#![allow(clippy::all, unused_imports, unused_mut, dead_code, non_upper_case_globals)]
use crate::field_map::Field;
use crate::message::Tag;
pub struct Account;
impl Field for Account { const TAG: Tag = 1; type Value = String; }
pub struct AdvId;
impl Field for AdvId { const TAG: Tag = 2; type Value = String; }
pub struct AdvRefID;
impl Field for AdvRefID { const TAG: Tag = 3; type Value = String; }
pub struct AdvSide;
impl Field for AdvSide { const TAG: Tag = 4; type Value = char; }
impl AdvSide {
pub const BUY: char = 'B';
pub const SELL: char = 'S';
pub const TRADE: char = 'T';
pub const CROSS: char = 'X';
}
pub struct AdvTransType;
impl Field for AdvTransType { const TAG: Tag = 5; type Value = String; }
impl AdvTransType {
pub const ADVCANCEL: &'static str = "C";
pub const ADVNEW: &'static str = "N";
pub const ADVREPLACE: &'static str = "R";
}
pub struct AvgPx;
impl Field for AvgPx { const TAG: Tag = 6; type Value = crate::Amount; }
pub struct BeginSeqNo;
impl Field for BeginSeqNo { const TAG: Tag = 7; type Value = i64; }
pub struct BeginString;
impl Field for BeginString { const TAG: Tag = 8; type Value = String; }
pub struct BodyLength;
impl Field for BodyLength { const TAG: Tag = 9; type Value = i64; }
pub struct CheckSum;
impl Field for CheckSum { const TAG: Tag = 10; type Value = String; }
pub struct ClOrdID;
impl Field for ClOrdID { const TAG: Tag = 11; type Value = String; }
pub struct Commission;
impl Field for Commission { const TAG: Tag = 12; type Value = crate::Amount; }
pub struct CommType;
impl Field for CommType { const TAG: Tag = 13; type Value = char; }
impl CommType {
pub const PER_UNIT: char = '1';
pub const PERCENT: char = '2';
pub const ABSOLUTE: char = '3';
pub const PCTWAIVEDCSHDISC: char = '4';
pub const PCTWAIVEDENUNITS: char = '5';
pub const PERBOND: char = '6';
}
pub struct CumQty;
impl Field for CumQty { const TAG: Tag = 14; type Value = crate::Amount; }
pub struct Currency;
impl Field for Currency { const TAG: Tag = 15; type Value = String; }
pub struct EndSeqNo;
impl Field for EndSeqNo { const TAG: Tag = 16; type Value = i64; }
pub struct ExecID;
impl Field for ExecID { const TAG: Tag = 17; type Value = String; }
pub struct ExecInst;
impl Field for ExecInst { const TAG: Tag = 18; type Value = String; }
impl ExecInst {
pub const STAYOFFER: &'static str = "0";
pub const NOTHELD: &'static str = "1";
pub const WORK: &'static str = "2";
pub const GOALONG: &'static str = "3";
pub const OVERDAY: &'static str = "4";
pub const HELD: &'static str = "5";
pub const PARTNOTINIT: &'static str = "6";
pub const STRICTSCALE: &'static str = "7";
pub const TRYTOSCALE: &'static str = "8";
pub const STAYBID: &'static str = "9";
pub const NOCROSS: &'static str = "A";
pub const TRAILSTOPPEG: &'static str = "a";
pub const OKCROSS: &'static str = "B";
pub const STRICTLIMIT: &'static str = "b";
pub const IGNOREPRICECHK: &'static str = "c";
pub const CALLFIRST: &'static str = "C";
pub const PEGTOLIMIT: &'static str = "d";
pub const PERCVOL: &'static str = "D";
pub const DNI: &'static str = "E";
pub const WORKTOSTRATEGY: &'static str = "e";
pub const DNR: &'static str = "F";
pub const AON: &'static str = "G";
pub const RESTATEONSYSFAIL: &'static str = "H";
pub const INSTITONLY: &'static str = "I";
pub const RESTATEONTRADINGHALT: &'static str = "J";
pub const CANCELONTRADINGHALT: &'static str = "K";
pub const LASTPEG: &'static str = "L";
pub const MIDPRCPEG: &'static str = "M";
pub const NONNEGO: &'static str = "N";
pub const OPENPEG: &'static str = "O";
pub const MARKPEG: &'static str = "P";
pub const CANCELONSYSFAIL: &'static str = "Q";
pub const PRIMPEG: &'static str = "R";
pub const SUSPEND: &'static str = "S";
pub const CUSTDISPINST: &'static str = "U";
pub const NETTING: &'static str = "V";
pub const PEGVWAP: &'static str = "W";
pub const TRADEALONG: &'static str = "X";
pub const TRYTOSTOP: &'static str = "Y";
pub const CXLIFNOTBEST: &'static str = "Z";
}
pub struct ExecRefID;
impl Field for ExecRefID { const TAG: Tag = 19; type Value = String; }
pub struct ExecTransType;
impl Field for ExecTransType { const TAG: Tag = 20; type Value = char; }
impl ExecTransType {
pub const NEW: char = '0';
pub const CANCEL: char = '1';
pub const CORRECT: char = '2';
pub const STATUS: char = '3';
}
pub struct HandlInst;
impl Field for HandlInst { const TAG: Tag = 21; type Value = char; }
impl HandlInst {
pub const AUTOEXECPRIV: char = '1';
pub const AUTOEXECPUB: char = '2';
pub const MANUAL: char = '3';
}
pub struct SecurityIDSource;
impl Field for SecurityIDSource { const TAG: Tag = 22; type Value = String; }
impl SecurityIDSource {
pub const CUSIP: &'static str = "1";
pub const SEDOL: &'static str = "2";
pub const QUIK: &'static str = "3";
pub const ISIN: &'static str = "4";
pub const RIC: &'static str = "5";
pub const ISOCURR: &'static str = "6";
pub const ISOCOUNTRY: &'static str = "7";
pub const EXCHSYMB: &'static str = "8";
pub const CTA: &'static str = "9";
pub const BLMBRG: &'static str = "A";
pub const WERTPAPIER: &'static str = "B";
pub const DUTCH: &'static str = "C";
pub const VALOREN: &'static str = "D";
pub const SICOVAM: &'static str = "E";
pub const BELGIAN: &'static str = "F";
pub const COMMON: &'static str = "G";
pub const CLEARINGHOUSE: &'static str = "H";
pub const FPML: &'static str = "I";
pub const OPTIONPRICEREPORTINGAUTHORITY: &'static str = "J";
}
pub struct IOIID;
impl Field for IOIID { const TAG: Tag = 23; type Value = String; }
pub struct IOIOthSvc;
impl Field for IOIOthSvc { const TAG: Tag = 24; type Value = char; }
pub struct IOIQltyInd;
impl Field for IOIQltyInd { const TAG: Tag = 25; type Value = char; }
impl IOIQltyInd {
pub const HIGH: char = 'H';
pub const LOW: char = 'L';
pub const MEDIUM: char = 'M';
}
pub struct IOIRefID;
impl Field for IOIRefID { const TAG: Tag = 26; type Value = String; }
pub struct IOIQty;
impl Field for IOIQty { const TAG: Tag = 27; type Value = String; }
pub struct IOITransType;
impl Field for IOITransType { const TAG: Tag = 28; type Value = char; }
impl IOITransType {
pub const CANCEL: char = 'C';
pub const NEW: char = 'N';
pub const REPLACE: char = 'R';
}
pub struct LastCapacity;
impl Field for LastCapacity { const TAG: Tag = 29; type Value = char; }
impl LastCapacity {
pub const A: char = '1';
pub const XA: char = '2';
pub const XP: char = '3';
pub const P: char = '4';
}
pub struct LastMkt;
impl Field for LastMkt { const TAG: Tag = 30; type Value = String; }
pub struct LastPx;
impl Field for LastPx { const TAG: Tag = 31; type Value = crate::Amount; }
pub struct LastQty;
impl Field for LastQty { const TAG: Tag = 32; type Value = crate::Amount; }
pub struct NoLinesOfText;
impl Field for NoLinesOfText { const TAG: Tag = 33; type Value = i64; }
pub struct MsgSeqNum;
impl Field for MsgSeqNum { const TAG: Tag = 34; type Value = i64; }
pub struct MsgType;
impl Field for MsgType { const TAG: Tag = 35; type Value = String; }
impl MsgType {
pub const HEARTBEAT: &'static str = "0";
pub const TESTREQUEST: &'static str = "1";
pub const RESENDREQUEST: &'static str = "2";
pub const REJECT: &'static str = "3";
pub const SEQUENCERESET: &'static str = "4";
pub const LOGOUT: &'static str = "5";
pub const IOI: &'static str = "6";
pub const ADVERTISEMENT: &'static str = "7";
pub const EXECUTIONREPORT: &'static str = "8";
pub const ORDERCANCELREJECT: &'static str = "9";
pub const QUOTESTATUSREQUEST: &'static str = "a";
pub const LOGON: &'static str = "A";
pub const DERIVATIVESECURITYLIST: &'static str = "AA";
pub const NEWORDERMULTILEG: &'static str = "AB";
pub const MULTILEGORDERCANCELREPLACE: &'static str = "AC";
pub const TRADECAPTUREREPORTREQUEST: &'static str = "AD";
pub const TRADECAPTUREREPORT: &'static str = "AE";
pub const ORDERMASSSTATUSREQUEST: &'static str = "AF";
pub const QUOTEREQUESTREJECT: &'static str = "AG";
pub const RFQREQUEST: &'static str = "AH";
pub const QUOTESTATUSREPORT: &'static str = "AI";
pub const QUOTERESPONSE: &'static str = "AJ";
pub const CONFIRMATION: &'static str = "AK";
pub const POSITIONMAINTENANCEREQUEST: &'static str = "AL";
pub const POSITIONMAINTENANCEREPORT: &'static str = "AM";
pub const REQUESTFORPOSITIONS: &'static str = "AN";
pub const REQUESTFORPOSITIONSACK: &'static str = "AO";
pub const POSITIONREPORT: &'static str = "AP";
pub const TRADECAPTUREREPORTREQUESTACK: &'static str = "AQ";
pub const TRADECAPTUREREPORTACK: &'static str = "AR";
pub const ALLOCATIONREPORT: &'static str = "AS";
pub const ALLOCATIONREPORTACK: &'static str = "AT";
pub const CONFIRMATIONACK: &'static str = "AU";
pub const SETTLEMENTINSTRUCTIONREQUEST: &'static str = "AV";
pub const ASSIGNMENTREPORT: &'static str = "AW";
pub const COLLATERALREQUEST: &'static str = "AX";
pub const COLLATERALASSIGNMENT: &'static str = "AY";
pub const COLLATERALRESPONSE: &'static str = "AZ";
pub const NEWS: &'static str = "B";
pub const MASSQUOTEACKNOWLEDGEMENT: &'static str = "b";
pub const COLLATERALREPORT: &'static str = "BA";
pub const COLLATERALINQUIRY: &'static str = "BB";
pub const NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST: &'static str = "BC";
pub const NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE: &'static str = "BD";
pub const USERREQUEST: &'static str = "BE";
pub const USERRESPONSE: &'static str = "BF";
pub const COLLATERALINQUIRYACK: &'static str = "BG";
pub const CONFIRMATIONREQUEST: &'static str = "BH";
pub const EMAIL: &'static str = "C";
pub const SECURITYDEFINITIONREQUEST: &'static str = "c";
pub const SECURITYDEFINITION: &'static str = "d";
pub const NEWORDERSINGLE: &'static str = "D";
pub const SECURITYSTATUSREQUEST: &'static str = "e";
pub const NEWORDERLIST: &'static str = "E";
pub const ORDERCANCELREQUEST: &'static str = "F";
pub const SECURITYSTATUS: &'static str = "f";
pub const ORDERCANCELREPLACEREQUEST: &'static str = "G";
pub const TRADINGSESSIONSTATUSREQUEST: &'static str = "g";
pub const ORDERSTATUSREQUEST: &'static str = "H";
pub const TRADINGSESSIONSTATUS: &'static str = "h";
pub const MASSQUOTE: &'static str = "i";
pub const BUSINESSMESSAGEREJECT: &'static str = "j";
pub const ALLOCATIONINSTRUCTION: &'static str = "J";
pub const BIDREQUEST: &'static str = "k";
pub const LISTCANCELREQUEST: &'static str = "K";
pub const BIDRESPONSE: &'static str = "l";
pub const LISTEXECUTE: &'static str = "L";
pub const LISTSTRIKEPRICE: &'static str = "m";
pub const LISTSTATUSREQUEST: &'static str = "M";
pub const XMLNONFIX: &'static str = "n";
pub const LISTSTATUS: &'static str = "N";
pub const REGISTRATIONINSTRUCTIONS: &'static str = "o";
pub const REGISTRATIONINSTRUCTIONSRESPONSE: &'static str = "p";
pub const ALLOCATIONINSTRUCTIONACK: &'static str = "P";
pub const ORDERMASSCANCELREQUEST: &'static str = "q";
pub const DONTKNOWTRADEDK: &'static str = "Q";
pub const QUOTEREQUEST: &'static str = "R";
pub const ORDERMASSCANCELREPORT: &'static str = "r";
pub const QUOTE: &'static str = "S";
pub const NEWORDERCROSS: &'static str = "s";
pub const SETTLEMENTINSTRUCTIONS: &'static str = "T";
pub const CROSSORDERCANCELREPLACEREQUEST: &'static str = "t";
pub const CROSSORDERCANCELREQUEST: &'static str = "u";
pub const MARKETDATAREQUEST: &'static str = "V";
pub const SECURITYTYPEREQUEST: &'static str = "v";
pub const SECURITYTYPES: &'static str = "w";
pub const MARKETDATASNAPSHOTFULLREFRESH: &'static str = "W";
pub const SECURITYLISTREQUEST: &'static str = "x";
pub const MARKETDATAINCREMENTALREFRESH: &'static str = "X";
pub const MARKETDATAREQUESTREJECT: &'static str = "Y";
pub const SECURITYLIST: &'static str = "y";
pub const QUOTECANCEL: &'static str = "Z";
pub const DERIVATIVESECURITYLISTREQUEST: &'static str = "z";
}
pub struct NewSeqNo;
impl Field for NewSeqNo { const TAG: Tag = 36; type Value = i64; }
pub struct OrderID;
impl Field for OrderID { const TAG: Tag = 37; type Value = String; }
pub struct OrderQty;
impl Field for OrderQty { const TAG: Tag = 38; type Value = crate::Amount; }
pub struct OrdStatus;
impl Field for OrdStatus { const TAG: Tag = 39; type Value = char; }
impl OrdStatus {
pub const NEW: char = '0';
pub const PARTIAL: char = '1';
pub const FILLED: char = '2';
pub const DONE: char = '3';
pub const CANCELED: char = '4';
pub const PENDING_CANCEL: char = '6';
pub const STOPPED: char = '7';
pub const REJECTED: char = '8';
pub const SUSPENDED: char = '9';
pub const PENDINGNEW: char = 'A';
pub const CALCULATED: char = 'B';
pub const EXPIRED: char = 'C';
pub const ACCEPTBIDDING: char = 'D';
pub const PENDINGREP: char = 'E';
}
pub struct OrdType;
impl Field for OrdType { const TAG: Tag = 40; type Value = char; }
impl OrdType {
pub const MARKET: char = '1';
pub const LIMIT: char = '2';
pub const STOP: char = '3';
pub const STOPLIMIT: char = '4';
pub const MARKETONCLOSE: char = '5';
pub const WITHORWITHOUT: char = '6';
pub const LIMITORBETTER: char = '7';
pub const LIMITWITHORWITHOUT: char = '8';
pub const ONBASIS: char = '9';
pub const ONCLOSE: char = 'A';
pub const LIMITONCLOSE: char = 'B';
pub const FOREXMARKET: char = 'C';
pub const PREVIOUSLYQUOTED: char = 'D';
pub const PREVIOUSLYINDICATED: char = 'E';
pub const FOREXLIMIT: char = 'F';
pub const FOREXSWAP: char = 'G';
pub const FOREXPREVIOUSLYQUOTED: char = 'H';
pub const FUNARI: char = 'I';
pub const MARKETIFTOUCHED: char = 'J';
pub const MARKETWITHLEFTOVERLIMIT: char = 'K';
pub const PREVIOUSFUNDVALUATIONPOINT: char = 'L';
pub const NEXTFUNDVALUATIONPOINT: char = 'M';
pub const PEGGED: char = 'P';
}
pub struct OrigClOrdID;
impl Field for OrigClOrdID { const TAG: Tag = 41; type Value = String; }
pub struct OrigTime;
impl Field for OrigTime { const TAG: Tag = 42; type Value = crate::UtcTimestamp; }
pub struct PossDupFlag;
impl Field for PossDupFlag { const TAG: Tag = 43; type Value = bool; }
pub struct Price;
impl Field for Price { const TAG: Tag = 44; type Value = crate::Amount; }
pub struct RefSeqNum;
impl Field for RefSeqNum { const TAG: Tag = 45; type Value = i64; }
pub struct RelatdSym;
impl Field for RelatdSym { const TAG: Tag = 46; type Value = String; }
pub struct Rule80A;
impl Field for Rule80A { const TAG: Tag = 47; type Value = char; }
impl Rule80A {
pub const AGENCYSINGLE: char = 'A';
pub const SHTEXTRANA: char = 'B';
pub const PRGNONINDEXARBMEM: char = 'C';
pub const PRGINDEXARBMEM: char = 'D';
pub const MARKETMAKER: char = 'E';
pub const SHTEXTRANW: char = 'F';
pub const SHTEXTRANI: char = 'H';
pub const INVINESTOR: char = 'I';
pub const PRGNONINDEXARBINV: char = 'J';
pub const PRGINDEXARBINV: char = 'K';
pub const SHTEXTRANMEM: char = 'L';
pub const PRGNONINDEXARBOTHMEM: char = 'M';
pub const PRGINDEXARBOTHMEM: char = 'N';
pub const COMPETINGDEALER: char = 'O';
pub const PRINCIPAL: char = 'P';
pub const COMPDEALER1: char = 'R';
pub const SPECIALIST: char = 'S';
pub const COMPDEALER2: char = 'T';
pub const PRGINDEXARBOTHAGN: char = 'U';
pub const ALLOTHERAGN: char = 'W';
pub const SHTEXTRANMEMWT: char = 'X';
pub const PRGNONINDEXARBOTHAGN: char = 'Y';
pub const SHTEXTRANNONMEM: char = 'Z';
}
pub struct SecurityID;
impl Field for SecurityID { const TAG: Tag = 48; type Value = String; }
pub struct SenderCompID;
impl Field for SenderCompID { const TAG: Tag = 49; type Value = String; }
pub struct SenderSubID;
impl Field for SenderSubID { const TAG: Tag = 50; type Value = String; }
pub struct SendingDate;
impl Field for SendingDate { const TAG: Tag = 51; type Value = crate::FixDate; }
pub struct SendingTime;
impl Field for SendingTime { const TAG: Tag = 52; type Value = crate::UtcTimestamp; }
pub struct Quantity;
impl Field for Quantity { const TAG: Tag = 53; type Value = crate::Amount; }
pub struct Side;
impl Field for Side { const TAG: Tag = 54; type Value = char; }
impl Side {
pub const BUY: char = '1';
pub const SELL: char = '2';
pub const BUYMIN: char = '3';
pub const SELLPLUS: char = '4';
pub const SELLSHT: char = '5';
pub const SELLSHTEX: char = '6';
pub const UNDISC: char = '7';
pub const CROSS: char = '8';
pub const CROSSSHORT: char = '9';
pub const CROSSSHORTEX: char = 'A';
pub const ASDEFINED: char = 'B';
pub const OPPOSITE: char = 'C';
pub const SUBSCRIBE: char = 'D';
pub const REDEEM: char = 'E';
pub const LENDFINANCING: char = 'F';
pub const BORROWFINANCING: char = 'G';
}
pub struct Symbol;
impl Field for Symbol { const TAG: Tag = 55; type Value = String; }
pub struct TargetCompID;
impl Field for TargetCompID { const TAG: Tag = 56; type Value = String; }
pub struct TargetSubID;
impl Field for TargetSubID { const TAG: Tag = 57; type Value = String; }
pub struct Text;
impl Field for Text { const TAG: Tag = 58; type Value = String; }
pub struct TimeInForce;
impl Field for TimeInForce { const TAG: Tag = 59; type Value = char; }
impl TimeInForce {
pub const DAY: char = '0';
pub const GOODTILLCANCEL: char = '1';
pub const ATTHEOPENING: char = '2';
pub const IMMEDIATEORCANCEL: char = '3';
pub const FILLORKILL: char = '4';
pub const GOODTILLCROSSING: char = '5';
pub const GOODTILLDATE: char = '6';
pub const ATTHECLOSE: char = '7';
}
pub struct TransactTime;
impl Field for TransactTime { const TAG: Tag = 60; type Value = crate::UtcTimestamp; }
pub struct Urgency;
impl Field for Urgency { const TAG: Tag = 61; type Value = char; }
impl Urgency {
pub const NORMAL: char = '0';
pub const FLASH: char = '1';
pub const BACKGROUND: char = '2';
}
pub struct ValidUntilTime;
impl Field for ValidUntilTime { const TAG: Tag = 62; type Value = crate::UtcTimestamp; }
pub struct SettlType;
impl Field for SettlType { const TAG: Tag = 63; type Value = char; }
impl SettlType {
pub const REGULAR: char = '0';
pub const CASH: char = '1';
pub const NEXTDAY: char = '2';
pub const T2: char = '3';
pub const T3: char = '4';
pub const T4: char = '5';
pub const FUTURE: char = '6';
pub const WHENISSUED: char = '7';
pub const T5: char = '8';
pub const T1: char = '9';
}
pub struct SettlDate;
impl Field for SettlDate { const TAG: Tag = 64; type Value = crate::FixDate; }
pub struct SymbolSfx;
impl Field for SymbolSfx { const TAG: Tag = 65; type Value = String; }
impl SymbolSfx {
pub const EUCPLUMPSUMINTEREST: &'static str = "CD";
pub const WHENISSUED: &'static str = "WI";
}
pub struct ListID;
impl Field for ListID { const TAG: Tag = 66; type Value = String; }
pub struct ListSeqNo;
impl Field for ListSeqNo { const TAG: Tag = 67; type Value = i64; }
pub struct TotNoOrders;
impl Field for TotNoOrders { const TAG: Tag = 68; type Value = i64; }
pub struct ListExecInst;
impl Field for ListExecInst { const TAG: Tag = 69; type Value = String; }
pub struct AllocID;
impl Field for AllocID { const TAG: Tag = 70; type Value = String; }
pub struct AllocTransType;
impl Field for AllocTransType { const TAG: Tag = 71; type Value = char; }
impl AllocTransType {
pub const NEW: char = '0';
pub const REPLACE: char = '1';
pub const CANCEL: char = '2';
pub const PRELIMINARY: char = '3';
pub const CALCULATED: char = '4';
pub const CALCULATEDWITHOUTPRELIMINARY: char = '5';
}
pub struct RefAllocID;
impl Field for RefAllocID { const TAG: Tag = 72; type Value = String; }
pub struct NoOrders;
impl Field for NoOrders { const TAG: Tag = 73; type Value = i64; }
pub struct AvgPxPrecision;
impl Field for AvgPxPrecision { const TAG: Tag = 74; type Value = i64; }
pub struct TradeDate;
impl Field for TradeDate { const TAG: Tag = 75; type Value = crate::FixDate; }
pub struct ExecBroker;
impl Field for ExecBroker { const TAG: Tag = 76; type Value = String; }
pub struct PositionEffect;
impl Field for PositionEffect { const TAG: Tag = 77; type Value = char; }
impl PositionEffect {
pub const CLOSE: char = 'C';
pub const FIFO: char = 'F';
pub const OPEN: char = 'O';
pub const ROLLED: char = 'R';
}
pub struct NoAllocs;
impl Field for NoAllocs { const TAG: Tag = 78; type Value = i64; }
pub struct AllocAccount;
impl Field for AllocAccount { const TAG: Tag = 79; type Value = String; }
pub struct AllocQty;
impl Field for AllocQty { const TAG: Tag = 80; type Value = crate::Amount; }
pub struct ProcessCode;
impl Field for ProcessCode { const TAG: Tag = 81; type Value = char; }
impl ProcessCode {
pub const REGULAR: char = '0';
pub const SOFTDOLLAR: char = '1';
pub const STEPIN: char = '2';
pub const STEPOUT: char = '3';
pub const STEPINSOFT: char = '4';
pub const STEPOUTSOFT: char = '5';
pub const PLANSPONSOR: char = '6';
}
pub struct NoRpts;
impl Field for NoRpts { const TAG: Tag = 82; type Value = i64; }
pub struct RptSeq;
impl Field for RptSeq { const TAG: Tag = 83; type Value = i64; }
pub struct CxlQty;
impl Field for CxlQty { const TAG: Tag = 84; type Value = crate::Amount; }
pub struct NoDlvyInst;
impl Field for NoDlvyInst { const TAG: Tag = 85; type Value = i64; }
pub struct DlvyInst;
impl Field for DlvyInst { const TAG: Tag = 86; type Value = String; }
pub struct AllocStatus;
impl Field for AllocStatus { const TAG: Tag = 87; type Value = i64; }
impl AllocStatus {
pub const ACCEPTEDSUCCESSFULLYPROCESSED: i64 = 0;
pub const BLOCKLEVELREJECT: i64 = 1;
pub const ACCOUNTLEVELREJECT: i64 = 2;
pub const RECEIVEDRECEIVEDNOTYETPROCESSED: i64 = 3;
pub const INCOMPLETE: i64 = 4;
pub const REJECTEDBYINTERMEDIARY: i64 = 5;
}
pub struct AllocRejCode;
impl Field for AllocRejCode { const TAG: Tag = 88; type Value = i64; }
impl AllocRejCode {
pub const UNKNOWNACCT: i64 = 0;
pub const INCORRECTQTY: i64 = 1;
pub const UNKNOWNORSTALEEXECID: i64 = 10;
pub const MISMATCHEDDATA: i64 = 11;
pub const UNKNOWNCLORDID: i64 = 12;
pub const WAREHOUSEREQUESTREJECTED: i64 = 13;
pub const INCORRECTAVGPRC: i64 = 2;
pub const INCORRECTBRKMNC: i64 = 3;
pub const COMMDIFF: i64 = 4;
pub const UNKNOWNORDID: i64 = 5;
pub const UNKNOWNLISTID: i64 = 6;
pub const OTHER: i64 = 7;
pub const INCORRECTALLOCATEDQUANTITY: i64 = 8;
pub const CALCULATIONDIFFERENCE: i64 = 9;
}
pub struct Signature;
impl Field for Signature { const TAG: Tag = 89; type Value = Vec<u8>; }
pub struct SecureDataLen;
impl Field for SecureDataLen { const TAG: Tag = 90; type Value = i64; }
pub struct SecureData;
impl Field for SecureData { const TAG: Tag = 91; type Value = Vec<u8>; }
