1pub mod account_type {
6
7 pub const ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS: &str = "1";
8
9 pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: &str = "2";
10
11 pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: &str = "6";
12
13 pub const ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: &str = "7";
14
15 pub const FLOOR_TRADER: &str = "4";
16
17 pub const HOUSE_TRADER: &str = "3";
18
19 pub const JOINT_BACK_OFFICE_ACCOUNT: &str = "8";
20
21}
22
23
24pub mod acct_id_source {
26
27 pub const BIC: &str = "1";
28
29 pub const DTCC_CODE: &str = "5";
30
31 pub const OMGEO: &str = "4";
32
33 pub const OTHER: &str = "99";
34
35 pub const SID_CODE: &str = "2";
36
37 pub const TFM: &str = "3";
38
39}
40
41
42pub mod adjustment {
44
45 pub const CANCEL: &str = "1";
46
47 pub const CORRECTION: &str = "3";
48
49 pub const ERROR: &str = "2";
50
51}
52
53
54pub mod adjustment_type {
56
57 pub const DELTA_MINUS: &str = "2";
58
59 pub const DELTA_PLUS: &str = "1";
60
61 pub const FINAL: &str = "3";
62
63 pub const PROCESS_REQUEST_AS_MARGIN_DISPOSITION: &str = "0";
64
65}
66
67
68pub mod adv_side {
70
71 pub const BUY: &str = "B";
72
73 pub const CROSS: &str = "X";
74
75 pub const SELL: &str = "S";
76
77 pub const TRADE: &str = "T";
78
79}
80
81
82pub mod adv_trans_type {
84
85 pub const CANCEL: &str = "C";
86
87 pub const NEW: &str = "N";
88
89 pub const REPLACE: &str = "R";
90
91}
92
93
94pub mod affirm_status {
96
97 pub const AFFIRMED: &str = "3";
98
99 pub const CONFIRM_REJECTED_IE_NOT_AFFIRMED: &str = "2";
100
101 pub const RECEIVED: &str = "1";
102
103}
104
105
106pub mod alloc_account_type {
108
109 pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: &str = "2";
110
111 pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: &str = "6";
112
113 pub const ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS: &str = "1";
114
115 pub const ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: &str = "7";
116
117 pub const FLOOR_TRADER: &str = "4";
118
119 pub const HOUSE_TRADER: &str = "3";
120
121 pub const JOINT_BACK_OFFICE_ACCOUNT: &str = "8";
122
123}
124
125
126pub mod alloc_canc_replace_reason {
128
129 pub const CHANGE_IN_UNDERLYING_ORDER_DETAILS: &str = "2";
130
131 pub const ORIGINAL_DETAILS_INCOMPLETE_INCORRECT: &str = "1";
132
133 pub const OTHER: &str = "99";
134
135}
136
137
138pub mod alloc_handl_inst {
140
141 pub const FORWARD: &str = "2";
142
143 pub const FORWARD_AND_MATCH: &str = "3";
144
145 pub const MATCH: &str = "1";
146
147}
148
149
150pub mod alloc_intermed_req_type {
152
153 pub const ACCEPT: &str = "4";
154
155 pub const ACCOUNT_LEVEL_REJECT: &str = "6";
156
157 pub const BLOCK_LEVEL_REJECT: &str = "5";
158
159 pub const PENDING_ACCEPT: &str = "1";
160
161 pub const PENDING_RELEASE: &str = "2";
162
163 pub const PENDING_REVERSAL: &str = "3";
164
165}
166
167
168pub mod alloc_link_type {
170
171 pub const FX_NETTING: &str = "0";
172
173 pub const FX_SWAP: &str = "1";
174
175}
176
177
178pub mod alloc_method {
180
181 pub const AUTOMATIC: &str = "1";
182
183 pub const GUARANTOR: &str = "2";
184
185 pub const MANUAL: &str = "3";
186
187}
188
189
190pub mod alloc_no_orders_type {
192
193 pub const EXPLICIT_LIST_PROVIDED: &str = "1";
194
195 pub const NOT_SPECIFIED: &str = "0";
196
197}
198
199
200pub mod alloc_position_effect {
202
203 pub const CLOSE: &str = "C";
204
205 pub const FIFO: &str = "F";
206
207 pub const OPEN: &str = "O";
208
209 pub const ROLLED: &str = "R";
210
211}
212
213
214pub mod alloc_rej_code {
216
217 pub const CALCULATION_DIFFERENCE: &str = "9";
218
219 pub const COMMISSION_DIFFERENCE: &str = "4";
220
221 pub const INCORRECT_ALLOCATED_QUANTITY: &str = "8";
222
223 pub const INCORRECT_AVERAGEG_PRICE: &str = "2";
224
225 pub const INCORRECT_QUANTITY: &str = "1";
226
227 pub const MISMATCHED_DATA: &str = "11";
228
229 pub const OTHER_7: &str = "7";
230
231 pub const OTHER_99: &str = "99";
232
233 pub const UNKNOWN_ACCOUNT: &str = "0";
234
235 pub const UNKNOWN_CLORDID: &str = "12";
236
237 pub const UNKNOWN_EXECUTING_BROKER_MNEMONIC: &str = "3";
238
239 pub const UNKNOWN_LISTID: &str = "6";
240
241 pub const UNKNOWN_ORDERID: &str = "5";
242
243 pub const UNKNOWN_OR_STALE_EXECID: &str = "10";
244
245 pub const WAREHOUSE_REQUEST_REJECTED: &str = "13";
246
247}
248
249
250pub mod alloc_report_type {
252
253 pub const ACCEPT: &str = "9";
254
255 pub const ACCEPT_PENDING: &str = "11";
256
257 pub const COMPLETE: &str = "12";
258
259 pub const PRELIMINARY_REQUEST_TO_INTERMEDIARY: &str = "2";
260
261 pub const REJECT: &str = "10";
262
263 pub const REQUEST_TO_INTERMEDIARY: &str = "8";
264
265 pub const REVERSE_PENDING: &str = "14";
266
267 pub const SELLSIDE_CALCULATED_USING_PRELIMINARY: &str = "3";
268
269 pub const SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: &str = "4";
270
271 pub const WAREHOUSE_RECAP: &str = "5";
272
273}
274
275
276pub mod alloc_settl_inst_type {
278
279 pub const DERIVE_FROM_PARAMETERS_PROVIDED: &str = "1";
280
281 pub const FULL_DETAILS_PROVIDED: &str = "2";
282
283 pub const PHONE_FOR_INSTRUCTIONS: &str = "4";
284
285 pub const SSI_DB_IDS_PROVIDED: &str = "3";
286
287 pub const USE_DEFAULT_INSTRUCTIONS: &str = "0";
288
289}
290
291
292pub mod alloc_status {
294
295 pub const ACCEPTED: &str = "0";
296
297 pub const ACCOUNT_LEVEL_REJECT: &str = "2";
298
299 pub const ALLOCATION_PENDING: &str = "6";
300
301 pub const BLOCK_LEVEL_REJECT: &str = "1";
302
303 pub const INCOMPLETE: &str = "4";
304
305 pub const RECEIVED: &str = "3";
306
307 pub const REJECTED_BY_INTERMEDIARY: &str = "5";
308
309 pub const REVERSED: &str = "7";
310
311}
312
313
314pub mod alloc_trans_type {
316
317 pub const CALCULATED: &str = "4";
318
319 pub const CALCULATED_WITHOUT_PRELIMINARY: &str = "5";
320
321 pub const CANCEL: &str = "2";
322
323 pub const NEW: &str = "0";
324
325 pub const PRELIMINARY: &str = "3";
326
327 pub const REPLACE: &str = "1";
328
329 pub const REVERSAL: &str = "6";
330
331}
332
333
334pub mod alloc_type {
336
337 pub const ACCEPT: &str = "9";
338
339 pub const ACCEPT_PENDING: &str = "11";
340
341 pub const BUYSIDE_READY_TO_BOOK: &str = "6";
342
343 pub const CALCULATED: &str = "1";
344
345 pub const COMPLETE_GROUP: &str = "13";
346
347 pub const INCOMPLETE_GROUP: &str = "12";
348
349 pub const PRELIMINARY: &str = "2";
350
351 pub const READY_TO_BOOK: &str = "5";
352
353 pub const REJECT: &str = "10";
354
355 pub const REQUEST_TO_INTERMEDIARY: &str = "8";
356
357 pub const REVERSAL_PENDING: &str = "14";
358
359 pub const SELLSIDE_CALCULATED_USING_PRELIMINARY: &str = "3";
360
361 pub const SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: &str = "4";
362
363 pub const WAREHOUSE_INSTRUCTION: &str = "7";
364
365}
366
367
368pub mod appl_queue_action {
370
371 pub const END_SESSION: &str = "3";
372
373 pub const NO_ACTION_TAKEN: &str = "0";
374
375 pub const OVERLAY_LAST: &str = "2";
376
377 pub const QUEUE_FLUSHED: &str = "1";
378
379}
380
381
382pub mod appl_queue_resolution {
384
385 pub const END_SESSION: &str = "3";
386
387 pub const NO_ACTION_TAKEN: &str = "0";
388
389 pub const OVERLAY_LAST: &str = "2";
390
391 pub const QUEUE_FLUSHED: &str = "1";
392
393}
394
395
396pub mod appl_report_type {
398
399 pub const APPLICATION_MESSAGE_RE_SEND_COMPLETED: &str = "3";
400
401 pub const HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID: &str = "2";
402
403 pub const REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM: &str = "1";
404
405 pub const RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM: &str = "0";
406
407}
408
409
410pub mod appl_req_type {
412
413 pub const CANCEL_RETRANSMISSION: &str = "5";
414
415 pub const CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS: &str = "6";
416
417 pub const REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS: &str = "2";
418
419 pub const REQUEST_VALID_SET_OF_APPLICATIONS: &str = "3";
420
421 pub const RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS: &str = "0";
422
423 pub const SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS: &str = "1";
424
425 pub const UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS: &str = "4";
426
427}
428
429
430pub mod appl_response_error {
432
433 pub const APPLICATION_DOES_NOT_EXIST: &str = "0";
434
435 pub const MESSAGES_REQUESTED_ARE_NOT_AVAILABLE: &str = "1";
436
437 pub const USER_NOT_AUTHORIZED_FOR_APPLICATION: &str = "2";
438
439}
440
441
442pub mod appl_response_type {
444
445 pub const APPLICATION_DOES_NOT_EXIST: &str = "1";
446
447 pub const MESSAGES_NOT_AVAILABLE: &str = "2";
448
449 pub const REQUEST_SUCCESSFULLY_PROCESSED: &str = "0";
450
451}
452
453
454pub mod appl_ver_id {
456
457 pub const FIX27: &str = "0";
458
459 pub const FIX30: &str = "1";
460
461 pub const FIX40: &str = "2";
462
463 pub const FIX41: &str = "3";
464
465 pub const FIX42: &str = "4";
466
467 pub const FIX43: &str = "5";
468
469 pub const FIX44: &str = "6";
470
471 pub const FIX50: &str = "7";
472
473 pub const FIX50SP1: &str = "8";
474
475 pub const FIX50SP2: &str = "9";
476
477}
478
479
480pub mod as_of_indicator {
482
483 pub const FALSE: &str = "0";
484
485 pub const TRUE: &str = "1";
486
487}
488
489
490pub mod assignment_method {
492
493 pub const PRO_RATA: &str = "P";
494
495 pub const RANDOM: &str = "R";
496
497}
498
499
500pub mod avg_px_indicator {
502
503 pub const LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: &str = "2";
504
505 pub const NO_AVERAGE_PRICING: &str = "0";
506
507 pub const TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: &str = "1";
508
509}
510
511
512pub mod basis_px_type {
514
515 pub const CLOSING_PRICE: &str = "3";
516
517 pub const CLOSING_PRICE_AT_MORNINGN_SESSION: &str = "2";
518
519 pub const CURRENT_PRICE: &str = "4";
520
521 pub const OPEN: &str = "D";
522
523 pub const OTHERS: &str = "Z";
524
525 pub const SQ: &str = "5";
526
527 pub const STRIKE: &str = "C";
528
529 pub const VWAP_THROUGH_AN_AFTERNOON_SESSION: &str = "8";
530
531 pub const VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI: &str = "B";
532
533 pub const VWAP_THROUGH_A_DAY: &str = "6";
534
535 pub const VWAP_THROUGH_A_DAY_EXCEPT_YORI: &str = "9";
536
537 pub const VWAP_THROUGH_A_MORNING_SESSION: &str = "7";
538
539 pub const VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI: &str = "A";
540
541}
542
543
544pub mod benchmark {
546
547 pub const CURVE: &str = "1";
548
549 pub const OLD10: &str = "5";
550
551 pub const OLD30: &str = "7";
552
553 pub const OLD5: &str = "3";
554
555 pub const _10YR: &str = "4";
556
557 pub const _30YR: &str = "6";
558
559 pub const _3MOLIBOR: &str = "8";
560
561 pub const _5YR: &str = "2";
562
563 pub const _6MOLIBOR: &str = "9";
564
565}
566
567
568pub mod benchmark_curve_name {
570
571 pub const EONIA: &str = "EONIA";
572
573 pub const EUREPO: &str = "EUREPO";
574
575 pub const EURIBOR: &str = "Euribor";
576
577 pub const FUTURESWAP: &str = "FutureSWAP";
578
579 pub const LIBID: &str = "LIBID";
580
581 pub const LIBOR: &str = "LIBOR";
582
583 pub const MUNIAAA: &str = "MuniAAA";
584
585 pub const OTHER: &str = "OTHER";
586
587 pub const PFANDBRIEFE: &str = "Pfandbriefe";
588
589 pub const SONIA: &str = "SONIA";
590
591 pub const SWAP: &str = "SWAP";
592
593 pub const TREASURY: &str = "Treasury";
594
595}
596
597
598pub mod bid_descriptor_type {
600
601 pub const COUNTRY: &str = "2";
602
603 pub const INDEX: &str = "3";
604
605 pub const SECTOR: &str = "1";
606
607}
608
609
610pub mod bid_request_trans_type {
612
613 pub const CANCEL: &str = "C";
614
615 pub const NO: &str = "N";
616
617}
618
619
620pub mod bid_trade_type {
622
623 pub const AGENCY: &str = "A";
624
625 pub const GUARANTEED_CLOSE: &str = "J";
626
627 pub const RISK_TRADE: &str = "R";
628
629 pub const VWAP_GUARANTEE: &str = "G";
630
631}
632
633
634pub mod bid_type {
636
637 pub const DISCLOSED_SYTLE: &str = "2";
638
639 pub const NON_DISCLOSED_STYLE: &str = "1";
640
641 pub const NO_BIDDING_PROCESS: &str = "3";
642
643}
644
645
646pub mod booking_type {
648
649 pub const CFD: &str = "1";
650
651 pub const REGULAR_BOOKING: &str = "0";
652
653 pub const TOTAL_RETURN_SWAP: &str = "2";
654
655}
656
657
658pub mod booking_unit {
660
661 pub const AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE: &str = "2";
662
663 pub const AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER: &str = "1";
664
665 pub const EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT: &str = "0";
666
667}
668
669
670pub mod business_reject_reason {
672
673 pub const APPLICATION_NOT_AVAILABLE: &str = "4";
674
675 pub const CONDITIONALLY_REQUIRED_FIELD_MISSING: &str = "5";
676
677 pub const DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME: &str = "7";
678
679 pub const INVALID_PRICE_INCREMENT: &str = "18";
680
681 pub const NOT_AUTHORIZED: &str = "6";
682
683 pub const OTHER: &str = "0";
684
685 pub const UNKNOWN_ID: &str = "1";
686
687 pub const UNKNOWN_SECURITY: &str = "2";
688
689 pub const UNSUPPORTED_MESSAGE_TYPE: &str = "3";
690
691}
692
693
694pub mod cancellation_rights {
696
697 pub const NO_M: &str = "M";
698
699 pub const NO_N: &str = "N";
700
701 pub const NO_O: &str = "O";
702
703 pub const YES: &str = "Y";
704
705}
706
707
708pub mod cash_margin {
710
711 pub const CASH: &str = "1";
712
713 pub const MARGIN_CLOSE: &str = "3";
714
715 pub const MARGIN_OPEN: &str = "2";
716
717}
718
719
720pub mod clearing_fee_indicator {
722
723 pub const ALL_OTHER_OWNERSHIP_TYPES: &str = "M";
724
725 pub const CBOE_MEMBER: &str = "B";
726
727 pub const EQUITY_MEMBER_AND_CLEARING_MEMBER: &str = "E";
728
729 pub const FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS: &str = "F";
730
731 pub const GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS: &str = "I";
732
733 pub const LESSEE_106F_EMPLOYEES: &str = "L";
734
735 pub const NON_MEMBER_AND_CUSTOMER: &str = "C";
736
737 pub const _106H_AND_106J_FIRMS: &str = "H";
738
739 pub const _1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "1";
740
741 pub const _2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "2";
742
743 pub const _3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "3";
744
745 pub const _4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "4";
746
747 pub const _5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "5";
748
749 pub const _6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &str = "9";
750
751}
752
753
754pub mod clearing_instruction {
756
757 pub const AUTOMATIC_GIVE_UP_MODE: &str = "10";
758
759 pub const AUTOMATIC_POSTING_MODE: &str = "9";
760
761 pub const BILATERAL_NETTING_ONLY: &str = "2";
762
763 pub const CLEAR_AGAINST_CENTRAL_COUNTERPARTY: &str = "6";
764
765 pub const CUSTOMER_TRADE: &str = "12";
766
767 pub const EXCLUDE_FROM_ALL_NETTING: &str = "1";
768
769 pub const EXCLUDE_FROM_CENTRAL_COUNTERPARTY: &str = "7";
770
771 pub const EX_CLEARING: &str = "3";
772
773 pub const MANUAL_MODE: &str = "8";
774
775 pub const MULTILATERAL_NETTING: &str = "5";
776
777 pub const PROCESS_NORMALLY: &str = "0";
778
779 pub const QUALIFIED_SERVICE_REPRESENTATIVE_QSR: &str = "11";
780
781 pub const SELF_CLEARING: &str = "13";
782
783 pub const SPECIAL_TRADE: &str = "4";
784
785}
786
787
788pub mod coll_action {
790
791 pub const ADD: &str = "1";
792
793 pub const REMOVE: &str = "2";
794
795 pub const RETAIN: &str = "0";
796
797}
798
799
800pub mod coll_appl_type {
802
803 pub const GENERAL: &str = "1";
804
805 pub const SPECIFIC_DEPOSIT: &str = "0";
806
807}
808
809
810pub mod coll_asgn_reason {
812
813 pub const ADVERSE_TAX_EVENT: &str = "7";
814
815 pub const EVENT_OF_DEFAULT: &str = "6";
816
817 pub const FORWARD_COLLATERAL_DEMAND: &str = "5";
818
819 pub const INITIAL: &str = "0";
820
821 pub const MARGIN_DEFICIENCY: &str = "3";
822
823 pub const MARGIN_EXCESS: &str = "4";
824
825 pub const SCHEDULED: &str = "1";
826
827 pub const TIME_WARNING: &str = "2";
828
829}
830
831
832pub mod coll_asgn_reject_reason {
834
835 pub const EXCESSIVE_SUBSTITUTION: &str = "5";
836
837 pub const INSUFFICIENT_COLLATERAL: &str = "3";
838
839 pub const INVALID_TYPE_OF_COLLATERAL: &str = "4";
840
841 pub const OTHER: &str = "99";
842
843 pub const UNAUTHORIZED_TRANSACTION: &str = "2";
844
845 pub const UNKNOWN_DEAL: &str = "0";
846
847 pub const UNKNOWN_OR_INVALID_INSTRUMENT: &str = "1";
848
849}
850
851
852pub mod coll_asgn_resp_type {
854
855 pub const ACCEPTED: &str = "1";
856
857 pub const DECLINED: &str = "2";
858
859 pub const RECEIVED: &str = "0";
860
861 pub const REJECTED: &str = "3";
862
863}
864
865
866pub mod coll_asgn_trans_type {
868
869 pub const CANCEL: &str = "2";
870
871 pub const NEW: &str = "0";
872
873 pub const RELEASE: &str = "3";
874
875 pub const REPLACE: &str = "1";
876
877 pub const REVERSE: &str = "4";
878
879}
880
881
882pub mod coll_inquiry_qualifier {
884
885 pub const COLLATERAL_INSTRUMENT: &str = "2";
886
887 pub const FULLY_ASSIGNED: &str = "6";
888
889 pub const GC_INSTRUMENT: &str = "1";
890
891 pub const NOT_ASSIGNED: &str = "4";
892
893 pub const OUTSTANDING_TRADES: &str = "7";
894
895 pub const PARTIALLY_ASSIGNED: &str = "5";
896
897 pub const SUBSTITUTION_ELIGIBLE: &str = "3";
898
899 pub const TRADE_DATE: &str = "0";
900
901}
902
903
904pub mod coll_inquiry_result {
906
907 pub const COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED: &str = "8";
908
909 pub const INVALID_DESTINATION_REQUESTED: &str = "5";
910
911 pub const INVALID_OR_UNKNOWN_COLLATERAL_TYPE: &str = "2";
912
913 pub const INVALID_OR_UNKNOWN_INSTRUMENT: &str = "1";
914
915 pub const INVALID_PARTIES: &str = "3";
916
917 pub const INVALID_TRANSPORT_TYPE_REQUESTED: &str = "4";
918
919 pub const NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED: &str = "7";
920
921 pub const NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED: &str = "6";
922
923 pub const OTHER: &str = "99";
924
925 pub const SUCCESSFUL: &str = "0";
926
927 pub const UNAUTHORIZED_FOR_COLLATERAL_INQUIRY: &str = "9";
928
929}
930
931
932pub mod coll_inquiry_status {
934
935 pub const ACCEPTED: &str = "0";
936
937 pub const ACCEPTED_WITH_WARNINGS: &str = "1";
938
939 pub const COMPLETED: &str = "2";
940
941 pub const COMPLETED_WITH_WARNINGS: &str = "3";
942
943 pub const REJECTED: &str = "4";
944
945}
946
947
948pub mod coll_status {
950
951 pub const ASSIGNED: &str = "3";
952
953 pub const ASSIGNMENT_PROPOSED: &str = "2";
954
955 pub const CHALLENGED: &str = "4";
956
957 pub const PARTIALLY_ASSIGNED: &str = "1";
958
959 pub const UNASSIGNED: &str = "0";
960
961}
962
963
964pub mod comm_type {
966
967 pub const ABSOLUTE: &str = "3";
968
969 pub const PERCENT: &str = "2";
970
971 pub const PERCENTAGE_WAIVED_4: &str = "4";
972
973 pub const PERCENTAGE_WAIVED_5: &str = "5";
974
975 pub const PER_UNIT: &str = "1";
976
977 pub const POINTS_PER_BOND_OR_CONTRACT: &str = "6";
978
979}
980
981
982pub mod complex_event_condition {
984
985 pub const AND: &str = "1";
986
987 pub const OR: &str = "2";
988
989}
990
991
992pub mod complex_event_price_boundary_method {
994
995 pub const EQUAL_TO_COMPLEXEVENTPRICE: &str = "3";
996
997 pub const GREATER_THAN_COMPLEXEVENTPRICE: &str = "5";
998
999 pub const GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE: &str = "4";
1000
1001 pub const LESS_THAN_COMPLEXEVENTPRICE: &str = "1";
1002
1003 pub const LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE: &str = "2";
1004
1005}
1006
1007
1008pub mod complex_event_price_time_type {
1010
1011 pub const EXPIRATION: &str = "1";
1012
1013 pub const IMMEDIATE: &str = "2";
1014
1015 pub const SPECIFIED_DATE_TIME: &str = "3";
1016
1017}
1018
1019
1020pub mod complex_event_type {
1022
1023 pub const CAPPED: &str = "1";
1024
1025 pub const KNOCK_IN_UP: &str = "3";
1026
1027 pub const KNOCK_OUT_DOWN: &str = "6";
1028
1029 pub const KNOCK_OUT_UP: &str = "5";
1030
1031 pub const KOCK_IN_DOWN: &str = "4";
1032
1033 pub const RESET_BARRIER: &str = "8";
1034
1035 pub const ROLLING_BARRIER: &str = "9";
1036
1037 pub const TRIGGER: &str = "2";
1038
1039 pub const UNDERLYING: &str = "7";
1040
1041}
1042
1043
1044pub mod confirm_rej_reason {
1046
1047 pub const MISMATCHED_ACCOUNT: &str = "1";
1048
1049 pub const MISSING_SETTLEMENT_INSTRUCTIONS: &str = "2";
1050
1051 pub const OTHER: &str = "99";
1052
1053}
1054
1055
1056pub mod confirm_status {
1058
1059 pub const CONFIRMED: &str = "4";
1060
1061 pub const MISMATCHED_ACCOUNT: &str = "2";
1062
1063 pub const MISSING_SETTLEMENT_INSTRUCTIONS: &str = "3";
1064
1065 pub const RECEIVED: &str = "1";
1066
1067 pub const REQUEST_REJECTED: &str = "5";
1068
1069}
1070
1071
1072pub mod confirm_trans_type {
1074
1075 pub const CANCEL: &str = "2";
1076
1077 pub const NEW: &str = "0";
1078
1079 pub const REPLACE: &str = "1";
1080
1081}
1082
1083
1084pub mod confirm_type {
1086
1087 pub const CONFIRMATION: &str = "2";
1088
1089 pub const CONFIRMATION_REQUEST_REJECTED: &str = "3";
1090
1091 pub const STATUS: &str = "1";
1092
1093}
1094
1095
1096pub mod cont_amt_type {
1098
1099 pub const COMMISSION_AMOUNT: &str = "1";
1100
1101 pub const COMMISSION_PERCENT: &str = "2";
1102
1103 pub const DILUTION_LEVY_AMOUNT: &str = "7";
1104
1105 pub const DILUTION_LEVY_PERCENT: &str = "8";
1106
1107 pub const DISCOUNT_AMOUNT: &str = "5";
1108
1109 pub const DISCOUNT_PERCENT: &str = "6";
1110
1111 pub const EXIT_CHARGE_AMOUNT: &str = "9";
1112
1113 pub const EXIT_CHARGE_PERCENT: &str = "10";
1114
1115 pub const FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13: &str = "13";
1116
1117 pub const FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14: &str = "14";
1118
1119 pub const FUND_BASED_RENEWAL_COMMISSION_PERCENT: &str = "11";
1120
1121 pub const INITIAL_CHARGE_AMOUNT: &str = "3";
1122
1123 pub const INITIAL_CHARGE_PERCENT: &str = "4";
1124
1125 pub const NET_SETTLEMENT_AMOUNT: &str = "15";
1126
1127 pub const PROJECTED_FUND_VALUE: &str = "12";
1128
1129}
1130
1131
1132pub mod contingency_type {
1134
1135 pub const ONE_CANCELS_THE_OTHER: &str = "1";
1136
1137 pub const ONE_TRIGGERS_THE_OTHER: &str = "2";
1138
1139 pub const ONE_UPDATES_THE_OTHER_3: &str = "3";
1140
