#![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 CANCEL: &'static str = "C";
pub const NEW: &'static str = "N";
pub const REPLACE: &'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 PERCENTAGE_WAIVED_4: char = '4';
pub const PERCENTAGE_WAIVED_5: char = '5';
pub const POINTS_PER_BOND_OR_CONTRACT: 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 STAY_ON_OFFER_SIDE: &'static str = "0";
pub const NOT_HELD: &'static str = "1";
pub const WORK: &'static str = "2";
pub const GO_ALONG: &'static str = "3";
pub const OVER_THE_DAY: &'static str = "4";
pub const HELD: &'static str = "5";
pub const PARTICIPANT_DONT_INITIATE: &'static str = "6";
pub const STRICT_SCALE: &'static str = "7";
pub const TRY_TO_SCALE: &'static str = "8";
pub const STAY_ON_BID_SIDE: &'static str = "9";
pub const NO_CROSS: &'static str = "A";
pub const TRAILING_STOP_PEG: &'static str = "a";
pub const OK_TO_CROSS: &'static str = "B";
pub const STRICT_LIMIT: &'static str = "b";
pub const IGNORE_PRICE_VALIDITY_CHECKS: &'static str = "c";
pub const CALL_FIRST: &'static str = "C";
pub const PEG_TO_LIMIT_PRICE: &'static str = "d";
pub const PERCENT_OF_VOLUME: &'static str = "D";
pub const DO_NOT_INCREASE: &'static str = "E";
pub const WORK_TO_TARGET_STRATEGY: &'static str = "e";
pub const DO_NOT_REDUCE: &'static str = "F";
pub const ALL_OR_NONE: &'static str = "G";
pub const REINSTATE_ON_SYSTEM_FAILUE: &'static str = "H";
pub const INSTITUTIONS_ONLY: &'static str = "I";
pub const REINSTATE_ON_TRADING_HALT: &'static str = "J";
pub const CANCEL_ON_TRADING_HALT: &'static str = "K";
pub const LAST_PEG: &'static str = "L";
pub const MID_PRICE_PEG: &'static str = "M";
pub const NON_NEGOTIABLE: &'static str = "N";
pub const OPENING_PEG: &'static str = "O";
pub const MARKET_PEG: &'static str = "P";
pub const CANCEL_ON_SYSTEM_FAILURE: &'static str = "Q";
pub const PRIMARY_PEG: &'static str = "R";
pub const SUSPEND: &'static str = "S";
pub const CUSTOMER_DISPLAY_INSTRUCTION: &'static str = "U";
pub const NETTING: &'static str = "V";
pub const PEG_TO_VWAP: &'static str = "W";
pub const TRADE_ALONG: &'static str = "X";
pub const TRY_TO_STOP: &'static str = "Y";
pub const CANCEL_IF_NOT_BEST: &'static str = "Z";
pub const INTERMARKET_SWEEP: &'static str = "f";
pub const SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE: &'static str = "j";
pub const EXTERNAL_ROUTING_ALLOWED: &'static str = "g";
pub const EXTERNAL_ROUTING_NOT_ALLOWED: &'static str = "h";
pub const IMBALANCE_ONLY: &'static str = "i";
pub const FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER: &'static str = "T";
pub const BEST_EXECUTION: &'static str = "k";
}
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 AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION: char = '1';
pub const AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK: char = '2';
pub const MANUAL_ORDER_BEST_EXECUTION: 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_NUMBER: &'static str = "4";
pub const RIC_CODE: &'static str = "5";
pub const ISO_CURRENCY_CODE: &'static str = "6";
pub const ISO_COUNTRY_CODE: &'static str = "7";
pub const EXCHANGE_SYMBOL: &'static str = "8";
pub const CONSOLIDATED_TAPE_ASSOCIATION: &'static str = "9";
pub const BLOOMBERG_SYMBOL: &'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 CLEARING_HOUSE: &'static str = "H";
pub const ISDA_FPML_PRODUCT_SPECIFICATION: &'static str = "I";
pub const OPTION_PRICE_REPORTING_AUTHORITY: &'static str = "J";
pub const LETTER_OF_CREDIT: &'static str = "L";
pub const ISDA_FPML_PRODUCT_URL: &'static str = "K";
}
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; }
impl IOIQty {
pub const _1000000000: &'static str = "0";
pub const SMALL: &'static str = "S";
pub const MEDIUM: &'static str = "M";
pub const LARGE: &'static str = "L";
pub const UNDISCLOSED_QUANTITY: &'static str = "U";
}
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 AGENT: char = '1';
pub const CROSS_AS_AGENT: char = '2';
pub const CROSS_AS_PRINCIPAL: char = '3';
pub const PRINCIPAL: 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 TEST_REQUEST: &'static str = "1";
pub const RESEND_REQUEST: &'static str = "2";
pub const REJECT: &'static str = "3";
pub const SEQUENCE_RESET: &'static str = "4";
pub const LOGOUT: &'static str = "5";
pub const INDICATION_OF_INTEREST: &'static str = "6";
pub const ADVERTISEMENT: &'static str = "7";
pub const EXECUTION_REPORT: &'static str = "8";
pub const ORDER_CANCEL_REJECT: &'static str = "9";
pub const QUOTE_STATUS_REQUEST: &'static str = "a";
pub const LOGON: &'static str = "A";
pub const DERIVATIVE_SECURITY_LIST: &'static str = "AA";
pub const NEW_ORDER_AB: &'static str = "AB";
pub const MULTILEG_ORDER_CANCEL_REPLACE: &'static str = "AC";
pub const TRADE_CAPTURE_REPORT_REQUEST: &'static str = "AD";
pub const TRADE_CAPTURE_REPORT: &'static str = "AE";
pub const ORDER_MASS_STATUS_REQUEST: &'static str = "AF";
pub const QUOTE_REQUEST_REJECT: &'static str = "AG";
pub const RFQ_REQUEST: &'static str = "AH";
pub const QUOTE_STATUS_REPORT: &'static str = "AI";
pub const QUOTE_RESPONSE: &'static str = "AJ";
pub const CONFIRMATION: &'static str = "AK";
pub const POSITION_MAINTENANCE_REQUEST: &'static str = "AL";
pub const POSITION_MAINTENANCE_REPORT: &'static str = "AM";
pub const REQUEST_FOR_POSITIONS: &'static str = "AN";
pub const REQUEST_FOR_POSITIONS_ACK: &'static str = "AO";
pub const POSITION_REPORT: &'static str = "AP";
pub const TRADE_CAPTURE_REPORT_REQUEST_ACK: &'static str = "AQ";
pub const TRADE_CAPTURE_REPORT_ACK: &'static str = "AR";
pub const ALLOCATION_REPORT: &'static str = "AS";
pub const ALLOCATION_REPORT_ACK: &'static str = "AT";
pub const CONFIRMATION_ACK: &'static str = "AU";
pub const SETTLEMENT_INSTRUCTION_REQUEST: &'static str = "AV";
pub const ASSIGNMENT_REPORT: &'static str = "AW";
pub const COLLATERAL_REQUEST: &'static str = "AX";
pub const COLLATERAL_ASSIGNMENT: &'static str = "AY";
pub const COLLATERAL_RESPONSE: &'static str = "AZ";
pub const NEWS: &'static str = "B";
pub const MASS_QUOTE_ACKNOWLEDGEMENT: &'static str = "b";
pub const COLLATERAL_REPORT: &'static str = "BA";
pub const COLLATERAL_INQUIRY: &'static str = "BB";
pub const NETWORK_COUNTERPARTY_SYSTEM_STATUS_REQUEST: &'static str = "BC";
pub const NETWORK_COUNTERPARTY_SYSTEM_STATUS_RESPONSE: &'static str = "BD";
pub const USER_REQUEST: &'static str = "BE";
pub const USER_RESPONSE: &'static str = "BF";
pub const COLLATERAL_INQUIRY_ACK: &'static str = "BG";
pub const CONFIRMATION_REQUEST: &'static str = "BH";
pub const EMAIL: &'static str = "C";
pub const SECURITY_DEFINITION_REQUEST: &'static str = "c";
pub const SECURITY_DEFINITION: &'static str = "d";
pub const NEW_ORDER_D: &'static str = "D";
pub const SECURITY_STATUS_REQUEST: &'static str = "e";
pub const NEW_ORDER_E: &'static str = "E";
pub const ORDER_CANCEL_REQUEST: &'static str = "F";
pub const SECURITY_STATUS: &'static str = "f";
pub const ORDER_CANCEL_REPLACE_REQUEST: &'static str = "G";
pub const TRADING_SESSION_STATUS_REQUEST: &'static str = "g";
pub const ORDER_STATUS_REQUEST: &'static str = "H";
pub const TRADING_SESSION_STATUS: &'static str = "h";
pub const MASS_QUOTE: &'static str = "i";
pub const BUSINESS_MESSAGE_REJECT: &'static str = "j";
pub const ALLOCATION_INSTRUCTION: &'static str = "J";
pub const BID_REQUEST: &'static str = "k";
pub const LIST_CANCEL_REQUEST: &'static str = "K";
pub const BID_RESPONSE: &'static str = "l";
pub const LIST_EXECUTE: &'static str = "L";
pub const LIST_STRIKE_PRICE: &'static str = "m";
pub const LIST_STATUS_REQUEST: &'static str = "M";
pub const XML_MESSAGE: &'static str = "n";
pub const LIST_STATUS: &'static str = "N";
pub const REGISTRATION_INSTRUCTIONS: &'static str = "o";
pub const REGISTRATION_INSTRUCTIONS_RESPONSE: &'static str = "p";
pub const ALLOCATION_INSTRUCTION_ACK: &'static str = "P";
pub const ORDER_MASS_CANCEL_REQUEST: &'static str = "q";
pub const DONT_KNOW_TRADE: &'static str = "Q";
pub const QUOTE_REQUEST: &'static str = "R";
pub const ORDER_MASS_CANCEL_REPORT: &'static str = "r";
pub const QUOTE: &'static str = "S";
pub const NEW_ORDER_S: &'static str = "s";
pub const SETTLEMENT_INSTRUCTIONS: &'static str = "T";
pub const CROSS_ORDER_CANCEL_REPLACE_REQUEST: &'static str = "t";
pub const CROSS_ORDER_CANCEL_REQUEST: &'static str = "u";
pub const MARKET_DATA_REQUEST: &'static str = "V";
pub const SECURITY_TYPE_REQUEST: &'static str = "v";
pub const SECURITY_TYPES: &'static str = "w";
pub const MARKET_DATA_W: &'static str = "W";
pub const SECURITY_LIST_REQUEST: &'static str = "x";
pub const MARKET_DATA_X: &'static str = "X";
pub const MARKET_DATA_REQUEST_REJECT: &'static str = "Y";
pub const SECURITY_LIST: &'static str = "y";
pub const QUOTE_CANCEL: &'static str = "Z";
pub const DERIVATIVE_SECURITY_LIST_REQUEST: &'static str = "z";
pub const CONTRARY_INTENTION_REPORT: &'static str = "BO";
pub const SECURITY_DEFINITION_UPDATE_REPORT: &'static str = "BP";
pub const SECURITY_LIST_UPDATE_REPORT: &'static str = "BK";
pub const ADJUSTED_POSITION_REPORT: &'static str = "BL";
pub const ALLOCATION_INSTRUCTION_ALERT: &'static str = "BM";
pub const EXECUTION_ACKNOWLEDGEMENT: &'static str = "BN";
pub const TRADING_SESSION_LIST: &'static str = "BJ";
pub const TRADING_SESSION_LIST_REQUEST: &'static str = "BI";
}
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 PARTIALLY_FILLED: char = '1';
pub const FILLED: char = '2';
pub const DONE_FOR_DAY: 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 PENDING_NEW: char = 'A';
pub const CALCULATED: char = 'B';
pub const EXPIRED: char = 'C';
pub const ACCEPTED_FOR_BIDDING: char = 'D';
pub const PENDING_REPLACE: char = 'E';
pub const REPLACED: char = '5';
}
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 STOP_LIMIT: char = '4';
pub const MARKET_ON_CLOSE: char = '5';
pub const WITH_OR_WITHOUT: char = '6';
pub const LIMIT_OR_BETTER: char = '7';
pub const LIMIT_WITH_OR_WITHOUT: char = '8';
pub const ON_BASIS: char = '9';
pub const ON_CLOSE: char = 'A';
pub const LIMIT_ON_CLOSE: char = 'B';
pub const FOREX_MARKET: char = 'C';
pub const PREVIOUSLY_QUOTED: char = 'D';
pub const PREVIOUSLY_INDICATED: char = 'E';
pub const FOREX_LIMIT: char = 'F';
pub const FOREX_SWAP: char = 'G';
pub const FOREX_PREVIOUSLY_QUOTED: char = 'H';
pub const FUNARI: char = 'I';
pub const MARKET_IF_TOUCHED: char = 'J';
pub const MARKET_WITH_LEFT_OVER_AS_LIMIT: char = 'K';
pub const PREVIOUS_FUND_VALUATION_POINT: char = 'L';
pub const NEXT_FUND_VALUATION_POINT: char = 'M';
pub const PEGGED: char = 'P';
pub const COUNTER_ORDER_SELECTION: char = 'Q';
}
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 AGENCY_SINGLE_ORDER: char = 'A';
pub const SHORT_EXEMPT_TRANSACTION_B: char = 'B';
pub const PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG: char = 'C';
pub const PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG: char = 'D';
pub const SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL: char = 'E';
pub const SHORT_EXEMPT_TRANSACTION_F: char = 'F';
pub const SHORT_EXEMPT_TRANSACTION_H: char = 'H';
pub const INDIVIDUAL_INVESTOR_SINGLE_ORDER: char = 'I';
pub const PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER: char = 'J';
pub const PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER: char = 'K';
pub const SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE: char = 'L';
pub const PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER: char = 'M';
pub const PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER: char = 'N';
pub const PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER: char = 'O';
pub const PRINCIPAL: char = 'P';
pub const TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER: char = 'R';
pub const SPECIALIST_TRADES: char = 'S';
pub const TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER: char = 'T';
pub const PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY: char = 'U';
pub const ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER: char = 'W';
pub const SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE: char = 'X';
pub const PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY: char = 'Y';
pub const SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER: 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 BUY_MINUS: char = '3';
pub const SELL_PLUS: char = '4';
pub const SELL_SHORT: char = '5';
pub const SELL_SHORT_EXEMPT: char = '6';
pub const UNDISCLOSED: char = '7';
pub const CROSS: char = '8';
pub const CROSS_SHORT: char = '9';
pub const CROSS_SHORT_EXXMPT: char = 'A';
pub const AS_DEFINED: char = 'B';
pub const OPPOSITE: char = 'C';
pub const SUBSCRIBE: char = 'D';
pub const REDEEM: char = 'E';
pub const LEND: char = 'F';
pub const BORROW: 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 GOOD_TILL_CANCEL: char = '1';
pub const AT_THE_OPENING: char = '2';
pub const IMMEDIATE_OR_CANCEL: char = '3';
pub const FILL_OR_KILL: char = '4';
pub const GOOD_TILL_CROSSING: char = '5';
pub const GOOD_TILL_DATE: char = '6';
pub const AT_THE_CLOSE: 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 = String; }
impl SettlType {
pub const REGULAR: &'static str = "0";
pub const CASH: &'static str = "1";
pub const NEXT_DAY: &'static str = "2";
pub const T_PLUS_2: &'static str = "3";
pub const T_PLUS_3: &'static str = "4";
pub const T_PLUS_4: &'static str = "5";
pub const FUTURE: &'static str = "6";
pub const WHEN_AND_IF_ISSUED: &'static str = "7";
pub const SELLERS_OPTION: &'static str = "8";
pub const T_PLUS_5: &'static str = "9";
pub const FX_SPOT_NEXT_SETTLEMENT: &'static str = "C";
pub const BROKEN_DATE: &'static str = "B";
}
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 EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE: &'static str = "CD";
pub const WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN: &'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 CALCULATED_WITHOUT_PRELIMINARY: char = '5';
pub const REVERSAL: char = '6';
}
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 SOFT_DOLLAR: char = '1';
pub const STEP_IN: char = '2';
pub const STEP_OUT: char = '3';
pub const SOFT_DOLLAR_STEP_IN: char = '4';
pub const SOFT_DOLLAR_STEP_OUT: char = '5';
pub const PLAN_SPONSOR: 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 ACCEPTED: i64 = 0;
pub const BLOCK_LEVEL_REJECT: i64 = 1;
pub const ACCOUNT_LEVEL_REJECT: i64 = 2;
pub const RECEIVED: i64 = 3;
pub const INCOMPLETE: i64 = 4;
pub const REJECTED_BY_INTERMEDIARY: i64 = 5;
pub const ALLOCATION_PENDING: i64 = 6;
pub const REVERSED: i64 = 7;
}
pub struct AllocRejCode;
impl Field for AllocRejCode { const TAG: Tag = 88; type Value = i64; }
impl AllocRejCode {
pub const UNKNOWN_ACCOUNT: i64 = 0;
pub const INCORRECT_QUANTITY: i64 = 1;
pub const UNKNOWN_OR_STALE_EXECID: i64 = 10;
pub const MISMATCHED_DATA: i64 = 11;
pub const UNKNOWN_CLORDID: i64 = 12;
pub const WAREHOUSE_REQUEST_REJECTED: i64 = 13;
pub const INCORRECT_AVERAGEG_PRICE: i64 = 2;
pub const UNKNOWN_EXECUTING_BROKER_MNEMONIC: i64 = 3;
pub const COMMISSION_DIFFERENCE: i64 = 4;
pub const UNKNOWN_ORDERID: i64 = 5;
pub const UNKNOWN_LISTID: i64 = 6;
pub const OTHER: i64 = 7;
pub const INCORRECT_ALLOCATED_QUANTITY: i64 = 8;
pub const CALCULATION_DIFFERENCE: 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 ADMIN_REPLY: 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 NONE: i64 = 0;
pub const PKCS_1: i64 = 1;