pub struct BrokerOfCredit;
impl Field for BrokerOfCredit { const TAG: Tag = 92; type Value = String; }
pub struct SignatureLength;
impl Field for SignatureLength { const TAG: Tag = 93; type Value = i64; }
pub struct EmailType;
impl Field for EmailType { const TAG: Tag = 94; type Value = char; }
impl EmailType {
pub const NEW: char = '0';
pub const REPLY: char = '1';
pub const ADMINREPLY: char = '2';
}
pub struct RawDataLength;
impl Field for RawDataLength { const TAG: Tag = 95; type Value = i64; }
pub struct RawData;
impl Field for RawData { const TAG: Tag = 96; type Value = Vec<u8>; }
pub struct PossResend;
impl Field for PossResend { const TAG: Tag = 97; type Value = bool; }
pub struct EncryptMethod;
impl Field for EncryptMethod { const TAG: Tag = 98; type Value = i64; }
impl EncryptMethod {
pub const NONEOTHER: i64 = 0;
pub const PKCSPROPRIETARY: i64 = 1;
pub const DESECBMODE: i64 = 2;
pub const PKCSDESPROPRIETARY: i64 = 3;
pub const PGPDESDEFUNCT: i64 = 4;
pub const PGPDESMD5SEEAPPNOTEONFIXWEBSITE: i64 = 5;
pub const PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED: i64 = 6;
}
pub struct StopPx;
impl Field for StopPx { const TAG: Tag = 99; type Value = crate::Amount; }
pub struct ExDestination;
impl Field for ExDestination { const TAG: Tag = 100; type Value = String; }
pub struct CxlRejReason;
impl Field for CxlRejReason { const TAG: Tag = 102; type Value = i64; }
impl CxlRejReason {
pub const TOOLATE: i64 = 0;
pub const UNKNOWN: i64 = 1;
pub const BROKEROPT: i64 = 2;
pub const ALREADYPENDINGCXL: i64 = 3;
pub const UNABLETOPROCESS: i64 = 4;
pub const ORIGORDMODTIMEMISMATCH: i64 = 5;
pub const DUPCLORDID: i64 = 6;
pub const OTHER: i64 = 99;
}
pub struct OrdRejReason;
impl Field for OrdRejReason { const TAG: Tag = 103; type Value = i64; }
impl OrdRejReason {
pub const BROKEROPT: i64 = 0;
pub const UNKNOWNSYM: i64 = 1;
pub const INVINVID: i64 = 10;
pub const UNSUPPORDERCHAR: i64 = 11;
pub const SURVEILLENCE: i64 = 12;
pub const INCORRECTQUANTITY: i64 = 13;
pub const INCORRECTALLOCATEDQUANTITY: i64 = 14;
pub const UNKNOWNACCOUNTS: i64 = 15;
pub const EXCHCLOSED: i64 = 2;
pub const EXCEEDSLIM: i64 = 3;
pub const TOOLATE: i64 = 4;
pub const UNKNOWN: i64 = 5;
pub const DUPLICATE: i64 = 6;
pub const DUPLICATEVERBAL: i64 = 7;
pub const STALE: i64 = 8;
pub const TRADEALONGREQ: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct IOIQualifier;
impl Field for IOIQualifier { const TAG: Tag = 104; type Value = char; }
impl IOIQualifier {
pub const AON: char = 'A';
pub const MOC: char = 'B';
pub const ATCLOSE: char = 'C';
pub const VWAP: char = 'D';
pub const INTOUCH: char = 'I';
pub const LIMIT: char = 'L';
pub const MOREBEHIND: char = 'M';
pub const ATOPEN: char = 'O';
pub const TAKEPOSITION: char = 'P';
pub const ATMARKET: char = 'Q';
pub const READYTRADE: char = 'R';
pub const PORTSHOW: char = 'S';
pub const THROUGHDAY: char = 'T';
pub const VERSUS: char = 'V';
pub const INDWRKAWAY: char = 'W';
pub const CROSSOPP: char = 'X';
pub const ATMID: char = 'Y';
pub const PREOPEN: char = 'Z';
}
pub struct WaveNo;
impl Field for WaveNo { const TAG: Tag = 105; type Value = String; }
pub struct Issuer;
impl Field for Issuer { const TAG: Tag = 106; type Value = String; }
pub struct SecurityDesc;
impl Field for SecurityDesc { const TAG: Tag = 107; type Value = String; }
pub struct HeartBtInt;
impl Field for HeartBtInt { const TAG: Tag = 108; type Value = i64; }
pub struct ClientID;
impl Field for ClientID { const TAG: Tag = 109; type Value = String; }
pub struct MinQty;
impl Field for MinQty { const TAG: Tag = 110; type Value = crate::Amount; }
pub struct MaxFloor;
impl Field for MaxFloor { const TAG: Tag = 111; type Value = crate::Amount; }
pub struct TestReqID;
impl Field for TestReqID { const TAG: Tag = 112; type Value = String; }
pub struct ReportToExch;
impl Field for ReportToExch { const TAG: Tag = 113; type Value = bool; }
pub struct LocateReqd;
impl Field for LocateReqd { const TAG: Tag = 114; type Value = bool; }
pub struct OnBehalfOfCompID;
impl Field for OnBehalfOfCompID { const TAG: Tag = 115; type Value = String; }
pub struct OnBehalfOfSubID;
impl Field for OnBehalfOfSubID { const TAG: Tag = 116; type Value = String; }
pub struct QuoteID;
impl Field for QuoteID { const TAG: Tag = 117; type Value = String; }
pub struct NetMoney;
impl Field for NetMoney { const TAG: Tag = 118; type Value = crate::Amount; }
pub struct SettlCurrAmt;
impl Field for SettlCurrAmt { const TAG: Tag = 119; type Value = crate::Amount; }
pub struct SettlCurrency;
impl Field for SettlCurrency { const TAG: Tag = 120; type Value = String; }
pub struct ForexReq;
impl Field for ForexReq { const TAG: Tag = 121; type Value = bool; }
pub struct OrigSendingTime;
impl Field for OrigSendingTime { const TAG: Tag = 122; type Value = crate::UtcTimestamp; }
pub struct GapFillFlag;
impl Field for GapFillFlag { const TAG: Tag = 123; type Value = bool; }
pub struct NoExecs;
impl Field for NoExecs { const TAG: Tag = 124; type Value = i64; }
pub struct CxlType;
impl Field for CxlType { const TAG: Tag = 125; type Value = char; }
pub struct ExpireTime;
impl Field for ExpireTime { const TAG: Tag = 126; type Value = crate::UtcTimestamp; }
pub struct DKReason;
impl Field for DKReason { const TAG: Tag = 127; type Value = char; }
impl DKReason {
pub const UNKNOWNSYMBOL: char = 'A';
pub const WRONGSIDE: char = 'B';
pub const QUANTITYEXCEEDSORDER: char = 'C';
pub const NOMATCH: char = 'D';
pub const PRICEEXCEEDSLIMIT: char = 'E';
pub const CALCULATIONDIFFERENCE: char = 'F';
pub const OTHER: char = 'Z';
}
pub struct DeliverToCompID;
impl Field for DeliverToCompID { const TAG: Tag = 128; type Value = String; }
pub struct DeliverToSubID;
impl Field for DeliverToSubID { const TAG: Tag = 129; type Value = String; }
pub struct IOINaturalFlag;
impl Field for IOINaturalFlag { const TAG: Tag = 130; type Value = bool; }
pub struct QuoteReqID;
impl Field for QuoteReqID { const TAG: Tag = 131; type Value = String; }
pub struct BidPx;
impl Field for BidPx { const TAG: Tag = 132; type Value = crate::Amount; }
pub struct OfferPx;
impl Field for OfferPx { const TAG: Tag = 133; type Value = crate::Amount; }
pub struct BidSize;
impl Field for BidSize { const TAG: Tag = 134; type Value = crate::Amount; }
pub struct OfferSize;
impl Field for OfferSize { const TAG: Tag = 135; type Value = crate::Amount; }
pub struct NoMiscFees;
impl Field for NoMiscFees { const TAG: Tag = 136; type Value = i64; }
pub struct MiscFeeAmt;
impl Field for MiscFeeAmt { const TAG: Tag = 137; type Value = crate::Amount; }
pub struct MiscFeeCurr;
impl Field for MiscFeeCurr { const TAG: Tag = 138; type Value = String; }
pub struct MiscFeeType;
impl Field for MiscFeeType { const TAG: Tag = 139; type Value = char; }
impl MiscFeeType {
pub const REG: char = '1';
pub const TRANSACTION: &'static str = "10";
pub const CONVERSION: &'static str = "11";
pub const AGENT: &'static str = "12";
pub const TAX: char = '2';
pub const LOCALCOMM: char = '3';
pub const EXCHFEE: char = '4';
pub const STAMP: char = '5';
pub const LEVY: char = '6';
pub const OTHER: char = '7';
pub const MARKUP: char = '8';
pub const CONSUMPTION: char = '9';
}
pub struct PrevClosePx;
impl Field for PrevClosePx { const TAG: Tag = 140; type Value = crate::Amount; }
pub struct ResetSeqNumFlag;
impl Field for ResetSeqNumFlag { const TAG: Tag = 141; type Value = bool; }
pub struct SenderLocationID;
impl Field for SenderLocationID { const TAG: Tag = 142; type Value = String; }
pub struct TargetLocationID;
impl Field for TargetLocationID { const TAG: Tag = 143; type Value = String; }
pub struct OnBehalfOfLocationID;
impl Field for OnBehalfOfLocationID { const TAG: Tag = 144; type Value = String; }
pub struct DeliverToLocationID;
impl Field for DeliverToLocationID { const TAG: Tag = 145; type Value = String; }
pub struct NoRelatedSym;
impl Field for NoRelatedSym { const TAG: Tag = 146; type Value = i64; }
pub struct Subject;
impl Field for Subject { const TAG: Tag = 147; type Value = String; }
pub struct Headline;
impl Field for Headline { const TAG: Tag = 148; type Value = String; }
pub struct URLLink;
impl Field for URLLink { const TAG: Tag = 149; type Value = String; }
pub struct ExecType;
impl Field for ExecType { const TAG: Tag = 150; type Value = char; }
impl ExecType {
pub const NEW: char = '0';
pub const DONE: char = '3';
pub const CANCELED: char = '4';
pub const REPLACED: char = '5';
pub const PENDINGCXL: char = '6';
pub const STOPPED: char = '7';
pub const REJECTED: char = '8';
pub const SUSPENDED: char = '9';
pub const PENDINGNEW: char = 'A';
pub const CALCULATED: char = 'B';
pub const EXPIRED: char = 'C';
pub const RESTATED: char = 'D';
pub const PENDINGREPLACE: char = 'E';
pub const TRADE: char = 'F';
pub const TRADECORRECT: char = 'G';
pub const TRADECANCEL: char = 'H';
pub const ORDERSTATUS: char = 'I';
}
pub struct LeavesQty;
impl Field for LeavesQty { const TAG: Tag = 151; type Value = crate::Amount; }
pub struct CashOrderQty;
impl Field for CashOrderQty { const TAG: Tag = 152; type Value = crate::Amount; }
pub struct AllocAvgPx;
impl Field for AllocAvgPx { const TAG: Tag = 153; type Value = crate::Amount; }
pub struct AllocNetMoney;
impl Field for AllocNetMoney { const TAG: Tag = 154; type Value = crate::Amount; }
pub struct SettlCurrFxRate;
impl Field for SettlCurrFxRate { const TAG: Tag = 155; type Value = crate::Amount; }
pub struct SettlCurrFxRateCalc;
impl Field for SettlCurrFxRateCalc { const TAG: Tag = 156; type Value = char; }
impl SettlCurrFxRateCalc {
pub const MULTIPLY: char = 'M';
pub const DIVIDE: char = 'D';
}
pub struct NumDaysInterest;
impl Field for NumDaysInterest { const TAG: Tag = 157; type Value = i64; }
pub struct AccruedInterestRate;
impl Field for AccruedInterestRate { const TAG: Tag = 158; type Value = crate::Amount; }
pub struct AccruedInterestAmt;
impl Field for AccruedInterestAmt { const TAG: Tag = 159; type Value = crate::Amount; }
pub struct SettlInstMode;
impl Field for SettlInstMode { const TAG: Tag = 160; type Value = char; }
impl SettlInstMode {
pub const DEFAULT: char = '0';
pub const SIPROVIDED: char = '1';
pub const ACCOUNTOVERRIDING: char = '2';
pub const ACCOUNTSTANDING: char = '3';
pub const CIVORDERSINGLEACCT: char = '4';
pub const REJECT: char = '5';
}
pub struct AllocText;
impl Field for AllocText { const TAG: Tag = 161; type Value = String; }
pub struct SettlInstID;
impl Field for SettlInstID { const TAG: Tag = 162; type Value = String; }
pub struct SettlInstTransType;
impl Field for SettlInstTransType { const TAG: Tag = 163; type Value = char; }
impl SettlInstTransType {
pub const CANCEL: char = 'C';
pub const NEW: char = 'N';
pub const REPLACE: char = 'R';
pub const RESTATE: char = 'T';
}
pub struct EmailThreadID;
impl Field for EmailThreadID { const TAG: Tag = 164; type Value = String; }
pub struct SettlInstSource;
impl Field for SettlInstSource { const TAG: Tag = 165; type Value = char; }
impl SettlInstSource {
pub const BROKERINSTR: char = '1';
pub const INSTINSTR: char = '2';
pub const INVESTORCIV: char = '3';
}
pub struct SettlLocation;
impl Field for SettlLocation { const TAG: Tag = 166; type Value = String; }
impl SettlLocation {
pub const CEDEL: &'static str = "CED";
pub const DEPOSITORYTRUSTCOMPANY: &'static str = "DTC";
pub const EUROCLEAR: &'static str = "EUR";
pub const FEDERALBOOKENTRY: &'static str = "FED";
pub const LOCALMARKETSETTLELOCATION: &'static str = "ISO_Country_Code";
pub const PHYSICAL: &'static str = "PNY";
pub const PARTICIPANTTRUSTCOMPANY: &'static str = "PTC";
}
pub struct SecurityType;
impl Field for SecurityType { const TAG: Tag = 167; type Value = String; }
impl SecurityType {
pub const ASSETBACKEDSECURITIES: &'static str = "ABS";
pub const AMENDEDRESTATED: &'static str = "AMENDED";
pub const OTHERANTICIPATIONNOTESBANGANETC: &'static str = "AN";
pub const BANKERSACCEPTANCE: &'static str = "BA";
pub const BANKNOTES: &'static str = "BN";
pub const BILLOFEXCHANGES: &'static str = "BOX";
pub const BRADYBOND: &'static str = "BRADY";
pub const BRIDGELOAN: &'static str = "BRIDGE";
pub const BUYSELLBACK: &'static str = "BUYSELL";
pub const CONVERTIBLEBOND: &'static str = "CB";
pub const CERTIFICATEOFDEPOSIT: &'static str = "CD";
pub const CALLLOANS: &'static str = "CL";
pub const CORPMORTGAGEBACKEDSECURITIES: &'static str = "CMBS";
pub const COLLATERALIZEDMORTGAGEOBLIGATION: &'static str = "CMO";
pub const CERTIFICATEOFOBLIGATION: &'static str = "COFO";
pub const CERTIFICATEOFPARTICIPATION: &'static str = "COFP";
pub const CORPORATEBOND: &'static str = "CORP";
pub const COMMERCIALPAPER: &'static str = "CP";
pub const CORPORATEPRIVATEPLACEMENT: &'static str = "CPP";
pub const COMMONSTOCK: &'static str = "CS";
pub const DEFAULTED: &'static str = "DEFLTED";
pub const DEBTORINPOSSESSION: &'static str = "DINP";
pub const DEPOSITNOTES: &'static str = "DN";
pub const DUALCURRENCY: &'static str = "DUAL";
pub const EUROCERTIFICATEOFDEPOSIT: &'static str = "EUCD";
pub const EUROCORPORATEBOND: &'static str = "EUCORP";
pub const EUROCOMMERCIALPAPER: &'static str = "EUCP";
pub const EUROSOVEREIGNS: &'static str = "EUSOV";
pub const EUROSUPRANATIONALCOUPONS: &'static str = "EUSUPRA";
pub const FEDERALAGENCYCOUPON: &'static str = "FAC";
pub const FEDERALAGENCYDISCOUNTNOTE: &'static str = "FADN";
pub const FOREIGNEXCHANGECONTRACT: &'static str = "FOR";
pub const FORWARD: &'static str = "FORWARD";
pub const FUTURE: &'static str = "FUT";
pub const GENERALOBLIGATIONBONDS: &'static str = "GO";
pub const IOETTEMORTGAGE: &'static str = "IET";
pub const LETTEROFCREDIT: &'static str = "LOFC";
pub const LIQUIDITYNOTE: &'static str = "LQN";
pub const MATURED: &'static str = "MATURED";
pub const MORTGAGEBACKEDSECURITIES: &'static str = "MBS";
pub const MUTUALFUND: &'static str = "MF";
pub const MORTGAGEINTERESTONLY: &'static str = "MIO";
pub const MULTILEGINSTRUMENT: &'static str = "MLEG";
pub const MORTGAGEPRINCIPALONLY: &'static str = "MPO";
pub const MORTGAGEPRIVATEPLACEMENT: &'static str = "MPP";
pub const MISCELLANEOUSPASSTHROUGH: &'static str = "MPT";
pub const MANDATORYTENDER: &'static str = "MT";
pub const MEDIUMTERMNOTES: &'static str = "MTN";
pub const NOSECURITYTYPE: &'static str = "NONE";
pub const OVERNIGHT: &'static str = "ONITE";
pub const OPTION: &'static str = "OPT";
pub const PRIVATEEXPORTFUNDING: &'static str = "PEF";
pub const PFANDBRIEFE: &'static str = "PFAND";
pub const PROMISSORYNOTE: &'static str = "PN";
pub const PREFERREDSTOCK: &'static str = "PS";
pub const PLAZOSFIJOS: &'static str = "PZFJ";
pub const REVENUEANTICIPATIONNOTE: &'static str = "RAN";
pub const REPLACED: &'static str = "REPLACD";
pub const REPURCHASE: &'static str = "REPO";
pub const RETIRED: &'static str = "RETIRED";
pub const REVENUEBONDS: &'static str = "REV";
pub const REVOLVERLOAN: &'static str = "RVLV";
pub const REVOLVERTERMLOAN: &'static str = "RVLVTRM";
pub const SECURITIESLOAN: &'static str = "SECLOAN";
pub const SECURITIESPLEDGE: &'static str = "SECPLEDGE";
pub const SPECIALASSESSMENT: &'static str = "SPCLA";
pub const SPECIALOBLIGATION: &'static str = "SPCLO";
pub const SPECIALTAX: &'static str = "SPCLT";
pub const SHORTTERMLOANNOTE: &'static str = "STN";
pub const STRUCTUREDNOTES: &'static str = "STRUCT";
pub const USDSUPRANATIONALCOUPONS: &'static str = "SUPRA";
pub const SWINGLINEFACILITY: &'static str = "SWING";
pub const TAXANTICIPATIONNOTE: &'static str = "TAN";
pub const TAXALLOCATION: &'static str = "TAXA";
pub const TOBEANNOUNCED: &'static str = "TBA";
pub const USTREASURYBILL: &'static str = "TBILL";
pub const USTREASURYBOND: &'static str = "TBOND";
pub const PRINCIPALSTRIPOFACALLABLEBONDORNOTE: &'static str = "TCAL";
pub const TIMEDEPOSIT: &'static str = "TD";
pub const TAXEXEMPTCOMMERCIALPAPER: &'static str = "TECP";
pub const TERMLOAN: &'static str = "TERM";
pub const INTERESTSTRIPFROMANYBONDORNOTE: &'static str = "TINT";
pub const TREASURYINFLATIONPROTECTEDSECURITIES: &'static str = "TIPS";
pub const USTREASURYNOTE: &'static str = "TNOTE";
pub const PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE: &'static str = "TPRN";
pub const TAXREVENUEANTICIPATIONNOTE: &'static str = "TRAN";
pub const USTREASURYNOTEDEPRECATEDVALUEUSETNOTE: &'static str = "UST";
pub const USTREASURYBILLDEPRECATEDVALUEUSETBILL: &'static str = "USTB";
pub const VARIABLERATEDEMANDNOTE: &'static str = "VRDN";
pub const WARRANT: &'static str = "WAR";
pub const WITHDRAWN: &'static str = "WITHDRN";
pub const WILDCARDENTRY: &'static str = "WLD";
pub const EXTENDEDCOMMNOTE: &'static str = "XCN";
pub const INDEXEDLINKED: &'static str = "XLINKD";
pub const YANKEECORPORATEBOND: &'static str = "YANK";
pub const YANKEECERTIFICATEOFDEPOSIT: &'static str = "YCD";
}
pub struct EffectiveTime;
impl Field for EffectiveTime { const TAG: Tag = 168; type Value = crate::UtcTimestamp; }
pub struct StandInstDbType;
impl Field for StandInstDbType { const TAG: Tag = 169; type Value = i64; }
impl StandInstDbType {
pub const OTHER: i64 = 0;
pub const SID: i64 = 1;
pub const ALERT: i64 = 2;
pub const CUSTODIAN: i64 = 3;
pub const ACCOUNTNET: i64 = 4;
}
pub struct StandInstDbName;
impl Field for StandInstDbName { const TAG: Tag = 170; type Value = String; }
pub struct StandInstDbID;
impl Field for StandInstDbID { const TAG: Tag = 171; type Value = String; }
pub struct SettlDeliveryType;
impl Field for SettlDeliveryType { const TAG: Tag = 172; type Value = i64; }
pub struct SettlDepositoryCode;
impl Field for SettlDepositoryCode { const TAG: Tag = 173; type Value = String; }
pub struct SettlBrkrCode;
impl Field for SettlBrkrCode { const TAG: Tag = 174; type Value = String; }
pub struct SettlInstCode;
impl Field for SettlInstCode { const TAG: Tag = 175; type Value = String; }
pub struct SecuritySettlAgentName;
impl Field for SecuritySettlAgentName { const TAG: Tag = 176; type Value = String; }
pub struct SecuritySettlAgentCode;
impl Field for SecuritySettlAgentCode { const TAG: Tag = 177; type Value = String; }
pub struct SecuritySettlAgentAcctNum;
impl Field for SecuritySettlAgentAcctNum { const TAG: Tag = 178; type Value = String; }
pub struct SecuritySettlAgentAcctName;
impl Field for SecuritySettlAgentAcctName { const TAG: Tag = 179; type Value = String; }
pub struct SecuritySettlAgentContactName;
impl Field for SecuritySettlAgentContactName { const TAG: Tag = 180; type Value = String; }
pub struct SecuritySettlAgentContactPhone;
impl Field for SecuritySettlAgentContactPhone { const TAG: Tag = 181; type Value = String; }
pub struct CashSettlAgentName;
impl Field for CashSettlAgentName { const TAG: Tag = 182; type Value = String; }
pub struct CashSettlAgentCode;
impl Field for CashSettlAgentCode { const TAG: Tag = 183; type Value = String; }
pub struct CashSettlAgentAcctNum;
impl Field for CashSettlAgentAcctNum { const TAG: Tag = 184; type Value = String; }
pub struct CashSettlAgentAcctName;
impl Field for CashSettlAgentAcctName { const TAG: Tag = 185; type Value = String; }
pub struct CashSettlAgentContactName;
impl Field for CashSettlAgentContactName { const TAG: Tag = 186; type Value = String; }
pub struct CashSettlAgentContactPhone;
impl Field for CashSettlAgentContactPhone { const TAG: Tag = 187; type Value = String; }
pub struct BidSpotRate;
impl Field for BidSpotRate { const TAG: Tag = 188; type Value = crate::Amount; }
pub struct BidForwardPoints;
impl Field for BidForwardPoints { const TAG: Tag = 189; type Value = crate::Amount; }
pub struct OfferSpotRate;
impl Field for OfferSpotRate { const TAG: Tag = 190; type Value = crate::Amount; }
pub struct OfferForwardPoints;
impl Field for OfferForwardPoints { const TAG: Tag = 191; type Value = crate::Amount; }
pub struct OrderQty2;
impl Field for OrderQty2 { const TAG: Tag = 192; type Value = crate::Amount; }
pub struct SettlDate2;
impl Field for SettlDate2 { const TAG: Tag = 193; type Value = crate::FixDate; }
pub struct LastSpotRate;
impl Field for LastSpotRate { const TAG: Tag = 194; type Value = crate::Amount; }
pub struct LastForwardPoints;
impl Field for LastForwardPoints { const TAG: Tag = 195; type Value = crate::Amount; }
pub struct AllocLinkID;
impl Field for AllocLinkID { const TAG: Tag = 196; type Value = String; }
pub struct AllocLinkType;
impl Field for AllocLinkType { const TAG: Tag = 197; type Value = i64; }
impl AllocLinkType {
pub const FXNETTING: i64 = 0;
pub const FXSWAP: i64 = 1;
}
pub struct SecondaryOrderID;
impl Field for SecondaryOrderID { const TAG: Tag = 198; type Value = String; }
pub struct NoIOIQualifiers;
impl Field for NoIOIQualifiers { const TAG: Tag = 199; type Value = i64; }
pub struct MaturityMonthYear;
impl Field for MaturityMonthYear { const TAG: Tag = 200; type Value = String; }
pub struct PutOrCall;
impl Field for PutOrCall { const TAG: Tag = 201; type Value = i64; }
impl PutOrCall {
pub const PUT: i64 = 0;
pub const CALL: i64 = 1;
}
pub struct StrikePrice;
impl Field for StrikePrice { const TAG: Tag = 202; type Value = crate::Amount; }
pub struct CoveredOrUncovered;
impl Field for CoveredOrUncovered { const TAG: Tag = 203; type Value = i64; }
impl CoveredOrUncovered {
pub const COVERED: i64 = 0;
pub const UNCOVERED: i64 = 1;
}
pub struct CustomerOrFirm;
impl Field for CustomerOrFirm { const TAG: Tag = 204; type Value = i64; }
impl CustomerOrFirm {
pub const CUSTOMER: i64 = 0;
pub const FIRM: i64 = 1;
}
pub struct MaturityDay;
impl Field for MaturityDay { const TAG: Tag = 205; type Value = i64; }
pub struct OptAttribute;
impl Field for OptAttribute { const TAG: Tag = 206; type Value = char; }
pub struct SecurityExchange;
impl Field for SecurityExchange { const TAG: Tag = 207; type Value = String; }
pub struct NotifyBrokerOfCredit;
impl Field for NotifyBrokerOfCredit { const TAG: Tag = 208; type Value = bool; }
pub struct AllocHandlInst;
impl Field for AllocHandlInst { const TAG: Tag = 209; type Value = i64; }
impl AllocHandlInst {
pub const MATCH: i64 = 1;