1141 pub const ONE_UPDATES_THE_OTHER_4: &str = "4";
1142
1143}
1144
1145
1146pub mod contract_multiplier_unit {
1148
1149 pub const DAYS: &str = "2";
1150
1151 pub const HOURS: &str = "1";
1152
1153 pub const SHARES: &str = "0";
1154
1155}
1156
1157
1158pub mod corporate_action {
1160
1161 pub const CASH_DIVIDEND: &str = "F";
1162
1163 pub const CUSIP: &str = "U";
1164
1165 pub const EX_DISTRIBUTION: &str = "B";
1166
1167 pub const EX_DIVIDEND: &str = "A";
1168
1169 pub const EX_INTEREST: &str = "E";
1170
1171 pub const EX_RIGHTS: &str = "C";
1172
1173 pub const LEAP_ROLLOVER: &str = "V";
1174
1175 pub const LIQUIDATION_REORGANIZATION: &str = "L";
1176
1177 pub const MERGER_REORGANIZATION: &str = "M";
1178
1179 pub const NEW: &str = "D";
1180
1181 pub const NON_INTEGER_STOCK_SPLIT: &str = "H";
1182
1183 pub const POSITION_CONSOLIDATION: &str = "K";
1184
1185 pub const REVERSE_STOCK_SPLIT: &str = "I";
1186
1187 pub const RIGHTS_OFFERING: &str = "N";
1188
1189 pub const SHAREHOLDER_MEETING: &str = "O";
1190
1191 pub const SPECIAL_ACTION: &str = "S";
1192
1193 pub const SPINOFF: &str = "P";
1194
1195 pub const STANDARD_INTEGER_STOCK_SPLIT: &str = "J";
1196
1197 pub const STOCK_DIVIDEND: &str = "G";
1198
1199 pub const SUCCESSION_EVENT: &str = "W";
1200
1201 pub const SYMBOL_CONVERSION: &str = "T";
1202
1203 pub const TENDER_OFFER: &str = "Q";
1204
1205 pub const WARRANT: &str = "R";
1206
1207}
1208
1209
1210pub mod covered_or_uncovered {
1212
1213 pub const COVERED: &str = "0";
1214
1215 pub const UNCOVERED: &str = "1";
1216
1217}
1218
1219
1220pub mod cp_program {
1222
1223 pub const OTHER: &str = "99";
1224
1225 pub const _3: &str = "1";
1226
1227 pub const _4: &str = "2";
1228
1229}
1230
1231
1232pub mod cross_prioritization {
1234
1235 pub const BUY_SIDE_IS_PRIORITIZED: &str = "1";
1236
1237 pub const NONE: &str = "0";
1238
1239 pub const SELL_SIDE_IS_PRIORITIZED: &str = "2";
1240
1241}
1242
1243
1244pub mod cross_type {
1246
1247 pub const CROSS_AON: &str = "1";
1248
1249 pub const CROSS_IOC: &str = "2";
1250
1251 pub const CROSS_ONE_SIDE: &str = "3";
1252
1253 pub const CROSS_SAME_PRICE: &str = "4";
1254
1255}
1256
1257
1258pub mod cust_order_capacity {
1260
1261 pub const ALL_OTHER: &str = "4";
1262
1263 pub const CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT: &str = "2";
1264
1265 pub const MEMBER_TRADING_FOR_ANOTHER_MEMBER: &str = "3";
1266
1267 pub const MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT: &str = "1";
1268
1269}
1270
1271
1272pub mod cust_order_handling_inst {
1274
1275 pub const ADD_ON_ORDER: &str = "ADD";
1276
1277 pub const ALL_OR_NONE: &str = "AON";
1278
1279 pub const CASH_NOT_HELD: &str = "CNH";
1280
1281 pub const DIRECTED_ORDER: &str = "DIR";
1282
1283 pub const EXCHANGE_FOR_PHYSICAL_TRANSACTION: &str = "E.W";
1284
1285 pub const FILL_OR_KILL: &str = "FOK";
1286
1287 pub const IMBALANCE_ONLY: &str = "IO";
1288
1289 pub const IMMEDIATE_OR_CANCEL: &str = "IOC";
1290
1291 pub const LIMIT_ON_CLOSE: &str = "LOC";
1292
1293 pub const LIMIT_ON_OPEN: &str = "LOO";
1294
1295 pub const MARKET_AT_CLOSE: &str = "MAC";
1296
1297 pub const MARKET_AT_OPEN: &str = "MAO";
1298
1299 pub const MARKET_ON_CLOSE: &str = "MOC";
1300
1301 pub const MARKET_ON_OPEN: &str = "MOO";
1302
1303 pub const MINIMUM_QUANTITY: &str = "MQT";
1304
1305 pub const NOT_HELD: &str = "NH";
1306
1307 pub const OVER_THE_DAY: &str = "OVD";
1308
1309 pub const PEGGED: &str = "PEG";
1310
1311 pub const RESERVE_SIZE_ORDER: &str = "RSV";
1312
1313 pub const SCALE: &str = "SCL";
1314
1315 pub const STOP_STOCK_TRANSACTION: &str = "S.W";
1316
1317 pub const TIME_ORDER: &str = "TMO";
1318
1319 pub const TRAILING_STOP: &str = "TS";
1320
1321 pub const WORK: &str = "WRK";
1322
1323}
1324
1325
1326pub mod customer_or_firm {
1328
1329 pub const CUSTOMER: &str = "0";
1330
1331 pub const FIRM: &str = "1";
1332
1333}
1334
1335
1336pub mod cxl_rej_reason {
1338
1339 pub const BROKER: &str = "2";
1340
1341 pub const DUPLICATE_CLORDID: &str = "6";
1342
1343 pub const INVALID_PRICE_INCREMENT: &str = "18";
1344
1345 pub const ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS: &str = "3";
1346
1347 pub const ORIGORDMODTIME: &str = "5";
1348
1349 pub const OTHER: &str = "99";
1350
1351 pub const PRICE_EXCEEDS_CURRENT_PRICE: &str = "7";
1352
1353 pub const PRICE_EXCEEDS_CURRENT_PRICE_BAND: &str = "8";
1354
1355 pub const TOO_LATE_TO_CANCEL: &str = "0";
1356
1357 pub const UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST: &str = "4";
1358
1359 pub const UNKNOWN_ORDER: &str = "1";
1360
1361}
1362
1363
1364pub mod cxl_rej_response_to {
1366
1367 pub const ORDER_CANCEL_REPLACE_REQUEST: &str = "2";
1368
1369 pub const ORDER_CANCEL_REQUEST: &str = "1";
1370
1371}
1372
1373
1374pub mod cxl_type {
1376
1377 pub const FULL_REMAINING_QUANTITY: &str = "F";
1378
1379 pub const PARTIAL_CANCEL: &str = "P";
1380
1381}
1382
1383
1384pub mod day_booking_inst {
1386
1387 pub const ACCUMULATE: &str = "2";
1388
1389 pub const CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR: &str = "0";
1390
1391 pub const SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING: &str = "1";
1392
1393}
1394
1395
1396pub mod dealing_capacity {
1398
1399 pub const AGENT: &str = "A";
1400
1401 pub const PRINCIPAL: &str = "P";
1402
1403 pub const RISKLESS_PRINCIPAL: &str = "R";
1404
1405}
1406
1407
1408pub mod delete_reason {
1410
1411 pub const CANCELLATION: &str = "0";
1412
1413 pub const ERROR: &str = "1";
1414
1415}
1416
1417
1418pub mod delivery_form {
1420
1421 pub const BEARER: &str = "2";
1422
1423 pub const BOOK_ENTRY: &str = "1";
1424
1425}
1426
1427
1428pub mod delivery_type {
1430
1431 pub const FREE_DELIVER: &str = "1";
1432
1433 pub const HOLD_IN_CUSTODY: &str = "3";
1434
1435 pub const TRI_PARTY: &str = "2";
1436
1437 pub const VERSUS_PAYMENT_DELIVER: &str = "0";
1438
1439}
1440
1441
1442pub mod derivative_security_list_request_type {
1444
1445 pub const ALL_SECURITIES: &str = "4";
1446
1447 pub const MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID: &str = "8";
1448
1449 pub const PRODUCT: &str = "2";
1450
1451 pub const SECURITYTYPE_AND_OR_CFICODE: &str = "1";
1452
1453 pub const SYMBOL: &str = "0";
1454
1455 pub const TRADINGSESSIONID: &str = "3";
1456
1457 pub const UNDELYINGSYMBOL: &str = "5";
1458
1459 pub const UNDERLYING_PRODUCT: &str = "7";
1460
1461 pub const UNDERLYING_SECURITYTYPE_AND_OR_CFICODE: &str = "6";
1462
1463}
1464
1465
1466pub mod desk_order_handling_inst {
1468
1469 pub const ADD_ON_ORDER: &str = "ADD";
1470
1471 pub const ALL_OR_NONE: &str = "AON";
1472
1473 pub const CASH_NOT_HELD: &str = "CNH";
1474
1475 pub const DIRECTED_ORDER: &str = "DIR";
1476
1477 pub const EXCHANGE_FOR_PHYSICAL_TRANSACTION: &str = "E.W";
1478
1479 pub const FILL_OR_KILL: &str = "FOK";
1480
1481 pub const IMBALANCE_ONLY: &str = "IO";
1482
1483 pub const IMMEDIATE_OR_CANCEL: &str = "IOC";
1484
1485 pub const LIMIT_ON_CLOSE: &str = "LOC";
1486
1487 pub const LIMIT_ON_OPEN: &str = "LOO";
1488
1489 pub const MARKET_AT_CLOSE: &str = "MAC";
1490
1491 pub const MARKET_AT_OPEN: &str = "MAO";
1492
1493 pub const MARKET_ON_CLOSE: &str = "MOC";
1494
1495 pub const MARKET_ON_OPEN: &str = "MOO";
1496
1497 pub const MINIMUM_QUANTITY: &str = "MQT";
1498
1499 pub const NOT_HELD: &str = "NH";
1500
1501 pub const OVER_THE_DAY: &str = "OVD";
1502
1503 pub const PEGGED: &str = "PEG";
1504
1505 pub const RESERVE_SIZE_ORDER: &str = "RSV";
1506
1507 pub const SCALE: &str = "SCL";
1508
1509 pub const STOP_STOCK_TRANSACTION: &str = "S.W";
1510
1511 pub const TIME_ORDER: &str = "TMO";
1512
1513 pub const TRAILING_STOP: &str = "TS";
1514
1515 pub const WORK: &str = "WRK";
1516
1517}
1518
1519
1520pub mod desk_type {
1522
1523 pub const AGENCY: &str = "A";
1524
1525 pub const ARBITRAGE: &str = "AR";
1526
1527 pub const DERIVATIVES: &str = "D";
1528
1529 pub const INSTITUTIONAL: &str = "IS";
1530
1531 pub const INTERNATIONAL: &str = "IN";
1532
1533 pub const OTHER: &str = "O";
1534
1535 pub const PREFERRED_TRADING: &str = "PF";
1536
1537 pub const PROGRAM_TRADING: &str = "PT";
1538
1539 pub const PROPRIETARY: &str = "PR";
1540
1541 pub const SALES: &str = "S";
1542
1543 pub const TRADING: &str = "T";
1544
1545}
1546
1547
1548pub mod desk_type_source {
1550
1551 pub const NASD_OATS: &str = "1";
1552
1553}
1554
1555
1556pub mod discretion_inst {
1558
1559 pub const AVERAGE_PRICE_GUARANTEE: &str = "7";
1560
1561 pub const RELATED_TO_DISPLAYED_PRICE: &str = "0";
1562
1563 pub const RELATED_TO_LAST_TRADE_PRICE: &str = "5";
1564
1565 pub const RELATED_TO_LOCAL_PRIMARY_PRICE: &str = "3";
1566
1567 pub const RELATED_TO_MARKET_PRICE: &str = "1";
1568
1569 pub const RELATED_TO_MIDPOINT_PRICE: &str = "4";
1570
1571 pub const RELATED_TO_PRIMARY_PRICE: &str = "2";
1572
1573 pub const RELATED_TO_VWAP: &str = "6";
1574
1575}
1576
1577
1578pub mod discretion_limit_type {
1580
1581 pub const OR_BETTER: &str = "0";
1582
1583 pub const OR_WORSE: &str = "2";
1584
1585 pub const STRICT: &str = "1";
1586
1587}
1588
1589
1590pub mod discretion_move_type {
1592
1593 pub const FIXED: &str = "1";
1594
1595 pub const FLOATING: &str = "0";
1596
1597}
1598
1599
1600pub mod discretion_offset_type {
1602
1603 pub const BASIS_POINTS: &str = "1";
1604
1605 pub const PRICE: &str = "0";
1606
1607 pub const PRICE_TIER: &str = "3";
1608
1609 pub const TICKS: &str = "2";
1610
1611}
1612
1613
1614pub mod discretion_round_direction {
1616
1617 pub const MORE_AGGRESSIVE: &str = "1";
1618
1619 pub const MORE_PASSIVE: &str = "2";
1620
1621}
1622
1623
1624pub mod discretion_scope {
1626
1627 pub const GLOBAL: &str = "3";
1628
1629 pub const LOCAL: &str = "1";
1630
1631 pub const NATIONAL: &str = "2";
1632
1633 pub const NATIONAL_EXCLUDING_LOCAL: &str = "4";
1634
1635}
1636
1637
1638pub mod display_method {
1640
1641 pub const INITIAL: &str = "1";
1642
1643 pub const NEW: &str = "2";
1644
1645 pub const RANDOM: &str = "3";
1646
1647 pub const UNDISCLOSED: &str = "4";
1648
1649}
1650
1651
1652pub mod display_when {
1654
1655 pub const EXHAUST: &str = "2";
1656
1657 pub const IMMEDIATE: &str = "1";
1658
1659}
1660
1661
1662pub mod distrib_payment_method {
1664
1665 pub const ACH_CREDIT: &str = "9";
1666
1667 pub const BPAY: &str = "10";
1668
1669 pub const CHEQUE: &str = "5";
1670
1671 pub const CLEARSTREAM: &str = "4";
1672
1673 pub const CREST: &str = "1";
1674
1675 pub const DIRECT_CREDIT: &str = "8";
1676
1677 pub const EUROCLEAR: &str = "3";
1678
1679 pub const FED_WIRE: &str = "7";
1680
1681 pub const HIGH_VALUE_CLEARING_SYSTEM_HVACS: &str = "11";
1682
1683 pub const NSCC: &str = "2";
1684
1685 pub const REINVEST_IN_FUND: &str = "12";
1686
1687 pub const TELEGRAPHIC_TRANSFER: &str = "6";
1688
1689}
1690
1691
1692pub mod dk_reason {
1694
1695 pub const CALCULATION_DIFFERENCE: &str = "F";
1696
1697 pub const NO_MATCHING_ORDER: &str = "D";
1698
1699 pub const OTHER: &str = "Z";
1700
1701 pub const PRICE_EXCEEDS_LIMIT: &str = "E";
1702
1703 pub const QUANTITY_EXCEEDS_ORDER: &str = "C";
1704
1705 pub const UNKNOWN_SYMBOL: &str = "A";
1706
1707 pub const WRONG_SIDE: &str = "B";
1708
1709}
1710
1711
1712pub mod dlvy_inst_type {
1714
1715 pub const CASH: &str = "C";
1716
1717 pub const SECURITIES: &str = "S";
1718
1719}
1720
1721
1722pub mod email_type {
1724
1725 pub const ADMIN_REPLY: &str = "2";
1726
1727 pub const NEW: &str = "0";
1728
1729 pub const REPLY: &str = "1";
1730
1731}
1732
1733
1734pub mod encrypt_method {
1736
1737 pub const DES: &str = "2";
1738
1739 pub const NONE_OTHER: &str = "0";
1740
1741 pub const PEM_DES_MD5: &str = "6";
1742
1743 pub const PGP_DES: &str = "4";
1744
1745 pub const PGP_DES_MD5: &str = "5";
1746
1747 pub const PKCS: &str = "1";
1748
1749 pub const PKCS_DES: &str = "3";
1750
1751}
1752
1753
1754pub mod event_type {
1756
1757 pub const ACTIVATION: &str = "5";
1758
1759 pub const CALL: &str = "2";
1760
1761 pub const FINAL_INVENTORY_DUE_DATE: &str = "16";
1762
1763 pub const FIRST_DELIVERY_DATE: &str = "13";
1764
1765 pub const FIRST_INTENT_DATE: &str = "17";
1766
1767 pub const INACTIVIATION: &str = "6";
1768
1769 pub const INITIAL_INVENTORY_DUE_DATE: &str = "15";
1770
1771 pub const LAST_DELIVERY_DATE: &str = "14";
1772
1773 pub const LAST_ELIGIBLE_TRADE_DATE: &str = "7";
1774
1775 pub const LAST_INTENT_DATE: &str = "18";
1776
1777 pub const OTHER: &str = "99";
1778
1779 pub const POSITION_REMOVAL_DATE: &str = "19";
1780
1781 pub const PUT: &str = "1";
1782
1783 pub const SINKING_FUND_CALL: &str = "4";
1784
1785 pub const SWAP_END_DATE: &str = "9";
1786
1787 pub const SWAP_NEXT_ROLL_DATE: &str = "12";
1788
1789 pub const SWAP_NEXT_START_DATE: &str = "11";
1790
1791 pub const SWAP_ROLL_DATE: &str = "10";
1792
1793 pub const SWAP_START_DATE: &str = "8";
1794
1795 pub const TENDER: &str = "3";
1796
1797}
1798
1799
1800pub mod ex_destination {
1802
1803 pub const NONE: &str = "0";
1804
1805 pub const POSIT: &str = "4";
1806
1807}
1808
1809
1810pub mod ex_destination_id_source {
1812
1813 pub const BIC: &str = "B";
1814
1815 pub const GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: &str = "C";
1816
1817 pub const ISO_COUNTRY_CODE: &str = "E";
1818
1819 pub const MIC: &str = "G";
1820
1821 pub const PROPRIETARY: &str = "D";
1822
1823}
1824
1825
1826pub mod exec_ack_status {
1828
1829 pub const ACCEPTED: &str = "1";
1830
1831 pub const DONT_KNOW: &str = "2";
1832
1833 pub const RECEIVED_NOT_YET_PROCESSED: &str = "0";
1834
1835}
1836
1837
1838pub mod exec_inst {
1840
1841 pub const ALL_OR_NONE: &str = "G";
1842
1843 pub const BEST_EXECUTION: &str = "k";
1844
1845 pub const CALL_FIRST: &str = "C";
1846
1847 pub const CANCEL_IF_NOT_BEST: &str = "Z";
1848
1849 pub const CANCEL_ON_CONNECTION_LOSS: &str = "o";
1850
1851 pub const CANCEL_ON_SYSTEM_FAILURE: &str = "Q";
1852
1853 pub const CANCEL_ON_TRADING_HALT: &str = "K";
1854
1855 pub const CUSTOMER_DISPLAY_INSTRUCTION: &str = "U";
1856
1857 pub const DO_NOT_INCREASE: &str = "E";
1858
1859 pub const DO_NOT_REDUCE: &str = "F";
1860
1861 pub const EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED: &str = "r";
1862
1863 pub const EXECUTE_AS_DURATION_NEUTRAL: &str = "s";
1864
1865 pub const EXECUTE_AS_FX_NEUTRAL: &str = "t";
1866
1867 pub const EXTERNAL_ROUTING_ALLOWED: &str = "g";
1868
1869 pub const EXTERNAL_ROUTING_NOT_ALLOWED: &str = "h";
1870
1871 pub const FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER: &str = "T";
1872
1873 pub const GO_ALONG: &str = "3";
1874
1875 pub const HELD: &str = "5";
1876
1877 pub const IGNORE_PRICE_VALIDITY_CHECKS: &str = "c";
1878
1879 pub const IMBALANCE_ONLY: &str = "i";
1880
1881 pub const INSTITUTIONS_ONLY: &str = "I";
1882
1883 pub const INTERMARKET_SWEEP: &str = "f";
1884
1885 pub const LAST_PEG: &str = "L";
1886
1887 pub const MARKET_PEG: &str = "P";
1888
1889 pub const MID_PRICE_PEG: &str = "M";
1890
1891 pub const NETTING: &str = "V";
1892
1893 pub const NON_NEGOTIABLE: &str = "N";
1894
1895 pub const NOT_HELD: &str = "1";
1896
1897 pub const NO_CROSS: &str = "A";
1898
1899 pub const OK_TO_CROSS: &str = "B";
1900
1901 pub const OPENING_PEG: &str = "O";
1902
1903 pub const OVER_THE_DAY: &str = "4";
1904
1905 pub const PARTICIPANT_DONT_INITIATE: &str = "6";
1906
1907 pub const PEG_TO_LIMIT_PRICE: &str = "d";
1908
1909 pub const PEG_TO_VWAP: &str = "W";
1910
1911 pub const PERCENT_OF_VOLUME: &str = "D";
1912
1913 pub const PRIMARY_PEG: &str = "R";
1914
1915 pub const REINSTATE_ON_CONNECTION_LOSS: &str = "n";
1916
1917 pub const REINSTATE_ON_SYSTEM_FAILURE: &str = "H";
1918
1919 pub const REINSTATE_ON_TRADING_HALT: &str = "J";
1920
1921 pub const RELEASE_FROM_SUSPENSION: &str = "q";
1922
1923 pub const SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE: &str = "j";
1924
1925 pub const STAY_ON_BID_SIDE: &str = "9";
1926
1927 pub const STAY_ON_OFFER_SIDE: &str = "0";
1928
1929 pub const STRICT_LIMIT: &str = "b";
1930
1931 pub const STRICT_SCALE: &str = "7";
1932
1933 pub const SUSPEND: &str = "S";
1934
1935 pub const SUSPEND_ON_CONNECTION_LOSS: &str = "p";
1936
1937 pub const SUSPEND_ON_SYSTEM_FAILURE: &str = "l";
1938
1939 pub const SUSPEND_ON_TRADING_HALT: &str = "m";
1940
1941 pub const TRADE_ALONG: &str = "X";
1942
1943 pub const TRAILING_STOP_PEG: &str = "a";
1944
1945 pub const TRY_TO_SCALE: &str = "8";
1946
1947 pub const TRY_TO_STOP: &str = "Y";
1948
1949 pub const WORK: &str = "2";
1950
1951 pub const WORK_TO_TARGET_STRATEGY: &str = "e";
1952
1953}
1954
1955
1956pub mod exec_price_type {
1958
1959 pub const BID_PRICE: &str = "B";
1960
1961 pub const CREATION_PRICE: &str = "C";
1962
1963 pub const CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT: &str = "E";
1964
1965 pub const CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT: &str = "D";
1966
1967 pub const OFFER_PRICE: &str = "O";
1968
1969 pub const OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT: &str = "Q";
1970
1971 pub const OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT: &str = "P";
1972
1973 pub const SINGLE_PRICE: &str = "S";
1974
1975}
1976
1977
1978pub mod exec_restatement_reason {
1980
1981 pub const BROKER_OPTION: &str = "4";
1982
1983 pub const CANCELED_NOT_BEST: &str = "9";
1984
1985 pub const CANCEL_ON_SYSTEM_FAILURE: &str = "7";
1986
1987 pub const CANCEL_ON_TRADING_HALT: &str = "6";
1988
1989 pub const GT_CORPORATE_ACTION: &str = "0";
1990
1991 pub const GT_RENEWAL: &str = "1";
1992
1993 pub const MARKET: &str = "8";
1994
1995 pub const OTHER: &str = "99";
1996
1997 pub const PARTIAL_DECLINE_OF_ORDERQTY: &str = "5";
1998
1999 pub const PEG_REFRESH: &str = "11";
2000
2001 pub const REPRICING_OF_ORDER: &str = "3";
2002
2003 pub const VERBAL_CHANGE: &str = "2";
2004
2005 pub const WAREHOUSE_RECAP: &str = "10";
2006
2007}
2008
2009
2010pub mod exec_trans_type {
2012
2013 pub const CANCEL: &str = "1";
2014
2015 pub const CORRECT: &str = "2";
2016
2017 pub const NEW: &str = "0";
2018
2019 pub const STATUS: &str = "3";
2020
2021}
2022
2023
2024pub mod exec_type {
2026
2027 pub const CALCULATED: &str = "B";
2028
2029 pub const CANCELED: &str = "4";
2030
2031 pub const DONE_FOR_DAY: &str = "3";
2032
2033 pub const EXPIRED: &str = "C";
2034
2035 pub const FILL: &str = "2";
2036
2037 pub const NEW: &str = "0";
2038
2039 pub const ORDER_STATUS: &str = "I";
2040
2041 pub const PARTIAL_FILL: &str = "1";
2042
2043 pub const PENDING_CANCEL: &str = "6";
2044
2045 pub const PENDING_NEW: &str = "A";
2046
2047 pub const PENDING_REPLACE: &str = "E";
2048
2049 pub const REJECTED: &str = "8";
2050
2051 pub const REPLACED: &str = "5";
2052
2053 pub const RESTATED: &str = "D";
2054
2055 pub const STOPPED: &str = "7";
2056
2057 pub const SUSPENDED: &str = "9";
2058
2059 pub const TRADE: &str = "F";
2060
2061 pub const TRADE_CANCEL: &str = "H";
2062
2063 pub const TRADE_CORRECT: &str = "G";
2064
2065 pub const TRADE_HAS_BEEN_RELEASED_TO_CLEARING: &str = "K";
2066
2067 pub const TRADE_IN_A_CLEARING_HOLD: &str = "J";
2068
2069 pub const TRIGGERED_OR_ACTIVATED_BY_SYSTEM: &str = "L";
2070
2071}
2072
2073
2074pub mod exercise_method {
2076
2077 pub const AUTOMATIC: &str = "A";
2078
2079 pub const MANUAL: &str = "M";
2080
2081}
2082
2083
2084pub mod exercise_style {
2086
2087 pub const AMERICAN: &str = "1";
2088
2089 pub const BERMUDA: &str = "2";
2090
2091 pub const EUROPEAN: &str = "0";
2092
2093}
2094
2095
2096pub mod exp_type {
2098
2099 pub const AUTO_EXERCISE: &str = "1";
2100
2101 pub const CONTRARY_INTENTION: &str = "4";
2102
2103 pub const DIFFERENCE: &str = "5";
2104
2105 pub const FINAL_WILL_BE_EXERCISED: &str = "3";
2106
2107 pub const NON_AUTO_EXERCISE: &str = "2";
2108
2109}
2110
2111
2112pub mod expiration_cycle {
2114
2115 pub const EXPIRE_ON_TRADING_SESSION_CLOSE: &str = "0";
2116
2117 pub const EXPIRE_ON_TRADING_SESSION_OPEN: &str = "1";
2118
2119 pub const TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE: &str = "2";
2120
2121}
2122
2123
2124pub mod expiration_qty_type {
2126
2127 pub const AUTO_EXERCISE: &str = "1";
2128
2129 pub const CONTRARY_INTENTION: &str = "4";
2130
2131 pub const DIFFERENCE: &str = "5";
2132
2133 pub const FINAL_WILL_BE_EXERCISED: &str = "3";
2134
2135 pub const NON_AUTO_EXERCISE: &str = "2";
2136
2137}
2138
2139
2140pub mod financial_status {
2142
2143 pub const BANKRUPT: &str = "1";
2144
2145 pub const PENDING_DELISTING: &str = "2";
2146
2147 pub const RESTRICTED: &str = "3";
2148
2149}
2150
2151
2152pub mod flow_schedule_type {
2154
2155 pub const NERC_CALENDAR_ALL_DAYS_IN_MONTH: &str = "2";
2156
2157 pub const NERC_EASTERN_OFF_PEAK: &str = "0";
2158
2159 pub const NERC_EASTERN_PEAK: &str = "3";
2160
2161 pub const NERC_WESTERN_OFF_PEAK: &str = "1";
2162
2163 pub const NERC_WESTERN_PEAK: &str = "4";
2164
2165}
2166
2167
2168pub mod fund_renew_waiv {
2170
2171 pub const NO: &str = "N";
2172
2173 pub const YES: &str = "Y";
2174
2175}
2176
2177
2178pub mod futures_valuation_method {
2180
2181 pub const FUTURES_STYLE_MARK_TO_MARKET: &str = "FUT";
2182
2183 pub const FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT: &str = "FUTDA";
2184
2185 pub const PREMIUM_STYLE: &str = "EQTY";
2186
2187}
2188
2189
2190pub mod gt_booking_inst {
2192
2193 pub const ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES: &str = "1";
2194
2195 pub const ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE: &str = "2";
2196
2197 pub const BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION: &str = "0";
2198
2199}
2200
2201
2202pub mod halt_reason_char {
2204
2205 pub const ADDITIONAL_INFORMATION: &str = "M";
2206
2207 pub const EQUIPMENT_CHANGEOVER: &str = "X";
2208
2209 pub const NEWS_DISSEMINATION: &str = "D";
2210
2211 pub const NEW_PENDING: &str = "P";
2212
2213 pub const ORDER_IMBALANCE: &str = "I";
2214
2215 pub const ORDER_INFLUX: &str = "E";
2216
2217}
2218
2219
2220pub mod halt_reason_int {
2222
2223 pub const ADDITIONAL_INFORMATION: &str = "3";
2224
2225 pub const EQUIPMENT_CHANGEOVER: &str = "5";
2226
2227 pub const NEWS_DISSEMINATION: &str = "0";
2228
2229 pub const NEWS_PENDING: &str = "4";
2230
2231 pub const ORDER_IMBALANCE: &str = "2";
2232
2233 pub const ORDER_INFLUX: &str = "1";
