pub mod account_type {
pub const ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS: &str = "1";
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: &str = "2";
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: &str = "6";
pub const ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: &str = "7";
pub const FLOOR_TRADER: &str = "4";
pub const HOUSE_TRADER: &str = "3";
pub const JOINT_BACK_OFFICE_ACCOUNT: &str = "8";
}
pub mod acct_id_source {
pub const BIC: &str = "1";
pub const DTCC_CODE: &str = "5";
pub const OMGEO: &str = "4";
pub const OTHER: &str = "99";
pub const SID_CODE: &str = "2";
pub const TFM: &str = "3";
}
pub mod adjustment {
pub const CANCEL: &str = "1";
pub const CORRECTION: &str = "3";
pub const ERROR: &str = "2";
}
pub mod adjustment_type {
pub const DELTA_MINUS: &str = "2";
pub const DELTA_PLUS: &str = "1";
pub const FINAL: &str = "3";
pub const PROCESS_REQUEST_AS_MARGIN_DISPOSITION: &str = "0";
}
pub mod adv_side {
pub const BUY: &str = "B";
pub const CROSS: &str = "X";
pub const SELL: &str = "S";
pub const TRADE: &str = "T";
}
pub mod adv_trans_type {
pub const CANCEL: &str = "C";
pub const NEW: &str = "N";
pub const REPLACE: &str = "R";
}
pub mod affirm_status {
pub const AFFIRMED: &str = "3";
pub const CONFIRM_REJECTED_IE_NOT_AFFIRMED: &str = "2";
pub const RECEIVED: &str = "1";
}
pub mod alloc_account_type {
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: &str = "2";
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: &str = "6";
pub const ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS: &str = "1";
pub const ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: &str = "7";
pub const FLOOR_TRADER: &str = "4";
pub const HOUSE_TRADER: &str = "3";
pub const JOINT_BACK_OFFICE_ACCOUNT: &str = "8";
}
pub mod alloc_canc_replace_reason {
pub const CHANGE_IN_UNDERLYING_ORDER_DETAILS: &str = "2";
pub const ORIGINAL_DETAILS_INCOMPLETE_INCORRECT: &str = "1";
pub const OTHER: &str = "99";
}
pub mod alloc_handl_inst {
pub const FORWARD: &str = "2";
pub const FORWARD_AND_MATCH: &str = "3";
pub const MATCH: &str = "1";
}
pub mod alloc_intermed_req_type {
pub const ACCEPT: &str = "4";
pub const ACCOUNT_LEVEL_REJECT: &str = "6";
pub const BLOCK_LEVEL_REJECT: &str = "5";
pub const PENDING_ACCEPT: &str = "1";
pub const PENDING_RELEASE: &str = "2";
pub const PENDING_REVERSAL: &str = "3";
}
pub mod alloc_link_type {
pub const FX_NETTING: &str = "0";
pub const FX_SWAP: &str = "1";
}
pub mod alloc_method {
pub const AUTOMATIC: &str = "1";
pub const GUARANTOR: &str = "2";
pub const MANUAL: &str = "3";
}
pub mod alloc_no_orders_type {
pub const EXPLICIT_LIST_PROVIDED: &str = "1";
pub const NOT_SPECIFIED: &str = "0";
}
pub mod alloc_position_effect {
pub const CLOSE: &str = "C";
pub const FIFO: &str = "F";
pub const OPEN: &str = "O";
pub const ROLLED: &str = "R";
}
pub mod alloc_rej_code {
pub const CALCULATION_DIFFERENCE: &str = "9";
pub const COMMISSION_DIFFERENCE: &str = "4";
pub const INCORRECT_ALLOCATED_QUANTITY: &str = "8";
pub const INCORRECT_AVERAGEG_PRICE: &str = "2";
pub const INCORRECT_QUANTITY: &str = "1";
pub const MISMATCHED_DATA: &str = "11";
pub const OTHER_7: &str = "7";
pub const OTHER_99: &str = "99";
pub const UNKNOWN_ACCOUNT: &str = "0";
pub const UNKNOWN_CLORDID: &str = "12";
pub const UNKNOWN_EXECUTING_BROKER_MNEMONIC: &str = "3";
pub const UNKNOWN_LISTID: &str = "6";
pub const UNKNOWN_ORDERID: &str = "5";
pub const UNKNOWN_OR_STALE_EXECID: &str = "10";
pub const WAREHOUSE_REQUEST_REJECTED: &str = "13";
}
pub mod alloc_report_type {
pub const ACCEPT: &str = "9";
pub const ACCEPT_PENDING: &str = "11";
pub const COMPLETE: &str = "12";
pub const PRELIMINARY_REQUEST_TO_INTERMEDIARY: &str = "2";
pub const REJECT: &str = "10";
pub const REQUEST_TO_INTERMEDIARY: &str = "8";
pub const REVERSE_PENDING: &str = "14";
pub const SELLSIDE_CALCULATED_USING_PRELIMINARY: &str = "3";
pub const SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: &str = "4";
pub const WAREHOUSE_RECAP: &str = "5";
}
pub mod alloc_settl_inst_type {
pub const DERIVE_FROM_PARAMETERS_PROVIDED: &str = "1";
pub const FULL_DETAILS_PROVIDED: &str = "2";
pub const PHONE_FOR_INSTRUCTIONS: &str = "4";
pub const SSI_DB_IDS_PROVIDED: &str = "3";
pub const USE_DEFAULT_INSTRUCTIONS: &str = "0";
}
pub mod alloc_status {
pub const ACCEPTED: &str = "0";
pub const ACCOUNT_LEVEL_REJECT: &str = "2";
pub const ALLOCATION_PENDING: &str = "6";
pub const BLOCK_LEVEL_REJECT: &str = "1";
pub const INCOMPLETE: &str = "4";
pub const RECEIVED: &str = "3";
pub const REJECTED_BY_INTERMEDIARY: &str = "5";
pub const REVERSED: &str = "7";
}
pub mod alloc_trans_type {
pub const CALCULATED: &str = "4";
pub const CALCULATED_WITHOUT_PRELIMINARY: &str = "5";
pub const CANCEL: &str = "2";
pub const NEW: &str = "0";
pub const PRELIMINARY: &str = "3";
pub const REPLACE: &str = "1";
pub const REVERSAL: &str = "6";
}
pub mod alloc_type {
pub const ACCEPT: &str = "9";
pub const ACCEPT_PENDING: &str = "11";
pub const BUYSIDE_READY_TO_BOOK: &str = "6";
pub const CALCULATED: &str = "1";
pub const COMPLETE_GROUP: &str = "13";
pub const INCOMPLETE_GROUP: &str = "12";
pub const PRELIMINARY: &str = "2";
pub const READY_TO_BOOK: &str = "5";
pub const REJECT: &str = "10";
pub const REQUEST_TO_INTERMEDIARY: &str = "8";
pub const REVERSAL_PENDING: &str = "14";
pub const SELLSIDE_CALCULATED_USING_PRELIMINARY: &str = "3";
pub const SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: &str = "4";
pub const WAREHOUSE_INSTRUCTION: &str = "7";
}
pub mod appl_queue_action {
pub const END_SESSION: &str = "3";
pub const NO_ACTION_TAKEN: &str = "0";
pub const OVERLAY_LAST: &str = "2";
pub const QUEUE_FLUSHED: &str = "1";
}
pub mod appl_queue_resolution {
pub const END_SESSION: &str = "3";
pub const NO_ACTION_TAKEN: &str = "0";
pub const OVERLAY_LAST: &str = "2";
pub const QUEUE_FLUSHED: &str = "1";
}
pub mod appl_report_type {
pub const APPLICATION_MESSAGE_RE_SEND_COMPLETED: &str = "3";
pub const HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID: &str = "2";
pub const REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM: &str = "1";
pub const RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM: &str = "0";
}
pub mod appl_req_type {
pub const CANCEL_RETRANSMISSION: &str = "5";
pub const CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS: &str = "6";
pub const REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS: &str = "2";
pub const REQUEST_VALID_SET_OF_APPLICATIONS: &str = "3";
pub const RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS: &str = "0";
pub const SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS: &str = "1";
pub const UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS: &str = "4";
}
pub mod appl_response_error {
pub const APPLICATION_DOES_NOT_EXIST: &str = "0";
pub const MESSAGES_REQUESTED_ARE_NOT_AVAILABLE: &str = "1";
pub const USER_NOT_AUTHORIZED_FOR_APPLICATION: &str = "2";
}
pub mod appl_response_type {
pub const APPLICATION_DOES_NOT_EXIST: &str = "1";
pub const MESSAGES_NOT_AVAILABLE: &str = "2";
pub const REQUEST_SUCCESSFULLY_PROCESSED: &str = "0";
}
pub mod appl_ver_id {
pub const FIX27: &str = "0";
pub const FIX30: &str = "1";
pub const FIX40: &str = "2";
pub const FIX41: &str = "3";
pub const FIX42: &str = "4";
pub const FIX43: &str = "5";
pub const FIX44: &str = "6";
pub const FIX50: &str = "7";
pub const FIX50SP1: &str = "8";
pub const FIX50SP2: &str = "9";
}
pub mod as_of_indicator {
pub const FALSE: &str = "0";
pub const TRUE: &str = "1";
}
pub mod assignment_method {
pub const PRO_RATA: &str = "P";
pub const RANDOM: &str = "R";
}
pub mod avg_px_indicator {
pub const LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: &str = "2";
pub const NO_AVERAGE_PRICING: &str = "0";
pub const TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: &str = "1";
}
pub mod basis_px_type {
pub const CLOSING_PRICE: &str = "3";
pub const CLOSING_PRICE_AT_MORNINGN_SESSION: &str = "2";
pub const CURRENT_PRICE: &str = "4";
pub const OPEN: &str = "D";
pub const OTHERS: &str = "Z";
pub const SQ: &str = "5";
pub const STRIKE: &str = "C";
pub const VWAP_THROUGH_AN_AFTERNOON_SESSION: &str = "8";
pub const VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI: &str = "B";
pub const VWAP_THROUGH_A_DAY: &str = "6";
pub const VWAP_THROUGH_A_DAY_EXCEPT_YORI: &str = "9";
pub const VWAP_THROUGH_A_MORNING_SESSION: &str = "7";
pub const VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI: &str = "A";
}
pub mod benchmark {
pub const CURVE: &str = "1";
pub const OLD10: &str = "5";
pub const OLD30: &str = "7";
pub const OLD5: &str = "3";
pub const _10YR: &str = "4";
pub const _30YR: &str = "6";
pub const _3MOLIBOR: &str = "8";
pub const _5YR: &str = "2";
pub const _6MOLIBOR: &str = "9";
}
pub mod benchmark_curve_name {
pub const EONIA: &str = "EONIA";
pub const EUREPO: &str = "EUREPO";
pub const EURIBOR: &str = "Euribor";
pub const FUTURESWAP: &str = "FutureSWAP";
pub const LIBID: &str = "LIBID";
pub const LIBOR: &str = "LIBOR";
pub const MUNIAAA: &str = "MuniAAA";
pub const OTHER: &str = "OTHER";
pub const PFANDBRIEFE: &str = "Pfandbriefe";
pub const SONIA: &str = "SONIA";
pub const SWAP: &str = "SWAP";
pub const TREASURY: &str = "Treasury";
}
pub mod bid_descriptor_type {
pub const COUNTRY: &str = "2";
pub const INDEX: &str = "3";
pub const SECTOR: &str = "1";
}
pub mod bid_request_trans_type {
pub const CANCEL: &str = "C";
pub const NO: &str = "N";
}
pub mod bid_trade_type {
pub const AGENCY: &str = "A";
pub const GUARANTEED_CLOSE: &str = "J";
pub const RISK_TRADE: &str = "R";
pub const VWAP_GUARANTEE: &str = "G";
}
pub mod bid_type {
pub const DISCLOSED_SYTLE: &str = "2";
pub const NON_DISCLOSED_STYLE: &str = "1";
pub const NO_BIDDING_PROCESS: &str = "3";
}
pub mod booking_type {
pub const CFD: &str = "1";
pub const REGULAR_BOOKING: &str = "0";
pub const TOTAL_RETURN_SWAP: &str = "2";
}
pub mod booking_unit {
pub const AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE: &str = "2";
pub const AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER: &str = "1";
pub const EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT: &str = "0";
}
pub mod business_reject_reason {
pub const APPLICATION_NOT_AVAILABLE: &str = "4";
pub const CONDITIONALLY_REQUIRED_FIELD_MISSING: &str = "5";
pub const DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME: &str = "7";
pub const INVALID_PRICE_INCREMENT: &str = "18";
pub const NOT_AUTHORIZED: &str = "6";
pub const OTHER: &str = "0";
pub const UNKNOWN_ID: &str = "1";
pub const UNKNOWN_SECURITY: &str = "2";
pub const UNSUPPORTED_MESSAGE_TYPE: &str = "3";
}
pub mod cancellation_rights {
pub const NO_M: &str = "M";
pub const NO_N: &str = "N";
pub const NO_O: &str = "O";
pub const YES: &str = "Y";
}
pub mod cash_margin {
pub const CASH: &str = "1";
pub const MARGIN_CLOSE: &str = "3";
pub const MARGIN_OPEN: &str = "2";
}
pub mod clearing_fee_indicator {
pub const ALL_OTHER_OWNERSHIP_TYPES: &str = "M";
pub const CBOE_MEMBER: &str = "B";
pub const EQUITY_MEMBER_AND_CLEARING_MEMBER: &str = "E";
pub const FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS: &str = "F";
pub const GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS: &str = "I";
pub const LESSEE_106F_EMPLOYEES: &str = "L";
pub const NON_MEMBER_AND_CUSTOMER: &str = "C";
pub const _106H_AND_106J_FIRMS: &str = "H";
pub const _1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "1";
pub const _2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "2";
pub const _3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "3";
pub const _4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "4";
pub const _5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "5";
pub const _6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "9";
}
pub mod clearing_instruction {
pub const AUTOMATIC_GIVE_UP_MODE: &str = "10";
pub const AUTOMATIC_POSTING_MODE: &str = "9";
pub const BILATERAL_NETTING_ONLY: &str = "2";
pub const CLEAR_AGAINST_CENTRAL_COUNTERPARTY: &str = "6";
pub const CUSTOMER_TRADE: &str = "12";
pub const EXCLUDE_FROM_ALL_NETTING: &str = "1";
pub const EXCLUDE_FROM_CENTRAL_COUNTERPARTY: &str = "7";
pub const EX_CLEARING: &str = "3";
pub const MANUAL_MODE: &str = "8";
pub const MULTILATERAL_NETTING: &str = "5";
pub const PROCESS_NORMALLY: &str = "0";
pub const QUALIFIED_SERVICE_REPRESENTATIVE_QSR: &str = "11";
pub const SELF_CLEARING: &str = "13";
pub const SPECIAL_TRADE: &str = "4";
}
pub mod coll_action {
pub const ADD: &str = "1";
pub const REMOVE: &str = "2";
pub const RETAIN: &str = "0";
}
pub mod coll_appl_type {
pub const GENERAL: &str = "1";
pub const SPECIFIC_DEPOSIT: &str = "0";
}
pub mod coll_asgn_reason {
pub const ADVERSE_TAX_EVENT: &str = "7";
pub const EVENT_OF_DEFAULT: &str = "6";
pub const FORWARD_COLLATERAL_DEMAND: &str = "5";
pub const INITIAL: &str = "0";
pub const MARGIN_DEFICIENCY: &str = "3";
pub const MARGIN_EXCESS: &str = "4";
pub const SCHEDULED: &str = "1";
pub const TIME_WARNING: &str = "2";
}
pub mod coll_asgn_reject_reason {
pub const EXCESSIVE_SUBSTITUTION: &str = "5";
pub const INSUFFICIENT_COLLATERAL: &str = "3";
pub const INVALID_TYPE_OF_COLLATERAL: &str = "4";
pub const OTHER: &str = "99";
pub const UNAUTHORIZED_TRANSACTION: &str = "2";
pub const UNKNOWN_DEAL: &str = "0";
pub const UNKNOWN_OR_INVALID_INSTRUMENT: &str = "1";
}
pub mod coll_asgn_resp_type {
pub const ACCEPTED: &str = "1";
pub const DECLINED: &str = "2";
pub const RECEIVED: &str = "0";
pub const REJECTED: &str = "3";
}
pub mod coll_asgn_trans_type {
pub const CANCEL: &str = "2";
pub const NEW: &str = "0";
pub const RELEASE: &str = "3";
pub const REPLACE: &str = "1";
pub const REVERSE: &str = "4";
}
pub mod coll_inquiry_qualifier {
pub const COLLATERAL_INSTRUMENT: &str = "2";
pub const FULLY_ASSIGNED: &str = "6";
pub const GC_INSTRUMENT: &str = "1";
pub const NOT_ASSIGNED: &str = "4";
pub const OUTSTANDING_TRADES: &str = "7";
pub const PARTIALLY_ASSIGNED: &str = "5";
pub const SUBSTITUTION_ELIGIBLE: &str = "3";
pub const TRADE_DATE: &str = "0";
}
pub mod coll_inquiry_result {
pub const COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED: &str = "8";
pub const INVALID_DESTINATION_REQUESTED: &str = "5";
pub const INVALID_OR_UNKNOWN_COLLATERAL_TYPE: &str = "2";
pub const INVALID_OR_UNKNOWN_INSTRUMENT: &str = "1";
pub const INVALID_PARTIES: &str = "3";
pub const INVALID_TRANSPORT_TYPE_REQUESTED: &str = "4";
pub const NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED: &str = "7";
pub const NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED: &str = "6";
pub const OTHER: &str = "99";
pub const SUCCESSFUL: &str = "0";
pub const UNAUTHORIZED_FOR_COLLATERAL_INQUIRY: &str = "9";
}
pub mod coll_inquiry_status {
pub const ACCEPTED: &str = "0";
pub const ACCEPTED_WITH_WARNINGS: &str = "1";
pub const COMPLETED: &str = "2";
pub const COMPLETED_WITH_WARNINGS: &str = "3";
pub const REJECTED: &str = "4";
}
pub mod coll_status {
pub const ASSIGNED: &str = "3";
pub const ASSIGNMENT_PROPOSED: &str = "2";
pub const CHALLENGED: &str = "4";
pub const PARTIALLY_ASSIGNED: &str = "1";
pub const UNASSIGNED: &str = "0";
}
pub mod comm_type {
pub const ABSOLUTE: &str = "3";
pub const PERCENT: &str = "2";
pub const PERCENTAGE_WAIVED_4: &str = "4";
pub const PERCENTAGE_WAIVED_5: &str = "5";
pub const PER_UNIT: &str = "1";
pub const POINTS_PER_BOND_OR_CONTRACT: &str = "6";
}
pub mod complex_event_condition {
pub const AND: &str = "1";
pub const OR: &str = "2";
}
pub mod complex_event_price_boundary_method {
pub const EQUAL_TO_COMPLEXEVENTPRICE: &str = "3";
pub const GREATER_THAN_COMPLEXEVENTPRICE: &str = "5";
pub const GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE: &str = "4";
pub const LESS_THAN_COMPLEXEVENTPRICE: &str = "1";
pub const LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE: &str = "2";
}
pub mod complex_event_price_time_type {
pub const EXPIRATION: &str = "1";
pub const IMMEDIATE: &str = "2";
pub const SPECIFIED_DATE_TIME: &str = "3";
}
pub mod complex_event_type {
pub const CAPPED: &str = "1";
pub const KNOCK_IN_UP: &str = "3";
pub const KNOCK_OUT_DOWN: &str = "6";
pub const KNOCK_OUT_UP: &str = "5";
pub const KOCK_IN_DOWN: &str = "4";
pub const RESET_BARRIER: &str = "8";
pub const ROLLING_BARRIER: &str = "9";
pub const TRIGGER: &str = "2";
pub const UNDERLYING: &str = "7";
}
pub mod confirm_rej_reason {
pub const MISMATCHED_ACCOUNT: &str = "1";
pub const MISSING_SETTLEMENT_INSTRUCTIONS: &str = "2";
pub const OTHER: &str = "99";
}
pub mod confirm_status {
pub const CONFIRMED: &str = "4";
pub const MISMATCHED_ACCOUNT: &str = "2";
pub const MISSING_SETTLEMENT_INSTRUCTIONS: &str = "3";
pub const RECEIVED: &str = "1";
pub const REQUEST_REJECTED: &str = "5";
}
pub mod confirm_trans_type {
pub const CANCEL: &str = "2";
pub const NEW: &str = "0";
pub const REPLACE: &str = "1";
}
pub mod confirm_type {
pub const CONFIRMATION: &str = "2";
pub const CONFIRMATION_REQUEST_REJECTED: &str = "3";
pub const STATUS: &str = "1";
}
pub mod cont_amt_type {
pub const COMMISSION_AMOUNT: &str = "1";
pub const COMMISSION_PERCENT: &str = "2";
pub const DILUTION_LEVY_AMOUNT: &str = "7";
pub const DILUTION_LEVY_PERCENT: &str = "8";
pub const DISCOUNT_AMOUNT: &str = "5";
pub const DISCOUNT_PERCENT: &str = "6";
pub const EXIT_CHARGE_AMOUNT: &str = "9";
pub const EXIT_CHARGE_PERCENT: &str = "10";
pub const FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13: &str = "13";