pub const FORWARD: i64 = 2;
pub const FORWARDMATCH: i64 = 3;
}
pub struct MaxShow;
impl Field for MaxShow { const TAG: Tag = 210; type Value = crate::Amount; }
pub struct PegOffsetValue;
impl Field for PegOffsetValue { const TAG: Tag = 211; type Value = crate::Amount; }
pub struct XmlDataLen;
impl Field for XmlDataLen { const TAG: Tag = 212; type Value = i64; }
pub struct XmlData;
impl Field for XmlData { const TAG: Tag = 213; type Value = Vec<u8>; }
pub struct SettlInstRefID;
impl Field for SettlInstRefID { const TAG: Tag = 214; type Value = String; }
pub struct NoRoutingIDs;
impl Field for NoRoutingIDs { const TAG: Tag = 215; type Value = i64; }
pub struct RoutingType;
impl Field for RoutingType { const TAG: Tag = 216; type Value = i64; }
impl RoutingType {
pub const TARGETFIRM: i64 = 1;
pub const TARGETLIST: i64 = 2;
pub const BLOCKFIRM: i64 = 3;
pub const BLOCKLIST: i64 = 4;
}
pub struct RoutingID;
impl Field for RoutingID { const TAG: Tag = 217; type Value = String; }
pub struct Spread;
impl Field for Spread { const TAG: Tag = 218; type Value = crate::Amount; }
pub struct Benchmark;
impl Field for Benchmark { const TAG: Tag = 219; type Value = char; }
impl Benchmark {
pub const CURVE: char = '1';
pub const _5YR: char = '2';
pub const OLD5: char = '3';
pub const _10YR: char = '4';
pub const OLD10: char = '5';
pub const _30YR: char = '6';
pub const OLD30: char = '7';
pub const _3MOLIBOR: char = '8';
pub const _6MOLIBOR: char = '9';
}
pub struct BenchmarkCurveCurrency;
impl Field for BenchmarkCurveCurrency { const TAG: Tag = 220; type Value = String; }
pub struct BenchmarkCurveName;
impl Field for BenchmarkCurveName { const TAG: Tag = 221; type Value = String; }
impl BenchmarkCurveName {
pub const EONIA: &'static str = "EONIA";
pub const EUREPO: &'static str = "EUREPO";
pub const EURIBOR: &'static str = "Euribor";
pub const FUTURESWAP: &'static str = "FutureSWAP";
pub const LIBID: &'static str = "LIBID";
pub const LIBOR: &'static str = "LIBOR";
pub const MUNIAAA: &'static str = "MuniAAA";
pub const OTHER: &'static str = "OTHER";
pub const PFANDBRIEFE: &'static str = "Pfandbriefe";
pub const SONIA: &'static str = "SONIA";
pub const SWAP: &'static str = "SWAP";
pub const TREASURY: &'static str = "Treasury";
}
pub struct BenchmarkCurvePoint;
impl Field for BenchmarkCurvePoint { const TAG: Tag = 222; type Value = String; }
pub struct CouponRate;
impl Field for CouponRate { const TAG: Tag = 223; type Value = crate::Amount; }
pub struct CouponPaymentDate;
impl Field for CouponPaymentDate { const TAG: Tag = 224; type Value = crate::FixDate; }
pub struct IssueDate;
impl Field for IssueDate { const TAG: Tag = 225; type Value = crate::FixDate; }
pub struct RepurchaseTerm;
impl Field for RepurchaseTerm { const TAG: Tag = 226; type Value = i64; }
pub struct RepurchaseRate;
impl Field for RepurchaseRate { const TAG: Tag = 227; type Value = crate::Amount; }
pub struct Factor;
impl Field for Factor { const TAG: Tag = 228; type Value = crate::Amount; }
pub struct TradeOriginationDate;
impl Field for TradeOriginationDate { const TAG: Tag = 229; type Value = crate::FixDate; }
pub struct ExDate;
impl Field for ExDate { const TAG: Tag = 230; type Value = crate::FixDate; }
pub struct ContractMultiplier;
impl Field for ContractMultiplier { const TAG: Tag = 231; type Value = crate::Amount; }
pub struct NoStipulations;
impl Field for NoStipulations { const TAG: Tag = 232; type Value = i64; }
pub struct StipulationType;
impl Field for StipulationType { const TAG: Tag = 233; type Value = String; }
impl StipulationType {
pub const ABSOLUTEPREPAYMENTSPEED: &'static str = "ABS";
pub const AMT: &'static str = "AMT";
pub const AUTOREINVESTMENTATRATEORBETTER: &'static str = "AUTOREINV";
pub const BANKQUALIFIED: &'static str = "BANKQUAL";
pub const BARGAINCONDITIONS: &'static str = "BGNCON";
pub const COUPONRANGE: &'static str = "COUPON";
pub const CONSTANTPREPAYMENTPENALTY: &'static str = "CPP";
pub const CONSTANTPREPAYMENTRATE: &'static str = "CPR";
pub const CONSTANTPREPAYMENTYIELD: &'static str = "CPY";
pub const ISOCURRENCYCODE: &'static str = "CURRENCY";
pub const CUSTOMSTARTENDDATE: &'static str = "CUSTOMDATE";
pub const GEOGRAPHICSANDRANGE: &'static str = "GEOG";
pub const VALUATIONDISCOUNT: &'static str = "HAIRCUT";
pub const FINALCPROFHOMEEQUITYPREPAYMENTCURVE: &'static str = "HEP";
pub const INSURED: &'static str = "INSURED";
pub const YEARORYEARMONTHOFISSUE: &'static str = "ISSUE";
pub const ISSUERSTICKER: &'static str = "ISSUER";
pub const ISSUESIZERANGE: &'static str = "ISSUESIZE";
pub const LOOKBACKDAYS: &'static str = "LOOKBACK";
pub const EXPLICITLOTIDENTIFIER: &'static str = "LOT";
pub const LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED: &'static str = "LOTVAR";
pub const MATURITYYEARANDMONTH: &'static str = "MAT";
pub const MATURITYRANGE: &'static str = "MATURITY";
pub const MAXIMUMDENOMINATION: &'static str = "MAXDNOM";
pub const MAXIMUMSUBSTITUTIONSREPO: &'static str = "MAXSUBS";
pub const PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE: &'static str = "MHP";
pub const MINIMUMDENOMINATION: &'static str = "MINDNOM";
pub const MINIMUMINCREMENT: &'static str = "MININCR";
pub const MINIMUMQUANTITY: &'static str = "MINQTY";
pub const MONTHLYPREPAYMENTRATE: &'static str = "MPR";
pub const PAYMENTFREQUENCYCALENDAR: &'static str = "PAYFREQ";
pub const NUMBEROFPIECES: &'static str = "PIECES";
pub const POOLSMAXIMUM: &'static str = "PMAX";
pub const POOLSMINIMUM: &'static str = "PMIN";
pub const PERCENTOFPROSPECTUSPREPAYMENTCURVE: &'static str = "PPC";
pub const POOLSPERLOT: &'static str = "PPL";
pub const POOLSPERMILLION: &'static str = "PPM";
pub const POOLSPERTRADE: &'static str = "PPT";
pub const PRICERANGE: &'static str = "PRICE";
pub const PRICINGFREQUENCY: &'static str = "PRICEFREQ";
pub const PRODUCTIONYEAR: &'static str = "PROD";
pub const CALLPROTECTION: &'static str = "PROTECT";
pub const PERCENTOFBMAPREPAYMENTCURVE: &'static str = "PSA";
pub const PURPOSE: &'static str = "PURPOSE";
pub const BENCHMARKPRICESOURCE: &'static str = "PXSOURCE";
pub const RATINGSOURCEANDRANGE: &'static str = "RATING";
pub const TYPEOFREDEMPTIONVALUESARE: &'static str = "REDEMPTION";
pub const RESTRICTED: &'static str = "RESTRICTED";
pub const MARKETSECTOR: &'static str = "SECTOR";
pub const SECURITYTYPEINCLUDEDOREXCLUDED: &'static str = "SECTYPE";
pub const SINGLEMONTHLYMORTALITY: &'static str = "SMM";
pub const STRUCTURE: &'static str = "STRUCT";
pub const SUBSTITUTIONSFREQUENCYREPO: &'static str = "SUBSFREQ";
pub const SUBSTITUTIONSLEFTREPO: &'static str = "SUBSLEFT";
pub const FREEFORMTEXT: &'static str = "TEXT";
pub const TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED: &'static str = "TRDVAR";
pub const WEIGHTEDAVERAGECOUPON: &'static str = "WAC";
pub const WEIGHTEDAVERAGELIFECOUPON: &'static str = "WAL";
pub const WEIGHTEDAVERAGELOANAGE: &'static str = "WALA";
pub const WEIGHTEDAVERAGEMATURITY: &'static str = "WAM";
pub const WHOLEPOOL: &'static str = "WHOLE";
pub const YIELDRANGE: &'static str = "YIELD";
}
pub struct StipulationValue;
impl Field for StipulationValue { const TAG: Tag = 234; type Value = String; }
pub struct YieldType;
impl Field for YieldType { const TAG: Tag = 235; type Value = String; }
impl YieldType {
pub const AFTERTAXYIELD: &'static str = "AFTERTAX";
pub const ANNUALYIELD: &'static str = "ANNUAL";
pub const YIELDATISSUE: &'static str = "ATISSUE";
pub const YIELDTOAVGMATURITY: &'static str = "AVGMATURITY";
pub const BOOKYIELD: &'static str = "BOOK";
pub const YIELDTONEXTCALL: &'static str = "CALL";
pub const YIELDCHANGESINCECLOSE: &'static str = "CHANGE";
pub const CLOSINGYIELD: &'static str = "CLOSE";
pub const COMPOUNDYIELD: &'static str = "COMPOUND";
pub const CURRENTYIELD: &'static str = "CURRENT";
pub const GVNTEQUIVALENTYIELD: &'static str = "GOVTEQUIV";
pub const TRUEGROSSYIELD: &'static str = "GROSS";
pub const YIELDINFLATIONASSUMPTION: &'static str = "INFLATION";
pub const INVFLOATERBONDYIELD: &'static str = "INVERSEFLOATER";
pub const MOSTRECENTCLOSINGYIELD: &'static str = "LASTCLOSE";
pub const CLOSINGYIELDMOSTRECENTMONTH: &'static str = "LASTMONTH";
pub const CLOSINGYIELDMOSTRECENTQUARTER: &'static str = "LASTQUARTER";
pub const CLOSINGYIELDMOSTRECENTYEAR: &'static str = "LASTYEAR";
pub const YIELDTOLONGESTAVERAGELIFE: &'static str = "LONGAVGLIFE";
pub const MARKTOMARKETYIELD: &'static str = "MARK";
pub const YIELDTOMATURITY: &'static str = "MATURITY";
pub const YIELDTONEXTREFUNDSINKING: &'static str = "NEXTREFUND";
pub const OPENAVERAGEYIELD: &'static str = "OPENAVG";
pub const PREVIOUSCLOSEYIELD: &'static str = "PREVCLOSE";
pub const PROCEEDSYIELD: &'static str = "PROCEEDS";
pub const YIELDTONEXTPUT: &'static str = "PUT";
pub const SEMI: &'static str = "SEMIANNUAL";
pub const YIELDTOSHORTESTAVERAGELIFE: &'static str = "SHORTAVGLIFE";
pub const SIMPLEYIELD: &'static str = "SIMPLE";
pub const TAXEQUIVALENTYIELD: &'static str = "TAXEQUIV";
pub const YIELDTOTENDERDATE: &'static str = "TENDER";
pub const TRUEYIELD: &'static str = "TRUE";
pub const YIELDVALUEOF132: &'static str = "VALUE1_32";
pub const YIELDTOWORSTCONVENTION: &'static str = "WORST";
}
pub struct Yield;
impl Field for Yield { const TAG: Tag = 236; type Value = crate::Amount; }
pub struct TotalTakedown;
impl Field for TotalTakedown { const TAG: Tag = 237; type Value = crate::Amount; }
pub struct Concession;
impl Field for Concession { const TAG: Tag = 238; type Value = crate::Amount; }
pub struct RepoCollateralSecurityType;
impl Field for RepoCollateralSecurityType { const TAG: Tag = 239; type Value = i64; }
pub struct RedemptionDate;
impl Field for RedemptionDate { const TAG: Tag = 240; type Value = crate::FixDate; }
pub struct UnderlyingCouponPaymentDate;
impl Field for UnderlyingCouponPaymentDate { const TAG: Tag = 241; type Value = crate::FixDate; }
pub struct UnderlyingIssueDate;
impl Field for UnderlyingIssueDate { const TAG: Tag = 242; type Value = crate::FixDate; }
pub struct UnderlyingRepoCollateralSecurityType;
impl Field for UnderlyingRepoCollateralSecurityType { const TAG: Tag = 243; type Value = i64; }
pub struct UnderlyingRepurchaseTerm;
impl Field for UnderlyingRepurchaseTerm { const TAG: Tag = 244; type Value = i64; }
pub struct UnderlyingRepurchaseRate;
impl Field for UnderlyingRepurchaseRate { const TAG: Tag = 245; type Value = crate::Amount; }
pub struct UnderlyingFactor;
impl Field for UnderlyingFactor { const TAG: Tag = 246; type Value = crate::Amount; }
pub struct UnderlyingRedemptionDate;
impl Field for UnderlyingRedemptionDate { const TAG: Tag = 247; type Value = crate::FixDate; }
pub struct LegCouponPaymentDate;
impl Field for LegCouponPaymentDate { const TAG: Tag = 248; type Value = crate::FixDate; }
pub struct LegIssueDate;
impl Field for LegIssueDate { const TAG: Tag = 249; type Value = crate::FixDate; }
pub struct LegRepoCollateralSecurityType;
impl Field for LegRepoCollateralSecurityType { const TAG: Tag = 250; type Value = i64; }
pub struct LegRepurchaseTerm;
impl Field for LegRepurchaseTerm { const TAG: Tag = 251; type Value = i64; }
pub struct LegRepurchaseRate;
impl Field for LegRepurchaseRate { const TAG: Tag = 252; type Value = crate::Amount; }
pub struct LegFactor;
impl Field for LegFactor { const TAG: Tag = 253; type Value = crate::Amount; }
pub struct LegRedemptionDate;
impl Field for LegRedemptionDate { const TAG: Tag = 254; type Value = crate::FixDate; }
pub struct CreditRating;
impl Field for CreditRating { const TAG: Tag = 255; type Value = String; }
pub struct UnderlyingCreditRating;
impl Field for UnderlyingCreditRating { const TAG: Tag = 256; type Value = String; }
pub struct LegCreditRating;
impl Field for LegCreditRating { const TAG: Tag = 257; type Value = String; }
pub struct TradedFlatSwitch;
impl Field for TradedFlatSwitch { const TAG: Tag = 258; type Value = bool; }
pub struct BasisFeatureDate;
impl Field for BasisFeatureDate { const TAG: Tag = 259; type Value = crate::FixDate; }
pub struct BasisFeaturePrice;
impl Field for BasisFeaturePrice { const TAG: Tag = 260; type Value = crate::Amount; }
pub struct MDReqID;
impl Field for MDReqID { const TAG: Tag = 262; type Value = String; }
pub struct SubscriptionRequestType;
impl Field for SubscriptionRequestType { const TAG: Tag = 263; type Value = char; }
impl SubscriptionRequestType {
pub const SNAPSHOT: char = '0';
pub const SNAPSHOTUPDATE: char = '1';
pub const UNSUBSCRIBE: char = '2';
}
pub struct MarketDepth;
impl Field for MarketDepth { const TAG: Tag = 264; type Value = i64; }
pub struct MDUpdateType;
impl Field for MDUpdateType { const TAG: Tag = 265; type Value = i64; }
impl MDUpdateType {
pub const FULL: i64 = 0;
pub const INCREMENTAL: i64 = 1;
}
pub struct AggregatedBook;
impl Field for AggregatedBook { const TAG: Tag = 266; type Value = bool; }
pub struct NoMDEntryTypes;
impl Field for NoMDEntryTypes { const TAG: Tag = 267; type Value = i64; }
pub struct NoMDEntries;
impl Field for NoMDEntries { const TAG: Tag = 268; type Value = i64; }
pub struct MDEntryType;
impl Field for MDEntryType { const TAG: Tag = 269; type Value = char; }
impl MDEntryType {
pub const BID: char = '0';
pub const OFFER: char = '1';
pub const TRADE: char = '2';
pub const INDEXVALUE: char = '3';
pub const OPENING: char = '4';
pub const CLOSING: char = '5';
pub const SETTLEMENT: char = '6';
pub const TRADINGHIGH: char = '7';
pub const TRADINGLOW: char = '8';
pub const TRADINGVWAP: char = '9';
pub const IMBALANCE: char = 'A';
pub const TRADEVOLUME: char = 'B';
pub const OPENINTEREST: char = 'C';
}
pub struct MDEntryPx;
impl Field for MDEntryPx { const TAG: Tag = 270; type Value = crate::Amount; }
pub struct MDEntrySize;
impl Field for MDEntrySize { const TAG: Tag = 271; type Value = crate::Amount; }
pub struct MDEntryDate;
impl Field for MDEntryDate { const TAG: Tag = 272; type Value = crate::FixDate; }
pub struct MDEntryTime;
impl Field for MDEntryTime { const TAG: Tag = 273; type Value = String; }
pub struct TickDirection;
impl Field for TickDirection { const TAG: Tag = 274; type Value = char; }
impl TickDirection {
pub const PLUS: char = '0';
pub const ZEROPLUS: char = '1';
pub const MINUS: char = '2';
pub const ZEROMINUS: char = '3';
}
pub struct MDMkt;
impl Field for MDMkt { const TAG: Tag = 275; type Value = String; }
pub struct QuoteCondition;
impl Field for QuoteCondition { const TAG: Tag = 276; type Value = String; }
impl QuoteCondition {
pub const OPEN: &'static str = "A";
pub const CLOSED: &'static str = "B";
pub const EXCHBEST: &'static str = "C";
pub const CONSOLBEST: &'static str = "D";
pub const LOCKED: &'static str = "E";
pub const CROSSED: &'static str = "F";
pub const DEPTH: &'static str = "G";
pub const FAST: &'static str = "H";
pub const NONFIRM: &'static str = "I";
}
pub struct TradeCondition;
impl Field for TradeCondition { const TAG: Tag = 277; type Value = String; }
impl TradeCondition {
pub const CASHMKT: &'static str = "A";
pub const AVGPX: &'static str = "B";
pub const CASHTRADE: &'static str = "C";
pub const NEXTDAY_D: &'static str = "D";
pub const OPENING: &'static str = "E";
pub const INTRADAY: &'static str = "F";
pub const RULE127: &'static str = "G";
pub const RULE155: &'static str = "H";
pub const SOLDLAST: &'static str = "I";
pub const NEXTDAY_J: &'static str = "J";
pub const OPENED: &'static str = "K";
pub const SELLER: &'static str = "L";
pub const SOLD: &'static str = "M";
pub const STOPPED: &'static str = "N";
pub const IMBALANCEMOREBUYERS: &'static str = "P";
pub const IMBALANCEMORESELLERS: &'static str = "Q";
pub const OPENINGPRICE: &'static str = "R";
}
pub struct MDEntryID;
impl Field for MDEntryID { const TAG: Tag = 278; type Value = String; }
pub struct MDUpdateAction;
impl Field for MDUpdateAction { const TAG: Tag = 279; type Value = char; }
impl MDUpdateAction {
pub const NEW: char = '0';
pub const CHANGE: char = '1';
pub const DELETE: char = '2';
}
pub struct MDEntryRefID;
impl Field for MDEntryRefID { const TAG: Tag = 280; type Value = String; }
pub struct MDReqRejReason;
impl Field for MDReqRejReason { const TAG: Tag = 281; type Value = char; }
impl MDReqRejReason {
pub const UNKNOWNSYM: char = '0';
pub const DUPID: char = '1';
pub const INSBAND: char = '2';
pub const INSPERM: char = '3';
pub const UNSUPPSUB: char = '4';
pub const UNSUPPMKTDEPTH: char = '5';
pub const UNSUPPMDUPDATE: char = '6';
pub const UNSUPPAGGBK: char = '7';
pub const UNSUPPENTRY: char = '8';
pub const UNSUPPTRDSESSIONID: char = '9';
pub const UNSUPPSCOPE: char = 'A';
pub const UNSUPPPOSITIONEFFECTSETTLEFLAG: char = 'B';
pub const UNSUPPMDIMPLICITDELETE: char = 'C';
}
pub struct MDEntryOriginator;
impl Field for MDEntryOriginator { const TAG: Tag = 282; type Value = String; }
pub struct LocationID;
impl Field for LocationID { const TAG: Tag = 283; type Value = String; }
pub struct DeskID;
impl Field for DeskID { const TAG: Tag = 284; type Value = String; }
pub struct DeleteReason;
impl Field for DeleteReason { const TAG: Tag = 285; type Value = char; }
impl DeleteReason {
pub const CANCELTRADEBUST: char = '0';
pub const ERROR: char = '1';
}
pub struct OpenCloseSettlFlag;
impl Field for OpenCloseSettlFlag { const TAG: Tag = 286; type Value = String; }
impl OpenCloseSettlFlag {
pub const DAILYOPEN: &'static str = "0";
pub const SESSIONOPEN: &'static str = "1";
pub const DELIVERYSETTLEMENT: &'static str = "2";
pub const EXPECTEDENTRY: &'static str = "3";
pub const ENTRYFROMPREVBUSINESSDAY: &'static str = "4";
pub const THEORETICALPRICE: &'static str = "5";
}
pub struct SellerDays;
impl Field for SellerDays { const TAG: Tag = 287; type Value = i64; }
pub struct MDEntryBuyer;
impl Field for MDEntryBuyer { const TAG: Tag = 288; type Value = String; }
pub struct MDEntrySeller;
impl Field for MDEntrySeller { const TAG: Tag = 289; type Value = String; }
pub struct MDEntryPositionNo;
impl Field for MDEntryPositionNo { const TAG: Tag = 290; type Value = i64; }
pub struct FinancialStatus;
impl Field for FinancialStatus { const TAG: Tag = 291; type Value = String; }
impl FinancialStatus {
pub const BANKRUPT: &'static str = "1";
pub const PENDINGDELISTING: &'static str = "2";
}
pub struct CorporateAction;
impl Field for CorporateAction { const TAG: Tag = 292; type Value = String; }
impl CorporateAction {
pub const EXDIVIDEND: &'static str = "A";
pub const EXDIST: &'static str = "B";
pub const EXRIGHTS: &'static str = "C";
pub const NEW: &'static str = "D";
pub const EXINTEREST: &'static str = "E";
}
pub struct DefBidSize;
impl Field for DefBidSize { const TAG: Tag = 293; type Value = crate::Amount; }
pub struct DefOfferSize;
impl Field for DefOfferSize { const TAG: Tag = 294; type Value = crate::Amount; }
pub struct NoQuoteEntries;
impl Field for NoQuoteEntries { const TAG: Tag = 295; type Value = i64; }
pub struct NoQuoteSets;
impl Field for NoQuoteSets { const TAG: Tag = 296; type Value = i64; }
pub struct QuoteStatus;
impl Field for QuoteStatus { const TAG: Tag = 297; type Value = i64; }
impl QuoteStatus {
pub const ACCPT: i64 = 0;
pub const CXLSYM: i64 = 1;
pub const PENDING: i64 = 10;
pub const PASS: i64 = 11;
pub const LOCKEDMARKETWARNING: i64 = 12;
pub const CROSSMARKETWARNING: i64 = 13;
pub const CANCELEDDUETOLOCKMARKET: i64 = 14;
pub const CANCELEDDUETOCROSSMARKET: i64 = 15;
pub const CXLSECTYPE: i64 = 2;
pub const CXLUNDER: i64 = 3;
pub const CXLALL: i64 = 4;
pub const REJ: i64 = 5;
pub const REMOVED: i64 = 6;
pub const EXPIRED: i64 = 7;
pub const QUERY: i64 = 8;
pub const QUOTENOTFOUND: i64 = 9;
}
pub struct QuoteCancelType;
impl Field for QuoteCancelType { const TAG: Tag = 298; type Value = i64; }
impl QuoteCancelType {
pub const CXLSYM: i64 = 1;
pub const CXLSECTYPE: i64 = 2;
pub const CXLUNDER: i64 = 3;
pub const CXLALL: i64 = 4;
}
pub struct QuoteEntryID;
impl Field for QuoteEntryID { const TAG: Tag = 299; type Value = String; }
pub struct QuoteRejectReason;
impl Field for QuoteRejectReason { const TAG: Tag = 300; type Value = i64; }
impl QuoteRejectReason {
pub const UNKNSYM: i64 = 1;
pub const EXCHCLSD: i64 = 2;
pub const ORDEXLIM: i64 = 3;
pub const TOOLATE: i64 = 4;
pub const UNKNORD: i64 = 5;
pub const DUPORD: i64 = 6;
pub const INVSPREAD: i64 = 7;
pub const INVPX: i64 = 8;
pub const NOTAUTH: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct QuoteResponseLevel;
impl Field for QuoteResponseLevel { const TAG: Tag = 301; type Value = i64; }
impl QuoteResponseLevel {
pub const NOACK: i64 = 0;
pub const ACKNEG: i64 = 1;
pub const ACKEACH: i64 = 2;
}
pub struct QuoteSetID;
impl Field for QuoteSetID { const TAG: Tag = 302; type Value = String; }
pub struct QuoteRequestType;
impl Field for QuoteRequestType { const TAG: Tag = 303; type Value = i64; }
impl QuoteRequestType {
pub const MAN: i64 = 1;
pub const AUTO: i64 = 2;
}
pub struct TotNoQuoteEntries;
impl Field for TotNoQuoteEntries { const TAG: Tag = 304; type Value = i64; }
pub struct UnderlyingSecurityIDSource;
impl Field for UnderlyingSecurityIDSource { const TAG: Tag = 305; type Value = String; }
pub struct UnderlyingIssuer;
impl Field for UnderlyingIssuer { const TAG: Tag = 306; type Value = String; }
pub struct UnderlyingSecurityDesc;
impl Field for UnderlyingSecurityDesc { const TAG: Tag = 307; type Value = String; }
pub struct UnderlyingSecurityExchange;
impl Field for UnderlyingSecurityExchange { const TAG: Tag = 308; type Value = String; }
pub struct UnderlyingSecurityID;
impl Field for UnderlyingSecurityID { const TAG: Tag = 309; type Value = String; }
pub struct UnderlyingSecurityType;
impl Field for UnderlyingSecurityType { const TAG: Tag = 310; type Value = String; }
pub struct UnderlyingSymbol;
impl Field for UnderlyingSymbol { const TAG: Tag = 311; type Value = String; }
pub struct UnderlyingSymbolSfx;
impl Field for UnderlyingSymbolSfx { const TAG: Tag = 312; type Value = String; }
pub struct UnderlyingMaturityMonthYear;
impl Field for UnderlyingMaturityMonthYear { const TAG: Tag = 313; type Value = String; }