2234
2235}
2236
2237
2238pub mod handl_inst {
2240
2241 pub const AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION: &str = "1";
2242
2243 pub const AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK: &str = "2";
2244
2245 pub const MANUAL_ORDER_BEST_EXECUTION: &str = "3";
2246
2247}
2248
2249
2250pub mod id_source {
2252
2253 pub const CONSOLIDATED_TAPE_ASSOCIATION: &str = "9";
2254
2255 pub const CUSIP: &str = "1";
2256
2257 pub const EXCHANGE_SYMBOL: &str = "8";
2258
2259 pub const ISIN_NUMBER: &str = "4";
2260
2261 pub const ISO_COUNTRY_CODE: &str = "7";
2262
2263 pub const ISO_CURRENCY_CODE: &str = "6";
2264
2265 pub const QUIK: &str = "3";
2266
2267 pub const RIC_CODE: &str = "5";
2268
2269 pub const SEDOL: &str = "2";
2270
2271}
2272
2273
2274pub mod implied_market_indicator {
2276
2277 pub const BOTH_IMPLIED_IN_AND_IMPLIED_OUT: &str = "3";
2278
2279 pub const IMPLIED_IN: &str = "1";
2280
2281 pub const IMPLIED_OUT: &str = "2";
2282
2283 pub const NOT_IMPLIED: &str = "0";
2284
2285}
2286
2287
2288pub mod inc_tax_ind {
2290
2291 pub const GROSS: &str = "2";
2292
2293 pub const NET: &str = "1";
2294
2295}
2296
2297
2298pub mod individual_alloc_type {
2300
2301 pub const SUB_ALLOCATE: &str = "1";
2302
2303 pub const THIRD_PARTY_ALLOCATION: &str = "2";
2304
2305}
2306
2307
2308pub mod instr_attrib_type {
2310
2311 pub const CALLABLE_BELOW_MATURITY_VALUE: &str = "21";
2312
2313 pub const CALLABLE_PUTTABLE: &str = "11";
2314
2315 pub const CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED: &str = "22";
2316
2317 pub const COUPON_PERIOD: &str = "8";
2318
2319 pub const ESCROWED_TO_MATURITY: &str = "12";
2320
2321 pub const ESCROWED_TO_REDEMPTION_DATE: &str = "13";
2322
2323 pub const FLAT: &str = "1";
2324
2325 pub const INDEXED: &str = "18";
2326
2327 pub const INSTRUMENT_DENOMINATOR: &str = "25";
2328
2329 pub const INSTRUMENT_NUMERATOR: &str = "26";
2330
2331 pub const INSTRUMENT_PRICE_PRECISION: &str = "27";
2332
2333 pub const INSTRUMENT_STRIKE_PRICE: &str = "28";
2334
2335 pub const INTEREST_BEARING: &str = "3";
2336
2337 pub const IN_DEFAULT: &str = "15";
2338
2339 pub const LESS_FEE_FOR_PUT: &str = "6";
2340
2341 pub const NO_PERIODIC_PAYMENTS: &str = "4";
2342
2343 pub const ORIGINAL_ISSUE_DISCOUNT: &str = "10";
2344
2345 pub const ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE: &str = "20";
2346
2347 pub const PRE_REFUNDED: &str = "14";
2348
2349 pub const PRICE_TICK_RULES_FOR_SECURITY: &str = "23";
2350
2351 pub const STEPPED_COUPON: &str = "7";
2352
2353 pub const SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX: &str = "19";
2354
2355 pub const TAXABLE: &str = "17";
2356
2357 pub const TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE: &str = "99";
2358
2359 pub const TRADEABLE_INDICATOR: &str = "29";
2360
2361 pub const TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY: &str = "24";
2362
2363 pub const UNRATED: &str = "16";
2364
2365 pub const VARIABLE_RATE: &str = "5";
2366
2367 pub const WHEN_AND_IF_ISSUED: &str = "9";
2368
2369 pub const ZERO_COUPON: &str = "2";
2370
2371}
2372
2373
2374pub mod instr_registry {
2376
2377 pub const COUNTRY: &str = "ISO";
2378
2379 pub const CUSTODIAN: &str = "BIC";
2380
2381 pub const PHYSICAL: &str = "ZZ";
2382
2383}
2384
2385
2386pub mod ioi_oth_svc {
2388
2389 pub const AUTEX: &str = "A";
2390
2391 pub const BRIDGE: &str = "B";
2392
2393}
2394
2395
2396pub mod ioi_qlty_ind {
2398
2399 pub const HIGH: &str = "H";
2400
2401 pub const LOW: &str = "L";
2402
2403 pub const MEDIUM: &str = "M";
2404
2405}
2406
2407
2408pub mod ioi_qty {
2410
2411 pub const LARGE: &str = "L";
2412
2413 pub const MEDIUM: &str = "M";
2414
2415 pub const SMALL: &str = "S";
2416
2417 pub const UNDISCLOSED_QUANTITY: &str = "U";
2418
2419 pub const _1000000000: &str = "0";
2420
2421}
2422
2423
2424pub mod ioi_qualifier {
2426
2427 pub const ALL_OR_NONE: &str = "A";
2428
2429 pub const AT_THE_CLOSE: &str = "C";
2430
2431 pub const AT_THE_MARKET: &str = "Q";
2432
2433 pub const AT_THE_MIDPOINT: &str = "Y";
2434
2435 pub const AT_THE_OPEN: &str = "O";
2436
2437 pub const CROSSING_OPPORTUNITY: &str = "X";
2438
2439 pub const INDICATION: &str = "W";
2440
2441 pub const IN_TOUCH_WITH: &str = "I";
2442
2443 pub const LIMIT: &str = "L";
2444
2445 pub const MARKET_ON_CLOSE: &str = "B";
2446
2447 pub const MORE_BEHIND: &str = "M";
2448
2449 pub const PORTFOLIO_SHOWN: &str = "S";
2450
2451 pub const PRE_OPEN: &str = "Z";
2452
2453 pub const READY_TO_TRADE: &str = "R";
2454
2455 pub const TAKING_A_POSITION: &str = "P";
2456
2457 pub const THROUGH_THE_DAY: &str = "T";
2458
2459 pub const VERSUS: &str = "V";
2460
2461 pub const VWAP: &str = "D";
2462
2463}
2464
2465
2466pub mod ioi_shares {
2468
2469 pub const LARGE: &str = "L";
2470
2471 pub const MEDIUM: &str = "M";
2472
2473 pub const SMALL: &str = "S";
2474
2475}
2476
2477
2478pub mod ioi_trans_type {
2480
2481 pub const CANCEL: &str = "C";
2482
2483 pub const NEW: &str = "N";
2484
2485 pub const REPLACE: &str = "R";
2486
2487}
2488
2489
2490pub mod last_capacity {
2492
2493 pub const AGENT: &str = "1";
2494
2495 pub const CROSS_AS_AGENT: &str = "2";
2496
2497 pub const CROSS_AS_PRINCIPAL: &str = "3";
2498
2499 pub const PRINCIPAL: &str = "4";
2500
2501}
2502
2503
2504pub mod last_liquidity_ind {
2506
2507 pub const ADDED_LIQUIDITY: &str = "1";
2508
2509 pub const AUCTION: &str = "4";
2510
2511 pub const LIQUIDITY_ROUTED_OUT: &str = "3";
2512
2513 pub const REMOVED_LIQUIDITY: &str = "2";
2514
2515}
2516
2517
2518pub mod leg_swap_type {
2520
2521 pub const MODIFIED_DURATION: &str = "2";
2522
2523 pub const PAR_FOR_PAR: &str = "1";
2524
2525 pub const PROCEEDS: &str = "5";
2526
2527 pub const RISK: &str = "4";
2528
2529}
2530
2531
2532pub mod liquidity_ind_type {
2534
2535 pub const NORMAL_MARKET_SIZE: &str = "3";
2536
2537 pub const OTHER: &str = "4";
2538
2539 pub const _20_DAY_MOVING_AVERAGE: &str = "2";
2540
2541 pub const _5_DAY_MOVING_AVERAGE: &str = "1";
2542
2543}
2544
2545
2546pub mod list_exec_inst_type {
2548
2549 pub const EXCHANGE_SWITCH_CIV_ORDER_3: &str = "3";
2550
2551 pub const EXCHANGE_SWITCH_CIV_ORDER_4: &str = "4";
2552
2553 pub const EXCHANGE_SWITCH_CIV_ORDER_5: &str = "5";
2554
2555 pub const IMMEDIATE: &str = "1";
2556
2557 pub const WAIT_FOR_EXECUT_INSTRUCTION: &str = "2";
2558
2559}
2560
2561
2562pub mod list_method {
2564
2565 pub const PRE_LISTED_ONLY: &str = "0";
2566
2567 pub const USER_REQUESTED: &str = "1";
2568
2569}
2570
2571
2572pub mod list_order_status {
2574
2575 pub const ALERT: &str = "5";
2576
2577 pub const ALL_DONE: &str = "6";
2578
2579 pub const CANCELLING: &str = "4";
2580
2581 pub const EXECUTING: &str = "3";
2582
2583 pub const IN_BIDDING_PROCESS: &str = "1";
2584
2585 pub const RECEIVED_FOR_EXECUTION: &str = "2";
2586
2587 pub const REJECT: &str = "7";
2588
2589}
2590
2591
2592pub mod list_reject_reason {
2594
2595 pub const BROKER: &str = "0";
2596
2597 pub const DUPLICATE_ORDER: &str = "6";
2598
2599 pub const EXCHANGE_CLOSED: &str = "2";
2600
2601 pub const OTHER: &str = "99";
2602
2603 pub const TOO_LATE_TO_ENTER: &str = "4";
2604
2605 pub const UNKNOWN_ORDER: &str = "5";
2606
2607 pub const UNSUPPORTED_ORDER_CHARACTERISTIC: &str = "11";
2608
2609}
2610
2611
2612pub mod list_status_type {
2614
2615 pub const ACK: &str = "1";
2616
2617 pub const ALERT: &str = "6";
2618
2619 pub const ALL_DONE: &str = "5";
2620
2621 pub const EXEC_STARTED: &str = "4";
2622
2623 pub const RESPONSE: &str = "2";
2624
2625 pub const TIMED: &str = "3";
2626
2627}
2628
2629
2630pub mod lot_type {
2632
2633 pub const BLOCK_LOT: &str = "3";
2634
2635 pub const ODD_LOT: &str = "1";
2636
2637 pub const ROUND_LOT: &str = "2";
2638
2639 pub const ROUND_LOT_BASED_UPON_UNITOFMEASURE: &str = "4";
2640
2641}
2642
2643
2644pub mod market_update_action {
2646
2647 pub const ADD: &str = "A";
2648
2649 pub const DELETE: &str = "D";
2650
2651 pub const MODIFY: &str = "M";
2652
2653}
2654
2655
2656pub mod mass_action_reject_reason {
2658
2659 pub const INVALID_OR_UNKNOWN_CFICODE: &str = "4";
2660
2661 pub const INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY: &str = "11";
2662
2663 pub const INVALID_OR_UNKNOWN_MARKET: &str = "7";
2664
2665 pub const INVALID_OR_UNKNOWN_MARKET_SEGMENT: &str = "8";
2666
2667 pub const INVALID_OR_UNKNOWN_PRODUCT: &str = "3";
2668
2669 pub const INVALID_OR_UNKNOWN_SECURITY: &str = "1";
2670
2671 pub const INVALID_OR_UNKNOWN_SECURITYTYPE: &str = "5";
2672
2673 pub const INVALID_OR_UNKNOWN_SECURITY_GROUP: &str = "9";
2674
2675 pub const INVALID_OR_UNKNOWN_SECURITY_ISSUER: &str = "10";
2676
2677 pub const INVALID_OR_UNKNOWN_TRADING_SESSION: &str = "6";
2678
2679 pub const INVALID_OR_UNKNOWN_UNDERLYING_SECURITY: &str = "2";
2680
2681 pub const MASS_ACTION_NOT_SUPPORTED: &str = "0";
2682
2683 pub const OTHER: &str = "99";
2684
2685}
2686
2687
2688pub mod mass_action_response {
2690
2691 pub const ACCEPTED: &str = "1";
2692
2693 pub const REJECTED: &str = "0";
2694
2695}
2696
2697
2698pub mod mass_action_scope {
2700
2701 pub const ALL_ORDERS: &str = "7";
2702
2703 pub const ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
2704
2705 pub const ALL_ORDERS_FOR_A_CFICODE: &str = "4";
2706
2707 pub const ALL_ORDERS_FOR_A_MARKET: &str = "8";
2708
2709 pub const ALL_ORDERS_FOR_A_MARKET_SEGMENT: &str = "9";
2710
2711 pub const ALL_ORDERS_FOR_A_PRODUCT: &str = "3";
2712
2713 pub const ALL_ORDERS_FOR_A_SECURITY: &str = "1";
2714
2715 pub const ALL_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
2716
2717 pub const ALL_ORDERS_FOR_A_SECURITY_GROUP: &str = "10";
2718
2719 pub const ALL_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
2720
2721 pub const CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "12";
2722
2723 pub const CANCEL_FOR_SECURITY_ISSUER: &str = "11";
2724
2725}
2726
2727
2728pub mod mass_action_type {
2730
2731 pub const CANCEL_ORDERS: &str = "3";
2732
2733 pub const RELEASE_ORDERS_FROM_SUSPENSION: &str = "2";
2734
2735 pub const SUSPEND_ORDERS: &str = "1";
2736
2737}
2738
2739
2740pub mod mass_cancel_reject_reason {
2742
2743 pub const INVALID_OR_UNKNOWN_CFICODE: &str = "4";
2744
2745 pub const INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY: &str = "11";
2746
2747 pub const INVALID_OR_UNKNOWN_MARKET: &str = "7";
2748
2749 pub const INVALID_OR_UNKNOWN_PRODUCT: &str = "3";
2750
2751 pub const INVALID_OR_UNKNOWN_SECURITY: &str = "1";
2752
2753 pub const INVALID_OR_UNKNOWN_SECURITYTYPE: &str = "5";
2754
2755 pub const INVALID_OR_UNKNOWN_SECURITY_GROUP: &str = "9";
2756
2757 pub const INVALID_OR_UNKNOWN_SECURITY_ISSUER: &str = "10";
2758
2759 pub const INVALID_OR_UNKNOWN_TRADING_SESSION: &str = "6";
2760
2761 pub const INVALID_OR_UNKOWN_MARKET_SEGMENT: &str = "8";
2762
2763 pub const INVALID_OR_UNKOWN_UNDERLYING_SECURITY: &str = "2";
2764
2765 pub const MASS_CANCEL_NOT_SUPPORTED: &str = "0";
2766
2767 pub const OTHER: &str = "99";
2768
2769}
2770
2771
2772pub mod mass_cancel_request_type {
2774
2775 pub const CANCEL_ALL_ORDERS: &str = "7";
2776
2777 pub const CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "C";
2778
2779 pub const CANCEL_FOR_SECURITY_ISSUER: &str = "B";
2780
2781 pub const CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
2782
2783 pub const CANCEL_ORDERS_FOR_A_CFICODE: &str = "4";
2784
2785 pub const CANCEL_ORDERS_FOR_A_MARKET: &str = "8";
2786
2787 pub const CANCEL_ORDERS_FOR_A_MARKET_SEGMENT: &str = "9";
2788
2789 pub const CANCEL_ORDERS_FOR_A_PRODUCT: &str = "3";
2790
2791 pub const CANCEL_ORDERS_FOR_A_SECURITY: &str = "1";
2792
2793 pub const CANCEL_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
2794
2795 pub const CANCEL_ORDERS_FOR_A_SECURITY_GROUP: &str = "A";
2796
2797 pub const CANCEL_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
2798
2799}
2800
2801
2802pub mod mass_cancel_response {
2804
2805 pub const CANCEL_ALL_ORDERS: &str = "7";
2806
2807 pub const CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
2808
2809 pub const CANCEL_ORDERS_FOR_A_CFICODE: &str = "4";
2810
2811 pub const CANCEL_ORDERS_FOR_A_MARKET: &str = "8";
2812
2813 pub const CANCEL_ORDERS_FOR_A_MARKET_SEGMENT: &str = "9";
2814
2815 pub const CANCEL_ORDERS_FOR_A_PRODUCT: &str = "3";
2816
2817 pub const CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER: &str = "B";
2818
2819 pub const CANCEL_ORDERS_FOR_A_SECURITY: &str = "1";
2820
2821 pub const CANCEL_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
2822
2823 pub const CANCEL_ORDERS_FOR_A_SECURITY_GROUP: &str = "A";
2824
2825 pub const CANCEL_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
2826
2827 pub const CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "C";
2828
2829 pub const CANCEL_REQUEST_REJECTED: &str = "0";
2830
2831}
2832
2833
2834pub mod mass_status_req_type {
2836
2837 pub const STATUS_FOR_ALL_ORDERS: &str = "7";
2838
2839 pub const STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "10";
2840
2841 pub const STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY: &str = "2";
2842
2843 pub const STATUS_FOR_ORDERS_FOR_A_CFICODE: &str = "4";
2844
2845 pub const STATUS_FOR_ORDERS_FOR_A_PARTYID: &str = "8";
2846
2847 pub const STATUS_FOR_ORDERS_FOR_A_PRODUCT: &str = "3";
2848
2849 pub const STATUS_FOR_ORDERS_FOR_A_SECURITY: &str = "1";
2850
2851 pub const STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE: &str = "5";
2852
2853 pub const STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION: &str = "6";
2854
2855 pub const STATUS_FOR_SECURITY_ISSUER: &str = "9";
2856
2857}
2858
2859
2860pub mod match_status {
2862
2863 pub const ADVISORY_OR_ALERT: &str = "2";
2864
2865 pub const COMPARED_MATCHED_OR_AFFIRMED: &str = "0";
2866
2867 pub const UNCOMPARED_UNMATCHED_OR_UNAFFIRMED: &str = "1";
2868
2869}
2870
2871
2872pub mod match_type {
2874
2875 pub const ACT_ACCEPTED_TRADE: &str = "M3";
2876
2877 pub const ACT_DEFAULT_AFTER_M2: &str = "M5";
2878
2879 pub const ACT_DEFAULT_TRADE: &str = "M4";
2880
2881 pub const ACT_M6_MATCH: &str = "M6";
2882
2883 pub const AUTO_MATCH: &str = "4";
2884
2885 pub const CALL_AUCTION: &str = "7";
2886
2887 pub const CALL_AUCTION_65: &str = "65";
2888
2889 pub const COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS: &str = "AQ";
2890
2891 pub const CONFIRMED_TRADE_REPORT: &str = "3";
2892
2893 pub const CONTINUOUS_AUTO_MATCH: &str = "62";
2894
2895 pub const COUNTER_ORDER_SELECTION: &str = "6";
2896
2897 pub const COUNTER_ORDER_SELECTION_64: &str = "64";
2898
2899 pub const CROSS_AUCTION: &str = "5";
2900
2901 pub const CROSS_AUCTION_63: &str = "63";
2902
2903 pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME: &str = "A5";
2904
2905 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";
2906
2907 pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES: &str = "A2";
2908
2909 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";
2910
2911 pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES: &str = "A4";
2912
2913 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";
2914
2915 pub const ISSUING_BUY_BACK_AUCTION: &str = "8";
2916
2917 pub const NASDAQACTACCEPTEDTRADE: &str = "ACTM3";
2918
2919 pub const NASDAQACTDEFAULTAFTERM2: &str = "ACTM5";
2920
2921 pub const NASDAQACTDEFAULTTRADE: &str = "ACTM4";
2922
2923 pub const NASDAQACTM1MATCH: &str = "ACTM1";
2924
2925 pub const NASDAQACTM2MATCH: &str = "ACTM2";
2926
2927 pub const NASDAQACTM6MATCH: &str = "ACTM6";
2928
2929 pub const NASDAQNONACT: &str = "ACTMT";
2930
2931 pub const OCS_LOCKED_IN_NON_ACT: &str = "MT";
2932
2933 pub const ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT: &str = "60";
2934
2935 pub const ONE_PARTY_TRADE_REPORT: &str = "1";
2936
2937 pub const SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH: &str = "M2";
2938
2939 pub const SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED: &str = "S1";
2940
2941 pub const SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S2";
2942
2943 pub const SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S3";
2944
2945 pub const SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S4";
2946
2947 pub const SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &str = "S5";
2948
2949 pub const TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT: &str = "61";
2950
2951 pub const TWO_PARTY_TRADE_REPORT: &str = "2";
2952
2953}
2954
2955
2956pub mod maturity_month_year_format {
2958
2959 pub const YEARMONTHDAY: &str = "1";
2960
2961 pub const YEARMONTHWEEK: &str = "2";
2962
2963 pub const YEARMONTH_ONLY: &str = "0";
2964
2965}
2966
2967
2968pub mod maturity_month_year_increment_units {
2970
2971 pub const DAYS: &str = "1";
2972
2973 pub const MONTHS: &str = "0";
2974
2975 pub const WEEKS: &str = "2";
2976
2977 pub const YEARS: &str = "3";
2978
2979}
2980
2981
2982pub mod md_book_type {
2984
2985 pub const ORDER_DEPTH: &str = "3";
2986
2987 pub const PRICE_DEPTH: &str = "2";
2988
2989 pub const TOP_OF_BOOK: &str = "1";
2990
2991}
2992
2993
2994pub mod md_entry_type {
2996
2997 pub const AUCTION_CLEARING_PRICE: &str = "Q";
2998
2999 pub const BID: &str = "0";
3000
3001 pub const CASH_RATE: &str = "X";
3002
3003 pub const CLOSING_PRICE: &str = "5";
3004
3005 pub const COMPOSITE_UNDERLYING_PRICE: &str = "D";
3006
3007 pub const CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS: &str = "T";
3008
3009 pub const CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS: &str = "V";
3010
3011 pub const DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS: &str = "R";
3012
3013 pub const DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS: &str = "U";
3014
3015 pub const EARLY_PRICES: &str = "P";
3016
3017 pub const EMPTY_BOOK: &str = "J";
3018
3019 pub const FIXING_PRICE: &str = "W";
3020
3021 pub const IMBALANCE: &str = "A";
3022
3023 pub const INDEX_VALUE: &str = "3";
3024
3025 pub const MARGIN_RATE: &str = "G";
3026
3027 pub const MID_PRICE: &str = "H";
3028
3029 pub const OFFER: &str = "1";
3030
3031 pub const OPENING_PRICE: &str = "4";
3032
3033 pub const OPEN_INTEREST: &str = "C";
3034
3035 pub const PRIOR_SETTLE_PRICE: &str = "M";
3036
3037 pub const RECOVERY_RATE: &str = "Y";
3038
3039 pub const RECOVERY_RATE_FOR_LONG: &str = "Z";
3040
3041 pub const RECOVERY_RATE_FOR_SHORT: &str = "a";
3042
3043 pub const SESSION_HIGH_BID: &str = "N";
3044
3045 pub const SESSION_LOW_OFFER: &str = "O";
3046
3047 pub const SETTLEMENT_PRICE: &str = "6";
3048
3049 pub const SETTLE_HIGH_PRICE: &str = "K";
3050
3051 pub const SETTLE_LOW_PRICE: &str = "L";
3052
3053 pub const SIMULATED_BUY_PRICE: &str = "F";
3054
3055 pub const SIMULATED_SELL_PRICE: &str = "E";
3056
3057 pub const SWAP_VALUE_FACTOR: &str = "S";
3058
3059 pub const TRADE: &str = "2";
3060
3061 pub const TRADE_VOLUME: &str = "B";
3062
3063 pub const TRADING_SESSION_HIGH_PRICE: &str = "7";
3064
3065 pub const TRADING_SESSION_LOW_PRICE: &str = "8";
3066
3067 pub const TRADING_SESSION_VWAP_PRICE: &str = "9";
3068
3069}
3070
3071
3072pub mod md_origin_type {
3074
3075 pub const BOOK: &str = "0";
3076
3077 pub const CROSS: &str = "2";
3078
3079 pub const OFF_BOOK: &str = "1";
3080
3081}
3082
3083
3084pub mod md_quote_type {
3086
3087 pub const COUNTER: &str = "3";
3088
3089 pub const INDICATIVE: &str = "0";
3090
3091 pub const INDICATIVE_AND_TRADEABLE: &str = "4";
3092
3093 pub const RESTRICTED_TRADEABLE: &str = "2";
3094
3095 pub const TRADEABLE: &str = "1";
3096
3097}
3098
3099
3100pub mod md_req_rej_reason {
3102
3103 pub const DUPLICATE_MDREQID: &str = "1";
3104
3105 pub const INSUFFICIENT_BANDWIDTH: &str = "2";
3106
3107 pub const INSUFFICIENT_CREDIT: &str = "D";
3108
3109 pub const INSUFFICIENT_PERMISSIONS: &str = "3";
3110
3111 pub const UNKNOWN_SYMBOL: &str = "0";
3112
3113 pub const UNSUPPORTED_AGGREGATEDBOOK: &str = "7";
3114
3115 pub const UNSUPPORTED_MARKETDEPTH: &str = "5";
3116
3117 pub const UNSUPPORTED_MDENTRYTYPE: &str = "8";
3118
3119 pub const UNSUPPORTED_MDIMPLICITDELETE: &str = "C";
3120
3121 pub const UNSUPPORTED_MDUPDATETYPE: &str = "6";
3122
3123 pub const UNSUPPORTED_OPENCLOSESETTLEFLAG: &str = "B";
3124
3125 pub const UNSUPPORTED_SCOPE: &str = "A";
3126
3127 pub const UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE: &str = "4";
3128
3129 pub const UNSUPPORTED_TRADINGSESSIONID: &str = "9";
3130
3131}
3132
3133
3134pub mod md_sec_size_type {
3136
3137 pub const CUSTOMER: &str = "1";
3138
3139}
3140
3141
3142pub mod md_update_action {
3144
3145 pub const CHANGE: &str = "1";
3146
3147 pub const DELETE: &str = "2";
3148
3149 pub const DELETE_FROM: &str = "4";
3150
3151 pub const DELETE_THRU: &str = "3";
3152
3153 pub const NEW: &str = "0";
3154
3155 pub const OVERLAY: &str = "5";
3156
3157}
3158
3159
3160pub mod md_update_type {
3162
3163 pub const FULL_REFRESH: &str = "0";
3164
3165 pub const INCREMENTAL_REFRESH: &str = "1";
3166
3167}
3168
3169
3170pub mod message_encoding {
3172
3173 pub const EUC_JP: &str = "EUC-JP";
3174
3175 pub const ISO_2022_JP: &str = "ISO-2022-JP";
3176
3177 pub const SHIFT_JIS: &str = "SHIFT_JIS";
3178
3179 pub const UTF_8: &str = "UTF-8";
3180
3181}
3182
3183
3184pub mod misc_fee_basis {
3186
3187 pub const ABSOLUTE: &str = "0";
3188
3189 pub const PERCENTAGE: &str = "2";
3190
3191 pub const PER_UNIT: &str = "1";
3192
3193}
3194
3195
3196pub mod misc_fee_type {
3198
3199 pub const AGENT: &str = "12";
3200
3201 pub const CONSUMPTION_TAX: &str = "9";
3202
3203 pub const CONVERSION: &str = "11";
3204
3205 pub const EXCHANGE_FEES: &str = "4";
3206
3207 pub const LEVY: &str = "6";
3208
3209 pub const LOCAL_COMMISSION: &str = "3";
3210
3211 pub const MARKUP: &str = "8";
3212
3213 pub const OTHER: &str = "7";
3214
3215 pub const PER_TRANSACTION: &str = "10";
3216
3217 pub const REGULATORY: &str = "1";
3218
3219 pub const SECURITY_LENDING: &str = "14";
3220
3221 pub const STAMP: &str = "5";
3222
3223 pub const TAX: &str = "2";
3224
3225 pub const TRANSFER_FEE: &str = "13";
3226
3227}
3228
3229
3230pub mod model_type {
3232
3233 pub const PROPRIETARY: &str = "1";
3234
3235 pub const UTILITY_PROVIDED_STANDARD_MODEL: &str = "0";
3236
3237}
3238
3239
3240pub mod money_laundering_status {
