScope_LOCAL TriggerPriceTypeScope = "1" TriggerPriceTypeScope_NATIONAL TriggerPriceTypeScope = "2" TriggerPriceTypeScope_GLOBAL TriggerPriceTypeScope = "3" )
type TriggerType ¶
type TriggerType string
TriggerType field enumeration values.
const ( TriggerType_PARTIAL_EXECUTION TriggerType = "1" TriggerType_SPECIFIED_TRADING_SESSION TriggerType = "2" TriggerType_NEXT_AUCTION TriggerType = "3" TriggerType_PRICE_MOVEMENT TriggerType = "4" )
type UnderlyingCashType ¶
type UnderlyingCashType string
UnderlyingCashType field enumeration values.
const ( UnderlyingCashType_DIFF UnderlyingCashType = "DIFF" UnderlyingCashType_FIXED UnderlyingCashType = "FIXED" )
type UnderlyingFXRateCalc ¶
type UnderlyingFXRateCalc string
UnderlyingFXRateCalc field enumeration values.
const ( UnderlyingFXRateCalc_DIVIDE UnderlyingFXRateCalc = "D" UnderlyingFXRateCalc_MULTIPLY UnderlyingFXRateCalc = "M" )
type UnderlyingPriceDeterminationMethod ¶
type UnderlyingPriceDeterminationMethod string
UnderlyingPriceDeterminationMethod field enumeration values.
const ( UnderlyingPriceDeterminationMethod_REGULAR UnderlyingPriceDeterminationMethod = "1" UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE UnderlyingPriceDeterminationMethod = "2" UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE UnderlyingPriceDeterminationMethod = "3" UnderlyingPriceDeterminationMethod_AVERAGE_VALUE UnderlyingPriceDeterminationMethod = "4" )
type UnderlyingSettlementType ¶
type UnderlyingSettlementType string
UnderlyingSettlementType field enumeration values.
const ( UnderlyingSettlementType_T_PLUS_1 UnderlyingSettlementType = "2" UnderlyingSettlementType_T_PLUS_3 UnderlyingSettlementType = "4" UnderlyingSettlementType_T_PLUS_4 UnderlyingSettlementType = "5" )
type UnitOfMeasure ¶
type UnitOfMeasure string
UnitOfMeasure field enumeration values.
const ( UnitOfMeasure_ALLOWANCES UnitOfMeasure = "Alw" UnitOfMeasure_BARRELS UnitOfMeasure = "Bbl" UnitOfMeasure_BILLION_CUBIC_FEET UnitOfMeasure = "Bcf" UnitOfMeasure_BUSHELS UnitOfMeasure = "Bu" UnitOfMeasure_GALLONS UnitOfMeasure = "Gal" UnitOfMeasure_ONE_MILLION_BTU UnitOfMeasure = "MMBtu" UnitOfMeasure_MILLION_BARRELS UnitOfMeasure = "MMbbl" UnitOfMeasure_MEGAWATT_HOURS UnitOfMeasure = "MWh" UnitOfMeasure_US_DOLLARS UnitOfMeasure = "USD" UnitOfMeasure_POUNDS UnitOfMeasure = "lbs" UnitOfMeasure_TROY_OUNCES UnitOfMeasure = "oz_tr" UnitOfMeasure_METRIC_TONS UnitOfMeasure = "t" UnitOfMeasure_TONS UnitOfMeasure = "tn" )
type UnsolicitedIndicator ¶
type UnsolicitedIndicator string
UnsolicitedIndicator field enumeration values.
const ( UnsolicitedIndicator_NO UnsolicitedIndicator = "N" UnsolicitedIndicator_YES UnsolicitedIndicator = "Y" )
type UserRequestType ¶
type UserRequestType string
UserRequestType field enumeration values.
const ( UserRequestType_LOG_ON_USER UserRequestType = "1" UserRequestType_LOG_OFF_USER UserRequestType = "2" UserRequestType_CHANGE_PASSWORD_FOR_USER UserRequestType = "3" UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS UserRequestType = "4" )
type UserStatus ¶
type UserStatus string
UserStatus field enumeration values.