pub struct UnderlyingMaturityDay;
impl Field for UnderlyingMaturityDay { const TAG: Tag = 314; type Value = i64; }
pub struct UnderlyingPutOrCall;
impl Field for UnderlyingPutOrCall { const TAG: Tag = 315; type Value = i64; }
pub struct UnderlyingStrikePrice;
impl Field for UnderlyingStrikePrice { const TAG: Tag = 316; type Value = crate::Amount; }
pub struct UnderlyingOptAttribute;
impl Field for UnderlyingOptAttribute { const TAG: Tag = 317; type Value = char; }
pub struct UnderlyingCurrency;
impl Field for UnderlyingCurrency { const TAG: Tag = 318; type Value = String; }
pub struct RatioQty;
impl Field for RatioQty { const TAG: Tag = 319; type Value = crate::Amount; }
pub struct SecurityReqID;
impl Field for SecurityReqID { const TAG: Tag = 320; type Value = String; }
pub struct SecurityRequestType;
impl Field for SecurityRequestType { const TAG: Tag = 321; type Value = i64; }
impl SecurityRequestType {
pub const REQSECID: i64 = 0;
pub const REQSECIDPROV: i64 = 1;
pub const REQSECLISTTYPES: i64 = 2;
pub const REQSECLIST: i64 = 3;
}
pub struct SecurityResponseID;
impl Field for SecurityResponseID { const TAG: Tag = 322; type Value = String; }
pub struct SecurityResponseType;
impl Field for SecurityResponseType { const TAG: Tag = 323; type Value = i64; }
impl SecurityResponseType {
pub const ACCPTSECPROP: i64 = 1;
pub const ACCPTSECPROPREV: i64 = 2;
pub const SECLISTTYPESRET: i64 = 3;
pub const SECLISTRET: i64 = 4;
pub const REJSECPROP: i64 = 5;
pub const NOMATCH: i64 = 6;
}
pub struct SecurityStatusReqID;
impl Field for SecurityStatusReqID { const TAG: Tag = 324; type Value = String; }
pub struct UnsolicitedIndicator;
impl Field for UnsolicitedIndicator { const TAG: Tag = 325; type Value = bool; }
pub struct SecurityTradingStatus;
impl Field for SecurityTradingStatus { const TAG: Tag = 326; type Value = i64; }
impl SecurityTradingStatus {
pub const OPENDELAY: i64 = 1;
pub const MKTONCLSIMBSELL: i64 = 10;
pub const NA: i64 = 11;
pub const NOMKTIMB: i64 = 12;
pub const NOMKTONCLSIMB: i64 = 13;
pub const ITSPREOPN: i64 = 14;
pub const NEWPXIND: i64 = 15;
pub const TRDDISTIME: i64 = 16;
pub const READY: i64 = 17;
pub const NOTAVAIL: i64 = 18;
pub const NOTTRADED: i64 = 19;
pub const TRDHALT: i64 = 2;
pub const UNKNOWN: i64 = 20;
pub const PRE_OPEN: i64 = 21;
pub const OPENINGROTATION: i64 = 22;
pub const FASTMARKET: i64 = 23;
pub const RESUME: i64 = 3;
pub const NOOPEN: i64 = 4;
pub const PXIND: i64 = 5;
pub const TRDRNGIND: i64 = 6;
pub const MKTIMBBUY: i64 = 7;
pub const MKTBALSELL: i64 = 8;
pub const MKTONCLSIMBBUY: i64 = 9;
}
pub struct HaltReasonChar;
impl Field for HaltReasonChar { const TAG: Tag = 327; type Value = char; }
impl HaltReasonChar {
pub const NEWSDISS: char = 'D';
pub const ORDINFL: char = 'E';
pub const ORDIMB: char = 'I';
pub const ADDINFO: char = 'M';
pub const NEWSPEND: char = 'P';
pub const EQUIPCHANGE: char = 'X';
}
pub struct InViewOfCommon;
impl Field for InViewOfCommon { const TAG: Tag = 328; type Value = bool; }
pub struct DueToRelated;
impl Field for DueToRelated { const TAG: Tag = 329; type Value = bool; }
pub struct BuyVolume;
impl Field for BuyVolume { const TAG: Tag = 330; type Value = crate::Amount; }
pub struct SellVolume;
impl Field for SellVolume { const TAG: Tag = 331; type Value = crate::Amount; }
pub struct HighPx;
impl Field for HighPx { const TAG: Tag = 332; type Value = crate::Amount; }
pub struct LowPx;
impl Field for LowPx { const TAG: Tag = 333; type Value = crate::Amount; }
pub struct Adjustment;
impl Field for Adjustment { const TAG: Tag = 334; type Value = i64; }
impl Adjustment {
pub const CANCEL: i64 = 1;
pub const ERROR: i64 = 2;
pub const CORRECTION: i64 = 3;
}
pub struct TradSesReqID;
impl Field for TradSesReqID { const TAG: Tag = 335; type Value = String; }
pub struct TradingSessionID;
impl Field for TradingSessionID { const TAG: Tag = 336; type Value = String; }
pub struct ContraTrader;
impl Field for ContraTrader { const TAG: Tag = 337; type Value = String; }
pub struct TradSesMethod;
impl Field for TradSesMethod { const TAG: Tag = 338; type Value = i64; }
impl TradSesMethod {
pub const ELECTRONIC: i64 = 1;
pub const OPENOUTCRY: i64 = 2;
pub const TWOPARTY: i64 = 3;
}
pub struct TradSesMode;
impl Field for TradSesMode { const TAG: Tag = 339; type Value = i64; }
impl TradSesMode {
pub const TESTING: i64 = 1;
pub const SIMULATED: i64 = 2;
pub const PRODUCTION: i64 = 3;
}
pub struct TradSesStatus;
impl Field for TradSesStatus { const TAG: Tag = 340; type Value = i64; }
impl TradSesStatus {
pub const UNKNOWN: i64 = 0;
pub const HALTED: i64 = 1;
pub const OPEN: i64 = 2;
pub const CLOSED: i64 = 3;
pub const PREOPEN: i64 = 4;
pub const PRECLOSE: i64 = 5;
pub const REQREJ: i64 = 6;
}
pub struct TradSesStartTime;
impl Field for TradSesStartTime { const TAG: Tag = 341; type Value = crate::UtcTimestamp; }
pub struct TradSesOpenTime;
impl Field for TradSesOpenTime { const TAG: Tag = 342; type Value = crate::UtcTimestamp; }
pub struct TradSesPreCloseTime;
impl Field for TradSesPreCloseTime { const TAG: Tag = 343; type Value = crate::UtcTimestamp; }
pub struct TradSesCloseTime;
impl Field for TradSesCloseTime { const TAG: Tag = 344; type Value = crate::UtcTimestamp; }
pub struct TradSesEndTime;
impl Field for TradSesEndTime { const TAG: Tag = 345; type Value = crate::UtcTimestamp; }
pub struct NumberOfOrders;
impl Field for NumberOfOrders { const TAG: Tag = 346; type Value = i64; }
pub struct MessageEncoding;
impl Field for MessageEncoding { const TAG: Tag = 347; type Value = String; }
pub struct EncodedIssuerLen;
impl Field for EncodedIssuerLen { const TAG: Tag = 348; type Value = i64; }
pub struct EncodedIssuer;
impl Field for EncodedIssuer { const TAG: Tag = 349; type Value = Vec<u8>; }
pub struct EncodedSecurityDescLen;
impl Field for EncodedSecurityDescLen { const TAG: Tag = 350; type Value = i64; }
pub struct EncodedSecurityDesc;
impl Field for EncodedSecurityDesc { const TAG: Tag = 351; type Value = Vec<u8>; }
pub struct EncodedListExecInstLen;
impl Field for EncodedListExecInstLen { const TAG: Tag = 352; type Value = i64; }
pub struct EncodedListExecInst;
impl Field for EncodedListExecInst { const TAG: Tag = 353; type Value = Vec<u8>; }
pub struct EncodedTextLen;
impl Field for EncodedTextLen { const TAG: Tag = 354; type Value = i64; }
pub struct EncodedText;
impl Field for EncodedText { const TAG: Tag = 355; type Value = Vec<u8>; }
pub struct EncodedSubjectLen;
impl Field for EncodedSubjectLen { const TAG: Tag = 356; type Value = i64; }
pub struct EncodedSubject;
impl Field for EncodedSubject { const TAG: Tag = 357; type Value = Vec<u8>; }
pub struct EncodedHeadlineLen;
impl Field for EncodedHeadlineLen { const TAG: Tag = 358; type Value = i64; }
pub struct EncodedHeadline;
impl Field for EncodedHeadline { const TAG: Tag = 359; type Value = Vec<u8>; }
pub struct EncodedAllocTextLen;
impl Field for EncodedAllocTextLen { const TAG: Tag = 360; type Value = i64; }
pub struct EncodedAllocText;
impl Field for EncodedAllocText { const TAG: Tag = 361; type Value = Vec<u8>; }
pub struct EncodedUnderlyingIssuerLen;
impl Field for EncodedUnderlyingIssuerLen { const TAG: Tag = 362; type Value = i64; }
pub struct EncodedUnderlyingIssuer;
impl Field for EncodedUnderlyingIssuer { const TAG: Tag = 363; type Value = Vec<u8>; }
pub struct EncodedUnderlyingSecurityDescLen;
impl Field for EncodedUnderlyingSecurityDescLen { const TAG: Tag = 364; type Value = i64; }
pub struct EncodedUnderlyingSecurityDesc;
impl Field for EncodedUnderlyingSecurityDesc { const TAG: Tag = 365; type Value = Vec<u8>; }
pub struct AllocPrice;
impl Field for AllocPrice { const TAG: Tag = 366; type Value = crate::Amount; }
pub struct QuoteSetValidUntilTime;
impl Field for QuoteSetValidUntilTime { const TAG: Tag = 367; type Value = crate::UtcTimestamp; }
pub struct QuoteEntryRejectReason;
impl Field for QuoteEntryRejectReason { const TAG: Tag = 368; type Value = i64; }
impl QuoteEntryRejectReason {
pub const UNKNWNSYM: i64 = 1;
pub const EXCHCLSD: i64 = 2;
pub const ORDEXCLIM: i64 = 3;
pub const TOOLATE: i64 = 4;
pub const UNKNORD: i64 = 5;
pub const DUPORD: i64 = 6;
pub const INVBIDASK: i64 = 7;
pub const INVPX: i64 = 8;
pub const NOTAUTH: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct LastMsgSeqNumProcessed;
impl Field for LastMsgSeqNumProcessed { const TAG: Tag = 369; type Value = i64; }
pub struct OnBehalfOfSendingTime;
impl Field for OnBehalfOfSendingTime { const TAG: Tag = 370; type Value = crate::UtcTimestamp; }
pub struct RefTagID;
impl Field for RefTagID { const TAG: Tag = 371; type Value = i64; }
pub struct RefMsgType;
impl Field for RefMsgType { const TAG: Tag = 372; type Value = String; }
pub struct SessionRejectReason;
impl Field for SessionRejectReason { const TAG: Tag = 373; type Value = i64; }
impl SessionRejectReason {
pub const INVALIDTAGNUMBER: i64 = 0;
pub const REQUIREDTAGMISSING: i64 = 1;
pub const SENDINGTIMEACCURACYPROBLEM: i64 = 10;
pub const INVALIDMSGTYPE: i64 = 11;
pub const XMLVALIDATIONERROR: i64 = 12;
pub const TAGAPPEARSMORETHANONCE: i64 = 13;
pub const TAGSPECIFIEDOUTOFREQUIREDORDER: i64 = 14;
pub const REPEATINGGROUPFIELDSOUTOFORDER: i64 = 15;
pub const INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP: i64 = 16;
pub const NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER: i64 = 17;
pub const TAGNOTDEFINEDFORTHISMESSAGETYPE: i64 = 2;
pub const UNDEFINEDTAG: i64 = 3;
pub const TAGSPECIFIEDWITHOUTAVALUE: i64 = 4;
pub const VALUEISINCORRECTOUTOFRANGEFORTHISTAG: i64 = 5;
pub const INCORRECTDATAFORMATFORVALUE: i64 = 6;
pub const DECRYPTIONPROBLEM: i64 = 7;
pub const SIGNATUREPROBLEM: i64 = 8;
pub const COMPIDPROBLEM: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct BidRequestTransType;
impl Field for BidRequestTransType { const TAG: Tag = 374; type Value = char; }
impl BidRequestTransType {
pub const CANCEL: char = 'C';
pub const NO: char = 'N';
}
pub struct ContraBroker;
impl Field for ContraBroker { const TAG: Tag = 375; type Value = String; }
pub struct ComplianceID;
impl Field for ComplianceID { const TAG: Tag = 376; type Value = String; }
pub struct SolicitedFlag;
impl Field for SolicitedFlag { const TAG: Tag = 377; type Value = bool; }
pub struct ExecRestatementReason;
impl Field for ExecRestatementReason { const TAG: Tag = 378; type Value = i64; }
impl ExecRestatementReason {
pub const GTCORPACT: i64 = 0;
pub const GTRENEW: i64 = 1;
pub const WAREHOUSERECAP: i64 = 10;
pub const VERBAL: i64 = 2;
pub const REPX: i64 = 3;
pub const BRKROPT: i64 = 4;
pub const PARTDEC: i64 = 5;
pub const CXLTRADINGHALT: i64 = 6;
pub const CXLSYSTEMFAILURE: i64 = 7;
pub const MRKTOPTION: i64 = 8;
pub const CANCELEDNOTBEST: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct BusinessRejectRefID;
impl Field for BusinessRejectRefID { const TAG: Tag = 379; type Value = String; }
pub struct BusinessRejectReason;
impl Field for BusinessRejectReason { const TAG: Tag = 380; type Value = i64; }
impl BusinessRejectReason {
pub const OTHER: i64 = 0;
pub const UNKNID: i64 = 1;
pub const UNKNSEC: i64 = 2;
pub const UNKNMSGTYPE: i64 = 3;
pub const APPNA: i64 = 4;
pub const CONDFLDMISS: i64 = 5;
pub const NOTAUTH: i64 = 6;
pub const NODELIVTOFIRM: i64 = 7;
}
pub struct GrossTradeAmt;
impl Field for GrossTradeAmt { const TAG: Tag = 381; type Value = crate::Amount; }
pub struct NoContraBrokers;
impl Field for NoContraBrokers { const TAG: Tag = 382; type Value = i64; }
pub struct MaxMessageSize;
impl Field for MaxMessageSize { const TAG: Tag = 383; type Value = i64; }
pub struct NoMsgTypes;
impl Field for NoMsgTypes { const TAG: Tag = 384; type Value = i64; }
pub struct MsgDirection;
impl Field for MsgDirection { const TAG: Tag = 385; type Value = char; }
impl MsgDirection {
pub const RECEIVE: char = 'R';
pub const SEND: char = 'S';
}
pub struct NoTradingSessions;
impl Field for NoTradingSessions { const TAG: Tag = 386; type Value = i64; }
pub struct TotalVolumeTraded;
impl Field for TotalVolumeTraded { const TAG: Tag = 387; type Value = crate::Amount; }
pub struct DiscretionInst;
impl Field for DiscretionInst { const TAG: Tag = 388; type Value = char; }
impl DiscretionInst {
pub const RELDISPPX: char = '0';
pub const RELMKTPX: char = '1';
pub const RELPRIMPX: char = '2';
pub const RELLOCPRIMPX: char = '3';
pub const RELMIDPX: char = '4';
pub const RELLSTPX: char = '5';
pub const RELVWAP: char = '6';
}
pub struct DiscretionOffsetValue;
impl Field for DiscretionOffsetValue { const TAG: Tag = 389; type Value = crate::Amount; }
pub struct BidID;
impl Field for BidID { const TAG: Tag = 390; type Value = String; }
pub struct ClientBidID;
impl Field for ClientBidID { const TAG: Tag = 391; type Value = String; }
pub struct ListName;
impl Field for ListName { const TAG: Tag = 392; type Value = String; }
pub struct TotNoRelatedSym;
impl Field for TotNoRelatedSym { const TAG: Tag = 393; type Value = i64; }
pub struct BidType;
impl Field for BidType { const TAG: Tag = 394; type Value = i64; }
impl BidType {
pub const NONDISC: i64 = 1;
pub const DISC: i64 = 2;
pub const NOBID: i64 = 3;
}
pub struct NumTickets;
impl Field for NumTickets { const TAG: Tag = 395; type Value = i64; }
pub struct SideValue1;
impl Field for SideValue1 { const TAG: Tag = 396; type Value = crate::Amount; }
pub struct SideValue2;
impl Field for SideValue2 { const TAG: Tag = 397; type Value = crate::Amount; }
pub struct NoBidDescriptors;
impl Field for NoBidDescriptors { const TAG: Tag = 398; type Value = i64; }
pub struct BidDescriptorType;
impl Field for BidDescriptorType { const TAG: Tag = 399; type Value = i64; }
impl BidDescriptorType {
pub const SECTOR: i64 = 1;
pub const COUNTRY: i64 = 2;
pub const INDEX: i64 = 3;
}
pub struct BidDescriptor;
impl Field for BidDescriptor { const TAG: Tag = 400; type Value = String; }
pub struct SideValueInd;
impl Field for SideValueInd { const TAG: Tag = 401; type Value = i64; }
impl SideValueInd {
pub const SIDEVALUE1: i64 = 1;
pub const SIDEVALUE2: i64 = 2;
}
pub struct LiquidityPctLow;
impl Field for LiquidityPctLow { const TAG: Tag = 402; type Value = crate::Amount; }
pub struct LiquidityPctHigh;
impl Field for LiquidityPctHigh { const TAG: Tag = 403; type Value = crate::Amount; }
pub struct LiquidityValue;
impl Field for LiquidityValue { const TAG: Tag = 404; type Value = crate::Amount; }
pub struct EFPTrackingError;
impl Field for EFPTrackingError { const TAG: Tag = 405; type Value = crate::Amount; }
pub struct FairValue;
impl Field for FairValue { const TAG: Tag = 406; type Value = crate::Amount; }
pub struct OutsideIndexPct;
impl Field for OutsideIndexPct { const TAG: Tag = 407; type Value = crate::Amount; }
pub struct ValueOfFutures;
impl Field for ValueOfFutures { const TAG: Tag = 408; type Value = crate::Amount; }
pub struct LiquidityIndType;
impl Field for LiquidityIndType { const TAG: Tag = 409; type Value = i64; }
impl LiquidityIndType {
pub const _5DAY: i64 = 1;
pub const _20DAY: i64 = 2;
pub const NORMAL: i64 = 3;
pub const OTHER: i64 = 4;
}
pub struct WtAverageLiquidity;
impl Field for WtAverageLiquidity { const TAG: Tag = 410; type Value = crate::Amount; }
pub struct ExchangeForPhysical;
impl Field for ExchangeForPhysical { const TAG: Tag = 411; type Value = bool; }
pub struct OutMainCntryUIndex;
impl Field for OutMainCntryUIndex { const TAG: Tag = 412; type Value = crate::Amount; }
pub struct CrossPercent;
impl Field for CrossPercent { const TAG: Tag = 413; type Value = crate::Amount; }
pub struct ProgRptReqs;
impl Field for ProgRptReqs { const TAG: Tag = 414; type Value = i64; }
impl ProgRptReqs {
pub const BUYSIDE: i64 = 1;
pub const SELLSIDE: i64 = 2;
pub const REALTIME: i64 = 3;
}
pub struct ProgPeriodInterval;
impl Field for ProgPeriodInterval { const TAG: Tag = 415; type Value = i64; }
pub struct IncTaxInd;
impl Field for IncTaxInd { const TAG: Tag = 416; type Value = i64; }
impl IncTaxInd {
pub const NET: i64 = 1;
pub const GROSS: i64 = 2;
}
pub struct NumBidders;
impl Field for NumBidders { const TAG: Tag = 417; type Value = i64; }
pub struct BidTradeType;
impl Field for BidTradeType { const TAG: Tag = 418; type Value = char; }
impl BidTradeType {
pub const AGENCY: char = 'A';
pub const VWAPGUARANTEE: char = 'G';
pub const GUARANTEEDCLOSE: char = 'J';
pub const RISKTRADE: char = 'R';
}
pub struct BasisPxType;
impl Field for BasisPxType { const TAG: Tag = 419; type Value = char; }
impl BasisPxType {
pub const CLSPXMORN: char = '2';
pub const CLSPX: char = '3';
pub const CURRPX: char = '4';
pub const SQ: char = '5';
pub const VWAPDAY: char = '6';
pub const VWAPMORN: char = '7';
pub const VWAPAFT: char = '8';
pub const VWAPDAYXYORI: char = '9';
pub const VWAPMORNXYORI: char = 'A';
pub const VWAPAFTXYORI: char = 'B';
pub const STRIKE: char = 'C';
pub const OPEN: char = 'D';
pub const OTHERS: char = 'Z';
}
pub struct NoBidComponents;
impl Field for NoBidComponents { const TAG: Tag = 420; type Value = i64; }
pub struct Country;
impl Field for Country { const TAG: Tag = 421; type Value = String; }
pub struct TotNoStrikes;
impl Field for TotNoStrikes { const TAG: Tag = 422; type Value = i64; }
pub struct PriceType;
impl Field for PriceType { const TAG: Tag = 423; type Value = i64; }
impl PriceType {
pub const PCT: i64 = 1;
pub const FIXEDCABINETTRADEPRICE: i64 = 10;
pub const VARIABLECABINETTRADEPRICE: i64 = 11;
pub const CPS: i64 = 2;
pub const ABS: i64 = 3;
pub const DISCOUNT: i64 = 4;
pub const PREMIUM: i64 = 5;
pub const SPREAD: i64 = 6;
pub const TEDPRICE: i64 = 7;
pub const TEDYIELD: i64 = 8;
pub const YIELD: i64 = 9;
}
pub struct DayOrderQty;
impl Field for DayOrderQty { const TAG: Tag = 424; type Value = crate::Amount; }
pub struct DayCumQty;
impl Field for DayCumQty { const TAG: Tag = 425; type Value = crate::Amount; }
pub struct DayAvgPx;
impl Field for DayAvgPx { const TAG: Tag = 426; type Value = crate::Amount; }
pub struct GTBookingInst;
impl Field for GTBookingInst { const TAG: Tag = 427; type Value = i64; }
impl GTBookingInst {
pub const BOOKALL: i64 = 0;
pub const ACCUMUNTILFILL: i64 = 1;
pub const ACCUMUNTILNOTIFY: i64 = 2;
}
pub struct NoStrikes;
impl Field for NoStrikes { const TAG: Tag = 428; type Value = i64; }
pub struct ListStatusType;
impl Field for ListStatusType { const TAG: Tag = 429; type Value = i64; }
impl ListStatusType {
pub const ACK: i64 = 1;
pub const RESP: i64 = 2;
pub const TIMED: i64 = 3;
pub const EXECSTART: i64 = 4;
pub const ALLDONE: i64 = 5;
pub const ALERT: i64 = 6;
}
pub struct NetGrossInd;
impl Field for NetGrossInd { const TAG: Tag = 430; type Value = i64; }
impl NetGrossInd {
pub const NET: i64 = 1;
pub const GROSS: i64 = 2;
}
pub struct ListOrderStatus;
impl Field for ListOrderStatus { const TAG: Tag = 431; type Value = i64; }
impl ListOrderStatus {
pub const INBIDPROC: i64 = 1;
pub const RECVFOREXEC: i64 = 2;
pub const EXEC: i64 = 3;
pub const CXL: i64 = 4;
pub const ALERT: i64 = 5;
pub const ALLDONE: i64 = 6;
pub const REJ: i64 = 7;
}
pub struct ExpireDate;
impl Field for ExpireDate { const TAG: Tag = 432; type Value = crate::FixDate; }
pub struct ListExecInstType;
impl Field for ListExecInstType { const TAG: Tag = 433; type Value = char; }
impl ListExecInstType {
pub const IMMED: char = '1';
pub const WAIT: char = '2';
pub const EXCHCIVSELL: char = '3';
pub const EXCHCIVBUYTOP: char = '4';
pub const EXCHCIVBUYWD: char = '5';
}
pub struct CxlRejResponseTo;
impl Field for CxlRejResponseTo { const TAG: Tag = 434; type Value = char; }
impl CxlRejResponseTo {
pub const ORDCXLREQ: char = '1';
pub const ORDCXLREPREQ: char = '2';
}
pub struct UnderlyingCouponRate;
impl Field for UnderlyingCouponRate { const TAG: Tag = 435; type Value = crate::Amount; }
pub struct UnderlyingContractMultiplier;
impl Field for UnderlyingContractMultiplier { const TAG: Tag = 436; type Value = crate::Amount; }
pub struct ContraTradeQty;
impl Field for ContraTradeQty { const TAG: Tag = 437; type Value = crate::Amount; }
pub struct ContraTradeTime;
impl Field for ContraTradeTime { const TAG: Tag = 438; type Value = crate::UtcTimestamp; }
pub struct ClearingFirm;
impl Field for ClearingFirm { const TAG: Tag = 439; type Value = String; }
pub struct ClearingAccount;
impl Field for ClearingAccount { const TAG: Tag = 440; type Value = String; }
pub struct LiquidityNumSecurities;
impl Field for LiquidityNumSecurities { const TAG: Tag = 441; type Value = i64; }
pub struct MultiLegReportingType;
impl Field for MultiLegReportingType { const TAG: Tag = 442; type Value = char; }
impl MultiLegReportingType {
pub const SINGLE: char = '1';
pub const INDIVLEG: char = '2';
pub const MULTILEG: char = '3';
}
pub struct StrikeTime;
impl Field for StrikeTime { const TAG: Tag = 443; type Value = crate::UtcTimestamp; }
pub struct ListStatusText;
impl Field for ListStatusText { const TAG: Tag = 444; type Value = String; }
pub struct EncodedListStatusTextLen;
impl Field for EncodedListStatusTextLen { const TAG: Tag = 445; type Value = i64; }
pub struct EncodedListStatusText;
impl Field for EncodedListStatusText { const TAG: Tag = 446; type Value = Vec<u8>; }
pub struct PartyIDSource;
impl Field for PartyIDSource { const TAG: Tag = 447; type Value = char; }
impl PartyIDSource {
pub const KOREANINVESTORID: char = '1';
pub const TAIWANESEQUALIFIED: char = '2';
pub const TAIWANESETRADINGACCT: char = '3';
pub const MCDNUMBER: char = '4';
pub const CHINESEBSHARE: char = '5';
pub const UKNATIONALINSPENNUMBER: char = '6';
pub const USSOCIALSECURITY: char = '7';
pub const USEMPLOYERIDNUMBER: char = '8';
pub const AUSTRALIANBUSINESSNUMBER: char = '9';
pub const AUSTRALIANTAXFILENUMBER: char = 'A';
pub const BIC: char = 'B';
pub const ACCPTMARKETPART: char = 'C';
pub const PROPCODE: char = 'D';
pub const ISOCODE: char = 'E';
pub const SETTLENTLOC: char = 'F';
pub const MIC: char = 'G';
pub const CSDPARTCODE: char = 'H';
pub const DIRECTEDDEFINEDISITC: char = 'I';
}
pub struct PartyID;