3242
3243 pub const EXEMPT_1: &str = "1";
3244
3245 pub const EXEMPT_2: &str = "2";
3246
3247 pub const EXEMPT_3: &str = "3";
3248
3249 pub const NOT_CHECKED: &str = "N";
3250
3251 pub const PASSED: &str = "Y";
3252
3253}
3254
3255
3256pub mod msg_direction {
3258
3259 pub const RECEIVE: &str = "R";
3260
3261 pub const SEND: &str = "S";
3262
3263}
3264
3265
3266pub mod msg_type {
3268
3269 pub const ADJUSTED_POSITION_REPORT: &str = "BL";
3270
3271 pub const ADVERTISEMENT: &str = "7";
3272
3273 pub const ALLOCATION_INSTRUCTION: &str = "J";
3274
3275 pub const ALLOCATION_INSTRUCTION_ACK: &str = "P";
3276
3277 pub const ALLOCATION_INSTRUCTION_ALERT: &str = "BM";
3278
3279 pub const ALLOCATION_REPORT: &str = "AS";
3280
3281 pub const ALLOCATION_REPORT_ACK: &str = "AT";
3282
3283 pub const APPLICATIONMESSAGEREPORT: &str = "BY";
3284
3285 pub const APPLICATIONMESSAGEREQUEST: &str = "BW";
3286
3287 pub const APPLICATIONMESSAGEREQUESTACK: &str = "BX";
3288
3289 pub const ASSIGNMENT_REPORT: &str = "AW";
3290
3291 pub const BID_REQUEST: &str = "k";
3292
3293 pub const BID_RESPONSE: &str = "l";
3294
3295 pub const BUSINESS_MESSAGE_REJECT: &str = "j";
3296
3297 pub const COLLATERAL_ASSIGNMENT: &str = "AY";
3298
3299 pub const COLLATERAL_INQUIRY: &str = "BB";
3300
3301 pub const COLLATERAL_INQUIRY_ACK: &str = "BG";
3302
3303 pub const COLLATERAL_REPORT: &str = "BA";
3304
3305 pub const COLLATERAL_REQUEST: &str = "AX";
3306
3307 pub const COLLATERAL_RESPONSE: &str = "AZ";
3308
3309 pub const CONFIRMATION: &str = "AK";
3310
3311 pub const CONFIRMATION_ACK: &str = "AU";
3312
3313 pub const CONFIRMATION_REQUEST: &str = "BH";
3314
3315 pub const CONTRARY_INTENTION_REPORT: &str = "BO";
3316
3317 pub const CROSS_ORDER_CANCEL_REPLACE_REQUEST: &str = "t";
3318
3319 pub const CROSS_ORDER_CANCEL_REQUEST: &str = "u";
3320
3321 pub const DERIVATIVESECURITYLISTUPDATEREPORT: &str = "BR";
3322
3323 pub const DERIVATIVE_SECURITY_LIST: &str = "AA";
3324
3325 pub const DERIVATIVE_SECURITY_LIST_REQUEST: &str = "z";
3326
3327 pub const DONT_KNOW_TRADE: &str = "Q";
3328
3329 pub const EMAIL: &str = "C";
3330
3331 pub const EXECUTION_ACKNOWLEDGEMENT: &str = "BN";
3332
3333 pub const EXECUTION_REPORT: &str = "8";
3334
3335 pub const HEARTBEAT: &str = "0";
3336
3337 pub const INDICATION_OF_INTEREST: &str = "6";
3338
3339 pub const LIST_CANCEL_REQUEST: &str = "K";
3340
3341 pub const LIST_EXECUTE: &str = "L";
3342
3343 pub const LIST_STATUS: &str = "N";
3344
3345 pub const LIST_STATUS_REQUEST: &str = "M";
3346
3347 pub const LIST_STRIKE_PRICE: &str = "m";
3348
3349 pub const LOGON: &str = "A";
3350
3351 pub const LOGOUT: &str = "5";
3352
3353 pub const MARKETDEFINITION: &str = "BU";
3354
3355 pub const MARKETDEFINITIONREQUEST: &str = "BT";
3356
3357 pub const MARKETDEFINITIONUPDATEREPORT: &str = "BV";
3358
3359 pub const MARKET_DATA_INCREMENTAL_REFRESH: &str = "X";
3360
3361 pub const MARKET_DATA_REQUEST: &str = "V";
3362
3363 pub const MARKET_DATA_REQUEST_REJECT: &str = "Y";
3364
3365 pub const MARKET_DATA_SNAPSHOT_FULL_REFRESH: &str = "W";
3366
3367 pub const MASS_QUOTE: &str = "i";
3368
3369 pub const MASS_QUOTE_ACKNOWLEDGEMENT: &str = "b";
3370
3371 pub const MULTILEG_ORDER_CANCEL_REPLACE: &str = "AC";
3372
3373 pub const NETWORK_STATUS_REQUEST: &str = "BC";
3374
3375 pub const NETWORK_STATUS_RESPONSE: &str = "BD";
3376
3377 pub const NEWS: &str = "B";
3378
3379 pub const NEW_ORDER_CROSS: &str = "s";
3380
3381 pub const NEW_ORDER_MULTILEG: &str = "AB";
3382
3383 pub const ORDERMASSACTIONREPORT: &str = "BZ";
3384
3385 pub const ORDERMASSACTIONREQUEST: &str = "CA";
3386
3387 pub const ORDER_CANCEL_REJECT: &str = "9";
3388
3389 pub const ORDER_CANCEL_REPLACE_REQUEST: &str = "G";
3390
3391 pub const ORDER_CANCEL_REQUEST: &str = "F";
3392
3393 pub const ORDER_LIST: &str = "E";
3394
3395 pub const ORDER_MASS_CANCEL_REPORT: &str = "r";
3396
3397 pub const ORDER_MASS_CANCEL_REQUEST: &str = "q";
3398
3399 pub const ORDER_MASS_STATUS_REQUEST: &str = "AF";
3400
3401 pub const ORDER_SINGLE: &str = "D";
3402
3403 pub const ORDER_STATUS_REQUEST: &str = "H";
3404
3405 pub const PARTYDETAILSLISTREPORT: &str = "CG";
3406
3407 pub const PARTYDETAILSLISTREQUEST: &str = "CF";
3408
3409 pub const POSITION_MAINTENANCE_REPORT: &str = "AM";
3410
3411 pub const POSITION_MAINTENANCE_REQUEST: &str = "AL";
3412
3413 pub const POSITION_REPORT: &str = "AP";
3414
3415 pub const QUOTE: &str = "S";
3416
3417 pub const QUOTE_CANCEL: &str = "Z";
3418
3419 pub const QUOTE_REQUEST: &str = "R";
3420
3421 pub const QUOTE_REQUEST_REJECT: &str = "AG";
3422
3423 pub const QUOTE_RESPONSE: &str = "AJ";
3424
3425 pub const QUOTE_STATUS_REPORT: &str = "AI";
3426
3427 pub const QUOTE_STATUS_REQUEST: &str = "a";
3428
3429 pub const REGISTRATION_INSTRUCTIONS: &str = "o";
3430
3431 pub const REGISTRATION_INSTRUCTIONS_RESPONSE: &str = "p";
3432
3433 pub const REJECT: &str = "3";
3434
3435 pub const REQUEST_FOR_POSITIONS: &str = "AN";
3436
3437 pub const REQUEST_FOR_POSITIONS_ACK: &str = "AO";
3438
3439 pub const RESEND_REQUEST: &str = "2";
3440
3441 pub const RFQ_REQUEST: &str = "AH";
3442
3443 pub const SECURITY_DEFINITION: &str = "d";
3444
3445 pub const SECURITY_DEFINITION_REQUEST: &str = "c";
3446
3447 pub const SECURITY_DEFINITION_UPDATE_REPORT: &str = "BP";
3448
3449 pub const SECURITY_LIST: &str = "y";
3450
3451 pub const SECURITY_LIST_REQUEST: &str = "x";
3452
3453 pub const SECURITY_LIST_UPDATE_REPORT: &str = "BK";
3454
3455 pub const SECURITY_STATUS: &str = "f";
3456
3457 pub const SECURITY_STATUS_REQUEST: &str = "e";
3458
3459 pub const SECURITY_TYPES: &str = "w";
3460
3461 pub const SECURITY_TYPE_REQUEST: &str = "v";
3462
3463 pub const SEQUENCE_RESET: &str = "4";
3464
3465 pub const SETTLEMENTOBLIGATIONREPORT: &str = "BQ";
3466
3467 pub const SETTLEMENT_INSTRUCTIONS: &str = "T";
3468
3469 pub const SETTLEMENT_INSTRUCTION_REQUEST: &str = "AV";
3470
3471 pub const STREAMASSIGNMENTREPORT: &str = "CD";
3472
3473 pub const STREAMASSIGNMENTREPORTACK: &str = "CE";
3474
3475 pub const STREAMASSIGNMENTREQUEST: &str = "CC";
3476
3477 pub const TEST_REQUEST: &str = "1";
3478
3479 pub const TRADE_CAPTURE_REPORT: &str = "AE";
3480
3481 pub const TRADE_CAPTURE_REPORT_ACK: &str = "AR";
3482
3483 pub const TRADE_CAPTURE_REPORT_REQUEST: &str = "AD";
3484
3485 pub const TRADE_CAPTURE_REPORT_REQUEST_ACK: &str = "AQ";
3486
3487 pub const TRADINGSESSIONLISTUPDATEREPORT: &str = "BS";
3488
3489 pub const TRADING_SESSION_LIST: &str = "BJ";
3490
3491 pub const TRADING_SESSION_LIST_REQUEST: &str = "BI";
3492
3493 pub const TRADING_SESSION_STATUS: &str = "h";
3494
3495 pub const TRADING_SESSION_STATUS_REQUEST: &str = "g";
3496
3497 pub const USERNOTIFICATION: &str = "CB";
3498
3499 pub const USER_REQUEST: &str = "BE";
3500
3501 pub const USER_RESPONSE: &str = "BF";
3502
3503 pub const XML_MESSAGE: &str = "n";
3504
3505}
3506
3507
3508pub mod multi_leg_reporting_type {
3510
3511 pub const INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY: &str = "2";
3512
3513 pub const MULTI_LEG_SECURITY: &str = "3";
3514
3515 pub const SINGLE_SECURITY: &str = "1";
3516
3517}
3518
3519
3520pub mod multi_leg_rpt_type_req {
3522
3523 pub const REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY: &str = "2";
3524
3525 pub const REPORT_BY_MULITLEG_SECURITY_ONLY: &str = "0";
3526
3527 pub const REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY: &str = "1";
3528
3529}
3530
3531
3532pub mod multileg_model {
3534
3535 pub const PREDEFINED_MULTILEG_SECURITY: &str = "0";
3536
3537 pub const USER_DEFINED_MULTLEG_SECURITY: &str = "1";
3538
3539 pub const USER_DEFINED_NON_SECURITIZED_MULTILEG: &str = "2";
3540
3541}
3542
3543
3544pub mod multileg_price_method {
3546
3547 pub const CONTRACT_WEIGHTED_AVERAGE_PRICE: &str = "4";
3548
3549 pub const INDIVIDUAL: &str = "3";
3550
3551 pub const MULTIPLIED_PRICE: &str = "5";
3552
3553 pub const NET_PRICE: &str = "0";
3554
3555 pub const REVERSED_NET_PRICE: &str = "1";
3556
3557 pub const YIELD_DIFFERENCE: &str = "2";
3558
3559}
3560
3561
3562pub mod net_gross_ind {
3564
3565 pub const GROSS: &str = "2";
3566
3567 pub const NET: &str = "1";
3568
3569}
3570
3571
3572pub mod network_request_type {
3574
3575 pub const LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED: &str = "8";
3576
3577 pub const SNAPSHOT: &str = "1";
3578
3579 pub const STOP_SUBSCRIBING: &str = "4";
3580
3581 pub const SUBSCRIBE: &str = "2";
3582
3583}
3584
3585
3586pub mod network_status_response_type {
3588
3589 pub const FULL: &str = "1";
3590
3591 pub const INCREMENTAL_UPDATE: &str = "2";
3592
3593}
3594
3595
3596pub mod news_category {
3598
3599 pub const COMPANY_NEWS: &str = "0";
3600
3601 pub const FINANCIAL_MARKET_NEWS: &str = "2";
3602
3603 pub const MARKETPLACE_NEWS: &str = "1";
3604
3605 pub const OTHER_NEWS: &str = "99";
3606
3607 pub const TECHNICAL_NEWS: &str = "3";
3608
3609}
3610
3611
3612pub mod news_ref_type {
3614
3615 pub const COMPLIMENTARY: &str = "2";
3616
3617 pub const OTHER_LANGUAGE: &str = "1";
3618
3619 pub const REPLACEMENT: &str = "0";
3620
3621}
3622
3623
3624pub mod no_sides {
3626
3627 pub const BOTH_SIDES: &str = "2";
3628
3629 pub const ONE_SIDE: &str = "1";
3630
3631}
3632
3633
3634pub mod open_close {
3636
3637 pub const CLOSE: &str = "C";
3638
3639 pub const OPEN: &str = "O";
3640
3641}
3642
3643
3644pub mod open_close_settl_flag {
3646
3647 pub const DAILY_OPEN: &str = "0";
3648
3649 pub const DELIVERY_SETTLEMENT_ENTRY: &str = "2";
3650
3651 pub const ENTRY_FROM_PREVIOUS_BUSINESS_DAY: &str = "4";
3652
3653 pub const EXPECTED_ENTRY: &str = "3";
3654
3655 pub const SESSION_OPEN: &str = "1";
3656
3657 pub const THEORETICAL_PRICE_VALUE: &str = "5";
3658
3659}
3660
3661
3662pub mod open_close_settle_flag {
3664
3665 pub const DAILY_OPEN: &str = "0";
3666
3667 pub const DELIVERY_SETTLEMENT_PRICE: &str = "2";
3668
3669 pub const EXPECTED_PRICE: &str = "3";
3670
3671 pub const PRICE_FROM_PREVIOUS_BUSINESS_DAY: &str = "4";
3672
3673 pub const SESSION_OPEN: &str = "1";
3674
3675}
3676
3677
3678pub mod opt_payout_type {
3680
3681 pub const BINARY: &str = "3";
3682
3683 pub const CAPPED: &str = "2";
3684
3685 pub const VANILLA: &str = "1";
3686
3687}
3688
3689
3690pub mod ord_rej_reason {
3692
3693 pub const BROKER: &str = "0";
3694
3695 pub const DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER: &str = "7";
3696
3697 pub const DUPLICATE_ORDER: &str = "6";
3698
3699 pub const EXCHANGE_CLOSED: &str = "2";
3700
3701 pub const INCORRECT_ALLOCATED_QUANTITY: &str = "14";
3702
3703 pub const INCORRECT_QUANTITY: &str = "13";
3704
3705 pub const INVALID_INVESTOR_ID: &str = "10";
3706
3707 pub const INVALID_PRICE_INCREMENT: &str = "18";
3708
3709 pub const ORDER_EXCEEDS_LIMIT: &str = "3";
3710
3711 pub const OTHER: &str = "99";
3712
3713 pub const PRICE_EXCEEDS_CURRENT_PRICE_BAND: &str = "16";
3714
3715 pub const STALE_ORDER: &str = "8";
3716
3717 pub const SURVEILLENCE_OPTION: &str = "12";
3718
3719 pub const TOO_LATE_TO_ENTER: &str = "4";
3720
3721 pub const TRADE_ALONG_REQUIRED: &str = "9";
3722
3723 pub const UNKNOWN_ACCOUNT: &str = "15";
3724
3725 pub const UNKNOWN_ORDER: &str = "5";
3726
3727 pub const UNKNOWN_SYMBOL: &str = "1";
3728
3729 pub const UNSUPPORTED_ORDER_CHARACTERISTIC: &str = "11";
3730
3731}
3732
3733
3734pub mod ord_status {
3736
3737 pub const ACCEPTED_FOR_BIDDING: &str = "D";
3738
3739 pub const CALCULATED: &str = "B";
3740
3741 pub const CANCELED: &str = "4";
3742
3743 pub const DONE_FOR_DAY: &str = "3";
3744
3745 pub const EXPIRED: &str = "C";
3746
3747 pub const FILLED: &str = "2";
3748
3749 pub const NEW: &str = "0";
3750
3751 pub const PARTIALLY_FILLED: &str = "1";
3752
3753 pub const PENDING_CANCEL: &str = "6";
3754
3755 pub const PENDING_NEW: &str = "A";
3756
3757 pub const PENDING_REPLACE: &str = "E";
3758
3759 pub const REJECTED: &str = "8";
3760
3761 pub const REPLACED: &str = "5";
3762
3763 pub const STOPPED: &str = "7";
3764
3765 pub const SUSPENDED: &str = "9";
3766
3767}
3768
3769
3770pub mod ord_type {
3772
3773 pub const COUNTER_ORDER_SELECTION: &str = "Q";
3774
3775 pub const FOREX_LIMIT: &str = "F";
3776
3777 pub const FOREX_MARKET: &str = "C";
3778
3779 pub const FOREX_PREVIOUSLY_QUOTED: &str = "H";
3780
3781 pub const FOREX_SWAP: &str = "G";
3782
3783 pub const FUNARI: &str = "I";
3784
3785 pub const LIMIT: &str = "2";
3786
3787 pub const LIMIT_ON_CLOSE: &str = "B";
3788
3789 pub const LIMIT_OR_BETTER: &str = "7";
3790
3791 pub const LIMIT_WITH_OR_WITHOUT: &str = "8";
3792
3793 pub const MARKET: &str = "1";
3794
3795 pub const MARKET_IF_TOUCHED: &str = "J";
3796
3797 pub const MARKET_ON_CLOSE: &str = "5";
3798
3799 pub const MARKET_WITH_LEFT_OVER_AS_LIMIT: &str = "K";
3800
3801 pub const NEXT_FUND_VALUATION_POINT: &str = "M";
3802
3803 pub const ON_BASIS: &str = "9";
3804
3805 pub const ON_CLOSE: &str = "A";
3806
3807 pub const PEGGED: &str = "P";
3808
3809 pub const PREVIOUSLY_INDICATED: &str = "E";
3810
3811 pub const PREVIOUSLY_QUOTED: &str = "D";
3812
3813 pub const PREVIOUS_FUND_VALUATION_POINT: &str = "L";
3814
3815 pub const STOP: &str = "3";
3816
3817 pub const STOP_LIMIT: &str = "4";
3818
3819 pub const WITH_OR_WITHOUT: &str = "6";
3820
3821}
3822
3823
3824pub mod order_capacity {
3826
3827 pub const AGENCY: &str = "A";
3828
3829 pub const AGENT_FOR_OTHER_MEMBER: &str = "W";
3830
3831 pub const INDIVIDUAL: &str = "I";
3832
3833 pub const PRINCIPAL: &str = "P";
3834
3835 pub const PROPRIETARY: &str = "G";
3836
3837 pub const RISKLESS_PRINCIPAL: &str = "R";
3838
3839}
3840
3841
3842pub mod order_category {
3844
3845 pub const CROSS_ORDER: &str = "8";
3846
3847 pub const IMPLIED_ORDER: &str = "7";
3848
3849 pub const LINKED_ORDER: &str = "5";
3850
3851 pub const MULTILEG_ORDER: &str = "4";
3852
3853 pub const ORDER: &str = "1";
3854
3855 pub const PRIVATELY_NEGOTIATED_TRADE: &str = "3";
3856
3857 pub const QUOTE: &str = "2";
3858
3859 pub const QUOTE_REQUEST: &str = "6";
3860
3861 pub const STREAMING_PRICE: &str = "9";
3862
3863}
3864
3865
3866pub mod order_delay_unit {
3868
3869 pub const DAYS: &str = "12";
3870
3871 pub const HOURS: &str = "11";
3872
3873 pub const HUNDREDTHS_OF_A_SECOND: &str = "2";
3874
3875 pub const MICROSECONDS: &str = "4";
3876
3877 pub const MILLISECONDS: &str = "3";
3878
3879 pub const MINUTES: &str = "10";
3880
3881 pub const MONTHS: &str = "14";
3882
3883 pub const NANOSECONDS: &str = "5";
3884
3885 pub const SECONDS: &str = "0";
3886
3887 pub const TENTHS_OF_A_SECOND: &str = "1";
3888
3889 pub const WEEKS: &str = "13";
3890
3891 pub const YEARS: &str = "15";
3892
3893}
3894
3895
3896pub mod order_handling_inst_source {
3898
3899 pub const NASD_OATS: &str = "1";
3900
3901}
3902
3903
3904pub mod order_restrictions {
3906
3907 pub const ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY: &str = "5";
3908
3909 pub const ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY: &str = "6";
3910
3911 pub const ALGORITHMIC: &str = "E";
3912
3913 pub const COMPETING_MARKET_MAKER: &str = "4";
3914
3915 pub const CROSS: &str = "F";
3916
3917 pub const EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE: &str = "9";
3918
3919 pub const EXTERNAL_MARKET_PARTICIPANT: &str = "8";
3920
3921 pub const FOREIGN_ENTITY: &str = "7";
3922
3923 pub const INDEX_ARBITRAGE: &str = "2";
3924
3925 pub const ISSUER_HOLDING: &str = "B";
3926
3927 pub const ISSUE_PRICE_STABILIZATION: &str = "C";
3928
3929 pub const NON_ALGORITHMIC: &str = "D";
3930
3931 pub const NON_INDEX_ARBITRAGE: &str = "3";
3932
3933 pub const PROGRAM_TRADE: &str = "1";
3934
3935 pub const RISKLESS_ARBITRAGE: &str = "A";
3936
3937}
3938
3939
3940pub mod orig_cust_order_capacity {
3942
3943 pub const ALL_OTHER: &str = "4";
3944
3945 pub const CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT: &str = "2";
3946
3947 pub const MEMBER_TRADING_FOR_ANOTHER_MEMBER: &str = "3";
3948
3949 pub const MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT: &str = "1";
3950
3951}
3952
3953
3954pub mod owner_type {
3956
3957 pub const COMPANY_TRUSTEE: &str = "5";
3958
3959 pub const CORPORATE_BODY: &str = "12";
3960
3961 pub const CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT: &str = "7";
3962
3963 pub const FIDUCIARIES: &str = "9";
3964
3965 pub const INDIVIDUAL_INVESTOR: &str = "1";
3966
3967 pub const INDIVIDUAL_TRUSTEE: &str = "4";
3968
3969 pub const NETWORKING_SUB_ACCOUNT: &str = "10";
3970
3971 pub const NOMINEE: &str = "13";
3972
3973 pub const NON_PROFIT_ORGANIZATION: &str = "11";
3974
3975 pub const PENSION_PLAN: &str = "6";
3976
3977 pub const PRIVATE_COMPANY: &str = "3";
3978
3979 pub const PUBLIC_COMPANY: &str = "2";
3980
3981 pub const TRUSTS: &str = "8";
3982
3983}
3984
3985
3986pub mod ownership_type {
3988
3989 pub const JOINT_INVESTORS: &str = "J";
3990
3991 pub const JOINT_TRUSTEES: &str = "2";
3992
3993 pub const TENANTS_IN_COMMON: &str = "T";
3994
3995}
3996
3997
3998pub mod party_details_request_result {
4000
4001 pub const INVALID_OR_UNSUPPORTED_REQUEST: &str = "1";
4002
4003 pub const NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA: &str = "4";
4004
4005 pub const NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA: &str = "2";
4006
4007 pub const OTHER: &str = "99";
4008
4009 pub const PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE: &str = "5";
4010
4011 pub const REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED: &str = "6";
4012
4013 pub const UNSUPPORTED_PARTYLISTRESPONSETYPE: &str = "3";
4014
4015 pub const VALID_REQUEST: &str = "0";
4016
4017}
4018
4019
4020pub mod party_id_source {
4022
4023 pub const AUSTRALIAN_BUSINESS_NUMBER: &str = "9";
4024
4025 pub const AUSTRALIAN_TAX_FILE_NUMBER: &str = "A";
4026
4027 pub const BIC: &str = "B";
4028
4029 pub const CHINESE_INVESTOR_ID: &str = "5";
4030
4031 pub const CSD_PARTICIPANT_MEMBER_CODE: &str = "H";
4032
4033 pub const DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT: &str = "I";
4034
4035 pub const GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: &str = "C";
4036
4037 pub const ISO_COUNTRY_CODE: &str = "E";
4038
4039 pub const KOREAN_INVESTOR_ID: &str = "1";
4040
4041 pub const MALAYSIAN_CENTRAL_DEPOSITORY: &str = "4";
4042
4043 pub const MIC: &str = "G";
4044
4045 pub const PROPRIETARY: &str = "D";
4046
4047 pub const SETTLEMENT_ENTITY_LOCATION: &str = "F";
4048
4049 pub const TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID: &str = "2";
4050
4051 pub const TAIWANESE_TRADING_ACCT: &str = "3";
4052
4053 pub const UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER: &str = "6";
4054
4055 pub const US_EMPLOYER_OR_TAX_ID_NUMBER: &str = "8";
4056
4057 pub const US_SOCIAL_SECURITY_NUMBER: &str = "7";
4058
4059}
4060
4061
4062pub mod party_list_response_type {
4064
4065 pub const INCLUDE_INFORMATION_ON_RELATED_PARTIES: &str = "2";
4066
4067 pub const INCLUDE_RISK_LIMIT_INFORMATION: &str = "3";
4068
4069 pub const RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES: &str = "0";
4070
4071 pub const RETURN_ONLY_PARTY_INFORMATION: &str = "1";
4072
4073}
4074
4075
4076pub mod party_relationship {
4078
4079 pub const APPROVED_BY: &str = "26";
4080
4081 pub const APPROVES_OF: &str = "25";
4082
4083 pub const BENEFICIAL_OWNER_OF: &str = "35";
4084
4085 pub const BROKERS_TRADES_FOR: &str = "21";
4086
4087 pub const BROKERS_TRADES_THROUGH: &str = "22";
4088
4089 pub const CARRIES_POSITIONS_FOR: &str = "13";
4090
4091 pub const CLEARS_FOR: &str = "1";
4092
4093 pub const CLEARS_THROUGH: &str = "2";
4094
4095 pub const CONTROLS: &str = "31";
4096
4097 pub const ENTERS_TRADES_FOR: &str = "15";
4098
4099 pub const ENTERS_TRADES_THROUGH: &str = "16";
4100
4101 pub const HAS_MEMBERS: &str = "10";
4102
4103 pub const INVESTS_FOR: &str = "19";
4104
4105 pub const INVESTS_THROUGH: &str = "20";
4106
4107 pub const IS_ALSO: &str = "0";
4108
4109 pub const IS_CONTROLLED_BY: &str = "32";
4110
4111 pub const IS_GUARANTEED_BY: &str = "8";
4112
4113 pub const LEGAL: &str = "33";
4114
4115 pub const MEMBER_OF: &str = "9";
4116
4117 pub const OWNED_BY_30: &str = "30";
4118
4119 pub const OWNED_BY_34: &str = "34";
4120
4121 pub const OWNED_BY_36: &str = "36";
4122
4123 pub const PARENT_FIRM_FOR: &str = "27";
4124
4125 pub const PARTICIPANT_OF_MARKETPLACE: &str = "12";
4126
4127 pub const POSTS_TRADES_TO: &str = "14";
4128
4129 pub const PROVIDES_GUARANTEE_FOR: &str = "7";
4130
4131 pub const PROVIDES_MARKETPLACE_FOR: &str = "11";
4132
4133 pub const PROVIDES_QUOTES_TO: &str = "17";
4134
4135 pub const PROVIDES_TRADING_SERVICES_FOR: &str = "23";
4136
4137 pub const REGULATORY_OWNER_OF: &str = "29";
4138
4139 pub const REQUESTS_QUOTES_FROM: &str = "18";
4140
4141 pub const SPONSORED_THROUGH: &str = "6";
4142
4143 pub const SPONSORS: &str = "5";
4144
4145 pub const SUBSIDIARY_OF: &str = "28";
4146
4147 pub const TRADES_FOR: &str = "3";
4148
4149 pub const TRADES_THROUGH: &str = "4";
4150
4151 pub const USES_TRADING_SERVICES_OF: &str = "24";
4152
4153}
4154
4155
4156pub mod party_role {
4158
4159 pub const ACCEPTABLE_COUNTERPARTY: &str = "56";
4160
4161 pub const ACCEPTABLE_SETTLING_COUNTERPARTY: &str = "84";
4162
4163 pub const AGENT: &str = "30";
4164
4165 pub const ALLOCATION_ENTITY: &str = "78";
4166
4167 pub const ASSET_MANAGER: &str = "49";
4168
4169 pub const BENEFICIARY: &str = "32";
4170
4171 pub const BROKERCLEARINGID: &str = "81";
4172
4173 pub const BROKER_OF_CREDIT: &str = "2";
4174
4175 pub const BUYER_SELLER: &str = "27";
4176
4177 pub const CENTRAL_REGISTRATION_DEPOSITORY: &str = "82";
4178
4179 pub const CLAIMING_ACCOUNT: &str = "48";
4180
4181 pub const CLEARING_ACCOUNT: &str = "83";
4182
4183 pub const CLEARING_FIRM: &str = "4";
4184
4185 pub const CLEARING_ORGANIZATION: &str = "21";
4186
4187 pub const CLIENT_ID: &str = "3";
4188
4189 pub const COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY: &str = "70";
4190
4191 pub const COMPETENT_AUTHORITY_OF_THE_TRANSACTION: &str = "71";
4192
4193 pub const CONTRA_CLEARING_FIRM: &str = "18";
4194
4195 pub const CONTRA_EXCHANGE: &str = "42";
4196
4197 pub const CONTRA_FIRM: &str = "17";
4198
4199 pub const CONTRA_INVESTOR_ID: &str = "39";
