diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/CancelRejectReason.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/CancelRejectReason.java index 95eb587..af971c0 100644 --- a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/CancelRejectReason.java +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/CancelRejectReason.java @@ -8,5 +8,8 @@ public enum CancelRejectReason { unableToProcessOrderMassCancelRequest, origOrdModTime, duplicateClOrdId, - other + other, + priceExceedsCurrentPrice, + priceExceedsCurrentPriceBand, + invalidPriceIncrement } diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionInstruction.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionInstruction.java index 55143a2..7161b38 100644 --- a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionInstruction.java +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionInstruction.java @@ -40,5 +40,27 @@ public enum ExecutionInstruction { strictLimit, ignorePriceValidityChecks, pegToLimitPrice, - workToTargetStrategy + workToTargetStrategy, + fixedPegToLocalBestBidOrOfferAtTimeOfOrder, + intermarketSweep, + externalRoutingAllowed, + externalRoutingNotAllowed, + imbalanceOnly, + singleExecutionRequestedForBlockTrade, + bestExecution, + suspendOnSystemFailure, + suspendOnTradingHalt, + reinstateOnConnectionLoss, + cancelOnConnectionLoss, + suspendOnConnectionLoss, + release, + executeAsDeltaNeutral, + executeAsDurationNeutral, + executeAsFXNeutral, + minGuaranteedFillEligible, + bypassNonDisplayLiquidity, + lock, + ignoreNotionalValueChecks, + trdAtRefPx, + allowFacilitation } diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionType.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionType.java index 93c0ada..40ecfd5 100644 --- a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionType.java +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/ExecutionType.java @@ -18,5 +18,14 @@ public enum ExecutionType { calculated, expired, restated, - pendingReplace + pendingReplace, + trade, + tradeCorrect, + tradeCancel, + orderStatus, + tradeInAClearingHold, + tradeHasBeenReleasedToClearing, + triggeredOrActivatedBySystem, + locked, + released } diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/IdSource.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/IdSource.java index f51c04f..932e445 100644 --- a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/IdSource.java +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/IdSource.java @@ -9,5 +9,29 @@ public enum IdSource { isoCurrencyCode, isoCountryCode, exchangeSymbol, - consolidatedTapeAssociation + consolidatedTapeAssociation, + bloombergSymbol, + wertpapier, + dutch, + valoren, + sicovam, + belgian, + common, + clearingHouse, + isdaFpMLSpecification, + optionPriceReportingAuthority, + isdaFpMLURL, + letterOfCredit, + marketplaceAssignedIdentifier, + markitREDEntityCLIP, + markitREDPairCLIP, + cftcCommodityCode, + isdaCommodityReferencePrice, + financialInstrumentGlobalIdentifier, + legalEntityIdentifier, + synthetic, + fidessaInstrumentMnemonic, + indexName, + uniformSymbol, + digitalTokenIdentifier } diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/SecurityType.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/SecurityType.java index 5a401b5..e202949 100644 --- a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/SecurityType.java +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/enums/SecurityType.java @@ -119,6 +119,67 @@ public enum SecurityType { noSecurityType, wildcard, cash, - - + other, + offshoreIssuedChineseYuanCorporateBond, + preferredCorporateBond, + offshoreIssuedChineseYuanSovereignBond, + sovereignBond, + usTreasuryFloatingRateNote, + nonDeliverableSwap, + fxBankNote, + foreignCurrencyDiscountNote, + cap, + collar, + commoditySwap, + exotic, + floor, + fra, + derivativeForward, + totalReturnSwap, + loanLease, + spotForward, + swapOption, + transmission, + index, + bondBasket, + contractForDifference, + correlationSwap, + diviendSwap, + equityBasket, + equityForward, + returnSwap, + varianceSwap, + portfolioSwaps, + futuresOnASwap, + forwardsOnASwap, + forwardFreightAgreement, + spreadBetting, + exchangeTradedCommodity, + depositoryReceipts, + deliveryVersusPledge, + collateralBasket, + structuredFinanceProduct, + marginLoan, + bankAcceptedBill, + shortTermBankNote, + callableCommercialPaper, + commercialNote, + interestBearingCommercialPaper, + euroMediumTermNote, + euroNegotiableCommercialPaper, + euroStructuredLiquidityNote, + euroTimeDeposit, + jumboCertificateOfDeposit, + moneyMarketFund, + masterNote, + negotiableCertificateOfDeposit, + negotiableCommercialPaper, + retailCertificateOfDeposit, + termDepositReceipt, + taxableMunicipalBond, + variableRateDemandObligation, + exchangeTradedNote, + securitizedDerivative, + exchangeTradedFund, + digitalAsset } diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/BasicMessage.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/BasicMessage.java index 6bd985c..2158d43 100644 --- a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/BasicMessage.java +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/BasicMessage.java @@ -1,4 +1,5 @@ package com.factset.sdk.eventdriven.factsettrading.model.tradeevents; +import com.factset.sdk.eventdriven.factsettrading.model.tradeevents.repeatinggroup.RepeatingGroup; import lombok.Data; import java.util.Map; @@ -28,7 +29,7 @@ public class BasicMessage { Integer direction; Boolean transmit; String destName; - Map> repeatingGroups; + Map repeatingGroups; Map userDefinedFields; String customFields; } diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/GroupEntry.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/GroupEntry.java new file mode 100644 index 0000000..f690864 --- /dev/null +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/GroupEntry.java @@ -0,0 +1,10 @@ +package com.factset.sdk.eventdriven.factsettrading.model.tradeevents.repeatinggroup; + +import lombok.Data; + +import java.util.List; + +@Data +public class GroupEntry{ + List value; +} diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/MessageValue.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/MessageValue.java new file mode 100644 index 0000000..790a96c --- /dev/null +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/MessageValue.java @@ -0,0 +1,10 @@ +package com.factset.sdk.eventdriven.factsettrading.model.tradeevents.repeatinggroup; + +import lombok.Data; + +@Data +public class MessageValue{ + String stringValue; + + RepeatingGroup repeatingGroupValue;; +} diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/RepeatingGroup.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/RepeatingGroup.java new file mode 100644 index 0000000..eb52a70 --- /dev/null +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/RepeatingGroup.java @@ -0,0 +1,11 @@ +package com.factset.sdk.eventdriven.factsettrading.model.tradeevents.repeatinggroup; + +import lombok.Data; + +import java.util.List; + +@Data +public class RepeatingGroup { + private List group; +} + diff --git a/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/TagValuePair.java b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/TagValuePair.java new file mode 100644 index 0000000..44cb907 --- /dev/null +++ b/src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/repeatinggroup/TagValuePair.java @@ -0,0 +1,9 @@ +package com.factset.sdk.eventdriven.factsettrading.model.tradeevents.repeatinggroup; + +import lombok.Data; + +@Data +public class TagValuePair{ + int tag; + MessageValue value; +}