impl Field for PartyID { const TAG: Tag = 448; type Value = String; }
pub struct TotalVolumeTradedDate;
impl Field for TotalVolumeTradedDate { const TAG: Tag = 449; type Value = crate::FixDate; }
pub struct TotalVolumeTradedTime;
impl Field for TotalVolumeTradedTime { const TAG: Tag = 450; type Value = String; }
pub struct NetChgPrevDay;
impl Field for NetChgPrevDay { const TAG: Tag = 451; type Value = crate::Amount; }
pub struct PartyRole;
impl Field for PartyRole { const TAG: Tag = 452; type Value = i64; }
impl PartyRole {
pub const EXECUTINGFIRM: i64 = 1;
pub const SETTLEMENTLOCATION: i64 = 10;
pub const INITIATINGTRADER: i64 = 11;
pub const EXECUTINGTRADER: i64 = 12;
pub const ORDERORIGINATOR: i64 = 13;
pub const GIVEUPCLEARINGFIRM: i64 = 14;
pub const CORRESPONDANTCLEARINGFIRM: i64 = 15;
pub const EXECUTINGSYSTEM: i64 = 16;
pub const CONTRAFIRM: i64 = 17;
pub const CONTRACLEARINGFIRM: i64 = 18;
pub const SPONSORINGFIRM: i64 = 19;
pub const BROKEROFCREDIT: i64 = 2;
pub const UNDRCONTRAFIRM: i64 = 20;
pub const CLEARINGORGANIZATION: i64 = 21;
pub const EXCHANGE: i64 = 22;
pub const CUSTOMERACCOUNT: i64 = 24;
pub const CORRESPONDENTCLEARINGORGANIZATION: i64 = 25;
pub const CORRESPONDENTBROKER: i64 = 26;
pub const BUYERSELLERRECEIVERDELIVERER: i64 = 27;
pub const CUSTODIAN: i64 = 28;
pub const INTERMEDIARY: i64 = 29;
pub const CLIENTID: i64 = 3;
pub const AGENT: i64 = 30;
pub const SUBCUSTODIAN: i64 = 31;
pub const BENEFICIARY: i64 = 32;
pub const INTERESTEDPARTY: i64 = 33;
pub const REGULATORYBODY: i64 = 34;
pub const LIQUIDITYPROVIDER: i64 = 35;
pub const ENTERINGTRADER: i64 = 36;
pub const CONTRATRADER: i64 = 37;
pub const POSITIONACCOUNT: i64 = 38;
pub const ALLOCENTITY: i64 = 39;
pub const CLEARINGFIRM: i64 = 4;
pub const INVESTORID: i64 = 5;
pub const INTRODUCINGFIRM: i64 = 6;
pub const ENTERINGFIRM: i64 = 7;
pub const LOCATELENDINGFIRM: i64 = 8;
pub const FUNDMANAGER: i64 = 9;
}
pub struct NoPartyIDs;
impl Field for NoPartyIDs { const TAG: Tag = 453; type Value = i64; }
pub struct NoSecurityAltID;
impl Field for NoSecurityAltID { const TAG: Tag = 454; type Value = i64; }
pub struct SecurityAltID;
impl Field for SecurityAltID { const TAG: Tag = 455; type Value = String; }
pub struct SecurityAltIDSource;
impl Field for SecurityAltIDSource { const TAG: Tag = 456; type Value = String; }
pub struct NoUnderlyingSecurityAltID;
impl Field for NoUnderlyingSecurityAltID { const TAG: Tag = 457; type Value = i64; }
pub struct UnderlyingSecurityAltID;
impl Field for UnderlyingSecurityAltID { const TAG: Tag = 458; type Value = String; }
pub struct UnderlyingSecurityAltIDSource;
impl Field for UnderlyingSecurityAltIDSource { const TAG: Tag = 459; type Value = String; }
pub struct Product;
impl Field for Product { const TAG: Tag = 460; type Value = i64; }
impl Product {
pub const AGENCY: i64 = 1;
pub const MORTGAGE: i64 = 10;
pub const MUNICIPAL: i64 = 11;
pub const OTHER: i64 = 12;
pub const FINANCING: i64 = 13;
pub const COMMODITY: i64 = 2;
pub const CORPORATE: i64 = 3;
pub const CURRENCY: i64 = 4;
pub const EQUITY: i64 = 5;
pub const GOVERNMENT: i64 = 6;
pub const INDEX: i64 = 7;
pub const LOAN: i64 = 8;
pub const MONEYMARKET: i64 = 9;
}
pub struct CFICode;
impl Field for CFICode { const TAG: Tag = 461; type Value = String; }
pub struct UnderlyingProduct;
impl Field for UnderlyingProduct { const TAG: Tag = 462; type Value = i64; }
pub struct UnderlyingCFICode;
impl Field for UnderlyingCFICode { const TAG: Tag = 463; type Value = String; }
pub struct TestMessageIndicator;
impl Field for TestMessageIndicator { const TAG: Tag = 464; type Value = bool; }
pub struct QuantityType;
impl Field for QuantityType { const TAG: Tag = 465; type Value = i64; }
impl QuantityType {
pub const SHARES: i64 = 1;
pub const BONDS: i64 = 2;
pub const CURRENTFACE: i64 = 3;
pub const ORIGINALFACE: i64 = 4;
pub const CURRENCY: i64 = 5;
pub const CONTRACTS: i64 = 6;
pub const OTHER: i64 = 7;
pub const PAR: i64 = 8;
}
pub struct BookingRefID;
impl Field for BookingRefID { const TAG: Tag = 466; type Value = String; }
pub struct IndividualAllocID;
impl Field for IndividualAllocID { const TAG: Tag = 467; type Value = String; }
pub struct RoundingDirection;
impl Field for RoundingDirection { const TAG: Tag = 468; type Value = char; }
impl RoundingDirection {
pub const ROUNDNEAREST: char = '0';
pub const ROUNDDOWN: char = '1';
pub const ROUNDUP: char = '2';
}
pub struct RoundingModulus;
impl Field for RoundingModulus { const TAG: Tag = 469; type Value = crate::Amount; }
pub struct CountryOfIssue;
impl Field for CountryOfIssue { const TAG: Tag = 470; type Value = String; }
pub struct StateOrProvinceOfIssue;
impl Field for StateOrProvinceOfIssue { const TAG: Tag = 471; type Value = String; }
pub struct LocaleOfIssue;
impl Field for LocaleOfIssue { const TAG: Tag = 472; type Value = String; }
pub struct NoRegistDtls;
impl Field for NoRegistDtls { const TAG: Tag = 473; type Value = i64; }
pub struct MailingDtls;
impl Field for MailingDtls { const TAG: Tag = 474; type Value = String; }
pub struct InvestorCountryOfResidence;
impl Field for InvestorCountryOfResidence { const TAG: Tag = 475; type Value = String; }
pub struct PaymentRef;
impl Field for PaymentRef { const TAG: Tag = 476; type Value = String; }
pub struct DistribPaymentMethod;
impl Field for DistribPaymentMethod { const TAG: Tag = 477; type Value = i64; }
impl DistribPaymentMethod {
pub const CREST: i64 = 1;
pub const BPAY: i64 = 10;
pub const HIGHVALUECLEARINGSYSTEMHVACS: i64 = 11;
pub const REINVESTINFUND: i64 = 12;
pub const NSCC: i64 = 2;
pub const EUROCLEAR: i64 = 3;
pub const CLEARSTREAM: i64 = 4;
pub const CHEQUE: i64 = 5;
pub const TELEGRAPHICTRANSFER: i64 = 6;
pub const FEDWIRE: i64 = 7;
pub const DIRECTCREDITBECSBACS: i64 = 8;
pub const ACHCREDIT: i64 = 9;
}
pub struct CashDistribCurr;
impl Field for CashDistribCurr { const TAG: Tag = 478; type Value = String; }
pub struct CommCurrency;
impl Field for CommCurrency { const TAG: Tag = 479; type Value = String; }
pub struct CancellationRights;
impl Field for CancellationRights { const TAG: Tag = 480; type Value = char; }
impl CancellationRights {
pub const NOWAIVER: char = 'M';
pub const NOEXECONLY: char = 'N';
pub const NOINSTIT: char = 'O';
pub const YES: char = 'Y';
}
pub struct MoneyLaunderingStatus;
impl Field for MoneyLaunderingStatus { const TAG: Tag = 481; type Value = char; }
impl MoneyLaunderingStatus {
pub const EXBELOWLIM: char = '1';
pub const EXCLIENTMONEYTYPE: char = '2';
pub const EXAUTHCREDIT: char = '3';
pub const NOTCHECKED: char = 'N';
pub const PASSED: char = 'Y';
}
pub struct MailingInst;
impl Field for MailingInst { const TAG: Tag = 482; type Value = String; }
pub struct TransBkdTime;
impl Field for TransBkdTime { const TAG: Tag = 483; type Value = crate::UtcTimestamp; }
pub struct ExecPriceType;
impl Field for ExecPriceType { const TAG: Tag = 484; type Value = char; }
impl ExecPriceType {
pub const BIDPRICE: char = 'B';
pub const CREATIONPRICE: char = 'C';
pub const CREATIONPRICEADJPCT: char = 'D';
pub const CREATIONPRICEADJAMT: char = 'E';
pub const OFFERPRICE: char = 'O';
pub const OFFERPRICEMINUSADJPCT: char = 'P';
pub const OFFERPRICEMINUSADJAMT: char = 'Q';
pub const SINGLEPRICE: char = 'S';
}
pub struct ExecPriceAdjustment;
impl Field for ExecPriceAdjustment { const TAG: Tag = 485; type Value = crate::Amount; }
pub struct DateOfBirth;
impl Field for DateOfBirth { const TAG: Tag = 486; type Value = crate::FixDate; }
pub struct TradeReportTransType;
impl Field for TradeReportTransType { const TAG: Tag = 487; type Value = i64; }
impl TradeReportTransType {
pub const NEW: i64 = 0;
pub const CANCEL: i64 = 1;
pub const REPLACE: i64 = 2;
pub const RELEASE: i64 = 3;
pub const REVERSE: i64 = 4;
}
pub struct CardHolderName;
impl Field for CardHolderName { const TAG: Tag = 488; type Value = String; }
pub struct CardNumber;
impl Field for CardNumber { const TAG: Tag = 489; type Value = String; }
pub struct CardExpDate;
impl Field for CardExpDate { const TAG: Tag = 490; type Value = crate::FixDate; }
pub struct CardIssNum;
impl Field for CardIssNum { const TAG: Tag = 491; type Value = String; }
pub struct PaymentMethod;
impl Field for PaymentMethod { const TAG: Tag = 492; type Value = i64; }
impl PaymentMethod {
pub const CREST: i64 = 1;
pub const DIRECTCREDITBECS: i64 = 10;
pub const CREDITCARD: i64 = 11;
pub const ACHDEBIT: i64 = 12;
pub const ACHCREDIT: i64 = 13;
pub const BPAY: i64 = 14;
pub const HIGHVALUECLEARINGSYSTEMHVACS: i64 = 15;
pub const NSCC: i64 = 2;
pub const EUROCLEAR: i64 = 3;
pub const CLEARSTREAM: i64 = 4;
pub const CHEQUE: i64 = 5;
pub const TELEGRAPHICTRANSFER: i64 = 6;
pub const FEDWIRE: i64 = 7;
pub const DEBITCARD: i64 = 8;
pub const DIRECTDEBITBECS: i64 = 9;
}
pub struct RegistAcctType;
impl Field for RegistAcctType { const TAG: Tag = 493; type Value = String; }
pub struct Designation;
impl Field for Designation { const TAG: Tag = 494; type Value = String; }
pub struct TaxAdvantageType;
impl Field for TaxAdvantageType { const TAG: Tag = 495; type Value = i64; }
impl TaxAdvantageType {
pub const NONE: i64 = 0;
pub const MAXIISAUK: i64 = 1;
pub const EMPLOYEECURRENTYEARUS: i64 = 10;
pub const EMPLOYERPRIORYEARUS: i64 = 11;
pub const EMPLOYERCURRENTYEARUS: i64 = 12;
pub const NONFUNDPROTOTYPEIRAUS: i64 = 13;
pub const NONFUNDQUALIFIEDPLANUS: i64 = 14;
pub const DEFINEDCONTRIBUTIONPLANUS: i64 = 15;
pub const INDIVIDUALRETIREMENTACCOUNTUS: i64 = 16;
pub const INDIVIDUALRETIREMENTACCOUNTROLLOVERUS: i64 = 17;
pub const KEOGHUS: i64 = 18;
pub const PROFITSHARINGPLANUS: i64 = 19;
pub const TESSAUK: i64 = 2;
pub const _401KUS: i64 = 20;
pub const SELFDIRECTEDIRAUS: i64 = 21;
pub const _403BUS: i64 = 22;
pub const _457US: i64 = 23;
pub const ROTHIRAFUNDPROTOTYPEUS: i64 = 24;
pub const ROTHIRANONPROTOTYPEUS: i64 = 25;
pub const ROTHCONVERSIONIRAFUNDPROTOTYPEUS: i64 = 26;
pub const ROTHCONVERSIONIRANONPROTOTYPEUS: i64 = 27;
pub const EDUCATIONIRAFUNDPROTOTYPEUS: i64 = 28;
pub const EDUCATIONIRANONPROTOTYPEUS: i64 = 29;
pub const MINICASHISAUK: i64 = 3;
pub const MINISTOCKSANDSHARESISAUK: i64 = 4;
pub const MINIINSURANCEISAUK: i64 = 5;
pub const CURRENTYEARPAYMENTUS: i64 = 6;
pub const PRIORYEARPAYMENTUS: i64 = 7;
pub const ASSETTRANSFERUS: i64 = 8;
pub const EMPLOYEEPRIORYEARUS: i64 = 9;
pub const OTHER: i64 = 999;
}
pub struct RegistRejReasonText;
impl Field for RegistRejReasonText { const TAG: Tag = 496; type Value = String; }
pub struct FundRenewWaiv;
impl Field for FundRenewWaiv { const TAG: Tag = 497; type Value = char; }
impl FundRenewWaiv {
pub const NO: char = 'N';
pub const YES: char = 'Y';
}
pub struct CashDistribAgentName;
impl Field for CashDistribAgentName { const TAG: Tag = 498; type Value = String; }
pub struct CashDistribAgentCode;
impl Field for CashDistribAgentCode { const TAG: Tag = 499; type Value = String; }
pub struct CashDistribAgentAcctNumber;
impl Field for CashDistribAgentAcctNumber { const TAG: Tag = 500; type Value = String; }
pub struct CashDistribPayRef;
impl Field for CashDistribPayRef { const TAG: Tag = 501; type Value = String; }
pub struct CashDistribAgentAcctName;
impl Field for CashDistribAgentAcctName { const TAG: Tag = 502; type Value = String; }
pub struct CardStartDate;
impl Field for CardStartDate { const TAG: Tag = 503; type Value = crate::FixDate; }
pub struct PaymentDate;
impl Field for PaymentDate { const TAG: Tag = 504; type Value = crate::FixDate; }
pub struct PaymentRemitterID;
impl Field for PaymentRemitterID { const TAG: Tag = 505; type Value = String; }
pub struct RegistStatus;
impl Field for RegistStatus { const TAG: Tag = 506; type Value = char; }
impl RegistStatus {
pub const ACCEPTED: char = 'A';
pub const HELD: char = 'H';
pub const REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING: char = 'N';
pub const REJECTED: char = 'R';
}
pub struct RegistRejReasonCode;
impl Field for RegistRejReasonCode { const TAG: Tag = 507; type Value = i64; }
impl RegistRejReasonCode {
pub const INVALIDACCOUNTTYPE: i64 = 1;
pub const INVALIDINVESTORIDSOURCE: i64 = 10;
pub const INVALIDDATEOFBIRTH: i64 = 11;
pub const INVALIDINVESTORCOUNTRYOFRESIDENCE: i64 = 12;
pub const INVALIDNODISTRIBINSTNS: i64 = 13;
pub const INVALIDDISTRIBPERCENTAGE: i64 = 14;
pub const INVALIDDISTRIBPAYMENTMETHOD: i64 = 15;
pub const INVALIDCASHDISTRIBAGENTACCTNAME: i64 = 16;
pub const INVALIDCASHDISTRIBAGENTCODE: i64 = 17;
pub const INVALIDCASHDISTRIBAGENTACCTNUM: i64 = 18;
pub const INVALIDTAXEXEMPTTYPE: i64 = 2;
pub const INVALIDOWNERSHIPTYPE: i64 = 3;
pub const INVALIDNOREGDETLS: i64 = 4;
pub const INVALIDREGSEQNO: i64 = 5;
pub const INVALIDREGDTLS: i64 = 6;
pub const INVALIDMAILINGDTLS: i64 = 7;
pub const INVALIDMAILINGINST: i64 = 8;
pub const INVALIDINVESTORID: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct RegistRefID;
impl Field for RegistRefID { const TAG: Tag = 508; type Value = String; }
pub struct RegistDtls;
impl Field for RegistDtls { const TAG: Tag = 509; type Value = String; }
pub struct NoDistribInsts;
impl Field for NoDistribInsts { const TAG: Tag = 510; type Value = i64; }
pub struct RegistEmail;
impl Field for RegistEmail { const TAG: Tag = 511; type Value = String; }
pub struct DistribPercentage;
impl Field for DistribPercentage { const TAG: Tag = 512; type Value = crate::Amount; }
pub struct RegistID;
impl Field for RegistID { const TAG: Tag = 513; type Value = String; }
pub struct RegistTransType;
impl Field for RegistTransType { const TAG: Tag = 514; type Value = char; }
impl RegistTransType {
pub const NEW: char = '0';
pub const REPLACE: char = '1';
pub const CANCEL: char = '2';
}
pub struct ExecValuationPoint;
impl Field for ExecValuationPoint { const TAG: Tag = 515; type Value = crate::UtcTimestamp; }
pub struct OrderPercent;
impl Field for OrderPercent { const TAG: Tag = 516; type Value = crate::Amount; }
pub struct OwnershipType;
impl Field for OwnershipType { const TAG: Tag = 517; type Value = char; }
impl OwnershipType {
pub const JOINT_TRUSTEES: char = '2';
pub const JOINT_INVESTORS: char = 'J';
pub const TENANTS_IN_COMMON: char = 'T';
}
pub struct NoContAmts;
impl Field for NoContAmts { const TAG: Tag = 518; type Value = i64; }
pub struct ContAmtType;
impl Field for ContAmtType { const TAG: Tag = 519; type Value = i64; }
impl ContAmtType {
pub const COMMISSIONAMT: i64 = 1;
pub const EXITCHARGEPCT: i64 = 10;
pub const FUNDBASEDRENEWALCOMM: i64 = 11;
pub const PROJECTEDFUNDVALUE: i64 = 12;
pub const FUNDBASEDRENEWALCOMMAMTORD: i64 = 13;
pub const FUNDBASEDRENEWALCOMMAMTPROJ: i64 = 14;
pub const NETSETTLEMENTAMOUNT: i64 = 15;
pub const COMMISSIONPCT: i64 = 2;
pub const INITIALCHARGEAMT: i64 = 3;
pub const INITIALCHARGEPCT: i64 = 4;
pub const DISCOUNTAMT: i64 = 5;
pub const DISCOUNTPCT: i64 = 6;
pub const DILUTIONLEVYAMT: i64 = 7;
pub const DILUTIONLEVYPCT: i64 = 8;
pub const EXITCHARGEAMT: i64 = 9;
}
pub struct ContAmtValue;
impl Field for ContAmtValue { const TAG: Tag = 520; type Value = crate::Amount; }
pub struct ContAmtCurr;
impl Field for ContAmtCurr { const TAG: Tag = 521; type Value = String; }
pub struct OwnerType;
impl Field for OwnerType { const TAG: Tag = 522; type Value = i64; }
impl OwnerType {
pub const INDIVINVESTOR: i64 = 1;
pub const NETWORKINGSUBACCT: i64 = 10;
pub const NON_PROFITORG: i64 = 11;
pub const CORPBODY: i64 = 12;
pub const NOMINEE: i64 = 13;
pub const PUBLICCOMPANY: i64 = 2;
pub const PRIVATECOMPANY: i64 = 3;
pub const INDIVTRUSTEE: i64 = 4;
pub const COMPANYTRUSTEE: i64 = 5;
pub const PENSIONPLAN: i64 = 6;
pub const CUSTODIANMINORSACT: i64 = 7;
pub const TRUSTS: i64 = 8;
pub const FIDUCIARIES: i64 = 9;
}
pub struct PartySubID;
impl Field for PartySubID { const TAG: Tag = 523; type Value = String; }
pub struct NestedPartyID;
impl Field for NestedPartyID { const TAG: Tag = 524; type Value = String; }
pub struct NestedPartyIDSource;
impl Field for NestedPartyIDSource { const TAG: Tag = 525; type Value = char; }
pub struct SecondaryClOrdID;
impl Field for SecondaryClOrdID { const TAG: Tag = 526; type Value = String; }
pub struct SecondaryExecID;
impl Field for SecondaryExecID { const TAG: Tag = 527; type Value = String; }
pub struct OrderCapacity;
impl Field for OrderCapacity { const TAG: Tag = 528; type Value = char; }
impl OrderCapacity {
pub const AGENCY: char = 'A';
pub const PROPRIETARY: char = 'G';
pub const INDIVIDUAL: char = 'I';
pub const PRINCIPAL: char = 'P';
pub const RISKLESSPRINCIPAL: char = 'R';
pub const AGENTOTHERMEMBER: char = 'W';
}
pub struct OrderRestrictions;
impl Field for OrderRestrictions { const TAG: Tag = 529; type Value = String; }
impl OrderRestrictions {
pub const PROGRAMTRADE: &'static str = "1";
pub const INDEXARBITRAGE: &'static str = "2";
pub const NON_INDEXARBITRAGE: &'static str = "3";
pub const COMPETINGMARKETMAKER: &'static str = "4";
pub const ACTMM: &'static str = "5";
pub const ACTMMDERIV: &'static str = "6";
pub const FORENTITY: &'static str = "7";
pub const EXMRKTPART: &'static str = "8";
pub const EXINTMRKTLINK: &'static str = "9";
pub const RISKARB: &'static str = "A";
}
pub struct MassCancelRequestType;
impl Field for MassCancelRequestType { const TAG: Tag = 530; type Value = char; }
impl MassCancelRequestType {
pub const CXLORDERSSECURITY: char = '1';
pub const CXLORDERSUNDERLYINGSECURITY: char = '2';
pub const CXLORDERSPRODUCT: char = '3';
pub const CXLORDERSCFICODE: char = '4';
pub const CXLORDERSSECURITYTYPE: char = '5';
pub const CXLORDERSTRDSESSION: char = '6';
pub const CXLALLORDERS: char = '7';
}
pub struct MassCancelResponse;
impl Field for MassCancelResponse { const TAG: Tag = 531; type Value = char; }
impl MassCancelResponse {
pub const CXLREQREJ: char = '0';
pub const CXLORDERSSECURITY: char = '1';
pub const CXLORDERSUNDERLYINGSECURITY: char = '2';
pub const CXLORDERSPRODUCT: char = '3';
pub const CXLORDERSCFICODE: char = '4';
pub const CXLORDERSSECURITYTYPE: char = '5';
pub const CXLORDERSTRDSESSION: char = '6';
pub const CXLALLORDERS: char = '7';
}
pub struct MassCancelRejectReason;
impl Field for MassCancelRejectReason { const TAG: Tag = 532; type Value = char; }
impl MassCancelRejectReason {
pub const MASSCXLNOTSUPPORTED: char = '0';
pub const INVALIDSECURITY: char = '1';
pub const INVALIDUNDERLYING: char = '2';
pub const INVALIDPRODUCT: char = '3';
pub const INVALIDCFICODE: char = '4';
pub const INVALIDSECURITYTYPE: char = '5';
pub const INVALIDTRDSESSION: char = '6';
pub const OTHER: &'static str = "99";
}
pub struct TotalAffectedOrders;
impl Field for TotalAffectedOrders { const TAG: Tag = 533; type Value = i64; }
pub struct NoAffectedOrders;
impl Field for NoAffectedOrders { const TAG: Tag = 534; type Value = i64; }
pub struct AffectedOrderID;
impl Field for AffectedOrderID { const TAG: Tag = 535; type Value = String; }
pub struct AffectedSecondaryOrderID;
impl Field for AffectedSecondaryOrderID { const TAG: Tag = 536; type Value = String; }
pub struct QuoteType;
impl Field for QuoteType { const TAG: Tag = 537; type Value = i64; }
impl QuoteType {
pub const INDICATIVE: i64 = 0;
pub const TRADEABLE: i64 = 1;
pub const RESTRICTEDTRADEABLE: i64 = 2;
pub const COUNTER: i64 = 3;
}
pub struct NestedPartyRole;
impl Field for NestedPartyRole { const TAG: Tag = 538; type Value = i64; }
pub struct NoNestedPartyIDs;
impl Field for NoNestedPartyIDs { const TAG: Tag = 539; type Value = i64; }
pub struct TotalAccruedInterestAmt;
impl Field for TotalAccruedInterestAmt { const TAG: Tag = 540; type Value = crate::Amount; }
pub struct MaturityDate;
impl Field for MaturityDate { const TAG: Tag = 541; type Value = crate::FixDate; }
pub struct UnderlyingMaturityDate;
impl Field for UnderlyingMaturityDate { const TAG: Tag = 542; type Value = crate::FixDate; }
pub struct InstrRegistry;
impl Field for InstrRegistry { const TAG: Tag = 543; type Value = String; }
impl InstrRegistry {
pub const CUSTODIAN: &'static str = "BIC";
pub const COUNTRY: &'static str = "ISO";
pub const PHYSICAL: &'static str = "ZZ";
}
pub struct CashMargin;
impl Field for CashMargin { const TAG: Tag = 544; type Value = char; }
impl CashMargin {
pub const CASH: char = '1';
pub const MARGINOPEN: char = '2';
pub const MARGINCLOSE: char = '3';
}
pub struct NestedPartySubID;
impl Field for NestedPartySubID { const TAG: Tag = 545; type Value = String; }
pub struct Scope;
impl Field for Scope { const TAG: Tag = 546; type Value = String; }
impl Scope {
pub const LOCALMARKET: &'static str = "1";
pub const NATIONAL: &'static str = "2";
pub const GLOBAL: &'static str = "3";
}
pub struct MDImplicitDelete;
impl Field for MDImplicitDelete { const TAG: Tag = 547; type Value = bool; }
pub struct CrossID;
impl Field for CrossID { const TAG: Tag = 548; type Value = String; }
pub struct CrossType;
impl Field for CrossType { const TAG: Tag = 549; type Value = i64; }
impl CrossType {
pub const CROSSAON: i64 = 1;
pub const CROSSIOC: i64 = 2;
pub const CROSSONESIDE: i64 = 3;
pub const CROSSSAMEPRICE: i64 = 4;
}
pub struct CrossPrioritization;
impl Field for CrossPrioritization { const TAG: Tag = 550; type Value = i64; }
impl CrossPrioritization {
pub const NONE: i64 = 0;
pub const BUY_SIDE_PRIORITIZED: i64 = 1;
pub const SELL_SIDE_PRIORITIZED: i64 = 2;
}
pub struct OrigCrossID;
impl Field for OrigCrossID { const TAG: Tag = 551; type Value = String; }
pub struct NoSides;
impl Field for NoSides { const TAG: Tag = 552; type Value = i64; }
impl NoSides {
pub const ONESIDE: i64 = 1;
pub const BOTHSIDES: i64 = 2;
}
pub struct Username;
impl Field for Username { const TAG: Tag = 553; type Value = String; }
pub struct Password;
impl Field for Password { const TAG: Tag = 554; type Value = String; }
pub struct NoLegs;
impl Field for NoLegs { const TAG: Tag = 555; type Value = i64; }
pub struct LegCurrency;
impl Field for LegCurrency { const TAG: Tag = 556; type Value = String; }
pub struct TotNoSecurityTypes;
impl Field for TotNoSecurityTypes { const TAG: Tag = 557; type Value = i64; }