pub const DES: i64 = 2;
pub const PKCS_3: i64 = 3;
pub const PGP_4: i64 = 4;
pub const PGP_5: i64 = 5;
pub const PEM: 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 TOO_LATE_TO_CANCEL: i64 = 0;
pub const UNKNOWN_ORDER: i64 = 1;
pub const BROKER: i64 = 2;
pub const ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS: i64 = 3;
pub const UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST: i64 = 4;
pub const ORIGORDMODTIME: i64 = 5;
pub const DUPLICATE_CLORDID: i64 = 6;
pub const OTHER: i64 = 99;
pub const INVALID_PRICE_INCREMENT: i64 = 18;
}
pub struct OrdRejReason;
impl Field for OrdRejReason { const TAG: Tag = 103; type Value = i64; }
impl OrdRejReason {
pub const BROKER: i64 = 0;
pub const UNKNOWN_SYMBOL: i64 = 1;
pub const INVALID_INVESTOR_ID: i64 = 10;
pub const UNSUPPORTED_ORDER_CHARACTERISTIC: i64 = 11;
pub const SURVEILLENCE_OPTION: i64 = 12;
pub const INCORRECT_QUANTITY: i64 = 13;
pub const INCORRECT_ALLOCATED_QUANTITY: i64 = 14;
pub const UNKNOWN_ACCOUNT: i64 = 15;
pub const EXCHANGE_CLOSED: i64 = 2;
pub const ORDER_EXCEEDS_LIMIT: i64 = 3;
pub const TOO_LATE_TO_ENTER: i64 = 4;
pub const UNKNOWN_ORDER: i64 = 5;
pub const DUPLICATE_ORDER: i64 = 6;
pub const DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER: i64 = 7;
pub const STALE_ORDER: i64 = 8;
pub const TRADE_ALONG_REQUIRED: i64 = 9;
pub const OTHER: i64 = 99;
pub const INVALID_PRICE_INCREMENT: i64 = 18;
}
pub struct IOIQualifier;
impl Field for IOIQualifier { const TAG: Tag = 104; type Value = char; }
impl IOIQualifier {
pub const ALL_OR_NONE: char = 'A';
pub const MARKET_ON_CLOSE: char = 'B';
pub const AT_THE_CLOSE: char = 'C';
pub const VWAP: char = 'D';
pub const IN_TOUCH_WITH: char = 'I';
pub const LIMIT: char = 'L';
pub const MORE_BEHIND: char = 'M';
pub const AT_THE_OPEN: char = 'O';
pub const TAKING_A_POSITION: char = 'P';
pub const AT_THE_MARKET: char = 'Q';
pub const READY_TO_TRADE: char = 'R';
pub const PORTFOLIO_SHOWN: char = 'S';
pub const THROUGH_THE_DAY: char = 'T';
pub const VERSUS: char = 'V';
pub const INDIDCATION: char = 'W';
pub const CROSSING_OPPORTUNITY: char = 'X';
pub const AT_THE_MIDPOINT: char = 'Y';
pub const PRE_OPEN: 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 UNKNOWN_SYMBOL: char = 'A';
pub const WRONG_SIDE: char = 'B';
pub const QUANTITY_EXCEEDS_ORDER: char = 'C';
pub const NO_MATCHING_ORDER: char = 'D';
pub const PRICE_EXCEEDS_LIMIT: char = 'E';
pub const CALCULATION_DIFFERENCE: 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 = String; }
impl MiscFeeType {
pub const REGULATORY: &'static str = "1";
pub const PER_TRANSACTION: &'static str = "10";
pub const CONVERSION: &'static str = "11";
pub const AGENT: &'static str = "12";
pub const TAX: &'static str = "2";
pub const LOCAL_COMMISSION: &'static str = "3";
pub const EXCHANGE_FEES: &'static str = "4";
pub const STAMP: &'static str = "5";
pub const LEVY: &'static str = "6";
pub const OTHER: &'static str = "7";
pub const MARKUP: &'static str = "8";
pub const CONSUMPTION_TAX: &'static str = "9";
pub const TRANSFER_FEE: &'static str = "13";
pub const SECURITY_LENDING: &'static str = "14";
}
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_FOR_DAY: char = '3';
pub const CANCELED: char = '4';
pub const REPLACED: char = '5';
pub const PENDING_CANCEL: char = '6';
pub const STOPPED: char = '7';
pub const REJECTED: char = '8';
pub const SUSPENDED: char = '9';
pub const PENDING_NEW: char = 'A';
pub const CALCULATED: char = 'B';
pub const EXPIRED: char = 'C';
pub const RESTATED: char = 'D';
pub const PENDING_REPLACE: char = 'E';
pub const TRADE: char = 'F';
pub const TRADE_CORRECT: char = 'G';
pub const TRADE_CANCEL: char = 'H';
pub const ORDER_STATUS: char = 'I';
pub const TRADE_IN_A_CLEARING_HOLD: char = 'J';
pub const TRADE_HAS_BEEN_RELEASED_TO_CLEARING: char = 'K';
pub const TRIGGERED_OR_ACTIVATED_BY_SYSTEM: char = 'L';
}
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 STANDING_INSTRUCTIONS_PROVIDED: char = '1';
pub const SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING: char = '2';
pub const SPECIFIC_ALLOCATION_ACCOUNT_STANDING: char = '3';
pub const SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT: char = '4';
pub const REQUEST_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 BROKERS_INSTRUCTIONS: char = '1';
pub const INSTITUTIONS_INSTRUCTIONS: char = '2';
pub const INVESTOR: 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 DEPOSITORY_TRUST_COMPANY: &'static str = "DTC";
pub const EURO_CLEAR: &'static str = "EUR";
pub const FEDERAL_BOOK_ENTRY: &'static str = "FED";
pub const LOCAL_MARKET_SETTLE_LOCATION: &'static str = "ISO_Country_Code";
pub const PHYSICAL: &'static str = "PNY";
pub const PARTICIPANT_TRUST_COMPANY: &'static str = "PTC";
}
pub struct SecurityType;
impl Field for SecurityType { const TAG: Tag = 167; type Value = String; }
impl SecurityType {
pub const ASSET_BACKED_SECURITIES: &'static str = "ABS";
pub const AMENDED_RESTATED: &'static str = "AMENDED";
pub const OTHER_ANTICIPATION_NOTES: &'static str = "AN";
pub const BANKERS_ACCEPTANCE: &'static str = "BA";
pub const BANK_NOTES: &'static str = "BN";
pub const BILL_OF_EXCHANGES: &'static str = "BOX";
pub const BRADY_BOND: &'static str = "BRADY";
pub const BRIDGE_LOAN: &'static str = "BRIDGE";
pub const BUY_SELLBACK: &'static str = "BUYSELL";
pub const CONVERTIBLE_BOND: &'static str = "CB";
pub const CERTIFICATE_OF_DEPOSIT: &'static str = "CD";
pub const CALL_LOANS: &'static str = "CL";
pub const CORP_MORTGAGE_BACKED_SECURITIES: &'static str = "CMBS";
pub const COLLATERALIZED_MORTGAGE_OBLIGATION: &'static str = "CMO";
pub const CERTIFICATE_OF_OBLIGATION: &'static str = "COFO";
pub const CERTIFICATE_OF_PARTICIPATION: &'static str = "COFP";
pub const CORPORATE_BOND: &'static str = "CORP";
pub const COMMERCIAL_PAPER: &'static str = "CP";
pub const CORPORATE_PRIVATE_PLACEMENT: &'static str = "CPP";
pub const COMMON_STOCK: &'static str = "CS";
pub const DEFAULTED: &'static str = "DEFLTED";
pub const DEBTOR_IN_POSSESSION: &'static str = "DINP";
pub const DEPOSIT_NOTES: &'static str = "DN";
pub const DUAL_CURRENCY: &'static str = "DUAL";
pub const EURO_CERTIFICATE_OF_DEPOSIT: &'static str = "EUCD";
pub const EURO_CORPORATE_BOND: &'static str = "EUCORP";
pub const EURO_COMMERCIAL_PAPER: &'static str = "EUCP";
pub const EURO_SOVEREIGNS: &'static str = "EUSOV";
pub const EURO_SUPRANATIONAL_COUPONS: &'static str = "EUSUPRA";
pub const FEDERAL_AGENCY_COUPON: &'static str = "FAC";
pub const FEDERAL_AGENCY_DISCOUNT_NOTE: &'static str = "FADN";
pub const FOREIGN_EXCHANGE_CONTRACT: &'static str = "FOR";
pub const FORWARD: &'static str = "FORWARD";
pub const FUTURE: &'static str = "FUT";
pub const GENERAL_OBLIGATION_BONDS: &'static str = "GO";
pub const IOETTE_MORTGAGE: &'static str = "IET";
pub const LETTER_OF_CREDIT: &'static str = "LOFC";
pub const LIQUIDITY_NOTE: &'static str = "LQN";
pub const MATURED: &'static str = "MATURED";
pub const MORTGAGE_BACKED_SECURITIES: &'static str = "MBS";
pub const MUTUAL_FUND: &'static str = "MF";
pub const MORTGAGE_INTEREST_ONLY: &'static str = "MIO";
pub const MULTILEG_INSTRUMENT: &'static str = "MLEG";
pub const MORTGAGE_PRINCIPAL_ONLY: &'static str = "MPO";
pub const MORTGAGE_PRIVATE_PLACEMENT: &'static str = "MPP";
pub const MISCELLANEOUS_PASS_THROUGH: &'static str = "MPT";
pub const MANDATORY_TENDER: &'static str = "MT";
pub const MEDIUM_TERM_NOTES: &'static str = "MTN";
pub const NO_SECURITY_TYPE: &'static str = "NONE";
pub const OVERNIGHT: &'static str = "ONITE";
pub const OPTION: &'static str = "OPT";
pub const PRIVATE_EXPORT_FUNDING: &'static str = "PEF";
pub const PFANDBRIEFE: &'static str = "PFAND";
pub const PROMISSORY_NOTE: &'static str = "PN";
pub const PREFERRED_STOCK: &'static str = "PS";
pub const PLAZOS_FIJOS: &'static str = "PZFJ";
pub const REVENUE_ANTICIPATION_NOTE: &'static str = "RAN";
pub const REPLACED: &'static str = "REPLACD";
pub const REPURCHASE: &'static str = "REPO";
pub const RETIRED: &'static str = "RETIRED";
pub const REVENUE_BONDS: &'static str = "REV";
pub const REVOLVER_LOAN: &'static str = "RVLV";
pub const REVOLVER_TERM_LOAN: &'static str = "RVLVTRM";
pub const SECURITIES_LOAN: &'static str = "SECLOAN";
pub const SECURITIES_PLEDGE: &'static str = "SECPLEDGE";
pub const SPECIAL_ASSESSMENT: &'static str = "SPCLA";
pub const SPECIAL_OBLIGATION: &'static str = "SPCLO";
pub const SPECIAL_TAX: &'static str = "SPCLT";
pub const SHORT_TERM_LOAN_NOTE: &'static str = "STN";
pub const STRUCTURED_NOTES: &'static str = "STRUCT";
pub const USD_SUPRANATIONAL_COUPONS: &'static str = "SUPRA";
pub const SWING_LINE_FACILITY: &'static str = "SWING";
pub const TAX_ANTICIPATION_NOTE: &'static str = "TAN";
pub const TAX_ALLOCATION: &'static str = "TAXA";
pub const TO_BE_ANNOUNCED: &'static str = "TBA";
pub const US_TREASURY_BILL_TBILL: &'static str = "TBILL";
pub const US_TREASURY_BOND: &'static str = "TBOND";
pub const PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE: &'static str = "TCAL";
pub const TIME_DEPOSIT: &'static str = "TD";
pub const TAX_EXEMPT_COMMERCIAL_PAPER: &'static str = "TECP";
pub const TERM_LOAN: &'static str = "TERM";
pub const INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE: &'static str = "TINT";
pub const TREASURY_INFLATION_PROTECTED_SECURITIES: &'static str = "TIPS";
pub const US_TREASURY_NOTE_TNOTE: &'static str = "TNOTE";
pub const PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE: &'static str = "TPRN";
pub const TAX_REVENUE_ANTICIPATION_NOTE: &'static str = "TRAN";
pub const US_TREASURY_NOTE_UST: &'static str = "UST";
pub const US_TREASURY_BILL_USTB: &'static str = "USTB";
pub const VARIABLE_RATE_DEMAND_NOTE: &'static str = "VRDN";
pub const WARRANT: &'static str = "WAR";
pub const WITHDRAWN: &'static str = "WITHDRN";
pub const WILDCARD_ENTRY: &'static str = "WLD";
pub const EXTENDED_COMM_NOTE: &'static str = "XCN";
pub const INDEXED_LINKED: &'static str = "XLINKD";
pub const YANKEE_CORPORATE_BOND: &'static str = "YANK";
pub const YANKEE_CERTIFICATE_OF_DEPOSIT: &'static str = "YCD";
pub const OPTIONS_ON_PHYSICAL: &'static str = "OOP";
pub const OPTIONS_ON_FUTURES: &'static str = "OOF";
pub const CASH: &'static str = "CASH";
}
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 DTC_SID: i64 = 1;
pub const THOMSON_ALERT: i64 = 2;
pub const A_GLOBAL_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; }
impl SettlDeliveryType {
pub const VERSUS_PAYMENT_DELIVER: i64 = 0;
pub const FREE_DELIVER: i64 = 1;
pub const TRI_PARTY: i64 = 2;
pub const HOLD_IN_CUSTODY: i64 = 3;
}
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 FX_NETTING: i64 = 0;
pub const FX_SWAP: 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 FORWARD_AND_MATCH: 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 TARGET_FIRM: i64 = 1;
pub const TARGET_LIST: i64 = 2;
pub const BLOCK_FIRM: i64 = 3;
pub const BLOCK_LIST: 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 ABSOLUTE_PREPAYMENT_SPEED: &'static str = "ABS";
pub const ALTERNATIVE_MINIMUM_TAX: &'static str = "AMT";
pub const AUTO_REINVESTMENT_AT_RATE_OR_BETTER: &'static str = "AUTOREINV";
pub const BANK_QUALIFIED: &'static str = "BANKQUAL";
pub const BARGAIN_CONDITIONS: &'static str = "BGNCON";
pub const COUPON_RANGE: &'static str = "COUPON";
pub const CONSTANT_PREPAYMENT_PENALTY: &'static str = "CPP";
pub const CONSTANT_PREPAYMENT_RATE: &'static str = "CPR";
pub const CONSTANT_PREPAYMENT_YIELD: &'static str = "CPY";
pub const ISO_CURRENCY_CODE: &'static str = "CURRENCY";
pub const CUSTOM_START_END_DATE: &'static str = "CUSTOMDATE";
pub const GEOGRAPHICS_AND_RANGE: &'static str = "GEOG";
pub const VALUATION_DISCOUNT: &'static str = "HAIRCUT";
pub const FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE: &'static str = "HEP";
pub const INSURED: &'static str = "INSURED";
pub const YEAR_OR_YEAR_MONTH_OF_ISSUE: &'static str = "ISSUE";
pub const ISSUERS_TICKER: &'static str = "ISSUER";
pub const ISSUE_SIZE_RANGE: &'static str = "ISSUESIZE";
pub const LOOKBACK_DAYS: &'static str = "LOOKBACK";
pub const EXPLICIT_LOT_IDENTIFIER: &'static str = "LOT";
pub const LOT_VARIANCE: &'static str = "LOTVAR";
pub const MATURITY_YEAR_AND_MONTH: &'static str = "MAT";
pub const MATURITY_RANGE: &'static str = "MATURITY";
pub const MAXIMUM_SUBSTITUTIONS: &'static str = "MAXSUBS";
pub const PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE: &'static str = "MHP";
pub const MINIMUM_DENOMINATION: &'static str = "MINDNOM";
pub const MINIMUM_INCREMENT: &'static str = "MININCR";
pub const MINIMUM_QUANTITY: &'static str = "MINQTY";
pub const MONTHLY_PREPAYMENT_RATE: &'static str = "MPR";
pub const PAYMENT_FREQUENCY_CALENDAR: &'static str = "PAYFREQ";
pub const NUMBER_OF_PIECES: &'static str = "PIECES";
pub const POOLS_MAXIMUM: &'static str = "PMAX";
pub const PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE: &'static str = "PPC";
pub const POOLS_PER_LOT: &'static str = "PPL";
pub const POOLS_PER_MILLION: &'static str = "PPM";
pub const POOLS_PER_TRADE: &'static str = "PPT";
pub const PRICE_RANGE: &'static str = "PRICE";
pub const PRICING_FREQUENCY: &'static str = "PRICEFREQ";
pub const PRODUCTION_YEAR: &'static str = "PROD";
pub const CALL_PROTECTION: &'static str = "PROTECT";
pub const PERCENT_OF_BMA_PREPAYMENT_CURVE: &'static str = "PSA";
pub const PURPOSE: &'static str = "PURPOSE";
pub const BENCHMARK_PRICE_SOURCE: &'static str = "PXSOURCE";
pub const RATING_SOURCE_AND_RANGE: &'static str = "RATING";
pub const TYPE_OF_REDEMPTION: &'static str = "REDEMPTION";
pub const RESTRICTED: &'static str = "RESTRICTED";
pub const MARKET_SECTOR: &'static str = "SECTOR";
pub const SECURITY_TYPE_INCLUDED_OR_EXCLUDED: &'static str = "SECTYPE";
pub const SINGLE_MONTHLY_MORTALITY: &'static str = "SMM";
pub const STRUCTURE: &'static str = "STRUCT";
pub const SUBSTITUTIONS_FREQUENCY: &'static str = "SUBSFREQ";
pub const SUBSTITUTIONS_LEFT: &'static str = "SUBSLEFT";
pub const FREEFORM_TEXT: &'static str = "TEXT";
pub const TRADE_VARIANCE: &'static str = "TRDVAR";
pub const WEIGHTED_AVERAGE_COUPON: &'static str = "WAC";
pub const WEIGHTED_AVERAGE_LIFE_COUPON: &'static str = "WAL";
pub const WEIGHTED_AVERAGE_LOAN_AGE: &'static str = "WALA";
pub const WEIGHTED_AVERAGE_MATURITY: &'static str = "WAM";
pub const WHOLE_POOL: &'static str = "WHOLE";
pub const YIELD_RANGE: &'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 AFTER_TAX_YIELD: &'static str = "AFTERTAX";
pub const ANNUAL_YIELD: &'static str = "ANNUAL";
pub const YIELD_AT_ISSUE: &'static str = "ATISSUE";
pub const YIELD_TO_AVG_MATURITY: &'static str = "AVGMATURITY";
pub const BOOK_YIELD: &'static str = "BOOK";
pub const YIELD_TO_NEXT_CALL: &'static str = "CALL";
pub const YIELD_CHANGE_SINCE_CLOSE: &'static str = "CHANGE";
pub const CLOSING_YIELD: &'static str = "CLOSE";
pub const COMPOUND_YIELD: &'static str = "COMPOUND";
pub const CURRENT_YIELD: &'static str = "CURRENT";
pub const GVNT_EQUIVALENT_YIELD: &'static str = "GOVTEQUIV";
pub const TRUE_GROSS_YIELD: &'static str = "GROSS";
pub const YIELD_WITH_INFLATION_ASSUMPTION: &'static str = "INFLATION";
pub const INVERSE_FLOATER_BOND_YIELD: &'static str = "INVERSEFLOATER";
pub const MOST_RECENT_CLOSING_YIELD: &'static str = "LASTCLOSE";
pub const CLOSING_YIELD_MOST_RECENT_MONTH: &'static str = "LASTMONTH";
pub const CLOSING_YIELD_MOST_RECENT_QUARTER: &'static str = "LASTQUARTER";
