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Original file line number Diff line number Diff line change
Expand Up @@ -8,5 +8,8 @@ public enum CancelRejectReason {
unableToProcessOrderMassCancelRequest,
origOrdModTime,
duplicateClOrdId,
other
other,
priceExceedsCurrentPrice,
priceExceedsCurrentPriceBand,
invalidPriceIncrement
}
Original file line number Diff line number Diff line change
Expand Up @@ -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
}
Original file line number Diff line number Diff line change
Expand Up @@ -18,5 +18,14 @@ public enum ExecutionType {
calculated,
expired,
restated,
pendingReplace
pendingReplace,
trade,
tradeCorrect,
tradeCancel,
orderStatus,
tradeInAClearingHold,
tradeHasBeenReleasedToClearing,
triggeredOrActivatedBySystem,
locked,
released
}
Original file line number Diff line number Diff line change
Expand Up @@ -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
}
Original file line number Diff line number Diff line change
Expand Up @@ -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
}
Original file line number Diff line number Diff line change
@@ -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;

Expand Down Expand Up @@ -28,7 +29,7 @@ public class BasicMessage {
Integer direction;
Boolean transmit;
String destName;
Map<String, Map<Integer, Integer>> repeatingGroups;
Map<String, RepeatingGroup> repeatingGroups;
Map<Integer, String> userDefinedFields;
String customFields;
}
Expand Down
Original file line number Diff line number Diff line change
@@ -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<TagValuePair> value;
}
Original file line number Diff line number Diff line change
@@ -0,0 +1,10 @@
package com.factset.sdk.eventdriven.factsettrading.model.tradeevents.repeatinggroup;

import lombok.Data;

@Data
public class MessageValue{
String stringValue;

RepeatingGroup repeatingGroupValue;;
}
Original file line number Diff line number Diff line change
@@ -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<GroupEntry> group;
}

Original file line number Diff line number Diff line change
@@ -0,0 +1,9 @@
package com.factset.sdk.eventdriven.factsettrading.model.tradeevents.repeatinggroup;

import lombok.Data;

@Data
public class TagValuePair{
int tag;
MessageValue value;
}
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