pub const FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14: &str = "14";
pub const FUND_BASED_RENEWAL_COMMISSION_PERCENT: &str = "11";
pub const INITIAL_CHARGE_AMOUNT: &str = "3";
pub const INITIAL_CHARGE_PERCENT: &str = "4";
pub const NET_SETTLEMENT_AMOUNT: &str = "15";
pub const PROJECTED_FUND_VALUE: &str = "12";
}
pub mod contingency_type {
pub const ONE_CANCELS_THE_OTHER: &str = "1";
pub const ONE_TRIGGERS_THE_OTHER: &str = "2";
pub const ONE_UPDATES_THE_OTHER_3: &str = "3";
pub const ONE_UPDATES_THE_OTHER_4: &str = "4";
}
pub mod contract_multiplier_unit {
pub const DAYS: &str = "2";
pub const HOURS: &str = "1";
pub const SHARES: &str = "0";
}
pub mod corporate_action {
pub const CASH_DIVIDEND: &str = "F";
pub const CUSIP: &str = "U";
pub const EX_DISTRIBUTION: &str = "B";
pub const EX_DIVIDEND: &str = "A";
pub const EX_INTEREST: &str = "E";
pub const EX_RIGHTS: &str = "C";
pub const LEAP_ROLLOVER: &str = "V";
pub const LIQUIDATION_REORGANIZATION: &str = "L";
pub const MERGER_REORGANIZATION: &str = "M";
pub const NEW: &str = "D";
pub const NON_INTEGER_STOCK_SPLIT: &str = "H";
pub const POSITION_CONSOLIDATION: &str = "K";
pub const REVERSE_STOCK_SPLIT: &str = "I";
pub const RIGHTS_OFFERING: &str = "N";
pub const SHAREHOLDER_MEETING: &str = "O";
pub const SPECIAL_ACTION: &str = "S";
pub const SPINOFF: &str = "P";
pub const STANDARD_INTEGER_STOCK_SPLIT: &str = "J";
pub const STOCK_DIVIDEND: &str = "G";
pub const SUCCESSION_EVENT: &str = "W";
pub const SYMBOL_CONVERSION: &str = "T";
pub const TENDER_OFFER: &str = "Q";
pub const WARRANT: &str = "R";
}
pub mod covered_or_uncovered {
pub const COVERED: &str = "0";
pub const UNCOVERED: &str = "1";
}
pub mod cp_program {
pub const OTHER: &str = "99";
pub const _3: &str = "1";
pub const _4: &str = "2";
}
pub mod cross_prioritization {
pub const BUY_SIDE_IS_PRIORITIZED: &str = "1";
pub const NONE: &str = "0";
pub const SELL_SIDE_IS_PRIORITIZED: &str = "2";
}
pub mod cross_type {
pub const CROSS_AON: &str = "1";
pub const CROSS_IOC: &str = "2";
pub const CROSS_ONE_SIDE: &str = "3";
pub const CROSS_SAME_PRICE: &str = "4";
}
pub mod cust_order_capacity {
pub const ALL_OTHER: &str = "4";
pub const CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT: &str = "2";
pub const MEMBER_TRADING_FOR_ANOTHER_MEMBER: &str = "3";
pub const MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT: &str = "1";
}
pub mod cust_order_handling_inst {
pub const ADD_ON_ORDER: &str = "ADD";
pub const ALL_OR_NONE: &str = "AON";
pub const CASH_NOT_HELD: &str = "CNH";
pub const DIRECTED_ORDER: &str = "DIR";
pub const EXCHANGE_FOR_PHYSICAL_TRANSACTION: &str = "E.W";
pub const FILL_OR_KILL: &str = "FOK";
pub const IMBALANCE_ONLY: &str = "IO";
pub const IMMEDIATE_OR_CANCEL: &str = "IOC";
pub const LIMIT_ON_CLOSE: &str = "LOC";
pub const LIMIT_ON_OPEN: &str = "LOO";
pub const MARKET_AT_CLOSE: &str = "MAC";
pub const MARKET_AT_OPEN: &str = "MAO";
pub const MARKET_ON_CLOSE: &str = "MOC";
pub const MARKET_ON_OPEN: &str = "MOO";
pub const MINIMUM_QUANTITY: &str = "MQT";
pub const NOT_HELD: &str = "NH";
pub const OVER_THE_DAY: &str = "OVD";
pub const PEGGED: &str = "PEG";
pub const RESERVE_SIZE_ORDER: &str = "RSV";
pub const SCALE: &str = "SCL";
pub const STOP_STOCK_TRANSACTION: &str = "S.W";
pub const TIME_ORDER: &str = "TMO";
pub const TRAILING_STOP: &str = "TS";
pub const WORK: &str = "WRK";
}
pub mod customer_or_firm {
pub const CUSTOMER: &str = "0";
pub const FIRM: &str = "1";
}
pub mod cxl_rej_reason {
pub const BROKER: &str = "2";
pub const DUPLICATE_CLORDID: &str = "6";
pub const INVALID_PRICE_INCREMENT: &str = "18";
pub const ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS: &str = "3";
pub const ORIGORDMODTIME: &str = "5";
pub const OTHER: &str = "99";
pub const PRICE_EXCEEDS_CURRENT_PRICE: &str = "7";
pub const PRICE_EXCEEDS_CURRENT_PRICE_BAND: &str = "8";
pub const TOO_LATE_TO_CANCEL: &str = "0";
pub const UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST: &str = "4";
pub const UNKNOWN_ORDER: &str = "1";
}
pub mod cxl_rej_response_to {
pub const ORDER_CANCEL_REPLACE_REQUEST: &str = "2";
pub const ORDER_CANCEL_REQUEST: &str = "1";
}
pub mod cxl_type {
pub const FULL_REMAINING_QUANTITY: &str = "F";
pub const PARTIAL_CANCEL: &str = "P";
}
pub mod day_booking_inst {
pub const ACCUMULATE: &str = "2";
pub const CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR: &str = "0";
pub const SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING: &str = "1";
}
pub mod dealing_capacity {
pub const AGENT: &str = "A";
pub const PRINCIPAL: &str = "P";
pub const RISKLESS_PRINCIPAL: &str = "R";
}
pub mod delete_reason {
pub const CANCELLATION: &str = "0";
pub const ERROR: &str = "1";
}
pub mod delivery_form {
pub const BEARER: &str = "2";
pub const BOOK_ENTRY: &str = "1";
}
pub mod delivery_type {
pub const FREE_DELIVER: &str = "1";
pub const HOLD_IN_CUSTODY: &str = "3";
pub const TRI_PARTY: &str = "2";
pub const VERSUS_PAYMENT_DELIVER: &str = "0";
}
pub mod derivative_security_list_request_type {
pub const ALL_SECURITIES: &str = "4";
pub const MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID: &str = "8";
pub const PRODUCT: &str = "2";
pub const SECURITYTYPE_AND_OR_CFICODE: &str = "1";
pub const SYMBOL: &str = "0";
pub const TRADINGSESSIONID: &str = "3";
pub const UNDELYINGSYMBOL: &str = "5";
pub const UNDERLYING_PRODUCT: &str = "7";
pub const UNDERLYING_SECURITYTYPE_AND_OR_CFICODE: &str = "6";
}
pub mod desk_order_handling_inst {
pub const ADD_ON_ORDER: &str = "ADD";
pub const ALL_OR_NONE: &str = "AON";
pub const CASH_NOT_HELD: &str = "CNH";
pub const DIRECTED_ORDER: &str = "DIR";
pub const EXCHANGE_FOR_PHYSICAL_TRANSACTION: &str = "E.W";
pub const FILL_OR_KILL: &str = "FOK";
pub const IMBALANCE_ONLY: &str = "IO";
pub const IMMEDIATE_OR_CANCEL: &str = "IOC";
pub const LIMIT_ON_CLOSE: &str = "LOC";
pub const LIMIT_ON_OPEN: &str = "LOO";
pub const MARKET_AT_CLOSE: &str = "MAC";
pub const MARKET_AT_OPEN: &str = "MAO";
pub const MARKET_ON_CLOSE: &str = "MOC";
pub const MARKET_ON_OPEN: &str = "MOO";
pub const MINIMUM_QUANTITY: &str = "MQT";
pub const NOT_HELD: &str = "NH";
pub const OVER_THE_DAY: &str = "OVD";
pub const PEGGED: &str = "PEG";
pub const RESERVE_SIZE_ORDER: &str = "RSV";
pub const SCALE: &str = "SCL";
pub const STOP_STOCK_TRANSACTION: &str = "S.W";
pub const TIME_ORDER: &str = "TMO";
pub const TRAILING_STOP: &str = "TS";
pub const WORK: &str = "WRK";
}
pub mod desk_type {
pub const AGENCY: &str = "A";
pub const ARBITRAGE: &str = "AR";
pub const DERIVATIVES: &str = "D";
pub const INSTITUTIONAL: &str = "IS";
pub const INTERNATIONAL: &str = "IN";
pub const OTHER: &str = "O";
pub const PREFERRED_TRADING: &str = "PF";
pub const PROGRAM_TRADING: &str = "PT";
pub const PROPRIETARY: &str = "PR";
pub const SALES: &str = "S";
pub const TRADING: &str = "T";
}
pub mod desk_type_source {
pub const NASD_OATS: &str = "1";
}
pub mod discretion_inst {
pub const AVERAGE_PRICE_GUARANTEE: &str = "7";
pub const RELATED_TO_DISPLAYED_PRICE: &str = "0";
pub const RELATED_TO_LAST_TRADE_PRICE: &str = "5";
pub const RELATED_TO_LOCAL_PRIMARY_PRICE: &str = "3";
pub const RELATED_TO_MARKET_PRICE: &str = "1";
pub const RELATED_TO_MIDPOINT_PRICE: &str = "4";
pub const RELATED_TO_PRIMARY_PRICE: &str = "2";
pub const RELATED_TO_VWAP: &str = "6";
}
pub mod discretion_limit_type {
pub const OR_BETTER: &str = "0";
pub const OR_WORSE: &str = "2";
pub const STRICT: &str = "1";
}
pub mod discretion_move_type {
pub const FIXED: &str = "1";
pub const FLOATING: &str = "0";
}
pub mod discretion_offset_type {
pub const BASIS_POINTS: &str = "1";
pub const PRICE: &str = "0";
pub const PRICE_TIER: &str = "3";
pub const TICKS: &str = "2";
}
pub mod discretion_round_direction {
pub const MORE_AGGRESSIVE: &str = "1";
pub const MORE_PASSIVE: &str = "2";
}
pub mod discretion_scope {
pub const GLOBAL: &str = "3";
pub const LOCAL: &str = "1";
pub const NATIONAL: &str = "2";
pub const NATIONAL_EXCLUDING_LOCAL: &str = "4";
}
pub mod display_method {
pub const INITIAL: &str = "1";
pub const NEW: &str = "2";
pub const RANDOM: &str = "3";
pub const UNDISCLOSED: &str = "4";
}
pub mod display_when {
pub const EXHAUST: &str = "2";
pub const IMMEDIATE: &str = "1";
}
pub mod distrib_payment_method {
pub const ACH_CREDIT: &str = "9";
pub const BPAY: &str = "10";
pub const CHEQUE: &str = "5";
pub const CLEARSTREAM: &str = "4";
pub const CREST: &str = "1";
pub const DIRECT_CREDIT: &str = "8";
pub const EUROCLEAR: &str = "3";
pub const FED_WIRE: &str = "7";
pub const HIGH_VALUE_CLEARING_SYSTEM_HVACS: &str = "11";
pub const NSCC: &str = "2";
pub const REINVEST_IN_FUND: &str = "12";
pub const TELEGRAPHIC_TRANSFER: &str = "6";
}
pub mod dk_reason {
pub const CALCULATION_DIFFERENCE: &str = "F";
pub const NO_MATCHING_ORDER: &str = "D";
pub const OTHER: &str = "Z";
pub const PRICE_EXCEEDS_LIMIT: &str = "E";
pub const QUANTITY_EXCEEDS_ORDER: &str = "C";
pub const UNKNOWN_SYMBOL: &str = "A";
pub const WRONG_SIDE: &str = "B";
}
pub mod dlvy_inst_type {
pub const CASH: &str = "C";
pub const SECURITIES: &str = "S";
}
pub mod email_type {
pub const ADMIN_REPLY: &str = "2";
pub const NEW: &str = "0";
pub const REPLY: &str = "1";
}
pub mod encrypt_method {
pub const DES: &str = "2";
pub const NONE_OTHER: &str = "0";
pub const PEM_DES_MD5: &str = "6";
pub const PGP_DES: &str = "4";
pub const PGP_DES_MD5: &str = "5";
pub const PKCS: &str = "1";
pub const PKCS_DES: &str = "3";
}
pub mod event_type {
pub const ACTIVATION: &str = "5";
pub const CALL: &str = "2";
pub const FINAL_INVENTORY_DUE_DATE: &str = "16";
pub const FIRST_DELIVERY_DATE: &str = "13";
pub const FIRST_INTENT_DATE: &str = "17";
pub const INACTIVIATION: &str = "6";
pub const INITIAL_INVENTORY_DUE_DATE: &str = "15";
pub const LAST_DELIVERY_DATE: &str = "14";
pub const LAST_ELIGIBLE_TRADE_DATE: &str = "7";
pub const LAST_INTENT_DATE: &str = "18";
pub const OTHER: &str = "99";
pub const POSITION_REMOVAL_DATE: &str = "19";
pub const PUT: &str = "1";
pub const SINKING_FUND_CALL: &str = "4";
pub const SWAP_END_DATE: &str = "9";
pub const SWAP_NEXT_ROLL_DATE: &str = "12";
pub const SWAP_NEXT_START_DATE: &str = "11";
pub const SWAP_ROLL_DATE: &str = "10";
pub const SWAP_START_DATE: &str = "8";
pub const TENDER: &str = "3";
}
pub mod ex_destination {
pub const NONE: &str = "0";
pub const POSIT: &str = "4";
}
pub mod ex_destination_id_source {
pub const BIC: &str = "B";
pub const GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: &str = "C";
pub const ISO_COUNTRY_CODE: &str = "E";
pub const MIC: &str = "G";
pub const PROPRIETARY: &str = "D";
}
pub mod exec_ack_status {
pub const ACCEPTED: &str = "1";
pub const DONT_KNOW: &str = "2";
pub const RECEIVED_NOT_YET_PROCESSED: &str = "0";
}
pub mod exec_inst {
pub const ALL_OR_NONE: &str = "G";
pub const BEST_EXECUTION: &str = "k";
pub const CALL_FIRST: &str = "C";
pub const CANCEL_IF_NOT_BEST: &str = "Z";
pub const CANCEL_ON_CONNECTION_LOSS: &str = "o";
pub const CANCEL_ON_SYSTEM_FAILURE: &str = "Q";
pub const CANCEL_ON_TRADING_HALT: &str = "K";
pub const CUSTOMER_DISPLAY_INSTRUCTION: &str = "U";
pub const DO_NOT_INCREASE: &str = "E";
pub const DO_NOT_REDUCE: &str = "F";
pub const EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED: &str = "r";
pub const EXECUTE_AS_DURATION_NEUTRAL: &str = "s";
pub const EXECUTE_AS_FX_NEUTRAL: &str = "t";
pub const EXTERNAL_ROUTING_ALLOWED: &str = "g";
pub const EXTERNAL_ROUTING_NOT_ALLOWED: &str = "h";
pub const FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER: &str = "T";
pub const GO_ALONG: &str = "3";
pub const HELD: &str = "5";
pub const IGNORE_PRICE_VALIDITY_CHECKS: &str = "c";
pub const IMBALANCE_ONLY: &str = "i";
pub const INSTITUTIONS_ONLY: &str = "I";
pub const INTERMARKET_SWEEP: &str = "f";
pub const LAST_PEG: &str = "L";
pub const MARKET_PEG: &str = "P";
pub const MID_PRICE_PEG: &str = "M";
pub const NETTING: &str = "V";
pub const NON_NEGOTIABLE: &str = "N";
pub const NOT_HELD: &str = "1";
pub const NO_CROSS: &str = "A";
pub const OK_TO_CROSS: &str = "B";
pub const OPENING_PEG: &str = "O";
pub const OVER_THE_DAY: &str = "4";
pub const PARTICIPANT_DONT_INITIATE: &str = "6";
pub const PEG_TO_LIMIT_PRICE: &str = "d";
pub const PEG_TO_VWAP: &str = "W";
pub const PERCENT_OF_VOLUME: &str = "D";
pub const PRIMARY_PEG: &str = "R";
pub const REINSTATE_ON_CONNECTION_LOSS: &str = "n";
pub const REINSTATE_ON_SYSTEM_FAILURE: &str = "H";
pub const REINSTATE_ON_TRADING_HALT: &str = "J";
pub const RELEASE_FROM_SUSPENSION: &str = "q";
pub const SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE: &str = "j";
pub const STAY_ON_BID_SIDE: &str = "9";
pub const STAY_ON_OFFER_SIDE: &str = "0";
pub const STRICT_LIMIT: &str = "b";
pub const STRICT_SCALE: &str = "7";
pub const SUSPEND: &str = "S";
pub const SUSPEND_ON_CONNECTION_LOSS: &str = "p";
pub const SUSPEND_ON_SYSTEM_FAILURE: &str = "l";
pub const SUSPEND_ON_TRADING_HALT: &str = "m";
pub const TRADE_ALONG: &str = "X";
pub const TRAILING_STOP_PEG: &str = "a";
pub const TRY_TO_SCALE: &str = "8";
pub const TRY_TO_STOP: &str = "Y";
pub const WORK: &str = "2";
pub const WORK_TO_TARGET_STRATEGY: &str = "e";
}
pub mod exec_price_type {
pub const BID_PRICE: &str = "B";
pub const CREATION_PRICE: &str = "C";
pub const CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT: &str = "E";
pub const CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT: &str = "D";
pub const OFFER_PRICE: &str = "O";
pub const OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT: &str = "Q";
pub const OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT: &str = "P";
pub const SINGLE_PRICE: &str = "S";
}
pub mod exec_restatement_reason {
pub const BROKER_OPTION: &str = "4";
pub const CANCELED_NOT_BEST: &str = "9";
pub const CANCEL_ON_SYSTEM_FAILURE: &str = "7";
pub const CANCEL_ON_TRADING_HALT: &str = "6";
pub const GT_CORPORATE_ACTION: &str = "0";
pub const GT_RENEWAL: &str = "1";
pub const MARKET: &str = "8";
pub const OTHER: &str = "99";
pub const PARTIAL_DECLINE_OF_ORDERQTY: &str = "5";
pub const PEG_REFRESH: &str = "11";
pub const REPRICING_OF_ORDER: &str = "3";
pub const VERBAL_CHANGE: &str = "2";
pub const WAREHOUSE_RECAP: &str = "10";
}
pub mod exec_trans_type {
pub const CANCEL: &str = "1";
pub const CORRECT: &str = "2";
pub const NEW: &str = "0";
pub const STATUS: &str = "3";
}
pub mod exec_type {
pub const CALCULATED: &str = "B";
pub const CANCELED: &str = "4";
pub const DONE_FOR_DAY: &str = "3";
pub const EXPIRED: &str = "C";
pub const FILL: &str = "2";
pub const NEW: &str = "0";
pub const ORDER_STATUS: &str = "I";
pub const PARTIAL_FILL: &str = "1";
pub const PENDING_CANCEL: &str = "6";
pub const PENDING_NEW: &str = "A";
pub const PENDING_REPLACE: &str = "E";
pub const REJECTED: &str = "8";
pub const REPLACED: &str = "5";
pub const RESTATED: &str = "D";
pub const STOPPED: &str = "7";
pub const SUSPENDED: &str = "9";
pub const TRADE: &str = "F";
pub const TRADE_CANCEL: &str = "H";
pub const TRADE_CORRECT: &str = "G";
pub const TRADE_HAS_BEEN_RELEASED_TO_CLEARING: &str = "K";
pub const TRADE_IN_A_CLEARING_HOLD: &str = "J";
pub const TRIGGERED_OR_ACTIVATED_BY_SYSTEM: &str = "L";
}
pub mod exercise_method {
pub const AUTOMATIC: &str = "A";
pub const MANUAL: &str = "M";
}
pub mod exercise_style {
pub const AMERICAN: &str = "1";
pub const BERMUDA: &str = "2";
pub const EUROPEAN: &str = "0";
}
pub mod exp_type {
pub const AUTO_EXERCISE: &str = "1";
pub const CONTRARY_INTENTION: &str = "4";
pub const DIFFERENCE: &str = "5";
pub const FINAL_WILL_BE_EXERCISED: &str = "3";
pub const NON_AUTO_EXERCISE: &str = "2";
}
pub mod expiration_cycle {
pub const EXPIRE_ON_TRADING_SESSION_CLOSE: &str = "0";
pub const EXPIRE_ON_TRADING_SESSION_OPEN: &str = "1";
pub const TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE: &str = "2";
}
pub mod expiration_qty_type {
pub const AUTO_EXERCISE: &str = "1";
pub const CONTRARY_INTENTION: &str = "4";
pub const DIFFERENCE: &str = "5";
pub const FINAL_WILL_BE_EXERCISED: &str = "3";
pub const NON_AUTO_EXERCISE: &str = "2";
}
pub mod financial_status {
pub const BANKRUPT: &str = "1";
pub const PENDING_DELISTING: &str = "2";
pub const RESTRICTED: &str = "3";
}
pub mod flow_schedule_type {
pub const NERC_CALENDAR_ALL_DAYS_IN_MONTH: &str = "2";
pub const NERC_EASTERN_OFF_PEAK: &str = "0";
pub const NERC_EASTERN_PEAK: &str = "3";
pub const NERC_WESTERN_OFF_PEAK: &str = "1";
pub const NERC_WESTERN_PEAK: &str = "4";
}
pub mod fund_renew_waiv {
pub const NO: &str = "N";
pub const YES: &str = "Y";
}
pub mod futures_valuation_method {
pub const FUTURES_STYLE_MARK_TO_MARKET: &str = "FUT";
pub const FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT: &str = "FUTDA";
pub const PREMIUM_STYLE: &str = "EQTY";
}
pub mod gt_booking_inst {
pub const ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES: &str = "1";
pub const ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE: &str = "2";
pub const BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION: &str = "0";
}
pub mod halt_reason_char {
pub const ADDITIONAL_INFORMATION: &str = "M";
pub const EQUIPMENT_CHANGEOVER: &str = "X";
pub const NEWS_DISSEMINATION: &str = "D";
pub const NEW_PENDING: &str = "P";
pub const ORDER_IMBALANCE: &str = "I";
pub const ORDER_INFLUX: &str = "E";
}
pub mod halt_reason_int {
pub const ADDITIONAL_INFORMATION: &str = "3";
pub const EQUIPMENT_CHANGEOVER: &str = "5";
pub const NEWS_DISSEMINATION: &str = "0";
pub const NEWS_PENDING: &str = "4";