pub struct NoSecurityTypes;
impl Field for NoSecurityTypes { const TAG: Tag = 558; type Value = i64; }
pub struct SecurityListRequestType;
impl Field for SecurityListRequestType { const TAG: Tag = 559; type Value = i64; }
impl SecurityListRequestType {
pub const SYMBOL: i64 = 0;
pub const SECURITYTYPECFICODE: i64 = 1;
pub const PRODUCT: i64 = 2;
pub const TRADINGSESSIONID: i64 = 3;
pub const ALLSECURITIES: i64 = 4;
}
pub struct SecurityRequestResult;
impl Field for SecurityRequestResult { const TAG: Tag = 560; type Value = i64; }
impl SecurityRequestResult {
pub const VALIDREQ: i64 = 0;
pub const INVALIDREQ: i64 = 1;
pub const NOINSTRUMENTSFOUND: i64 = 2;
pub const NOTAUTHORIZED: i64 = 3;
pub const INSTRUMENTUNAVAILABLE: i64 = 4;
pub const NOTSUPPORTED: i64 = 5;
}
pub struct RoundLot;
impl Field for RoundLot { const TAG: Tag = 561; type Value = crate::Amount; }
pub struct MinTradeVol;
impl Field for MinTradeVol { const TAG: Tag = 562; type Value = crate::Amount; }
pub struct MultiLegRptTypeReq;
impl Field for MultiLegRptTypeReq { const TAG: Tag = 563; type Value = i64; }
impl MultiLegRptTypeReq {
pub const REPORT_BY_MULITLEG_SECURITY_ONLY: i64 = 0;
pub const REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY: i64 = 1;
pub const REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY: i64 = 2;
}
pub struct LegPositionEffect;
impl Field for LegPositionEffect { const TAG: Tag = 564; type Value = char; }
pub struct LegCoveredOrUncovered;
impl Field for LegCoveredOrUncovered { const TAG: Tag = 565; type Value = i64; }
pub struct LegPrice;
impl Field for LegPrice { const TAG: Tag = 566; type Value = crate::Amount; }
pub struct TradSesStatusRejReason;
impl Field for TradSesStatusRejReason { const TAG: Tag = 567; type Value = i64; }
impl TradSesStatusRejReason {
pub const UNKNOWNTRADINGSESSIONID: i64 = 1;
pub const OTHER: i64 = 99;
}
pub struct TradeRequestID;
impl Field for TradeRequestID { const TAG: Tag = 568; type Value = String; }
pub struct TradeRequestType;
impl Field for TradeRequestType { const TAG: Tag = 569; type Value = i64; }
impl TradeRequestType {
pub const ALLTRADES: i64 = 0;
pub const MATCHEDTRADES: i64 = 1;
pub const UNMATCHEDTRADES: i64 = 2;
pub const UNREPORTEDTRADES: i64 = 3;
pub const ADVISORIESMATCH: i64 = 4;
}
pub struct PreviouslyReported;
impl Field for PreviouslyReported { const TAG: Tag = 570; type Value = bool; }
pub struct TradeReportID;
impl Field for TradeReportID { const TAG: Tag = 571; type Value = String; }
pub struct TradeReportRefID;
impl Field for TradeReportRefID { const TAG: Tag = 572; type Value = String; }
pub struct MatchStatus;
impl Field for MatchStatus { const TAG: Tag = 573; type Value = char; }
impl MatchStatus {
pub const COMPMATAFF: char = '0';
pub const UNCOMPUNMATUNAFF: char = '1';
pub const ADVALERT: char = '2';
}
pub struct MatchType;
impl Field for MatchType { const TAG: Tag = 574; type Value = String; }
impl MatchType {
pub const EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME: &'static str = "A1";
pub const EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES: &'static str = "A2";
pub const EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME: &'static str = "A3";
pub const EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES: &'static str = "A4";
pub const EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME: &'static str = "A5";
pub const NASDAQACTM1MATCH: &'static str = "ACTM1";
pub const NASDAQACTM2MATCH: &'static str = "ACTM2";
pub const NASDAQACTACCEPTEDTRADE: &'static str = "ACTM3";
pub const NASDAQACTDEFAULTTRADE: &'static str = "ACTM4";
pub const NASDAQACTDEFAULTAFTERM2: &'static str = "ACTM5";
pub const NASDAQACTM6MATCH: &'static str = "ACTM6";
pub const NASDAQNONACT: &'static str = "ACTMT";
pub const COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS: &'static str = "AQ";
pub const EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES: &'static str = "M1";
pub const SUMMARIZEDMATCHMINUSBADGESANDTIMES: &'static str = "M2";
pub const OCSLOCKEDIN: &'static str = "MT";
pub const SUMMARIZEDMATCHUSINGA1: &'static str = "S1";
pub const SUMMARIZEDMATCHUSINGA2: &'static str = "S2";
pub const SUMMARIZEDMATCHUSINGA3: &'static str = "S3";
pub const SUMMARIZEDMATCHUSINGA4: &'static str = "S4";
pub const SUMMARIZEDMATCHUSINGA5: &'static str = "S5";
}
pub struct OddLot;
impl Field for OddLot { const TAG: Tag = 575; type Value = bool; }
pub struct NoClearingInstructions;
impl Field for NoClearingInstructions { const TAG: Tag = 576; type Value = i64; }
pub struct ClearingInstruction;
impl Field for ClearingInstruction { const TAG: Tag = 577; type Value = i64; }
impl ClearingInstruction {
pub const PROCESSNORMALLY: i64 = 0;
pub const EXCLUDEFROMALLNETTING: i64 = 1;
pub const AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED: i64 = 10;
pub const QUALIFIEDSERVICEREPRESENTATIVEQSR: i64 = 11;
pub const CUSTOMERTRADE: i64 = 12;
pub const SELFCLEARING: i64 = 13;
pub const BILATERALNETTINGONLY: i64 = 2;
pub const EXCLEARING: i64 = 3;
pub const SPECIALTRADE: i64 = 4;
pub const MULTILATERALNETTING: i64 = 5;
pub const CLEARAGAINSTCENTRALCOUNTERPARTY: i64 = 6;
pub const EXCLUDEFROMCENTRALCOUNTERPARTY: i64 = 7;
pub const MANUALMODEPREPOSTINGANDORPREGIVEUP: i64 = 8;
pub const AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED: i64 = 9;
}
pub struct TradeInputSource;
impl Field for TradeInputSource { const TAG: Tag = 578; type Value = String; }
pub struct TradeInputDevice;
impl Field for TradeInputDevice { const TAG: Tag = 579; type Value = String; }
pub struct NoDates;
impl Field for NoDates { const TAG: Tag = 580; type Value = i64; }
pub struct AccountType;
impl Field for AccountType { const TAG: Tag = 581; type Value = i64; }
impl AccountType {
pub const ACCOUNTCUSTOMER: i64 = 1;
pub const ACCOUNTNONCUSTOMER: i64 = 2;
pub const HOUSETRADER: i64 = 3;
pub const FLOORTRADER: i64 = 4;
pub const ACCOUNTNONCUSTOMERCROSS: i64 = 6;
pub const HOUSETRADERCROSS: i64 = 7;
pub const JOINTBOACCT: i64 = 8;
}
pub struct CustOrderCapacity;
impl Field for CustOrderCapacity { const TAG: Tag = 582; type Value = i64; }
impl CustOrderCapacity {
pub const MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT: i64 = 1;
pub const CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT: i64 = 2;
pub const MEMBER_TRADING_FOR_ANOTHER_MEMBER: i64 = 3;
pub const ALL_OTHER: i64 = 4;
}
pub struct ClOrdLinkID;
impl Field for ClOrdLinkID { const TAG: Tag = 583; type Value = String; }
pub struct MassStatusReqID;
impl Field for MassStatusReqID { const TAG: Tag = 584; type Value = String; }
pub struct MassStatusReqType;
impl Field for MassStatusReqType { const TAG: Tag = 585; type Value = i64; }
impl MassStatusReqType {
pub const STATUSSECURITY: i64 = 1;
pub const STATUSUNDERLYINGSECURITY: i64 = 2;
pub const STATUSPRODUCT: i64 = 3;
pub const STATUSCFICODE: i64 = 4;
pub const STATUSSECURITYTYPE: i64 = 5;
pub const STATUSTRDSESSION: i64 = 6;
pub const STATUSALLORDERS: i64 = 7;
pub const STATUSPARTYID: i64 = 8;
}
pub struct OrigOrdModTime;
impl Field for OrigOrdModTime { const TAG: Tag = 586; type Value = crate::UtcTimestamp; }
pub struct LegSettlType;
impl Field for LegSettlType { const TAG: Tag = 587; type Value = char; }
pub struct LegSettlDate;
impl Field for LegSettlDate { const TAG: Tag = 588; type Value = crate::FixDate; }
pub struct DayBookingInst;
impl Field for DayBookingInst { const TAG: Tag = 589; type Value = char; }
impl DayBookingInst {
pub const CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO: char = '0';
pub const SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST: char = '1';
pub const ACCUMULATE: char = '2';
}
pub struct BookingUnit;
impl Field for BookingUnit { const TAG: Tag = 590; type Value = char; }
impl BookingUnit {
pub const EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT: char = '0';
pub const AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER: char = '1';
pub const AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE: char = '2';
}
pub struct PreallocMethod;
impl Field for PreallocMethod { const TAG: Tag = 591; type Value = char; }
impl PreallocMethod {
pub const PRORATA: char = '0';
pub const DO_NOT_PRORATA_DISCUSS_FIRST: char = '1';
}
pub struct UnderlyingCountryOfIssue;
impl Field for UnderlyingCountryOfIssue { const TAG: Tag = 592; type Value = String; }
pub struct UnderlyingStateOrProvinceOfIssue;
impl Field for UnderlyingStateOrProvinceOfIssue { const TAG: Tag = 593; type Value = String; }
pub struct UnderlyingLocaleOfIssue;
impl Field for UnderlyingLocaleOfIssue { const TAG: Tag = 594; type Value = String; }
pub struct UnderlyingInstrRegistry;
impl Field for UnderlyingInstrRegistry { const TAG: Tag = 595; type Value = String; }
pub struct LegCountryOfIssue;
impl Field for LegCountryOfIssue { const TAG: Tag = 596; type Value = String; }
pub struct LegStateOrProvinceOfIssue;
impl Field for LegStateOrProvinceOfIssue { const TAG: Tag = 597; type Value = String; }
pub struct LegLocaleOfIssue;
impl Field for LegLocaleOfIssue { const TAG: Tag = 598; type Value = String; }
pub struct LegInstrRegistry;
impl Field for LegInstrRegistry { const TAG: Tag = 599; type Value = String; }
pub struct LegSymbol;
impl Field for LegSymbol { const TAG: Tag = 600; type Value = String; }
pub struct LegSymbolSfx;
impl Field for LegSymbolSfx { const TAG: Tag = 601; type Value = String; }
pub struct LegSecurityID;
impl Field for LegSecurityID { const TAG: Tag = 602; type Value = String; }
pub struct LegSecurityIDSource;
impl Field for LegSecurityIDSource { const TAG: Tag = 603; type Value = String; }
pub struct NoLegSecurityAltID;
impl Field for NoLegSecurityAltID { const TAG: Tag = 604; type Value = String; }
pub struct LegSecurityAltID;
impl Field for LegSecurityAltID { const TAG: Tag = 605; type Value = String; }
pub struct LegSecurityAltIDSource;
impl Field for LegSecurityAltIDSource { const TAG: Tag = 606; type Value = String; }
pub struct LegProduct;
impl Field for LegProduct { const TAG: Tag = 607; type Value = i64; }
pub struct LegCFICode;
impl Field for LegCFICode { const TAG: Tag = 608; type Value = String; }
pub struct LegSecurityType;
impl Field for LegSecurityType { const TAG: Tag = 609; type Value = String; }
pub struct LegMaturityMonthYear;
impl Field for LegMaturityMonthYear { const TAG: Tag = 610; type Value = String; }
pub struct LegMaturityDate;
impl Field for LegMaturityDate { const TAG: Tag = 611; type Value = crate::FixDate; }
pub struct LegStrikePrice;
impl Field for LegStrikePrice { const TAG: Tag = 612; type Value = crate::Amount; }
pub struct LegOptAttribute;
impl Field for LegOptAttribute { const TAG: Tag = 613; type Value = char; }
pub struct LegContractMultiplier;
impl Field for LegContractMultiplier { const TAG: Tag = 614; type Value = crate::Amount; }
pub struct LegCouponRate;
impl Field for LegCouponRate { const TAG: Tag = 615; type Value = crate::Amount; }
pub struct LegSecurityExchange;
impl Field for LegSecurityExchange { const TAG: Tag = 616; type Value = String; }
pub struct LegIssuer;
impl Field for LegIssuer { const TAG: Tag = 617; type Value = String; }
pub struct EncodedLegIssuerLen;
impl Field for EncodedLegIssuerLen { const TAG: Tag = 618; type Value = i64; }
pub struct EncodedLegIssuer;
impl Field for EncodedLegIssuer { const TAG: Tag = 619; type Value = Vec<u8>; }
pub struct LegSecurityDesc;
impl Field for LegSecurityDesc { const TAG: Tag = 620; type Value = String; }
pub struct EncodedLegSecurityDescLen;
impl Field for EncodedLegSecurityDescLen { const TAG: Tag = 621; type Value = i64; }
pub struct EncodedLegSecurityDesc;
impl Field for EncodedLegSecurityDesc { const TAG: Tag = 622; type Value = Vec<u8>; }
pub struct LegRatioQty;
impl Field for LegRatioQty { const TAG: Tag = 623; type Value = crate::Amount; }
pub struct LegSide;
impl Field for LegSide { const TAG: Tag = 624; type Value = char; }
pub struct TradingSessionSubID;
impl Field for TradingSessionSubID { const TAG: Tag = 625; type Value = String; }
pub struct AllocType;
impl Field for AllocType { const TAG: Tag = 626; type Value = i64; }
impl AllocType {
pub const BUYSIDECALC: i64 = 1;
pub const BUYSIDEPRELIM: i64 = 2;
pub const SELLSIDECALC: i64 = 3;
pub const SELLSIDECALCWITHOUTPRELIM: i64 = 4;
pub const BUYSIDEREADYTOBOOKSINGLE: i64 = 5;
pub const BUYSIDEREADYTOBOOKCOMBINED: i64 = 6;
pub const WAREHOUSEINSTRUCTION: i64 = 7;
pub const REQUESTTOINTERMEDIARY: i64 = 8;
}
pub struct NoHops;
impl Field for NoHops { const TAG: Tag = 627; type Value = i64; }
pub struct HopCompID;
impl Field for HopCompID { const TAG: Tag = 628; type Value = String; }
pub struct HopSendingTime;
impl Field for HopSendingTime { const TAG: Tag = 629; type Value = crate::UtcTimestamp; }
pub struct HopRefID;
impl Field for HopRefID { const TAG: Tag = 630; type Value = i64; }
pub struct MidPx;
impl Field for MidPx { const TAG: Tag = 631; type Value = crate::Amount; }
pub struct BidYield;
impl Field for BidYield { const TAG: Tag = 632; type Value = crate::Amount; }
pub struct MidYield;
impl Field for MidYield { const TAG: Tag = 633; type Value = crate::Amount; }
pub struct OfferYield;
impl Field for OfferYield { const TAG: Tag = 634; type Value = crate::Amount; }
pub struct ClearingFeeIndicator;
impl Field for ClearingFeeIndicator { const TAG: Tag = 635; type Value = String; }
impl ClearingFeeIndicator {
pub const _1STYEARDELEGATE: &'static str = "1";
pub const _2NDYEARDELEGATE: &'static str = "2";
pub const _3RDYEARDELEGATE: &'static str = "3";
pub const _4THYEARDELEGATE: &'static str = "4";
pub const _5THYEARDELEGATE: &'static str = "5";
pub const _6THYEARDELEGATE: &'static str = "9";
pub const CBOEMEMBER: &'static str = "B";
pub const NONMEMBERCUSTOMER: &'static str = "C";
pub const EQUITYCLEARINGMEMBER: &'static str = "E";
pub const FULLASSOCIATEMEMBER: &'static str = "F";
pub const _106H106J: &'static str = "H";
pub const GIMIDEMCOMMEMBERSHIP: &'static str = "I";
pub const LESSEE106F: &'static str = "L";
pub const ALLOTHERS: &'static str = "M";
}
pub struct WorkingIndicator;
impl Field for WorkingIndicator { const TAG: Tag = 636; type Value = bool; }
pub struct LegLastPx;
impl Field for LegLastPx { const TAG: Tag = 637; type Value = crate::Amount; }
pub struct PriorityIndicator;
impl Field for PriorityIndicator { const TAG: Tag = 638; type Value = i64; }
impl PriorityIndicator {
pub const PRIORITYUNCHANGED: i64 = 0;
pub const LOSTPRIORITY: i64 = 1;
}
pub struct PriceImprovement;
impl Field for PriceImprovement { const TAG: Tag = 639; type Value = crate::Amount; }
pub struct Price2;
impl Field for Price2 { const TAG: Tag = 640; type Value = crate::Amount; }
pub struct LastForwardPoints2;
impl Field for LastForwardPoints2 { const TAG: Tag = 641; type Value = crate::Amount; }
pub struct BidForwardPoints2;
impl Field for BidForwardPoints2 { const TAG: Tag = 642; type Value = crate::Amount; }
pub struct OfferForwardPoints2;
impl Field for OfferForwardPoints2 { const TAG: Tag = 643; type Value = crate::Amount; }
pub struct RFQReqID;
impl Field for RFQReqID { const TAG: Tag = 644; type Value = String; }
pub struct MktBidPx;
impl Field for MktBidPx { const TAG: Tag = 645; type Value = crate::Amount; }
pub struct MktOfferPx;
impl Field for MktOfferPx { const TAG: Tag = 646; type Value = crate::Amount; }
pub struct MinBidSize;
impl Field for MinBidSize { const TAG: Tag = 647; type Value = crate::Amount; }
pub struct MinOfferSize;
impl Field for MinOfferSize { const TAG: Tag = 648; type Value = crate::Amount; }
pub struct QuoteStatusReqID;
impl Field for QuoteStatusReqID { const TAG: Tag = 649; type Value = String; }
pub struct LegalConfirm;
impl Field for LegalConfirm { const TAG: Tag = 650; type Value = bool; }
pub struct UnderlyingLastPx;
impl Field for UnderlyingLastPx { const TAG: Tag = 651; type Value = crate::Amount; }
pub struct UnderlyingLastQty;
impl Field for UnderlyingLastQty { const TAG: Tag = 652; type Value = crate::Amount; }
pub struct SecDefStatus;
impl Field for SecDefStatus { const TAG: Tag = 653; type Value = i64; }
impl SecDefStatus {
pub const PENDINGAPPROVAL: i64 = 0;
pub const APPROVEDACCEPTED: i64 = 1;
pub const REJECTED: i64 = 2;
pub const UNAUTHORIZEDREQUEST: i64 = 3;
pub const INVALIDDEFINITIONREQUEST: i64 = 4;
}
pub struct LegRefID;
impl Field for LegRefID { const TAG: Tag = 654; type Value = String; }
pub struct ContraLegRefID;
impl Field for ContraLegRefID { const TAG: Tag = 655; type Value = String; }
pub struct SettlCurrBidFxRate;
impl Field for SettlCurrBidFxRate { const TAG: Tag = 656; type Value = crate::Amount; }
pub struct SettlCurrOfferFxRate;
impl Field for SettlCurrOfferFxRate { const TAG: Tag = 657; type Value = crate::Amount; }
pub struct QuoteRequestRejectReason;
impl Field for QuoteRequestRejectReason { const TAG: Tag = 658; type Value = i64; }
impl QuoteRequestRejectReason {
pub const UNKNOWNSYM: i64 = 1;
pub const PASS: i64 = 10;
pub const EXCHANGECLOSED: i64 = 2;
pub const QUOTEREQUESTEXLIMIT: i64 = 3;
pub const TOOLATE: i64 = 4;
pub const INVPRICE: i64 = 5;
pub const NOTAUTHTOREQQUOTE: i64 = 6;
pub const NOMATCHFORINQUIRY: i64 = 7;
pub const NOMARKETFORINSTRUMENT: i64 = 8;
pub const NOINVENTORY: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct SideComplianceID;
impl Field for SideComplianceID { const TAG: Tag = 659; type Value = String; }
pub struct AcctIDSource;
impl Field for AcctIDSource { const TAG: Tag = 660; type Value = i64; }
impl AcctIDSource {
pub const BIC: i64 = 1;
pub const SIDCODE: i64 = 2;
pub const TFMGSPTA: i64 = 3;
pub const OMGEOALERTID: i64 = 4;
pub const DTCCCODE: i64 = 5;
pub const OTHER: i64 = 99;
}
pub struct AllocAcctIDSource;
impl Field for AllocAcctIDSource { const TAG: Tag = 661; type Value = i64; }
pub struct BenchmarkPrice;
impl Field for BenchmarkPrice { const TAG: Tag = 662; type Value = crate::Amount; }
pub struct BenchmarkPriceType;
impl Field for BenchmarkPriceType { const TAG: Tag = 663; type Value = i64; }
pub struct ConfirmID;
impl Field for ConfirmID { const TAG: Tag = 664; type Value = String; }
pub struct ConfirmStatus;
impl Field for ConfirmStatus { const TAG: Tag = 665; type Value = i64; }
impl ConfirmStatus {
pub const RECEIVED: i64 = 1;
pub const MISMATCHEDACCOUNT: i64 = 2;
pub const MISSINGSETTLEMENTINSTRUCTIONS: i64 = 3;
pub const CONFIRMED: i64 = 4;
pub const REQUESTREJECTED: i64 = 5;
}
pub struct ConfirmTransType;
impl Field for ConfirmTransType { const TAG: Tag = 666; type Value = i64; }
impl ConfirmTransType {
pub const NEW: i64 = 0;
pub const REPLACE: i64 = 1;
pub const CANCEL: i64 = 2;
}
pub struct ContractSettlMonth;
impl Field for ContractSettlMonth { const TAG: Tag = 667; type Value = String; }
pub struct DeliveryForm;
impl Field for DeliveryForm { const TAG: Tag = 668; type Value = i64; }
impl DeliveryForm {
pub const BOOKENTRY: i64 = 1;
pub const BEARER: i64 = 2;
}
pub struct LastParPx;
impl Field for LastParPx { const TAG: Tag = 669; type Value = crate::Amount; }
pub struct NoLegAllocs;
impl Field for NoLegAllocs { const TAG: Tag = 670; type Value = i64; }
pub struct LegAllocAccount;
impl Field for LegAllocAccount { const TAG: Tag = 671; type Value = String; }
pub struct LegIndividualAllocID;
impl Field for LegIndividualAllocID { const TAG: Tag = 672; type Value = String; }
pub struct LegAllocQty;
impl Field for LegAllocQty { const TAG: Tag = 673; type Value = crate::Amount; }
pub struct LegAllocAcctIDSource;
impl Field for LegAllocAcctIDSource { const TAG: Tag = 674; type Value = String; }
pub struct LegSettlCurrency;
impl Field for LegSettlCurrency { const TAG: Tag = 675; type Value = String; }
pub struct LegBenchmarkCurveCurrency;
impl Field for LegBenchmarkCurveCurrency { const TAG: Tag = 676; type Value = String; }
pub struct LegBenchmarkCurveName;
impl Field for LegBenchmarkCurveName { const TAG: Tag = 677; type Value = String; }
pub struct LegBenchmarkCurvePoint;
impl Field for LegBenchmarkCurvePoint { const TAG: Tag = 678; type Value = String; }
pub struct LegBenchmarkPrice;
impl Field for LegBenchmarkPrice { const TAG: Tag = 679; type Value = crate::Amount; }
pub struct LegBenchmarkPriceType;
impl Field for LegBenchmarkPriceType { const TAG: Tag = 680; type Value = i64; }
pub struct LegBidPx;
impl Field for LegBidPx { const TAG: Tag = 681; type Value = crate::Amount; }
pub struct LegIOIQty;
impl Field for LegIOIQty { const TAG: Tag = 682; type Value = String; }
pub struct NoLegStipulations;
impl Field for NoLegStipulations { const TAG: Tag = 683; type Value = i64; }
pub struct LegOfferPx;
impl Field for LegOfferPx { const TAG: Tag = 684; type Value = crate::Amount; }
pub struct LegOrderQty;
impl Field for LegOrderQty { const TAG: Tag = 685; type Value = crate::Amount; }
pub struct LegPriceType;
impl Field for LegPriceType { const TAG: Tag = 686; type Value = i64; }
pub struct LegQty;
impl Field for LegQty { const TAG: Tag = 687; type Value = crate::Amount; }
pub struct LegStipulationType;
impl Field for LegStipulationType { const TAG: Tag = 688; type Value = String; }
pub struct LegStipulationValue;
impl Field for LegStipulationValue { const TAG: Tag = 689; type Value = String; }
pub struct LegSwapType;
impl Field for LegSwapType { const TAG: Tag = 690; type Value = i64; }
impl LegSwapType {
pub const PARFORPAR: i64 = 1;
pub const MODIFIEDDURATION: i64 = 2;
pub const RISK: i64 = 4;
pub const PROCEEDS: i64 = 5;
}
pub struct Pool;
impl Field for Pool { const TAG: Tag = 691; type Value = String; }
pub struct QuotePriceType;
impl Field for QuotePriceType { const TAG: Tag = 692; type Value = i64; }
impl QuotePriceType {
pub const PERCENT: i64 = 1;
pub const YIELD: i64 = 10;
pub const PERSHARE: i64 = 2;
pub const FIXEDAMOUNT: i64 = 3;
pub const DISCOUNT: i64 = 4;
pub const PREMIUM: i64 = 5;
pub const BASISPOINTSRELATIVETOBENCHMARK: i64 = 6;
pub const TEDPRICE: i64 = 7;
pub const TEDYIELD: i64 = 8;
pub const YIELDSPREADSWAPS: i64 = 9;
}
pub struct QuoteRespID;