4200
4201 pub const CONTRA_POSITION_ACCOUNT: &str = "41";
4202
4203 pub const CONTRA_TRADER: &str = "37";
4204
4205 pub const CORRESPONDANT_CLEARING_FIRM: &str = "15";
4206
4207 pub const CORRESPONDENT_BROKER: &str = "26";
4208
4209 pub const CORRESPONDENT_CLEARING_ORGANIZATION: &str = "25";
4210
4211 pub const CUSTODIAN: &str = "28";
4212
4213 pub const CUSTOMER_ACCOUNT: &str = "24";
4214
4215 pub const DESK_ID: &str = "76";
4216
4217 pub const ENTERING_FIRM: &str = "7";
4218
4219 pub const ENTERING_TRADER: &str = "36";
4220
4221 pub const ENTERING_UNIT: &str = "58";
4222
4223 pub const EXCHANGE: &str = "22";
4224
4225 pub const EXECUTING_FIRM: &str = "1";
4226
4227 pub const EXECUTING_SYSTEM: &str = "16";
4228
4229 pub const EXECUTING_TRADER: &str = "12";
4230
4231 pub const EXECUTING_UNIT: &str = "59";
4232
4233 pub const EXECUTION_VENUE: &str = "73";
4234
4235 pub const FOREIGN_FIRM: &str = "46";
4236
4237 pub const FUND_MANAGER_CLIENT_ID: &str = "9";
4238
4239 pub const GIVEUP_CLEARING_FIRM: &str = "14";
4240
4241 pub const HOME_COMPETENT_AUTHORITY: &str = "69";
4242
4243 pub const HOST_COMPETENT_AUTHORITY: &str = "68";
4244
4245 pub const INTERESTED_PARTY: &str = "33";
4246
4247 pub const INTERMEDIARY: &str = "29";
4248
4249 pub const INTERNAL_CARRY_ACCOUNT: &str = "43";
4250
4251 pub const INTRODUCING_BROKER: &str = "60";
4252
4253 pub const INTRODUCING_FIRM: &str = "6";
4254
4255 pub const INVESTMENT_FIRM: &str = "67";
4256
4257 pub const INVESTOR_ID: &str = "5";
4258
4259 pub const LARGE_TRADER_REPORTABLE_ACCOUNT: &str = "52";
4260
4261 pub const LIQUIDITY_PROVIDER: &str = "35";
4262
4263 pub const LOCATE: &str = "8";
4264
4265 pub const LOCATION_ID: &str = "75";
4266
4267 pub const MARKET_DATA_ENTRY_ORIGINATOR: &str = "74";
4268
4269 pub const MARKET_DATA_MARKET: &str = "77";
4270
4271 pub const MARKET_MAKER: &str = "66";
4272
4273 pub const MULTILATERAL_TRADING_FACILITY: &str = "64";
4274
4275 pub const ORDER_ENTRY_OPERATOR_ID: &str = "44";
4276
4277 pub const ORDER_ORIGINATION_FIRM: &str = "13";
4278
4279 pub const ORDER_ORIGINATION_TRADER: &str = "11";
4280
4281 pub const PLEDGEE_ACCOUNT: &str = "51";
4282
4283 pub const PLEDGOR_ACCOUNT: &str = "50";
4284
4285 pub const POSITION_ACCOUNT: &str = "38";
4286
4287 pub const PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES: &str = "79";
4288
4289 pub const QUOTE_ORIGINATOR: &str = "61";
4290
4291 pub const REGULATED_MARKET: &str = "65";
4292
4293 pub const REGULATORY_BODY: &str = "34";
4294
4295 pub const REPORTING_INTERMEDIARY: &str = "72";
4296
4297 pub const REPORT_ORIGINATOR: &str = "62";
4298
4299 pub const SECONDARY_ACCOUNT_NUMBER: &str = "45";
4300
4301 pub const SENDER_LOCATION: &str = "54";
4302
4303 pub const SESSION_ID: &str = "55";
4304
4305 pub const SETTLEMENT_LOCATION: &str = "10";
4306
4307 pub const SPONSORING_FIRM: &str = "19";
4308
4309 pub const STEP_OUT_FIRM: &str = "80";
4310
4311 pub const SUB_CUSTODIAN: &str = "31";
4312
4313 pub const SYSTEMATIC_INTERNALISER: &str = "63";
4314
4315 pub const THIRD_PARTY_ALLOCATION_FIRM: &str = "47";
4316
4317 pub const TRADER_MNEMONIC: &str = "53";
4318
4319 pub const TRANSFER_TO_FIRM: &str = "40";
4320
4321 pub const UNACCEPTABLE_COUNTERPARTY: &str = "57";
4322
4323 pub const UNACCEPTABLE_SETTLING_COUNTERPARTY: &str = "85";
4324
4325 pub const UNDERLYING_CONTRA_FIRM: &str = "20";
4326
4327}
4328
4329
4330pub mod party_sub_id_type {
4332
4333 pub const APPLICATION: &str = "4";
4334
4335 pub const BIC: &str = "16";
4336
4337 pub const CASH_ACCOUNT_NAME: &str = "23";
4338
4339 pub const CASH_ACCOUNT_NUMBER: &str = "15";
4340
4341 pub const CONTACT_NAME: &str = "9";
4342
4343 pub const CSD_PARTICIPANT_MEMBER_CODE: &str = "17";
4344
4345 pub const CURRENCY_DELIVERY_IDENTIFIER: &str = "33";
4346
4347 pub const DEPARTMENT: &str = "24";
4348
4349 pub const ELIGIBLE_COUNTERPARTY: &str = "29";
4350
4351 pub const EMAIL_ADDRESS: &str = "8";
4352
4353 pub const EXECUTION_VENUE: &str = "32";
4354
4355 pub const FAX_NUMBER: &str = "21";
4356
4357 pub const FIRM: &str = "1";
4358
4359 pub const FULL_LEGAL_NAME_OF_FIRM: &str = "5";
4360
4361 pub const FUND_ACCOUNT_NAME: &str = "19";
4362
4363 pub const LOCATION: &str = "31";
4364
4365 pub const LOCATION_DESK: &str = "25";
4366
4367 pub const MARKET_MAKER: &str = "28";
4368
4369 pub const PERSON: &str = "2";
4370
4371 pub const PHONE_NUMBER: &str = "7";
4372
4373 pub const POSITION_ACCOUNT_TYPE: &str = "26";
4374
4375 pub const POSTAL_ADDRESS: &str = "6";
4376
4377 pub const PROFESSIONAL_CLIENT: &str = "30";
4378
4379 pub const REGISTERED_ADDRESS_12: &str = "12";
4380
4381 pub const REGISTERED_ADDRESS_18: &str = "18";
4382
4383 pub const REGISTRATION_NAME: &str = "14";
4384
4385 pub const REGISTRATION_NUMBER: &str = "11";
4386
4387 pub const REGULATORY_STATUS: &str = "13";
4388
4389 pub const RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES: &str = "4000";
4390
4391 pub const SECURITIES_ACCOUNT_NAME: &str = "22";
4392
4393 pub const SECURITIES_ACCOUNT_NUMBER: &str = "10";
4394
4395 pub const SECURITY_LOCATE_ID: &str = "27";
4396
4397 pub const SYSTEM: &str = "3";
4398
4399 pub const TELEX_NUMBER: &str = "20";
4400
4401}
4402
4403
4404pub mod payment_method {
4406
4407 pub const ACH_CREDIT: &str = "13";
4408
4409 pub const ACH_DEBIT: &str = "12";
4410
4411 pub const BPAY: &str = "14";
4412
4413 pub const CHEQUE: &str = "5";
4414
4415 pub const CLEARSTREAM: &str = "4";
4416
4417 pub const CREDIT_CARD: &str = "11";
4418
4419 pub const CREST: &str = "1";
4420
4421 pub const DEBIT_CARD: &str = "8";
4422
4423 pub const DIRECT_CREDIT: &str = "10";
4424
4425 pub const DIRECT_DEBIT: &str = "9";
4426
4427 pub const EUROCLEAR: &str = "3";
4428
4429 pub const FED_WIRE: &str = "7";
4430
4431 pub const HIGH_VALUE_CLEARING_SYSTEM: &str = "15";
4432
4433 pub const NSCC: &str = "2";
4434
4435 pub const TELEGRAPHIC_TRANSFER: &str = "6";
4436
4437}
4438
4439
4440pub mod peg_limit_type {
4442
4443 pub const OR_BETTER: &str = "0";
4444
4445 pub const OR_WORSE: &str = "2";
4446
4447 pub const STRICT: &str = "1";
4448
4449}
4450
4451
4452pub mod peg_move_type {
4454
4455 pub const FIXED: &str = "1";
4456
4457 pub const FLOATING: &str = "0";
4458
4459}
4460
4461
4462pub mod peg_offset_type {
4464
4465 pub const BASIS_POINTS: &str = "1";
4466
4467 pub const PRICE: &str = "0";
4468
4469 pub const PRICE_TIER: &str = "3";
4470
4471 pub const TICKS: &str = "2";
4472
4473}
4474
4475
4476pub mod peg_price_type {
4478
4479 pub const FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER: &str = "6";
4480
4481 pub const LAST_PEG: &str = "1";
4482
4483 pub const MARKET_PEG: &str = "4";
4484
4485 pub const MID_PRICE_PEG: &str = "2";
4486
4487 pub const OPENING_PEG: &str = "3";
4488
4489 pub const PEG_TO_LIMIT_PRICE: &str = "9";
4490
4491 pub const PEG_TO_VWAP: &str = "7";
4492
4493 pub const PRIMARY_PEG: &str = "5";
4494
4495 pub const TRAILING_STOP_PEG: &str = "8";
4496
4497}
4498
4499
4500pub mod peg_round_direction {
4502
4503 pub const MORE_AGGRESSIVE: &str = "1";
4504
4505 pub const MORE_PASSIVE: &str = "2";
4506
4507}
4508
4509
4510pub mod peg_scope {
4512
4513 pub const GLOBAL: &str = "3";
4514
4515 pub const LOCAL: &str = "1";
4516
4517 pub const NATIONAL: &str = "2";
4518
4519 pub const NATIONAL_EXCLUDING_LOCAL: &str = "4";
4520
4521}
4522
4523
4524pub mod pos_amt_type {
4526
4527 pub const ACCRUED_COUPON_AMOUNT: &str = "ACPN";
4528
4529 pub const CASH_AMOUNT: &str = "CASH";
4530
4531 pub const CASH_RESIDUAL_AMOUNT: &str = "CRES";
4532
4533 pub const COLLATERALIZED_MARK_TO_MARKET: &str = "CMTM";
4534
4535 pub const COMPENSATION_AMOUNT: &str = "DLV";
4536
4537 pub const COUPON_AMOUNT: &str = "CPN";
4538
4539 pub const FINAL_MARK_TO_MARKET_AMOUNT: &str = "FMTM";
4540
4541 pub const INCREMENTAL_ACCRUED_COUPON: &str = "IACPN";
4542
4543 pub const INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET: &str = "ICMTM";
4544
4545 pub const INCREMENTAL_MARK_TO_MARKET_AMOUNT: &str = "IMTM";
4546
4547 pub const INITIAL_TRADE_COUPON_AMOUNT: &str = "ICPN";
4548
4549 pub const PREMIUM_AMOUNT: &str = "PREM";
4550
4551 pub const SETTLEMENT_VALUE: &str = "SETL";
4552
4553 pub const START_OF_DAY_MARK_TO_MARKET_AMOUNT: &str = "SMTM";
4554
4555 pub const TOTAL_BANKED_AMOUNT: &str = "BANK";
4556
4557 pub const TOTAL_COLLATERALIZED_AMOUNT: &str = "COLAT";
4558
4559 pub const TRADE_VARIATION_AMOUNT: &str = "TVAR";
4560
4561 pub const VALUE_ADJUSTED_AMOUNT: &str = "VADJ";
4562
4563}
4564
4565
4566pub mod pos_maint_action {
4568
4569 pub const CANCEL: &str = "3";
4570
4571 pub const NEW: &str = "1";
4572
4573 pub const REPLACE: &str = "2";
4574
4575 pub const REVERSE: &str = "4";
4576
4577}
4578
4579
4580pub mod pos_maint_result {
4582
4583 pub const OTHER: &str = "99";
4584
4585 pub const REJECTED: &str = "1";
4586
4587 pub const SUCCESSFUL_COMPLETION: &str = "0";
4588
4589}
4590
4591
4592pub mod pos_maint_status {
4594
4595 pub const ACCEPTED: &str = "0";
4596
4597 pub const ACCEPTED_WITH_WARNINGS: &str = "1";
4598
4599 pub const COMPLETED: &str = "3";
4600
4601 pub const COMPLETED_WITH_WARNINGS: &str = "4";
4602
4603 pub const REJECTED: &str = "2";
4604
4605}
4606
4607
4608pub mod pos_qty_status {
4610
4611 pub const ACCEPTED: &str = "1";
4612
4613 pub const REJECTED: &str = "2";
4614
4615 pub const SUBMITTED: &str = "0";
4616
4617}
4618
4619
4620pub mod pos_req_result {
4622
4623 pub const INVALID_OR_UNSUPPORTED_REQUEST: &str = "1";
4624
4625 pub const NOT_AUTHORIZED_TO_REQUEST_POSITIONS: &str = "3";
4626
4627 pub const NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA: &str = "2";
4628
4629 pub const OTHER: &str = "99";
4630
4631 pub const REQUEST_FOR_POSITION_NOT_SUPPORTED: &str = "4";
4632
4633 pub const VALID_REQUEST: &str = "0";
4634
4635}
4636
4637
4638pub mod pos_req_status {
4640
4641 pub const COMPLETED: &str = "0";
4642
4643 pub const COMPLETED_WITH_WARNINGS: &str = "1";
4644
4645 pub const REJECTED: &str = "2";
4646
4647}
4648
4649
4650pub mod pos_req_type {
4652
4653 pub const ASSIGNMENTS: &str = "3";
4654
4655 pub const BACKOUT_MESSAGE: &str = "5";
4656
4657 pub const DELTA_POSITIONS: &str = "6";
4658
4659 pub const EXERCISES: &str = "2";
4660
4661 pub const POSITIONS: &str = "0";
4662
4663 pub const SETTLEMENT_ACTIVITY: &str = "4";
4664
4665 pub const TRADES: &str = "1";
4666
4667}
4668
4669
4670pub mod pos_trans_type {
4672
4673 pub const DO_NOT_EXERCISE: &str = "2";
4674
4675 pub const EXERCISE: &str = "1";
4676
4677 pub const LARGE_TRADER_SUBMISSION: &str = "6";
4678
4679 pub const PLEDGE: &str = "5";
4680
4681 pub const POSITION_ADJUSTMENT: &str = "3";
4682
4683 pub const POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION: &str = "4";
4684
4685}
4686
4687
4688pub mod pos_type {
4690
4691 pub const ADJUSTMENT_QTY: &str = "PA";
4692
4693 pub const ALLOCATION_TRADE_QTY: &str = "ALC";
4694
4695 pub const AS_OF_TRADE_QTY: &str = "ASF";
4696
4697 pub const CORPORATE_ACTION_ADJUSTMENT: &str = "CAA";
4698
4699 pub const CREDIT_EVENT_ADJUSTMENT: &str = "CEA";
4700
4701 pub const CROSS_MARGIN_QTY: &str = "XM";
4702
4703 pub const DELIVERY_NOTICE_QTY: &str = "DN";
4704
4705 pub const DELIVERY_QTY: &str = "DLV";
4706
4707 pub const ELECTRONIC_TRADE_QTY: &str = "ETR";
4708
4709 pub const END_OF_DAY_QTY: &str = "FIN";
4710
4711 pub const EXCHANGE_FOR_PHYSICAL_QTY: &str = "EP";
4712
4713 pub const INTEGRAL_SPLIT: &str = "SPL";
4714
4715 pub const INTER_SPREAD_QTY: &str = "IES";
4716
4717 pub const INTRA_SPREAD_QTY: &str = "IAS";
4718
4719 pub const NET_DELTA_QTY: &str = "DLT";
4720
4721 pub const OPTION_ASSIGNMENT: &str = "AS";
4722
4723 pub const OPTION_EXERCISE_QTY: &str = "EX";
4724
4725 pub const PIT_TRADE_QTY: &str = "PIT";
4726
4727 pub const PRIVATELY_NEGOTIATED_TRADE_QTY: &str = "PNTN";
4728
4729 pub const RECEIVE_QUANTITY: &str = "RCV";
4730
4731 pub const START_OF_DAY_QTY: &str = "SOD";
4732
4733 pub const SUCCESSION_EVENT_ADJUSTMENT: &str = "SEA";
4734
4735 pub const TOTAL_TRANSACTION_QTY: &str = "TOT";
4736
4737 pub const TRANSACTION_FROM_ASSIGNMENT: &str = "TA";
4738
4739 pub const TRANSACTION_FROM_EXERCISE: &str = "TX";
4740
4741 pub const TRANSACTION_QUANTITY: &str = "TQ";
4742
4743 pub const TRANSFER_TRADE_QTY: &str = "TRF";
4744
4745}
4746
4747
4748pub mod position_effect {
4750
4751 pub const CLOSE: &str = "C";
4752
4753 pub const CLOSE_BUT_NOTIFY_ON_OPEN: &str = "N";
4754
4755 pub const DEFAULT: &str = "D";
4756
4757 pub const FIFO: &str = "F";
4758
4759 pub const OPEN: &str = "O";
4760
4761 pub const ROLLED: &str = "R";
4762
4763}
4764
4765
4766pub mod prealloc_method {
4768
4769 pub const DO_NOT_PRO_RATA: &str = "1";
4770
4771 pub const PRO_RATA: &str = "0";
4772
4773}
4774
4775
4776pub mod price_limit_type {
4778
4779 pub const PERCENTAGE: &str = "2";
4780
4781 pub const PRICE: &str = "0";
4782
4783 pub const TICKS: &str = "1";
4784
4785}
4786
4787
4788pub mod price_protection_scope {
4790
4791 pub const GLOBAL: &str = "3";
4792
4793 pub const LOCAL: &str = "1";
4794
4795 pub const NATIONAL: &str = "2";
4796
4797 pub const NONE: &str = "0";
4798
4799}
4800
4801
4802pub mod price_quote_method {
4804
4805 pub const INDEX: &str = "INX";
4806
4807 pub const INTEREST_RATE_INDEX: &str = "INT";
4808
4809 pub const PERCENT_OF_PAR: &str = "PCTPAR";
4810
4811 pub const STANDARD: &str = "STD";
4812
4813}
4814
4815
4816pub mod price_type {
4818
4819 pub const DISCOUNT: &str = "4";
4820
4821 pub const FIXED_AMOUNT: &str = "3";
4822
4823 pub const FIXED_CABINET_TRADE_PRICE: &str = "10";
4824
4825 pub const PERCENTAGE: &str = "1";
4826
4827 pub const PER_UNIT: &str = "2";
4828
4829 pub const PREMIUM: &str = "5";
4830
4831 pub const PRODUCT_TICKS_IN_EIGHTS: &str = "15";
4832
4833 pub const PRODUCT_TICKS_IN_FOURTHS: &str = "14";
4834
4835 pub const PRODUCT_TICKS_IN_HALFS: &str = "13";
4836
4837 pub const PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS: &str = "19";
4838
4839 pub const PRODUCT_TICKS_IN_SIXTEENTHS: &str = "16";
4840
4841 pub const PRODUCT_TICKS_IN_SIXTY_FORTHS: &str = "18";
4842
4843 pub const PRODUCT_TICKS_IN_THIRTY_SECONDS: &str = "17";
4844
4845 pub const SPREAD: &str = "6";
4846
4847 pub const TED_PRICE: &str = "7";
4848
4849 pub const TED_YIELD: &str = "8";
4850
4851 pub const VARIABLE_CABINET_TRADE_PRICE: &str = "11";
4852
4853 pub const YIELD: &str = "9";
4854
4855}
4856
4857
4858pub mod priority_indicator {
4860
4861 pub const LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE: &str = "1";
4862
4863 pub const PRIORITY_UNCHANGED: &str = "0";
4864
4865}
4866
4867
4868pub mod process_code {
4870
4871 pub const PLAN_SPONSOR: &str = "6";
4872
4873 pub const REGULAR: &str = "0";
4874
4875 pub const SOFT_DOLLAR: &str = "1";
4876
4877 pub const SOFT_DOLLAR_STEP_IN: &str = "4";
4878
4879 pub const SOFT_DOLLAR_STEP_OUT: &str = "5";
4880
4881 pub const STEP_IN: &str = "2";
4882
4883 pub const STEP_OUT: &str = "3";
4884
4885}
4886
4887
4888pub mod product {
4890
4891 pub const AGENCY: &str = "1";
4892
4893 pub const COMMODITY: &str = "2";
4894
4895 pub const CORPORATE: &str = "3";
4896
4897 pub const CURRENCY: &str = "4";
4898
4899 pub const EQUITY: &str = "5";
4900
4901 pub const FINANCING: &str = "13";
4902
4903 pub const GOVERNMENT: &str = "6";
4904
4905 pub const INDEX: &str = "7";
4906
4907 pub const LOAN: &str = "8";
4908
4909 pub const MONEYMARKET: &str = "9";
4910
4911 pub const MORTGAGE: &str = "10";
4912
4913 pub const MUNICIPAL: &str = "11";
4914
4915 pub const OTHER: &str = "12";
4916
4917}
4918
4919
4920pub mod prog_rpt_reqs {
4922
4923 pub const BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST: &str = "1";
4924
4925 pub const REAL_TIME_EXECUTION_REPORTS: &str = "3";
4926
4927 pub const SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD: &str = "2";
4928
4929}
4930
4931
4932pub mod put_or_call {
4934
4935 pub const CALL: &str = "1";
4936
4937 pub const PUT: &str = "0";
4938
4939}
4940
4941
4942pub mod qty_type {
4944
4945 pub const CONTRACTS: &str = "1";
4946
4947 pub const UNITS: &str = "0";
4948
4949 pub const UNITS_OF_MEASURE_PER_TIME_UNIT: &str = "2";
4950
4951}
4952
4953
4954pub mod quantity_type {
4956
4957 pub const BONDS: &str = "2";
4958
4959 pub const CONTRACTS: &str = "6";
4960
4961 pub const CURRENCY: &str = "5";
4962
4963 pub const CURRENTFACE: &str = "3";
4964
4965 pub const ORIGINALFACE: &str = "4";
4966
4967 pub const OTHER: &str = "7";
4968
4969 pub const PAR: &str = "8";
4970
4971 pub const SHARES: &str = "1";
4972
4973}
4974
4975
4976pub mod quote_ack_status {
4978
4979 pub const ACCEPTED: &str = "0";
4980
4981 pub const CANCELED_ALL: &str = "4";
4982
4983 pub const CANCELED_FOR_SECURITY_TYPE: &str = "2";
4984
4985 pub const CANCELED_FOR_SYMBOL: &str = "1";
4986
4987 pub const CANCELED_FOR_UNDERLYING: &str = "3";
4988
4989 pub const REJECTED: &str = "5";
4990
4991}
4992
4993
4994pub mod quote_cancel_type {
4996
4997 pub const CANCEL_ALL_QUOTES: &str = "4";
4998
4999 pub const CANCEL_BY_QUOTETYPE: &str = "6";
5000
5001 pub const CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY: &str = "8";
5002
5003 pub const CANCEL_FOR_ONE_OR_MORE_SECURITIES: &str = "1";
5004
5005 pub const CANCEL_FOR_SECURITY_ISSUER: &str = "7";
5006
5007 pub const CANCEL_FOR_SECURITY_TYPE: &str = "2";
5008
5009 pub const CANCEL_FOR_UNDERLYING_SECURITY: &str = "3";
5010
5011 pub const CANCEL_QUOTE_SPECIFIED_IN_QUOTEID: &str = "5";
5012
5013}
5014
5015
5016pub mod quote_condition {
5018
5019 pub const ADDITIONAL_INFO: &str = "U";
5020
5021 pub const ADDITIONAL_INFO_DUE_TO_RELATED: &str = "V";
5022
5023 pub const AUTOMATIC_EXECUTION: &str = "d";
5024
5025 pub const AUTOMATIC_EXECUTION_ETH: &str = "e";
5026
5027 pub const BETTER_PRICES_IN_CONDITIONAL_ORDERS: &str = "4";
5028
5029 pub const BID_OFFER_SPECIALIST: &str = "r";
5030
5031 pub const BID_SPECIALIST: &str = "p";
5032
5033 pub const CLOSED_INACTIVE: &str = "B";
5034
5035 pub const CLOSING: &str = "O";
5036
5037 pub const CONSOLIDATED_BEST: &str = "D";
5038
5039 pub const CROSSED: &str = "F";
5040
5041 pub const DEPTH: &str = "G";
5042
5043 pub const DEPTH_ON_BID: &str = "N";
5044
5045 pub const DEPTH_ON_OFFER: &str = "M";
5046
5047 pub const DUE_TO_NEWS_DISSEMINATION: &str = "l";
5048
5049 pub const DUE_TO_NEWS_PENDING: &str = "m";
5050
5051 pub const DUE_TO_RELATED: &str = "S";
5052
5053 pub const END_OF_DAY_SAM: &str = "s";
5054
5055 pub const EQUIPMENT_CHANGEOVER: &str = "a";
5056
5057 pub const EXCHANGE_BEST: &str = "C";
5058
5059 pub const FAST_MARKET_ETH: &str = "f ";
5060
5061 pub const FAST_TRADING: &str = "H";
5062
5063 pub const FLAT_CURVE: &str = "7";
5064
5065 pub const FORBIDDEN_SAM: &str = "t";
5066
5067 pub const FROZEN_SAM: &str = "u";
5068
5069 pub const FULL_CURVE: &str = "6";
5070
5071 pub const HALT: &str = "j";
5072
5073 pub const HALT_ETH: &str = "k";
5074
5075 pub const IMPLIED_PRICE: &str = "K";
5076
5077 pub const INACTIVE_ETH: &str = "g";
5078
5079 pub const LOCKED: &str = "E";
5080
5081 pub const MANUAL_SLOW_QUOTE: &str = "L";
5082
5083 pub const MEDIAN_PRICE: &str = "5";
5084
5085 pub const NEWS_DISSEMINATION: &str = "P";
5086
5087 pub const NEWS_PENDING: &str = "T";
5088
5089 pub const NON_FIRM: &str = "I";
5090
5091 pub const NO_ACTIVE_SAM: &str = "1";
5092
5093 pub const NO_OPEN: &str = "b";
5094
5095 pub const OFFER_SPECIALIST: &str = "q";
5096
5097 pub const OPENING_SAM: &str = "w";
5098
5099 pub const OPEN_ACTIVE: &str = "A";
5100
5101 pub const OPEN_SAM: &str = "x";
5102
5103 pub const ORDER_IMBALANCE: &str = "Z";
5104
5105 pub const ORDER_INFLUX: &str = "R";
5106
5107 pub const OUTRIGHT_PRICE: &str = "J";
5108
5109 pub const OUT_OF_SEQUENCE: &str = "o";
5110
5111 pub const PREOPENING_SAM: &str = "v";
5112
5113 pub const REGULAR_ETH: &str = "c";
5114
5115 pub const RESERVED_SAM: &str = "0";
5116
5117 pub const RESTRICTED: &str = "2";
5118
5119 pub const REST_OF_BOOK_VWAP: &str = "3";
5120
5121 pub const RESUME: &str = "W";
5122
5123 pub const ROTATION: &str = "h";
5124
5125 pub const ROTATION_ETH: &str = "i";
5126
5127 pub const SURVEILLANCE_SAM: &str = "y";
5128
5129 pub const SUSPENDED_SAM: &str = "z";
5130
5131 pub const TRADING_RANGE: &str = "Q";
5132
5133 pub const TRADING_RESUME: &str = "n";
5134
5135 pub const VIEW_OF_COMMON: &str = "X";
5136
5137 pub const VOLUME_ALERT: &str = "Y";
5138
5139}
5140
5141
5142pub mod quote_entry_reject_reason {
5144
5145 pub const DUPLICATE_QUOTE: &str = "6";
5146
5147 pub const EXHCNAGE: &str = "2";
5148
5149 pub const INVALID_BID_ASK_SPREAD: &str = "7";
5150
5151 pub const INVALID_PRICE: &str = "8";
5152
5153 pub const NOT_AUTHORIZED_TO_QUOTE_SECURITY: &str = "9";
5154
5155 pub const OTHER: &str = "99";
5156
5157 pub const QUOTE_EXCEEDS_LIMIT: &str = "3";
5158
5159 pub const TOO_LATE_TO_ENTER: &str = "4";
5160
5161 pub const UNKNOWN_QUOTE: &str = "5";
5162
5163 pub const UNKNOWN_SYMBOL: &str = "1";
5164
5165}
5166
5167
5168pub mod quote_entry_status {
5170
5171 pub const ACCEPTED: &str = "0";
5172
5173 pub const ACTIVE: &str = "16";
5174
5175 pub const CANCELED_DUE_TO_CROSS_MARKET: &str = "15";
5176
5177 pub const CANCELED_DUE_TO_LOCK_MARKET: &str = "14";
5178
5179 pub const CROSS_MARKET_WARNING: &str = "13";
5180
5181 pub const EXPIRED: &str = "7";
5182
5183 pub const LOCKED_MARKET_WARNING: &str = "12";
5184
5185 pub const REJECTED: &str = "5";
5186
5187 pub const REMOVED_FROM_MARKET: &str = "6";
5188
5189}
5190
5191
5192pub mod quote_price_type {
5194
5195 pub const DISCOUNT: &str = "4";
5196
5197 pub const FIXED_AMOUNT: &str = "3";
5198
5199 pub const PERCENT: &str = "1";
5200
5201 pub const PER_SHARE: &str = "2";
5202
5203 pub const PREMIUM: &str = "5";
5204
5205 pub const SPREAD: &str = "6";
5206
5207 pub const TED_PRICE: &str = "7";
5208
5209 pub const TED_YIELD: &str = "8";
5210
5211 pub const YIELD: &str = "10";
5212
5213 pub const YIELD_SPREAD: &str = "9";
5214
5215}
5216
5217
5218pub mod quote_reject_reason {
5220
5221 pub const DUPLICATE_QUOTE: &str = "6";
5222
5223 pub const EXCHANGE: &str = "2";
5224
5225 pub const INVALID_BID_ASK_SPREAD: &str = "7";
5226
5227 pub const INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY: &str = "13";