pub const ORDER_IMBALANCE: &str = "2";
pub const ORDER_INFLUX: &str = "1";
}
pub mod handl_inst {
pub const AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION: &str = "1";
pub const AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK: &str = "2";
pub const MANUAL_ORDER_BEST_EXECUTION: &str = "3";
}
pub mod id_source {
pub const CONSOLIDATED_TAPE_ASSOCIATION: &str = "9";
pub const CUSIP: &str = "1";
pub const EXCHANGE_SYMBOL: &str = "8";
pub const ISIN_NUMBER: &str = "4";
pub const ISO_COUNTRY_CODE: &str = "7";
pub const ISO_CURRENCY_CODE: &str = "6";
pub const QUIK: &str = "3";
pub const RIC_CODE: &str = "5";
pub const SEDOL: &str = "2";
}
pub mod implied_market_indicator {
pub const BOTH_IMPLIED_IN_AND_IMPLIED_OUT: &str = "3";
pub const IMPLIED_IN: &str = "1";
pub const IMPLIED_OUT: &str = "2";
pub const NOT_IMPLIED: &str = "0";
}
pub mod inc_tax_ind {
pub const GROSS: &str = "2";
pub const NET: &str = "1";
}
pub mod individual_alloc_type {
pub const SUB_ALLOCATE: &str = "1";
pub const THIRD_PARTY_ALLOCATION: &str = "2";
}
pub mod instr_attrib_type {
pub const CALLABLE_BELOW_MATURITY_VALUE: &str = "21";
pub const CALLABLE_PUTTABLE: &str = "11";
pub const CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED: &str = "22";
pub const COUPON_PERIOD: &str = "8";
pub const ESCROWED_TO_MATURITY: &str = "12";
pub const ESCROWED_TO_REDEMPTION_DATE: &str = "13";
pub const FLAT: &str = "1";
pub const INDEXED: &str = "18";
pub const INSTRUMENT_DENOMINATOR: &str = "25";
pub const INSTRUMENT_NUMERATOR: &str = "26";
pub const INSTRUMENT_PRICE_PRECISION: &str = "27";
pub const INSTRUMENT_STRIKE_PRICE: &str = "28";
pub const INTEREST_BEARING: &str = "3";
pub const IN_DEFAULT: &str = "15";
pub const LESS_FEE_FOR_PUT: &str = "6";
pub const NO_PERIODIC_PAYMENTS: &str = "4";
pub const ORIGINAL_ISSUE_DISCOUNT: &str = "10";
pub const ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE: &str = "20";
pub const PRE_REFUNDED: &str = "14";
pub const PRICE_TICK_RULES_FOR_SECURITY: &str = "23";
pub const STEPPED_COUPON: &str = "7";
pub const SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX: &str = "19";
pub const TAXABLE: &str = "17";
pub const TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE: &str = "99";
pub const TRADEABLE_INDICATOR: &str = "29";
pub const TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY: &str = "24";
pub const UNRATED: &str = "16";
pub const VARIABLE_RATE: &str = "5";
pub const WHEN_AND_IF_ISSUED: &str = "9";
pub const ZERO_COUPON: &str = "2";
}
pub mod instr_registry {
pub const COUNTRY: &str = "ISO";
pub const CUSTODIAN: &str = "BIC";
pub const PHYSICAL: &str = "ZZ";
}
pub mod ioi_oth_svc {
pub const AUTEX: &str = "A";
pub const BRIDGE: &str = "B";
}
pub mod ioi_qlty_ind {
pub const HIGH: &str = "H";
pub const LOW: &str = "L";
pub const MEDIUM: &str = "M";
}
pub mod ioi_qty {
pub const LARGE: &str = "L";
pub const MEDIUM: &str = "M";
pub const SMALL: &str = "S";
pub const UNDISCLOSED_QUANTITY: &str = "U";
pub const _1000000000: &str = "0";
}
pub mod ioi_qualifier {
pub const ALL_OR_NONE: &str = "A";
pub const AT_THE_CLOSE: &str = "C";
pub const AT_THE_MARKET: &str = "Q";
pub const AT_THE_MIDPOINT: &str = "Y";
pub const AT_THE_OPEN: &str = "O";
pub const CROSSING_OPPORTUNITY: &str = "X";
pub const INDICATION: &str = "W";
pub const IN_TOUCH_WITH: &str = "I";
pub const LIMIT: &str = "L";
pub const MARKET_ON_CLOSE: &str = "B";
pub const MORE_BEHIND: &str = "M";
pub const PORTFOLIO_SHOWN: &str = "S";
pub const PRE_OPEN: &str = "Z";
pub const READY_TO_TRADE: &str = "R";
pub const TAKING_A_POSITION: &str = "P";
pub const THROUGH_THE_DAY: &str = "T";
pub const VERSUS: &str = "V";
pub const VWAP: &str = "D";
}
pub mod ioi_shares {
pub const LARGE: &str = "L";
pub const MEDIUM: &str = "M";
pub const SMALL: &str = "S";
}
pub mod ioi_trans_type {
pub const CANCEL: &str = "C";
pub const NEW: &str = "N";
pub const REPLACE: &str = "R";
}
pub mod last_capacity {
pub const AGENT: &str = "1";
pub const CROSS_AS_AGENT: &str = "2";
pub const CROSS_AS_PRINCIPAL: &str = "3";
pub const PRINCIPAL: &str = "4";
}
pub mod last_liquidity_ind {
pub const ADDED_LIQUIDITY: &str = "1";
pub const AUCTION: &str = "4";
pub const LIQUIDITY_ROUTED_OUT: &str = "3";
pub const REMOVED_LIQUIDITY: &str = "2";
}
pub mod leg_swap_type {
pub const MODIFIED_DURATION: &str = "2";
pub const PAR_FOR_PAR: &str = "1";
pub const PROCEEDS: &str = "5";
pub const RISK: &str = "4";
}
pub mod liquidity_ind_type {
pub const NORMAL_MARKET_SIZE: &str = "3";
pub const OTHER: &str = "4";
pub const _20_DAY_MOVING_AVERAGE: &str = "2";
pub const _5_DAY_MOVING_AVERAGE: &str = "1";
}
pub mod list_exec_inst_type {
pub const EXCHANGE_SWITCH_CIV_ORDER_3: &str = "3";
pub const EXCHANGE_SWITCH_CIV_ORDER_4: &str = "4";
pub const EXCHANGE_SWITCH_CIV_ORDER_5: &str = "5";
pub const IMMEDIATE: &str = "1";
pub const WAIT_FOR_EXECUT_INSTRUCTION: &str = "2";
}
pub mod list_method {
pub const PRE_LISTED_ONLY: &str = "0";
pub const USER_REQUESTED: &str = "1";
}
pub mod list_order_status {
pub const ALERT: &str = "5";
pub const ALL_DONE: &str = "6";
pub const CANCELLING: &str = "4";
pub const EXECUTING: &str = "3";
pub const IN_BIDDING_PROCESS: &str = "1";
pub const RECEIVED_FOR_EXECUTION: &str = "2";
pub const REJECT: &str = "7";
}
pub mod list_reject_reason {
pub const BROKER: &str = "0";
pub const DUPLICATE_ORDER: &str = "6";
pub const EXCHANGE_CLOSED: &str = "2";
pub const OTHER: &str = "99";
pub const TOO_LATE_TO_ENTER: &str = "4";
pub const UNKNOWN_ORDER: &str = "5";
pub const UNSUPPORTED_ORDER_CHARACTERISTIC: &str = "11";
}
pub mod list_status_type {
pub const ACK: &str = "1";
pub const ALERT: &str = "6";
pub const ALL_DONE: &str = "5";
pub const EXEC_STARTED: &str = "4";
pub const RESPONSE: &str = "2";
pub const TIMED: &str = "3";
}
pub mod lot_type {
pub const BLOCK_LOT: &str = "3";
pub const ODD_LOT: &str = "1";
pub const ROUND_LOT: &str = "2";
pub const ROUND_LOT_BASED_UPON_UNITOFMEASURE: &str = "4";
}
pub mod market_update_action {
pub const ADD: &str = "A";
pub const DELETE: &str = "D";
pub const MODIFY: &str = "M";
}
pub mod mass_action_reject_reason {
pub const INVALID_OR_UNKNOWN_CFICODE: &str = "4";
pub const INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY: &str = "11";
pub const INVALID_OR_UNKNOWN_MARKET: &str = "7";
pub const INVALID_OR_UNKNOWN_MARKET_SEGMENT: &str = "8";
pub const INVALID_OR_UNKNOWN_PRODUCT: &str = "3";
pub const INVALID_OR_UNKNOWN_SECURITY: &str = "1";
pub const INVALID_OR_UNKNOWN_SECURITYTYPE: &str = "5";
pub const INVALID_OR_UNKNOWN_SECURITY_GROUP: &str = "9";
pub const INVALID_OR_UNKNOWN_SECURITY_ISSUER: &str = "10";
pub const INVALID_OR_UNKNOWN_TRADING_SESSION: &str = "6";
pub const INVALID_OR_UNKNOWN_UNDERLYING_SECURITY: &str = "2";
pub const MASS_ACTION_NOT_SUPPORTED: &str = "0";
pub const OTHER: &str = "99";
}
pub mod mass_action_response {
pub const ACCEPTED: &str = "1";
pub const REJECTED: &str = "0";
}
pub mod mass_action_scope {
pub const ALL_ORDERS: &str = "7";
pub const ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
pub const ALL_ORDERS_FOR_A_CFICODE: &str = "4";
pub const ALL_ORDERS_FOR_A_MARKET: &str = "8";
pub const ALL_ORDERS_FOR_A_MARKET_SEGMENT: &str = "9";
pub const ALL_ORDERS_FOR_A_PRODUCT: &str = "3";
pub const ALL_ORDERS_FOR_A_SECURITY: &str = "1";
pub const ALL_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
pub const ALL_ORDERS_FOR_A_SECURITY_GROUP: &str = "10";
pub const ALL_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
pub const CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "12";
pub const CANCEL_FOR_SECURITY_ISSUER: &str = "11";
}
pub mod mass_action_type {
pub const CANCEL_ORDERS: &str = "3";
pub const RELEASE_ORDERS_FROM_SUSPENSION: &str = "2";
pub const SUSPEND_ORDERS: &str = "1";
}
pub mod mass_cancel_reject_reason {
pub const INVALID_OR_UNKNOWN_CFICODE: &str = "4";
pub const INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY: &str = "11";
pub const INVALID_OR_UNKNOWN_MARKET: &str = "7";
pub const INVALID_OR_UNKNOWN_PRODUCT: &str = "3";
pub const INVALID_OR_UNKNOWN_SECURITY: &str = "1";
pub const INVALID_OR_UNKNOWN_SECURITYTYPE: &str = "5";
pub const INVALID_OR_UNKNOWN_SECURITY_GROUP: &str = "9";
pub const INVALID_OR_UNKNOWN_SECURITY_ISSUER: &str = "10";
pub const INVALID_OR_UNKNOWN_TRADING_SESSION: &str = "6";
pub const INVALID_OR_UNKOWN_MARKET_SEGMENT: &str = "8";
pub const INVALID_OR_UNKOWN_UNDERLYING_SECURITY: &str = "2";
pub const MASS_CANCEL_NOT_SUPPORTED: &str = "0";
pub const OTHER: &str = "99";
}
pub mod mass_cancel_request_type {
pub const CANCEL_ALL_ORDERS: &str = "7";
pub const CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "C";
pub const CANCEL_FOR_SECURITY_ISSUER: &str = "B";
pub const CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
pub const CANCEL_ORDERS_FOR_A_CFICODE: &str = "4";
pub const CANCEL_ORDERS_FOR_A_MARKET: &str = "8";
pub const CANCEL_ORDERS_FOR_A_MARKET_SEGMENT: &str = "9";
pub const CANCEL_ORDERS_FOR_A_PRODUCT: &str = "3";
pub const CANCEL_ORDERS_FOR_A_SECURITY: &str = "1";
pub const CANCEL_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
pub const CANCEL_ORDERS_FOR_A_SECURITY_GROUP: &str = "A";
pub const CANCEL_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
}
pub mod mass_cancel_response {
pub const CANCEL_ALL_ORDERS: &str = "7";
pub const CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
pub const CANCEL_ORDERS_FOR_A_CFICODE: &str = "4";
pub const CANCEL_ORDERS_FOR_A_MARKET: &str = "8";
pub const CANCEL_ORDERS_FOR_A_MARKET_SEGMENT: &str = "9";
pub const CANCEL_ORDERS_FOR_A_PRODUCT: &str = "3";
pub const CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER: &str = "B";
pub const CANCEL_ORDERS_FOR_A_SECURITY: &str = "1";
pub const CANCEL_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
pub const CANCEL_ORDERS_FOR_A_SECURITY_GROUP: &str = "A";
pub const CANCEL_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
pub const CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "C";
pub const CANCEL_REQUEST_REJECTED: &str = "0";
}
pub mod mass_status_req_type {
pub const STATUS_FOR_ALL_ORDERS: &str = "7";
pub const STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "10";
pub const STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
pub const STATUS_FOR_ORDERS_FOR_A_CFICODE: &str = "4";
pub const STATUS_FOR_ORDERS_FOR_A_PARTYID: &str = "8";
pub const STATUS_FOR_ORDERS_FOR_A_PRODUCT: &str = "3";
pub const STATUS_FOR_ORDERS_FOR_A_SECURITY: &str = "1";
pub const STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
pub const STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
pub const STATUS_FOR_SECURITY_ISSUER: &str = "9";
}
pub mod match_status {
pub const ADVISORY_OR_ALERT: &str = "2";
pub const COMPARED_MATCHED_OR_AFFIRMED: &str = "0";
pub const UNCOMPARED_UNMATCHED_OR_UNAFFIRMED: &str = "1";
}
pub mod match_type {
pub const ACT_ACCEPTED_TRADE: &str = "M3";
pub const ACT_DEFAULT_AFTER_M2: &str = "M5";
pub const ACT_DEFAULT_TRADE: &str = "M4";
pub const ACT_M6_MATCH: &str = "M6";
pub const AUTO_MATCH: &str = "4";
pub const CALL_AUCTION: &str = "7";
pub const CALL_AUCTION_65: &str = "65";
pub const COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS: &str = "AQ";
pub const CONFIRMED_TRADE_REPORT: &str = "3";
pub const CONTINUOUS_AUTO_MATCH: &str = "62";
pub const COUNTER_ORDER_SELECTION: &str = "6";
pub const COUNTER_ORDER_SELECTION_64: &str = "64";
pub const CROSS_AUCTION: &str = "5";
pub const CROSS_AUCTION_63: &str = "63";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME: &str = "A5";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH: &str = "M1";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES: &str = "A2";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME: &str = "A1";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES: &str = "A4";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME: &str = "A3";
pub const ISSUING_BUY_BACK_AUCTION: &str = "8";
pub const NASDAQACTACCEPTEDTRADE: &str = "ACTM3";
pub const NASDAQACTDEFAULTAFTERM2: &str = "ACTM5";
pub const NASDAQACTDEFAULTTRADE: &str = "ACTM4";
pub const NASDAQACTM1MATCH: &str = "ACTM1";
pub const NASDAQACTM2MATCH: &str = "ACTM2";
pub const NASDAQACTM6MATCH: &str = "ACTM6";
pub const NASDAQNONACT: &str = "ACTMT";
pub const OCS_LOCKED_IN_NON_ACT: &str = "MT";
pub const ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT: &str = "60";
pub const ONE_PARTY_TRADE_REPORT: &str = "1";
pub const SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH: &str = "M2";
pub const SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED: &str = "S1";
pub const SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S2";
pub const SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S3";
pub const SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S4";
pub const SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S5";
pub const TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT: &str = "61";
pub const TWO_PARTY_TRADE_REPORT: &str = "2";
}
pub mod maturity_month_year_format {
pub const YEARMONTHDAY: &str = "1";
pub const YEARMONTHWEEK: &str = "2";
pub const YEARMONTH_ONLY: &str = "0";
}
pub mod maturity_month_year_increment_units {
pub const DAYS: &str = "1";
pub const MONTHS: &str = "0";
pub const WEEKS: &str = "2";
pub const YEARS: &str = "3";
}
pub mod md_book_type {
pub const ORDER_DEPTH: &str = "3";
pub const PRICE_DEPTH: &str = "2";
pub const TOP_OF_BOOK: &str = "1";
}
pub mod md_entry_type {
pub const AUCTION_CLEARING_PRICE: &str = "Q";
pub const BID: &str = "0";
pub const CASH_RATE: &str = "X";
pub const CLOSING_PRICE: &str = "5";
pub const COMPOSITE_UNDERLYING_PRICE: &str = "D";
pub const CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS: &str = "T";
pub const CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS: &str = "V";
pub const DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS: &str = "R";
pub const DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS: &str = "U";
pub const EARLY_PRICES: &str = "P";
pub const EMPTY_BOOK: &str = "J";
pub const FIXING_PRICE: &str = "W";
pub const IMBALANCE: &str = "A";
pub const INDEX_VALUE: &str = "3";
pub const MARGIN_RATE: &str = "G";
pub const MID_PRICE: &str = "H";
pub const OFFER: &str = "1";
pub const OPENING_PRICE: &str = "4";
pub const OPEN_INTEREST: &str = "C";
pub const PRIOR_SETTLE_PRICE: &str = "M";
pub const RECOVERY_RATE: &str = "Y";
pub const RECOVERY_RATE_FOR_LONG: &str = "Z";
pub const RECOVERY_RATE_FOR_SHORT: &str = "a";
pub const SESSION_HIGH_BID: &str = "N";
pub const SESSION_LOW_OFFER: &str = "O";
pub const SETTLEMENT_PRICE: &str = "6";
pub const SETTLE_HIGH_PRICE: &str = "K";
pub const SETTLE_LOW_PRICE: &str = "L";
pub const SIMULATED_BUY_PRICE: &str = "F";
pub const SIMULATED_SELL_PRICE: &str = "E";
pub const SWAP_VALUE_FACTOR: &str = "S";
pub const TRADE: &str = "2";
pub const TRADE_VOLUME: &str = "B";
pub const TRADING_SESSION_HIGH_PRICE: &str = "7";
pub const TRADING_SESSION_LOW_PRICE: &str = "8";
pub const TRADING_SESSION_VWAP_PRICE: &str = "9";
}
pub mod md_origin_type {
pub const BOOK: &str = "0";
pub const CROSS: &str = "2";
pub const OFF_BOOK: &str = "1";
}
pub mod md_quote_type {
pub const COUNTER: &str = "3";
pub const INDICATIVE: &str = "0";
pub const INDICATIVE_AND_TRADEABLE: &str = "4";
pub const RESTRICTED_TRADEABLE: &str = "2";
pub const TRADEABLE: &str = "1";
}
pub mod md_req_rej_reason {
pub const DUPLICATE_MDREQID: &str = "1";
pub const INSUFFICIENT_BANDWIDTH: &str = "2";
pub const INSUFFICIENT_CREDIT: &str = "D";
pub const INSUFFICIENT_PERMISSIONS: &str = "3";
pub const UNKNOWN_SYMBOL: &str = "0";
pub const UNSUPPORTED_AGGREGATEDBOOK: &str = "7";
pub const UNSUPPORTED_MARKETDEPTH: &str = "5";
pub const UNSUPPORTED_MDENTRYTYPE: &str = "8";
pub const UNSUPPORTED_MDIMPLICITDELETE: &str = "C";
pub const UNSUPPORTED_MDUPDATETYPE: &str = "6";
pub const UNSUPPORTED_OPENCLOSESETTLEFLAG: &str = "B";
pub const UNSUPPORTED_SCOPE: &str = "A";
pub const UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE: &str = "4";
pub const UNSUPPORTED_TRADINGSESSIONID: &str = "9";
}
pub mod md_sec_size_type {
pub const CUSTOMER: &str = "1";
}
pub mod md_update_action {
pub const CHANGE: &str = "1";
pub const DELETE: &str = "2";
pub const DELETE_FROM: &str = "4";
pub const DELETE_THRU: &str = "3";
pub const NEW: &str = "0";
pub const OVERLAY: &str = "5";
}
pub mod md_update_type {
pub const FULL_REFRESH: &str = "0";
pub const INCREMENTAL_REFRESH: &str = "1";
}
pub mod message_encoding {
pub const EUC_JP: &str = "EUC-JP";
pub const ISO_2022_JP: &str = "ISO-2022-JP";
pub const SHIFT_JIS: &str = "SHIFT_JIS";
pub const UTF_8: &str = "UTF-8";
}
pub mod misc_fee_basis {
pub const ABSOLUTE: &str = "0";
pub const PERCENTAGE: &str = "2";
pub const PER_UNIT: &str = "1";
}
pub mod misc_fee_type {
pub const AGENT: &str = "12";
pub const CONSUMPTION_TAX: &str = "9";
pub const CONVERSION: &str = "11";
pub const EXCHANGE_FEES: &str = "4";
pub const LEVY: &str = "6";
pub const LOCAL_COMMISSION: &str = "3";
pub const MARKUP: &str = "8";
pub const OTHER: &str = "7";
pub const PER_TRANSACTION: &str = "10";
pub const REGULATORY: &str = "1";
pub const SECURITY_LENDING: &str = "14";
pub const STAMP: &str = "5";
pub const TAX: &str = "2";
pub const TRANSFER_FEE: &str = "13";
}
pub mod model_type {
pub const PROPRIETARY: &str = "1";
pub const UTILITY_PROVIDED_STANDARD_MODEL: &str = "0";
}
pub mod money_laundering_status {