pub const CLOSING_YIELD_MOST_RECENT_YEAR: &'static str = "LASTYEAR";
pub const YIELD_TO_LONGEST_AVERAGE_LIFE: &'static str = "LONGAVGLIFE";
pub const MARK_TO_MARKET_YIELD: &'static str = "MARK";
pub const YIELD_TO_MATURITY: &'static str = "MATURITY";
pub const YIELD_TO_NEXT_REFUND: &'static str = "NEXTREFUND";
pub const OPEN_AVERAGE_YIELD: &'static str = "OPENAVG";
pub const PREVIOUS_CLOSE_YIELD: &'static str = "PREVCLOSE";
pub const PROCEEDS_YIELD: &'static str = "PROCEEDS";
pub const YIELD_TO_NEXT_PUT: &'static str = "PUT";
pub const SEMI_ANNUAL_YIELD: &'static str = "SEMIANNUAL";
pub const YIELD_TO_SHORTEST_AVERAGE_LIFE: &'static str = "SHORTAVGLIFE";
pub const SIMPLE_YIELD: &'static str = "SIMPLE";
pub const TAX_EQUIVALENT_YIELD: &'static str = "TAXEQUIV";
pub const YIELD_TO_TENDER_DATE: &'static str = "TENDER";
pub const TRUE_YIELD: &'static str = "TRUE";
pub const YIELD_VALUE_OF_1_32: &'static str = "VALUE1_32";
pub const YIELD_TO_WORST: &'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 SNAPSHOT_PLUS_UPDATES: char = '1';
pub const DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST: 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_REFRESH: i64 = 0;
pub const INCREMENTAL_REFRESH: 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 INDEX_VALUE: char = '3';
pub const OPENING_PRICE: char = '4';
pub const CLOSING_PRICE: char = '5';
pub const SETTLEMENT_PRICE: char = '6';
pub const TRADING_SESSION_HIGH_PRICE: char = '7';
pub const TRADING_SESSION_LOW_PRICE: char = '8';
pub const TRADING_SESSION_VWAP_PRICE: char = '9';
pub const IMBALANCE: char = 'A';
pub const TRADE_VOLUME: char = 'B';
pub const OPEN_INTEREST: char = 'C';
pub const COMPOSITE_UNDERLYING_PRICE: char = 'D';
pub const SIMULATED_SELL_PRICE: char = 'E';
pub const SIMULATED_BUY_PRICE: char = 'F';
pub const MARGIN_RATE: char = 'G';
pub const MID_PRICE: char = 'H';
pub const EMPTY_BOOK: char = 'J';
pub const SETTLE_HIGH_PRICE: char = 'K';
pub const SETTLE_LOW_PRICE: char = 'L';
pub const PRIOR_SETTLE_PRICE: char = 'M';
pub const SESSION_HIGH_BID: char = 'N';
pub const SESSION_LOW_OFFER: char = 'O';
pub const EARLY_PRICES: char = 'P';
pub const AUCTION_CLEARING_PRICE: char = 'Q';
}
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_TICK: char = '0';
pub const ZERO_PLUS_TICK: char = '1';
pub const MINUS_TICK: char = '2';
pub const ZERO_MINUS_TICK: 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_ACTIVE: &'static str = "A";
pub const CLOSED_INACTIVE: &'static str = "B";
pub const EXCHANGE_BEST: &'static str = "C";
pub const CONSOLIDATED_BEST: &'static str = "D";
pub const LOCKED: &'static str = "E";
pub const CROSSED: &'static str = "F";
pub const DEPTH: &'static str = "G";
pub const FAST_TRADING: &'static str = "H";
pub const NON_FIRM: &'static str = "I";
pub const MANUAL_SLOW_QUOTE: &'static str = "L";
pub const OUTRIGHT_PRICE: &'static str = "J";
pub const IMPLIED_PRICE: &'static str = "K";
pub const DEPTH_ON_OFFER: &'static str = "M";
pub const DEPTH_ON_BID: &'static str = "N";
pub const CLOSING: &'static str = "O";
pub const NEWS_DISSEMINATION: &'static str = "P";
pub const TRADING_RANGE: &'static str = "Q";
pub const ORDER_INFLUX: &'static str = "R";
pub const DUE_TO_RELATED: &'static str = "S";
pub const NEWS_PENDING: &'static str = "T";
pub const ADDITIONAL_INFO: &'static str = "U";
pub const ADDITIONAL_INFO_DUE_TO_RELATED: &'static str = "V";
pub const RESUME: &'static str = "W";
pub const VIEW_OF_COMMON: &'static str = "X";
pub const VOLUME_ALERT: &'static str = "Y";
pub const ORDER_IMBALANCE: &'static str = "Z";
pub const EQUIPMENT_CHANGEOVER: &'static str = "a";
pub const NO_OPEN: &'static str = "b";
pub const REGULAR_ETH: &'static str = "c";
pub const AUTOMATIC_EXECUTION: &'static str = "d";
pub const AUTOMATIC_EXECUTION_ETH: &'static str = "e";
pub const FAST_MARKET_ETH: &'static str = "f ";
pub const INACTIVE_ETH: &'static str = "g";
pub const ROTATION: &'static str = "h";
pub const ROTATION_ETH: &'static str = "i";
pub const HALT: &'static str = "j";
pub const HALT_ETH: &'static str = "k";
pub const DUE_TO_NEWS_DISSEMINATION: &'static str = "l";
pub const DUE_TO_NEWS_PENDING: &'static str = "m";
pub const TRADING_RESUME: &'static str = "n";
pub const OUT_OF_SEQUENCE: &'static str = "o";
pub const BID_SPECIALIST: &'static str = "p";
pub const OFFER_SPECIALIST: &'static str = "q";
pub const BID_OFFER_SPECIALIST: &'static str = "r";
pub const END_OF_DAY_SAM: &'static str = "s";
pub const FORBIDDEN_SAM: &'static str = "t";
pub const FROZEN_SAM: &'static str = "u";
pub const PREOPENING_SAM: &'static str = "v";
pub const OPENING_SAM: &'static str = "w";
pub const OPEN_SAM: &'static str = "x";
pub const SURVEILLANCE_SAM: &'static str = "y";
pub const SUSPENDED_SAM: &'static str = "z";
pub const RESERVED_SAM: &'static str = "0";
pub const NO_ACTIVE_SAM: &'static str = "1";
pub const RESTRICTED: &'static str = "2";
}
pub struct TradeCondition;
impl Field for TradeCondition { const TAG: Tag = 277; type Value = String; }
impl TradeCondition {
pub const CASH: &'static str = "A";
pub const AVERAGE_PRICE_TRADE: &'static str = "B";
pub const CASH_TRADE: &'static str = "C";
pub const NEXT_DAY: &'static str = "D";
pub const OPENING_REOPENING_TRADE_DETAIL: &'static str = "E";
pub const INTRADAY_TRADE_DETAIL: &'static str = "F";
pub const RULE_127_TRADE: &'static str = "G";
pub const RULE_155_TRADE: &'static str = "H";
pub const SOLD_LAST: &'static str = "I";
pub const NEXT_DAY_TRADE: &'static str = "J";
pub const OPENED: &'static str = "K";
pub const SELLER: &'static str = "L";
pub const SOLD: &'static str = "M";
pub const STOPPED_STOCK: &'static str = "N";
pub const IMBALANCE_MORE_BUYERS: &'static str = "P";
pub const IMBALANCE_MORE_SELLERS: &'static str = "Q";
pub const OPENING_PRICE: &'static str = "R";
pub const TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE: &'static str = "Y";
pub const TRADES_RESULTING_FROM_INTERMARKET_SWEEP: &'static str = "Z";
pub const BARGAIN_CONDITION: &'static str = "S";
pub const CONVERTED_PRICE_INDICATOR: &'static str = "T";
pub const EXCHANGE_LAST: &'static str = "U";
pub const FINAL_PRICE_OF_SESSION: &'static str = "V";
pub const EX_PIT: &'static str = "W";
pub const CROSSED_X: &'static str = "X";
pub const CANCEL: &'static str = "0";
pub const VOLUME_ONLY: &'static str = "a";
pub const DIRECT_PLUS: &'static str = "b";
pub const ACQUISITION: &'static str = "c";
pub const BUNCHED: &'static str = "d";
pub const DISTRIBUTION: &'static str = "e";
pub const BUNCHED_SALE: &'static str = "f";
pub const SPLIT_TRADE: &'static str = "g";
pub const CANCEL_STOPPED: &'static str = "h";
pub const CANCEL_ETH: &'static str = "i";
pub const CANCEL_STOPPED_ETH: &'static str = "j";
pub const OUT_OF_SEQUENCE_ETH: &'static str = "k";
pub const CANCEL_LAST_ETH: &'static str = "l";
pub const SOLD_LAST_SALE_ETH: &'static str = "m";
pub const CANCEL_LAST: &'static str = "n";
pub const SOLD_LAST_SALE: &'static str = "o";
pub const CANCEL_OPEN: &'static str = "p";
pub const CANCEL_OPEN_ETH: &'static str = "q";
pub const OPENED_SALE_ETH: &'static str = "r";
pub const CANCEL_ONLY: &'static str = "s";
pub const CANCEL_ONLY_ETH: &'static str = "t";
pub const LATE_OPEN_ETH: &'static str = "u";
pub const AUTO_EXECUTION_ETH: &'static str = "v";
pub const REOPEN: &'static str = "w";
pub const REOPEN_ETH: &'static str = "x";
pub const ADJUSTED: &'static str = "y";
pub const ADJUSTED_ETH: &'static str = "z";
pub const SPREAD: &'static str = "AA";
pub const SPREAD_ETH: &'static str = "AB";
pub const STRADDLE: &'static str = "AC";
pub const STRADDLE_ETH: &'static str = "AD";
pub const STOPPED: &'static str = "AE";
pub const STOPPED_ETH: &'static str = "AF";
pub const REGULAR_ETH: &'static str = "AG";
pub const COMBO: &'static str = "AH";
pub const COMBO_ETH: &'static str = "AI";
pub const OFFICIAL_CLOSING_PRICE: &'static str = "AJ";
pub const PRIOR_REFERENCE_PRICE: &'static str = "AK";
pub const STOPPED_SOLD_LAST: &'static str = "AL";
pub const STOPPED_OUT_OF_SEQUENCE: &'static str = "AM";
pub const OFFICAL_CLOSING_PRICE: &'static str = "AN";
pub const CROSSED_AO: &'static str = "AO";
pub const FAST_MARKET: &'static str = "AP";
pub const AUTOMATIC_EXECUTION: &'static str = "AQ";
pub const FORM_T: &'static str = "AR";
pub const BASKET_INDEX: &'static str = "AS";
pub const BURST_BASKET: &'static str = "AT";
}
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 const DELETE_THRU: char = '3';
pub const DELETE_FROM: char = '4';
}
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 UNKNOWN_SYMBOL: char = '0';
pub const DUPLICATE_MDREQID: char = '1';
pub const INSUFFICIENT_BANDWIDTH: char = '2';
pub const INSUFFICIENT_PERMISSIONS: char = '3';
pub const UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE: char = '4';
pub const UNSUPPORTED_MARKETDEPTH: char = '5';
pub const UNSUPPORTED_MDUPDATETYPE: char = '6';
pub const UNSUPPORTED_AGGREGATEDBOOK: char = '7';
pub const UNSUPPORTED_MDENTRYTYPE: char = '8';
pub const UNSUPPORTED_TRADINGSESSIONID: char = '9';
pub const UNSUPPORTED_SCOPE: char = 'A';
pub const UNSUPPORTED_OPENCLOSESETTLEFLAG: char = 'B';
pub const UNSUPPORTED_MDIMPLICITDELETE: char = 'C';
pub const INSUFFICIENT_CREDIT: char = 'D';
}
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 CANCELLATION: 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 DAILY_OPEN: &'static str = "0";
pub const SESSION_OPEN: &'static str = "1";
pub const DELIVERY_SETTLEMENT_ENTRY: &'static str = "2";
pub const EXPECTED_ENTRY: &'static str = "3";
pub const ENTRY_FROM_PREVIOUS_BUSINESS_DAY: &'static str = "4";
pub const THEORETICAL_PRICE_VALUE: &'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 PENDING_DELISTING: &'static str = "2";
pub const RESTRICTED: &'static str = "3";
}
pub struct CorporateAction;
impl Field for CorporateAction { const TAG: Tag = 292; type Value = String; }
impl CorporateAction {
pub const EX_DIVIDEND: &'static str = "A";
pub const EX_DISTRIBUTION: &'static str = "B";
pub const EX_RIGHTS: &'static str = "C";
pub const NEW: &'static str = "D";
pub const EX_INTEREST: &'static str = "E";
pub const CASH_DIVIDEND: &'static str = "F";
pub const STOCK_DIVIDEND: &'static str = "G";
pub const NON_INTEGER_STOCK_SPLIT: &'static str = "H";
pub const REVERSE_STOCK_SPLIT: &'static str = "I";
pub const STANDARD_INTEGER_STOCK_SPLIT: &'static str = "J";
pub const POSITION_CONSOLIDATION: &'static str = "K";
pub const LIQUIDATION_REORGANIZATION: &'static str = "L";
pub const MERGER_REORGANIZATION: &'static str = "M";
pub const RIGHTS_OFFERING: &'static str = "N";
pub const SHAREHOLDER_MEETING: &'static str = "O";
pub const SPINOFF: &'static str = "P";
pub const TENDER_OFFER: &'static str = "Q";
pub const WARRANT: &'static str = "R";
pub const SPECIAL_ACTION: &'static str = "S";
pub const SYMBOL_CONVERSION: &'static str = "T";
pub const CUSIP: &'static str = "U";
pub const LEAP_ROLLOVER: &'static str = "V";
}
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 ACCEPTED: i64 = 0;
pub const CANCEL_FOR_SYMBOL: i64 = 1;
pub const PENDING: i64 = 10;
pub const PASS: i64 = 11;
pub const LOCKED_MARKET_WARNING: i64 = 12;
pub const CROSS_MARKET_WARNING: i64 = 13;
pub const CANCELED_DUE_TO_LOCK_MARKET: i64 = 14;
pub const CANCELED_DUE_TO_CROSS_MARKET: i64 = 15;
pub const CANCELED_FOR_SECURITY_TYPE: i64 = 2;
pub const CANCELED_FOR_UNDERLYING: i64 = 3;
pub const CANCELED_ALL: i64 = 4;
pub const REJECTED: i64 = 5;
pub const REMOVED_FROM_MARKET: i64 = 6;
pub const EXPIRED: i64 = 7;
pub const QUERY: i64 = 8;
pub const QUOTE_NOT_FOUND: i64 = 9;
}
pub struct QuoteCancelType;
impl Field for QuoteCancelType { const TAG: Tag = 298; type Value = i64; }
impl QuoteCancelType {
pub const CANCEL_FOR_SYMBOL: i64 = 1;
pub const CANCEL_FOR_SECURITY_TYPE: i64 = 2;
pub const CANCEL_FOR_UNDERLYING_SYMBOL: i64 = 3;
pub const CANCEL_ALL_QUOTES: i64 = 4;
pub const CANCEL_QUOTE_SPECIFIED_IN_QUOTEID: i64 = 5;
}
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 UNKNOWN_SYMBOL: i64 = 1;
pub const EXCHANGE: i64 = 2;
pub const QUOTE_REQUEST_EXCEEDS_LIMIT: i64 = 3;
pub const TOO_LATE_TO_ENTER: i64 = 4;
pub const UNKNOWN_QUOTE: i64 = 5;
pub const DUPLICATE_QUOTE: i64 = 6;
pub const INVALID_BID_ASK_SPREAD: i64 = 7;
pub const INVALID_PRICE: i64 = 8;
pub const NOT_AUTHORIZED_TO_QUOTE_SECURITY: 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 NO_ACKNOWLEDGEMENT: i64 = 0;
pub const ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES: i64 = 1;
pub const ACKNOWLEDGE_EACH_QUOTE_MESSAGES: 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 MANUAL: i64 = 1;
pub const AUTOMATIC: 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 REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS: i64 = 0;
pub const REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED: i64 = 1;
pub const REQUEST_LIST_SECURITY_TYPES: i64 = 2;
pub const REQUEST_LIST_SECURITIES: 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 ACCEPT_SECURITY_PROPOSAL_AS_IS: i64 = 1;
pub const ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE: i64 = 2;
pub const LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST: i64 = 3;
pub const LIST_OF_SECURITIES_RETURNED_PER_REQUEST: i64 = 4;
pub const REJECT_SECURITY_PROPOSAL: i64 = 5;
pub const CANNOT_MATCH_SELECTION_CRITERIA: 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 OPENING_DELAY: i64 = 1;
pub const MARKET_ON_CLOSE_IMBALANCE_SELL: i64 = 10;
pub const _11: i64 = 11;
pub const NO_MARKET_IMBALANCE: i64 = 12;
pub const NO_MARKET_ON_CLOSE_IMBALANCE: i64 = 13;
pub const ITS_PRE_OPENING: i64 = 14;
pub const NEW_PRICE_INDICATION: i64 = 15;
pub const TRADE_DISSEMINATION_TIME: i64 = 16;
pub const READY_TO_TRADE: i64 = 17;
pub const NOT_AVAILABLE_FOR_TRADING: i64 = 18;
pub const NOT_TRADED_ON_THIS_MARKET: i64 = 19;
pub const TRADING_HALT: i64 = 2;
pub const UNKNOWN_OR_INVALID: i64 = 20;
pub const PRE_OPEN: i64 = 21;
pub const OPENING_ROTATION: i64 = 22;
pub const FAST_MARKET: i64 = 23;
pub const RESUME: i64 = 3;
pub const NO_OPEN: i64 = 4;
pub const PRICE_INDICATION: i64 = 5;
pub const TRADING_RANGE_INDICATION: i64 = 6;
pub const MARKET_IMBALANCE_BUY: i64 = 7;
pub const MARKET_IMBALANCE_SELL: i64 = 8;
pub const MARKET_ON_CLOSE_IMBALANCE_BUY: i64 = 9;
}
pub struct HaltReasonChar;
impl Field for HaltReasonChar { const TAG: Tag = 327; type Value = char; }
impl HaltReasonChar {
pub const NEWS_DISSEMINATION: char = 'D';
pub const ORDER_INFLUX: char = 'E';
pub const ORDER_IMBALANCE: char = 'I';
pub const ADDITIONAL_INFORMATION: char = 'M';
pub const NEW_PENDING: char = 'P';
pub const EQUIPMENT_CHANGEOVER: 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 OPEN_OUTCRY: i64 = 2;
pub const TWO_PARTY: 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 PRE_OPEN: i64 = 4;
pub const PRE_CLOSE: i64 = 5;
pub const REQUEST_REJECTED: 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 UNKNOWN_SYMBOL: i64 = 1;
pub const EXHCNAGE: i64 = 2;
pub const QUOTE_EXCEEDS_LIMIT: i64 = 3;
pub const TOO_LATE_TO_ENTER: i64 = 4;
pub const UNKNOWN_QUOTE: i64 = 5;
pub const DUPLICATE_QUOTE: i64 = 6;
pub const INVALID_BID_ASK_SPREAD: i64 = 7;
pub const INVALID_PRICE: i64 = 8;
pub const NOT_AUTHORIZED_TO_QUOTE_SECURITY: 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 INVALID_TAG_NUMBER: i64 = 0;
pub const REQUIRED_TAG_MISSING: i64 = 1;
pub const SENDINGTIME_ACCURACY_PROBLEM: i64 = 10;
pub const INVALID_MSGTYPE: i64 = 11;