impl Field for QuoteRespID { const TAG: Tag = 693; type Value = String; }
pub struct QuoteRespType;
impl Field for QuoteRespType { const TAG: Tag = 694; type Value = i64; }
impl QuoteRespType {
pub const HITLIFT: i64 = 1;
pub const COUNTER: i64 = 2;
pub const EXPIRED: i64 = 3;
pub const COVER: i64 = 4;
pub const DONEAWAY: i64 = 5;
pub const PASS: i64 = 6;
}
pub struct QuoteQualifier;
impl Field for QuoteQualifier { const TAG: Tag = 695; type Value = char; }
pub struct YieldRedemptionDate;
impl Field for YieldRedemptionDate { const TAG: Tag = 696; type Value = crate::FixDate; }
pub struct YieldRedemptionPrice;
impl Field for YieldRedemptionPrice { const TAG: Tag = 697; type Value = crate::Amount; }
pub struct YieldRedemptionPriceType;
impl Field for YieldRedemptionPriceType { const TAG: Tag = 698; type Value = i64; }
pub struct BenchmarkSecurityID;
impl Field for BenchmarkSecurityID { const TAG: Tag = 699; type Value = String; }
pub struct ReversalIndicator;
impl Field for ReversalIndicator { const TAG: Tag = 700; type Value = bool; }
pub struct YieldCalcDate;
impl Field for YieldCalcDate { const TAG: Tag = 701; type Value = crate::FixDate; }
pub struct NoPositions;
impl Field for NoPositions { const TAG: Tag = 702; type Value = i64; }
pub struct PosType;
impl Field for PosType { const TAG: Tag = 703; type Value = String; }
impl PosType {
pub const ALLOCATIONTRADEQTY: &'static str = "ALC";
pub const OPTIONASSIGNMENT: &'static str = "AS";
pub const ASOFTRADEQTY: &'static str = "ASF";
pub const DELIVERYQTY: &'static str = "DLV";
pub const ELECTRONICTRADEQTY: &'static str = "ETR";
pub const OPTIONEXERCISEQTY: &'static str = "EX";
pub const ENDOFDAYQTY: &'static str = "FIN";
pub const INTRASPREADQTY: &'static str = "IAS";
pub const INTERSPREADQTY: &'static str = "IES";
pub const ADJUSTMENTQTY: &'static str = "PA";
pub const PITTRADEQTY: &'static str = "PIT";
pub const STARTOFDAYQTY: &'static str = "SOD";
pub const INTEGRALSPLIT: &'static str = "SPL";
pub const TRANSACTIONFROMASSIGNMENT: &'static str = "TA";
pub const TOTALTRANSACTIONQTY: &'static str = "TOT";
pub const TRANSACTIONQUANTITY: &'static str = "TQ";
pub const TRANSFERTRADEQTY: &'static str = "TRF";
pub const TRANSACTIONFROMEXERCISE: &'static str = "TX";
pub const CROSSMARGINQTY: &'static str = "XM";
}
pub struct LongQty;
impl Field for LongQty { const TAG: Tag = 704; type Value = crate::Amount; }
pub struct ShortQty;
impl Field for ShortQty { const TAG: Tag = 705; type Value = crate::Amount; }
pub struct PosQtyStatus;
impl Field for PosQtyStatus { const TAG: Tag = 706; type Value = i64; }
impl PosQtyStatus {
pub const SUBMITTED: i64 = 0;
pub const ACCEPTED: i64 = 1;
pub const REJECTED: i64 = 2;
}
pub struct PosAmtType;
impl Field for PosAmtType { const TAG: Tag = 707; type Value = String; }
impl PosAmtType {
pub const CASHAMOUNTCORPORATEEVENT: &'static str = "CASH";
pub const CASHRESIDUALAMOUNT: &'static str = "CRES";
pub const FINALMARKTOMARKETAMOUNT: &'static str = "FMTM";
pub const INCREMENTALMARKTOMARKETAMOUNT: &'static str = "IMTM";
pub const PREMIUMAMOUNT: &'static str = "PREM";
pub const STARTOFDAYMARKTOMARKETAMOUNT: &'static str = "SMTM";
pub const TRADEVARIATIONAMOUNT: &'static str = "TVAR";
pub const VALUEADJUSTEDAMOUNT: &'static str = "VADJ";
}
pub struct PosAmt;
impl Field for PosAmt { const TAG: Tag = 708; type Value = crate::Amount; }
pub struct PosTransType;
impl Field for PosTransType { const TAG: Tag = 709; type Value = i64; }
impl PosTransType {
pub const EXERCISE: i64 = 1;
pub const DONOTEXERCISE: i64 = 2;
pub const POSITIONADJUSTMENT: i64 = 3;
pub const POSITIONCHANGESUBMISSIONMARGINDISPOSITION: i64 = 4;
pub const PLEDGE: i64 = 5;
}
pub struct PosReqID;
impl Field for PosReqID { const TAG: Tag = 710; type Value = String; }
pub struct NoUnderlyings;
impl Field for NoUnderlyings { const TAG: Tag = 711; type Value = i64; }
pub struct PosMaintAction;
impl Field for PosMaintAction { const TAG: Tag = 712; type Value = i64; }
impl PosMaintAction {
pub const NEW: i64 = 1;
pub const REPLACE: i64 = 2;
pub const CANCEL: i64 = 3;
}
pub struct OrigPosReqRefID;
impl Field for OrigPosReqRefID { const TAG: Tag = 713; type Value = String; }
pub struct PosMaintRptRefID;
impl Field for PosMaintRptRefID { const TAG: Tag = 714; type Value = String; }
pub struct ClearingBusinessDate;
impl Field for ClearingBusinessDate { const TAG: Tag = 715; type Value = crate::FixDate; }
pub struct SettlSessID;
impl Field for SettlSessID { const TAG: Tag = 716; type Value = String; }
pub struct SettlSessSubID;
impl Field for SettlSessSubID { const TAG: Tag = 717; type Value = String; }
pub struct AdjustmentType;
impl Field for AdjustmentType { const TAG: Tag = 718; type Value = i64; }
impl AdjustmentType {
pub const PROCESSREQUESTASMARGINDISPOSITION: i64 = 0;
pub const DELTAPLUS: i64 = 1;
pub const DELTAMINUS: i64 = 2;
pub const FINAL: i64 = 3;
}
pub struct ContraryInstructionIndicator;
impl Field for ContraryInstructionIndicator { const TAG: Tag = 719; type Value = bool; }
pub struct PriorSpreadIndicator;
impl Field for PriorSpreadIndicator { const TAG: Tag = 720; type Value = bool; }
pub struct PosMaintRptID;
impl Field for PosMaintRptID { const TAG: Tag = 721; type Value = String; }
pub struct PosMaintStatus;
impl Field for PosMaintStatus { const TAG: Tag = 722; type Value = i64; }
impl PosMaintStatus {
pub const ACCEPTED: i64 = 0;
pub const ACCEPTEDWITHWARNINGS: i64 = 1;
pub const REJECTED: i64 = 2;
pub const COMPLETED: i64 = 3;
pub const COMPLETEDWITHWARNINGS: i64 = 4;
}
pub struct PosMaintResult;
impl Field for PosMaintResult { const TAG: Tag = 723; type Value = i64; }
impl PosMaintResult {
pub const SUCCESSFULCOMPLETION: i64 = 0;
pub const REJECTED: i64 = 1;
pub const OTHER: i64 = 99;
}
pub struct PosReqType;
impl Field for PosReqType { const TAG: Tag = 724; type Value = i64; }
impl PosReqType {
pub const POSITIONS: i64 = 0;
pub const TRADES: i64 = 1;
pub const EXERCISES: i64 = 2;
pub const ASSIGNMENTS: i64 = 3;
}
pub struct ResponseTransportType;
impl Field for ResponseTransportType { const TAG: Tag = 725; type Value = i64; }
impl ResponseTransportType {
pub const INBAND: i64 = 0;
pub const OUTOFBAND: i64 = 1;
}
pub struct ResponseDestination;
impl Field for ResponseDestination { const TAG: Tag = 726; type Value = String; }
pub struct TotalNumPosReports;
impl Field for TotalNumPosReports { const TAG: Tag = 727; type Value = i64; }
pub struct PosReqResult;
impl Field for PosReqResult { const TAG: Tag = 728; type Value = i64; }
impl PosReqResult {
pub const VALIDREQUEST: i64 = 0;
pub const INVALIDORUNSUPPORTEDREQUEST: i64 = 1;
pub const NOPOSITIONSFOUNDTHATMATCHCRITERIA: i64 = 2;
pub const NOTAUTHORIZEDTOREQUESTPOSITIONS: i64 = 3;
pub const REQUESTFORPOSITIONNOTSUPPORTED: i64 = 4;
pub const OTHER: i64 = 99;
}
pub struct PosReqStatus;
impl Field for PosReqStatus { const TAG: Tag = 729; type Value = i64; }
impl PosReqStatus {
pub const COMPLETED: i64 = 0;
pub const COMPLETEDWITHWARNINGS: i64 = 1;
pub const REJECTED: i64 = 2;
}
pub struct SettlPrice;
impl Field for SettlPrice { const TAG: Tag = 730; type Value = crate::Amount; }
pub struct SettlPriceType;
impl Field for SettlPriceType { const TAG: Tag = 731; type Value = i64; }
impl SettlPriceType {
pub const FINAL: i64 = 1;
pub const THEORETICAL: i64 = 2;
}
pub struct UnderlyingSettlPrice;
impl Field for UnderlyingSettlPrice { const TAG: Tag = 732; type Value = crate::Amount; }
pub struct UnderlyingSettlPriceType;
impl Field for UnderlyingSettlPriceType { const TAG: Tag = 733; type Value = i64; }
pub struct PriorSettlPrice;
impl Field for PriorSettlPrice { const TAG: Tag = 734; type Value = crate::Amount; }
pub struct NoQuoteQualifiers;
impl Field for NoQuoteQualifiers { const TAG: Tag = 735; type Value = i64; }
pub struct AllocSettlCurrency;
impl Field for AllocSettlCurrency { const TAG: Tag = 736; type Value = String; }
pub struct AllocSettlCurrAmt;
impl Field for AllocSettlCurrAmt { const TAG: Tag = 737; type Value = crate::Amount; }
pub struct InterestAtMaturity;
impl Field for InterestAtMaturity { const TAG: Tag = 738; type Value = crate::Amount; }
pub struct LegDatedDate;
impl Field for LegDatedDate { const TAG: Tag = 739; type Value = crate::FixDate; }
pub struct LegPool;
impl Field for LegPool { const TAG: Tag = 740; type Value = String; }
pub struct AllocInterestAtMaturity;
impl Field for AllocInterestAtMaturity { const TAG: Tag = 741; type Value = crate::Amount; }
pub struct AllocAccruedInterestAmt;
impl Field for AllocAccruedInterestAmt { const TAG: Tag = 742; type Value = crate::Amount; }
pub struct DeliveryDate;
impl Field for DeliveryDate { const TAG: Tag = 743; type Value = crate::FixDate; }
pub struct AssignmentMethod;
impl Field for AssignmentMethod { const TAG: Tag = 744; type Value = char; }
impl AssignmentMethod {
pub const PRORATA: char = 'P';
pub const RANDOM: char = 'R';
}
pub struct AssignmentUnit;
impl Field for AssignmentUnit { const TAG: Tag = 745; type Value = crate::Amount; }
pub struct OpenInterest;
impl Field for OpenInterest { const TAG: Tag = 746; type Value = crate::Amount; }
pub struct ExerciseMethod;
impl Field for ExerciseMethod { const TAG: Tag = 747; type Value = char; }
impl ExerciseMethod {
pub const AUTOMATIC: char = 'A';
pub const MANUAL: char = 'M';
}
pub struct TotNumTradeReports;
impl Field for TotNumTradeReports { const TAG: Tag = 748; type Value = i64; }
pub struct TradeRequestResult;
impl Field for TradeRequestResult { const TAG: Tag = 749; type Value = i64; }
impl TradeRequestResult {
pub const SUCCESSFUL: i64 = 0;
pub const INVALIDORUNKNOWNINSTRUMENT: i64 = 1;
pub const INVALIDTYPEOFTRADEREQUESTED: i64 = 2;
pub const INVALIDPARTIES: i64 = 3;
pub const INVALIDTRANSPORTTYPEREQUESTED: i64 = 4;
pub const INVALIDDESTINATIONREQUESTED: i64 = 5;
pub const TRADEREQUESTTYPENOTSUPPORTED: i64 = 8;
pub const UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct TradeRequestStatus;
impl Field for TradeRequestStatus { const TAG: Tag = 750; type Value = i64; }
impl TradeRequestStatus {
pub const ACCEPTED: i64 = 0;
pub const COMPLETED: i64 = 1;
pub const REJECTED: i64 = 2;
}
pub struct TradeReportRejectReason;
impl Field for TradeReportRejectReason { const TAG: Tag = 751; type Value = i64; }
impl TradeReportRejectReason {
pub const SUCCESSFULDEFAULT: i64 = 0;
pub const INVALIDPARTYINFORMATION: i64 = 1;
pub const UNKNOWNINSTRUMENT: i64 = 2;
pub const UNAUTHORIZEDTOREPORTTRADES: i64 = 3;
pub const INVALIDTRADETYPE: i64 = 4;
pub const OTHER: i64 = 99;
}
pub struct SideMultiLegReportingType;
impl Field for SideMultiLegReportingType { const TAG: Tag = 752; type Value = i64; }
impl SideMultiLegReportingType {
pub const SINGLESECURITY: i64 = 1;
pub const INDIVIDUALLEGOFAMULTILEGSECURITY: i64 = 2;
pub const MULTILEGSECURITY: i64 = 3;
}
pub struct NoPosAmt;
impl Field for NoPosAmt { const TAG: Tag = 753; type Value = i64; }
pub struct AutoAcceptIndicator;
impl Field for AutoAcceptIndicator { const TAG: Tag = 754; type Value = bool; }
pub struct AllocReportID;
impl Field for AllocReportID { const TAG: Tag = 755; type Value = String; }
pub struct NoNested2PartyIDs;
impl Field for NoNested2PartyIDs { const TAG: Tag = 756; type Value = i64; }
pub struct Nested2PartyID;
impl Field for Nested2PartyID { const TAG: Tag = 757; type Value = String; }
pub struct Nested2PartyIDSource;
impl Field for Nested2PartyIDSource { const TAG: Tag = 758; type Value = char; }
pub struct Nested2PartyRole;
impl Field for Nested2PartyRole { const TAG: Tag = 759; type Value = i64; }
pub struct Nested2PartySubID;
impl Field for Nested2PartySubID { const TAG: Tag = 760; type Value = String; }
pub struct BenchmarkSecurityIDSource;
impl Field for BenchmarkSecurityIDSource { const TAG: Tag = 761; type Value = String; }
pub struct SecuritySubType;
impl Field for SecuritySubType { const TAG: Tag = 762; type Value = String; }
pub struct UnderlyingSecuritySubType;
impl Field for UnderlyingSecuritySubType { const TAG: Tag = 763; type Value = String; }
pub struct LegSecuritySubType;
impl Field for LegSecuritySubType { const TAG: Tag = 764; type Value = String; }
pub struct AllowableOneSidednessPct;
impl Field for AllowableOneSidednessPct { const TAG: Tag = 765; type Value = crate::Amount; }
pub struct AllowableOneSidednessValue;
impl Field for AllowableOneSidednessValue { const TAG: Tag = 766; type Value = crate::Amount; }
pub struct AllowableOneSidednessCurr;
impl Field for AllowableOneSidednessCurr { const TAG: Tag = 767; type Value = String; }
pub struct NoTrdRegTimestamps;
impl Field for NoTrdRegTimestamps { const TAG: Tag = 768; type Value = i64; }
pub struct TrdRegTimestamp;
impl Field for TrdRegTimestamp { const TAG: Tag = 769; type Value = crate::UtcTimestamp; }
pub struct TrdRegTimestampType;
impl Field for TrdRegTimestampType { const TAG: Tag = 770; type Value = i64; }
impl TrdRegTimestampType {
pub const EXECUTIONTIME: i64 = 1;
pub const TIMEIN: i64 = 2;
pub const TIMEOUT: i64 = 3;
pub const BROKERRECEIPT: i64 = 4;
pub const BROKEREXECUTION: i64 = 5;
}
pub struct TrdRegTimestampOrigin;
impl Field for TrdRegTimestampOrigin { const TAG: Tag = 771; type Value = String; }
pub struct ConfirmRefID;
impl Field for ConfirmRefID { const TAG: Tag = 772; type Value = String; }
pub struct ConfirmType;
impl Field for ConfirmType { const TAG: Tag = 773; type Value = i64; }
impl ConfirmType {
pub const STATUS: i64 = 1;
pub const CONFIRMATION: i64 = 2;
pub const CONFIRMATIONREQUESTREJECTED: i64 = 3;
}
pub struct ConfirmRejReason;
impl Field for ConfirmRejReason { const TAG: Tag = 774; type Value = i64; }
impl ConfirmRejReason {
pub const MISMATCHEDACCOUNT: i64 = 1;
pub const MISSINGSETTLEMENTINSTRUCTIONS: i64 = 2;
pub const OTHER: i64 = 99;
}
pub struct BookingType;
impl Field for BookingType { const TAG: Tag = 775; type Value = i64; }
impl BookingType {
pub const REGULARBOOKING: i64 = 0;
pub const CFDCONTRACTFORDIFFERENCE: i64 = 1;
pub const TOTALRETURNSWAP: i64 = 2;
}
pub struct IndividualAllocRejCode;
impl Field for IndividualAllocRejCode { const TAG: Tag = 776; type Value = i64; }
pub struct SettlInstMsgID;
impl Field for SettlInstMsgID { const TAG: Tag = 777; type Value = String; }
pub struct NoSettlInst;
impl Field for NoSettlInst { const TAG: Tag = 778; type Value = i64; }
pub struct LastUpdateTime;
impl Field for LastUpdateTime { const TAG: Tag = 779; type Value = crate::UtcTimestamp; }
pub struct AllocSettlInstType;
impl Field for AllocSettlInstType { const TAG: Tag = 780; type Value = i64; }
impl AllocSettlInstType {
pub const USEDEFAULTINSTRUCTIONS: i64 = 0;
pub const DERIVEFROMPARAMETERSPROVIDED: i64 = 1;
pub const FULLDETAILSPROVIDED: i64 = 2;
pub const SSIDBIDSPROVIDED: i64 = 3;
pub const PHONEFORINSTRUCTIONS: i64 = 4;
}
pub struct NoSettlPartyIDs;
impl Field for NoSettlPartyIDs { const TAG: Tag = 781; type Value = i64; }
pub struct SettlPartyID;
impl Field for SettlPartyID { const TAG: Tag = 782; type Value = String; }
pub struct SettlPartyIDSource;
impl Field for SettlPartyIDSource { const TAG: Tag = 783; type Value = char; }
pub struct SettlPartyRole;
impl Field for SettlPartyRole { const TAG: Tag = 784; type Value = i64; }
pub struct SettlPartySubID;
impl Field for SettlPartySubID { const TAG: Tag = 785; type Value = String; }
pub struct SettlPartySubIDType;
impl Field for SettlPartySubIDType { const TAG: Tag = 786; type Value = i64; }
pub struct DlvyInstType;
impl Field for DlvyInstType { const TAG: Tag = 787; type Value = char; }
impl DlvyInstType {
pub const CASH: char = 'C';
pub const SECURITIES: char = 'S';
}
pub struct TerminationType;
impl Field for TerminationType { const TAG: Tag = 788; type Value = i64; }
impl TerminationType {
pub const OVERNIGHT: i64 = 1;
pub const TERM: i64 = 2;
pub const FLEXIBLE: i64 = 3;
pub const OPEN: i64 = 4;
}
pub struct NextExpectedMsgSeqNum;
impl Field for NextExpectedMsgSeqNum { const TAG: Tag = 789; type Value = i64; }
pub struct OrdStatusReqID;
impl Field for OrdStatusReqID { const TAG: Tag = 790; type Value = String; }
pub struct SettlInstReqID;
impl Field for SettlInstReqID { const TAG: Tag = 791; type Value = String; }
pub struct SettlInstReqRejCode;
impl Field for SettlInstReqRejCode { const TAG: Tag = 792; type Value = i64; }
impl SettlInstReqRejCode {
pub const UNABLETOPROCESSREQUEST: i64 = 0;
pub const UNKNOWNACCOUNT: i64 = 1;
pub const NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND: i64 = 2;
pub const OTHER: i64 = 99;
}
pub struct SecondaryAllocID;
impl Field for SecondaryAllocID { const TAG: Tag = 793; type Value = String; }
pub struct AllocReportType;
impl Field for AllocReportType { const TAG: Tag = 794; type Value = i64; }
impl AllocReportType {
pub const SELLSIDECALCULATEDUSINGPRELIMINARY: i64 = 3;
pub const SELLSIDECALCULATEDWITHOUTPRELIMINARY: i64 = 4;
pub const WAREHOUSERECAP: i64 = 5;
pub const REQUESTTOINTERMEDIARY: i64 = 8;
}
pub struct AllocReportRefID;
impl Field for AllocReportRefID { const TAG: Tag = 795; type Value = String; }
pub struct AllocCancReplaceReason;
impl Field for AllocCancReplaceReason { const TAG: Tag = 796; type Value = i64; }
impl AllocCancReplaceReason {
pub const ORIGINALDETAILSINCORRECT: i64 = 1;
pub const CHANGEINUNDERLYINGORDERDETAILS: i64 = 2;
pub const OTHER: i64 = 99;
}
pub struct CopyMsgIndicator;
impl Field for CopyMsgIndicator { const TAG: Tag = 797; type Value = bool; }
pub struct AllocAccountType;
impl Field for AllocAccountType { const TAG: Tag = 798; type Value = i64; }
impl AllocAccountType {
pub const ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS: i64 = 1;
pub const ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS: i64 = 2;
pub const HOUSETRADER: i64 = 3;
pub const FLOORTRADER: i64 = 4;
pub const ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED: i64 = 6;
pub const ACCOUNTISHOUSETRADERANDISCROSSMARGINED: i64 = 7;
pub const JBO: i64 = 8;
}
pub struct OrderAvgPx;
impl Field for OrderAvgPx { const TAG: Tag = 799; type Value = crate::Amount; }
pub struct OrderBookingQty;
impl Field for OrderBookingQty { const TAG: Tag = 800; type Value = crate::Amount; }
pub struct NoSettlPartySubIDs;
impl Field for NoSettlPartySubIDs { const TAG: Tag = 801; type Value = i64; }
pub struct NoPartySubIDs;
impl Field for NoPartySubIDs { const TAG: Tag = 802; type Value = i64; }
pub struct PartySubIDType;
impl Field for PartySubIDType { const TAG: Tag = 803; type Value = i64; }
impl PartySubIDType {
pub const FIRM: i64 = 1;
pub const SECURITIESACCOUNTNUMBER: i64 = 10;
pub const REGISTRATIONNUMBER: i64 = 11;
pub const REGISTEREDADDRESS_12: i64 = 12;
pub const REGULATORYSTATUS: i64 = 13;
pub const REGISTRATIONNAME: i64 = 14;
pub const CASHACCOUNT: i64 = 15;
pub const BIC: i64 = 16;
pub const CSDPARTICIPANTMEMBERCODE: i64 = 17;
pub const REGISTEREDADDRESS_18: i64 = 18;
pub const FUNDACCOUNTNAME: i64 = 19;
pub const PERSON: i64 = 2;
pub const TELEXNUMBER: i64 = 20;
pub const FAXNUMBER: i64 = 21;
pub const SECURITIESACCOUNTNAME: i64 = 22;
pub const CASHACCOUNTNAME: i64 = 23;
pub const DEPARTMENT: i64 = 24;
pub const LOCATIONDESK: i64 = 25;
pub const POSITIONACCOUNTTYPE: i64 = 26;
pub const SYSTEM: i64 = 3;
pub const APPLICATION: i64 = 4;
pub const RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES: i64 = 4000;
pub const FULLLEGALNAMEOFFIRM: i64 = 5;
pub const POSTALADDRESS: i64 = 6;
pub const PHONENUMBER: i64 = 7;
pub const EMAILADDRESS: i64 = 8;
pub const CONTACTNAME: i64 = 9;
}
pub struct NoNestedPartySubIDs;
impl Field for NoNestedPartySubIDs { const TAG: Tag = 804; type Value = i64; }
pub struct NestedPartySubIDType;
impl Field for NestedPartySubIDType { const TAG: Tag = 805; type Value = i64; }
pub struct NoNested2PartySubIDs;
impl Field for NoNested2PartySubIDs { const TAG: Tag = 806; type Value = i64; }
pub struct Nested2PartySubIDType;
impl Field for Nested2PartySubIDType { const TAG: Tag = 807; type Value = i64; }
pub struct AllocIntermedReqType;
impl Field for AllocIntermedReqType { const TAG: Tag = 808; type Value = i64; }
impl AllocIntermedReqType {
pub const PENDINGACCEPT: i64 = 1;
pub const PENDINGRELEASE: i64 = 2;
pub const PENDINGREVERSAL: i64 = 3;
pub const ACCEPT: i64 = 4;
pub const BLOCKLEVELREJECT: i64 = 5;
pub const ACCOUNTLEVELREJECT: i64 = 6;
}
pub struct UnderlyingPx;
impl Field for UnderlyingPx { const TAG: Tag = 810; type Value = crate::Amount; }
pub struct PriceDelta;
impl Field for PriceDelta { const TAG: Tag = 811; type Value = crate::Amount; }
pub struct ApplQueueMax;
impl Field for ApplQueueMax { const TAG: Tag = 812; type Value = i64; }
pub struct ApplQueueDepth;
impl Field for ApplQueueDepth { const TAG: Tag = 813; type Value = i64; }
pub struct ApplQueueResolution;
impl Field for ApplQueueResolution { const TAG: Tag = 814; type Value = i64; }
impl ApplQueueResolution {
pub const NOACTIONTAKEN: i64 = 0;
pub const QUEUEFLUSHED: i64 = 1;
pub const OVERLAYLAST: i64 = 2;
pub const ENDSESSION: i64 = 3;
}
pub struct ApplQueueAction;
impl Field for ApplQueueAction { const TAG: Tag = 815; type Value = i64; }
impl ApplQueueAction {
pub const NOACTIONTAKEN: i64 = 0;
pub const QUEUEFLUSHED: i64 = 1;
pub const OVERLAYLAST: i64 = 2;
pub const ENDSESSION: i64 = 3;
}
pub struct NoAltMDSource;
impl Field for NoAltMDSource { const TAG: Tag = 816; type Value = i64; }
pub struct AltMDSourceID;
impl Field for AltMDSourceID { const TAG: Tag = 817; type Value = String; }
pub struct SecondaryTradeReportID;
impl Field for SecondaryTradeReportID { const TAG: Tag = 818; type Value = String; }
pub struct AvgPxIndicator;
impl Field for AvgPxIndicator { const TAG: Tag = 819; type Value = i64; }
impl AvgPxIndicator {
pub const NOAVERAGEPRICING: i64 = 0;
pub const TRADEAVERAGEPRICEGROUP: i64 = 1;
pub const LASTTRADEAVERAGEPRICEGROUP: i64 = 2;
}
pub struct TradeLinkID;
impl Field for TradeLinkID { const TAG: Tag = 820; type Value = String; }
pub struct OrderInputDevice;
impl Field for OrderInputDevice { const TAG: Tag = 821; type Value = String; }
pub struct UnderlyingTradingSessionID;