pub const EXEMPT_1: &str = "1";
pub const EXEMPT_2: &str = "2";
pub const EXEMPT_3: &str = "3";
pub const NOT_CHECKED: &str = "N";
pub const PASSED: &str = "Y";
}
pub mod msg_direction {
pub const RECEIVE: &str = "R";
pub const SEND: &str = "S";
}
pub mod msg_type {
pub const ADJUSTED_POSITION_REPORT: &str = "BL";
pub const ADVERTISEMENT: &str = "7";
pub const ALLOCATION_INSTRUCTION: &str = "J";
pub const ALLOCATION_INSTRUCTION_ACK: &str = "P";
pub const ALLOCATION_INSTRUCTION_ALERT: &str = "BM";
pub const ALLOCATION_REPORT: &str = "AS";
pub const ALLOCATION_REPORT_ACK: &str = "AT";
pub const APPLICATIONMESSAGEREPORT: &str = "BY";
pub const APPLICATIONMESSAGEREQUEST: &str = "BW";
pub const APPLICATIONMESSAGEREQUESTACK: &str = "BX";
pub const ASSIGNMENT_REPORT: &str = "AW";
pub const BID_REQUEST: &str = "k";
pub const BID_RESPONSE: &str = "l";
pub const BUSINESS_MESSAGE_REJECT: &str = "j";
pub const COLLATERAL_ASSIGNMENT: &str = "AY";
pub const COLLATERAL_INQUIRY: &str = "BB";
pub const COLLATERAL_INQUIRY_ACK: &str = "BG";
pub const COLLATERAL_REPORT: &str = "BA";
pub const COLLATERAL_REQUEST: &str = "AX";
pub const COLLATERAL_RESPONSE: &str = "AZ";
pub const CONFIRMATION: &str = "AK";
pub const CONFIRMATION_ACK: &str = "AU";
pub const CONFIRMATION_REQUEST: &str = "BH";
pub const CONTRARY_INTENTION_REPORT: &str = "BO";
pub const CROSS_ORDER_CANCEL_REPLACE_REQUEST: &str = "t";
pub const CROSS_ORDER_CANCEL_REQUEST: &str = "u";
pub const DERIVATIVESECURITYLISTUPDATEREPORT: &str = "BR";
pub const DERIVATIVE_SECURITY_LIST: &str = "AA";
pub const DERIVATIVE_SECURITY_LIST_REQUEST: &str = "z";
pub const DONT_KNOW_TRADE: &str = "Q";
pub const EMAIL: &str = "C";
pub const EXECUTION_ACKNOWLEDGEMENT: &str = "BN";
pub const EXECUTION_REPORT: &str = "8";
pub const HEARTBEAT: &str = "0";
pub const INDICATION_OF_INTEREST: &str = "6";
pub const LIST_CANCEL_REQUEST: &str = "K";
pub const LIST_EXECUTE: &str = "L";
pub const LIST_STATUS: &str = "N";
pub const LIST_STATUS_REQUEST: &str = "M";
pub const LIST_STRIKE_PRICE: &str = "m";
pub const LOGON: &str = "A";
pub const LOGOUT: &str = "5";
pub const MARKETDEFINITION: &str = "BU";
pub const MARKETDEFINITIONREQUEST: &str = "BT";
pub const MARKETDEFINITIONUPDATEREPORT: &str = "BV";
pub const MARKET_DATA_INCREMENTAL_REFRESH: &str = "X";
pub const MARKET_DATA_REQUEST: &str = "V";
pub const MARKET_DATA_REQUEST_REJECT: &str = "Y";
pub const MARKET_DATA_SNAPSHOT_FULL_REFRESH: &str = "W";
pub const MASS_QUOTE: &str = "i";
pub const MASS_QUOTE_ACKNOWLEDGEMENT: &str = "b";
pub const MULTILEG_ORDER_CANCEL_REPLACE: &str = "AC";
pub const NETWORK_STATUS_REQUEST: &str = "BC";
pub const NETWORK_STATUS_RESPONSE: &str = "BD";
pub const NEWS: &str = "B";
pub const NEW_ORDER_CROSS: &str = "s";
pub const NEW_ORDER_MULTILEG: &str = "AB";
pub const ORDERMASSACTIONREPORT: &str = "BZ";
pub const ORDERMASSACTIONREQUEST: &str = "CA";
pub const ORDER_CANCEL_REJECT: &str = "9";
pub const ORDER_CANCEL_REPLACE_REQUEST: &str = "G";
pub const ORDER_CANCEL_REQUEST: &str = "F";
pub const ORDER_LIST: &str = "E";
pub const ORDER_MASS_CANCEL_REPORT: &str = "r";
pub const ORDER_MASS_CANCEL_REQUEST: &str = "q";
pub const ORDER_MASS_STATUS_REQUEST: &str = "AF";
pub const ORDER_SINGLE: &str = "D";
pub const ORDER_STATUS_REQUEST: &str = "H";
pub const PARTYDETAILSLISTREPORT: &str = "CG";
pub const PARTYDETAILSLISTREQUEST: &str = "CF";
pub const POSITION_MAINTENANCE_REPORT: &str = "AM";
pub const POSITION_MAINTENANCE_REQUEST: &str = "AL";
pub const POSITION_REPORT: &str = "AP";
pub const QUOTE: &str = "S";
pub const QUOTE_CANCEL: &str = "Z";
pub const QUOTE_REQUEST: &str = "R";
pub const QUOTE_REQUEST_REJECT: &str = "AG";
pub const QUOTE_RESPONSE: &str = "AJ";
pub const QUOTE_STATUS_REPORT: &str = "AI";
pub const QUOTE_STATUS_REQUEST: &str = "a";
pub const REGISTRATION_INSTRUCTIONS: &str = "o";
pub const REGISTRATION_INSTRUCTIONS_RESPONSE: &str = "p";
pub const REJECT: &str = "3";
pub const REQUEST_FOR_POSITIONS: &str = "AN";
pub const REQUEST_FOR_POSITIONS_ACK: &str = "AO";
pub const RESEND_REQUEST: &str = "2";
pub const RFQ_REQUEST: &str = "AH";
pub const SECURITY_DEFINITION: &str = "d";
pub const SECURITY_DEFINITION_REQUEST: &str = "c";
pub const SECURITY_DEFINITION_UPDATE_REPORT: &str = "BP";
pub const SECURITY_LIST: &str = "y";
pub const SECURITY_LIST_REQUEST: &str = "x";
pub const SECURITY_LIST_UPDATE_REPORT: &str = "BK";
pub const SECURITY_STATUS: &str = "f";
pub const SECURITY_STATUS_REQUEST: &str = "e";
pub const SECURITY_TYPES: &str = "w";
pub const SECURITY_TYPE_REQUEST: &str = "v";
pub const SEQUENCE_RESET: &str = "4";
pub const SETTLEMENTOBLIGATIONREPORT: &str = "BQ";
pub const SETTLEMENT_INSTRUCTIONS: &str = "T";
pub const SETTLEMENT_INSTRUCTION_REQUEST: &str = "AV";
pub const STREAMASSIGNMENTREPORT: &str = "CD";
pub const STREAMASSIGNMENTREPORTACK: &str = "CE";
pub const STREAMASSIGNMENTREQUEST: &str = "CC";
pub const TEST_REQUEST: &str = "1";
pub const TRADE_CAPTURE_REPORT: &str = "AE";
pub const TRADE_CAPTURE_REPORT_ACK: &str = "AR";
pub const TRADE_CAPTURE_REPORT_REQUEST: &str = "AD";
pub const TRADE_CAPTURE_REPORT_REQUEST_ACK: &str = "AQ";
pub const TRADINGSESSIONLISTUPDATEREPORT: &str = "BS";
pub const TRADING_SESSION_LIST: &str = "BJ";
pub const TRADING_SESSION_LIST_REQUEST: &str = "BI";
pub const TRADING_SESSION_STATUS: &str = "h";
pub const TRADING_SESSION_STATUS_REQUEST: &str = "g";
pub const USERNOTIFICATION: &str = "CB";
pub const USER_REQUEST: &str = "BE";
pub const USER_RESPONSE: &str = "BF";
pub const XML_MESSAGE: &str = "n";
}
pub mod multi_leg_reporting_type {
pub const INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY: &str = "2";
pub const MULTI_LEG_SECURITY: &str = "3";
pub const SINGLE_SECURITY: &str = "1";
}
pub mod multi_leg_rpt_type_req {
pub const REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY: &str = "2";
pub const REPORT_BY_MULITLEG_SECURITY_ONLY: &str = "0";
pub const REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY: &str = "1";
}
pub mod multileg_model {
pub const PREDEFINED_MULTILEG_SECURITY: &str = "0";
pub const USER_DEFINED_MULTLEG_SECURITY: &str = "1";
pub const USER_DEFINED_NON_SECURITIZED_MULTILEG: &str = "2";
}
pub mod multileg_price_method {
pub const CONTRACT_WEIGHTED_AVERAGE_PRICE: &str = "4";
pub const INDIVIDUAL: &str = "3";
pub const MULTIPLIED_PRICE: &str = "5";
pub const NET_PRICE: &str = "0";
pub const REVERSED_NET_PRICE: &str = "1";
pub const YIELD_DIFFERENCE: &str = "2";
}
pub mod net_gross_ind {
pub const GROSS: &str = "2";
pub const NET: &str = "1";
}
pub mod network_request_type {
pub const LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED: &str = "8";
pub const SNAPSHOT: &str = "1";
pub const STOP_SUBSCRIBING: &str = "4";
pub const SUBSCRIBE: &str = "2";
}
pub mod network_status_response_type {
pub const FULL: &str = "1";
pub const INCREMENTAL_UPDATE: &str = "2";
}
pub mod news_category {
pub const COMPANY_NEWS: &str = "0";
pub const FINANCIAL_MARKET_NEWS: &str = "2";
pub const MARKETPLACE_NEWS: &str = "1";
pub const OTHER_NEWS: &str = "99";
pub const TECHNICAL_NEWS: &str = "3";
}
pub mod news_ref_type {
pub const COMPLIMENTARY: &str = "2";
pub const OTHER_LANGUAGE: &str = "1";
pub const REPLACEMENT: &str = "0";
}
pub mod no_sides {
pub const BOTH_SIDES: &str = "2";
pub const ONE_SIDE: &str = "1";
}
pub mod open_close {
pub const CLOSE: &str = "C";
pub const OPEN: &str = "O";
}
pub mod open_close_settl_flag {
pub const DAILY_OPEN: &str = "0";
pub const DELIVERY_SETTLEMENT_ENTRY: &str = "2";
pub const ENTRY_FROM_PREVIOUS_BUSINESS_DAY: &str = "4";
pub const EXPECTED_ENTRY: &str = "3";
pub const SESSION_OPEN: &str = "1";
pub const THEORETICAL_PRICE_VALUE: &str = "5";
}
pub mod open_close_settle_flag {
pub const DAILY_OPEN: &str = "0";
pub const DELIVERY_SETTLEMENT_PRICE: &str = "2";
pub const EXPECTED_PRICE: &str = "3";
pub const PRICE_FROM_PREVIOUS_BUSINESS_DAY: &str = "4";
pub const SESSION_OPEN: &str = "1";
}
pub mod opt_payout_type {
pub const BINARY: &str = "3";
pub const CAPPED: &str = "2";
pub const VANILLA: &str = "1";
}
pub mod ord_rej_reason {
pub const BROKER: &str = "0";
pub const DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER: &str = "7";
pub const DUPLICATE_ORDER: &str = "6";
pub const EXCHANGE_CLOSED: &str = "2";
pub const INCORRECT_ALLOCATED_QUANTITY: &str = "14";
pub const INCORRECT_QUANTITY: &str = "13";
pub const INVALID_INVESTOR_ID: &str = "10";
pub const INVALID_PRICE_INCREMENT: &str = "18";
pub const ORDER_EXCEEDS_LIMIT: &str = "3";
pub const OTHER: &str = "99";
pub const PRICE_EXCEEDS_CURRENT_PRICE_BAND: &str = "16";
pub const STALE_ORDER: &str = "8";
pub const SURVEILLENCE_OPTION: &str = "12";
pub const TOO_LATE_TO_ENTER: &str = "4";
pub const TRADE_ALONG_REQUIRED: &str = "9";
pub const UNKNOWN_ACCOUNT: &str = "15";
pub const UNKNOWN_ORDER: &str = "5";
pub const UNKNOWN_SYMBOL: &str = "1";
pub const UNSUPPORTED_ORDER_CHARACTERISTIC: &str = "11";
}
pub mod ord_status {
pub const ACCEPTED_FOR_BIDDING: &str = "D";
pub const CALCULATED: &str = "B";
pub const CANCELED: &str = "4";
pub const DONE_FOR_DAY: &str = "3";
pub const EXPIRED: &str = "C";
pub const FILLED: &str = "2";
pub const NEW: &str = "0";
pub const PARTIALLY_FILLED: &str = "1";
pub const PENDING_CANCEL: &str = "6";
pub const PENDING_NEW: &str = "A";
pub const PENDING_REPLACE: &str = "E";
pub const REJECTED: &str = "8";
pub const REPLACED: &str = "5";
pub const STOPPED: &str = "7";
pub const SUSPENDED: &str = "9";
}
pub mod ord_type {
pub const COUNTER_ORDER_SELECTION: &str = "Q";
pub const FOREX_LIMIT: &str = "F";
pub const FOREX_MARKET: &str = "C";
pub const FOREX_PREVIOUSLY_QUOTED: &str = "H";
pub const FOREX_SWAP: &str = "G";
pub const FUNARI: &str = "I";
pub const LIMIT: &str = "2";
pub const LIMIT_ON_CLOSE: &str = "B";
pub const LIMIT_OR_BETTER: &str = "7";
pub const LIMIT_WITH_OR_WITHOUT: &str = "8";
pub const MARKET: &str = "1";
pub const MARKET_IF_TOUCHED: &str = "J";
pub const MARKET_ON_CLOSE: &str = "5";
pub const MARKET_WITH_LEFT_OVER_AS_LIMIT: &str = "K";
pub const NEXT_FUND_VALUATION_POINT: &str = "M";
pub const ON_BASIS: &str = "9";
pub const ON_CLOSE: &str = "A";
pub const PEGGED: &str = "P";
pub const PREVIOUSLY_INDICATED: &str = "E";
pub const PREVIOUSLY_QUOTED: &str = "D";
pub const PREVIOUS_FUND_VALUATION_POINT: &str = "L";
pub const STOP: &str = "3";
pub const STOP_LIMIT: &str = "4";
pub const WITH_OR_WITHOUT: &str = "6";
}
pub mod order_capacity {
pub const AGENCY: &str = "A";
pub const AGENT_FOR_OTHER_MEMBER: &str = "W";
pub const INDIVIDUAL: &str = "I";
pub const PRINCIPAL: &str = "P";
pub const PROPRIETARY: &str = "G";
pub const RISKLESS_PRINCIPAL: &str = "R";
}
pub mod order_category {
pub const CROSS_ORDER: &str = "8";
pub const IMPLIED_ORDER: &str = "7";
pub const LINKED_ORDER: &str = "5";
pub const MULTILEG_ORDER: &str = "4";
pub const ORDER: &str = "1";
pub const PRIVATELY_NEGOTIATED_TRADE: &str = "3";
pub const QUOTE: &str = "2";
pub const QUOTE_REQUEST: &str = "6";
pub const STREAMING_PRICE: &str = "9";
}
pub mod order_delay_unit {
pub const DAYS: &str = "12";
pub const HOURS: &str = "11";
pub const HUNDREDTHS_OF_A_SECOND: &str = "2";
pub const MICROSECONDS: &str = "4";
pub const MILLISECONDS: &str = "3";
pub const MINUTES: &str = "10";
pub const MONTHS: &str = "14";
pub const NANOSECONDS: &str = "5";
pub const SECONDS: &str = "0";
pub const TENTHS_OF_A_SECOND: &str = "1";
pub const WEEKS: &str = "13";
pub const YEARS: &str = "15";
}
pub mod order_handling_inst_source {
pub const NASD_OATS: &str = "1";
}
pub mod order_restrictions {
pub const ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY: &str = "5";
pub const ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY: &str = "6";
pub const ALGORITHMIC: &str = "E";
pub const COMPETING_MARKET_MAKER: &str = "4";
pub const CROSS: &str = "F";
pub const EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE: &str = "9";
pub const EXTERNAL_MARKET_PARTICIPANT: &str = "8";
pub const FOREIGN_ENTITY: &str = "7";
pub const INDEX_ARBITRAGE: &str = "2";
pub const ISSUER_HOLDING: &str = "B";
pub const ISSUE_PRICE_STABILIZATION: &str = "C";
pub const NON_ALGORITHMIC: &str = "D";
pub const NON_INDEX_ARBITRAGE: &str = "3";
pub const PROGRAM_TRADE: &str = "1";
pub const RISKLESS_ARBITRAGE: &str = "A";
}
pub mod orig_cust_order_capacity {
pub const ALL_OTHER: &str = "4";
pub const CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT: &str = "2";
pub const MEMBER_TRADING_FOR_ANOTHER_MEMBER: &str = "3";
pub const MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT: &str = "1";
}
pub mod owner_type {
pub const COMPANY_TRUSTEE: &str = "5";
pub const CORPORATE_BODY: &str = "12";
pub const CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT: &str = "7";
pub const FIDUCIARIES: &str = "9";
pub const INDIVIDUAL_INVESTOR: &str = "1";
pub const INDIVIDUAL_TRUSTEE: &str = "4";
pub const NETWORKING_SUB_ACCOUNT: &str = "10";
pub const NOMINEE: &str = "13";
pub const NON_PROFIT_ORGANIZATION: &str = "11";
pub const PENSION_PLAN: &str = "6";
pub const PRIVATE_COMPANY: &str = "3";
pub const PUBLIC_COMPANY: &str = "2";
pub const TRUSTS: &str = "8";
}
pub mod ownership_type {
pub const JOINT_INVESTORS: &str = "J";
pub const JOINT_TRUSTEES: &str = "2";
pub const TENANTS_IN_COMMON: &str = "T";
}
pub mod party_details_request_result {
pub const INVALID_OR_UNSUPPORTED_REQUEST: &str = "1";
pub const NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA: &str = "4";
pub const NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA: &str = "2";
pub const OTHER: &str = "99";
pub const PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE: &str = "5";
pub const REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED: &str = "6";
pub const UNSUPPORTED_PARTYLISTRESPONSETYPE: &str = "3";
pub const VALID_REQUEST: &str = "0";
}
pub mod party_id_source {
pub const AUSTRALIAN_BUSINESS_NUMBER: &str = "9";
pub const AUSTRALIAN_TAX_FILE_NUMBER: &str = "A";
pub const BIC: &str = "B";
pub const CHINESE_INVESTOR_ID: &str = "5";
pub const CSD_PARTICIPANT_MEMBER_CODE: &str = "H";
pub const DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT: &str = "I";
pub const GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: &str = "C";
pub const ISO_COUNTRY_CODE: &str = "E";
pub const KOREAN_INVESTOR_ID: &str = "1";
pub const MALAYSIAN_CENTRAL_DEPOSITORY: &str = "4";
pub const MIC: &str = "G";
pub const PROPRIETARY: &str = "D";
pub const SETTLEMENT_ENTITY_LOCATION: &str = "F";
pub const TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID: &str = "2";
pub const TAIWANESE_TRADING_ACCT: &str = "3";
pub const UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER: &str = "6";
pub const US_EMPLOYER_OR_TAX_ID_NUMBER: &str = "8";
pub const US_SOCIAL_SECURITY_NUMBER: &str = "7";
}
pub mod party_list_response_type {
pub const INCLUDE_INFORMATION_ON_RELATED_PARTIES: &str = "2";
pub const INCLUDE_RISK_LIMIT_INFORMATION: &str = "3";
pub const RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES: &str = "0";
pub const RETURN_ONLY_PARTY_INFORMATION: &str = "1";
}
pub mod party_relationship {
pub const APPROVED_BY: &str = "26";
pub const APPROVES_OF: &str = "25";
pub const BENEFICIAL_OWNER_OF: &str = "35";
pub const BROKERS_TRADES_FOR: &str = "21";
pub const BROKERS_TRADES_THROUGH: &str = "22";
pub const CARRIES_POSITIONS_FOR: &str = "13";
pub const CLEARS_FOR: &str = "1";
pub const CLEARS_THROUGH: &str = "2";
pub const CONTROLS: &str = "31";
pub const ENTERS_TRADES_FOR: &str = "15";
pub const ENTERS_TRADES_THROUGH: &str = "16";
pub const HAS_MEMBERS: &str = "10";
pub const INVESTS_FOR: &str = "19";
pub const INVESTS_THROUGH: &str = "20";
pub const IS_ALSO: &str = "0";
pub const IS_CONTROLLED_BY: &str = "32";
pub const IS_GUARANTEED_BY: &str = "8";
pub const LEGAL: &str = "33";
pub const MEMBER_OF: &str = "9";
pub const OWNED_BY_30: &str = "30";
pub const OWNED_BY_34: &str = "34";
pub const OWNED_BY_36: &str = "36";
pub const PARENT_FIRM_FOR: &str = "27";
pub const PARTICIPANT_OF_MARKETPLACE: &str = "12";
pub const POSTS_TRADES_TO: &str = "14";
pub const PROVIDES_GUARANTEE_FOR: &str = "7";
pub const PROVIDES_MARKETPLACE_FOR: &str = "11";
pub const PROVIDES_QUOTES_TO: &str = "17";
pub const PROVIDES_TRADING_SERVICES_FOR: &str = "23";
pub const REGULATORY_OWNER_OF: &str = "29";
pub const REQUESTS_QUOTES_FROM: &str = "18";
pub const SPONSORED_THROUGH: &str = "6";
pub const SPONSORS: &str = "5";
pub const SUBSIDIARY_OF: &str = "28";
pub const TRADES_FOR: &str = "3";
pub const TRADES_THROUGH: &str = "4";
pub const USES_TRADING_SERVICES_OF: &str = "24";
}
pub mod party_role {
pub const ACCEPTABLE_COUNTERPARTY: &str = "56";
pub const ACCEPTABLE_SETTLING_COUNTERPARTY: &str = "84";
pub const AGENT: &str = "30";
pub const ALLOCATION_ENTITY: &str = "78";
pub const ASSET_MANAGER: &str = "49";
pub const BENEFICIARY: &str = "32";
pub const BROKERCLEARINGID: &str = "81";
pub const BROKER_OF_CREDIT: &str = "2";
pub const BUYER_SELLER: &str = "27";
pub const CENTRAL_REGISTRATION_DEPOSITORY: &str = "82";
pub const CLAIMING_ACCOUNT: &str = "48";
pub const CLEARING_ACCOUNT: &str = "83";
pub const CLEARING_FIRM: &str = "4";
pub const CLEARING_ORGANIZATION: &str = "21";
pub const CLIENT_ID: &str = "3";
pub const COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY: &str = "70";
pub const COMPETENT_AUTHORITY_OF_THE_TRANSACTION: &str = "71";
pub const CONTRA_CLEARING_FIRM: &str = "18";