const ( UserStatus_LOGGED_IN UserStatus = "1" UserStatus_NOT_LOGGED_IN UserStatus = "2" UserStatus_USER_NOT_RECOGNISED UserStatus = "3" UserStatus_PASSWORD_INCORRECT UserStatus = "4" UserStatus_PASSWORD_CHANGED UserStatus = "5" UserStatus_OTHER UserStatus = "6" UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE UserStatus = "7" UserStatus_SESSION_SHUTDOWN_WARNING UserStatus = "8" )
type ValuationMethod ¶
type ValuationMethod string
ValuationMethod field enumeration values.
const ( ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON ValuationMethod = "CDS" ValuationMethod_CDS_IN_DELIVERY ValuationMethod = "CDSD" ValuationMethod_PREMIUM_STYLE ValuationMethod = "EQTY" ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET ValuationMethod = "FUT" ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT ValuationMethod = "FUTDA" )
type WorkingIndicator ¶
type WorkingIndicator string
WorkingIndicator field enumeration values.
const ( WorkingIndicator_NO WorkingIndicator = "N" WorkingIndicator_YES WorkingIndicator = "Y" )
type YieldType ¶
type YieldType string
YieldType field enumeration values.
const ( YieldType_AFTER_TAX_YIELD YieldType = "AFTERTAX" YieldType_ANNUAL_YIELD YieldType = "ANNUAL" YieldType_YIELD_AT_ISSUE YieldType = "ATISSUE" YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS YieldType = "AVGLIFE" YieldType_YIELD_TO_AVG_MATURITY YieldType = "AVGMATURITY" YieldType_BOOK_YIELD YieldType = "BOOK" YieldType_YIELD_TO_NEXT_CALL YieldType = "CALL" YieldType_YIELD_CHANGE_SINCE_CLOSE YieldType = "CHANGE" YieldType_CLOSING_YIELD YieldType = "CLOSE" YieldType_COMPOUND_YIELD YieldType = "COMPOUND" YieldType_CURRENT_YIELD YieldType = "CURRENT" YieldType_GVNT_EQUIVALENT_YIELD YieldType = "GOVTEQUIV" YieldType_TRUE_GROSS_YIELD YieldType = "GROSS" YieldType_YIELD_WITH_INFLATION_ASSUMPTION YieldType = "INFLATION" YieldType_INVERSE_FLOATER_BOND_YIELD YieldType = "INVERSEFLOATER" YieldType_MOST_RECENT_CLOSING_YIELD YieldType = "LASTCLOSE" YieldType_CLOSING_YIELD_MOST_RECENT_MONTH YieldType = "LASTMONTH" YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER YieldType = "LASTQUARTER" YieldType_CLOSING_YIELD_MOST_RECENT_YEAR YieldType = "LASTYEAR" YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE YieldType = "LONGAVGLIFE" YieldType_YIELD_TO_LONGEST_AVERAGE YieldType = "LONGEST" YieldType_MARK_TO_MARKET_YIELD YieldType = "MARK" YieldType_YIELD_TO_MATURITY YieldType = "MATURITY" YieldType_YIELD_TO_NEXT_REFUND YieldType = "NEXTREFUND" YieldType_OPEN_AVERAGE_YIELD YieldType = "OPENAVG" YieldType_PREVIOUS_CLOSE_YIELD YieldType = "PREVCLOSE" YieldType_PROCEEDS_YIELD YieldType = "PROCEEDS" YieldType_YIELD_TO_NEXT_PUT YieldType = "PUT" YieldType_SEMI_ANNUAL_YIELD YieldType = "SEMIANNUAL" YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE YieldType = "SHORTAVGLIFE" YieldType_YIELD_TO_SHORTEST_AVERAGE YieldType = "SHORTEST" YieldType_SIMPLE_YIELD YieldType = "SIMPLE" YieldType_TAX_EQUIVALENT_YIELD YieldType = "TAXEQUIV" YieldType_YIELD_TO_TENDER_DATE YieldType = "TENDER" YieldType_TRUE_YIELD YieldType = "TRUE" YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE YieldType = "VALUE1/32" YieldType_YIELD_VALUE_OF_1_32 YieldType = "VALUE1_32" YieldType_YIELD_TO_WORST YieldType = "WORST" )