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Diffstat (limited to 'python/csv_headers/citco.py')
| -rw-r--r-- | python/csv_headers/citco.py | 338 |
1 files changed, 0 insertions, 338 deletions
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py deleted file mode 100644 index 689472a1..00000000 --- a/python/csv_headers/citco.py +++ /dev/null @@ -1,338 +0,0 @@ -GTL = [ - "OrdStatus", - "ExecTransType", - "ClientOrderID", - "FillID", - "IDofOrderOrFillforAction", - "LotNumber", - "Symbol", - "SecurityType", - "SecurityCurrency", - "SecurityDescription", - "BuySellShortCover", - "OpenClose", - "IDSource", - "SecurityID", - "ISIN", - "CUSIP", - "SEDOL", - "Bloomberg", - "CINS", - "WhenIssued", - "IssueDate", - "MaturityDate", - "Coupon%", - "ExecutionInterestDays", - "AccruedInterest", - "FaceValue", - "RollableType", - "RepoCurrency", - "DayCountFraction/RepoCalendar", - "RepoLoanAmount", - "Trader", - "OrderQty", - "FillQty", - "CumQty", - "HairCut", - "AvgPrice", - "FillPrice", - "TradeDate", - "TradeTime", - "OrigDate", - "Unused", - "SettlementDate", - "ExecutingUser", - "Comment", - "Account", - "Fund", - "SubFund", - "AllocationCode", - "StrategyCode", - "ExecutionBroker", - "ClearingAgent", - "ContractSize", - "Commission", - "FXRate", - "FWDFXpoints", - "Fee", - "CurrencyTraded", - "SettleCurrency", - "FX/BASErate", - "BASE/FXrate", - "StrikePrice", - "PutOrCall", - "DerivativeExpiry", - "SubStrategy", - "OrderGroup", - "RepoPenalty", - "CommissionTurn", - "AllocRule", - "PaymentFreq", - "RateSource", - "Spread", - "CurrentFace", - "CurrentPrincipalFactor", - "AccrualFactor", - "TaxRate", - "Expenses", - "Fees", - "PostCommAndFeesOnInit", - "ImpliedCommissionFlag", - "TransactionType", - "MasterConfrimType", - "MatrixTerm", - "EMInternalSeqNo.", - "ObjectivePrice", - "MarketPrice", - "StopPrice", - "NetConsdieration", - "FixingDate", - "DeliveryInstructions", - "ForceMatchID", - "ForceMatchType", - "ForceMatchNotes", - "CommissionRateforAllocation", - "CommissionAmountforFill", - "ExpenseAmountforFill", - "FeeAmountforFill", - "StandardStrategy", - "StrategyLinkName", - "StrategyGroup", - "FillFXSettleAmount", - "Reserved", - "Reserved", - "DealAttributes", - "FinanceLeg", - "PerformanceLeg", - "Attributes", - "DealSymbol", - "Initialmargintype", - "InitialMarginAmount", - "InitialmarginCCY", - "ConfirmStatus", - "Counterparty", - "TraderNotes", - "ConvertPricetoSettleCcy", - "BondCouponType", - "GenericFeesEnabled", - "GenericFeesListing", - "OrderLevelAttributes", - "Settling/Sub", - "ConfirmationTime", - "ConfirmationMeans", - "PaymentDate", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", -] -GIL = [ - "Command", - "Group_Id", - "UniqueIdentifier", - "InstrumentType", - "UnderlyingIDSource", - "UnderlyingSecurityId", - "UnderlyingISIN", - "UnderlyingCUSIP", - "UnderlyingSEDOL", - "UnderlyingBloombergCode", - "UnderlyingCINS", - "UnderlyingRIC", - "UnderlyingCDS", - "UnderlyingCDSDN", - "UnderlyingUserID", - "UnderlyingTID", - "Symbol", - "(BLANK)", - "Birth_date", - "Death_date", - "Active", - "(Blank)", - "(Blank)", - "(Blank)", - "Sec_Desc", - "(Blank)", - "LocalCcy", - "Country", - "SettleCal", - "(Blank)", - "TickSize", - "MarketID", - "PriceBase", - "PriceFactor", - "FixRate", - "ResetFreq", - "(Blank)", - "(Blank)", - "1stCpnDate", - "LastCpnDate", - "CouponRate", - "CashFlowFreq_Id", - "SettleDays", - "DayCount_ID", - "AccruMethodID", - "AccruStartDate", - "IssueAmount", - "CreditEvent", - "CounterParty", - "CtpyAbbrev", - "Tier", - "CtpyCountry", - "CtpyCountry", - "Ctpymoody", - "BondClass", - "BondType", - "SerisCode", - "(Blank)", - "RateSetDate", - "GeneralDirection", - "PrincipalExchTypeID", - "S_P_PaymentFreqID", - "S_P_CurrencyCode", - "S_P_RateIndexID", - "S_P_AccrualMethodID", - "S_P_InterestRate", - "S_P_PaymentCalandarID", - "S_P_DayConventionID", - "S_P_ResetFreqID", - "S_P_NotionalAmt", - "S_P_ResetCalandarID", - "S_P_RateSourceID", - "S_P_InitialResetRate", - "(Blank)", - "(Blank)", - "(Blank)", - "(Blank)", - "S_R_PaymentFreqID", - "S_R_CurrencyCode", - "S_R_RateIndexID", - "S_R_AccrualMethodID", - "S_R_InterestRate", - "S_R_PaymentCalandarID", - "S_R_DayConventionID", - "S_R_ResetFreqID", - "S_R_NotionalAmount", - "S_R_ResetCalandarID", - "S_R_RateSource", - "S_R_InitialResetRate", - "(Blank)", - "(Blank)", - "(Blank)", - "(Blank)", - "OtherCode1", - "OtherCode1-Value", - "OtherCode2", - "OtherCode2-Value", - "Attribute1", - "Attribute1-Value", - "Attribute1-Type", - "Attribute2", - "Attribute2-Value", - "Attribute2-Type", - "Attribute3", - "Attribute3-Value", - "Attribute3-Type", - "Attribute4", - "Attribute4-Value", - "Attribute4-Type", - "Attribute5", - "Attribute5-Value", - "Attribute5-Type", - "(Blank)", - "OptionType", - "StrikeMonth", - "StrikePrice", - "ExpirationDate", - "Put/CallFlag", - "ContractSize", - "CashRebate", - "Barrier1", - "Barrier2", - "Notes", - "(Blank)", - "DeliveryPeriodType", - "DeliveryPeriod", - "DeliveryAbbrev", - "DaysDelay", - "CurrentPrincipalFactor", - "AccrualFactor", - "(Blank)", - "Odd_First_Coupon", - "Odd_Last_Coupon", - "Accrual_Startdate", - "Accrual_Enddate", - "Balloon_Payment", - "Compound_Method", - "Scale_Factor", - "CDS_Subtype_ID", - "Recovery_Rate", - "Attachment_Points", - "Detachment_Points", - "(Blank)", - "Spread_Bps", - "Rate_Change_Fre", - "Spread_Start_Date", - "Rate_Source_Id", - "OTC_FloatingRate_Flag", - "VAR_Start_Date", - "FutureName", - "LastTradeDate", - "LCode", - "CurrentStartDate", - "SpotLimitDate", - "FirstNoticeDate", - "LastNoticeDate", - "CTDTID", - "CTDConv.Factor", - "RollDate", - "ValueDate1", - "EndDate1", - "ValueDate2", - "EndDate2", - "ValueDate3", - "EndDate3", - "ValueDate4", - "EndDate4", - "ValueDate5", - "EndDate5", - "ForeignFlag", - "RestrictedFlag", - "ParValue", - "SharesOutstanding", - "Industry_SIC_ID", - "GICSLevel3ID", - "InflationIndexFlag", - "LinearAccrualCalcFlag", - "ExpirationTime", - "ExpirationTimeZoneId", - "SwapStartDate", - "ExpValueDateTimeComponent", - "BasketTypeID", - "BasketLinkAmount2", - "BasketLinkPercent2", - "BasketLinkTID3", - "BasketLinkAmount3", - "BasketLinkPercent3", - "BasketLinkFromDate", - "BasketLinkToDate", - "BasketLinkComments", - "BarrierOptionWindow1", - "BarrierOptionWindow2", -] |