pub const CONTRA_EXCHANGE: &str = "42";
pub const CONTRA_FIRM: &str = "17";
pub const CONTRA_INVESTOR_ID: &str = "39";
pub const CONTRA_POSITION_ACCOUNT: &str = "41";
pub const CONTRA_TRADER: &str = "37";
pub const CORRESPONDANT_CLEARING_FIRM: &str = "15";
pub const CORRESPONDENT_BROKER: &str = "26";
pub const CORRESPONDENT_CLEARING_ORGANIZATION: &str = "25";
pub const CUSTODIAN: &str = "28";
pub const CUSTOMER_ACCOUNT: &str = "24";
pub const DESK_ID: &str = "76";
pub const ENTERING_FIRM: &str = "7";
pub const ENTERING_TRADER: &str = "36";
pub const ENTERING_UNIT: &str = "58";
pub const EXCHANGE: &str = "22";
pub const EXECUTING_FIRM: &str = "1";
pub const EXECUTING_SYSTEM: &str = "16";
pub const EXECUTING_TRADER: &str = "12";
pub const EXECUTING_UNIT: &str = "59";
pub const EXECUTION_VENUE: &str = "73";
pub const FOREIGN_FIRM: &str = "46";
pub const FUND_MANAGER_CLIENT_ID: &str = "9";
pub const GIVEUP_CLEARING_FIRM: &str = "14";
pub const HOME_COMPETENT_AUTHORITY: &str = "69";
pub const HOST_COMPETENT_AUTHORITY: &str = "68";
pub const INTERESTED_PARTY: &str = "33";
pub const INTERMEDIARY: &str = "29";
pub const INTERNAL_CARRY_ACCOUNT: &str = "43";
pub const INTRODUCING_BROKER: &str = "60";
pub const INTRODUCING_FIRM: &str = "6";
pub const INVESTMENT_FIRM: &str = "67";
pub const INVESTOR_ID: &str = "5";
pub const LARGE_TRADER_REPORTABLE_ACCOUNT: &str = "52";
pub const LIQUIDITY_PROVIDER: &str = "35";
pub const LOCATE: &str = "8";
pub const LOCATION_ID: &str = "75";
pub const MARKET_DATA_ENTRY_ORIGINATOR: &str = "74";
pub const MARKET_DATA_MARKET: &str = "77";
pub const MARKET_MAKER: &str = "66";
pub const MULTILATERAL_TRADING_FACILITY: &str = "64";
pub const ORDER_ENTRY_OPERATOR_ID: &str = "44";
pub const ORDER_ORIGINATION_FIRM: &str = "13";
pub const ORDER_ORIGINATION_TRADER: &str = "11";
pub const PLEDGEE_ACCOUNT: &str = "51";
pub const PLEDGOR_ACCOUNT: &str = "50";
pub const POSITION_ACCOUNT: &str = "38";
pub const PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES: &str = "79";
pub const QUOTE_ORIGINATOR: &str = "61";
pub const REGULATED_MARKET: &str = "65";
pub const REGULATORY_BODY: &str = "34";
pub const REPORTING_INTERMEDIARY: &str = "72";
pub const REPORT_ORIGINATOR: &str = "62";
pub const SECONDARY_ACCOUNT_NUMBER: &str = "45";
pub const SENDER_LOCATION: &str = "54";
pub const SESSION_ID: &str = "55";
pub const SETTLEMENT_LOCATION: &str = "10";
pub const SPONSORING_FIRM: &str = "19";
pub const STEP_OUT_FIRM: &str = "80";
pub const SUB_CUSTODIAN: &str = "31";
pub const SYSTEMATIC_INTERNALISER: &str = "63";
pub const THIRD_PARTY_ALLOCATION_FIRM: &str = "47";
pub const TRADER_MNEMONIC: &str = "53";
pub const TRANSFER_TO_FIRM: &str = "40";
pub const UNACCEPTABLE_COUNTERPARTY: &str = "57";
pub const UNACCEPTABLE_SETTLING_COUNTERPARTY: &str = "85";
pub const UNDERLYING_CONTRA_FIRM: &str = "20";
}
pub mod party_sub_id_type {
pub const APPLICATION: &str = "4";
pub const BIC: &str = "16";
pub const CASH_ACCOUNT_NAME: &str = "23";
pub const CASH_ACCOUNT_NUMBER: &str = "15";
pub const CONTACT_NAME: &str = "9";
pub const CSD_PARTICIPANT_MEMBER_CODE: &str = "17";
pub const CURRENCY_DELIVERY_IDENTIFIER: &str = "33";
pub const DEPARTMENT: &str = "24";
pub const ELIGIBLE_COUNTERPARTY: &str = "29";
pub const EMAIL_ADDRESS: &str = "8";
pub const EXECUTION_VENUE: &str = "32";
pub const FAX_NUMBER: &str = "21";
pub const FIRM: &str = "1";
pub const FULL_LEGAL_NAME_OF_FIRM: &str = "5";
pub const FUND_ACCOUNT_NAME: &str = "19";
pub const LOCATION: &str = "31";
pub const LOCATION_DESK: &str = "25";
pub const MARKET_MAKER: &str = "28";
pub const PERSON: &str = "2";
pub const PHONE_NUMBER: &str = "7";
pub const POSITION_ACCOUNT_TYPE: &str = "26";
pub const POSTAL_ADDRESS: &str = "6";
pub const PROFESSIONAL_CLIENT: &str = "30";
pub const REGISTERED_ADDRESS_12: &str = "12";
pub const REGISTERED_ADDRESS_18: &str = "18";
pub const REGISTRATION_NAME: &str = "14";
pub const REGISTRATION_NUMBER: &str = "11";
pub const REGULATORY_STATUS: &str = "13";
pub const RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES: &str = "4000";
pub const SECURITIES_ACCOUNT_NAME: &str = "22";
pub const SECURITIES_ACCOUNT_NUMBER: &str = "10";
pub const SECURITY_LOCATE_ID: &str = "27";
pub const SYSTEM: &str = "3";
pub const TELEX_NUMBER: &str = "20";
}
pub mod payment_method {
pub const ACH_CREDIT: &str = "13";
pub const ACH_DEBIT: &str = "12";
pub const BPAY: &str = "14";
pub const CHEQUE: &str = "5";
pub const CLEARSTREAM: &str = "4";
pub const CREDIT_CARD: &str = "11";
pub const CREST: &str = "1";
pub const DEBIT_CARD: &str = "8";
pub const DIRECT_CREDIT: &str = "10";
pub const DIRECT_DEBIT: &str = "9";
pub const EUROCLEAR: &str = "3";
pub const FED_WIRE: &str = "7";
pub const HIGH_VALUE_CLEARING_SYSTEM: &str = "15";
pub const NSCC: &str = "2";
pub const TELEGRAPHIC_TRANSFER: &str = "6";
}
pub mod peg_limit_type {
pub const OR_BETTER: &str = "0";
pub const OR_WORSE: &str = "2";
pub const STRICT: &str = "1";
}
pub mod peg_move_type {
pub const FIXED: &str = "1";
pub const FLOATING: &str = "0";
}
pub mod peg_offset_type {
pub const BASIS_POINTS: &str = "1";
pub const PRICE: &str = "0";
pub const PRICE_TIER: &str = "3";
pub const TICKS: &str = "2";
}
pub mod peg_price_type {
pub const FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER: &str = "6";
pub const LAST_PEG: &str = "1";
pub const MARKET_PEG: &str = "4";
pub const MID_PRICE_PEG: &str = "2";
pub const OPENING_PEG: &str = "3";
pub const PEG_TO_LIMIT_PRICE: &str = "9";
pub const PEG_TO_VWAP: &str = "7";
pub const PRIMARY_PEG: &str = "5";
pub const TRAILING_STOP_PEG: &str = "8";
}
pub mod peg_round_direction {
pub const MORE_AGGRESSIVE: &str = "1";
pub const MORE_PASSIVE: &str = "2";
}
pub mod peg_scope {
pub const GLOBAL: &str = "3";
pub const LOCAL: &str = "1";
pub const NATIONAL: &str = "2";
pub const NATIONAL_EXCLUDING_LOCAL: &str = "4";
}
pub mod pos_amt_type {
pub const ACCRUED_COUPON_AMOUNT: &str = "ACPN";
pub const CASH_AMOUNT: &str = "CASH";
pub const CASH_RESIDUAL_AMOUNT: &str = "CRES";
pub const COLLATERALIZED_MARK_TO_MARKET: &str = "CMTM";
pub const COMPENSATION_AMOUNT: &str = "DLV";
pub const COUPON_AMOUNT: &str = "CPN";
pub const FINAL_MARK_TO_MARKET_AMOUNT: &str = "FMTM";
pub const INCREMENTAL_ACCRUED_COUPON: &str = "IACPN";
pub const INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET: &str = "ICMTM";
pub const INCREMENTAL_MARK_TO_MARKET_AMOUNT: &str = "IMTM";
pub const INITIAL_TRADE_COUPON_AMOUNT: &str = "ICPN";
pub const PREMIUM_AMOUNT: &str = "PREM";
pub const SETTLEMENT_VALUE: &str = "SETL";
pub const START_OF_DAY_MARK_TO_MARKET_AMOUNT: &str = "SMTM";
pub const TOTAL_BANKED_AMOUNT: &str = "BANK";
pub const TOTAL_COLLATERALIZED_AMOUNT: &str = "COLAT";
pub const TRADE_VARIATION_AMOUNT: &str = "TVAR";
pub const VALUE_ADJUSTED_AMOUNT: &str = "VADJ";
}
pub mod pos_maint_action {
pub const CANCEL: &str = "3";
pub const NEW: &str = "1";
pub const REPLACE: &str = "2";
pub const REVERSE: &str = "4";
}
pub mod pos_maint_result {
pub const OTHER: &str = "99";
pub const REJECTED: &str = "1";
pub const SUCCESSFUL_COMPLETION: &str = "0";
}
pub mod pos_maint_status {
pub const ACCEPTED: &str = "0";
pub const ACCEPTED_WITH_WARNINGS: &str = "1";
pub const COMPLETED: &str = "3";
pub const COMPLETED_WITH_WARNINGS: &str = "4";
pub const REJECTED: &str = "2";
}
pub mod pos_qty_status {
pub const ACCEPTED: &str = "1";
pub const REJECTED: &str = "2";
pub const SUBMITTED: &str = "0";
}
pub mod pos_req_result {
pub const INVALID_OR_UNSUPPORTED_REQUEST: &str = "1";
pub const NOT_AUTHORIZED_TO_REQUEST_POSITIONS: &str = "3";
pub const NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA: &str = "2";
pub const OTHER: &str = "99";
pub const REQUEST_FOR_POSITION_NOT_SUPPORTED: &str = "4";
pub const VALID_REQUEST: &str = "0";
}
pub mod pos_req_status {
pub const COMPLETED: &str = "0";
pub const COMPLETED_WITH_WARNINGS: &str = "1";
pub const REJECTED: &str = "2";
}
pub mod pos_req_type {
pub const ASSIGNMENTS: &str = "3";
pub const BACKOUT_MESSAGE: &str = "5";
pub const DELTA_POSITIONS: &str = "6";
pub const EXERCISES: &str = "2";
pub const POSITIONS: &str = "0";
pub const SETTLEMENT_ACTIVITY: &str = "4";
pub const TRADES: &str = "1";
}
pub mod pos_trans_type {
pub const DO_NOT_EXERCISE: &str = "2";
pub const EXERCISE: &str = "1";
pub const LARGE_TRADER_SUBMISSION: &str = "6";
pub const PLEDGE: &str = "5";
pub const POSITION_ADJUSTMENT: &str = "3";
pub const POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION: &str = "4";
}
pub mod pos_type {
pub const ADJUSTMENT_QTY: &str = "PA";
pub const ALLOCATION_TRADE_QTY: &str = "ALC";
pub const AS_OF_TRADE_QTY: &str = "ASF";
pub const CORPORATE_ACTION_ADJUSTMENT: &str = "CAA";
pub const CREDIT_EVENT_ADJUSTMENT: &str = "CEA";
pub const CROSS_MARGIN_QTY: &str = "XM";
pub const DELIVERY_NOTICE_QTY: &str = "DN";
pub const DELIVERY_QTY: &str = "DLV";
pub const ELECTRONIC_TRADE_QTY: &str = "ETR";
pub const END_OF_DAY_QTY: &str = "FIN";
pub const EXCHANGE_FOR_PHYSICAL_QTY: &str = "EP";
pub const INTEGRAL_SPLIT: &str = "SPL";
pub const INTER_SPREAD_QTY: &str = "IES";
pub const INTRA_SPREAD_QTY: &str = "IAS";
pub const NET_DELTA_QTY: &str = "DLT";
pub const OPTION_ASSIGNMENT: &str = "AS";
pub const OPTION_EXERCISE_QTY: &str = "EX";
pub const PIT_TRADE_QTY: &str = "PIT";
pub const PRIVATELY_NEGOTIATED_TRADE_QTY: &str = "PNTN";
pub const RECEIVE_QUANTITY: &str = "RCV";
pub const START_OF_DAY_QTY: &str = "SOD";
pub const SUCCESSION_EVENT_ADJUSTMENT: &str = "SEA";
pub const TOTAL_TRANSACTION_QTY: &str = "TOT";
pub const TRANSACTION_FROM_ASSIGNMENT: &str = "TA";
pub const TRANSACTION_FROM_EXERCISE: &str = "TX";
pub const TRANSACTION_QUANTITY: &str = "TQ";
pub const TRANSFER_TRADE_QTY: &str = "TRF";
}
pub mod position_effect {
pub const CLOSE: &str = "C";
pub const CLOSE_BUT_NOTIFY_ON_OPEN: &str = "N";
pub const DEFAULT: &str = "D";
pub const FIFO: &str = "F";
pub const OPEN: &str = "O";
pub const ROLLED: &str = "R";
}
pub mod prealloc_method {
pub const DO_NOT_PRO_RATA: &str = "1";
pub const PRO_RATA: &str = "0";
}
pub mod price_limit_type {
pub const PERCENTAGE: &str = "2";
pub const PRICE: &str = "0";
pub const TICKS: &str = "1";
}
pub mod price_protection_scope {
pub const GLOBAL: &str = "3";
pub const LOCAL: &str = "1";
pub const NATIONAL: &str = "2";
pub const NONE: &str = "0";
}
pub mod price_quote_method {
pub const INDEX: &str = "INX";
pub const INTEREST_RATE_INDEX: &str = "INT";
pub const PERCENT_OF_PAR: &str = "PCTPAR";
pub const STANDARD: &str = "STD";
}
pub mod price_type {
pub const DISCOUNT: &str = "4";
pub const FIXED_AMOUNT: &str = "3";
pub const FIXED_CABINET_TRADE_PRICE: &str = "10";
pub const PERCENTAGE: &str = "1";
pub const PER_UNIT: &str = "2";
pub const PREMIUM: &str = "5";
pub const PRODUCT_TICKS_IN_EIGHTS: &str = "15";
pub const PRODUCT_TICKS_IN_FOURTHS: &str = "14";
pub const PRODUCT_TICKS_IN_HALFS: &str = "13";
pub const PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS: &str = "19";
pub const PRODUCT_TICKS_IN_SIXTEENTHS: &str = "16";
pub const PRODUCT_TICKS_IN_SIXTY_FORTHS: &str = "18";
pub const PRODUCT_TICKS_IN_THIRTY_SECONDS: &str = "17";
pub const SPREAD: &str = "6";
pub const TED_PRICE: &str = "7";
pub const TED_YIELD: &str = "8";
pub const VARIABLE_CABINET_TRADE_PRICE: &str = "11";
pub const YIELD: &str = "9";
}
pub mod priority_indicator {
pub const LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE: &str = "1";
pub const PRIORITY_UNCHANGED: &str = "0";
}
pub mod process_code {
pub const PLAN_SPONSOR: &str = "6";
pub const REGULAR: &str = "0";
pub const SOFT_DOLLAR: &str = "1";
pub const SOFT_DOLLAR_STEP_IN: &str = "4";
pub const SOFT_DOLLAR_STEP_OUT: &str = "5";
pub const STEP_IN: &str = "2";
pub const STEP_OUT: &str = "3";
}
pub mod product {
pub const AGENCY: &str = "1";
pub const COMMODITY: &str = "2";
pub const CORPORATE: &str = "3";
pub const CURRENCY: &str = "4";
pub const EQUITY: &str = "5";
pub const FINANCING: &str = "13";
pub const GOVERNMENT: &str = "6";
pub const INDEX: &str = "7";
pub const LOAN: &str = "8";
pub const MONEYMARKET: &str = "9";
pub const MORTGAGE: &str = "10";
pub const MUNICIPAL: &str = "11";
pub const OTHER: &str = "12";
}
pub mod prog_rpt_reqs {
pub const BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST: &str = "1";
pub const REAL_TIME_EXECUTION_REPORTS: &str = "3";
pub const SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD: &str = "2";
}
pub mod put_or_call {
pub const CALL: &str = "1";
pub const PUT: &str = "0";
}
pub mod qty_type {
pub const CONTRACTS: &str = "1";
pub const UNITS: &str = "0";
pub const UNITS_OF_MEASURE_PER_TIME_UNIT: &str = "2";
}
pub mod quantity_type {
pub const BONDS: &str = "2";
pub const CONTRACTS: &str = "6";
pub const CURRENCY: &str = "5";
pub const CURRENTFACE: &str = "3";
pub const ORIGINALFACE: &str = "4";
pub const OTHER: &str = "7";
pub const PAR: &str = "8";
pub const SHARES: &str = "1";
}
pub mod quote_ack_status {
pub const ACCEPTED: &str = "0";
pub const CANCELED_ALL: &str = "4";
pub const CANCELED_FOR_SECURITY_TYPE: &str = "2";
pub const CANCELED_FOR_SYMBOL: &str = "1";
pub const CANCELED_FOR_UNDERLYING: &str = "3";
pub const REJECTED: &str = "5";
}
pub mod quote_cancel_type {
pub const CANCEL_ALL_QUOTES: &str = "4";
pub const CANCEL_BY_QUOTETYPE: &str = "6";
pub const CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "8";
pub const CANCEL_FOR_ONE_OR_MORE_SECURITIES: &str = "1";
pub const CANCEL_FOR_SECURITY_ISSUER: &str = "7";
pub const CANCEL_FOR_SECURITY_TYPE: &str = "2";
pub const CANCEL_FOR_UNDERLYING_SECURITY: &str = "3";
pub const CANCEL_QUOTE_SPECIFIED_IN_QUOTEID: &str = "5";
}
pub mod quote_condition {
pub const ADDITIONAL_INFO: &str = "U";
pub const ADDITIONAL_INFO_DUE_TO_RELATED: &str = "V";
pub const AUTOMATIC_EXECUTION: &str = "d";
pub const AUTOMATIC_EXECUTION_ETH: &str = "e";
pub const BETTER_PRICES_IN_CONDITIONAL_ORDERS: &str = "4";
pub const BID_OFFER_SPECIALIST: &str = "r";
pub const BID_SPECIALIST: &str = "p";
pub const CLOSED_INACTIVE: &str = "B";
pub const CLOSING: &str = "O";
pub const CONSOLIDATED_BEST: &str = "D";
pub const CROSSED: &str = "F";
pub const DEPTH: &str = "G";
pub const DEPTH_ON_BID: &str = "N";
pub const DEPTH_ON_OFFER: &str = "M";
pub const DUE_TO_NEWS_DISSEMINATION: &str = "l";
pub const DUE_TO_NEWS_PENDING: &str = "m";
pub const DUE_TO_RELATED: &str = "S";
pub const END_OF_DAY_SAM: &str = "s";
pub const EQUIPMENT_CHANGEOVER: &str = "a";
pub const EXCHANGE_BEST: &str = "C";
pub const FAST_MARKET_ETH: &str = "f ";
pub const FAST_TRADING: &str = "H";
pub const FLAT_CURVE: &str = "7";
pub const FORBIDDEN_SAM: &str = "t";
pub const FROZEN_SAM: &str = "u";
pub const FULL_CURVE: &str = "6";
pub const HALT: &str = "j";
pub const HALT_ETH: &str = "k";
pub const IMPLIED_PRICE: &str = "K";
pub const INACTIVE_ETH: &str = "g";
pub const LOCKED: &str = "E";
pub const MANUAL_SLOW_QUOTE: &str = "L";
pub const MEDIAN_PRICE: &str = "5";
pub const NEWS_DISSEMINATION: &str = "P";
pub const NEWS_PENDING: &str = "T";
pub const NON_FIRM: &str = "I";
pub const NO_ACTIVE_SAM: &str = "1";
pub const NO_OPEN: &str = "b";
pub const OFFER_SPECIALIST: &str = "q";
pub const OPENING_SAM: &str = "w";
pub const OPEN_ACTIVE: &str = "A";
pub const OPEN_SAM: &str = "x";
pub const ORDER_IMBALANCE: &str = "Z";
pub const ORDER_INFLUX: &str = "R";
pub const OUTRIGHT_PRICE: &str = "J";
pub const OUT_OF_SEQUENCE: &str = "o";
pub const PREOPENING_SAM: &str = "v";
pub const REGULAR_ETH: &str = "c";
pub const RESERVED_SAM: &str = "0";
pub const RESTRICTED: &str = "2";
pub const REST_OF_BOOK_VWAP: &str = "3";
pub const RESUME: &str = "W";
pub const ROTATION: &str = "h";
pub const ROTATION_ETH: &str = "i";
pub const SURVEILLANCE_SAM: &str = "y";
pub const SUSPENDED_SAM: &str = "z";
pub const TRADING_RANGE: &str = "Q";
pub const TRADING_RESUME: &str = "n";
pub const VIEW_OF_COMMON: &str = "X";
pub const VOLUME_ALERT: &str = "Y";
}
pub mod quote_entry_reject_reason {
pub const DUPLICATE_QUOTE: &str = "6";
pub const EXHCNAGE: &str = "2";
pub const INVALID_BID_ASK_SPREAD: &str = "7";
pub const INVALID_PRICE: &str = "8";
pub const NOT_AUTHORIZED_TO_QUOTE_SECURITY: &str = "9";
pub const OTHER: &str = "99";
pub const QUOTE_EXCEEDS_LIMIT: &str = "3";
pub const TOO_LATE_TO_ENTER: &str = "4";
pub const UNKNOWN_QUOTE: &str = "5";
pub const UNKNOWN_SYMBOL: &str = "1";
}
pub mod quote_entry_status {
pub const ACCEPTED: &str = "0";
pub const ACTIVE: &str = "16";
pub const CANCELED_DUE_TO_CROSS_MARKET: &str = "15";
pub const CANCELED_DUE_TO_LOCK_MARKET: &str = "14";
pub const CROSS_MARKET_WARNING: &str = "13";
pub const EXPIRED: &str = "7";
pub const LOCKED_MARKET_WARNING: &str = "12";
pub const REJECTED: &str = "5";
pub const REMOVED_FROM_MARKET: &str = "6";
}
pub mod quote_price_type {
pub const DISCOUNT: &str = "4";
pub const FIXED_AMOUNT: &str = "3";
pub const PERCENT: &str = "1";
pub const PER_SHARE: &str = "2";
pub const PREMIUM: &str = "5";
pub const SPREAD: &str = "6";
pub const TED_PRICE: &str = "7";
pub const TED_YIELD: &str = "8";
pub const YIELD: &str = "10";
pub const YIELD_SPREAD: &str = "9";
}
pub mod quote_reject_reason {
pub const DUPLICATE_QUOTE: &str = "6";
pub const EXCHANGE: &str = "2";
pub const INVALID_BID_ASK_SPREAD: &str = "7";
pub const INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY: &str = "13";
pub const INVALID_OR_UNKNOWN_SECURITY_ISSUER: &str = "12";
