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Diffstat (limited to 'python/csv_headers/citco.py')
| -rw-r--r-- | python/csv_headers/citco.py | 338 |
1 files changed, 338 insertions, 0 deletions
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py new file mode 100644 index 00000000..689472a1 --- /dev/null +++ b/python/csv_headers/citco.py @@ -0,0 +1,338 @@ +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", +] |