pub const XML_VALIDATION_ERROR: i64 = 12;
pub const TAG_APPEARS_MORE_THAN_ONCE: i64 = 13;
pub const TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER: i64 = 14;
pub const REPEATING_GROUP_FIELDS_OUT_OF_ORDER: i64 = 15;
pub const INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP: i64 = 16;
pub const NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER: i64 = 17;
pub const TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE: i64 = 2;
pub const UNDEFINED_TAG: i64 = 3;
pub const TAG_SPECIFIED_WITHOUT_A_VALUE: i64 = 4;
pub const VALUE_IS_INCORRECT: i64 = 5;
pub const INCORRECT_DATA_FORMAT_FOR_VALUE: i64 = 6;
pub const DECRYPTION_PROBLEM: i64 = 7;
pub const SIGNATURE_PROBLEM: i64 = 8;
pub const COMPID_PROBLEM: 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 GT_CORPORATE_ACTION: i64 = 0;
pub const GT_RENEWAL: i64 = 1;
pub const WAREHOUSE_RECAP: i64 = 10;
pub const VERBAL_CHANGE: i64 = 2;
pub const REPRICING_OF_ORDER: i64 = 3;
pub const BROKER_OPTION: i64 = 4;
pub const PARTIAL_DECLINE_OF_ORDERQTY: i64 = 5;
pub const CANCEL_ON_TRADING_HALT: i64 = 6;
pub const CANCEL_ON_SYSTEM_FAILURE: i64 = 7;
pub const MARKET: i64 = 8;
pub const CANCELED_NOT_BEST: i64 = 9;
pub const OTHER: i64 = 99;
pub const PEG_REFRESH: i64 = 11;
}
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 UNKNOWN_ID: i64 = 1;
pub const UNKNOWN_SECURITY: i64 = 2;
pub const UNKNOWN_MESSAGE_TYPE: i64 = 3;
pub const APPLICATION_NOT_AVAILABLE: i64 = 4;
pub const CONDITIONALLY_REQUIRED_FIELD_MISSING: i64 = 5;
pub const NOT_AUTHORIZED: i64 = 6;
pub const DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME: i64 = 7;
pub const INVALID_PRICE_INCREMENT: i64 = 18;
}
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 RELATED_TO_DISPLAYED_PRICE: char = '0';
pub const RELATED_TO_MARKET_PRICE: char = '1';
pub const RELATED_TO_PRIMARY_PRICE: char = '2';
pub const RELATED_TO_LOCAL_PRIMARY_PRICE: char = '3';
pub const RELATED_TO_MIDPOINT_PRICE: char = '4';
pub const RELATED_TO_LAST_TRADE_PRICE: char = '5';
pub const RELATED_TO_VWAP: char = '6';
pub const AVERAGE_PRICE_GUARANTEE: char = '7';
}
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 NON_DISCLOSED_STYLE: i64 = 1;
pub const DISCLOSED_SYTLE: i64 = 2;
pub const NO_BIDDING_PROCESS: 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 SIDE_VALUE_1: i64 = 1;
pub const SIDE_VALUE_2: 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 _5_DAY_MOVING_AVERAGE: i64 = 1;
pub const _20_DAY_MOVING_AVERAGE: i64 = 2;
pub const NORMAL_MARKET_SIZE: 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 BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST: i64 = 1;
pub const SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD: i64 = 2;
pub const REAL_TIME_EXECUTION_REPORTS: 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 VWAP_GUARANTEE: char = 'G';
pub const GUARANTEED_CLOSE: char = 'J';
pub const RISK_TRADE: char = 'R';
}
pub struct BasisPxType;
impl Field for BasisPxType { const TAG: Tag = 419; type Value = char; }
impl BasisPxType {
pub const CLOSING_PRICE_AT_MORNINGN_SESSION: char = '2';
pub const CLOSING_PRICE: char = '3';
pub const CURRENT_PRICE: char = '4';
pub const SQ: char = '5';
pub const VWAP_THROUGH_A_DAY: char = '6';
pub const VWAP_THROUGH_A_MORNING_SESSION: char = '7';
pub const VWAP_THROUGH_AN_AFTERNOON_SESSION: char = '8';
pub const VWAP_THROUGH_A_DAY_EXCEPT_YORI: char = '9';
pub const VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI: char = 'A';
pub const VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI: 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 PERCENTAGE: i64 = 1;
pub const FIXED_CABINET_TRADE_PRICE: i64 = 10;
pub const VARIABLE_CABINET_TRADE_PRICE: i64 = 11;
pub const PER_UNIT: i64 = 2;
pub const FIXED_AMOUNT: i64 = 3;
pub const DISCOUNT: i64 = 4;
pub const PREMIUM: i64 = 5;
pub const SPREAD: i64 = 6;
pub const TED_PRICE: i64 = 7;
pub const TED_YIELD: i64 = 8;
pub const YIELD: i64 = 9;
pub const PRODUCT_TICKS_IN_HALFS: i64 = 13;
pub const PRODUCT_TICKS_IN_FOURTHS: i64 = 14;
pub const PRODUCT_TICKS_IN_EIGHTS: i64 = 15;
pub const PRODUCT_TICKS_IN_SIXTEENTHS: i64 = 16;
pub const PRODUCT_TICKS_IN_THIRTY_SECONDS: i64 = 17;
pub const PRODUCT_TICKS_IN_SIXTY_FORTHS: i64 = 18;
pub const PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS: i64 = 19;
}
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 BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION: i64 = 0;
pub const ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES: i64 = 1;
pub const ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE: 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 RESPONSE: i64 = 2;
pub const TIMED: i64 = 3;
pub const EXEC_STARTED: i64 = 4;
pub const ALL_DONE: 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 IN_BIDDING_PROCESS: i64 = 1;
pub const RECEIVED_FOR_EXECUTION: i64 = 2;
pub const EXECUTING: i64 = 3;
pub const CANCELLING: i64 = 4;
pub const ALERT: i64 = 5;
pub const ALL_DONE: i64 = 6;
pub const REJECT: 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 IMMEDIATE: char = '1';
pub const WAIT_FOR_EXECUT_INSTRUCTION: char = '2';
pub const EXCHANGE_SWITCH_CIV_ORDER_3: char = '3';
pub const EXCHANGE_SWITCH_CIV_ORDER_4: char = '4';
pub const EXCHANGE_SWITCH_CIV_ORDER_5: char = '5';
}
pub struct CxlRejResponseTo;
impl Field for CxlRejResponseTo { const TAG: Tag = 434; type Value = char; }
impl CxlRejResponseTo {
pub const ORDER_CANCEL_REQUEST: char = '1';
pub const ORDER_CANCEL_REPLACE_REQUEST: 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_SECURITY: char = '1';
pub const INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY: char = '2';
pub const MULTI_LEG_SECURITY: 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 KOREAN_INVESTOR_ID: char = '1';
pub const TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID: char = '2';
pub const TAIWANESE_TRADING_ACCT: char = '3';
pub const MALAYSIAN_CENTRAL_DEPOSITORY: char = '4';
pub const CHINESE_INVESTOR_ID: char = '5';
pub const UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER: char = '6';
pub const US_SOCIAL_SECURITY_NUMBER: char = '7';
pub const US_EMPLOYER_OR_TAX_ID_NUMBER: char = '8';
pub const AUSTRALIAN_BUSINESS_NUMBER: char = '9';
pub const AUSTRALIAN_TAX_FILE_NUMBER: char = 'A';
pub const BIC: char = 'B';
pub const GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: char = 'C';
pub const PROPRIETARY: char = 'D';
pub const ISO_COUNTRY_CODE: char = 'E';
pub const SETTLEMENT_ENTITY_LOCATION: char = 'F';
pub const MIC: char = 'G';
pub const CSD_PARTICIPANT_MEMBER_CODE: char = 'H';
pub const DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT: 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 EXECUTING_FIRM: i64 = 1;
pub const SETTLEMENT_LOCATION: i64 = 10;
pub const ORDER_ORIGINATION_TRADER: i64 = 11;
pub const EXECUTING_TRADER: i64 = 12;
pub const ORDER_ORIGINATION_FIRM: i64 = 13;
pub const GIVEUP_CLEARING_FIRM: i64 = 14;
pub const CORRESPONDANT_CLEARING_FIRM: i64 = 15;
pub const EXECUTING_SYSTEM: i64 = 16;
pub const CONTRA_FIRM: i64 = 17;
pub const CONTRA_CLEARING_FIRM: i64 = 18;
pub const SPONSORING_FIRM: i64 = 19;
pub const BROKER_OF_CREDIT: i64 = 2;
pub const UNDERLYING_CONTRA_FIRM: i64 = 20;
pub const CLEARING_ORGANIZATION: i64 = 21;
pub const EXCHANGE: i64 = 22;
pub const CUSTOMER_ACCOUNT: i64 = 24;
pub const CORRESPONDENT_CLEARING_ORGANIZATION: i64 = 25;
pub const CORRESPONDENT_BROKER: i64 = 26;
pub const BUYER_SELLER: i64 = 27;
pub const CUSTODIAN: i64 = 28;
pub const INTERMEDIARY: i64 = 29;
pub const CLIENT_ID: i64 = 3;
pub const AGENT: i64 = 30;
pub const SUB_CUSTODIAN: i64 = 31;
pub const BENEFICIARY: i64 = 32;
pub const INTERESTED_PARTY: i64 = 33;
pub const REGULATORY_BODY: i64 = 34;
pub const LIQUIDITY_PROVIDER: i64 = 35;
pub const ENTERING_TRADER: i64 = 36;
pub const CONTRA_TRADER: i64 = 37;
pub const POSITION_ACCOUNT: i64 = 38;
pub const CLEARING_FIRM: i64 = 4;
pub const INVESTOR_ID: i64 = 5;
pub const INTRODUCING_FIRM: i64 = 6;
pub const ENTERING_FIRM: i64 = 7;
pub const LOCATE: i64 = 8;
pub const FUND_MANAGER_CLIENT_ID: i64 = 9;
pub const INTRODUCING_BROKER: i64 = 60;
pub const CONTRA_POSITION_ACCOUNT: i64 = 41;
pub const CONTRA_EXCHANGE: i64 = 42;
pub const INTERNAL_CARRY_ACCOUNT: i64 = 43;
pub const ORDER_ENTRY_OPERATOR_ID: i64 = 44;
pub const SECONDARY_ACCOUNT_NUMBER: i64 = 45;
pub const FORIEGN_FIRM: i64 = 46;
pub const THIRD_PARTY_ALLOCATION_FIRM: i64 = 47;
pub const CLAIMING_ACCOUNT: i64 = 48;
pub const ASSET_MANAGER: i64 = 49;
pub const PLEDGOR_ACCOUNT: i64 = 50;
pub const PLEDGEE_ACCOUNT: i64 = 51;
pub const LARGE_TRADER_REPORTABLE_ACCOUNT: i64 = 52;
pub const TRADER_MNEMONIC: i64 = 53;
pub const SENDER_LOCATION: i64 = 54;
pub const SESSION_ID: i64 = 55;
pub const ACCEPTABLE_COUNTERPARTY: i64 = 56;
pub const UNACCEPTABLE_COUNTERPARTY: i64 = 57;
pub const ENTERING_UNIT: i64 = 58;
pub const EXECUTING_UNIT: i64 = 59;
pub const CONTRA_INVESTOR_ID: i64 = 39;
pub const TRANSFER_TO_FIRM: i64 = 40;
pub const QUOTE_ORIGINATOR: i64 = 61;
pub const REPORT_ORIGINATOR: i64 = 62;
pub const SYSTEMATIC_INTERNALISER: i64 = 63;
pub const MULTILATERAL_TRADING_FACILITY: i64 = 64;
pub const REGULATED_MARKET: i64 = 65;
pub const MARKET_MAKER: i64 = 66;
pub const INVESTMENT_FIRM: i64 = 67;
pub const HOST_COMPETENT_AUTHORITY: i64 = 68;
pub const HOME_COMPETENT_AUTHORITY: i64 = 69;
pub const COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY: i64 = 70;
pub const COMPETENT_AUTHORITY_OF_THE_TRANSACTION: i64 = 71;
pub const REPORTING_INTERMEDIARY: i64 = 72;
pub const EXECUTION_VENUE: i64 = 73;
pub const MARKET_DATA_ENTRY_ORIGINATOR: i64 = 74;
pub const LOCATION_ID: i64 = 75;
pub const DESK_ID: i64 = 76;
pub const MARKET_DATA_MARKET: i64 = 77;
pub const ALLOCATION_ENTITY: i64 = 78;
}
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 ROUND_TO_NEAREST: char = '0';
pub const ROUND_DOWN: char = '1';
pub const ROUND_UP: 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 HIGH_VALUE_CLEARING_SYSTEM_HVACS: i64 = 11;
pub const REINVEST_IN_FUND: i64 = 12;
pub const NSCC: i64 = 2;
pub const EUROCLEAR: i64 = 3;
pub const CLEARSTREAM: i64 = 4;
pub const CHEQUE: i64 = 5;
pub const TELEGRAPHIC_TRANSFER: i64 = 6;
pub const FED_WIRE: i64 = 7;
pub const DIRECT_CREDIT: i64 = 8;
pub const ACH_CREDIT: 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 NO_M: char = 'M';
pub const NO_N: char = 'N';
pub const NO_O: 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 EXEMPT_1: char = '1';
pub const EXEMPT_2: char = '2';
pub const EXEMPT_3: char = '3';
pub const NOT_CHECKED: 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 BID_PRICE: char = 'B';
pub const CREATION_PRICE: char = 'C';
pub const CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT: char = 'D';
pub const CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT: char = 'E';
pub const OFFER_PRICE: char = 'O';
pub const OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT: char = 'P';
pub const OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT: char = 'Q';
pub const SINGLE_PRICE: 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 const CANCEL_DUE_TO_BACK_OUT_OF_TRADE: i64 = 5;
}
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 DIRECT_CREDIT: i64 = 10;
pub const CREDIT_CARD: i64 = 11;
pub const ACH_DEBIT: i64 = 12;
pub const ACH_CREDIT: i64 = 13;
pub const BPAY: i64 = 14;
pub const HIGH_VALUE_CLEARING_SYSTEM: i64 = 15;
pub const NSCC: i64 = 2;
pub const EUROCLEAR: i64 = 3;
pub const CLEARSTREAM: i64 = 4;
pub const CHEQUE: i64 = 5;
pub const TELEGRAPHIC_TRANSFER: i64 = 6;
pub const FED_WIRE: i64 = 7;
pub const DEBIT_CARD: i64 = 8;
pub const DIRECT_DEBIT: 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_NOT_APPLICABLE: i64 = 0;
pub const MAXI_ISA: i64 = 1;
pub const EMPLOYEE_10: i64 = 10;
pub const EMPLOYER_11: i64 = 11;
pub const EMPLOYER_12: i64 = 12;
pub const NON_FUND_PROTOTYPE_IRA: i64 = 13;
pub const NON_FUND_QUALIFIED_PLAN: i64 = 14;
pub const DEFINED_CONTRIBUTION_PLAN: i64 = 15;
pub const INDIVIDUAL_RETIREMENT_ACCOUNT_16: i64 = 16;
pub const INDIVIDUAL_RETIREMENT_ACCOUNT_17: i64 = 17;
pub const KEOGH: i64 = 18;
pub const PROFIT_SHARING_PLAN: i64 = 19;
pub const TESSA: i64 = 2;
pub const _401: i64 = 20;
pub const SELF_DIRECTED_IRA: i64 = 21;
pub const _403: i64 = 22;
pub const _457: i64 = 23;
pub const ROTH_IRA_24: i64 = 24;
pub const ROTH_IRA_25: i64 = 25;
pub const ROTH_CONVERSION_IRA_26: i64 = 26;
pub const ROTH_CONVERSION_IRA_27: i64 = 27;
pub const EDUCATION_IRA_28: i64 = 28;
pub const EDUCATION_IRA_29: i64 = 29;
pub const MINI_CASH_ISA: i64 = 3;
pub const MINI_STOCKS_AND_SHARES_ISA: i64 = 4;
pub const MINI_INSURANCE_ISA: i64 = 5;
pub const CURRENT_YEAR_PAYMENT: i64 = 6;
pub const PRIOR_YEAR_PAYMENT: i64 = 7;
pub const ASSET_TRANSFER: i64 = 8;
pub const EMPLOYEE_9: 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: 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 INVALID_UNACCEPTABLE_ACCOUNT_TYPE: i64 = 1;
pub const INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE: i64 = 10;
pub const INVALID_UNACCEPTABLE_DATE_OF_BIRTH: i64 = 11;
pub const INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE: i64 = 12;
pub const INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS: i64 = 13;
pub const INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE: i64 = 14;
pub const INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD: i64 = 15;
pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME: i64 = 16;
pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE: i64 = 17;
pub const INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM: i64 = 18;
pub const INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE: i64 = 2;
pub const INVALID_UNACCEPTABLE_OWNERSHIP_TYPE: i64 = 3;
pub const INVALID_UNACCEPTABLE_NO_REG_DETAILS: i64 = 4;
pub const INVALID_UNACCEPTABLE_REG_SEQ_NO: i64 = 5;
pub const INVALID_UNACCEPTABLE_REG_DETAILS: i64 = 6;
pub const INVALID_UNACCEPTABLE_MAILING_DETAILS: i64 = 7;
pub const INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS: i64 = 8;
pub const INVALID_UNACCEPTABLE_INVESTOR_ID: 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 COMMISSION_AMOUNT: i64 = 1;
pub const EXIT_CHARGE_PERCENT: i64 = 10;
pub const FUND_BASED_RENEWAL_COMMISSION_PERCENT: i64 = 11;
pub const PROJECTED_FUND_VALUE: i64 = 12;
pub const FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13: i64 = 13;
pub const FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14: i64 = 14;
pub const NET_SETTLEMENT_AMOUNT: i64 = 15;
pub const COMMISSION_PERCENT: i64 = 2;
pub const INITIAL_CHARGE_AMOUNT: i64 = 3;
pub const INITIAL_CHARGE_PERCENT: i64 = 4;
pub const DISCOUNT_AMOUNT: i64 = 5;
pub const DISCOUNT_PERCENT: i64 = 6;
pub const DILUTION_LEVY_AMOUNT: i64 = 7;
pub const DILUTION_LEVY_PERCENT: i64 = 8;
pub const EXIT_CHARGE_AMOUNT: 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 INDIVIDUAL_INVESTOR: i64 = 1;
pub const NETWORKING_SUB_ACCOUNT: i64 = 10;
pub const NON_PROFIT_ORGANIZATION: i64 = 11;
pub const CORPORATE_BODY: i64 = 12;
pub const NOMINEE: i64 = 13;
pub const PUBLIC_COMPANY: i64 = 2;
pub const PRIVATE_COMPANY: i64 = 3;
pub const INDIVIDUAL_TRUSTEE: i64 = 4;
pub const COMPANY_TRUSTEE: i64 = 5;
pub const PENSION_PLAN: i64 = 6;
pub const CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT: 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 RISKLESS_PRINCIPAL: char = 'R';