pub const INVALID_PRICE: &str = "8";
pub const NOT_AUTHORIZED_TO_QUOTE_SECURITY: &str = "9";
pub const OTHER: &str = "99";
pub const PRICE_EXCEEDS_CURRENT_PRICE_BAND: &str = "10";
pub const QUOTE_LOCKED: &str = "11";
pub const QUOTE_REQUEST_EXCEEDS_LIMIT: &str = "3";
pub const TOO_LATE_TO_ENTER: &str = "4";
pub const UNKNOWN_QUOTE: &str = "5";
pub const UNKNOWN_SYMBOL: &str = "1";
}
pub mod quote_request_reject_reason {
pub const EXCHANGE: &str = "2";
pub const INSUFFICIENT_CREDIT: &str = "11";
pub const INVALID_PRICE: &str = "5";
pub const NOT_AUTHORIZED_TO_REQUEST_QUOTE: &str = "6";
pub const NO_INVENTORY: &str = "9";
pub const NO_MARKET_FOR_INSTRUMENT: &str = "8";
pub const NO_MATCH_FOR_INQUIRY: &str = "7";
pub const OTHER: &str = "99";
pub const PASS: &str = "10";
pub const QUOTE_REQUEST_EXCEEDS_LIMIT: &str = "3";
pub const TOO_LATE_TO_ENTER: &str = "4";
pub const UNKNOWN_SYMBOL: &str = "1";
}
pub mod quote_request_type {
pub const AUTOMATIC: &str = "2";
pub const MANUAL: &str = "1";
}
pub mod quote_resp_type {
pub const COUNTER: &str = "2";
pub const COVER: &str = "4";
pub const DONE_AWAY: &str = "5";
pub const END_TRADE: &str = "7";
pub const EXPIRED: &str = "3";
pub const HIT_LIFT: &str = "1";
pub const PASS: &str = "6";
pub const TIMED_OUT: &str = "8";
}
pub mod quote_response_level {
pub const ACKNOWLEDGE_EACH_QUOTE_MESSAGE: &str = "2";
pub const ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES: &str = "1";
pub const NO_ACKNOWLEDGEMENT: &str = "0";
pub const SUMMARY_ACKNOWLEDGEMENT: &str = "3";
}
pub mod quote_status {
pub const ACCEPTED: &str = "0";
pub const ACTIVE: &str = "16";
pub const CANCELED: &str = "17";
pub const CANCELED_ALL: &str = "4";
pub const CANCELED_DUE_TO_CROSS_MARKET: &str = "15";
pub const CANCELED_DUE_TO_LOCK_MARKET: &str = "14";
pub const CANCELED_FOR_SECURITY_TYPE: &str = "2";
pub const CANCELED_FOR_UNDERLYING: &str = "3";
pub const CANCEL_FOR_SYMBOL: &str = "1";
pub const CROSS_MARKET_WARNING: &str = "13";
pub const EXPIRED: &str = "7";
pub const LOCKED_MARKET_WARNING: &str = "12";
pub const PASS: &str = "11";
pub const PENDING: &str = "10";
pub const PENDING_END_TRADE: &str = "19";
pub const QUERY: &str = "8";
pub const QUOTE_NOT_FOUND: &str = "9";
pub const REJECTED: &str = "5";
pub const REMOVED_FROM_MARKET: &str = "6";
pub const TOO_LATE_TO_END: &str = "20";
pub const UNSOLICITED_QUOTE_REPLENISHMENT: &str = "18";
}
pub mod quote_type {
pub const COUNTER: &str = "3";
pub const INDICATIVE: &str = "0";
pub const RESTRICTED_TRADEABLE: &str = "2";
pub const TRADEABLE: &str = "1";
}
pub mod rate_source {
pub const BLOOMBERG: &str = "0";
pub const OTHER: &str = "99";
pub const REUTERS: &str = "1";
pub const TELERATE: &str = "2";
}
pub mod rate_source_type {
pub const PRIMARY: &str = "0";
pub const SECONDARY: &str = "1";
}
pub mod ref_ord_id_reason {
pub const GTC_FROM_PREVIOUS_DAY: &str = "0";
pub const ORDER_CHANGED: &str = "2";
pub const PARTIAL_FILL_REMAINING: &str = "1";
}
pub mod ref_order_id_source {
pub const MDENTRYID: &str = "2";
pub const ORDERID: &str = "1";
pub const ORIGINAL_ORDER_ID: &str = "4";
pub const QUOTEENTRYID: &str = "3";
pub const SECONDARYORDERID: &str = "0";
}
pub mod regist_rej_reason_code {
pub const INVALID_UNACCEPTABLE_ACCOUNT_TYPE: &str = "1";
pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME: &str = "16";
pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM: &str = "18";
pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE: &str = "17";
pub const INVALID_UNACCEPTABLE_DATE_OF_BIRTH: &str = "11";
pub const INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD: &str = "15";
pub const INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE: &str = "14";
pub const INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE: &str = "12";
pub const INVALID_UNACCEPTABLE_INVESTOR_ID: &str = "9";
pub const INVALID_UNACCEPTABLE_MAILING_DETAILS: &str = "7";
pub const INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS: &str = "8";
pub const INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS: &str = "13";
pub const INVALID_UNACCEPTABLE_NO_REG_DETAILS: &str = "4";
pub const INVALID_UNACCEPTABLE_OWNERSHIP_TYPE: &str = "3";
pub const INVALID_UNACCEPTABLE_REG_DETAILS: &str = "6";
pub const INVALID_UNACCEPTABLE_REG_SEQ_NO: &str = "5";
pub const INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE: &str = "2";
pub const INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE: &str = "10";
pub const OTHER: &str = "99";
}
pub mod regist_status {
pub const ACCEPTED: &str = "A";
pub const HELD: &str = "H";
pub const REJECTED: &str = "R";
pub const REMINDER: &str = "N";
}
pub mod regist_trans_type {
pub const CANCEL: &str = "2";
pub const NEW: &str = "0";
pub const REPLACE: &str = "1";
}
pub mod respondent_type {
pub const ALL_MARKET_MAKERS: &str = "3";
pub const ALL_MARKET_PARTICIPANTS: &str = "1";
pub const PRIMARY_MARKET_MAKER: &str = "4";
pub const SPECIFIED_MARKET_PARTICIPANTS: &str = "2";
}
pub mod response_transport_type {
pub const INBAND: &str = "0";
pub const OUT_OF_BAND: &str = "1";
}
pub mod restructuring_type {
pub const FULL_RESTRUCTURING: &str = "FR";
pub const MODIFIED_MOD_RESTRUCTURING: &str = "MM";
pub const MODIFIED_RESTRUCTURING: &str = "MR";
pub const NO_RESTRUCTURING_SPECIFIED: &str = "XR";
}
pub mod risk_instrument_operator {
pub const EXCLUDE: &str = "2";
pub const INCLUDE: &str = "1";
}
pub mod risk_limit_type {
pub const EXPOSURE: &str = "3";
pub const GROSS_LIMIT: &str = "1";
pub const LONG_LIMIT: &str = "4";
pub const NET_LIMIT: &str = "2";
pub const SHORT_LIMIT: &str = "5";
}
pub mod rounding_direction {
pub const ROUND_DOWN: &str = "1";
pub const ROUND_TO_NEAREST: &str = "0";
pub const ROUND_UP: &str = "2";
}
pub mod routing_type {
pub const BLOCK_FIRM: &str = "3";
pub const BLOCK_LIST: &str = "4";
pub const TARGET_FIRM: &str = "1";
pub const TARGET_LIST: &str = "2";
}
pub mod rule80_a {
pub const AGENCY_ALGORITHMIC_PROGRAM_TRADING: &str = "K";
pub const AGENCY_INDEX_ARBITRAGE: &str = "U";
pub const AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE: &str = "Y";
pub const AGENCY_SINGLE_ORDER: &str = "A";
pub const AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE: &str = "N";
pub const ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER: &str = "W";
pub const INDIVIDUAL_INVESTOR_SINGLE_ORDER: &str = "I";
pub const PRINCIPAL: &str = "P";
pub const PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG: &str = "D";
pub const PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER: &str = "M";
pub const PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING: &str = "J";
pub const PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE: &str = "C";
pub const PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER: &str = "O";
pub const SHORT_EXEMPT_TRANSACTION_B: &str = "B";
pub const SHORT_EXEMPT_TRANSACTION_F: &str = "F";
pub const SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE: &str = "L";
pub const SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE: &str = "X";
pub const SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER: &str = "Z";
pub const SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL: &str = "E";
pub const SHORT_EXEMPT_TRANSACTION_H: &str = "H";
pub const SPECIALIST_TRADES: &str = "S";
pub const TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER: &str = "T";
pub const TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER: &str = "R";
}
pub mod scope {
pub const GLOBAL: &str = "3";
pub const LOCAL_MARKET: &str = "1";
pub const NATIONAL: &str = "2";
}
pub mod sec_def_status {
pub const APPROVED: &str = "1";
pub const INVALID_DEFINITION_REQUEST: &str = "4";
pub const PENDING_APPROVAL: &str = "0";
pub const REJECTED: &str = "2";
pub const UNAUTHORIZED_REQUEST: &str = "3";
}
pub mod security_id_source {
pub const BELGIAN: &str = "F";
pub const BLOOMBERG_SYMBOL: &str = "A";
pub const CLEARING_HOUSE: &str = "H";
pub const COMMON: &str = "G";
pub const CONSOLIDATED_TAPE_ASSOCIATION: &str = "9";
pub const CUSIP: &str = "1";
pub const DUTCH: &str = "C";
pub const EXCHANGE_SYMBOL: &str = "8";
pub const ISDA_FPML_PRODUCT_SPECIFICATION: &str = "I";
pub const ISDA_FPML_PRODUCT_URL: &str = "K";
pub const ISIN_NUMBER: &str = "4";
pub const ISO_COUNTRY_CODE: &str = "7";
pub const ISO_CURRENCY_CODE: &str = "6";
pub const LETTER_OF_CREDIT: &str = "L";
pub const MARKETPLACE_ASSIGNED_IDENTIFIER: &str = "M";
pub const OPTION_PRICE_REPORTING_AUTHORITY: &str = "J";
pub const QUIK: &str = "3";
pub const RIC_CODE: &str = "5";
pub const SEDOL: &str = "2";
pub const SICOVAM: &str = "E";
pub const VALOREN: &str = "D";
pub const WERTPAPIER: &str = "B";
}
pub mod security_list_request_type {
pub const ALL_SECURITIES: &str = "4";
pub const MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID: &str = "5";
pub const PRODUCT: &str = "2";
pub const SECURITYTYPE_AND_OR_CFICODE: &str = "1";
pub const SYMBOL: &str = "0";
pub const TRADINGSESSIONID: &str = "3";
}
pub mod security_list_type {
pub const INDUSTRY_CLASSIFICATION: &str = "1";
pub const MARKET: &str = "3";
pub const NEWSPAPER_LIST: &str = "4";
pub const TRADING_LIST: &str = "2";
}
pub mod security_list_type_source {
pub const GICS: &str = "3";
pub const ICB: &str = "1";
pub const NAICS: &str = "2";
}
pub mod security_request_result {
pub const INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE: &str = "4";
pub const INVALID_OR_UNSUPPORTED_REQUEST: &str = "1";
pub const NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA: &str = "3";
pub const NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA: &str = "2";
pub const REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED: &str = "5";
pub const VALID_REQUEST: &str = "0";
}
pub mod security_request_type {
pub const ALL_SECURITIES: &str = "8";
pub const MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID: &str = "9";
pub const PRODUCT: &str = "6";
pub const REQUEST_LIST_SECURITIES: &str = "3";
pub const REQUEST_LIST_SECURITY_TYPES: &str = "2";
pub const REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS: &str = "0";
pub const REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED: &str = "1";
pub const SECURITYTYPE_AND_OR_CFICODE: &str = "5";
pub const SYMBOL: &str = "4";
pub const TRADINGSESSIONID: &str = "7";
}
pub mod security_response_type {
pub const ACCEPT_SECURITY_PROPOSAL_AS_IS: &str = "1";
pub const ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE: &str = "2";
pub const CANNOT_MATCH_SELECTION_CRITERIA: &str = "6";
pub const LIST_OF_SECURITIES_RETURNED_PER_REQUEST: &str = "4";
pub const LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST: &str = "3";
pub const REJECT_SECURITY_PROPOSAL: &str = "5";
}
pub mod security_status {
pub const ACTIVE: &str = "1";
pub const INACTIVE: &str = "2";
}
pub mod security_trading_event {
pub const CHANGE_OF_BOOK_TYPE: &str = "7";
pub const CHANGE_OF_MARKET_DEPTH: &str = "8";
pub const CHANGE_OF_SECURITY_TRADING_STATUS: &str = "6";
pub const CHANGE_OF_TRADING_SESSION: &str = "4";
pub const CHANGE_OF_TRADING_SUBSESSION: &str = "5";
pub const ORDER_IMBALANCE_AUCTION_IS_EXTENDED: &str = "1";
pub const PRICE_VOLATILITY_INTERRUPTION: &str = "3";
pub const TRADING_RESUMES: &str = "2";
}
pub mod security_trading_status {
pub const CROSS: &str = "25";
pub const FAST_MARKET: &str = "23";
pub const ITS_PRE_OPENING: &str = "14";
pub const MARKET_IMBALANCE_BUY: &str = "7";
pub const MARKET_IMBALANCE_SELL: &str = "8";
pub const MARKET_ON_CLOSE_IMBALANCE_BUY: &str = "9";
pub const MARKET_ON_CLOSE_IMBALANCE_SELL: &str = "10";
pub const NEW_PRICE_INDICATION: &str = "15";
pub const NOT_AVAILABLE_FOR_TRADING: &str = "18";
pub const NOT_TRADED_ON_THIS_MARKET: &str = "19";
pub const NO_MARKET_IMBALANCE: &str = "12";
pub const NO_MARKET_ON_CLOSE_IMBALANCE: &str = "13";
pub const NO_OPEN: &str = "4";
pub const OPENING_DELAY: &str = "1";
pub const OPENING_ROTATION: &str = "22";
pub const POST_CLOSE: &str = "26";
pub const PRE_CROSS: &str = "24";
pub const PRE_OPEN: &str = "21";
pub const PRICE_INDICATION: &str = "5";
pub const READY_TO_TRADE: &str = "17";
pub const RESUME: &str = "3";
pub const TRADE_DISSEMINATION_TIME: &str = "16";
pub const TRADING_HALT: &str = "2";
pub const TRADING_RANGE_INDICATION: &str = "6";
pub const UNKNOWN_OR_INVALID: &str = "20";
pub const _11: &str = "11";
}
pub mod security_type {
pub const AGENCY_POOLS: &str = "POOL";
pub const AMENDED_RESTATED: &str = "AMENDED";
pub const ASSET_BACKED_SECURITIES: &str = "ABS";
pub const BANKERS_ACCEPTANCE: &str = "BA";
pub const BANK_DEPOSITORY_NOTE: &str = "BDN";
pub const BANK_NOTES: &str = "BN";
pub const BILL_OF_EXCHANGES: &str = "BOX";
pub const BRADY_BOND: &str = "BRADY";
pub const BRIDGE_LOAN: &str = "BRIDGE";
pub const BUY_SELLBACK: &str = "BUYSELL";
pub const CALL_LOANS: &str = "CL";
pub const CANADIAN_MONEY_MARKETS: &str = "CAMM";
pub const CANADIAN_MORTGAGE_BONDS: &str = "CMB";
pub const CANADIAN_PROVINCIAL_BONDS: &str = "PROV";
pub const CANADIAN_TREASURY_BILLS: &str = "CTB";
pub const CANADIAN_TREASURY_NOTES: &str = "CAN";
pub const CASH: &str = "CASH";
pub const CATS_TIGERS_LIONS: &str = "ZOO";
pub const CERTIFICATE_OF_DEPOSIT: &str = "CD";
pub const CERTIFICATE_OF_OBLIGATION: &str = "COFO";
pub const CERTIFICATE_OF_PARTICIPATION: &str = "COFP";
pub const COLLATERALIZED_MORTGAGE_OBLIGATION: &str = "CMO";
pub const COMMERCIAL_PAPER: &str = "CP";
pub const COMMON_STOCK: &str = "CS";
pub const CONVERTIBLE_BOND: &str = "CB";
pub const CORPORATE_BOND: &str = "CORP";
pub const CORPORATE_PRIVATE_PLACEMENT: &str = "CPP";
pub const CORP_MORTGAGE_BACKED_SECURITIES: &str = "CMBS";
pub const CREDIT_DEFAULT_SWAP: &str = "CDS";
pub const DEBTOR_IN_POSSESSION: &str = "DINP";
pub const DEFAULTED: &str = "DEFLTED";
pub const DEPOSIT_NOTES: &str = "DN";
pub const DUAL_CURRENCY: &str = "DUAL";
pub const EURO_CERTIFICATE_OF_DEPOSIT: &str = "EUCD";
pub const EURO_COMMERCIAL_PAPER: &str = "EUCP";
pub const EURO_CORPORATE_BOND: &str = "EUCORP";
pub const EURO_CORPORATE_FLOATING_RATE_NOTES: &str = "EUFRN";
pub const EURO_SOVEREIGNS: &str = "EUSOV";
pub const EURO_SUPRANATIONAL_COUPONS: &str = "EUSUPRA";
pub const EXTENDED_COMM_NOTE: &str = "XCN";
pub const FEDERAL_AGENCY_COUPON: &str = "FAC";
pub const FEDERAL_AGENCY_DISCOUNT_NOTE: &str = "FADN";
pub const FEDERAL_HOME_LOAN: &str = "FHL";
pub const FEDERAL_HOUSING_AUTHORITY: &str = "FHA";
pub const FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION: &str = "FN";
pub const FOREIGN_EXCHANGE_CONTRACT: &str = "FOR";
pub const FORWARD: &str = "FORWARD";
pub const FUTURE: &str = "FUT";
pub const FX_FORWARD: &str = "FXFWD";
pub const FX_SPOT: &str = "FXSPOT";
pub const FX_SWAP: &str = "FXSWAP";
pub const GENERAL_OBLIGATION_BONDS: &str = "GO";
pub const GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION: &str = "GN";
pub const INDEXED_LINKED: &str = "XLINKD";
pub const INTEREST_RATE_SWAP: &str = "IRS";
pub const INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE: &str = "TINT";
pub const IOETTE_MORTGAGE: &str = "IET";
pub const LETTER_OF_CREDIT: &str = "LOFC";
pub const LIQUIDITY_NOTE: &str = "LQN";
pub const MANDATORY_TENDER: &str = "MT";
pub const MATURED: &str = "MATURED";
pub const MEDIUM_TERM_NOTES: &str = "MTN";
pub const MISCELLANEOUS_PASS_THROUGH: &str = "MPT";
pub const MORTGAGE_BACKED_SECURITIES: &str = "MBS";
pub const MORTGAGE_INTEREST_ONLY: &str = "MIO";
pub const MORTGAGE_PRINCIPAL_ONLY: &str = "MPO";
pub const MORTGAGE_PRIVATE_PLACEMENT: &str = "MPP";
pub const MULTILEG_INSTRUMENT: &str = "MLEG";
pub const MUNICIPAL_BOND: &str = "MUNI";
pub const MUTUAL_FUND: &str = "MF";
pub const NON_DELIVERABLE_FORWARD: &str = "FXNDF";
pub const NO_SECURITY_TYPE: &str = "NONE";
pub const OPTION: &str = "OPT";
pub const OPTIONS_ON_COMBO: &str = "OOC";
pub const OPTIONS_ON_FUTURES: &str = "OOF";
pub const OPTIONS_ON_PHYSICAL: &str = "OOP";
pub const OTHER_ANTICIPATION_NOTES: &str = "AN";
pub const OVERNIGHT: &str = "ONITE";
pub const PFANDBRIEFE: &str = "PFAND";
pub const PLAZOS_FIJOS: &str = "PZFJ";
pub const PREFERRED_STOCK: &str = "PS";
pub const PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE: &str = "TPRN";
pub const PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE: &str = "TCAL";
pub const PRIVATE_EXPORT_FUNDING: &str = "PEF";
pub const PROMISSORY_NOTE: &str = "PN";
pub const REPLACED: &str = "REPLACD";
pub const REPURCHASE: &str = "REPO";
pub const REPURCHASE_AGREEMENT: &str = "RP";
pub const RETIRED: &str = "RETIRED";
pub const REVENUE_ANTICIPATION_NOTE: &str = "RAN";
pub const REVENUE_BONDS: &str = "REV";
pub const REVERSE_REPURCHASE_AGREEMENT: &str = "RVRP";
pub const REVOLVER_LOAN: &str = "RVLV";
pub const REVOLVER_TERM_LOAN: &str = "RVLVTRM";
pub const SECURED_LIQUIDITY_NOTE: &str = "SLQN";
pub const SECURITIES_LOAN: &str = "SECLOAN";
pub const SECURITIES_PLEDGE: &str = "SECPLEDGE";
pub const SHORT_TERM_LOAN_NOTE: &str = "STN";
pub const SPECIAL_ASSESSMENT: &str = "SPCLA";
pub const SPECIAL_OBLIGATION: &str = "SPCLO";
pub const SPECIAL_TAX: &str = "SPCLT";
pub const STRUCTURED_NOTES: &str = "STRUCT";
pub const STUDENT_LOAN_MARKETING_ASSOCIATION: &str = "SL";
pub const SWING_LINE_FACILITY: &str = "SWING";
pub const TAXABLE_MUNICIPAL_CP: &str = "TMCP";
pub const TAX_ALLOCATION: &str = "TAXA";
pub const TAX_ANTICIPATION_NOTE: &str = "TAN";
pub const TAX_EXEMPT_COMMERCIAL_PAPER: &str = "TECP";
pub const TAX_REVENUE_ANTICIPATION_NOTE: &str = "TRAN";