impl Field for UnderlyingTradingSessionID { const TAG: Tag = 822; type Value = String; }
pub struct UnderlyingTradingSessionSubID;
impl Field for UnderlyingTradingSessionSubID { const TAG: Tag = 823; type Value = String; }
pub struct TradeLegRefID;
impl Field for TradeLegRefID { const TAG: Tag = 824; type Value = String; }
pub struct ExchangeRule;
impl Field for ExchangeRule { const TAG: Tag = 825; type Value = String; }
pub struct TradeAllocIndicator;
impl Field for TradeAllocIndicator { const TAG: Tag = 826; type Value = i64; }
impl TradeAllocIndicator {
pub const ALLOCATIONNOTREQUIRED: i64 = 0;
pub const ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED: i64 = 1;
pub const USEALLOCATIONPROVIDEDWITHTHETRADE: i64 = 2;
}
pub struct ExpirationCycle;
impl Field for ExpirationCycle { const TAG: Tag = 827; type Value = i64; }
impl ExpirationCycle {
pub const EXPIREONTRADINGSESSIONCLOSE: i64 = 0;
pub const EXPIREONTRADINGSESSIONOPEN: i64 = 1;
}
pub struct TrdType;
impl Field for TrdType { const TAG: Tag = 828; type Value = i64; }
impl TrdType {
pub const REGULARTRADE: i64 = 0;
pub const BLOCKTRADE: i64 = 1;
pub const AFTERHOURSTRADE: i64 = 10;
pub const EFP: i64 = 2;
pub const TRANSFER: i64 = 3;
pub const LATETRADE: i64 = 4;
pub const TTRADE: i64 = 5;
pub const WEIGHTEDAVERAGEPRICETRADE: i64 = 6;
pub const BUNCHEDTRADE: i64 = 7;
pub const LATEBUNCHEDTRADE: i64 = 8;
pub const PRIORREFERENCEPRICETRADE: i64 = 9;
}
pub struct TrdSubType;
impl Field for TrdSubType { const TAG: Tag = 829; type Value = i64; }
pub struct TransferReason;
impl Field for TransferReason { const TAG: Tag = 830; type Value = String; }
pub struct AsgnReqID;
impl Field for AsgnReqID { const TAG: Tag = 831; type Value = String; }
pub struct TotNumAssignmentReports;
impl Field for TotNumAssignmentReports { const TAG: Tag = 832; type Value = i64; }
pub struct AsgnRptID;
impl Field for AsgnRptID { const TAG: Tag = 833; type Value = String; }
pub struct ThresholdAmount;
impl Field for ThresholdAmount { const TAG: Tag = 834; type Value = crate::Amount; }
pub struct PegMoveType;
impl Field for PegMoveType { const TAG: Tag = 835; type Value = i64; }
impl PegMoveType {
pub const FLOATING: i64 = 0;
pub const FIXED: i64 = 1;
}
pub struct PegOffsetType;
impl Field for PegOffsetType { const TAG: Tag = 836; type Value = i64; }
impl PegOffsetType {
pub const PRICE: i64 = 0;
pub const BASISPOINTS: i64 = 1;
pub const TICKS: i64 = 2;
pub const PRICETIERLEVEL: i64 = 3;
}
pub struct PegLimitType;
impl Field for PegLimitType { const TAG: Tag = 837; type Value = i64; }
impl PegLimitType {
pub const ORBETTER: i64 = 0;
pub const STRICT: i64 = 1;
pub const ORWORSE: i64 = 2;
}
pub struct PegRoundDirection;
impl Field for PegRoundDirection { const TAG: Tag = 838; type Value = i64; }
impl PegRoundDirection {
pub const MOREAGGRESSIVE: i64 = 1;
pub const MOREPASSIVE: i64 = 2;
}
pub struct PeggedPrice;
impl Field for PeggedPrice { const TAG: Tag = 839; type Value = crate::Amount; }
pub struct PegScope;
impl Field for PegScope { const TAG: Tag = 840; type Value = i64; }
impl PegScope {
pub const LOCALEXCHANGEECNATS: i64 = 1;
pub const NATIONAL: i64 = 2;
pub const GLOBAL: i64 = 3;
pub const NATIONALEXCLUDINGLOCAL: i64 = 4;
}
pub struct DiscretionMoveType;
impl Field for DiscretionMoveType { const TAG: Tag = 841; type Value = i64; }
impl DiscretionMoveType {
pub const FLOATING: i64 = 0;
pub const FIXED: i64 = 1;
}
pub struct DiscretionOffsetType;
impl Field for DiscretionOffsetType { const TAG: Tag = 842; type Value = i64; }
impl DiscretionOffsetType {
pub const PRICE: i64 = 0;
pub const BASISPOINTS: i64 = 1;
pub const TICKS: i64 = 2;
pub const PRICETIERLEVEL: i64 = 3;
}
pub struct DiscretionLimitType;
impl Field for DiscretionLimitType { const TAG: Tag = 843; type Value = i64; }
impl DiscretionLimitType {
pub const ORBETTER: i64 = 0;
pub const STRICT: i64 = 1;
pub const ORWORSE: i64 = 2;
}
pub struct DiscretionRoundDirection;
impl Field for DiscretionRoundDirection { const TAG: Tag = 844; type Value = i64; }
impl DiscretionRoundDirection {
pub const MOREAGGRESSIVE: i64 = 1;
pub const MOREPASSIVE: i64 = 2;
}
pub struct DiscretionPrice;
impl Field for DiscretionPrice { const TAG: Tag = 845; type Value = crate::Amount; }
pub struct DiscretionScope;
impl Field for DiscretionScope { const TAG: Tag = 846; type Value = i64; }
impl DiscretionScope {
pub const LOCALEXCHANGEECNATS: i64 = 1;
pub const NATIONAL: i64 = 2;
pub const GLOBAL: i64 = 3;
pub const NATIONALEXCLUDINGLOCAL: i64 = 4;
}
pub struct TargetStrategy;
impl Field for TargetStrategy { const TAG: Tag = 847; type Value = i64; }
impl TargetStrategy {
pub const VWAP: i64 = 1;
pub const RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES: i64 = 1000;
pub const PARTICIPATE: i64 = 2;
pub const MININIZEMARKETIMPACT: i64 = 3;
}
pub struct TargetStrategyParameters;
impl Field for TargetStrategyParameters { const TAG: Tag = 848; type Value = String; }
pub struct ParticipationRate;
impl Field for ParticipationRate { const TAG: Tag = 849; type Value = crate::Amount; }
pub struct TargetStrategyPerformance;
impl Field for TargetStrategyPerformance { const TAG: Tag = 850; type Value = crate::Amount; }
pub struct LastLiquidityInd;
impl Field for LastLiquidityInd { const TAG: Tag = 851; type Value = i64; }
impl LastLiquidityInd {
pub const ADDEDLIQUIDITY: i64 = 1;
pub const REMOVEDLIQUIDITY: i64 = 2;
pub const LIQUIDITYROUTEDOUT: i64 = 3;
}
pub struct PublishTrdIndicator;
impl Field for PublishTrdIndicator { const TAG: Tag = 852; type Value = bool; }
pub struct ShortSaleReason;
impl Field for ShortSaleReason { const TAG: Tag = 853; type Value = i64; }
impl ShortSaleReason {
pub const DEALERSOLDSHORT: i64 = 0;
pub const DEALERSOLDSHORTEXEMPT: i64 = 1;
pub const SELLINGCUSTOMERSOLDSHORT: i64 = 2;
pub const SELLINGCUSTOMERSOLDSHORTEXEMPT: i64 = 3;
pub const QSRORAGUCONTRASIDESOLDSHORT: i64 = 4;
pub const QSRORAGUCONTRASIDESOLDSHORTEXEMPT: i64 = 5;
}
pub struct QtyType;
impl Field for QtyType { const TAG: Tag = 854; type Value = i64; }
impl QtyType {
pub const UNITS: i64 = 0;
pub const CONTRACTS: i64 = 1;
}
pub struct SecondaryTrdType;
impl Field for SecondaryTrdType { const TAG: Tag = 855; type Value = i64; }
pub struct TradeReportType;
impl Field for TradeReportType { const TAG: Tag = 856; type Value = i64; }
impl TradeReportType {
pub const SUBMIT: i64 = 0;
pub const ALLEGED: i64 = 1;
pub const ACCEPT: i64 = 2;
pub const DECLINE: i64 = 3;
pub const ADDENDUM: i64 = 4;
pub const NOWAS: i64 = 5;
pub const TRADEREPORTCANCEL: i64 = 6;
pub const LOCKEDINTRADEBREAK: i64 = 7;
}
pub struct AllocNoOrdersType;
impl Field for AllocNoOrdersType { const TAG: Tag = 857; type Value = i64; }
impl AllocNoOrdersType {
pub const NOTSPECIFIED: i64 = 0;
pub const EXPLICITLISTPROVIDED: i64 = 1;
}
pub struct SharedCommission;
impl Field for SharedCommission { const TAG: Tag = 858; type Value = crate::Amount; }
pub struct ConfirmReqID;
impl Field for ConfirmReqID { const TAG: Tag = 859; type Value = String; }
pub struct AvgParPx;
impl Field for AvgParPx { const TAG: Tag = 860; type Value = crate::Amount; }
pub struct ReportedPx;
impl Field for ReportedPx { const TAG: Tag = 861; type Value = crate::Amount; }
pub struct NoCapacities;
impl Field for NoCapacities { const TAG: Tag = 862; type Value = i64; }
pub struct OrderCapacityQty;
impl Field for OrderCapacityQty { const TAG: Tag = 863; type Value = crate::Amount; }
pub struct NoEvents;
impl Field for NoEvents { const TAG: Tag = 864; type Value = i64; }
pub struct EventType;
impl Field for EventType { const TAG: Tag = 865; type Value = i64; }
impl EventType {
pub const PUT: i64 = 1;
pub const CALL: i64 = 2;
pub const TENDER: i64 = 3;
pub const SINKINGFUNDCALL: i64 = 4;
pub const OTHER: i64 = 99;
}
pub struct EventDate;
impl Field for EventDate { const TAG: Tag = 866; type Value = crate::FixDate; }
pub struct EventPx;
impl Field for EventPx { const TAG: Tag = 867; type Value = crate::Amount; }
pub struct EventText;
impl Field for EventText { const TAG: Tag = 868; type Value = String; }
pub struct PctAtRisk;
impl Field for PctAtRisk { const TAG: Tag = 869; type Value = crate::Amount; }
pub struct NoInstrAttrib;
impl Field for NoInstrAttrib { const TAG: Tag = 870; type Value = i64; }
pub struct InstrAttribType;
impl Field for InstrAttribType { const TAG: Tag = 871; type Value = i64; }
impl InstrAttribType {
pub const FLAT: i64 = 1;
pub const ORIGINALISSUEDISCOUNT: i64 = 10;
pub const CALLABLEPUTTABLE: i64 = 11;
pub const ESCROWEDTOMATURITY: i64 = 12;
pub const ESCROWEDTOREDEMPTIONDATE: i64 = 13;
pub const PREREFUNDED: i64 = 14;
pub const INDEFAULT: i64 = 15;
pub const UNRATED: i64 = 16;
pub const TAXABLE: i64 = 17;
pub const INDEXED: i64 = 18;
pub const SUBJECTTOALTERNATIVEMINIMUMTAX: i64 = 19;
pub const ZEROCOUPON: i64 = 2;
pub const ORIGINALISSUEDISCOUNTPRICE: i64 = 20;
pub const CALLABLEBELOWMATURITYVALUE: i64 = 21;
pub const CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED: i64 = 22;
pub const INTERESTBEARING: i64 = 3;
pub const NOPERIODICPAYMENTS: i64 = 4;
pub const VARIABLERATE: i64 = 5;
pub const LESSFEEFORPUT: i64 = 6;
pub const STEPPEDCOUPON: i64 = 7;
pub const COUPONPERIOD: i64 = 8;
pub const WHENISSUED: i64 = 9;
pub const TEXT: i64 = 99;
}
pub struct InstrAttribValue;
impl Field for InstrAttribValue { const TAG: Tag = 872; type Value = String; }
pub struct DatedDate;
impl Field for DatedDate { const TAG: Tag = 873; type Value = crate::FixDate; }
pub struct InterestAccrualDate;
impl Field for InterestAccrualDate { const TAG: Tag = 874; type Value = crate::FixDate; }
pub struct CPProgram;
impl Field for CPProgram { const TAG: Tag = 875; type Value = i64; }
impl CPProgram {
pub const _3A3: i64 = 1;
pub const _42: i64 = 2;
pub const OTHER: i64 = 99;
}
pub struct CPRegType;
impl Field for CPRegType { const TAG: Tag = 876; type Value = String; }
pub struct UnderlyingCPProgram;
impl Field for UnderlyingCPProgram { const TAG: Tag = 877; type Value = String; }
pub struct UnderlyingCPRegType;
impl Field for UnderlyingCPRegType { const TAG: Tag = 878; type Value = String; }
pub struct UnderlyingQty;
impl Field for UnderlyingQty { const TAG: Tag = 879; type Value = crate::Amount; }
pub struct TrdMatchID;
impl Field for TrdMatchID { const TAG: Tag = 880; type Value = String; }
pub struct SecondaryTradeReportRefID;
impl Field for SecondaryTradeReportRefID { const TAG: Tag = 881; type Value = String; }
pub struct UnderlyingDirtyPrice;
impl Field for UnderlyingDirtyPrice { const TAG: Tag = 882; type Value = crate::Amount; }
pub struct UnderlyingEndPrice;
impl Field for UnderlyingEndPrice { const TAG: Tag = 883; type Value = crate::Amount; }
pub struct UnderlyingStartValue;
impl Field for UnderlyingStartValue { const TAG: Tag = 884; type Value = crate::Amount; }
pub struct UnderlyingCurrentValue;
impl Field for UnderlyingCurrentValue { const TAG: Tag = 885; type Value = crate::Amount; }
pub struct UnderlyingEndValue;
impl Field for UnderlyingEndValue { const TAG: Tag = 886; type Value = crate::Amount; }
pub struct NoUnderlyingStips;
impl Field for NoUnderlyingStips { const TAG: Tag = 887; type Value = i64; }
pub struct UnderlyingStipType;
impl Field for UnderlyingStipType { const TAG: Tag = 888; type Value = String; }
pub struct UnderlyingStipValue;
impl Field for UnderlyingStipValue { const TAG: Tag = 889; type Value = String; }
pub struct MaturityNetMoney;
impl Field for MaturityNetMoney { const TAG: Tag = 890; type Value = crate::Amount; }
pub struct MiscFeeBasis;
impl Field for MiscFeeBasis { const TAG: Tag = 891; type Value = i64; }
impl MiscFeeBasis {
pub const ABSOLUTE: i64 = 0;
pub const PERUNIT: i64 = 1;
pub const PERCENTAGE: i64 = 2;
}
pub struct TotNoAllocs;
impl Field for TotNoAllocs { const TAG: Tag = 892; type Value = i64; }
pub struct LastFragment;
impl Field for LastFragment { const TAG: Tag = 893; type Value = bool; }
pub struct CollReqID;
impl Field for CollReqID { const TAG: Tag = 894; type Value = String; }
pub struct CollAsgnReason;
impl Field for CollAsgnReason { const TAG: Tag = 895; type Value = i64; }
impl CollAsgnReason {
pub const INITIAL: i64 = 0;
pub const SCHEDULED: i64 = 1;
pub const TIMEWARNING: i64 = 2;
pub const MARGINDEFICIENCY: i64 = 3;
pub const MARGINEXCESS: i64 = 4;
pub const FORWARDCOLLATERALDEMAND: i64 = 5;
pub const EVENTOFDEFAULT: i64 = 6;
pub const ADVERSETAXEVENT: i64 = 7;
}
pub struct CollInquiryQualifier;
impl Field for CollInquiryQualifier { const TAG: Tag = 896; type Value = i64; }
impl CollInquiryQualifier {
pub const TRADEDATE: i64 = 0;
pub const GCINSTRUMENT: i64 = 1;
pub const COLLATERALINSTRUMENT: i64 = 2;
pub const SUBSTITUTIONELIGIBLE: i64 = 3;
pub const NOTASSIGNED: i64 = 4;
pub const PARTIALLYASSIGNED: i64 = 5;
pub const FULLYASSIGNED: i64 = 6;
pub const OUTSTANDINGTRADES: i64 = 7;
}
pub struct NoTrades;
impl Field for NoTrades { const TAG: Tag = 897; type Value = i64; }
pub struct MarginRatio;
impl Field for MarginRatio { const TAG: Tag = 898; type Value = crate::Amount; }
pub struct MarginExcess;
impl Field for MarginExcess { const TAG: Tag = 899; type Value = crate::Amount; }
pub struct TotalNetValue;
impl Field for TotalNetValue { const TAG: Tag = 900; type Value = crate::Amount; }
pub struct CashOutstanding;
impl Field for CashOutstanding { const TAG: Tag = 901; type Value = crate::Amount; }
pub struct CollAsgnID;
impl Field for CollAsgnID { const TAG: Tag = 902; type Value = String; }
pub struct CollAsgnTransType;
impl Field for CollAsgnTransType { const TAG: Tag = 903; type Value = i64; }
impl CollAsgnTransType {
pub const NEW: i64 = 0;
pub const REPLACE: i64 = 1;
pub const CANCEL: i64 = 2;
pub const RELEASE: i64 = 3;
pub const REVERSE: i64 = 4;
}
pub struct CollRespID;
impl Field for CollRespID { const TAG: Tag = 904; type Value = String; }
pub struct CollAsgnRespType;
impl Field for CollAsgnRespType { const TAG: Tag = 905; type Value = i64; }
impl CollAsgnRespType {
pub const RECEIVED: i64 = 0;
pub const ACCEPTED: i64 = 1;
pub const DECLINED: i64 = 2;
pub const REJECTED: i64 = 3;
}
pub struct CollAsgnRejectReason;
impl Field for CollAsgnRejectReason { const TAG: Tag = 906; type Value = i64; }
impl CollAsgnRejectReason {
pub const UNKNOWNDEAL: i64 = 0;
pub const UNKNOWNORINVALIDINSTRUMENT: i64 = 1;
pub const UNAUTHORIZEDTRANSACTION: i64 = 2;
pub const INSUFFICIENTCOLLATERAL: i64 = 3;
pub const INVALIDTYPEOFCOLLATERAL: i64 = 4;
pub const EXCESSIVESUBSTITUTION: i64 = 5;
pub const OTHER: i64 = 99;
}
pub struct CollAsgnRefID;
impl Field for CollAsgnRefID { const TAG: Tag = 907; type Value = String; }
pub struct CollRptID;
impl Field for CollRptID { const TAG: Tag = 908; type Value = String; }
pub struct CollInquiryID;
impl Field for CollInquiryID { const TAG: Tag = 909; type Value = String; }
pub struct CollStatus;
impl Field for CollStatus { const TAG: Tag = 910; type Value = i64; }
impl CollStatus {
pub const UNASSIGNED: i64 = 0;
pub const PARTIALLYASSIGNED: i64 = 1;
pub const ASSIGNMENTPROPOSED: i64 = 2;
pub const ASSIGNEDACCEPTED: i64 = 3;
pub const CHALLENGED: i64 = 4;
}
pub struct TotNumReports;
impl Field for TotNumReports { const TAG: Tag = 911; type Value = i64; }
pub struct LastRptRequested;
impl Field for LastRptRequested { const TAG: Tag = 912; type Value = bool; }
pub struct AgreementDesc;
impl Field for AgreementDesc { const TAG: Tag = 913; type Value = String; }
pub struct AgreementID;
impl Field for AgreementID { const TAG: Tag = 914; type Value = String; }
pub struct AgreementDate;
impl Field for AgreementDate { const TAG: Tag = 915; type Value = crate::FixDate; }
pub struct StartDate;
impl Field for StartDate { const TAG: Tag = 916; type Value = crate::FixDate; }
pub struct EndDate;
impl Field for EndDate { const TAG: Tag = 917; type Value = crate::FixDate; }
pub struct AgreementCurrency;
impl Field for AgreementCurrency { const TAG: Tag = 918; type Value = String; }
pub struct DeliveryType;
impl Field for DeliveryType { const TAG: Tag = 919; type Value = i64; }
impl DeliveryType {
pub const VERSUSPAYMENT: i64 = 0;
pub const FREE: i64 = 1;
pub const TRIPARTY: i64 = 2;
pub const HOLDINCUSTODY: i64 = 3;
}
pub struct EndAccruedInterestAmt;
impl Field for EndAccruedInterestAmt { const TAG: Tag = 920; type Value = crate::Amount; }
pub struct StartCash;
impl Field for StartCash { const TAG: Tag = 921; type Value = crate::Amount; }
pub struct EndCash;
impl Field for EndCash { const TAG: Tag = 922; type Value = crate::Amount; }
pub struct UserRequestID;
impl Field for UserRequestID { const TAG: Tag = 923; type Value = String; }
pub struct UserRequestType;
impl Field for UserRequestType { const TAG: Tag = 924; type Value = i64; }
impl UserRequestType {
pub const LOGONUSER: i64 = 1;
pub const LOGOFFUSER: i64 = 2;
pub const CHANGEPASSWORDFORUSER: i64 = 3;
pub const REQUESTINDIVIDUALUSERSTATUS: i64 = 4;
}
pub struct NewPassword;
impl Field for NewPassword { const TAG: Tag = 925; type Value = String; }
pub struct UserStatus;
impl Field for UserStatus { const TAG: Tag = 926; type Value = i64; }
impl UserStatus {
pub const LOGGEDIN: i64 = 1;
pub const NOTLOGGEDIN: i64 = 2;
pub const USERNOTRECOGNISED: i64 = 3;
pub const PASSWORDINCORRECT: i64 = 4;
pub const PASSWORDCHANGED: i64 = 5;
pub const OTHER: i64 = 6;
}
pub struct UserStatusText;
impl Field for UserStatusText { const TAG: Tag = 927; type Value = String; }
pub struct StatusValue;
impl Field for StatusValue { const TAG: Tag = 928; type Value = i64; }
impl StatusValue {
pub const CONNECTED: i64 = 1;
pub const NOTCONNECTEDDOWNEXPECTEDUP: i64 = 2;
pub const NOTCONNECTEDDOWNEXPECTEDDOWN: i64 = 3;
pub const INPROCESS: i64 = 4;
}
pub struct StatusText;
impl Field for StatusText { const TAG: Tag = 929; type Value = String; }
pub struct RefCompID;
impl Field for RefCompID { const TAG: Tag = 930; type Value = String; }
pub struct RefSubID;
impl Field for RefSubID { const TAG: Tag = 931; type Value = String; }
pub struct NetworkResponseID;
impl Field for NetworkResponseID { const TAG: Tag = 932; type Value = String; }
pub struct NetworkRequestID;
impl Field for NetworkRequestID { const TAG: Tag = 933; type Value = String; }
pub struct LastNetworkResponseID;
impl Field for LastNetworkResponseID { const TAG: Tag = 934; type Value = String; }
pub struct NetworkRequestType;
impl Field for NetworkRequestType { const TAG: Tag = 935; type Value = i64; }
impl NetworkRequestType {
pub const SNAPSHOT: i64 = 1;
pub const SUBSCRIBE: i64 = 2;
pub const STOPSUBSCRIBING: i64 = 4;
pub const LEVELOFDETAIL: i64 = 8;
}
pub struct NoCompIDs;
impl Field for NoCompIDs { const TAG: Tag = 936; type Value = i64; }
pub struct NetworkStatusResponseType;
impl Field for NetworkStatusResponseType { const TAG: Tag = 937; type Value = i64; }
impl NetworkStatusResponseType {
pub const FULL: i64 = 1;
pub const INCREMENTALUPDATE: i64 = 2;
}
pub struct NoCollInquiryQualifier;
impl Field for NoCollInquiryQualifier { const TAG: Tag = 938; type Value = i64; }
pub struct TrdRptStatus;
impl Field for TrdRptStatus { const TAG: Tag = 939; type Value = i64; }
impl TrdRptStatus {
pub const ACCEPTED: i64 = 0;
pub const REJECTED: i64 = 1;
}
pub struct AffirmStatus;
impl Field for AffirmStatus { const TAG: Tag = 940; type Value = i64; }
impl AffirmStatus {
pub const RECEIVED: i64 = 1;
pub const CONFIRMREJECTED: i64 = 2;
pub const AFFIRMED: i64 = 3;
}
pub struct UnderlyingStrikeCurrency;
impl Field for UnderlyingStrikeCurrency { const TAG: Tag = 941; type Value = String; }
pub struct LegStrikeCurrency;
impl Field for LegStrikeCurrency { const TAG: Tag = 942; type Value = String; }
pub struct TimeBracket;
impl Field for TimeBracket { const TAG: Tag = 943; type Value = String; }
pub struct CollAction;
impl Field for CollAction { const TAG: Tag = 944; type Value = i64; }
impl CollAction {
pub const RETAIN: i64 = 0;
pub const ADD: i64 = 1;
pub const REMOVE: i64 = 2;
}
pub struct CollInquiryStatus;
impl Field for CollInquiryStatus { const TAG: Tag = 945; type Value = i64; }
impl CollInquiryStatus {
pub const ACCEPTED: i64 = 0;
pub const ACCEPTEDWITHWARNINGS: i64 = 1;
pub const COMPLETED: i64 = 2;
pub const COMPLETEDWITHWARNINGS: i64 = 3;
pub const REJECTED: i64 = 4;
}
pub struct CollInquiryResult;
impl Field for CollInquiryResult { const TAG: Tag = 946; type Value = i64; }
impl CollInquiryResult {
pub const SUCCESSFUL: i64 = 0;
pub const INVALIDORUNKNOWNINSTRUMENT: i64 = 1;
pub const INVALIDORUNKNOWNCOLLATERALTYPE: i64 = 2;
pub const INVALIDPARTIES: i64 = 3;
pub const INVALIDTRANSPORTTYPEREQUESTED: i64 = 4;
pub const INVALIDDESTINATIONREQUESTED: i64 = 5;
pub const NOCOLLATERALFOUNDFORTHETRADESPECIFIED: i64 = 6;
pub const NOCOLLATERALFOUNDFORTHEORDERSPECIFIED: i64 = 7;
pub const COLLATERALINQUIRYTYPENOTSUPPORTED: i64 = 8;
pub const UNAUTHORIZEDFORCOLLATERALINQUIRY: i64 = 9;
pub const OTHER: i64 = 99;
}
pub struct StrikeCurrency;
impl Field for StrikeCurrency { const TAG: Tag = 947; type Value = String; }
pub struct NoNested3PartyIDs;
impl Field for NoNested3PartyIDs { const TAG: Tag = 948; type Value = i64; }
pub struct Nested3PartyID;
impl Field for Nested3PartyID { const TAG: Tag = 949; type Value = String; }
pub struct Nested3PartyIDSource;
impl Field for Nested3PartyIDSource { const TAG: Tag = 950; type Value = char; }
pub struct Nested3PartyRole;
impl Field for Nested3PartyRole { const TAG: Tag = 951; type Value = i64; }
pub struct NoNested3PartySubIDs;
impl Field for NoNested3PartySubIDs { const TAG: Tag = 952; type Value = i64; }
pub struct Nested3PartySubID;
impl Field for Nested3PartySubID { const TAG: Tag = 953; type Value = String; }
pub struct Nested3PartySubIDType;
impl Field for Nested3PartySubIDType { const TAG: Tag = 954; type Value = i64; }
pub struct LegContractSettlMonth;
impl Field for LegContractSettlMonth { const TAG: Tag = 955; type Value = String; }
pub struct LegInterestAccrualDate;
impl Field for LegInterestAccrualDate { const TAG: Tag = 956; type Value = crate::FixDate; }