pub const AGENT_FOR_OTHER_MEMBER: char = 'W';
}
pub struct OrderRestrictions;
impl Field for OrderRestrictions { const TAG: Tag = 529; type Value = String; }
impl OrderRestrictions {
pub const PROGRAM_TRADE: &'static str = "1";
pub const INDEX_ARBITRAGE: &'static str = "2";
pub const NON_INDEX_ARBITRAGE: &'static str = "3";
pub const COMPETING_MARKET_MAKER: &'static str = "4";
pub const ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY: &'static str = "5";
pub const ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY: &'static str = "6";
pub const FOREIGN_ENTITY: &'static str = "7";
pub const EXTERNAL_MARKET_PARTICIPANT: &'static str = "8";
pub const EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE: &'static str = "9";
pub const RISKLESS_ARBITRAGE: &'static str = "A";
}
pub struct MassCancelRequestType;
impl Field for MassCancelRequestType { const TAG: Tag = 530; type Value = char; }
impl MassCancelRequestType {
pub const CANCEL_ORDERS_FOR_A_SECURITY: char = '1';
pub const CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: char = '2';
pub const CANCEL_ORDERS_FOR_A_PRODUCT: char = '3';
pub const CANCEL_ORDERS_FOR_A_CFICODE: char = '4';
pub const CANCEL_ORDERS_FOR_A_SECURITYTYPE: char = '5';
pub const CANCEL_ORDERS_FOR_A_TRADING_SESSION: char = '6';
pub const CANCEL_ALL_ORDERS: char = '7';
}
pub struct MassCancelResponse;
impl Field for MassCancelResponse { const TAG: Tag = 531; type Value = char; }
impl MassCancelResponse {
pub const CANCEL_REQUEST_REJECTED: char = '0';
pub const CANCEL_ORDERS_FOR_A_SECURITY: char = '1';
pub const CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY: char = '2';
pub const CANCEL_ORDERS_FOR_A_PRODUCT: char = '3';
pub const CANCEL_ORDERS_FOR_A_CFICODE: char = '4';
pub const CANCEL_ORDERS_FOR_A_SECURITYTYPE: char = '5';
pub const CANCEL_ORDERS_FOR_A_TRADING_SESSION: char = '6';
pub const CANCEL_ALL_ORDERS: char = '7';
}
pub struct MassCancelRejectReason;
impl Field for MassCancelRejectReason { const TAG: Tag = 532; type Value = i64; }
impl MassCancelRejectReason {
pub const MASS_CANCEL_NOT_SUPPORTED: i64 = 0;
pub const INVALID_OR_UNKNOWN_SECURITY: i64 = 1;
pub const INVALID_OR_UNKOWN_UNDERLYING_SECURITY: i64 = 2;
pub const INVALID_OR_UNKNOWN_PRODUCT: i64 = 3;
pub const INVALID_OR_UNKNOWN_CFICODE: i64 = 4;
pub const INVALID_OR_UNKNOWN_SECURITYTYPE: i64 = 5;
pub const INVALID_OR_UNKNOWN_TRADING_SESSION: i64 = 6;
pub const OTHER: i64 = 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 RESTRICTED_TRADEABLE: 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; }
pub struct CashMargin;
impl Field for CashMargin { const TAG: Tag = 544; type Value = char; }
impl CashMargin {
pub const CASH: char = '1';
pub const MARGIN_OPEN: char = '2';
pub const MARGIN_CLOSE: 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 LOCAL_MARKET: &'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 CROSS_AON: i64 = 1;
pub const CROSS_IOC: i64 = 2;
pub const CROSS_ONE_SIDE: i64 = 3;
pub const CROSS_SAME_PRICE: 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_IS_PRIORITIZED: i64 = 1;
pub const SELL_SIDE_IS_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 ONE_SIDE: i64 = 1;
pub const BOTH_SIDES: 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 SECURITYTYPE_AND_OR_CFICODE: i64 = 1;
pub const PRODUCT: i64 = 2;
pub const TRADINGSESSIONID: i64 = 3;
pub const ALL_SECURITIES: i64 = 4;
}
pub struct SecurityRequestResult;
impl Field for SecurityRequestResult { const TAG: Tag = 560; type Value = i64; }
impl SecurityRequestResult {
pub const VALID_REQUEST: i64 = 0;
pub const INVALID_OR_UNSUPPORTED_REQUEST: i64 = 1;
pub const NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA: i64 = 2;
pub const NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA: i64 = 3;
pub const INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE: i64 = 4;
pub const REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED: 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 UNKNOWN_OR_INVALID_TRADINGSESSIONID: 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 ALL_TRADES: i64 = 0;
pub const MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST: i64 = 1;
pub const UNMATCHED_TRADES_THAT_MATCH_CRITERIA: i64 = 2;
pub const UNREPORTED_TRADES_THAT_MATCH_CRITERIA: i64 = 3;
pub const ADVISORIES_THAT_MATCH_CRITERIA: 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 COMPARED_MATCHED_OR_AFFIRMED: char = '0';
pub const UNCOMPARED_UNMATCHED_OR_UNAFFIRED: char = '1';
pub const ADVISORY_OR_ALERT: char = '2';
}
pub struct MatchType;
impl Field for MatchType { const TAG: Tag = 574; type Value = String; }
impl MatchType {
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME: &'static str = "A1";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES: &'static str = "A2";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME: &'static str = "A3";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES: &'static str = "A4";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME: &'static str = "A5";
pub const ACT_ACCEPTED_TRADE: &'static str = "M3";
pub const ACT_DEFAULT_TRADE: &'static str = "M4";
pub const ACT_DEFAULT_AFTER_M2: &'static str = "M5";
pub const ACT_M6_MATCH: &'static str = "M6";
pub const COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS: &'static str = "AQ";
pub const EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH: &'static str = "M1";
pub const SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH: &'static str = "M2";
pub const OCS_LOCKED_IN_NON_ACT: &'static str = "MT";
pub const SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED: &'static str = "S1";
pub const SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &'static str = "S2";
pub const SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &'static str = "S3";
pub const SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &'static str = "S4";
pub const SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED: &'static str = "S5";
pub const ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT: &'static str = "60";
pub const TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT: &'static str = "61";
pub const CONTINUOUS_AUTO_MATCH: &'static str = "62";
pub const CROSS_AUCTION_63: &'static str = "63";
pub const COUNTER_ORDER_SELECTION_64: &'static str = "64";
pub const CALL_AUCTION_65: &'static str = "65";
pub const ONE_PARTY_TRADE_REPORT: &'static str = "1";
pub const TWO_PARTY_TRADE_REPORT: &'static str = "2";
pub const CONFIRMED_TRADE_REPORT: &'static str = "3";
pub const AUTO_MATCH: &'static str = "4";
pub const CROSS_AUCTION_5: &'static str = "5";
pub const COUNTER_ORDER_SELECTION_6: &'static str = "6";
pub const CALL_AUCTION_7: &'static str = "7";
}
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 PROCESS_NORMALLY: i64 = 0;
pub const EXCLUDE_FROM_ALL_NETTING: i64 = 1;
pub const AUTOMATIC_GIVE_UP_MODE: i64 = 10;
pub const QUALIFIED_SERVICE_REPRESENTATIVE_QSR: i64 = 11;
pub const CUSTOMER_TRADE: i64 = 12;
pub const SELF_CLEARING: i64 = 13;
pub const BILATERAL_NETTING_ONLY: i64 = 2;
pub const EX_CLEARING: i64 = 3;
pub const SPECIAL_TRADE: i64 = 4;
pub const MULTILATERAL_NETTING: i64 = 5;
pub const CLEAR_AGAINST_CENTRAL_COUNTERPARTY: i64 = 6;
pub const EXCLUDE_FROM_CENTRAL_COUNTERPARTY: i64 = 7;
pub const MANUAL_MODE: i64 = 8;
pub const AUTOMATIC_POSTING_MODE: 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 ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS: i64 = 1;
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: i64 = 2;
pub const HOUSE_TRADER: i64 = 3;
pub const FLOOR_TRADER: i64 = 4;
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: i64 = 6;
pub const ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: i64 = 7;
pub const JOINT_BACK_OFFICE_ACCOUNT: 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 STATUS_FOR_ORDERS_FOR_A_SECURITY: i64 = 1;
pub const STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY: i64 = 2;
pub const STATUS_FOR_ORDERS_FOR_A_PRODUCT: i64 = 3;
pub const STATUS_FOR_ORDERS_FOR_A_CFICODE: i64 = 4;
pub const STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE: i64 = 5;
pub const STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION: i64 = 6;
pub const STATUS_FOR_ALL_ORDERS: i64 = 7;
pub const STATUS_FOR_ORDERS_FOR_A_PARTYID: 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: char = '0';
pub const SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING: 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 PRO_RATA: char = '0';
pub const DO_NOT_PRO_RATA: 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 CALCULATED: i64 = 1;
pub const PRELIMINARY: i64 = 2;
pub const SELLSIDE_CALCULATED_USING_PRELIMINARY: i64 = 3;
pub const SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: i64 = 4;
pub const READY_TO_BOOK: i64 = 5;
pub const BUYSIDE_READY_TO_BOOK: i64 = 6;
pub const WAREHOUSE_INSTRUCTION: i64 = 7;
pub const REQUEST_TO_INTERMEDIARY: i64 = 8;
pub const ACCEPT: i64 = 9;
pub const REJECT: i64 = 10;
pub const ACCEPT_PENDING: i64 = 11;
pub const INCOMPLETE_GROUP: i64 = 12;
pub const COMPLETE_GROUP: i64 = 13;
pub const REVERSAL_PENDING: i64 = 14;
}
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 _1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &'static str = "1";
pub const _2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &'static str = "2";
pub const _3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &'static str = "3";
pub const _4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &'static str = "4";
pub const _5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &'static str = "5";
pub const _6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT: &'static str = "9";
pub const CBOE_MEMBER: &'static str = "B";
pub const NON_MEMBER_AND_CUSTOMER: &'static str = "C";
pub const EQUITY_MEMBER_AND_CLEARING_MEMBER: &'static str = "E";
pub const FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS: &'static str = "F";
pub const _106H_AND_106J_FIRMS: &'static str = "H";
pub const GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS: &'static str = "I";
pub const LESSEE_106F_EMPLOYEES: &'static str = "L";
pub const ALL_OTHER_OWNERSHIP_TYPES: &'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 PRIORITY_UNCHANGED: i64 = 0;
pub const LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE: 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 PENDING_APPROVAL: i64 = 0;
pub const APPROVED: i64 = 1;
pub const REJECTED: i64 = 2;
pub const UNAUTHORIZED_REQUEST: i64 = 3;
pub const INVALID_DEFINITION_REQUEST: 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 UNKNOWN_SYMBOL: i64 = 1;
pub const PASS: i64 = 10;
pub const EXCHANGE: i64 = 2;
pub const QUOTE_REQUEST_EXCEEDS_LIMIT: i64 = 3;
pub const TOO_LATE_TO_ENTER: i64 = 4;
pub const INVALID_PRICE: i64 = 5;
pub const NOT_AUTHORIZED_TO_REQUEST_QUOTE: i64 = 6;
pub const NO_MATCH_FOR_INQUIRY: i64 = 7;
pub const NO_MARKET_FOR_INSTRUMENT: i64 = 8;
pub const NO_INVENTORY: i64 = 9;
pub const OTHER: i64 = 99;
pub const INSUFFICIENT_CREDIT: i64 = 11;
}
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 SID_CODE: i64 = 2;
pub const TFM: i64 = 3;
pub const OMGEO: i64 = 4;
pub const DTCC_CODE: 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 MISMATCHED_ACCOUNT: i64 = 2;
pub const MISSING_SETTLEMENT_INSTRUCTIONS: i64 = 3;
pub const CONFIRMED: i64 = 4;
pub const REQUEST_REJECTED: 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 BOOK_ENTRY: 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 PAR_FOR_PAR: i64 = 1;
pub const MODIFIED_DURATION: 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 PER_SHARE: i64 = 2;
pub const FIXED_AMOUNT: i64 = 3;
pub const DISCOUNT: i64 = 4;
pub const PREMIUM: i64 = 5;
pub const SPREAD: i64 = 6;
pub const TED_PRICE: i64 = 7;
pub const TED_YIELD: i64 = 8;
pub const YIELD_SPREAD: 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 HIT_LIFT: i64 = 1;
pub const COUNTER: i64 = 2;
pub const EXPIRED: i64 = 3;
pub const COVER: i64 = 4;
pub const DONE_AWAY: 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 ALLOCATION_TRADE_QTY: &'static str = "ALC";
pub const OPTION_ASSIGNMENT: &'static str = "AS";
pub const AS_OF_TRADE_QTY: &'static str = "ASF";
pub const DELIVERY_QTY: &'static str = "DLV";
pub const ELECTRONIC_TRADE_QTY: &'static str = "ETR";
pub const OPTION_EXERCISE_QTY: &'static str = "EX";
pub const END_OF_DAY_QTY: &'static str = "FIN";
pub const INTRA_SPREAD_QTY: &'static str = "IAS";
pub const INTER_SPREAD_QTY: &'static str = "IES";
pub const ADJUSTMENT_QTY: &'static str = "PA";
pub const PIT_TRADE_QTY: &'static str = "PIT";
pub const START_OF_DAY_QTY: &'static str = "SOD";
pub const INTEGRAL_SPLIT: &'static str = "SPL";
pub const TRANSACTION_FROM_ASSIGNMENT: &'static str = "TA";
pub const TOTAL_TRANSACTION_QTY: &'static str = "TOT";
pub const TRANSACTION_QUANTITY: &'static str = "TQ";
pub const TRANSFER_TRADE_QTY: &'static str = "TRF";
pub const TRANSACTION_FROM_EXERCISE: &'static str = "TX";
pub const CROSS_MARGIN_QTY: &'static str = "XM";
pub const RECEIVE_QUANTITY: &'static str = "RCV";
pub const CORPORATE_ACTION_ADJUSTMENT: &'static str = "CAA";
pub const DELIVERY_NOTICE_QTY: &'static str = "DN";
pub const EXCHANGE_FOR_PHYSICAL_QTY: &'static str = "EP";
}
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 CASH_AMOUNT: &'static str = "CASH";
pub const CASH_RESIDUAL_AMOUNT: &'static str = "CRES";
pub const FINAL_MARK_TO_MARKET_AMOUNT: &'static str = "FMTM";
pub const INCREMENTAL_MARK_TO_MARKET_AMOUNT: &'static str = "IMTM";
pub const PREMIUM_AMOUNT: &'static str = "PREM";
pub const START_OF_DAY_MARK_TO_MARKET_AMOUNT: &'static str = "SMTM";
pub const TRADE_VARIATION_AMOUNT: &'static str = "TVAR";
pub const VALUE_ADJUSTED_AMOUNT: &'static str = "VADJ";
pub const SETTLEMENT_VALUE: &'static str = "SETL";
}
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 DO_NOT_EXERCISE: i64 = 2;
pub const POSITION_ADJUSTMENT: i64 = 3;
pub const POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION: i64 = 4;
pub const PLEDGE: i64 = 5;
pub const LARGE_TRADER_SUBMISSION: i64 = 6;
}
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 const REVERSE: i64 = 4;
}
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; }
impl SettlSessID {
pub const INTRADAY: &'static str = "ITD";
pub const REGULAR_TRADING_HOURS: &'static str = "RTH";
pub const ELECTRONIC_TRADING_HOURS: &'static str = "ETH";
pub const END_OF_DAY: &'static str = "EOD";
}
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 PROCESS_REQUEST_AS_MARGIN_DISPOSITION: i64 = 0;
pub const DELTA_PLUS: i64 = 1;
pub const DELTA_MINUS: 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 ACCEPTED_WITH_WARNINGS: i64 = 1;
pub const REJECTED: i64 = 2;
pub const COMPLETED: i64 = 3;
pub const COMPLETED_WITH_WARNINGS: i64 = 4;
}
pub struct PosMaintResult;
impl Field for PosMaintResult { const TAG: Tag = 723; type Value = i64; }
impl PosMaintResult {
pub const SUCCESSFUL_COMPLETION: 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 const SETTLEMENT_ACTIVITY: i64 = 4;
pub const BACKOUT_MESSAGE: i64 = 5;
}
pub struct ResponseTransportType;
impl Field for ResponseTransportType { const TAG: Tag = 725; type Value = i64; }
impl ResponseTransportType {
pub const INBAND: i64 = 0;
pub const OUT_OF_BAND: 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 VALID_REQUEST: i64 = 0;
pub const INVALID_OR_UNSUPPORTED_REQUEST: i64 = 1;