pub const TERM_LIQUIDITY_NOTE: &str = "TLQN";
pub const TERM_LOAN: &str = "TERM";
pub const TIME_DEPOSIT: &str = "TD";
pub const TO_BE_ANNOUNCED: &str = "TBA";
pub const TREASURIES_PLUS_AGENCY_DEBENTURE: &str = "GOVT";
pub const TREASURY_BILL: &str = "TB";
pub const TREASURY_INFLATION_PROTECTED_SECURITIES: &str = "TIPS";
pub const USD_SUPRANATIONAL_COUPONS: &str = "SUPRA";
pub const US_CORPORATE_FLOATING_RATE_NOTES: &str = "FRN";
pub const US_TREASURY_BILL_TBILL: &str = "TBILL";
pub const US_TREASURY_BILL_USTB: &str = "USTB";
pub const US_TREASURY_BOND: &str = "TBOND";
pub const US_TREASURY_NOTE_TNOTE: &str = "TNOTE";
pub const US_TREASURY_NOTE_UST: &str = "UST";
pub const VARIABLE_RATE_DEMAND_NOTE: &str = "VRDN";
pub const WARRANT: &str = "WAR";
pub const WILDCARD_ENTRY: &str = "WLD";
pub const WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST: &str = "?";
pub const WITHDRAWN: &str = "WITHDRN";
pub const YANKEE_CERTIFICATE_OF_DEPOSIT: &str = "YCD";
pub const YANKEE_CORPORATE_BOND: &str = "YANK";
}
pub mod security_update_action {
pub const ADD: &str = "A";
pub const DELETE: &str = "D";
pub const MODIFY: &str = "M";
}
pub mod seniority {
pub const SENIOR: &str = "SR";
pub const SENIOR_SECURED: &str = "SD";
pub const SUBORDINATED: &str = "SB";
}
pub mod session_reject_reason {
pub const COMPID_PROBLEM: &str = "9";
pub const DECRYPTION_PROBLEM: &str = "7";
pub const INCORRECT_DATA_FORMAT_FOR_VALUE: &str = "6";
pub const INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP: &str = "16";
pub const INVALID_MSGTYPE: &str = "11";
pub const INVALID_TAG_NUMBER: &str = "0";
pub const INVALID_UNSUPPORTED_APPLICATION_VERSION: &str = "18";
pub const NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER: &str = "17";
pub const OTHER: &str = "99";
pub const REPEATING_GROUP_FIELDS_OUT_OF_ORDER: &str = "15";
pub const REQUIRED_TAG_MISSING: &str = "1";
pub const SENDINGTIME_ACCURACY_PROBLEM: &str = "10";
pub const SIGNATURE_PROBLEM: &str = "8";
pub const TAG_APPEARS_MORE_THAN_ONCE: &str = "13";
pub const TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE: &str = "2";
pub const TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER: &str = "14";
pub const TAG_SPECIFIED_WITHOUT_A_VALUE: &str = "4";
pub const UNDEFINED_TAG: &str = "3";
pub const VALUE_IS_INCORRECT: &str = "5";
pub const XML_VALIDATION_ERROR: &str = "12";
}
pub mod session_status {
pub const ACCOUNT_LOCKED: &str = "6";
pub const INVALID_USERNAME_OR_PASSWORD: &str = "5";
pub const LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME: &str = "7";
pub const NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY: &str = "3";
pub const PASSWORD_EXPIRED: &str = "8";
pub const SESSION_ACTIVE: &str = "0";
pub const SESSION_LOGOUT_COMPLETE: &str = "4";
pub const SESSION_PASSWORD_CHANGED: &str = "1";
pub const SESSION_PASSWORD_DUE_TO_EXPIRE: &str = "2";
}
pub mod settl_curr_fx_rate_calc {
pub const DIVIDE: &str = "D";
pub const MULTIPLY: &str = "M";
}
pub mod settl_delivery_type {
pub const FREE_DELIVER: &str = "1";
pub const HOLD_IN_CUSTODY: &str = "3";
pub const TRI_PARTY: &str = "2";
pub const VERSUS_PAYMENT_DELIVER: &str = "0";
}
pub mod settl_inst_mode {
pub const DEFAULT: &str = "0";
pub const REQUEST_REJECT: &str = "5";
pub const SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING: &str = "2";
pub const SPECIFIC_ALLOCATION_ACCOUNT_STANDING: &str = "3";
pub const SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT: &str = "4";
pub const STANDING_INSTRUCTIONS_PROVIDED: &str = "1";
}
pub mod settl_inst_req_rej_code {
pub const NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND: &str = "2";
pub const OTHER: &str = "99";
pub const UNABLE_TO_PROCESS_REQUEST: &str = "0";
pub const UNKNOWN_ACCOUNT: &str = "1";
}
pub mod settl_inst_source {
pub const BROKERS_INSTRUCTIONS: &str = "1";
pub const INSTITUTIONS_INSTRUCTIONS: &str = "2";
pub const INVESTOR: &str = "3";
}
pub mod settl_inst_trans_type {
pub const CANCEL: &str = "C";
pub const NEW: &str = "N";
pub const REPLACE: &str = "R";
pub const RESTATE: &str = "T";
}
pub mod settl_location {
pub const CEDEL: &str = "CED";
pub const DEPOSITORY_TRUST_COMPANY: &str = "DTC";
pub const EURO_CLEAR: &str = "EUR";
pub const FEDERAL_BOOK_ENTRY: &str = "FED";
pub const LOCAL_MARKET_SETTLE_LOCATION: &str = "ISO_Country_Code";
pub const PARTICIPANT_TRUST_COMPANY: &str = "PTC";
pub const PHYSICAL: &str = "PNY";
}
pub mod settl_method {
pub const CASH_SETTLEMENT_REQUIRED: &str = "C";
pub const PHYSICAL_SETTLEMENT_REQUIRED: &str = "P";
}
pub mod settl_oblig_mode {
pub const FINAL: &str = "2";
pub const PRELIMINARY: &str = "1";
}
pub mod settl_oblig_source {
pub const INSTRUCTIONS_FOR_INSTITUTION: &str = "2";
pub const INSTRUCTIONS_OF_BROKER: &str = "1";
pub const INVESTOR: &str = "3";
}
pub mod settl_oblig_trans_type {
pub const CANCEL: &str = "C";
pub const NEW: &str = "N";
pub const REPLACE: &str = "R";
pub const RESTATE: &str = "T";
}
pub mod settl_price_type {
pub const FINAL: &str = "1";
pub const THEORETICAL: &str = "2";
}
pub mod settl_sess_id {
pub const ELECTRONIC_TRADING_HOURS: &str = "ETH";
pub const END_OF_DAY: &str = "EOD";
pub const INTRADAY: &str = "ITD";
pub const REGULAR_TRADING_HOURS: &str = "RTH";
}
pub mod settl_type {
pub const BROKEN_DATE: &str = "B";
pub const CASH: &str = "1";
pub const FUTURE: &str = "6";
pub const FX_SPOT_NEXT_SETTLEMENT: &str = "C";
pub const NEXT_DAY: &str = "2";
pub const REGULAR: &str = "0";
pub const SELLERS_OPTION: &str = "8";
pub const T_PLUS_2: &str = "3";
pub const T_PLUS_3: &str = "4";
pub const T_PLUS_4: &str = "5";
pub const T_PLUS_5: &str = "9";
pub const WHEN_AND_IF_ISSUED: &str = "7";
}
pub mod settlmnt_typ {
pub const CASH: &str = "1";
pub const FUTURE: &str = "6";
pub const NEXT_DAY: &str = "2";
pub const REGULAR: &str = "0";
pub const SELLERS_OPTION: &str = "8";
pub const T_PLUS_1: &str = "A";
pub const T_PLUS_2: &str = "3";
pub const T_PLUS_3: &str = "4";
pub const T_PLUS_4: &str = "5";
pub const T_PLUS_5: &str = "9";
pub const WHEN_AND_IF_ISSUED: &str = "7";
}
pub mod short_sale_reason {
pub const DEALER_SOLD_SHORT: &str = "0";
pub const DEALER_SOLD_SHORT_EXEMPT: &str = "1";
pub const QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT: &str = "5";
pub const QUALIFIED_SERVICE_REPRESENTATIVE: &str = "4";
pub const SELLING_CUSTOMER_SOLD_SHORT: &str = "2";
pub const SELLING_CUSTOMER_SOLD_SHORT_EXEMPT: &str = "3";
}
pub mod side {
pub const AS_DEFINED: &str = "B";
pub const BORROW: &str = "G";
pub const BUY: &str = "1";
pub const BUY_MINUS: &str = "3";
pub const CROSS: &str = "8";
pub const CROSS_SHORT: &str = "9";
pub const CROSS_SHORT_EXEMPT: &str = "A";
pub const LEND: &str = "F";
pub const OPPOSITE: &str = "C";
pub const REDEEM: &str = "E";
pub const SELL: &str = "2";
pub const SELL_PLUS: &str = "4";
pub const SELL_SHORT: &str = "5";
pub const SELL_SHORT_EXEMPT: &str = "6";
pub const SUBSCRIBE: &str = "D";
pub const UNDISCLOSED: &str = "7";
}
pub mod side_multi_leg_reporting_type {
pub const INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY: &str = "2";
pub const MULTILEG_SECURITY: &str = "3";
pub const SINGLE_SECURITY: &str = "1";
}
pub mod side_trd_sub_typ {
pub const ADVISORY_FOR_CONTRA_SIDE: &str = "4";
pub const CMTA: &str = "0";
pub const DIFFERENTIAL_SPREAD: &str = "7";
pub const EXTERNAL_TRANSFER: &str = "2";
pub const IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT: &str = "8";
pub const INTERNAL_TRANSFER: &str = "1";
pub const OFFSET_DUE_TO_AN_ALLOCATION: &str = "5";
pub const ONSET_DUE_TO_AN_ALLOCATION: &str = "6";
pub const REJECT_FOR_SUBMITTING_TRADE: &str = "3";
pub const TRANSACTION_FROM_ASSIGNMENT: &str = "10";
pub const TRANSACTION_FROM_EXERCISE: &str = "9";
}
pub mod side_value_ind {
pub const SIDE_VALUE_1: &str = "1";
pub const SIDE_VALUE_2: &str = "2";
}
pub mod stand_inst_db_type {
pub const ACCOUNTNET: &str = "4";
pub const A_GLOBAL_CUSTODIAN: &str = "3";
pub const DTC_SID: &str = "1";
pub const OTHER: &str = "0";
pub const THOMSON_ALERT: &str = "2";
}
pub mod stats_type {
pub const AVERAGE_PRICE: &str = "3";
pub const EXCHANGE_LAST: &str = "1";
pub const HIGH: &str = "2";
pub const TURNOVER: &str = "4";
}
pub mod status_value {
pub const CONNECTED: &str = "1";
pub const IN_PROCESS: &str = "4";
pub const NOT_CONNECTED_2: &str = "2";
pub const NOT_CONNECTED_3: &str = "3";
}
pub mod stipulation_type {
pub const ABSOLUTE_PREPAYMENT_SPEED: &str = "ABS";
pub const ALTERNATIVE_MINIMUM_TAX: &str = "AMT";
pub const AUTO_REINVESTMENT_AT_RATE_OR_BETTER: &str = "AUTOREINV";
pub const AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET: &str = "AVAILQTY";
pub const AVERAGE_FICO_SCORE: &str = "AVFICO";
pub const AVERAGE_LOAN_SIZE: &str = "AVSIZE";
pub const BANK_QUALIFIED: &str = "BANKQUAL";
pub const BARGAIN_CONDITIONS: &str = "BGNCON";
pub const BENCHMARK_PRICE_SOURCE: &str = "PXSOURCE";
pub const BROKERS_SALES_CREDIT: &str = "BROKERCREDIT";
pub const BROKER_SALES_CREDIT_OVERRIDE: &str = "SALESCREDITOVR";
pub const CALL_PROTECTION: &str = "PROTECT";
pub const CONSTANT_PREPAYMENT_PENALTY: &str = "CPP";
pub const CONSTANT_PREPAYMENT_RATE: &str = "CPR";
pub const CONSTANT_PREPAYMENT_YIELD: &str = "CPY";
pub const COUPON_RANGE: &str = "COUPON";
pub const CUSTOM_START_END_DATE: &str = "CUSTOMDATE";
pub const DISCOUNT_RATE: &str = "DISCOUNT";
pub const EXPLICIT_LOT_IDENTIFIER: &str = "LOT";
pub const FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE: &str = "HEP";
pub const FREEFORM_TEXT: &str = "TEXT";
pub const GEOGRAPHICS_AND_RANGE: &str = "GEOG";
pub const INSURED: &str = "INSURED";
pub const INTEREST_OF_ROLLING_OR_CLOSING_TRADE: &str = "REFINT";
pub const ISO_CURRENCY_CODE: &str = "CURRENCY";
pub const ISSUERS_TICKER: &str = "ISSUER";
pub const ISSUE_SIZE_RANGE: &str = "ISSUESIZE";
pub const LOOKBACK_DAYS: &str = "LOOKBACK";
pub const LOT_VARIANCE: &str = "LOTVAR";
pub const MARKET_SECTOR: &str = "SECTOR";
pub const MATURITY_RANGE: &str = "MATURITY";
pub const MATURITY_YEAR_AND_MONTH: &str = "MAT";
pub const MAXIMUMDENOMINATION: &str = "MAXDNOM";
pub const MAXIMUM_LOAN_BALANCE: &str = "MAXBAL";
pub const MAXIMUM_ORDER_SIZE: &str = "MAXORDQTY";
pub const MAXIMUM_SUBSTITUTIONS: &str = "MAXSUBS";
pub const MINIMUM_DENOMINATION: &str = "MINDNOM";
pub const MINIMUM_INCREMENT: &str = "MININCR";
pub const MINIMUM_QUANTITY: &str = "MINQTY";
pub const MONTHLY_PREPAYMENT_RATE: &str = "MPR";
pub const NUMBER_OF_PIECES: &str = "PIECES";
pub const OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS: &str = "INTERNALPX";
pub const OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS: &str = "INTERNALQTY";
pub const ORDER_QUANTITY_INCREMENT: &str = "ORDRINCR";
pub const PAYMENT_FREQUENCY_CALENDAR: &str = "PAYFREQ";
pub const PERCENT_OF_BMA_PREPAYMENT_CURVE: &str = "PSA";
pub const PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE: &str = "MHP";
pub const PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE: &str = "PPC";
pub const POOLSMINIMUM: &str = "PMIN";
pub const POOLS_MAXIMUM: &str = "PMAX";
pub const POOLS_PER_LOT: &str = "PPL";
pub const POOLS_PER_MILLION: &str = "PPM";
pub const POOLS_PER_TRADE: &str = "PPT";
pub const POOL_IDENTIFIER: &str = "POOL";
pub const PRICE_RANGE: &str = "PRICE";
pub const PRICING_FREQUENCY: &str = "PRICEFREQ";
pub const PRIMARY_OR_SECONDARY_MARKET_INDICATOR: &str = "PRIMARY";
pub const PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE: &str = "REFPRIN";
pub const PRODUCTION_YEAR: &str = "PROD";
pub const PURPOSE: &str = "PURPOSE";
pub const RATING_SOURCE_AND_RANGE: &str = "RATING";
pub const REFERENCE_TO_ROLLING_OR_CLOSING_TRADE: &str = "REFTRADE";
pub const RESTRICTED: &str = "RESTRICTED";
pub const SECURITY_TYPE_INCLUDED_OR_EXCLUDED: &str = "SECTYPE";
pub const SINGLE_MONTHLY_MORTALITY: &str = "SMM";
pub const STRUCTURE: &str = "STRUCT";
pub const SUBSTITUTIONS_FREQUENCY: &str = "SUBSFREQ";
pub const SUBSTITUTIONS_LEFT: &str = "SUBSLEFT";
pub const THE_MINIMUM_RESIDUAL_OFFER_QUANTITY: &str = "LEAVEQTY";
pub const TRADERS_CREDIT: &str = "TRADERCREDIT";
pub const TRADE_VARIANCE: &str = "TRDVAR";
pub const TYPE_OF_REDEMPTION: &str = "REDEMPTION";
pub const TYPE_OF_ROLL_TRADE: &str = "ROLLTYPE";
pub const VALUATION_DISCOUNT: &str = "HAIRCUT";
pub const WEIGHTED_AVERAGE_COUPON: &str = "WAC";
pub const WEIGHTED_AVERAGE_LIFE_COUPON: &str = "WAL";
pub const WEIGHTED_AVERAGE_LOAN_AGE: &str = "WALA";
pub const WEIGHTED_AVERAGE_MATURITY: &str = "WAM";
pub const WHOLE_POOL: &str = "WHOLE";
pub const YEAR_OR_YEAR_MONTH_OF_ISSUE: &str = "ISSUE";
pub const YIELD_RANGE: &str = "YIELD";
pub const YIELD_TO_MATURITY: &str = "YTM";
}
pub mod strategy_parameter_type {
pub const AMT: &str = "10";
pub const BOOLEAN: &str = "13";
pub const CHAR: &str = "12";
pub const COUNTRY: &str = "25";
pub const CURRENCY: &str = "16";
pub const DATA: &str = "23";
pub const EXCHANGE: &str = "17";
pub const FLOAT: &str = "6";
pub const INT: &str = "1";
pub const LANGUAGE: &str = "26";
pub const LENGTH: &str = "2";
pub const LOCALMKTDATE: &str = "21";
pub const MONTHYEAR: &str = "18";
pub const MULTIPLECHARVALUE: &str = "15";
pub const MULTIPLESTRINGVALUE: &str = "24";
pub const NUMINGROUP: &str = "3";
pub const PERCENTAGE: &str = "11";
pub const PRICE: &str = "8";
pub const PRICEOFFSET: &str = "9";
pub const QTY: &str = "7";
pub const SEQNUM: &str = "4";
pub const STRING: &str = "14";
pub const TAGNUM: &str = "5";
pub const TENOR: &str = "29";
pub const TZTIMEONLY: &str = "27";
pub const TZTIMESTAMP: &str = "28";
pub const UTCDATEONLY: &str = "22";
pub const UTCTIMEONLY: &str = "20";
pub const UTCTIMESTAMP: &str = "19";
}
pub mod stream_asgn_ack_type {
pub const ASSIGNMENT_ACCEPTED: &str = "0";
pub const ASSIGNMENT_REJECTED: &str = "1";
}
pub mod stream_asgn_rej_reason {
pub const EXCEEDS_MAXIMUM_SIZE: &str = "1";
pub const NO_AVAILABLE_STREAM: &str = "3";
pub const OTHER: &str = "99";
pub const UNKNOWN_CLIENT: &str = "0";
pub const UNKNOWN_OR_INVALID_CURRENCY_PAIR: &str = "2";
}
pub mod stream_asgn_req_type {
pub const STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER: &str = "2";
pub const STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER: &str = "1";
}
pub mod stream_asgn_type {
pub const ASSIGNMENT: &str = "1";
pub const REJECTED: &str = "2";
pub const TERMINATE_UNASSIGN: &str = "3";
}
pub mod strike_price_boundary_method {
pub const EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "3";
pub const GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "4";
pub const GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY: &str = "5";
pub const LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "2";
pub const LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "1";
}
pub mod strike_price_determination_method {
pub const FIXED_STRIKE: &str = "1";
pub const STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE: &str = "2";
pub const STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION: &str = "3";
pub const STRIKE_SET_TO_OPTIMAL_VALUE: &str = "4";
}
pub mod subscription_request_type {
pub const DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST: &str = "2";
pub const SNAPSHOT: &str = "0";
pub const SNAPSHOT_PLUS_UPDATES: &str = "1";
}
pub mod symbol_sfx {
pub const EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE: &str = "CD";
pub const WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN: &str = "WI";
}
pub mod target_strategy {
pub const MININIZE_MARKET_IMPACT: &str = "3";
pub const PARTICIPATE: &str = "2";
pub const RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES: &str = "1000";
pub const VWAP: &str = "1";
}
pub mod tax_advantage_type {
pub const ASSET_TRANSFER: &str = "8";
pub const CURRENT_YEAR_PAYMENT: &str = "6";
pub const DEFINED_CONTRIBUTION_PLAN: &str = "15";
pub const EDUCATION_IRA_28: &str = "28";
pub const EDUCATION_IRA_29: &str = "29";
pub const EMPLOYEE_10: &str = "10";
pub const EMPLOYEE_9: &str = "9";
pub const EMPLOYER_11: &str = "11";
pub const EMPLOYER_12: &str = "12";
pub const INDIVIDUAL_RETIREMENT_ACCOUNT_16: &str = "16";
pub const INDIVIDUAL_RETIREMENT_ACCOUNT_17: &str = "17";
pub const KEOGH: &str = "18";
pub const MAXI_ISA: &str = "1";
pub const MINI_CASH_ISA: &str = "3";
pub const MINI_INSURANCE_ISA: &str = "5";
pub const MINI_STOCKS_AND_SHARES_ISA: &str = "4";
pub const NONE_NOT_APPLICABLE: &str = "0";
pub const NON_FUND_PROTOTYPE_IRA: &str = "13";
pub const NON_FUND_QUALIFIED_PLAN: &str = "14";
pub const OTHER: &str = "999";
pub const PRIOR_YEAR_PAYMENT: &str = "7";
pub const PROFIT_SHARING_PLAN: &str = "19";
pub const ROTH_CONVERSION_IRA_26: &str = "26";
pub const ROTH_CONVERSION_IRA_27: &str = "27";
pub const ROTH_IRA_24: &str = "24";
pub const ROTH_IRA_25: &str = "25";
pub const SELF_DIRECTED_IRA: &str = "21";
pub const TESSA: &str = "2";
pub const _401: &str = "20";
pub const _403: &str = "22";
pub const _457: &str = "23";
}
pub mod termination_type {
pub const FLEXIBLE: &str = "3";
pub const OPEN: &str = "4";
pub const OVERNIGHT: &str = "1";
pub const TERM: &str = "2";
}
pub mod tick_direction {
pub const MINUS_TICK: &str = "2";
pub const PLUS_TICK: &str = "0";
pub const ZERO_MINUS_TICK: &str = "3";
pub const ZERO_PLUS_TICK: &str = "1";
}
pub mod tick_rule_type {
pub const FIXED: &str = "2";
pub const REGULAR: &str = "0";
pub const SETTLED_AS_A_SPREAD_LEG: &str = "4";
pub const TRADED_AS_A_SPREAD_LEG: &str = "3";
pub const VARIABLE: &str = "1";
}
pub mod time_in_force {