5228
5229 pub const INVALID_OR_UNKNOWN_SECURITY_ISSUER: &str = "12";
5230
5231 pub const INVALID_PRICE: &str = "8";
5232
5233 pub const NOT_AUTHORIZED_TO_QUOTE_SECURITY: &str = "9";
5234
5235 pub const OTHER: &str = "99";
5236
5237 pub const PRICE_EXCEEDS_CURRENT_PRICE_BAND: &str = "10";
5238
5239 pub const QUOTE_LOCKED: &str = "11";
5240
5241 pub const QUOTE_REQUEST_EXCEEDS_LIMIT: &str = "3";
5242
5243 pub const TOO_LATE_TO_ENTER: &str = "4";
5244
5245 pub const UNKNOWN_QUOTE: &str = "5";
5246
5247 pub const UNKNOWN_SYMBOL: &str = "1";
5248
5249}
5250
5251
5252pub mod quote_request_reject_reason {
5254
5255 pub const EXCHANGE: &str = "2";
5256
5257 pub const INSUFFICIENT_CREDIT: &str = "11";
5258
5259 pub const INVALID_PRICE: &str = "5";
5260
5261 pub const NOT_AUTHORIZED_TO_REQUEST_QUOTE: &str = "6";
5262
5263 pub const NO_INVENTORY: &str = "9";
5264
5265 pub const NO_MARKET_FOR_INSTRUMENT: &str = "8";
5266
5267 pub const NO_MATCH_FOR_INQUIRY: &str = "7";
5268
5269 pub const OTHER: &str = "99";
5270
5271 pub const PASS: &str = "10";
5272
5273 pub const QUOTE_REQUEST_EXCEEDS_LIMIT: &str = "3";
5274
5275 pub const TOO_LATE_TO_ENTER: &str = "4";
5276
5277 pub const UNKNOWN_SYMBOL: &str = "1";
5278
5279}
5280
5281
5282pub mod quote_request_type {
5284
5285 pub const AUTOMATIC: &str = "2";
5286
5287 pub const MANUAL: &str = "1";
5288
5289}
5290
5291
5292pub mod quote_resp_type {
5294
5295 pub const COUNTER: &str = "2";
5296
5297 pub const COVER: &str = "4";
5298
5299 pub const DONE_AWAY: &str = "5";
5300
5301 pub const END_TRADE: &str = "7";
5302
5303 pub const EXPIRED: &str = "3";
5304
5305 pub const HIT_LIFT: &str = "1";
5306
5307 pub const PASS: &str = "6";
5308
5309 pub const TIMED_OUT: &str = "8";
5310
5311}
5312
5313
5314pub mod quote_response_level {
5316
5317 pub const ACKNOWLEDGE_EACH_QUOTE_MESSAGE: &str = "2";
5318
5319 pub const ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES: &str = "1";
5320
5321 pub const NO_ACKNOWLEDGEMENT: &str = "0";
5322
5323 pub const SUMMARY_ACKNOWLEDGEMENT: &str = "3";
5324
5325}
5326
5327
5328pub mod quote_status {
5330
5331 pub const ACCEPTED: &str = "0";
5332
5333 pub const ACTIVE: &str = "16";
5334
5335 pub const CANCELED: &str = "17";
5336
5337 pub const CANCELED_ALL: &str = "4";
5338
5339 pub const CANCELED_DUE_TO_CROSS_MARKET: &str = "15";
5340
5341 pub const CANCELED_DUE_TO_LOCK_MARKET: &str = "14";
5342
5343 pub const CANCELED_FOR_SECURITY_TYPE: &str = "2";
5344
5345 pub const CANCELED_FOR_UNDERLYING: &str = "3";
5346
5347 pub const CANCEL_FOR_SYMBOL: &str = "1";
5348
5349 pub const CROSS_MARKET_WARNING: &str = "13";
5350
5351 pub const EXPIRED: &str = "7";
5352
5353 pub const LOCKED_MARKET_WARNING: &str = "12";
5354
5355 pub const PASS: &str = "11";
5356
5357 pub const PENDING: &str = "10";
5358
5359 pub const PENDING_END_TRADE: &str = "19";
5360
5361 pub const QUERY: &str = "8";
5362
5363 pub const QUOTE_NOT_FOUND: &str = "9";
5364
5365 pub const REJECTED: &str = "5";
5366
5367 pub const REMOVED_FROM_MARKET: &str = "6";
5368
5369 pub const TOO_LATE_TO_END: &str = "20";
5370
5371 pub const UNSOLICITED_QUOTE_REPLENISHMENT: &str = "18";
5372
5373}
5374
5375
5376pub mod quote_type {
5378
5379 pub const COUNTER: &str = "3";
5380
5381 pub const INDICATIVE: &str = "0";
5382
5383 pub const RESTRICTED_TRADEABLE: &str = "2";
5384
5385 pub const TRADEABLE: &str = "1";
5386
5387}
5388
5389
5390pub mod rate_source {
5392
5393 pub const BLOOMBERG: &str = "0";
5394
5395 pub const OTHER: &str = "99";
5396
5397 pub const REUTERS: &str = "1";
5398
5399 pub const TELERATE: &str = "2";
5400
5401}
5402
5403
5404pub mod rate_source_type {
5406
5407 pub const PRIMARY: &str = "0";
5408
5409 pub const SECONDARY: &str = "1";
5410
5411}
5412
5413
5414pub mod ref_ord_id_reason {
5416
5417 pub const GTC_FROM_PREVIOUS_DAY: &str = "0";
5418
5419 pub const ORDER_CHANGED: &str = "2";
5420
5421 pub const PARTIAL_FILL_REMAINING: &str = "1";
5422
5423}
5424
5425
5426pub mod ref_order_id_source {
5428
5429 pub const MDENTRYID: &str = "2";
5430
5431 pub const ORDERID: &str = "1";
5432
5433 pub const ORIGINAL_ORDER_ID: &str = "4";
5434
5435 pub const QUOTEENTRYID: &str = "3";
5436
5437 pub const SECONDARYORDERID: &str = "0";
5438
5439}
5440
5441
5442pub mod regist_rej_reason_code {
5444
5445 pub const INVALID_UNACCEPTABLE_ACCOUNT_TYPE: &str = "1";
5446
5447 pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME: &str = "16";
5448
5449 pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM: &str = "18";
5450
5451 pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE: &str = "17";
5452
5453 pub const INVALID_UNACCEPTABLE_DATE_OF_BIRTH: &str = "11";
5454
5455 pub const INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD: &str = "15";
5456
5457 pub const INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE: &str = "14";
5458
5459 pub const INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE: &str = "12";
5460
5461 pub const INVALID_UNACCEPTABLE_INVESTOR_ID: &str = "9";
5462
5463 pub const INVALID_UNACCEPTABLE_MAILING_DETAILS: &str = "7";
5464
5465 pub const INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS: &str = "8";
5466
5467 pub const INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS: &str = "13";
5468
5469 pub const INVALID_UNACCEPTABLE_NO_REG_DETAILS: &str = "4";
5470
5471 pub const INVALID_UNACCEPTABLE_OWNERSHIP_TYPE: &str = "3";
5472
5473 pub const INVALID_UNACCEPTABLE_REG_DETAILS: &str = "6";
5474
5475 pub const INVALID_UNACCEPTABLE_REG_SEQ_NO: &str = "5";
5476
5477 pub const INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE: &str = "2";
5478
5479 pub const INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE: &str = "10";
5480
5481 pub const OTHER: &str = "99";
5482
5483}
5484
5485
5486pub mod regist_status {
5488
5489 pub const ACCEPTED: &str = "A";
5490
5491 pub const HELD: &str = "H";
5492
5493 pub const REJECTED: &str = "R";
5494
5495 pub const REMINDER: &str = "N";
5496
5497}
5498
5499
5500pub mod regist_trans_type {
5502
5503 pub const CANCEL: &str = "2";
5504
5505 pub const NEW: &str = "0";
5506
5507 pub const REPLACE: &str = "1";
5508
5509}
5510
5511
5512pub mod respondent_type {
5514
5515 pub const ALL_MARKET_MAKERS: &str = "3";
5516
5517 pub const ALL_MARKET_PARTICIPANTS: &str = "1";
5518
5519 pub const PRIMARY_MARKET_MAKER: &str = "4";
5520
5521 pub const SPECIFIED_MARKET_PARTICIPANTS: &str = "2";
5522
5523}
5524
5525
5526pub mod response_transport_type {
5528
5529 pub const INBAND: &str = "0";
5530
5531 pub const OUT_OF_BAND: &str = "1";
5532
5533}
5534
5535
5536pub mod restructuring_type {
5538
5539 pub const FULL_RESTRUCTURING: &str = "FR";
5540
5541 pub const MODIFIED_MOD_RESTRUCTURING: &str = "MM";
5542
5543 pub const MODIFIED_RESTRUCTURING: &str = "MR";
5544
5545 pub const NO_RESTRUCTURING_SPECIFIED: &str = "XR";
5546
5547}
5548
5549
5550pub mod risk_instrument_operator {
5552
5553 pub const EXCLUDE: &str = "2";
5554
5555 pub const INCLUDE: &str = "1";
5556
5557}
5558
5559
5560pub mod risk_limit_type {
5562
5563 pub const EXPOSURE: &str = "3";
5564
5565 pub const GROSS_LIMIT: &str = "1";
5566
5567 pub const LONG_LIMIT: &str = "4";
5568
5569 pub const NET_LIMIT: &str = "2";
5570
5571 pub const SHORT_LIMIT: &str = "5";
5572
5573}
5574
5575
5576pub mod rounding_direction {
5578
5579 pub const ROUND_DOWN: &str = "1";
5580
5581 pub const ROUND_TO_NEAREST: &str = "0";
5582
5583 pub const ROUND_UP: &str = "2";
5584
5585}
5586
5587
5588pub mod routing_type {
5590
5591 pub const BLOCK_FIRM: &str = "3";
5592
5593 pub const BLOCK_LIST: &str = "4";
5594
5595 pub const TARGET_FIRM: &str = "1";
5596
5597 pub const TARGET_LIST: &str = "2";
5598
5599}
5600
5601
5602pub mod rule80_a {
5604
5605 pub const AGENCY_ALGORITHMIC_PROGRAM_TRADING: &str = "K";
5606
5607 pub const AGENCY_INDEX_ARBITRAGE: &str = "U";
5608
5609 pub const AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE: &str = "Y";
5610
5611 pub const AGENCY_SINGLE_ORDER: &str = "A";
5612
5613 pub const AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE: &str = "N";
5614
5615 pub const ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER: &str = "W";
5616
5617 pub const INDIVIDUAL_INVESTOR_SINGLE_ORDER: &str = "I";
5618
5619 pub const PRINCIPAL: &str = "P";
5620
5621 pub const PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG: &str = "D";
5622
5623 pub const PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER: &str = "M";
5624
5625 pub const PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING: &str = "J";
5626
5627 pub const PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE: &str = "C";
5628
5629 pub const PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER: &str = "O";
5630
5631 pub const SHORT_EXEMPT_TRANSACTION_B: &str = "B";
5632
5633 pub const SHORT_EXEMPT_TRANSACTION_F: &str = "F";
5634
5635 pub const SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE: &str = "L";
5636
5637 pub const SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE: &str = "X";
5638
5639 pub const SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER: &str = "Z";
5640
5641 pub const SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL: &str = "E";
5642
5643 pub const SHORT_EXEMPT_TRANSACTION_H: &str = "H";
5644
5645 pub const SPECIALIST_TRADES: &str = "S";
5646
5647 pub const TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER: &str = "T";
5648
5649 pub const TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER: &str = "R";
5650
5651}
5652
5653
5654pub mod scope {
5656
5657 pub const GLOBAL: &str = "3";
5658
5659 pub const LOCAL_MARKET: &str = "1";
5660
5661 pub const NATIONAL: &str = "2";
5662
5663}
5664
5665
5666pub mod sec_def_status {
5668
5669 pub const APPROVED: &str = "1";
5670
5671 pub const INVALID_DEFINITION_REQUEST: &str = "4";
5672
5673 pub const PENDING_APPROVAL: &str = "0";
5674
5675 pub const REJECTED: &str = "2";
5676
5677 pub const UNAUTHORIZED_REQUEST: &str = "3";
5678
5679}
5680
5681
5682pub mod security_id_source {
5684
5685 pub const BELGIAN: &str = "F";
5686
5687 pub const BLOOMBERG_SYMBOL: &str = "A";
5688
5689 pub const CLEARING_HOUSE: &str = "H";
5690
5691 pub const COMMON: &str = "G";
5692
5693 pub const CONSOLIDATED_TAPE_ASSOCIATION: &str = "9";
5694
5695 pub const CUSIP: &str = "1";
5696
5697 pub const DUTCH: &str = "C";
5698
5699 pub const EXCHANGE_SYMBOL: &str = "8";
5700
5701 pub const ISDA_FPML_PRODUCT_SPECIFICATION: &str = "I";
5702
5703 pub const ISDA_FPML_PRODUCT_URL: &str = "K";
5704
5705 pub const ISIN_NUMBER: &str = "4";
5706
5707 pub const ISO_COUNTRY_CODE: &str = "7";
5708
5709 pub const ISO_CURRENCY_CODE: &str = "6";
5710
5711 pub const LETTER_OF_CREDIT: &str = "L";
5712
5713 pub const MARKETPLACE_ASSIGNED_IDENTIFIER: &str = "M";
5714
5715 pub const OPTION_PRICE_REPORTING_AUTHORITY: &str = "J";
5716
5717 pub const QUIK: &str = "3";
5718
5719 pub const RIC_CODE: &str = "5";
5720
5721 pub const SEDOL: &str = "2";
5722
5723 pub const SICOVAM: &str = "E";
5724
5725 pub const VALOREN: &str = "D";
5726
5727 pub const WERTPAPIER: &str = "B";
5728
5729}
5730
5731
5732pub mod security_list_request_type {
5734
5735 pub const ALL_SECURITIES: &str = "4";
5736
5737 pub const MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID: &str = "5";
5738
5739 pub const PRODUCT: &str = "2";
5740
5741 pub const SECURITYTYPE_AND_OR_CFICODE: &str = "1";
5742
5743 pub const SYMBOL: &str = "0";
5744
5745 pub const TRADINGSESSIONID: &str = "3";
5746
5747}
5748
5749
5750pub mod security_list_type {
5752
5753 pub const INDUSTRY_CLASSIFICATION: &str = "1";
5754
5755 pub const MARKET: &str = "3";
5756
5757 pub const NEWSPAPER_LIST: &str = "4";
5758
5759 pub const TRADING_LIST: &str = "2";
5760
5761}
5762
5763
5764pub mod security_list_type_source {
5766
5767 pub const GICS: &str = "3";
5768
5769 pub const ICB: &str = "1";
5770
5771 pub const NAICS: &str = "2";
5772
5773}
5774
5775
5776pub mod security_request_result {
5778
5779 pub const INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE: &str = "4";
5780
5781 pub const INVALID_OR_UNSUPPORTED_REQUEST: &str = "1";
5782
5783 pub const NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA: &str = "3";
5784
5785 pub const NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA: &str = "2";
5786
5787 pub const REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED: &str = "5";
5788
5789 pub const VALID_REQUEST: &str = "0";
5790
5791}
5792
5793
5794pub mod security_request_type {
5796
5797 pub const ALL_SECURITIES: &str = "8";
5798
5799 pub const MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID: &str = "9";
5800
5801 pub const PRODUCT: &str = "6";
5802
5803 pub const REQUEST_LIST_SECURITIES: &str = "3";
5804
5805 pub const REQUEST_LIST_SECURITY_TYPES: &str = "2";
5806
5807 pub const REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS: &str = "0";
5808
5809 pub const REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED: &str = "1";
5810
5811 pub const SECURITYTYPE_AND_OR_CFICODE: &str = "5";
5812
5813 pub const SYMBOL: &str = "4";
5814
5815 pub const TRADINGSESSIONID: &str = "7";
5816
5817}
5818
5819
5820pub mod security_response_type {
5822
5823 pub const ACCEPT_SECURITY_PROPOSAL_AS_IS: &str = "1";
5824
5825 pub const ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE: &str = "2";
5826
5827 pub const CANNOT_MATCH_SELECTION_CRITERIA: &str = "6";
5828
5829 pub const LIST_OF_SECURITIES_RETURNED_PER_REQUEST: &str = "4";
5830
5831 pub const LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST: &str = "3";
5832
5833 pub const REJECT_SECURITY_PROPOSAL: &str = "5";
5834
5835}
5836
5837
5838pub mod security_status {
5840
5841 pub const ACTIVE: &str = "1";
5842
5843 pub const INACTIVE: &str = "2";
5844
5845}
5846
5847
5848pub mod security_trading_event {
5850
5851 pub const CHANGE_OF_BOOK_TYPE: &str = "7";
5852
5853 pub const CHANGE_OF_MARKET_DEPTH: &str = "8";
5854
5855 pub const CHANGE_OF_SECURITY_TRADING_STATUS: &str = "6";
5856
5857 pub const CHANGE_OF_TRADING_SESSION: &str = "4";
5858
5859 pub const CHANGE_OF_TRADING_SUBSESSION: &str = "5";
5860
5861 pub const ORDER_IMBALANCE_AUCTION_IS_EXTENDED: &str = "1";
5862
5863 pub const PRICE_VOLATILITY_INTERRUPTION: &str = "3";
5864
5865 pub const TRADING_RESUMES: &str = "2";
5866
5867}
5868
5869
5870pub mod security_trading_status {
5872
5873 pub const CROSS: &str = "25";
5874
5875 pub const FAST_MARKET: &str = "23";
5876
5877 pub const ITS_PRE_OPENING: &str = "14";
5878
5879 pub const MARKET_IMBALANCE_BUY: &str = "7";
5880
5881 pub const MARKET_IMBALANCE_SELL: &str = "8";
5882
5883 pub const MARKET_ON_CLOSE_IMBALANCE_BUY: &str = "9";
5884
5885 pub const MARKET_ON_CLOSE_IMBALANCE_SELL: &str = "10";
5886
5887 pub const NEW_PRICE_INDICATION: &str = "15";
5888
5889 pub const NOT_AVAILABLE_FOR_TRADING: &str = "18";
5890
5891 pub const NOT_TRADED_ON_THIS_MARKET: &str = "19";
5892
5893 pub const NO_MARKET_IMBALANCE: &str = "12";
5894
5895 pub const NO_MARKET_ON_CLOSE_IMBALANCE: &str = "13";
5896
5897 pub const NO_OPEN: &str = "4";
5898
5899 pub const OPENING_DELAY: &str = "1";
5900
5901 pub const OPENING_ROTATION: &str = "22";
5902
5903 pub const POST_CLOSE: &str = "26";
5904
5905 pub const PRE_CROSS: &str = "24";
5906
5907 pub const PRE_OPEN: &str = "21";
5908
5909 pub const PRICE_INDICATION: &str = "5";
5910
5911 pub const READY_TO_TRADE: &str = "17";
5912
5913 pub const RESUME: &str = "3";
5914
5915 pub const TRADE_DISSEMINATION_TIME: &str = "16";
5916
5917 pub const TRADING_HALT: &str = "2";
5918
5919 pub const TRADING_RANGE_INDICATION: &str = "6";
5920
5921 pub const UNKNOWN_OR_INVALID: &str = "20";
5922
5923 pub const _11: &str = "11";
5924
5925}
5926
5927
5928pub mod security_type {
5930
5931 pub const AGENCY_POOLS: &str = "POOL";
5932
5933 pub const AMENDED_RESTATED: &str = "AMENDED";
5934
5935 pub const ASSET_BACKED_SECURITIES: &str = "ABS";
5936
5937 pub const BANKERS_ACCEPTANCE: &str = "BA";
5938
5939 pub const BANK_DEPOSITORY_NOTE: &str = "BDN";
5940
5941 pub const BANK_NOTES: &str = "BN";
5942
5943 pub const BILL_OF_EXCHANGES: &str = "BOX";
5944
5945 pub const BRADY_BOND: &str = "BRADY";
5946
5947 pub const BRIDGE_LOAN: &str = "BRIDGE";
5948
5949 pub const BUY_SELLBACK: &str = "BUYSELL";
5950
5951 pub const CALL_LOANS: &str = "CL";
5952
5953 pub const CANADIAN_MONEY_MARKETS: &str = "CAMM";
5954
5955 pub const CANADIAN_MORTGAGE_BONDS: &str = "CMB";
5956
5957 pub const CANADIAN_PROVINCIAL_BONDS: &str = "PROV";
5958
5959 pub const CANADIAN_TREASURY_BILLS: &str = "CTB";
5960
5961 pub const CANADIAN_TREASURY_NOTES: &str = "CAN";
5962
5963 pub const CASH: &str = "CASH";
5964
5965 pub const CATS_TIGERS_LIONS: &str = "ZOO";
5966
5967 pub const CERTIFICATE_OF_DEPOSIT: &str = "CD";
5968
5969 pub const CERTIFICATE_OF_OBLIGATION: &str = "COFO";
5970
5971 pub const CERTIFICATE_OF_PARTICIPATION: &str = "COFP";
5972
5973 pub const COLLATERALIZED_MORTGAGE_OBLIGATION: &str = "CMO";
5974
5975 pub const COMMERCIAL_PAPER: &str = "CP";
5976
5977 pub const COMMON_STOCK: &str = "CS";
5978
5979 pub const CONVERTIBLE_BOND: &str = "CB";
5980
5981 pub const CORPORATE_BOND: &str = "CORP";
5982
5983 pub const CORPORATE_PRIVATE_PLACEMENT: &str = "CPP";
5984
5985 pub const CORP_MORTGAGE_BACKED_SECURITIES: &str = "CMBS";
5986
5987 pub const CREDIT_DEFAULT_SWAP: &str = "CDS";
5988
5989 pub const DEBTOR_IN_POSSESSION: &str = "DINP";
5990
5991 pub const DEFAULTED: &str = "DEFLTED";
5992
5993 pub const DEPOSIT_NOTES: &str = "DN";
5994
5995 pub const DUAL_CURRENCY: &str = "DUAL";
5996
5997 pub const EURO_CERTIFICATE_OF_DEPOSIT: &str = "EUCD";
5998
5999 pub const EURO_COMMERCIAL_PAPER: &str = "EUCP";
6000
6001 pub const EURO_CORPORATE_BOND: &str = "EUCORP";
6002
6003 pub const EURO_CORPORATE_FLOATING_RATE_NOTES: &str = "EUFRN";
6004
6005 pub const EURO_SOVEREIGNS: &str = "EUSOV";
6006
6007 pub const EURO_SUPRANATIONAL_COUPONS: &str = "EUSUPRA";
6008
6009 pub const EXTENDED_COMM_NOTE: &str = "XCN";
6010
6011 pub const FEDERAL_AGENCY_COUPON: &str = "FAC";
6012
6013 pub const FEDERAL_AGENCY_DISCOUNT_NOTE: &str = "FADN";
6014
6015 pub const FEDERAL_HOME_LOAN: &str = "FHL";
6016
6017 pub const FEDERAL_HOUSING_AUTHORITY: &str = "FHA";
6018
6019 pub const FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION: &str = "FN";
6020
6021 pub const FOREIGN_EXCHANGE_CONTRACT: &str = "FOR";
6022
6023 pub const FORWARD: &str = "FORWARD";
6024
6025 pub const FUTURE: &str = "FUT";
6026
6027 pub const FX_FORWARD: &str = "FXFWD";
6028
6029 pub const FX_SPOT: &str = "FXSPOT";
6030
6031 pub const FX_SWAP: &str = "FXSWAP";
6032
6033 pub const GENERAL_OBLIGATION_BONDS: &str = "GO";
6034
6035 pub const GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION: &str = "GN";
6036
6037 pub const INDEXED_LINKED: &str = "XLINKD";
6038
6039 pub const INTEREST_RATE_SWAP: &str = "IRS";
6040
6041 pub const INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE: &str = "TINT";
6042
6043 pub const IOETTE_MORTGAGE: &str = "IET";
6044
6045 pub const LETTER_OF_CREDIT: &str = "LOFC";
6046
6047 pub const LIQUIDITY_NOTE: &str = "LQN";
6048
6049 pub const MANDATORY_TENDER: &str = "MT";
6050
6051 pub const MATURED: &str = "MATURED";
6052
6053 pub const MEDIUM_TERM_NOTES: &str = "MTN";
6054
6055 pub const MISCELLANEOUS_PASS_THROUGH: &str = "MPT";
6056
6057 pub const MORTGAGE_BACKED_SECURITIES: &str = "MBS";
6058
6059 pub const MORTGAGE_INTEREST_ONLY: &str = "MIO";
6060
6061 pub const MORTGAGE_PRINCIPAL_ONLY: &str = "MPO";
6062
6063 pub const MORTGAGE_PRIVATE_PLACEMENT: &str = "MPP";
6064
6065 pub const MULTILEG_INSTRUMENT: &str = "MLEG";
6066
6067 pub const MUNICIPAL_BOND: &str = "MUNI";
6068
6069 pub const MUTUAL_FUND: &str = "MF";
6070
6071 pub const NON_DELIVERABLE_FORWARD: &str = "FXNDF";
6072
6073 pub const NO_SECURITY_TYPE: &str = "NONE";
6074
6075 pub const OPTION: &str = "OPT";
6076
6077 pub const OPTIONS_ON_COMBO: &str = "OOC";
6078
6079 pub const OPTIONS_ON_FUTURES: &str = "OOF";
6080
6081 pub const OPTIONS_ON_PHYSICAL: &str = "OOP";
6082
6083 pub const OTHER_ANTICIPATION_NOTES: &str = "AN";
6084
6085 pub const OVERNIGHT: &str = "ONITE";
6086
6087 pub const PFANDBRIEFE: &str = "PFAND";
6088
6089 pub const PLAZOS_FIJOS: &str = "PZFJ";
6090
6091 pub const PREFERRED_STOCK: &str = "PS";
6092
6093 pub const PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE: &str = "TPRN";
6094
6095 pub const PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE: &str = "TCAL";
6096
6097 pub const PRIVATE_EXPORT_FUNDING: &str = "PEF";
6098
6099 pub const PROMISSORY_NOTE: &str = "PN";
6100
6101 pub const REPLACED: &str = "REPLACD";
6102
6103 pub const REPURCHASE: &str = "REPO";
6104
6105 pub const REPURCHASE_AGREEMENT: &str = "RP";
6106
6107 pub const RETIRED: &str = "RETIRED";
6108
6109 pub const REVENUE_ANTICIPATION_NOTE: &str = "RAN";
6110
6111 pub const REVENUE_BONDS: &str = "REV";
6112
6113 pub const REVERSE_REPURCHASE_AGREEMENT: &str = "RVRP";
6114
6115 pub const REVOLVER_LOAN: &str = "RVLV";
6116
6117 pub const REVOLVER_TERM_LOAN: &str = "RVLVTRM";
6118
6119 pub const SECURED_LIQUIDITY_NOTE: &str = "SLQN";
6120
6121 pub const SECURITIES_LOAN: &str = "SECLOAN";
6122
6123 pub const SECURITIES_PLEDGE: &str = "SECPLEDGE";
6124
6125 pub const SHORT_TERM_LOAN_NOTE: &str = "STN";
6126
6127 pub const SPECIAL_ASSESSMENT: &str = "SPCLA";
6128
6129 pub const SPECIAL_OBLIGATION: &str = "SPCLO";
6130
6131 pub const SPECIAL_TAX: &str = "SPCLT";
6132
6133 pub const STRUCTURED_NOTES: &str = "STRUCT";
6134
6135 pub const STUDENT_LOAN_MARKETING_ASSOCIATION: &str = "SL";
6136
6137 pub const SWING_LINE_FACILITY: &str = "SWING";
6138
6139 pub const TAXABLE_MUNICIPAL_CP: &str = "TMCP";
6140
6141 pub const TAX_ALLOCATION: &str = "TAXA";
6142
6143 pub const TAX_ANTICIPATION_NOTE: &str = "TAN";
6144
6145 pub const TAX_EXEMPT_COMMERCIAL_PAPER: &str = "TECP";
6146
6147 pub const TAX_REVENUE_ANTICIPATION_NOTE: &str = "TRAN";
6148
6149 pub const TERM_LIQUIDITY_NOTE: &str = "TLQN";
6150
6151 pub const TERM_LOAN: &str = "TERM";
6152
6153 pub const TIME_DEPOSIT: &str = "TD";
6154
6155 pub const TO_BE_ANNOUNCED: &str = "TBA";
6156