pub const NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA: i64 = 2;
pub const NOT_AUTHORIZED_TO_REQUEST_POSITIONS: i64 = 3;
pub const REQUEST_FOR_POSITION_NOT_SUPPORTED: 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 COMPLETED_WITH_WARNINGS: 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 PRO_RATA: 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 INVALID_OR_UNKNOWN_INSTRUMENT: i64 = 1;
pub const INVALID_TYPE_OF_TRADE_REQUESTED: i64 = 2;
pub const INVALID_PARTIES: i64 = 3;
pub const INVALID_TRANSPORT_TYPE_REQUESTED: i64 = 4;
pub const INVALID_DESTINATION_REQUESTED: i64 = 5;
pub const TRADEREQUESTTYPE_NOT_SUPPORTED: i64 = 8;
pub const UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST: 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 SUCCESSFUL: i64 = 0;
pub const INVALID_PARTY_ONFORMATION: i64 = 1;
pub const UNKNOWN_INSTRUMENT: i64 = 2;
pub const UNAUTHORIZED_TO_REPORT_TRADES: i64 = 3;
pub const INVALID_TRADE_TYPE: 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 SINGLE_SECURITY: i64 = 1;
pub const INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY: i64 = 2;
pub const MULTILEG_SECURITY: 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 EXECUTION_TIME: i64 = 1;
pub const TIME_IN: i64 = 2;
pub const TIME_OUT: i64 = 3;
pub const BROKER_RECEIPT: i64 = 4;
pub const BROKER_EXECUTION: i64 = 5;
pub const DESK_RECEIPT: i64 = 6;
}
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 CONFIRMATION_REQUEST_REJECTED: i64 = 3;
}
pub struct ConfirmRejReason;
impl Field for ConfirmRejReason { const TAG: Tag = 774; type Value = i64; }
impl ConfirmRejReason {
pub const MISMATCHED_ACCOUNT: i64 = 1;
pub const MISSING_SETTLEMENT_INSTRUCTIONS: 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 REGULAR_BOOKING: i64 = 0;
pub const CFD: i64 = 1;
pub const TOTAL_RETURN_SWAP: 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 USE_DEFAULT_INSTRUCTIONS: i64 = 0;
pub const DERIVE_FROM_PARAMETERS_PROVIDED: i64 = 1;
pub const FULL_DETAILS_PROVIDED: i64 = 2;
pub const SSI_DB_IDS_PROVIDED: i64 = 3;
pub const PHONE_FOR_INSTRUCTIONS: 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 UNABLE_TO_PROCESS_REQUEST: i64 = 0;
pub const UNKNOWN_ACCOUNT: i64 = 1;
pub const NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND: 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 SELLSIDE_CALCULATED_USING_PRELIMINARY: i64 = 3;
pub const SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY: i64 = 4;
pub const WAREHOUSE_RECAP: i64 = 5;
pub const REQUEST_TO_INTERMEDIARY: i64 = 8;
pub const PRELIMINARY_REQUEST_TO_INTERMEDIARY: i64 = 2;
pub const ACCEPT: i64 = 9;
pub const REJECT: i64 = 10;
pub const ACCEPT_PENDING: i64 = 11;
pub const COMPLETE: i64 = 12;
pub const REVERSE_PENDING: i64 = 14;
}
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 ORIGINAL_DETAILS_INCOMPLETE_INCORRECT: i64 = 1;
pub const CHANGE_IN_UNDERLYING_ORDER_DETAILS: 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 ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS: i64 = 1;
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS: i64 = 2;
pub const HOUSE_TRADER: i64 = 3;
pub const FLOOR_TRADER: i64 = 4;
pub const ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED: i64 = 6;
pub const ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED: i64 = 7;
pub const JOINT_BACK_OFFICE_ACCOUNT: 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 SECURITIES_ACCOUNT_NUMBER: i64 = 10;
pub const REGISTRATION_NUMBER: i64 = 11;
pub const REGISTERED_ADDRESS_12: i64 = 12;
pub const REGULATORY_STATUS: i64 = 13;
pub const REGISTRATION_NAME: i64 = 14;
pub const CASH_ACCOUNT_NUMBER: i64 = 15;
pub const BIC: i64 = 16;
pub const CSD_PARTICIPANT_MEMBER_CODE: i64 = 17;
pub const REGISTERED_ADDRESS_18: i64 = 18;
pub const FUND_ACCOUNT_NAME: i64 = 19;
pub const PERSON: i64 = 2;
pub const TELEX_NUMBER: i64 = 20;
pub const FAX_NUMBER: i64 = 21;
pub const SECURITIES_ACCOUNT_NAME: i64 = 22;
pub const CASH_ACCOUNT_NAME: i64 = 23;
pub const DEPARTMENT: i64 = 24;
pub const LOCATION_DESK: i64 = 25;
pub const POSITION_ACCOUNT_TYPE: i64 = 26;
pub const SYSTEM: i64 = 3;
pub const APPLICATION: i64 = 4;
pub const FULL_LEGAL_NAME_OF_FIRM: i64 = 5;
pub const POSTAL_ADDRESS: i64 = 6;
pub const PHONE_NUMBER: i64 = 7;
pub const EMAIL_ADDRESS: i64 = 8;
pub const CONTACT_NAME: i64 = 9;
pub const SECURITY_LOCATE_ID: i64 = 27;
pub const MARKET_MAKER: i64 = 28;
pub const ELIGIBLE_COUNTERPARTY: i64 = 29;
pub const PROFESSIONAL_CLIENT: i64 = 30;
pub const LOCATION: i64 = 31;
pub const EXECUTION_VENUE: i64 = 32;
}
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 PENDING_ACCEPT: i64 = 1;
pub const PENDING_RELEASE: i64 = 2;
pub const PENDING_REVERSAL: i64 = 3;
pub const ACCEPT: i64 = 4;
pub const BLOCK_LEVEL_REJECT: i64 = 5;
pub const ACCOUNT_LEVEL_REJECT: 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 NO_ACTION_TAKEN: i64 = 0;
pub const QUEUE_FLUSHED: i64 = 1;
pub const OVERLAY_LAST: i64 = 2;
pub const END_SESSION: i64 = 3;
}
pub struct ApplQueueAction;
impl Field for ApplQueueAction { const TAG: Tag = 815; type Value = i64; }
impl ApplQueueAction {
pub const NO_ACTION_TAKEN: i64 = 0;
pub const QUEUE_FLUSHED: i64 = 1;
pub const OVERLAY_LAST: i64 = 2;
pub const END_SESSION: 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 NO_AVERAGE_PRICING: i64 = 0;
pub const TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: i64 = 1;
pub const LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID: 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 ALLOCATION_NOT_REQUIRED: i64 = 0;
pub const ALLOCATION_REQUIRED: i64 = 1;
pub const USE_ALLOCATION_PROVIDED_WITH_THE_TRADE: i64 = 2;
pub const ALLOCATION_GIVE_UP_EXECUTOR: i64 = 3;
pub const ALLOCATION_FROM_EXECUTOR: i64 = 4;
pub const ALLOCATION_TO_CLAIM_ACCOUNT: i64 = 5;
}
pub struct ExpirationCycle;
impl Field for ExpirationCycle { const TAG: Tag = 827; type Value = i64; }
impl ExpirationCycle {
pub const EXPIRE_ON_TRADING_SESSION_CLOSE: i64 = 0;
pub const EXPIRE_ON_TRADING_SESSION_OPEN: i64 = 1;
}
pub struct TrdType;
impl Field for TrdType { const TAG: Tag = 828; type Value = i64; }
impl TrdType {
pub const REGULAR_TRADE: i64 = 0;
pub const BLOCK_TRADE_1: i64 = 1;
pub const AFTER_HOURS_TRADE: i64 = 10;
pub const EFP: i64 = 2;
pub const TRANSFER: i64 = 3;
pub const LATE_TRADE: i64 = 4;
pub const T_TRADE: i64 = 5;
pub const WEIGHTED_AVERAGE_PRICE_TRADE: i64 = 6;
pub const BUNCHED_TRADE: i64 = 7;
pub const LATE_BUNCHED_TRADE: i64 = 8;
pub const PRIOR_REFERENCE_PRICE_TRADE: i64 = 9;
pub const EXCHANGE_FOR_RISK: i64 = 11;
pub const EXCHANGE_FOR_SWAP: i64 = 12;
pub const EXCHANGE_OF_FUTURES_FOR: i64 = 13;
pub const EXCHANGE_OF_OPTIONS_FOR_OPTIONS: i64 = 14;
pub const TRADING_AT_SETTLEMENT: i64 = 15;
pub const ALL_OR_NONE: i64 = 16;
pub const FUTURES_LARGE_ORDER_EXECUTION: i64 = 17;
pub const EXCHANGE_OF_FUTURES_FOR_FUTURES: i64 = 18;
pub const OPTION_INTERIM_TRADE: i64 = 19;
pub const OPTION_CABINET_TRADE: i64 = 20;
pub const PRIVATELY_NEGOTIATED_TRADES: i64 = 22;
pub const SUBSTITUTION_OF_FUTURES_FOR_FORWARDS: i64 = 23;
pub const ERROR_TRADE: i64 = 24;
pub const SPECIAL_CUM_DIVIDEND: i64 = 25;
pub const SPECIAL_EX_DIVIDEND: i64 = 26;
pub const SPECIAL_CUM_COUPON: i64 = 27;
pub const SPECIAL_EX_COUPON: i64 = 28;
pub const CASH_SETTLEMENT: i64 = 29;
pub const SPECIAL_PRICE: i64 = 30;
pub const GUARANTEED_DELIVERY: i64 = 31;
pub const SPECIAL_CUM_RIGHTS: i64 = 32;
pub const SPECIAL_EX_RIGHTS: i64 = 33;
pub const SPECIAL_CUM_CAPITAL_REPAYMENTS: i64 = 34;
pub const SPECIAL_EX_CAPITAL_REPAYMENTS: i64 = 35;
pub const SPECIAL_CUM_BONUS: i64 = 36;
pub const SPECIAL_EX_BONUS: i64 = 37;
pub const BLOCK_TRADE_38: i64 = 38;
pub const WORKED_PRINCIPAL_TRADE: i64 = 39;
pub const BLOCK_TRADES: i64 = 40;
pub const NAME_CHANGE: i64 = 41;
pub const PORTFOLIO_TRANSFER: i64 = 42;
pub const PROROGATION_BUY: i64 = 43;
pub const PROROGATION_SELL: i64 = 44;
pub const OPTION_EXERCISE: i64 = 45;
pub const DELTA_NEUTRAL_TRANSACTION: i64 = 46;
pub const FINANCING_TRANSACTION: i64 = 47;
}
pub struct TrdSubType;
impl Field for TrdSubType { const TAG: Tag = 829; type Value = i64; }
impl TrdSubType {
pub const CMTA: i64 = 0;
pub const INTERNAL_TRANSFER_OR_ADJUSTMENT: i64 = 1;
pub const EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT: i64 = 2;
pub const REJECT_FOR_SUBMITTING_SIDE: i64 = 3;
pub const ADVISORY_FOR_CONTRA_SIDE: i64 = 4;
pub const OFFSET_DUE_TO_AN_ALLOCATION: i64 = 5;
pub const ONSET_DUT_TO_AN_ALLOCATION: i64 = 6;
pub const DIFFERENTIAL_SPREAD: i64 = 7;
pub const IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT: i64 = 8;
pub const TRANSACTION_FROM_EXERCISE: i64 = 9;
pub const TRANSACTION_FROM_ASSIGNMENT: i64 = 10;
pub const ACATS: i64 = 11;
pub const AI: i64 = 14;
pub const B: i64 = 15;
pub const K: i64 = 16;
pub const LC: i64 = 17;
pub const M: i64 = 18;
pub const N: i64 = 19;
pub const NM: i64 = 20;
pub const NR: i64 = 21;
pub const P: i64 = 22;
pub const PA: i64 = 23;
pub const PC: i64 = 24;
pub const PN: i64 = 25;
pub const R: i64 = 26;
pub const RO: i64 = 27;
pub const RT: i64 = 28;
pub const SW: i64 = 29;
pub const T: i64 = 30;
pub const WN: i64 = 31;
pub const WT: i64 = 32;
}
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 BASIS_POINTS: i64 = 1;
pub const TICKS: i64 = 2;
pub const PRICE_TIER: i64 = 3;
}
pub struct PegLimitType;
impl Field for PegLimitType { const TAG: Tag = 837; type Value = i64; }
impl PegLimitType {
pub const OR_BETTER: i64 = 0;
pub const STRICT: i64 = 1;
pub const OR_WORSE: i64 = 2;
}
pub struct PegRoundDirection;
impl Field for PegRoundDirection { const TAG: Tag = 838; type Value = i64; }
impl PegRoundDirection {
pub const MORE_AGGRESSIVE: i64 = 1;
pub const MORE_PASSIVE: 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 LOCAL: i64 = 1;
pub const NATIONAL: i64 = 2;
pub const GLOBAL: i64 = 3;
pub const NATIONAL_XXCLUDING_LOCAL: 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 BASIS_POINTS: i64 = 1;
pub const TICKS: i64 = 2;
pub const PRICE_TIER: i64 = 3;
}
pub struct DiscretionLimitType;
impl Field for DiscretionLimitType { const TAG: Tag = 843; type Value = i64; }
impl DiscretionLimitType {
pub const OR_BETTER: i64 = 0;
pub const STRICT: i64 = 1;
pub const OR_WORSE: i64 = 2;
}
pub struct DiscretionRoundDirection;
impl Field for DiscretionRoundDirection { const TAG: Tag = 844; type Value = i64; }
impl DiscretionRoundDirection {
pub const MORE_AGGRESSIVE: i64 = 1;
pub const MORE_PASSIVE: 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 LOCAL: i64 = 1;
pub const NATIONAL: i64 = 2;
pub const GLOBAL: i64 = 3;
pub const NATIONAL_EXCLUDING_LOCAL: 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 PARTICIPATE: i64 = 2;
pub const MININIZE_MARKET_IMPACT: 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 ADDED_LIQUIDITY: i64 = 1;
pub const REMOVED_LIQUIDITY: i64 = 2;
pub const LIQUIDITY_ROUTED_OUT: 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 DEALER_SOLD_SHORT: i64 = 0;
pub const DEALER_SOLD_SHORT_EXEMPT: i64 = 1;
pub const SELLING_CUSTOMER_SOLD_SHORT: i64 = 2;
pub const SELLING_CUSTOMER_SOLD_SHORT_EXEMPT: i64 = 3;
pub const QUALIFIED_SERVICE_REPRESENTATIVE: i64 = 4;
pub const QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT: 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 const UNITS_OF_MEASURE_PER_TIME_UNIT: i64 = 2;
}
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_1: i64 = 1;
pub const ACCEPT: i64 = 2;
pub const DECLINE: i64 = 3;
pub const ADDENDUM: i64 = 4;
pub const NO_WAS: i64 = 5;
pub const TRADE_REPORT_CANCEL: i64 = 6;
pub const _7: i64 = 7;
pub const DEFAULTED: i64 = 8;
pub const INVALID_CMTA: i64 = 9;
pub const PENDED: i64 = 10;
pub const ALLEGED_NEW: i64 = 11;
pub const ALLEGED_ADDENDUM: i64 = 12;
pub const ALLEGED_NO_WAS: i64 = 13;
pub const ALLEGED_TRADE_REPORT_CANCEL: i64 = 14;
pub const ALLEGED_15: i64 = 15;
}
pub struct AllocNoOrdersType;
impl Field for AllocNoOrdersType { const TAG: Tag = 857; type Value = i64; }
impl AllocNoOrdersType {
pub const NOT_SPECIFIED: i64 = 0;
pub const EXPLICIT_LIST_PROVIDED: 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 SINKING_FUND_CALL: i64 = 4;
pub const OTHER: i64 = 99;
pub const ACTIVATION: i64 = 5;
pub const INACTIVIATION: i64 = 6;
}
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 ORIGINAL_ISSUE_DISCOUNT: i64 = 10;
pub const CALLABLE_PUTTABLE: i64 = 11;
pub const ESCROWED_TO_MATURITY: i64 = 12;
pub const ESCROWED_TO_REDEMPTION_DATE: i64 = 13;
pub const PRE_REFUNDED: i64 = 14;
pub const IN_DEFAULT: i64 = 15;
pub const UNRATED: i64 = 16;
pub const TAXABLE: i64 = 17;
pub const INDEXED: i64 = 18;
pub const SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX: i64 = 19;
pub const ZERO_COUPON: i64 = 2;
pub const ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE: i64 = 20;
pub const CALLABLE_BELOW_MATURITY_VALUE: i64 = 21;
pub const CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED: i64 = 22;
pub const INTEREST_BEARING: i64 = 3;
pub const NO_PERIODIC_PAYMENTS: i64 = 4;
pub const VARIABLE_RATE: i64 = 5;
pub const LESS_FEE_FOR_PUT: i64 = 6;
pub const STEPPED_COUPON: i64 = 7;
pub const COUPON_PERIOD: i64 = 8;
pub const WHEN_AND_IF_ISSUED: i64 = 9;
pub const TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE: 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 _3: i64 = 1;
pub const _4: 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 PER_UNIT: 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 TIME_WARNING: i64 = 2;
pub const MARGIN_DEFICIENCY: i64 = 3;
pub const MARGIN_EXCESS: i64 = 4;
pub const FORWARD_COLLATERAL_DEMAND: i64 = 5;
pub const EVENT_OF_DEFAULT: i64 = 6;
pub const ADVERSE_TAX_EVENT: i64 = 7;
}
pub struct CollInquiryQualifier;
impl Field for CollInquiryQualifier { const TAG: Tag = 896; type Value = i64; }
impl CollInquiryQualifier {
pub const TRADE_DATE: i64 = 0;
pub const GC_INSTRUMENT: i64 = 1;
pub const COLLATERAL_INSTRUMENT: i64 = 2;
pub const SUBSTITUTION_ELIGIBLE: i64 = 3;
pub const NOT_ASSIGNED: i64 = 4;
pub const PARTIALLY_ASSIGNED: i64 = 5;
pub const FULLY_ASSIGNED: i64 = 6;
pub const OUTSTANDING_TRADES: 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 UNKNOWN_DEAL: i64 = 0;
pub const UNKNOWN_OR_INVALID_INSTRUMENT: i64 = 1;
pub const UNAUTHORIZED_TRANSACTION: i64 = 2;
pub const INSUFFICIENT_COLLATERAL: i64 = 3;
pub const INVALID_TYPE_OF_COLLATERAL: i64 = 4;
pub const EXCESSIVE_SUBSTITUTION: 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 PARTIALLY_ASSIGNED: i64 = 1;
pub const ASSIGNMENT_PROPOSED: i64 = 2;
pub const ASSIGNED: 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 VERSUS_PAYMENT_DELIVER: i64 = 0;
pub const FREE_DELIVER: i64 = 1;
pub const TRI_PARTY: i64 = 2;
pub const HOLD_IN_CUSTODY: 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 LOG_ON_USER: i64 = 1;
pub const LOG_OFF_USER: i64 = 2;
pub const CHANGE_PASSWORD_FOR_USER: i64 = 3;
pub const REQUEST_INDIVIDUAL_USER_STATUS: 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 LOGGED_IN: i64 = 1;
pub const NOT_LOGGED_IN: i64 = 2;
pub const USER_NOT_RECOGNISED: i64 = 3;
pub const PASSWORD_INCORRECT: i64 = 4;
pub const PASSWORD_CHANGED: 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 NOT_CONNECTED_2: i64 = 2;
pub const NOT_CONNECTED_3: i64 = 3;
pub const IN_PROCESS: 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 STOP_SUBSCRIBING: i64 = 4;