pub const AT_CROSSING: &str = "9";
pub const AT_THE_CLOSE: &str = "7";
pub const AT_THE_OPENING: &str = "2";
pub const DAY: &str = "0";
pub const FILL_OR_KILL: &str = "4";
pub const GOOD_THROUGH_CROSSING: &str = "8";
pub const GOOD_TILL_CANCEL: &str = "1";
pub const GOOD_TILL_CROSSING: &str = "5";
pub const GOOD_TILL_DATE: &str = "6";
pub const IMMEDIATE_OR_CANCEL: &str = "3";
}
pub mod time_unit {
pub const DAY: &str = "D";
pub const HOUR: &str = "H";
pub const MINUTE: &str = "Min";
pub const MONTH: &str = "Mo";
pub const SECOND: &str = "S";
pub const WEEK: &str = "Wk";
pub const YEAR: &str = "Yr";
}
pub mod trad_ses_event {
pub const CHANGE_OF_TRADING_SESSION: &str = "1";
pub const CHANGE_OF_TRADING_STATUS: &str = "3";
pub const CHANGE_OF_TRADING_SUBSESSION: &str = "2";
pub const TRADING_RESUMES: &str = "0";
}
pub mod trad_ses_method {
pub const ELECTRONIC: &str = "1";
pub const OPEN_OUTCRY: &str = "2";
pub const TWO_PARTY: &str = "3";
}
pub mod trad_ses_mode {
pub const PRODUCTION: &str = "3";
pub const SIMULATED: &str = "2";
pub const TESTING: &str = "1";
}
pub mod trad_ses_status {
pub const CLOSED: &str = "3";
pub const HALTED: &str = "1";
pub const OPEN: &str = "2";
pub const PRE_CLOSE: &str = "5";
pub const PRE_OPEN: &str = "4";
pub const REQUEST_REJECTED: &str = "6";
pub const UNKNOWN: &str = "0";
}
pub mod trad_ses_status_rej_reason {
pub const OTHER: &str = "99";
pub const UNKNOWN_OR_INVALID_TRADINGSESSIONID: &str = "1";
}
pub mod trade_alloc_indicator {
pub const ALLOCATION_FROM_EXECUTOR: &str = "4";
pub const ALLOCATION_GIVE_UP_EXECUTOR: &str = "3";
pub const ALLOCATION_NOT_REQUIRED: &str = "0";
pub const ALLOCATION_REQUIRED: &str = "1";
pub const ALLOCATION_TO_CLAIM_ACCOUNT: &str = "5";
pub const USE_ALLOCATION_PROVIDED_WITH_THE_TRADE: &str = "2";
}
pub mod trade_condition {
pub const ACQUISITION: &str = "c";
pub const ADJUSTED: &str = "y";
pub const ADJUSTED_ETH: &str = "z";
pub const AUTOMATIC_EXECUTION: &str = "AQ";
pub const AUTO_EXECUTION_ETH: &str = "v";
pub const AVERAGE_PRICE_TRADE: &str = "B";
pub const BARGAIN_CONDITION: &str = "S";
pub const BASKET_INDEX: &str = "AS";
pub const BUNCHED: &str = "d";
pub const BUNCHED_SALE: &str = "f";
pub const BURST_BASKET: &str = "AT";
pub const CANCEL: &str = "0";
pub const CANCEL_ETH: &str = "i";
pub const CANCEL_LAST: &str = "n";
pub const CANCEL_LAST_ETH: &str = "l";
pub const CANCEL_ONLY: &str = "s";
pub const CANCEL_ONLY_ETH: &str = "t";
pub const CANCEL_OPEN: &str = "p";
pub const CANCEL_OPEN_ETH: &str = "q";
pub const CANCEL_STOPPED: &str = "h";
pub const CANCEL_STOPPED_ETH: &str = "j";
pub const CASH: &str = "A";
pub const CASH_TRADE: &str = "C";
pub const COMBO: &str = "AH";
pub const COMBO_ETH: &str = "AI";
pub const CONVERTED_PRICE_INDICATOR: &str = "T";
pub const CROSSED_AO: &str = "AO";
pub const CROSSED_X: &str = "X";
pub const DIRECT_PLUS: &str = "b";
pub const DISTRIBUTION: &str = "e";
pub const EXCHANGE_LAST: &str = "U";
pub const EX_PIT: &str = "W";
pub const FAST_MARKET: &str = "AP";
pub const FINAL_PRICE_OF_SESSION: &str = "V";
pub const FORM_T: &str = "AR";
pub const IMBALANCE_MORE_BUYERS: &str = "P";
pub const IMBALANCE_MORE_SELLERS: &str = "Q";
pub const IMPLIED_TRADE: &str = "1";
pub const INTRADAY_TRADE_DETAIL: &str = "F";
pub const LATE_OPEN_ETH: &str = "u";
pub const MARKETPLACE_ENTERED_TRADE: &str = "2";
pub const MULTILEG_TO_MULTILEG_TRADE: &str = "4";
pub const MULT_ASSET_CLASS_MULTILEG_TRADE: &str = "3";
pub const NEXT_DAY: &str = "D";
pub const NEXT_DAY_TRADE: &str = "J";
pub const OFFICAL_CLOSING_PRICE: &str = "AN";
pub const OFFICIAL_CLOSING_PRICE: &str = "AJ";
pub const OPENED: &str = "K";
pub const OPENED_SALE_ETH: &str = "r";
pub const OPENING_PRICE: &str = "R";
pub const OPENING_REOPENING_TRADE_DETAIL: &str = "E";
pub const OUTSIDE_SPREAD: &str = "AV";
pub const OUT_OF_SEQUENCE_ETH: &str = "k";
pub const PRIOR_REFERENCE_PRICE: &str = "AK";
pub const REGULAR_ETH: &str = "AG";
pub const REOPEN: &str = "w";
pub const REOPEN_ETH: &str = "x";
pub const RULE_127_TRADE: &str = "G";
pub const RULE_155_TRADE: &str = "H";
pub const SELLER: &str = "L";
pub const SOLD: &str = "M";
pub const SOLD_LAST: &str = "I";
pub const SOLD_LAST_SALE: &str = "o";
pub const SOLD_LAST_SALE_ETH: &str = "m";
pub const SPLIT_TRADE: &str = "g";
pub const SPREAD: &str = "AA";
pub const SPREAD_ETH: &str = "AB";
pub const STOPPED: &str = "AE";
pub const STOPPED_ETH: &str = "AF";
pub const STOPPED_OUT_OF_SEQUENCE: &str = "AM";
pub const STOPPED_SOLD_LAST: &str = "AL";
pub const STOPPED_STOCK: &str = "N";
pub const STRADDLE: &str = "AC";
pub const STRADDLE_ETH: &str = "AD";
pub const TRADES_RESULTING_FROM_INTERMARKET_SWEEP: &str = "Z";
pub const TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE: &str = "Y";
pub const VOLUME_ONLY: &str = "a";
}
pub mod trade_handling_instr {
pub const AUTOMATED_FLOOR_ORDER_ROUTING: &str = "4";
pub const ONE_PARTY_REPORT_FOR_MATCHING: &str = "2";
pub const ONE_PARTY_REPORT_FOR_PASS_THROUGH: &str = "3";
pub const TRADE_CONFIRMATION: &str = "0";
pub const TWO_PARTY_REPORT: &str = "1";
pub const TWO_PARTY_REPORT_FOR_CLAIM: &str = "5";
}
pub mod trade_publish_indicator {
pub const DEFERRED_PUBLICATION: &str = "2";
pub const DO_NOT_PUBLISH_TRADE: &str = "0";
pub const PUBLISH_TRADE: &str = "1";
}
pub mod trade_report_reject_reason {
pub const INVALID_PARTY_ONFORMATION: &str = "1";
pub const INVALID_TRADE_TYPE: &str = "4";
pub const OTHER: &str = "99";
pub const SUCCESSFUL: &str = "0";
pub const UNAUTHORIZED_TO_REPORT_TRADES: &str = "3";
pub const UNKNOWN_INSTRUMENT: &str = "2";
}
pub mod trade_report_trans_type {
pub const CANCEL: &str = "1";
pub const CANCEL_DUE_TO_BACK_OUT_OF_TRADE: &str = "5";
pub const NEW: &str = "0";
pub const RELEASE: &str = "3";
pub const REPLACE: &str = "2";
pub const REVERSE: &str = "4";
}
pub mod trade_report_type {
pub const ACCEPT: &str = "2";
pub const ADDENDUM: &str = "4";
pub const ALLEGED_1: &str = "1";
pub const ALLEGED_15: &str = "15";
pub const ALLEGED_ADDENDUM: &str = "12";
pub const ALLEGED_NEW: &str = "11";
pub const ALLEGED_NO_WAS: &str = "13";
pub const ALLEGED_TRADE_REPORT_CANCEL: &str = "14";
pub const DECLINE: &str = "3";
pub const DEFAULTED: &str = "8";
pub const INVALID_CMTA: &str = "9";
pub const NO_WAS: &str = "5";
pub const PENDED: &str = "10";
pub const SUBMIT: &str = "0";
pub const TRADE_REPORT_CANCEL: &str = "6";
pub const _7: &str = "7";
}
pub mod trade_request_result {
pub const INVALID_DESTINATION_REQUESTED: &str = "5";
pub const INVALID_OR_UNKNOWN_INSTRUMENT: &str = "1";
pub const INVALID_PARTIES: &str = "3";
pub const INVALID_TRANSPORT_TYPE_REQUESTED: &str = "4";
pub const INVALID_TYPE_OF_TRADE_REQUESTED: &str = "2";
pub const NOT_AUTHORIZED: &str = "9";
pub const OTHER: &str = "99";
pub const SUCCESSFUL: &str = "0";
pub const TRADEREQUESTTYPE_NOT_SUPPORTED: &str = "8";
}
pub mod trade_request_status {
pub const ACCEPTED: &str = "0";
pub const COMPLETED: &str = "1";
pub const REJECTED: &str = "2";
}
pub mod trade_request_type {
pub const ADVISORIES_THAT_MATCH_CRITERIA: &str = "4";
pub const ALL_TRADES: &str = "0";
pub const MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST: &str = "1";
pub const UNMATCHED_TRADES_THAT_MATCH_CRITERIA: &str = "2";
pub const UNREPORTED_TRADES_THAT_MATCH_CRITERIA: &str = "3";
}
pub mod trade_type {
pub const AGENCY: &str = "A";
pub const GUARANTEED_CLOSE: &str = "J";
pub const RISK_TRADE: &str = "R";
pub const VWAP_GUARANTEE: &str = "G";
}
pub mod trading_session_id {
pub const AFTERNOON: &str = "4";
pub const AFTER_HOURS: &str = "6";
pub const DAY: &str = "1";
pub const EVENING: &str = "5";
pub const HALFDAY: &str = "2";
pub const MORNING: &str = "3";
}
pub mod trading_session_sub_id {
pub const CLOSING_OR_CLOSING_AUCTION: &str = "4";
pub const INTRADAY_AUCTION: &str = "6";
pub const OPENING_OR_OPENING_AUCTION: &str = "2";
pub const POST_TRADING: &str = "5";
pub const PRE_TRADING: &str = "1";
pub const QUIESCENT: &str = "7";
pub const _3: &str = "3";
}
pub mod trd_reg_timestamp_type {
pub const BROKER_EXECUTION: &str = "5";
pub const BROKER_RECEIPT: &str = "4";
pub const DESK_RECEIPT: &str = "6";
pub const EXECUTION_TIME: &str = "1";
pub const SUBMISSION_TO_CLEARING: &str = "7";
pub const TIME_IN: &str = "2";
pub const TIME_OUT: &str = "3";
}
pub mod trd_rpt_status {
pub const ACCEPTED: &str = "0";
pub const ACCEPTED_WITH_ERRORS: &str = "3";
pub const REJECTED: &str = "1";
}
pub mod trd_sub_type {
pub const ACATS: &str = "11";
pub const ADVISORY_FOR_CONTRA_SIDE: &str = "4";
pub const AI: &str = "14";
pub const B: &str = "15";
pub const CMTA: &str = "0";
pub const CONVERTED_SWAP: &str = "36";
pub const CROSSED_TRADE: &str = "37";
pub const DIFFERENTIAL_SPREAD: &str = "7";
pub const EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT: &str = "2";
pub const IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT: &str = "8";
pub const INTERIM_PROTECTED_TRADE: &str = "38";
pub const INTERNAL_TRANSFER_OR_ADJUSTMENT: &str = "1";
pub const K: &str = "16";
pub const LARGE_IN_SCALE: &str = "39";
pub const LC: &str = "17";
pub const M: &str = "18";
pub const N: &str = "19";
pub const NM: &str = "20";
pub const NR: &str = "21";
pub const OFFSET_DUE_TO_AN_ALLOCATION: &str = "5";
pub const OFF_HOURS_TRADE: &str = "33";
pub const ONSET_DUE_TO_AN_ALLOCATION: &str = "6";
pub const ON_HOURS_TRADE: &str = "34";
pub const OTC_QUOTE: &str = "35";
pub const P: &str = "22";
pub const PA: &str = "23";
pub const PC: &str = "24";
pub const PN: &str = "25";
pub const R: &str = "26";
pub const REJECT_FOR_SUBMITTING_SIDE: &str = "3";
pub const RO: &str = "27";
pub const RT: &str = "28";
pub const SW: &str = "29";
pub const T: &str = "30";
pub const TRANSACTION_FROM_ASSIGNMENT: &str = "10";
pub const TRANSACTION_FROM_EXERCISE: &str = "9";
pub const WN: &str = "31";
pub const WT: &str = "32";
}
pub mod trd_type {
pub const AFTER_HOURS_TRADE: &str = "10";
pub const ALL_OR_NONE: &str = "16";
pub const BLOCK_TRADES: &str = "40";
pub const BLOCK_TRADE_1: &str = "1";
pub const BLOCK_TRADE_38: &str = "38";
pub const BUNCHED_TRADE: &str = "7";
pub const CASH_SETTLEMENT: &str = "29";
pub const DELTA_NEUTRAL_TRANSACTION: &str = "46";
pub const DERIVATIVE_RELATED_TRANSACTION: &str = "49";
pub const EFP: &str = "2";
pub const ERROR_TRADE: &str = "24";
pub const EXCHANGE_BASIS_FACILITY: &str = "55";
pub const EXCHANGE_FOR_RISK: &str = "11";
pub const EXCHANGE_FOR_SWAP: &str = "12";
pub const EXCHANGE_GRANTED_TRADE: &str = "52";
pub const EXCHANGE_OF_FUTURES_FOR: &str = "13";
pub const EXCHANGE_OF_FUTURES_FOR_FUTURES: &str = "18";
pub const EXCHANGE_OF_OPTIONS_FOR_OPTIONS: &str = "14";
pub const FINANCING_TRANSACTION: &str = "47";
pub const FUTURES_LARGE_ORDER_EXECUTION: &str = "17";
pub const GUARANTEED_DELIVERY: &str = "31";
pub const LATE_BUNCHED_TRADE: &str = "8";
pub const LATE_TRADE: &str = "4";
pub const NAME_CHANGE: &str = "41";
pub const NON_STANDARD_SETTLEMENT: &str = "48";
pub const OPTION_CABINET_TRADE: &str = "20";
pub const OPTION_EXERCISE: &str = "45";
pub const OPTION_INTERIM_TRADE: &str = "19";
pub const OTC: &str = "54";
pub const PORTFOLIO_TRADE: &str = "50";
pub const PORTFOLIO_TRANSFER: &str = "42";
pub const PRIOR_REFERENCE_PRICE_TRADE: &str = "9";
pub const PRIVATELY_NEGOTIATED_TRADES: &str = "22";
pub const PROROGATION_BUY: &str = "43";
pub const PROROGATION_SELL: &str = "44";
pub const REGULAR_TRADE: &str = "0";
pub const REPURCHASE_AGREEMENT: &str = "53";
pub const SPECIAL_CUM_BONUS: &str = "36";
pub const SPECIAL_CUM_CAPITAL_REPAYMENTS: &str = "34";
pub const SPECIAL_CUM_COUPON: &str = "27";
pub const SPECIAL_CUM_DIVIDEND: &str = "25";
pub const SPECIAL_CUM_RIGHTS: &str = "32";
pub const SPECIAL_EX_BONUS: &str = "37";
pub const SPECIAL_EX_CAPITAL_REPAYMENTS: &str = "35";
pub const SPECIAL_EX_COUPON: &str = "28";
pub const SPECIAL_EX_DIVIDEND: &str = "26";
pub const SPECIAL_EX_RIGHTS: &str = "33";
pub const SPECIAL_PRICE: &str = "30";
pub const SUBSTITUTION_OF_FUTURES_FOR_FORWARDS: &str = "23";
pub const TRADING_AT_SETTLEMENT: &str = "15";
pub const TRANSFER: &str = "3";
pub const T_TRADE: &str = "5";
pub const VOLUME_WEIGHTED_AVERAGE_TRADE: &str = "51";
pub const WEIGHTED_AVERAGE_PRICE_TRADE: &str = "6";
pub const WORKED_PRINCIPAL_TRADE: &str = "39";
}
pub mod trigger_action {
pub const ACTIVATE: &str = "1";
pub const CANCEL: &str = "3";
pub const MODIFY: &str = "2";
}
pub mod trigger_order_type {
pub const LIMIT: &str = "2";
pub const MARKET: &str = "1";
}
pub mod trigger_price_direction {
pub const TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE: &str = "D";
pub const TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE: &str = "U";
}
pub mod trigger_price_type {
pub const BEST_BID: &str = "3";
pub const BEST_BID_OR_LAST_TRADE: &str = "4";
pub const BEST_MID: &str = "6";
pub const BEST_OFFER: &str = "1";
pub const BEST_OFFER_OR_LAST_TRADE: &str = "5";
pub const LAST_TRADE: &str = "2";
}
pub mod trigger_price_type_scope {
pub const GLOBAL: &str = "3";
pub const LOCAL: &str = "1";
pub const NATIONAL: &str = "2";
pub const NONE: &str = "0";
}
pub mod trigger_type {
pub const NEXT_AUCTION: &str = "3";
pub const PARTIAL_EXECUTION: &str = "1";
pub const PRICE_MOVEMENT: &str = "4";
pub const SPECIFIED_TRADING_SESSION: &str = "2";
}
pub mod underlying_cash_type {
pub const DIFF: &str = "DIFF";
pub const FIXED: &str = "FIXED";
}
pub mod underlying_fx_rate_calc {
pub const DIVIDE: &str = "D";
pub const MULTIPLY: &str = "M";
}
pub mod underlying_price_determination_method {
pub const AVERAGE_VALUE: &str = "4";
pub const OPTIMAL_VALUE: &str = "3";
pub const REGULAR: &str = "1";
pub const SPECIAL_REFERENCE: &str = "2";
}
pub mod underlying_settlement_type {
pub const T_PLUS_1: &str = "2";
pub const T_PLUS_3: &str = "4";
pub const T_PLUS_4: &str = "5";
}
pub mod unit_of_measure {
pub const ALLOWANCES: &str = "Alw";
pub const BARRELS: &str = "Bbl";
pub const BILLION_CUBIC_FEET: &str = "Bcf";
pub const BUSHELS: &str = "Bu";
pub const GALLONS: &str = "Gal";
pub const MEGAWATT_HOURS: &str = "MWh";
pub const METRIC_TONS: &str = "t";
pub const MILLION_BARRELS: &str = "MMbbl";
pub const ONE_MILLION_BTU: &str = "MMBtu";
pub const POUNDS: &str = "lbs";
pub const TONS: &str = "tn";
pub const TROY_OUNCES: &str = "oz_tr";
pub const US_DOLLARS: &str = "USD";
}
pub mod urgency {
pub const BACKGROUND: &str = "2";
pub const FLASH: &str = "1";
pub const NORMAL: &str = "0";
}
pub mod user_request_type {
pub const CHANGE_PASSWORD_FOR_USER: &str = "3";
pub const LOG_OFF_USER: &str = "2";
pub const LOG_ON_USER: &str = "1";
pub const REQUEST_INDIVIDUAL_USER_STATUS: &str = "4";
}
pub mod user_status {
pub const FORCED_USER_LOGOUT_BY_EXCHANGE: &str = "7";
pub const LOGGED_IN: &str = "1";
pub const NOT_LOGGED_IN: &str = "2";
pub const OTHER: &str = "6";
pub const PASSWORD_CHANGED: &str = "5";
pub const PASSWORD_INCORRECT: &str = "4";
pub const SESSION_SHUTDOWN_WARNING: &str = "8";
pub const USER_NOT_RECOGNISED: &str = "3";
}
pub mod valuation_method {
pub const CDS_IN_DELIVERY: &str = "CDSD";
pub const CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON: &str = "CDS";
pub const FUTURES_STYLE_MARK_TO_MARKET: &str = "FUT";
pub const FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT: &str = "FUTDA";
pub const PREMIUM_STYLE: &str = "EQTY";
}
pub mod venue_type {
pub const ELECTRONIC: &str = "E";
pub const EX_PIT: &str = "X";
pub const PIT: &str = "P";
}
pub mod yield_type {
pub const AFTER_TAX_YIELD: &str = "AFTERTAX";
pub const ANNUAL_YIELD: &str = "ANNUAL";
pub const BOOK_YIELD: &str = "BOOK";
pub const CLOSING_YIELD: &str = "CLOSE";
pub const CLOSING_YIELD_MOST_RECENT_MONTH: &str = "LASTMONTH";
pub const CLOSING_YIELD_MOST_RECENT_QUARTER: &str = "LASTQUARTER";
pub const CLOSING_YIELD_MOST_RECENT_YEAR: &str = "LASTYEAR";
pub const COMPOUND_YIELD: &str = "COMPOUND";
pub const CURRENT_YIELD: &str = "CURRENT";
pub const GVNT_EQUIVALENT_YIELD: &str = "GOVTEQUIV";
pub const INVERSE_FLOATER_BOND_YIELD: &str = "INVERSEFLOATER";
pub const MARK_TO_MARKET_YIELD: &str = "MARK";
pub const MOST_RECENT_CLOSING_YIELD: &str = "LASTCLOSE";
pub const OPEN_AVERAGE_YIELD: &str = "OPENAVG";
pub const PREVIOUS_CLOSE_YIELD: &str = "PREVCLOSE";
pub const PROCEEDS_YIELD: &str = "PROCEEDS";
pub const SEMI_ANNUAL_YIELD: &str = "SEMIANNUAL";
pub const SIMPLE_YIELD: &str = "SIMPLE";
pub const TAX_EQUIVALENT_YIELD: &str = "TAXEQUIV";
pub const TRUE_GROSS_YIELD: &str = "GROSS";
pub const TRUE_YIELD: &str = "TRUE";
pub const YIELD_AT_ISSUE: &str = "ATISSUE";
pub const YIELD_CHANGE_SINCE_CLOSE: &str = "CHANGE";
pub const YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS: &str = "AVGLIFE";
pub const YIELD_TO_AVG_MATURITY: &str = "AVGMATURITY";
pub const YIELD_TO_LONGEST_AVERAGE: &str = "LONGEST";
pub const YIELD_TO_LONGEST_AVERAGE_LIFE: &str = "LONGAVGLIFE";
pub const YIELD_TO_MATURITY: &str = "MATURITY";
pub const YIELD_TO_NEXT_CALL: &str = "CALL";
pub const YIELD_TO_NEXT_PUT: &str = "PUT";
pub const YIELD_TO_NEXT_REFUND: &str = "NEXTREFUND";
pub const YIELD_TO_SHORTEST_AVERAGE: &str = "SHORTEST";
pub const YIELD_TO_SHORTEST_AVERAGE_LIFE: &str = "SHORTAVGLIFE";
pub const YIELD_TO_TENDER_DATE: &str = "TENDER";
pub const YIELD_TO_WORST: &str = "WORST";
pub const YIELD_VALUE_OF_1_32: &str = "VALUE1_32";
pub const YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE: &str = "VALUE1/32";
pub const YIELD_WITH_INFLATION_ASSUMPTION: &str = "INFLATION";
}