6157 pub const TREASURIES_PLUS_AGENCY_DEBENTURE: &str = "GOVT";
6158
6159 pub const TREASURY_BILL: &str = "TB";
6160
6161 pub const TREASURY_INFLATION_PROTECTED_SECURITIES: &str = "TIPS";
6162
6163 pub const USD_SUPRANATIONAL_COUPONS: &str = "SUPRA";
6164
6165 pub const US_CORPORATE_FLOATING_RATE_NOTES: &str = "FRN";
6166
6167 pub const US_TREASURY_BILL_TBILL: &str = "TBILL";
6168
6169 pub const US_TREASURY_BILL_USTB: &str = "USTB";
6170
6171 pub const US_TREASURY_BOND: &str = "TBOND";
6172
6173 pub const US_TREASURY_NOTE_TNOTE: &str = "TNOTE";
6174
6175 pub const US_TREASURY_NOTE_UST: &str = "UST";
6176
6177 pub const VARIABLE_RATE_DEMAND_NOTE: &str = "VRDN";
6178
6179 pub const WARRANT: &str = "WAR";
6180
6181 pub const WILDCARD_ENTRY: &str = "WLD";
6182
6183 pub const WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST: &str = "?";
6184
6185 pub const WITHDRAWN: &str = "WITHDRN";
6186
6187 pub const YANKEE_CERTIFICATE_OF_DEPOSIT: &str = "YCD";
6188
6189 pub const YANKEE_CORPORATE_BOND: &str = "YANK";
6190
6191}
6192
6193
6194pub mod security_update_action {
6196
6197 pub const ADD: &str = "A";
6198
6199 pub const DELETE: &str = "D";
6200
6201 pub const MODIFY: &str = "M";
6202
6203}
6204
6205
6206pub mod seniority {
6208
6209 pub const SENIOR: &str = "SR";
6210
6211 pub const SENIOR_SECURED: &str = "SD";
6212
6213 pub const SUBORDINATED: &str = "SB";
6214
6215}
6216
6217
6218pub mod session_reject_reason {
6220
6221 pub const COMPID_PROBLEM: &str = "9";
6222
6223 pub const DECRYPTION_PROBLEM: &str = "7";
6224
6225 pub const INCORRECT_DATA_FORMAT_FOR_VALUE: &str = "6";
6226
6227 pub const INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP: &str = "16";
6228
6229 pub const INVALID_MSGTYPE: &str = "11";
6230
6231 pub const INVALID_TAG_NUMBER: &str = "0";
6232
6233 pub const INVALID_UNSUPPORTED_APPLICATION_VERSION: &str = "18";
6234
6235 pub const NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER: &str = "17";
6236
6237 pub const OTHER: &str = "99";
6238
6239 pub const REPEATING_GROUP_FIELDS_OUT_OF_ORDER: &str = "15";
6240
6241 pub const REQUIRED_TAG_MISSING: &str = "1";
6242
6243 pub const SENDINGTIME_ACCURACY_PROBLEM: &str = "10";
6244
6245 pub const SIGNATURE_PROBLEM: &str = "8";
6246
6247 pub const TAG_APPEARS_MORE_THAN_ONCE: &str = "13";
6248
6249 pub const TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE: &str = "2";
6250
6251 pub const TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER: &str = "14";
6252
6253 pub const TAG_SPECIFIED_WITHOUT_A_VALUE: &str = "4";
6254
6255 pub const UNDEFINED_TAG: &str = "3";
6256
6257 pub const VALUE_IS_INCORRECT: &str = "5";
6258
6259 pub const XML_VALIDATION_ERROR: &str = "12";
6260
6261}
6262
6263
6264pub mod session_status {
6266
6267 pub const ACCOUNT_LOCKED: &str = "6";
6268
6269 pub const INVALID_USERNAME_OR_PASSWORD: &str = "5";
6270
6271 pub const LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME: &str = "7";
6272
6273 pub const NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY: &str = "3";
6274
6275 pub const PASSWORD_EXPIRED: &str = "8";
6276
6277 pub const SESSION_ACTIVE: &str = "0";
6278
6279 pub const SESSION_LOGOUT_COMPLETE: &str = "4";
6280
6281 pub const SESSION_PASSWORD_CHANGED: &str = "1";
6282
6283 pub const SESSION_PASSWORD_DUE_TO_EXPIRE: &str = "2";
6284
6285}
6286
6287
6288pub mod settl_curr_fx_rate_calc {
6290
6291 pub const DIVIDE: &str = "D";
6292
6293 pub const MULTIPLY: &str = "M";
6294
6295}
6296
6297
6298pub mod settl_delivery_type {
6300
6301 pub const FREE_DELIVER: &str = "1";
6302
6303 pub const HOLD_IN_CUSTODY: &str = "3";
6304
6305 pub const TRI_PARTY: &str = "2";
6306
6307 pub const VERSUS_PAYMENT_DELIVER: &str = "0";
6308
6309}
6310
6311
6312pub mod settl_inst_mode {
6314
6315 pub const DEFAULT: &str = "0";
6316
6317 pub const REQUEST_REJECT: &str = "5";
6318
6319 pub const SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING: &str = "2";
6320
6321 pub const SPECIFIC_ALLOCATION_ACCOUNT_STANDING: &str = "3";
6322
6323 pub const SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT: &str = "4";
6324
6325 pub const STANDING_INSTRUCTIONS_PROVIDED: &str = "1";
6326
6327}
6328
6329
6330pub mod settl_inst_req_rej_code {
6332
6333 pub const NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND: &str = "2";
6334
6335 pub const OTHER: &str = "99";
6336
6337 pub const UNABLE_TO_PROCESS_REQUEST: &str = "0";
6338
6339 pub const UNKNOWN_ACCOUNT: &str = "1";
6340
6341}
6342
6343
6344pub mod settl_inst_source {
6346
6347 pub const BROKERS_INSTRUCTIONS: &str = "1";
6348
6349 pub const INSTITUTIONS_INSTRUCTIONS: &str = "2";
6350
6351 pub const INVESTOR: &str = "3";
6352
6353}
6354
6355
6356pub mod settl_inst_trans_type {
6358
6359 pub const CANCEL: &str = "C";
6360
6361 pub const NEW: &str = "N";
6362
6363 pub const REPLACE: &str = "R";
6364
6365 pub const RESTATE: &str = "T";
6366
6367}
6368
6369
6370pub mod settl_location {
6372
6373 pub const CEDEL: &str = "CED";
6374
6375 pub const DEPOSITORY_TRUST_COMPANY: &str = "DTC";
6376
6377 pub const EURO_CLEAR: &str = "EUR";
6378
6379 pub const FEDERAL_BOOK_ENTRY: &str = "FED";
6380
6381 pub const LOCAL_MARKET_SETTLE_LOCATION: &str = "ISO_Country_Code";
6382
6383 pub const PARTICIPANT_TRUST_COMPANY: &str = "PTC";
6384
6385 pub const PHYSICAL: &str = "PNY";
6386
6387}
6388
6389
6390pub mod settl_method {
6392
6393 pub const CASH_SETTLEMENT_REQUIRED: &str = "C";
6394
6395 pub const PHYSICAL_SETTLEMENT_REQUIRED: &str = "P";
6396
6397}
6398
6399
6400pub mod settl_oblig_mode {
6402
6403 pub const FINAL: &str = "2";
6404
6405 pub const PRELIMINARY: &str = "1";
6406
6407}
6408
6409
6410pub mod settl_oblig_source {
6412
6413 pub const INSTRUCTIONS_FOR_INSTITUTION: &str = "2";
6414
6415 pub const INSTRUCTIONS_OF_BROKER: &str = "1";
6416
6417 pub const INVESTOR: &str = "3";
6418
6419}
6420
6421
6422pub mod settl_oblig_trans_type {
6424
6425 pub const CANCEL: &str = "C";
6426
6427 pub const NEW: &str = "N";
6428
6429 pub const REPLACE: &str = "R";
6430
6431 pub const RESTATE: &str = "T";
6432
6433}
6434
6435
6436pub mod settl_price_type {
6438
6439 pub const FINAL: &str = "1";
6440
6441 pub const THEORETICAL: &str = "2";
6442
6443}
6444
6445
6446pub mod settl_sess_id {
6448
6449 pub const ELECTRONIC_TRADING_HOURS: &str = "ETH";
6450
6451 pub const END_OF_DAY: &str = "EOD";
6452
6453 pub const INTRADAY: &str = "ITD";
6454
6455 pub const REGULAR_TRADING_HOURS: &str = "RTH";
6456
6457}
6458
6459
6460pub mod settl_type {
6462
6463 pub const BROKEN_DATE: &str = "B";
6464
6465 pub const CASH: &str = "1";
6466
6467 pub const FUTURE: &str = "6";
6468
6469 pub const FX_SPOT_NEXT_SETTLEMENT: &str = "C";
6470
6471 pub const NEXT_DAY: &str = "2";
6472
6473 pub const REGULAR: &str = "0";
6474
6475 pub const SELLERS_OPTION: &str = "8";
6476
6477 pub const T_PLUS_2: &str = "3";
6478
6479 pub const T_PLUS_3: &str = "4";
6480
6481 pub const T_PLUS_4: &str = "5";
6482
6483 pub const T_PLUS_5: &str = "9";
6484
6485 pub const WHEN_AND_IF_ISSUED: &str = "7";
6486
6487}
6488
6489
6490pub mod settlmnt_typ {
6492
6493 pub const CASH: &str = "1";
6494
6495 pub const FUTURE: &str = "6";
6496
6497 pub const NEXT_DAY: &str = "2";
6498
6499 pub const REGULAR: &str = "0";
6500
6501 pub const SELLERS_OPTION: &str = "8";
6502
6503 pub const T_PLUS_1: &str = "A";
6504
6505 pub const T_PLUS_2: &str = "3";
6506
6507 pub const T_PLUS_3: &str = "4";
6508
6509 pub const T_PLUS_4: &str = "5";
6510
6511 pub const T_PLUS_5: &str = "9";
6512
6513 pub const WHEN_AND_IF_ISSUED: &str = "7";
6514
6515}
6516
6517
6518pub mod short_sale_reason {
6520
6521 pub const DEALER_SOLD_SHORT: &str = "0";
6522
6523 pub const DEALER_SOLD_SHORT_EXEMPT: &str = "1";
6524
6525 pub const QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT: &str = "5";
6526
6527 pub const QUALIFIED_SERVICE_REPRESENTATIVE: &str = "4";
6528
6529 pub const SELLING_CUSTOMER_SOLD_SHORT: &str = "2";
6530
6531 pub const SELLING_CUSTOMER_SOLD_SHORT_EXEMPT: &str = "3";
6532
6533}
6534
6535
6536pub mod side {
6538
6539 pub const AS_DEFINED: &str = "B";
6540
6541 pub const BORROW: &str = "G";
6542
6543 pub const BUY: &str = "1";
6544
6545 pub const BUY_MINUS: &str = "3";
6546
6547 pub const CROSS: &str = "8";
6548
6549 pub const CROSS_SHORT: &str = "9";
6550
6551 pub const CROSS_SHORT_EXEMPT: &str = "A";
6552
6553 pub const LEND: &str = "F";
6554
6555 pub const OPPOSITE: &str = "C";
6556
6557 pub const REDEEM: &str = "E";
6558
6559 pub const SELL: &str = "2";
6560
6561 pub const SELL_PLUS: &str = "4";
6562
6563 pub const SELL_SHORT: &str = "5";
6564
6565 pub const SELL_SHORT_EXEMPT: &str = "6";
6566
6567 pub const SUBSCRIBE: &str = "D";
6568
6569 pub const UNDISCLOSED: &str = "7";
6570
6571}
6572
6573
6574pub mod side_multi_leg_reporting_type {
6576
6577 pub const INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY: &str = "2";
6578
6579 pub const MULTILEG_SECURITY: &str = "3";
6580
6581 pub const SINGLE_SECURITY: &str = "1";
6582
6583}
6584
6585
6586pub mod side_trd_sub_typ {
6588
6589 pub const ADVISORY_FOR_CONTRA_SIDE: &str = "4";
6590
6591 pub const CMTA: &str = "0";
6592
6593 pub const DIFFERENTIAL_SPREAD: &str = "7";
6594
6595 pub const EXTERNAL_TRANSFER: &str = "2";
6596
6597 pub const IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT: &str = "8";
6598
6599 pub const INTERNAL_TRANSFER: &str = "1";
6600
6601 pub const OFFSET_DUE_TO_AN_ALLOCATION: &str = "5";
6602
6603 pub const ONSET_DUE_TO_AN_ALLOCATION: &str = "6";
6604
6605 pub const REJECT_FOR_SUBMITTING_TRADE: &str = "3";
6606
6607 pub const TRANSACTION_FROM_ASSIGNMENT: &str = "10";
6608
6609 pub const TRANSACTION_FROM_EXERCISE: &str = "9";
6610
6611}
6612
6613
6614pub mod side_value_ind {
6616
6617 pub const SIDE_VALUE_1: &str = "1";
6618
6619 pub const SIDE_VALUE_2: &str = "2";
6620
6621}
6622
6623
6624pub mod stand_inst_db_type {
6626
6627 pub const ACCOUNTNET: &str = "4";
6628
6629 pub const A_GLOBAL_CUSTODIAN: &str = "3";
6630
6631 pub const DTC_SID: &str = "1";
6632
6633 pub const OTHER: &str = "0";
6634
6635 pub const THOMSON_ALERT: &str = "2";
6636
6637}
6638
6639
6640pub mod stats_type {
6642
6643 pub const AVERAGE_PRICE: &str = "3";
6644
6645 pub const EXCHANGE_LAST: &str = "1";
6646
6647 pub const HIGH: &str = "2";
6648
6649 pub const TURNOVER: &str = "4";
6650
6651}
6652
6653
6654pub mod status_value {
6656
6657 pub const CONNECTED: &str = "1";
6658
6659 pub const IN_PROCESS: &str = "4";
6660
6661 pub const NOT_CONNECTED_2: &str = "2";
6662
6663 pub const NOT_CONNECTED_3: &str = "3";
6664
6665}
6666
6667
6668pub mod stipulation_type {
6670
6671 pub const ABSOLUTE_PREPAYMENT_SPEED: &str = "ABS";
6672
6673 pub const ALTERNATIVE_MINIMUM_TAX: &str = "AMT";
6674
6675 pub const AUTO_REINVESTMENT_AT_RATE_OR_BETTER: &str = "AUTOREINV";
6676
6677 pub const AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET: &str = "AVAILQTY";
6678
6679 pub const AVERAGE_FICO_SCORE: &str = "AVFICO";
6680
6681 pub const AVERAGE_LOAN_SIZE: &str = "AVSIZE";
6682
6683 pub const BANK_QUALIFIED: &str = "BANKQUAL";
6684
6685 pub const BARGAIN_CONDITIONS: &str = "BGNCON";
6686
6687 pub const BENCHMARK_PRICE_SOURCE: &str = "PXSOURCE";
6688
6689 pub const BROKERS_SALES_CREDIT: &str = "BROKERCREDIT";
6690
6691 pub const BROKER_SALES_CREDIT_OVERRIDE: &str = "SALESCREDITOVR";
6692
6693 pub const CALL_PROTECTION: &str = "PROTECT";
6694
6695 pub const CONSTANT_PREPAYMENT_PENALTY: &str = "CPP";
6696
6697 pub const CONSTANT_PREPAYMENT_RATE: &str = "CPR";
6698
6699 pub const CONSTANT_PREPAYMENT_YIELD: &str = "CPY";
6700
6701 pub const COUPON_RANGE: &str = "COUPON";
6702
6703 pub const CUSTOM_START_END_DATE: &str = "CUSTOMDATE";
6704
6705 pub const DISCOUNT_RATE: &str = "DISCOUNT";
6706
6707 pub const EXPLICIT_LOT_IDENTIFIER: &str = "LOT";
6708
6709 pub const FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE: &str = "HEP";
6710
6711 pub const FREEFORM_TEXT: &str = "TEXT";
6712
6713 pub const GEOGRAPHICS_AND_RANGE: &str = "GEOG";
6714
6715 pub const INSURED: &str = "INSURED";
6716
6717 pub const INTEREST_OF_ROLLING_OR_CLOSING_TRADE: &str = "REFINT";
6718
6719 pub const ISO_CURRENCY_CODE: &str = "CURRENCY";
6720
6721 pub const ISSUERS_TICKER: &str = "ISSUER";
6722
6723 pub const ISSUE_SIZE_RANGE: &str = "ISSUESIZE";
6724
6725 pub const LOOKBACK_DAYS: &str = "LOOKBACK";
6726
6727 pub const LOT_VARIANCE: &str = "LOTVAR";
6728
6729 pub const MARKET_SECTOR: &str = "SECTOR";
6730
6731 pub const MATURITY_RANGE: &str = "MATURITY";
6732
6733 pub const MATURITY_YEAR_AND_MONTH: &str = "MAT";
6734
6735 pub const MAXIMUMDENOMINATION: &str = "MAXDNOM";
6736
6737 pub const MAXIMUM_LOAN_BALANCE: &str = "MAXBAL";
6738
6739 pub const MAXIMUM_ORDER_SIZE: &str = "MAXORDQTY";
6740
6741 pub const MAXIMUM_SUBSTITUTIONS: &str = "MAXSUBS";
6742
6743 pub const MINIMUM_DENOMINATION: &str = "MINDNOM";
6744
6745 pub const MINIMUM_INCREMENT: &str = "MININCR";
6746
6747 pub const MINIMUM_QUANTITY: &str = "MINQTY";
6748
6749 pub const MONTHLY_PREPAYMENT_RATE: &str = "MPR";
6750
6751 pub const NUMBER_OF_PIECES: &str = "PIECES";
6752
6753 pub const OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS: &str = "INTERNALPX";
6754
6755 pub const OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS: &str = "INTERNALQTY";
6756
6757 pub const ORDER_QUANTITY_INCREMENT: &str = "ORDRINCR";
6758
6759 pub const PAYMENT_FREQUENCY_CALENDAR: &str = "PAYFREQ";
6760
6761 pub const PERCENT_OF_BMA_PREPAYMENT_CURVE: &str = "PSA";
6762
6763 pub const PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE: &str = "MHP";
6764
6765 pub const PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE: &str = "PPC";
6766
6767 pub const POOLSMINIMUM: &str = "PMIN";
6768
6769 pub const POOLS_MAXIMUM: &str = "PMAX";
6770
6771 pub const POOLS_PER_LOT: &str = "PPL";
6772
6773 pub const POOLS_PER_MILLION: &str = "PPM";
6774
6775 pub const POOLS_PER_TRADE: &str = "PPT";
6776
6777 pub const POOL_IDENTIFIER: &str = "POOL";
6778
6779 pub const PRICE_RANGE: &str = "PRICE";
6780
6781 pub const PRICING_FREQUENCY: &str = "PRICEFREQ";
6782
6783 pub const PRIMARY_OR_SECONDARY_MARKET_INDICATOR: &str = "PRIMARY";
6784
6785 pub const PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE: &str = "REFPRIN";
6786
6787 pub const PRODUCTION_YEAR: &str = "PROD";
6788
6789 pub const PURPOSE: &str = "PURPOSE";
6790
6791 pub const RATING_SOURCE_AND_RANGE: &str = "RATING";
6792
6793 pub const REFERENCE_TO_ROLLING_OR_CLOSING_TRADE: &str = "REFTRADE";
6794
6795 pub const RESTRICTED: &str = "RESTRICTED";
6796
6797 pub const SECURITY_TYPE_INCLUDED_OR_EXCLUDED: &str = "SECTYPE";
6798
6799 pub const SINGLE_MONTHLY_MORTALITY: &str = "SMM";
6800
6801 pub const STRUCTURE: &str = "STRUCT";
6802
6803 pub const SUBSTITUTIONS_FREQUENCY: &str = "SUBSFREQ";
6804
6805 pub const SUBSTITUTIONS_LEFT: &str = "SUBSLEFT";
6806
6807 pub const THE_MINIMUM_RESIDUAL_OFFER_QUANTITY: &str = "LEAVEQTY";
6808
6809 pub const TRADERS_CREDIT: &str = "TRADERCREDIT";
6810
6811 pub const TRADE_VARIANCE: &str = "TRDVAR";
6812
6813 pub const TYPE_OF_REDEMPTION: &str = "REDEMPTION";
6814
6815 pub const TYPE_OF_ROLL_TRADE: &str = "ROLLTYPE";
6816
6817 pub const VALUATION_DISCOUNT: &str = "HAIRCUT";
6818
6819 pub const WEIGHTED_AVERAGE_COUPON: &str = "WAC";
6820
6821 pub const WEIGHTED_AVERAGE_LIFE_COUPON: &str = "WAL";
6822
6823 pub const WEIGHTED_AVERAGE_LOAN_AGE: &str = "WALA";
6824
6825 pub const WEIGHTED_AVERAGE_MATURITY: &str = "WAM";
6826
6827 pub const WHOLE_POOL: &str = "WHOLE";
6828
6829 pub const YEAR_OR_YEAR_MONTH_OF_ISSUE: &str = "ISSUE";
6830
6831 pub const YIELD_RANGE: &str = "YIELD";
6832
6833 pub const YIELD_TO_MATURITY: &str = "YTM";
6834
6835}
6836
6837
6838pub mod strategy_parameter_type {
6840
6841 pub const AMT: &str = "10";
6842
6843 pub const BOOLEAN: &str = "13";
6844
6845 pub const CHAR: &str = "12";
6846
6847 pub const COUNTRY: &str = "25";
6848
6849 pub const CURRENCY: &str = "16";
6850
6851 pub const DATA: &str = "23";
6852
6853 pub const EXCHANGE: &str = "17";
6854
6855 pub const FLOAT: &str = "6";
6856
6857 pub const INT: &str = "1";
6858
6859 pub const LANGUAGE: &str = "26";
6860
6861 pub const LENGTH: &str = "2";
6862
6863 pub const LOCALMKTDATE: &str = "21";
6864
6865 pub const MONTHYEAR: &str = "18";
6866
6867 pub const MULTIPLECHARVALUE: &str = "15";
6868
6869 pub const MULTIPLESTRINGVALUE: &str = "24";
6870
6871 pub const NUMINGROUP: &str = "3";
6872
6873 pub const PERCENTAGE: &str = "11";
6874
6875 pub const PRICE: &str = "8";
6876
6877 pub const PRICEOFFSET: &str = "9";
6878
6879 pub const QTY: &str = "7";
6880
6881 pub const SEQNUM: &str = "4";
6882
6883 pub const STRING: &str = "14";
6884
6885 pub const TAGNUM: &str = "5";
6886
6887 pub const TENOR: &str = "29";
6888
6889 pub const TZTIMEONLY: &str = "27";
6890
6891 pub const TZTIMESTAMP: &str = "28";
6892
6893 pub const UTCDATEONLY: &str = "22";
6894
6895 pub const UTCTIMEONLY: &str = "20";
6896
6897 pub const UTCTIMESTAMP: &str = "19";
6898
6899}
6900
6901
6902pub mod stream_asgn_ack_type {
6904
6905 pub const ASSIGNMENT_ACCEPTED: &str = "0";
6906
6907 pub const ASSIGNMENT_REJECTED: &str = "1";
6908
6909}
6910
6911
6912pub mod stream_asgn_rej_reason {
6914
6915 pub const EXCEEDS_MAXIMUM_SIZE: &str = "1";
6916
6917 pub const NO_AVAILABLE_STREAM: &str = "3";
6918
6919 pub const OTHER: &str = "99";
6920
6921 pub const UNKNOWN_CLIENT: &str = "0";
6922
6923 pub const UNKNOWN_OR_INVALID_CURRENCY_PAIR: &str = "2";
6924
6925}
6926
6927
6928pub mod stream_asgn_req_type {
6930
6931 pub const STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER: &str = "2";
6932
6933 pub const STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER: &str = "1";
6934
6935}
6936
6937
6938pub mod stream_asgn_type {
6940
6941 pub const ASSIGNMENT: &str = "1";
6942
6943 pub const REJECTED: &str = "2";
6944
6945 pub const TERMINATE_UNASSIGN: &str = "3";
6946
6947}
6948
6949
6950pub mod strike_price_boundary_method {
6952
6953 pub const EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "3";
6954
6955 pub const GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "4";
6956
6957 pub const GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY: &str = "5";
6958
6959 pub const LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "2";
6960
6961 pub const LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY: &str = "1";
6962
6963}
6964
6965
6966pub mod strike_price_determination_method {
6968
6969 pub const FIXED_STRIKE: &str = "1";
6970
6971 pub const STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE: &str = "2";
6972
6973 pub const STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION: &str = "3";
6974
6975 pub const STRIKE_SET_TO_OPTIMAL_VALUE: &str = "4";
6976
6977}
6978
6979
6980pub mod subscription_request_type {
6982
6983 pub const DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST: &str = "2";
6984
6985 pub const SNAPSHOT: &str = "0";
6986
6987 pub const SNAPSHOT_PLUS_UPDATES: &str = "1";
6988
6989}
6990
6991
6992pub mod symbol_sfx {
6994
6995 pub const EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE: &str = "CD";
6996
6997 pub const WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN: &str = "WI";
6998
6999}
7000
7001
7002pub mod target_strategy {
7004
7005 pub const MININIZE_MARKET_IMPACT: &str = "3";
7006
7007 pub const PARTICIPATE: &str = "2";
7008
7009 pub const RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES: &str = "1000";
7010
7011 pub const VWAP: &str = "1";
7012
7013}
7014
7015
7016pub mod tax_advantage_type {
7018
7019 pub const ASSET_TRANSFER: &str = "8";
7020
7021 pub const CURRENT_YEAR_PAYMENT: &str = "6";
7022
7023 pub const DEFINED_CONTRIBUTION_PLAN: &str = "15";
7024
7025 pub const EDUCATION_IRA_28: &str = "28";
7026
7027 pub const EDUCATION_IRA_29: &str = "29";
7028
7029 pub const EMPLOYEE_10: &str = "10";
7030
7031 pub const EMPLOYEE_9: &str = "9";
7032
7033 pub const EMPLOYER_11: &str = "11";
7034
7035 pub const EMPLOYER_12: &str = "12";
7036
7037 pub const INDIVIDUAL_RETIREMENT_ACCOUNT_16: &str = "16";
7038
7039 pub const INDIVIDUAL_RETIREMENT_ACCOUNT_17: &str = "17";
7040
7041 pub const KEOGH: &str = "18";
7042
7043 pub const MAXI_ISA: &str = "1";
7044
7045 pub const MINI_CASH_ISA: &str = "3";
7046
7047 pub const MINI_INSURANCE_ISA: &str = "5";
7048
7049 pub const MINI_STOCKS_AND_SHARES_ISA: &str = "4";
7050
7051 pub const NONE_NOT_APPLICABLE: &str = "0";
7052
7053 pub const NON_FUND_PROTOTYPE_IRA: &str = "13";
7054
7055 pub const NON_FUND_QUALIFIED_PLAN: &str = "14";
7056
7057 pub const OTHER: &str = "999";
7058
7059 pub const PRIOR_YEAR_PAYMENT: &str = "7";
7060
7061 pub const PROFIT_SHARING_PLAN: &str = "19";
7062
7063 pub const ROTH_CONVERSION_IRA_26: &str = "26";
7064
7065 pub const ROTH_CONVERSION_IRA_27: &str = "27";
7066
7067 pub const ROTH_IRA_24: &str = "24";
7068
7069 pub const ROTH_IRA_25: &str = "25";
7070
7071 pub const SELF_DIRECTED_IRA: &str = "21";
7072
7073 pub const TESSA: &str = "2";
7074
7075 pub const _401: &str = "20";
7076
7077 pub const _403: &str = "22";
7078
7079 pub const _457: &str = "23";
7080
7081}
7082
7083
7084pub mod termination_type {
7086
7087 pub const FLEXIBLE: &str = "3";
7088
7089 pub const OPEN: &str = "4";
7090
7091 pub const OVERNIGHT: &str = "1";
7092
7093 pub const TERM: &str = "2";
7094
7095}
7096
7097
7098pub mod tick_direction {
7100
7101 pub const MINUS_TICK: &str = "2";
7102
7103 pub const PLUS_TICK: &str = "0";
7104
7105 pub const ZERO_MINUS_TICK: &str = "3";
7106
7107 pub const ZERO_PLUS_TICK: &str = "1";
7108
7109}
7110
7111
7112pub mod tick_rule_type {
7114
7115 pub const FIXED: &str = "2";
7116
7117 pub const REGULAR: &str = "0";
7118
7119 pub const SETTLED_AS_A_SPREAD_LEG: &str = "4";
7120
7121 pub const TRADED_AS_A_SPREAD_LEG: &str = "3";
7122
7123 pub const VARIABLE: &str = "1";
7124
7125}
7126
7127
7128pub mod time_in_force {
7130
7131 pub const AT_CROSSING: &str = "9";
7132
7133 pub const AT_THE_CLOSE: &str = "7";
7134
7135 pub const AT_THE_OPENING: &str = "2";
7136
7137 pub const DAY: &str = "0";
7138
7139 pub const FILL_OR_KILL: &str = "4";
7140
7141 pub const GOOD_THROUGH_CROSSING: &str = "8";