pub const LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED: 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 INCREMENTAL_UPDATE: 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 const ACCEPTED_WITH_ERRORS: i64 = 3;
}
pub struct AffirmStatus;
impl Field for AffirmStatus { const TAG: Tag = 940; type Value = i64; }
impl AffirmStatus {
pub const RECEIVED: i64 = 1;
pub const CONFIRM_REJECTED_IE_NOT_AFFIRMED: 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 ACCEPTED_WITH_WARNINGS: i64 = 1;
pub const COMPLETED: i64 = 2;
pub const COMPLETED_WITH_WARNINGS: 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 INVALID_OR_UNKNOWN_INSTRUMENT: i64 = 1;
pub const INVALID_OR_UNKNOWN_COLLATERAL_TYPE: i64 = 2;
pub const INVALID_PARTIES: i64 = 3;
pub const INVALID_TRANSPORT_TYPE_REQUESTED: i64 = 4;
pub const INVALID_DESTINATION_REQUESTED: i64 = 5;
pub const NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED: i64 = 6;
pub const NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED: i64 = 7;
pub const COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED: i64 = 8;
pub const UNAUTHORIZED_FOR_COLLATERAL_INQUIRY: 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; }
pub struct NoStrategyParameters;
impl Field for NoStrategyParameters { const TAG: Tag = 957; type Value = i64; }
pub struct StrategyParameterName;
impl Field for StrategyParameterName { const TAG: Tag = 958; type Value = String; }
pub struct StrategyParameterType;
impl Field for StrategyParameterType { const TAG: Tag = 959; type Value = i64; }
impl StrategyParameterType {
pub const INT: i64 = 1;
pub const LENGTH: i64 = 2;
pub const NUMINGROUP: i64 = 3;
pub const SEQNUM: i64 = 4;
pub const TAGNUM: i64 = 5;
pub const FLOAT: i64 = 6;
pub const QTY: i64 = 7;
pub const PRICE: i64 = 8;
pub const PRICEOFFSET: i64 = 9;
pub const AMT: i64 = 10;
pub const PERCENTAGE: i64 = 11;
pub const CHAR: i64 = 12;
pub const BOOLEAN: i64 = 13;
pub const STRING: i64 = 14;
pub const MULTIPLECHARVALUE: i64 = 15;
pub const CURRENCY: i64 = 16;
pub const EXCHANGE: i64 = 17;
pub const MONTH_YEAR: i64 = 18;
pub const UTCTIMESTAMP: i64 = 19;
pub const UTCTIMEONLY: i64 = 20;
pub const LOCALMKTTIME: i64 = 21;
pub const UTCDATE: i64 = 22;
pub const DATA: i64 = 23;
pub const MULTIPLESTRINGVALUE: i64 = 24;
}
pub struct StrategyParameterValue;
impl Field for StrategyParameterValue { const TAG: Tag = 960; type Value = String; }
pub struct HostCrossID;
impl Field for HostCrossID { const TAG: Tag = 961; type Value = String; }
pub struct SideTimeInForce;
impl Field for SideTimeInForce { const TAG: Tag = 962; type Value = crate::UtcTimestamp; }
pub struct MDReportID;
impl Field for MDReportID { const TAG: Tag = 963; type Value = i64; }
pub struct SecurityReportID;
impl Field for SecurityReportID { const TAG: Tag = 964; type Value = i64; }
pub struct SecurityStatus;
impl Field for SecurityStatus { const TAG: Tag = 965; type Value = String; }
impl SecurityStatus {
pub const ACTIVE: &'static str = "1";
pub const INACTIVE: &'static str = "2";
}
pub struct SettleOnOpenFlag;
impl Field for SettleOnOpenFlag { const TAG: Tag = 966; type Value = String; }
pub struct StrikeMultiplier;
impl Field for StrikeMultiplier { const TAG: Tag = 967; type Value = crate::Amount; }
pub struct StrikeValue;
impl Field for StrikeValue { const TAG: Tag = 968; type Value = crate::Amount; }
pub struct MinPriceIncrement;
impl Field for MinPriceIncrement { const TAG: Tag = 969; type Value = crate::Amount; }
pub struct PositionLimit;
impl Field for PositionLimit { const TAG: Tag = 970; type Value = i64; }
pub struct NTPositionLimit;
impl Field for NTPositionLimit { const TAG: Tag = 971; type Value = i64; }
pub struct UnderlyingAllocationPercent;
impl Field for UnderlyingAllocationPercent { const TAG: Tag = 972; type Value = crate::Amount; }
pub struct UnderlyingCashAmount;
impl Field for UnderlyingCashAmount { const TAG: Tag = 973; type Value = crate::Amount; }
pub struct UnderlyingCashType;
impl Field for UnderlyingCashType { const TAG: Tag = 974; type Value = String; }
impl UnderlyingCashType {
pub const FIXED: &'static str = "FIXED";
pub const DIFF: &'static str = "DIFF";
}
pub struct UnderlyingSettlementType;
impl Field for UnderlyingSettlementType { const TAG: Tag = 975; type Value = i64; }
impl UnderlyingSettlementType {
pub const T_PLUS_1: i64 = 2;
pub const T_PLUS_3: i64 = 4;
pub const T_PLUS_4: i64 = 5;
}
pub struct QuantityDate;
impl Field for QuantityDate { const TAG: Tag = 976; type Value = crate::FixDate; }
pub struct ContIntRptID;
impl Field for ContIntRptID { const TAG: Tag = 977; type Value = String; }
pub struct LateIndicator;
impl Field for LateIndicator { const TAG: Tag = 978; type Value = bool; }
pub struct InputSource;
impl Field for InputSource { const TAG: Tag = 979; type Value = String; }
pub struct SecurityUpdateAction;
impl Field for SecurityUpdateAction { const TAG: Tag = 980; type Value = char; }
impl SecurityUpdateAction {
pub const ADD: char = 'A';
pub const DELETE: char = 'D';
pub const MODIFY: char = 'M';
}
pub struct NoExpiration;
impl Field for NoExpiration { const TAG: Tag = 981; type Value = i64; }
pub struct ExpType;
impl Field for ExpType { const TAG: Tag = 982; type Value = i64; }
impl ExpType {
pub const AUTO_EXERCISE: i64 = 1;
pub const NON_AUTO_EXERCISE: i64 = 2;
pub const FINAL_WILL_BE_EXERCISED: i64 = 3;
pub const CONTRARY_INTENTION: i64 = 4;
pub const DIFFERENCE: i64 = 5;
}
pub struct ExpQty;
impl Field for ExpQty { const TAG: Tag = 983; type Value = crate::Amount; }
pub struct NoUnderlyingAmounts;
impl Field for NoUnderlyingAmounts { const TAG: Tag = 984; type Value = i64; }
pub struct UnderlyingPayAmount;
impl Field for UnderlyingPayAmount { const TAG: Tag = 985; type Value = crate::Amount; }
pub struct UnderlyingCollectAmount;
impl Field for UnderlyingCollectAmount { const TAG: Tag = 986; type Value = crate::Amount; }
pub struct UnderlyingSettlementDate;
impl Field for UnderlyingSettlementDate { const TAG: Tag = 987; type Value = crate::FixDate; }
pub struct UnderlyingSettlementStatus;
impl Field for UnderlyingSettlementStatus { const TAG: Tag = 988; type Value = String; }
pub struct SecondaryIndividualAllocID;
impl Field for SecondaryIndividualAllocID { const TAG: Tag = 989; type Value = String; }
pub struct LegReportID;
impl Field for LegReportID { const TAG: Tag = 990; type Value = String; }
pub struct RndPx;
impl Field for RndPx { const TAG: Tag = 991; type Value = crate::Amount; }
pub struct IndividualAllocType;
impl Field for IndividualAllocType { const TAG: Tag = 992; type Value = i64; }
impl IndividualAllocType {
pub const SUB_ALLOCATE: i64 = 1;
pub const THIRD_PARTY_ALLOCATION: i64 = 2;
}
pub struct AllocCustomerCapacity;
impl Field for AllocCustomerCapacity { const TAG: Tag = 993; type Value = String; }
pub struct TierCode;
impl Field for TierCode { const TAG: Tag = 994; type Value = String; }
pub struct UnitOfMeasure;
impl Field for UnitOfMeasure { const TAG: Tag = 996; type Value = String; }
impl UnitOfMeasure {
pub const MEGAWATT_HOURS: &'static str = "MWh";
pub const ONE_MILLION_BTU: &'static str = "MMBtu";
pub const BARRELS: &'static str = "Bbl";
pub const GALLONS: &'static str = "Gal";
pub const METRIC_TONS: &'static str = "t";
pub const TONS: &'static str = "tn";
pub const MILLION_BARRELS: &'static str = "MMbbl";
pub const POUNDS: &'static str = "lbs";
pub const TROY_OUNCES: &'static str = "oz_tr";
pub const US_DOLLARS: &'static str = "USD";
pub const BILLION_CUBIC_FEET: &'static str = "Bcf";
pub const BUSHELS: &'static str = "Bu";
}
pub struct TimeUnit;
impl Field for TimeUnit { const TAG: Tag = 997; type Value = String; }
impl TimeUnit {
pub const SECOND: &'static str = "S";
pub const MINUTE: &'static str = "Min";
pub const HOUR: &'static str = "H";
pub const DAY: &'static str = "D";
pub const WEEK: &'static str = "Wk";
pub const MONTH: &'static str = "Mo";
pub const YEAR: &'static str = "Yr";
}
pub struct UnderlyingUnitOfMeasure;
impl Field for UnderlyingUnitOfMeasure { const TAG: Tag = 998; type Value = String; }
pub struct LegUnitOfMeasure;
impl Field for LegUnitOfMeasure { const TAG: Tag = 999; type Value = String; }
pub struct UnderlyingTimeUnit;
impl Field for UnderlyingTimeUnit { const TAG: Tag = 1000; type Value = String; }
pub struct LegTimeUnit;
impl Field for LegTimeUnit { const TAG: Tag = 1001; type Value = String; }
pub struct AllocMethod;
impl Field for AllocMethod { const TAG: Tag = 1002; type Value = i64; }
impl AllocMethod {
pub const AUTOMATIC: i64 = 1;
pub const GUARANTOR: i64 = 2;
pub const MANUAL: i64 = 3;
}
pub struct TradeID;
impl Field for TradeID { const TAG: Tag = 1003; type Value = String; }
pub struct SideTradeReportID;
impl Field for SideTradeReportID { const TAG: Tag = 1005; type Value = String; }
pub struct SideFillStationCd;
impl Field for SideFillStationCd { const TAG: Tag = 1006; type Value = String; }
pub struct SideReasonCd;
impl Field for SideReasonCd { const TAG: Tag = 1007; type Value = String; }
pub struct SideTrdSubTyp;
impl Field for SideTrdSubTyp { const TAG: Tag = 1008; type Value = i64; }
impl SideTrdSubTyp {
pub const CMTA: i64 = 0;
pub const INTERNAL_TRANSFER: i64 = 1;
pub const EXTERNAL_TRANSFER: i64 = 2;
pub const REJECT_FOR_SUBMITTING_TRADE: i64 = 3;
pub const ADVISORY_FOR_CONTRA_SIDE: i64 = 4;
pub const OFFSET_DUE_TO_AN_ALLOCATION: i64 = 5;
pub const ONSET_DUE_TO_AN_ALLOCATION: i64 = 6;
pub const DIFFERENTIAL_SPREAD: i64 = 7;
pub const IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT: i64 = 8;
pub const TRANSACTION_FROM_EXERCISE: i64 = 9;
pub const TRANSACTION_FROM_ASSIGNMENT: i64 = 10;
}
pub struct SideQty;
impl Field for SideQty { const TAG: Tag = 1009; type Value = i64; }
pub struct MessageEventSource;
impl Field for MessageEventSource { const TAG: Tag = 1011; type Value = String; }
pub struct SideTrdRegTimestamp;
impl Field for SideTrdRegTimestamp { const TAG: Tag = 1012; type Value = crate::UtcTimestamp; }
pub struct SideTrdRegTimestampType;
impl Field for SideTrdRegTimestampType { const TAG: Tag = 1013; type Value = i64; }
pub struct SideTrdRegTimestampSrc;
impl Field for SideTrdRegTimestampSrc { const TAG: Tag = 1014; type Value = String; }
pub struct AsOfIndicator;
impl Field for AsOfIndicator { const TAG: Tag = 1015; type Value = char; }
impl AsOfIndicator {
pub const FALSE: char = '0';
pub const TRUE: char = '1';
}
pub struct NoSideTrdRegTS;
impl Field for NoSideTrdRegTS { const TAG: Tag = 1016; type Value = i64; }
pub struct LegOptionRatio;
impl Field for LegOptionRatio { const TAG: Tag = 1017; type Value = crate::Amount; }
pub struct NoInstrumentParties;
impl Field for NoInstrumentParties { const TAG: Tag = 1018; type Value = i64; }
pub struct InstrumentPartyID;
impl Field for InstrumentPartyID { const TAG: Tag = 1019; type Value = String; }
pub struct TradeVolume;
impl Field for TradeVolume { const TAG: Tag = 1020; type Value = crate::Amount; }
pub struct MDBookType;
impl Field for MDBookType { const TAG: Tag = 1021; type Value = i64; }
impl MDBookType {
pub const TOP_OF_BOOK: i64 = 1;
pub const PRICE_DEPTH: i64 = 2;
pub const ORDER_DEPTH: i64 = 3;
}
pub struct MDFeedType;
impl Field for MDFeedType { const TAG: Tag = 1022; type Value = String; }
pub struct MDPriceLevel;
impl Field for MDPriceLevel { const TAG: Tag = 1023; type Value = i64; }
pub struct MDOriginType;
impl Field for MDOriginType { const TAG: Tag = 1024; type Value = i64; }
impl MDOriginType {
pub const BOOK: i64 = 0;
pub const OFF_BOOK: i64 = 1;
pub const CROSS: i64 = 2;
}
pub struct FirstPx;
impl Field for FirstPx { const TAG: Tag = 1025; type Value = crate::Amount; }
pub struct MDEntrySpotRate;
impl Field for MDEntrySpotRate { const TAG: Tag = 1026; type Value = crate::Amount; }
pub struct MDEntryForwardPoints;
impl Field for MDEntryForwardPoints { const TAG: Tag = 1027; type Value = crate::Amount; }
pub struct ManualOrderIndicator;
impl Field for ManualOrderIndicator { const TAG: Tag = 1028; type Value = bool; }
pub struct CustDirectedOrder;
impl Field for CustDirectedOrder { const TAG: Tag = 1029; type Value = bool; }
pub struct ReceivedDeptID;
impl Field for ReceivedDeptID { const TAG: Tag = 1030; type Value = String; }
pub struct CustOrderHandlingInst;
impl Field for CustOrderHandlingInst { const TAG: Tag = 1031; type Value = String; }
impl CustOrderHandlingInst {
pub const ADD_ON_ORDER: &'static str = "ADD";
pub const ALL_OR_NONE: &'static str = "AON";
pub const CASH_NOT_HELD: &'static str = "CNH";
pub const DIRECTED_ORDER: &'static str = "DIR";
pub const EXCHANGE_FOR_PHYSICAL_TRANSACTION: &'static str = "E.W";
pub const FILL_OR_KILL: &'static str = "FOK";
pub const IMBALANCE_ONLY: &'static str = "IO";
pub const IMMEDIATE_OR_CANCEL: &'static str = "IOC";
pub const LIMIT_ON_OPEN: &'static str = "LOO";
pub const LIMIT_ON_CLOSE: &'static str = "LOC";
pub const MARKET_AT_OPEN: &'static str = "MAO";
pub const MARKET_AT_CLOSE: &'static str = "MAC";
pub const MARKET_ON_OPEN: &'static str = "MOO";
pub const MARKET_ON_CLOSE: &'static str = "MOC";
pub const MINIMUM_QUANTITY: &'static str = "MQT";
pub const NOT_HELD: &'static str = "NH";
pub const OVER_THE_DAY: &'static str = "OVD";
pub const PEGGED: &'static str = "PEG";
pub const RESERVE_SIZE_ORDER: &'static str = "RSV";
pub const STOP_STOCK_TRANSACTION: &'static str = "S.W";
pub const SCALE: &'static str = "SCL";
pub const TIME_ORDER: &'static str = "TMO";
pub const TRAILING_STOP: &'static str = "TS";
pub const WORK: &'static str = "WRK";
}
pub struct OrderHandlingInstSource;
impl Field for OrderHandlingInstSource { const TAG: Tag = 1032; type Value = i64; }
impl OrderHandlingInstSource {
pub const NASD_OATS: i64 = 1;
}
pub struct DeskType;
impl Field for DeskType { const TAG: Tag = 1033; type Value = String; }
impl DeskType {
pub const AGENCY: &'static str = "A";
pub const ARBITRAGE: &'static str = "AR";
pub const DERIVATIVES: &'static str = "D";
pub const INTERNATIONAL: &'static str = "IN";
pub const INSTITUTIONAL: &'static str = "IS";
pub const OTHER: &'static str = "O";
pub const PREFERRED_TRADING: &'static str = "PF";
pub const PROPRIETARY: &'static str = "PR";
pub const PROGRAM_TRADING: &'static str = "PT";
pub const SALES: &'static str = "S";
pub const TRADING: &'static str = "T";
}
pub struct DeskTypeSource;
impl Field for DeskTypeSource { const TAG: Tag = 1034; type Value = i64; }
impl DeskTypeSource {
pub const NASD_OATS: i64 = 1;
}
pub struct DeskOrderHandlingInst;
impl Field for DeskOrderHandlingInst { const TAG: Tag = 1035; type Value = String; }
impl DeskOrderHandlingInst {
pub const ADD_ON_ORDER: &'static str = "ADD";
pub const ALL_OR_NONE: &'static str = "AON";
pub const CASH_NOT_HELD: &'static str = "CNH";
pub const DIRECTED_ORDER: &'static str = "DIR";
pub const EXCHANGE_FOR_PHYSICAL_TRANSACTION: &'static str = "E.W";
pub const FILL_OR_KILL: &'static str = "FOK";
pub const IMBALANCE_ONLY: &'static str = "IO";
pub const IMMEDIATE_OR_CANCEL: &'static str = "IOC";
pub const LIMIT_ON_OPEN: &'static str = "LOO";
pub const LIMIT_ON_CLOSE: &'static str = "LOC";
pub const MARKET_AT_OPEN: &'static str = "MAO";
pub const MARKET_AT_CLOSE: &'static str = "MAC";
pub const MARKET_ON_OPEN: &'static str = "MOO";
pub const MARKET_ON_CLOSE: &'static str = "MOC";
pub const MINIMUM_QUANTITY: &'static str = "MQT";
pub const NOT_HELD: &'static str = "NH";
pub const OVER_THE_DAY: &'static str = "OVD";
pub const PEGGED: &'static str = "PEG";