7142
7143 pub const GOOD_TILL_CANCEL: &str = "1";
7144
7145 pub const GOOD_TILL_CROSSING: &str = "5";
7146
7147 pub const GOOD_TILL_DATE: &str = "6";
7148
7149 pub const IMMEDIATE_OR_CANCEL: &str = "3";
7150
7151}
7152
7153
7154pub mod time_unit {
7156
7157 pub const DAY: &str = "D";
7158
7159 pub const HOUR: &str = "H";
7160
7161 pub const MINUTE: &str = "Min";
7162
7163 pub const MONTH: &str = "Mo";
7164
7165 pub const SECOND: &str = "S";
7166
7167 pub const WEEK: &str = "Wk";
7168
7169 pub const YEAR: &str = "Yr";
7170
7171}
7172
7173
7174pub mod trad_ses_event {
7176
7177 pub const CHANGE_OF_TRADING_SESSION: &str = "1";
7178
7179 pub const CHANGE_OF_TRADING_STATUS: &str = "3";
7180
7181 pub const CHANGE_OF_TRADING_SUBSESSION: &str = "2";
7182
7183 pub const TRADING_RESUMES: &str = "0";
7184
7185}
7186
7187
7188pub mod trad_ses_method {
7190
7191 pub const ELECTRONIC: &str = "1";
7192
7193 pub const OPEN_OUTCRY: &str = "2";
7194
7195 pub const TWO_PARTY: &str = "3";
7196
7197}
7198
7199
7200pub mod trad_ses_mode {
7202
7203 pub const PRODUCTION: &str = "3";
7204
7205 pub const SIMULATED: &str = "2";
7206
7207 pub const TESTING: &str = "1";
7208
7209}
7210
7211
7212pub mod trad_ses_status {
7214
7215 pub const CLOSED: &str = "3";
7216
7217 pub const HALTED: &str = "1";
7218
7219 pub const OPEN: &str = "2";
7220
7221 pub const PRE_CLOSE: &str = "5";
7222
7223 pub const PRE_OPEN: &str = "4";
7224
7225 pub const REQUEST_REJECTED: &str = "6";
7226
7227 pub const UNKNOWN: &str = "0";
7228
7229}
7230
7231
7232pub mod trad_ses_status_rej_reason {
7234
7235 pub const OTHER: &str = "99";
7236
7237 pub const UNKNOWN_OR_INVALID_TRADINGSESSIONID: &str = "1";
7238
7239}
7240
7241
7242pub mod trade_alloc_indicator {
7244
7245 pub const ALLOCATION_FROM_EXECUTOR: &str = "4";
7246
7247 pub const ALLOCATION_GIVE_UP_EXECUTOR: &str = "3";
7248
7249 pub const ALLOCATION_NOT_REQUIRED: &str = "0";
7250
7251 pub const ALLOCATION_REQUIRED: &str = "1";
7252
7253 pub const ALLOCATION_TO_CLAIM_ACCOUNT: &str = "5";
7254
7255 pub const USE_ALLOCATION_PROVIDED_WITH_THE_TRADE: &str = "2";
7256
7257}
7258
7259
7260pub mod trade_condition {
7262
7263 pub const ACQUISITION: &str = "c";
7264
7265 pub const ADJUSTED: &str = "y";
7266
7267 pub const ADJUSTED_ETH: &str = "z";
7268
7269 pub const AUTOMATIC_EXECUTION: &str = "AQ";
7270
7271 pub const AUTO_EXECUTION_ETH: &str = "v";
7272
7273 pub const AVERAGE_PRICE_TRADE: &str = "B";
7274
7275 pub const BARGAIN_CONDITION: &str = "S";
7276
7277 pub const BASKET_INDEX: &str = "AS";
7278
7279 pub const BUNCHED: &str = "d";
7280
7281 pub const BUNCHED_SALE: &str = "f";
7282
7283 pub const BURST_BASKET: &str = "AT";
7284
7285 pub const CANCEL: &str = "0";
7286
7287 pub const CANCEL_ETH: &str = "i";
7288
7289 pub const CANCEL_LAST: &str = "n";
7290
7291 pub const CANCEL_LAST_ETH: &str = "l";
7292
7293 pub const CANCEL_ONLY: &str = "s";
7294
7295 pub const CANCEL_ONLY_ETH: &str = "t";
7296
7297 pub const CANCEL_OPEN: &str = "p";
7298
7299 pub const CANCEL_OPEN_ETH: &str = "q";
7300
7301 pub const CANCEL_STOPPED: &str = "h";
7302
7303 pub const CANCEL_STOPPED_ETH: &str = "j";
7304
7305 pub const CASH: &str = "A";
7306
7307 pub const CASH_TRADE: &str = "C";
7308
7309 pub const COMBO: &str = "AH";
7310
7311 pub const COMBO_ETH: &str = "AI";
7312
7313 pub const CONVERTED_PRICE_INDICATOR: &str = "T";
7314
7315 pub const CROSSED_AO: &str = "AO";
7316
7317 pub const CROSSED_X: &str = "X";
7318
7319 pub const DIRECT_PLUS: &str = "b";
7320
7321 pub const DISTRIBUTION: &str = "e";
7322
7323 pub const EXCHANGE_LAST: &str = "U";
7324
7325 pub const EX_PIT: &str = "W";
7326
7327 pub const FAST_MARKET: &str = "AP";
7328
7329 pub const FINAL_PRICE_OF_SESSION: &str = "V";
7330
7331 pub const FORM_T: &str = "AR";
7332
7333 pub const IMBALANCE_MORE_BUYERS: &str = "P";
7334
7335 pub const IMBALANCE_MORE_SELLERS: &str = "Q";
7336
7337 pub const IMPLIED_TRADE: &str = "1";
7338
7339 pub const INTRADAY_TRADE_DETAIL: &str = "F";
7340
7341 pub const LATE_OPEN_ETH: &str = "u";
7342
7343 pub const MARKETPLACE_ENTERED_TRADE: &str = "2";
7344
7345 pub const MULTILEG_TO_MULTILEG_TRADE: &str = "4";
7346
7347 pub const MULT_ASSET_CLASS_MULTILEG_TRADE: &str = "3";
7348
7349 pub const NEXT_DAY: &str = "D";
7350
7351 pub const NEXT_DAY_TRADE: &str = "J";
7352
7353 pub const OFFICAL_CLOSING_PRICE: &str = "AN";
7354
7355 pub const OFFICIAL_CLOSING_PRICE: &str = "AJ";
7356
7357 pub const OPENED: &str = "K";
7358
7359 pub const OPENED_SALE_ETH: &str = "r";
7360
7361 pub const OPENING_PRICE: &str = "R";
7362
7363 pub const OPENING_REOPENING_TRADE_DETAIL: &str = "E";
7364
7365 pub const OUTSIDE_SPREAD: &str = "AV";
7366
7367 pub const OUT_OF_SEQUENCE_ETH: &str = "k";
7368
7369 pub const PRIOR_REFERENCE_PRICE: &str = "AK";
7370
7371 pub const REGULAR_ETH: &str = "AG";
7372
7373 pub const REOPEN: &str = "w";
7374
7375 pub const REOPEN_ETH: &str = "x";
7376
7377 pub const RULE_127_TRADE: &str = "G";
7378
7379 pub const RULE_155_TRADE: &str = "H";
7380
7381 pub const SELLER: &str = "L";
7382
7383 pub const SOLD: &str = "M";
7384
7385 pub const SOLD_LAST: &str = "I";
7386
7387 pub const SOLD_LAST_SALE: &str = "o";
7388
7389 pub const SOLD_LAST_SALE_ETH: &str = "m";
7390
7391 pub const SPLIT_TRADE: &str = "g";
7392
7393 pub const SPREAD: &str = "AA";
7394
7395 pub const SPREAD_ETH: &str = "AB";
7396
7397 pub const STOPPED: &str = "AE";
7398
7399 pub const STOPPED_ETH: &str = "AF";
7400
7401 pub const STOPPED_OUT_OF_SEQUENCE: &str = "AM";
7402
7403 pub const STOPPED_SOLD_LAST: &str = "AL";
7404
7405 pub const STOPPED_STOCK: &str = "N";
7406
7407 pub const STRADDLE: &str = "AC";
7408
7409 pub const STRADDLE_ETH: &str = "AD";
7410
7411 pub const TRADES_RESULTING_FROM_INTERMARKET_SWEEP: &str = "Z";
7412
7413 pub const TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE: &str = "Y";
7414
7415 pub const VOLUME_ONLY: &str = "a";
7416
7417}
7418
7419
7420pub mod trade_handling_instr {
7422
7423 pub const AUTOMATED_FLOOR_ORDER_ROUTING: &str = "4";
7424
7425 pub const ONE_PARTY_REPORT_FOR_MATCHING: &str = "2";
7426
7427 pub const ONE_PARTY_REPORT_FOR_PASS_THROUGH: &str = "3";
7428
7429 pub const TRADE_CONFIRMATION: &str = "0";
7430
7431 pub const TWO_PARTY_REPORT: &str = "1";
7432
7433 pub const TWO_PARTY_REPORT_FOR_CLAIM: &str = "5";
7434
7435}
7436
7437
7438pub mod trade_publish_indicator {
7440
7441 pub const DEFERRED_PUBLICATION: &str = "2";
7442
7443 pub const DO_NOT_PUBLISH_TRADE: &str = "0";
7444
7445 pub const PUBLISH_TRADE: &str = "1";
7446
7447}
7448
7449
7450pub mod trade_report_reject_reason {
7452
7453 pub const INVALID_PARTY_ONFORMATION: &str = "1";
7454
7455 pub const INVALID_TRADE_TYPE: &str = "4";
7456
7457 pub const OTHER: &str = "99";
7458
7459 pub const SUCCESSFUL: &str = "0";
7460
7461 pub const UNAUTHORIZED_TO_REPORT_TRADES: &str = "3";
7462
7463 pub const UNKNOWN_INSTRUMENT: &str = "2";
7464
7465}
7466
7467
7468pub mod trade_report_trans_type {
7470
7471 pub const CANCEL: &str = "1";
7472
7473 pub const CANCEL_DUE_TO_BACK_OUT_OF_TRADE: &str = "5";
7474
7475 pub const NEW: &str = "0";
7476
7477 pub const RELEASE: &str = "3";
7478
7479 pub const REPLACE: &str = "2";
7480
7481 pub const REVERSE: &str = "4";
7482
7483}
7484
7485
7486pub mod trade_report_type {
7488
7489 pub const ACCEPT: &str = "2";
7490
7491 pub const ADDENDUM: &str = "4";
7492
7493 pub const ALLEGED_1: &str = "1";
7494
7495 pub const ALLEGED_15: &str = "15";
7496
7497 pub const ALLEGED_ADDENDUM: &str = "12";
7498
7499 pub const ALLEGED_NEW: &str = "11";
7500
7501 pub const ALLEGED_NO_WAS: &str = "13";
7502
7503 pub const ALLEGED_TRADE_REPORT_CANCEL: &str = "14";
7504
7505 pub const DECLINE: &str = "3";
7506
7507 pub const DEFAULTED: &str = "8";
7508
7509 pub const INVALID_CMTA: &str = "9";
7510
7511 pub const NO_WAS: &str = "5";
7512
7513 pub const PENDED: &str = "10";
7514
7515 pub const SUBMIT: &str = "0";
7516
7517 pub const TRADE_REPORT_CANCEL: &str = "6";
7518
7519 pub const _7: &str = "7";
7520
7521}
7522
7523
7524pub mod trade_request_result {
7526
7527 pub const INVALID_DESTINATION_REQUESTED: &str = "5";
7528
7529 pub const INVALID_OR_UNKNOWN_INSTRUMENT: &str = "1";
7530
7531 pub const INVALID_PARTIES: &str = "3";
7532
7533 pub const INVALID_TRANSPORT_TYPE_REQUESTED: &str = "4";
7534
7535 pub const INVALID_TYPE_OF_TRADE_REQUESTED: &str = "2";
7536
7537 pub const NOT_AUTHORIZED: &str = "9";
7538
7539 pub const OTHER: &str = "99";
7540
7541 pub const SUCCESSFUL: &str = "0";
7542
7543 pub const TRADEREQUESTTYPE_NOT_SUPPORTED: &str = "8";
7544
7545}
7546
7547
7548pub mod trade_request_status {
7550
7551 pub const ACCEPTED: &str = "0";
7552
7553 pub const COMPLETED: &str = "1";
7554
7555 pub const REJECTED: &str = "2";
7556
7557}
7558
7559
7560pub mod trade_request_type {
7562
7563 pub const ADVISORIES_THAT_MATCH_CRITERIA: &str = "4";
7564
7565 pub const ALL_TRADES: &str = "0";
7566
7567 pub const MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST: &str = "1";
7568
7569 pub const UNMATCHED_TRADES_THAT_MATCH_CRITERIA: &str = "2";
7570
7571 pub const UNREPORTED_TRADES_THAT_MATCH_CRITERIA: &str = "3";
7572
7573}
7574
7575
7576pub mod trade_type {
7578
7579 pub const AGENCY: &str = "A";
7580
7581 pub const GUARANTEED_CLOSE: &str = "J";
7582
7583 pub const RISK_TRADE: &str = "R";
7584
7585 pub const VWAP_GUARANTEE: &str = "G";
7586
7587}
7588
7589
7590pub mod trading_session_id {
7592
7593 pub const AFTERNOON: &str = "4";
7594
7595 pub const AFTER_HOURS: &str = "6";
7596
7597 pub const DAY: &str = "1";
7598
7599 pub const EVENING: &str = "5";
7600
7601 pub const HALFDAY: &str = "2";
7602
7603 pub const MORNING: &str = "3";
7604
7605}
7606
7607
7608pub mod trading_session_sub_id {
7610
7611 pub const CLOSING_OR_CLOSING_AUCTION: &str = "4";
7612
7613 pub const INTRADAY_AUCTION: &str = "6";
7614
7615 pub const OPENING_OR_OPENING_AUCTION: &str = "2";
7616
7617 pub const POST_TRADING: &str = "5";
7618
7619 pub const PRE_TRADING: &str = "1";
7620
7621 pub const QUIESCENT: &str = "7";
7622
7623 pub const _3: &str = "3";
7624
7625}
7626
7627
7628pub mod trd_reg_timestamp_type {
7630
7631 pub const BROKER_EXECUTION: &str = "5";
7632
7633 pub const BROKER_RECEIPT: &str = "4";
7634
7635 pub const DESK_RECEIPT: &str = "6";
7636
7637 pub const EXECUTION_TIME: &str = "1";
7638
7639 pub const SUBMISSION_TO_CLEARING: &str = "7";
7640
7641 pub const TIME_IN: &str = "2";
7642
7643 pub const TIME_OUT: &str = "3";
7644
7645}
7646
7647
7648pub mod trd_rpt_status {
7650
7651 pub const ACCEPTED: &str = "0";
7652
7653 pub const ACCEPTED_WITH_ERRORS: &str = "3";
7654
7655 pub const REJECTED: &str = "1";
7656
7657}
7658
7659
7660pub mod trd_sub_type {
7662
7663 pub const ACATS: &str = "11";
7664
7665 pub const ADVISORY_FOR_CONTRA_SIDE: &str = "4";
7666
7667 pub const AI: &str = "14";
7668
7669 pub const B: &str = "15";
7670
7671 pub const CMTA: &str = "0";
7672
7673 pub const CONVERTED_SWAP: &str = "36";
7674
7675 pub const CROSSED_TRADE: &str = "37";
7676
7677 pub const DIFFERENTIAL_SPREAD: &str = "7";
7678
7679 pub const EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT: &str = "2";
7680
7681 pub const IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT: &str = "8";
7682
7683 pub const INTERIM_PROTECTED_TRADE: &str = "38";
7684
7685 pub const INTERNAL_TRANSFER_OR_ADJUSTMENT: &str = "1";
7686
7687 pub const K: &str = "16";
7688
7689 pub const LARGE_IN_SCALE: &str = "39";
7690
7691 pub const LC: &str = "17";
7692
7693 pub const M: &str = "18";
7694
7695 pub const N: &str = "19";
7696
7697 pub const NM: &str = "20";
7698
7699 pub const NR: &str = "21";
7700
7701 pub const OFFSET_DUE_TO_AN_ALLOCATION: &str = "5";
7702
7703 pub const OFF_HOURS_TRADE: &str = "33";
7704
7705 pub const ONSET_DUE_TO_AN_ALLOCATION: &str = "6";
7706
7707 pub const ON_HOURS_TRADE: &str = "34";
7708
7709 pub const OTC_QUOTE: &str = "35";
7710
7711 pub const P: &str = "22";
7712
7713 pub const PA: &str = "23";
7714
7715 pub const PC: &str = "24";
7716
7717 pub const PN: &str = "25";
7718
7719 pub const R: &str = "26";
7720
7721 pub const REJECT_FOR_SUBMITTING_SIDE: &str = "3";
7722
7723 pub const RO: &str = "27";
7724
7725 pub const RT: &str = "28";
7726
7727 pub const SW: &str = "29";
7728
7729 pub const T: &str = "30";
7730
7731 pub const TRANSACTION_FROM_ASSIGNMENT: &str = "10";
7732
7733 pub const TRANSACTION_FROM_EXERCISE: &str = "9";
7734
7735 pub const WN: &str = "31";
7736
7737 pub const WT: &str = "32";
7738
7739}
7740
7741
7742pub mod trd_type {
7744
7745 pub const AFTER_HOURS_TRADE: &str = "10";
7746
7747 pub const ALL_OR_NONE: &str = "16";
7748
7749 pub const BLOCK_TRADES: &str = "40";
7750
7751 pub const BLOCK_TRADE_1: &str = "1";
7752
7753 pub const BLOCK_TRADE_38: &str = "38";
7754
7755 pub const BUNCHED_TRADE: &str = "7";
7756
7757 pub const CASH_SETTLEMENT: &str = "29";
7758
7759 pub const DELTA_NEUTRAL_TRANSACTION: &str = "46";
7760
7761 pub const DERIVATIVE_RELATED_TRANSACTION: &str = "49";
7762
7763 pub const EFP: &str = "2";
7764
7765 pub const ERROR_TRADE: &str = "24";
7766
7767 pub const EXCHANGE_BASIS_FACILITY: &str = "55";
7768
7769 pub const EXCHANGE_FOR_RISK: &str = "11";
7770
7771 pub const EXCHANGE_FOR_SWAP: &str = "12";
7772
7773 pub const EXCHANGE_GRANTED_TRADE: &str = "52";
7774
7775 pub const EXCHANGE_OF_FUTURES_FOR: &str = "13";
7776
7777 pub const EXCHANGE_OF_FUTURES_FOR_FUTURES: &str = "18";
7778
7779 pub const EXCHANGE_OF_OPTIONS_FOR_OPTIONS: &str = "14";
7780
7781 pub const FINANCING_TRANSACTION: &str = "47";
7782
7783 pub const FUTURES_LARGE_ORDER_EXECUTION: &str = "17";
7784
7785 pub const GUARANTEED_DELIVERY: &str = "31";
7786
7787 pub const LATE_BUNCHED_TRADE: &str = "8";
7788
7789 pub const LATE_TRADE: &str = "4";
7790
7791 pub const NAME_CHANGE: &str = "41";
7792
7793 pub const NON_STANDARD_SETTLEMENT: &str = "48";
7794
7795 pub const OPTION_CABINET_TRADE: &str = "20";
7796
7797 pub const OPTION_EXERCISE: &str = "45";
7798
7799 pub const OPTION_INTERIM_TRADE: &str = "19";
7800
7801 pub const OTC: &str = "54";
7802
7803 pub const PORTFOLIO_TRADE: &str = "50";
7804
7805 pub const PORTFOLIO_TRANSFER: &str = "42";
7806
7807 pub const PRIOR_REFERENCE_PRICE_TRADE: &str = "9";
7808
7809 pub const PRIVATELY_NEGOTIATED_TRADES: &str = "22";
7810
7811 pub const PROROGATION_BUY: &str = "43";
7812
7813 pub const PROROGATION_SELL: &str = "44";
7814
7815 pub const REGULAR_TRADE: &str = "0";
7816
7817 pub const REPURCHASE_AGREEMENT: &str = "53";
7818
7819 pub const SPECIAL_CUM_BONUS: &str = "36";
7820
7821 pub const SPECIAL_CUM_CAPITAL_REPAYMENTS: &str = "34";
7822
7823 pub const SPECIAL_CUM_COUPON: &str = "27";
7824
7825 pub const SPECIAL_CUM_DIVIDEND: &str = "25";
7826
7827 pub const SPECIAL_CUM_RIGHTS: &str = "32";
7828
7829 pub const SPECIAL_EX_BONUS: &str = "37";
7830
7831 pub const SPECIAL_EX_CAPITAL_REPAYMENTS: &str = "35";
7832
7833 pub const SPECIAL_EX_COUPON: &str = "28";
7834
7835 pub const SPECIAL_EX_DIVIDEND: &str = "26";
7836
7837 pub const SPECIAL_EX_RIGHTS: &str = "33";
7838
7839 pub const SPECIAL_PRICE: &str = "30";
7840
7841 pub const SUBSTITUTION_OF_FUTURES_FOR_FORWARDS: &str = "23";
7842
7843 pub const TRADING_AT_SETTLEMENT: &str = "15";
7844
7845 pub const TRANSFER: &str = "3";
7846
7847 pub const T_TRADE: &str = "5";
7848
7849 pub const VOLUME_WEIGHTED_AVERAGE_TRADE: &str = "51";
7850
7851 pub const WEIGHTED_AVERAGE_PRICE_TRADE: &str = "6";
7852
7853 pub const WORKED_PRINCIPAL_TRADE: &str = "39";
7854
7855}
7856
7857
7858pub mod trigger_action {
7860
7861 pub const ACTIVATE: &str = "1";
7862
7863 pub const CANCEL: &str = "3";
7864
7865 pub const MODIFY: &str = "2";
7866
7867}
7868
7869
7870pub mod trigger_order_type {
7872
7873 pub const LIMIT: &str = "2";
7874
7875 pub const MARKET: &str = "1";
7876
7877}
7878
7879
7880pub mod trigger_price_direction {
7882
7883 pub const TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE: &str = "D";
7884
7885 pub const TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE: &str = "U";
7886
7887}
7888
7889
7890pub mod trigger_price_type {
7892
7893 pub const BEST_BID: &str = "3";
7894
7895 pub const BEST_BID_OR_LAST_TRADE: &str = "4";
7896
7897 pub const BEST_MID: &str = "6";
7898
7899 pub const BEST_OFFER: &str = "1";
7900
7901 pub const BEST_OFFER_OR_LAST_TRADE: &str = "5";
7902
7903 pub const LAST_TRADE: &str = "2";
7904
7905}
7906
7907
7908pub mod trigger_price_type_scope {
7910
7911 pub const GLOBAL: &str = "3";
7912
7913 pub const LOCAL: &str = "1";
7914
7915 pub const NATIONAL: &str = "2";
7916
7917 pub const NONE: &str = "0";
7918
7919}
7920
7921
7922pub mod trigger_type {
7924
7925 pub const NEXT_AUCTION: &str = "3";
7926
7927 pub const PARTIAL_EXECUTION: &str = "1";
7928
7929 pub const PRICE_MOVEMENT: &str = "4";
7930
7931 pub const SPECIFIED_TRADING_SESSION: &str = "2";
7932
7933}
7934
7935
7936pub mod underlying_cash_type {
7938
7939 pub const DIFF: &str = "DIFF";
7940
7941 pub const FIXED: &str = "FIXED";
7942
7943}
7944
7945
7946pub mod underlying_fx_rate_calc {
7948
7949 pub const DIVIDE: &str = "D";
7950
7951 pub const MULTIPLY: &str = "M";
7952
7953}
7954
7955
7956pub mod underlying_price_determination_method {
7958
7959 pub const AVERAGE_VALUE: &str = "4";
7960
7961 pub const OPTIMAL_VALUE: &str = "3";
7962
7963 pub const REGULAR: &str = "1";
7964
7965 pub const SPECIAL_REFERENCE: &str = "2";
7966
7967}
7968
7969
7970pub mod underlying_settlement_type {
7972
7973 pub const T_PLUS_1: &str = "2";
7974
7975 pub const T_PLUS_3: &str = "4";
7976
7977 pub const T_PLUS_4: &str = "5";
7978
7979}
7980
7981
7982pub mod unit_of_measure {
7984
7985 pub const ALLOWANCES: &str = "Alw";
7986
7987 pub const BARRELS: &str = "Bbl";
7988
7989 pub const BILLION_CUBIC_FEET: &str = "Bcf";
7990
7991 pub const BUSHELS: &str = "Bu";
7992
7993 pub const GALLONS: &str = "Gal";
7994
7995 pub const MEGAWATT_HOURS: &str = "MWh";
7996
7997 pub const METRIC_TONS: &str = "t";
7998
7999 pub const MILLION_BARRELS: &str = "MMbbl";
8000
8001 pub const ONE_MILLION_BTU: &str = "MMBtu";
8002
8003 pub const POUNDS: &str = "lbs";
8004
8005 pub const TONS: &str = "tn";
8006
8007 pub const TROY_OUNCES: &str = "oz_tr";
8008
8009 pub const US_DOLLARS: &str = "USD";
8010
8011}
8012
8013
8014pub mod urgency {
8016
8017 pub const BACKGROUND: &str = "2";
8018
8019 pub const FLASH: &str = "1";
8020
8021 pub const NORMAL: &str = "0";
8022
8023}
8024
8025
8026pub mod user_request_type {
8028
8029 pub const CHANGE_PASSWORD_FOR_USER: &str = "3";
8030
8031 pub const LOG_OFF_USER: &str = "2";
8032
8033 pub const LOG_ON_USER: &str = "1";
8034
8035 pub const REQUEST_INDIVIDUAL_USER_STATUS: &str = "4";
8036
8037}
8038
8039
8040pub mod user_status {
8042
8043 pub const FORCED_USER_LOGOUT_BY_EXCHANGE: &str = "7";
8044
8045 pub const LOGGED_IN: &str = "1";
8046
8047 pub const NOT_LOGGED_IN: &str = "2";
8048
8049 pub const OTHER: &str = "6";
8050
8051 pub const PASSWORD_CHANGED: &str = "5";
8052
8053 pub const PASSWORD_INCORRECT: &str = "4";
8054
8055 pub const SESSION_SHUTDOWN_WARNING: &str = "8";
8056
8057 pub const USER_NOT_RECOGNISED: &str = "3";
8058
8059}
8060
8061
8062pub mod valuation_method {
8064
8065 pub const CDS_IN_DELIVERY: &str = "CDSD";
8066
8067 pub const CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON: &str = "CDS";
8068
8069 pub const FUTURES_STYLE_MARK_TO_MARKET: &str = "FUT";
8070
8071 pub const FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT: &str = "FUTDA";
8072
8073 pub const PREMIUM_STYLE: &str = "EQTY";
8074
8075}
8076
8077
8078pub mod venue_type {
8080
8081 pub const ELECTRONIC: &str = "E";
8082
8083 pub const EX_PIT: &str = "X";
8084
8085 pub const PIT: &str = "P";
8086
8087}
8088
8089
8090pub mod yield_type {
8092
8093 pub const AFTER_TAX_YIELD: &str = "AFTERTAX";
8094
8095 pub const ANNUAL_YIELD: &str = "ANNUAL";
8096
8097 pub const BOOK_YIELD: &str = "BOOK";
8098
8099 pub const CLOSING_YIELD: &str = "CLOSE";
8100
8101 pub const CLOSING_YIELD_MOST_RECENT_MONTH: &str = "LASTMONTH";
8102
8103 pub const CLOSING_YIELD_MOST_RECENT_QUARTER: &str = "LASTQUARTER";
8104
8105 pub const CLOSING_YIELD_MOST_RECENT_YEAR: &str = "LASTYEAR";
8106
8107 pub const COMPOUND_YIELD: &str = "COMPOUND";
8108
8109 pub const CURRENT_YIELD: &str = "CURRENT";
8110
8111 pub const GVNT_EQUIVALENT_YIELD: &str = "GOVTEQUIV";
8112
8113 pub const INVERSE_FLOATER_BOND_YIELD: &str = "INVERSEFLOATER";
8114
8115 pub const MARK_TO_MARKET_YIELD: &str = "MARK";
8116
8117 pub const MOST_RECENT_CLOSING_YIELD: &str = "LASTCLOSE";
8118
8119 pub const OPEN_AVERAGE_YIELD: &str = "OPENAVG";
8120
8121 pub const PREVIOUS_CLOSE_YIELD: &str = "PREVCLOSE";
8122
8123 pub const PROCEEDS_YIELD: &str = "PROCEEDS";
8124
8125 pub const SEMI_ANNUAL_YIELD: &str = "SEMIANNUAL";
8126
8127 pub const SIMPLE_YIELD: &str = "SIMPLE";
8128
8129 pub const TAX_EQUIVALENT_YIELD: &str = "TAXEQUIV";
8130
8131 pub const TRUE_GROSS_YIELD: &str = "GROSS";
8132
8133 pub const TRUE_YIELD: &str = "TRUE";
8134
8135 pub const YIELD_AT_ISSUE: &str = "ATISSUE";
8136
8137 pub const YIELD_CHANGE_SINCE_CLOSE: &str = "CHANGE";
8138
8139 pub const YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS: &str = "AVGLIFE";
8140
8141 pub const YIELD_TO_AVG_MATURITY: &str = "AVGMATURITY";
8142
8143 pub const YIELD_TO_LONGEST_AVERAGE: &str = "LONGEST";
8144
8145 pub const YIELD_TO_LONGEST_AVERAGE_LIFE: &str = "LONGAVGLIFE";
8146
8147 pub const YIELD_TO_MATURITY: &str = "MATURITY";
8148
8149 pub const YIELD_TO_NEXT_CALL: &str = "CALL";
8150
8151 pub const YIELD_TO_NEXT_PUT: &str = "PUT";
8152
8153 pub const YIELD_TO_NEXT_REFUND: &str = "NEXTREFUND";
8154
8155 pub const YIELD_TO_SHORTEST_AVERAGE: &str = "SHORTEST";
8156
8157 pub const YIELD_TO_SHORTEST_AVERAGE_LIFE: &str = "SHORTAVGLIFE";
8158
8159 pub const YIELD_TO_TENDER_DATE: &str = "TENDER";
8160
8161 pub const YIELD_TO_WORST: &str = "WORST";
8162
8163 pub const YIELD_VALUE_OF_1_32: &str = "VALUE1_32";
8164
8165 pub const YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE: &str = "VALUE1/32";
8166
8167 pub const YIELD_WITH_INFLATION_ASSUMPTION: &str = "INFLATION";
8168
8169}
8170
8171