pub const RESERVE_SIZE_ORDER: &'static str = "RSV";
pub const STOP_STOCK_TRANSACTION: &'static str = "S.W";
pub const SCALE: &'static str = "SCL";
pub const TIME_ORDER: &'static str = "TMO";
pub const TRAILING_STOP: &'static str = "TS";
pub const WORK: &'static str = "WRK";
}
pub struct ExecAckStatus;
impl Field for ExecAckStatus { const TAG: Tag = 1036; type Value = char; }
impl ExecAckStatus {
pub const RECEIVED_NOT_YET_PROCESSED: char = '0';
pub const ACCEPTED: char = '1';
pub const DONT_KNOW: char = '2';
}
pub struct UnderlyingDeliveryAmount;
impl Field for UnderlyingDeliveryAmount { const TAG: Tag = 1037; type Value = crate::Amount; }
pub struct UnderlyingCapValue;
impl Field for UnderlyingCapValue { const TAG: Tag = 1038; type Value = crate::Amount; }
pub struct UnderlyingSettlMethod;
impl Field for UnderlyingSettlMethod { const TAG: Tag = 1039; type Value = String; }
pub struct SecondaryTradeID;
impl Field for SecondaryTradeID { const TAG: Tag = 1040; type Value = String; }
pub struct FirmTradeID;
impl Field for FirmTradeID { const TAG: Tag = 1041; type Value = String; }
pub struct SecondaryFirmTradeID;
impl Field for SecondaryFirmTradeID { const TAG: Tag = 1042; type Value = String; }
pub struct CollApplType;
impl Field for CollApplType { const TAG: Tag = 1043; type Value = i64; }
impl CollApplType {
pub const SPECIFIC_DEPOSIT: i64 = 0;
pub const GENERAL: i64 = 1;
}
pub struct UnderlyingAdjustedQuantity;
impl Field for UnderlyingAdjustedQuantity { const TAG: Tag = 1044; type Value = crate::Amount; }
pub struct UnderlyingFXRate;
impl Field for UnderlyingFXRate { const TAG: Tag = 1045; type Value = crate::Amount; }
pub struct UnderlyingFXRateCalc;
impl Field for UnderlyingFXRateCalc { const TAG: Tag = 1046; type Value = char; }
impl UnderlyingFXRateCalc {
pub const MULTIPLY: char = 'M';
pub const DIVIDE: char = 'D';
}
pub struct AllocPositionEffect;
impl Field for AllocPositionEffect { const TAG: Tag = 1047; type Value = char; }
impl AllocPositionEffect {
pub const OPEN: char = 'O';
pub const CLOSE: char = 'C';
pub const ROLLED: char = 'R';
pub const FIFO: char = 'F';
}
pub struct DealingCapacity;
impl Field for DealingCapacity { const TAG: Tag = 1048; type Value = crate::Amount; }
pub struct InstrmtAssignmentMethod;
impl Field for InstrmtAssignmentMethod { const TAG: Tag = 1049; type Value = char; }
pub struct InstrumentPartyIDSource;
impl Field for InstrumentPartyIDSource { const TAG: Tag = 1050; type Value = char; }
pub struct InstrumentPartyRole;
impl Field for InstrumentPartyRole { const TAG: Tag = 1051; type Value = i64; }
pub struct NoInstrumentPartySubIDs;
impl Field for NoInstrumentPartySubIDs { const TAG: Tag = 1052; type Value = i64; }
pub struct InstrumentPartySubID;
impl Field for InstrumentPartySubID { const TAG: Tag = 1053; type Value = String; }
pub struct InstrumentPartySubIDType;
impl Field for InstrumentPartySubIDType { const TAG: Tag = 1054; type Value = i64; }
pub struct PositionCurrency;
impl Field for PositionCurrency { const TAG: Tag = 1055; type Value = String; }
pub struct CalculatedCcyLastQty;
impl Field for CalculatedCcyLastQty { const TAG: Tag = 1056; type Value = crate::Amount; }
pub struct AggressorIndicator;
impl Field for AggressorIndicator { const TAG: Tag = 1057; type Value = bool; }
pub struct NoUndlyInstrumentParties;
impl Field for NoUndlyInstrumentParties { const TAG: Tag = 1058; type Value = i64; }
pub struct UndlyInstrumentPartyID;
impl Field for UndlyInstrumentPartyID { const TAG: Tag = 1059; type Value = String; }
pub struct UndlyInstrumentPartyIDSource;
impl Field for UndlyInstrumentPartyIDSource { const TAG: Tag = 1060; type Value = char; }
pub struct UndlyInstrumentPartyRole;
impl Field for UndlyInstrumentPartyRole { const TAG: Tag = 1061; type Value = i64; }
pub struct NoUndlyInstrumentPartySubIDs;
impl Field for NoUndlyInstrumentPartySubIDs { const TAG: Tag = 1062; type Value = i64; }
pub struct UndlyInstrumentPartySubID;
impl Field for UndlyInstrumentPartySubID { const TAG: Tag = 1063; type Value = String; }
pub struct UndlyInstrumentPartySubIDType;
impl Field for UndlyInstrumentPartySubIDType { const TAG: Tag = 1064; type Value = i64; }
pub struct BidSwapPoints;
impl Field for BidSwapPoints { const TAG: Tag = 1065; type Value = crate::Amount; }
pub struct OfferSwapPoints;
impl Field for OfferSwapPoints { const TAG: Tag = 1066; type Value = crate::Amount; }
pub struct LegBidForwardPoints;
impl Field for LegBidForwardPoints { const TAG: Tag = 1067; type Value = crate::Amount; }
pub struct LegOfferForwardPoints;
impl Field for LegOfferForwardPoints { const TAG: Tag = 1068; type Value = crate::Amount; }
pub struct SwapPoints;
impl Field for SwapPoints { const TAG: Tag = 1069; type Value = crate::Amount; }
pub struct MDQuoteType;
impl Field for MDQuoteType { const TAG: Tag = 1070; type Value = i64; }
impl MDQuoteType {
pub const INDICATIVE: i64 = 0;
pub const TRADEABLE: i64 = 1;
pub const RESTRICTED_TRADEABLE: i64 = 2;
pub const COUNTER: i64 = 3;
pub const INDICATIVE_AND_TRADEABLE: i64 = 4;
}
pub struct LastSwapPoints;
impl Field for LastSwapPoints { const TAG: Tag = 1071; type Value = crate::Amount; }
pub struct SideGrossTradeAmt;
impl Field for SideGrossTradeAmt { const TAG: Tag = 1072; type Value = crate::Amount; }
pub struct LegLastForwardPoints;
impl Field for LegLastForwardPoints { const TAG: Tag = 1073; type Value = crate::Amount; }
pub struct LegCalculatedCcyLastQty;
impl Field for LegCalculatedCcyLastQty { const TAG: Tag = 1074; type Value = crate::Amount; }
pub struct LegGrossTradeAmt;
impl Field for LegGrossTradeAmt { const TAG: Tag = 1075; type Value = crate::Amount; }
pub struct MaturityTime;
impl Field for MaturityTime { const TAG: Tag = 1079; type Value = String; }
pub struct RefOrderID;
impl Field for RefOrderID { const TAG: Tag = 1080; type Value = String; }
pub struct RefOrderIDSource;
impl Field for RefOrderIDSource { const TAG: Tag = 1081; type Value = char; }
impl RefOrderIDSource {
pub const SECONDARYORDEID: char = '0';
pub const ORDEID: char = '1';
pub const MENTRYID: char = '2';
pub const QUOTENTRYID: char = '3';
}
pub struct SecondaryDisplayQty;
impl Field for SecondaryDisplayQty { const TAG: Tag = 1082; type Value = crate::Amount; }
pub struct DisplayWhen;
impl Field for DisplayWhen { const TAG: Tag = 1083; type Value = char; }
impl DisplayWhen {
pub const IMMEDIATE: char = '1';
pub const EXHAUST: char = '2';
}
pub struct DisplayMethod;
impl Field for DisplayMethod { const TAG: Tag = 1084; type Value = char; }
impl DisplayMethod {
pub const INITIAL: char = '1';
pub const NEW: char = '2';
pub const RANDOM: char = '3';
}
pub struct DisplayLowQty;
impl Field for DisplayLowQty { const TAG: Tag = 1085; type Value = crate::Amount; }
pub struct DisplayHighQty;
impl Field for DisplayHighQty { const TAG: Tag = 1086; type Value = crate::Amount; }
pub struct DisplayMinIncr;
impl Field for DisplayMinIncr { const TAG: Tag = 1087; type Value = crate::Amount; }
pub struct RefreshQty;
impl Field for RefreshQty { const TAG: Tag = 1088; type Value = crate::Amount; }
pub struct MatchIncrement;
impl Field for MatchIncrement { const TAG: Tag = 1089; type Value = crate::Amount; }
pub struct MaxPriceLevels;
impl Field for MaxPriceLevels { const TAG: Tag = 1090; type Value = i64; }
pub struct PreTradeAnonymity;
impl Field for PreTradeAnonymity { const TAG: Tag = 1091; type Value = bool; }
pub struct PriceProtectionScope;
impl Field for PriceProtectionScope { const TAG: Tag = 1092; type Value = char; }
impl PriceProtectionScope {
pub const NONE: char = '0';
pub const LOCAL: char = '1';
pub const NATIONAL: char = '2';
pub const GLOBAL: char = '3';
}
pub struct LotType;
impl Field for LotType { const TAG: Tag = 1093; type Value = char; }
impl LotType {
pub const ODD_LOT: char = '1';
pub const ROUND_LOT: char = '2';
pub const BLOCK_LOT: char = '3';
}
pub struct PegPriceType;
impl Field for PegPriceType { const TAG: Tag = 1094; type Value = i64; }
impl PegPriceType {
pub const LAST_PEG: i64 = 1;
pub const MID_PRICE_PEG: i64 = 2;
pub const OPENING_PEG: i64 = 3;
pub const MARKET_PEG: i64 = 4;
pub const PRIMARY_PEG: i64 = 5;
pub const FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER: i64 = 6;
pub const PEG_TO_VWAP: i64 = 7;
pub const TRAILING_STOP_PEG: i64 = 8;
pub const PEG_TO_LIMIT_PRICE: i64 = 9;
}
pub struct PeggedRefPrice;
impl Field for PeggedRefPrice { const TAG: Tag = 1095; type Value = crate::Amount; }
pub struct PegSecurityIDSource;
impl Field for PegSecurityIDSource { const TAG: Tag = 1096; type Value = String; }
pub struct PegSecurityID;
impl Field for PegSecurityID { const TAG: Tag = 1097; type Value = String; }
pub struct PegSymbol;
impl Field for PegSymbol { const TAG: Tag = 1098; type Value = String; }
pub struct PegSecurityDesc;
impl Field for PegSecurityDesc { const TAG: Tag = 1099; type Value = String; }
pub struct TriggerType;
impl Field for TriggerType { const TAG: Tag = 1100; type Value = char; }
impl TriggerType {
pub const PARTIAL_EXECUTION: char = '1';
pub const SPECIFIED_TRADING_SESSION: char = '2';
pub const NEXT_AUCTION: char = '3';
pub const PRICE_MOVEMENT: char = '4';
}
pub struct TriggerAction;
impl Field for TriggerAction { const TAG: Tag = 1101; type Value = char; }
impl TriggerAction {
pub const ACTIVATE: char = '1';
pub const MODIFY: char = '2';
pub const CANCEL: char = '3';
}
pub struct TriggerPrice;
impl Field for TriggerPrice { const TAG: Tag = 1102; type Value = crate::Amount; }
pub struct TriggerSymbol;
impl Field for TriggerSymbol { const TAG: Tag = 1103; type Value = String; }
pub struct TriggerSecurityID;
impl Field for TriggerSecurityID { const TAG: Tag = 1104; type Value = String; }
pub struct TriggerSecurityIDSource;
impl Field for TriggerSecurityIDSource { const TAG: Tag = 1105; type Value = String; }
pub struct TriggerSecurityDesc;
impl Field for TriggerSecurityDesc { const TAG: Tag = 1106; type Value = String; }
pub struct TriggerPriceType;
impl Field for TriggerPriceType { const TAG: Tag = 1107; type Value = char; }
impl TriggerPriceType {
pub const BEST_OFFER: char = '1';
pub const LAST_TRADE: char = '2';
pub const BEST_BID: char = '3';
pub const BEST_BID_OR_LAST_TRADE: char = '4';
pub const BEST_OFFER_OR_LAST_TRADE: char = '5';
pub const BEST_MID: char = '6';
}
pub struct TriggerPriceTypeScope;
impl Field for TriggerPriceTypeScope { const TAG: Tag = 1108; type Value = char; }
impl TriggerPriceTypeScope {
pub const NONE: char = '0';
pub const LOCAL: char = '1';
pub const NATIONAL: char = '2';
pub const GLOBAL: char = '3';
}
pub struct TriggerPriceDirection;
impl Field for TriggerPriceDirection { const TAG: Tag = 1109; type Value = char; }
impl TriggerPriceDirection {
pub const TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE: char = 'U';
pub const TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE: char = 'D';
}
pub struct TriggerNewPrice;
impl Field for TriggerNewPrice { const TAG: Tag = 1110; type Value = crate::Amount; }
pub struct TriggerOrderType;
impl Field for TriggerOrderType { const TAG: Tag = 1111; type Value = char; }
impl TriggerOrderType {
pub const MARKET: char = '1';
pub const LIMIT: char = '2';
}
pub struct TriggerNewQty;
impl Field for TriggerNewQty { const TAG: Tag = 1112; type Value = crate::Amount; }
pub struct TriggerTradingSessionID;
impl Field for TriggerTradingSessionID { const TAG: Tag = 1113; type Value = String; }
pub struct TriggerTradingSessionSubID;
impl Field for TriggerTradingSessionSubID { const TAG: Tag = 1114; type Value = String; }
pub struct OrderCategory;
impl Field for OrderCategory { const TAG: Tag = 1115; type Value = char; }
impl OrderCategory {
pub const ORDER: char = '1';
pub const QUOTE: char = '2';
pub const PRIVATELY_NEGOTIATED_TRADE: char = '3';
pub const MULTILEG_ORDER: char = '4';
pub const LINKED_ORDER: char = '5';
pub const QUOTE_REQUEST: char = '6';
pub const IMPLIED_ORDER: char = '7';
pub const CROSS_ORDER: char = '8';
}
pub struct NoRootPartyIDs;
impl Field for NoRootPartyIDs { const TAG: Tag = 1116; type Value = i64; }
pub struct RootPartyID;
impl Field for RootPartyID { const TAG: Tag = 1117; type Value = String; }
pub struct RootPartyIDSource;
impl Field for RootPartyIDSource { const TAG: Tag = 1118; type Value = char; }
pub struct RootPartyRole;
impl Field for RootPartyRole { const TAG: Tag = 1119; type Value = i64; }
pub struct NoRootPartySubIDs;
impl Field for NoRootPartySubIDs { const TAG: Tag = 1120; type Value = i64; }
pub struct RootPartySubID;
impl Field for RootPartySubID { const TAG: Tag = 1121; type Value = String; }
pub struct RootPartySubIDType;
impl Field for RootPartySubIDType { const TAG: Tag = 1122; type Value = i64; }
pub struct TradeHandlingInstr;
impl Field for TradeHandlingInstr { const TAG: Tag = 1123; type Value = char; }
impl TradeHandlingInstr {
pub const TRADE_CONFIRMATION: char = '0';
pub const TWO_PARTY_REPORT: char = '1';
pub const ONE_PARTY_REPORT_FOR_MATCHING: char = '2';
pub const ONE_PARTY_REPORT_FOR_PASS_THROUGH: char = '3';
pub const AUTOMATED_FLOOR_ORDER_ROUTING: char = '4';
}
pub struct OrigTradeHandlingInstr;
impl Field for OrigTradeHandlingInstr { const TAG: Tag = 1124; type Value = char; }
pub struct OrigTradeDate;
impl Field for OrigTradeDate { const TAG: Tag = 1125; type Value = crate::FixDate; }
pub struct OrigTradeID;
impl Field for OrigTradeID { const TAG: Tag = 1126; type Value = String; }
pub struct OrigSecondaryTradeID;
impl Field for OrigSecondaryTradeID { const TAG: Tag = 1127; type Value = String; }
pub struct ApplVerID;
impl Field for ApplVerID { const TAG: Tag = 1128; type Value = String; }
impl ApplVerID {
pub const FIX27: &'static str = "0";
pub const FIX30: &'static str = "1";
pub const FIX40: &'static str = "2";
pub const FIX41: &'static str = "3";
pub const FIX42: &'static str = "4";
pub const FIX43: &'static str = "5";
pub const FIX44: &'static str = "6";
pub const FIX50: &'static str = "7";
}
pub struct CstmApplVerID;
impl Field for CstmApplVerID { const TAG: Tag = 1129; type Value = String; }
pub struct RefApplVerID;
impl Field for RefApplVerID { const TAG: Tag = 1130; type Value = String; }
pub struct RefCstmApplVerID;
impl Field for RefCstmApplVerID { const TAG: Tag = 1131; type Value = String; }
pub struct TZTransactTime;
impl Field for TZTransactTime { const TAG: Tag = 1132; type Value = String; }
pub struct ExDestinationIDSource;
impl Field for ExDestinationIDSource { const TAG: Tag = 1133; type Value = char; }
impl ExDestinationIDSource {
pub const BIC: char = 'B';
pub const GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER: char = 'C';
pub const PROPRIETARY: char = 'D';
pub const ISO_COUNTRY_CODE: char = 'E';
pub const MIC: char = 'G';
}
pub struct ReportedPxDiff;
impl Field for ReportedPxDiff { const TAG: Tag = 1134; type Value = bool; }
pub struct RptSys;
impl Field for RptSys { const TAG: Tag = 1135; type Value = String; }
pub struct AllocClearingFeeIndicator;
impl Field for AllocClearingFeeIndicator { const TAG: Tag = 1136; type Value = String; }
pub struct DefaultApplVerID;
impl Field for DefaultApplVerID { const TAG: Tag = 1137; type Value = String; }
pub struct DisplayQty;
impl Field for DisplayQty { const TAG: Tag = 1138; type Value = crate::Amount; }
pub struct ExchangeSpecialInstructions;
impl Field for ExchangeSpecialInstructions { const TAG: Tag = 1139; type Value = String; }