diff options
Diffstat (limited to 'python/csv_headers')
| -rw-r--r-- | python/csv_headers/citco.py | 106 |
1 files changed, 53 insertions, 53 deletions
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py index 483b776f..689472a1 100644 --- a/python/csv_headers/citco.py +++ b/python/csv_headers/citco.py @@ -2,13 +2,13 @@ GTL = [ "OrdStatus", "ExecTransType", "ClientOrderID", - "Fill ID", - "ID of Order Or Fill for Action", + "FillID", + "IDofOrderOrFillforAction", "LotNumber", "Symbol", "SecurityType", - "Security Currency", - "Security Description", + "SecurityCurrency", + "SecurityDescription", "BuySellShortCover", "OpenClose", "IDSource", @@ -20,48 +20,48 @@ GTL = [ "CINS", "WhenIssued", "IssueDate", - "Maturity Date", - "Coupon %", + "MaturityDate", + "Coupon%", "ExecutionInterestDays", "AccruedInterest", "FaceValue", "RollableType", - "Repo Currency", - "Day Count Fraction / Repo Calendar", + "RepoCurrency", + "DayCountFraction/RepoCalendar", "RepoLoanAmount", "Trader", "OrderQty", "FillQty", "CumQty", "HairCut", - "Avg Price", + "AvgPrice", "FillPrice", "TradeDate", "TradeTime", "OrigDate", "Unused", "SettlementDate", - "Executing User", + "ExecutingUser", "Comment", "Account", "Fund", "SubFund", "AllocationCode", "StrategyCode", - "Execution Broker", - "Clearing Agent", + "ExecutionBroker", + "ClearingAgent", "ContractSize", "Commission", - "FX Rate", - "FWD FX points", + "FXRate", + "FWDFXpoints", "Fee", "CurrencyTraded", "SettleCurrency", - "FX/BASE rate", - "BASE/FX rate", + "FX/BASErate", + "BASE/FXrate", "StrikePrice", "PutOrCall", - "Derivative Expiry", + "DerivativeExpiry", "SubStrategy", "OrderGroup", "RepoPenalty", @@ -73,54 +73,54 @@ GTL = [ "CurrentFace", "CurrentPrincipalFactor", "AccrualFactor", - "Tax Rate", + "TaxRate", "Expenses", "Fees", "PostCommAndFeesOnInit", - "Implied Commission Flag", - "Transaction Type", - "Master Confrim Type", - "Matrix Term", + "ImpliedCommissionFlag", + "TransactionType", + "MasterConfrimType", + "MatrixTerm", "EMInternalSeqNo.", "ObjectivePrice", "MarketPrice", - "Stop Price", + "StopPrice", "NetConsdieration", - "Fixing Date", - "Delivery Instructions", - "Force Match ID", - "Force Match Type", - "Force Match Notes", - "Commission Rate for Allocation", - "Commission Amount for Fill", - "Expense Amount for Fill", - "Fee Amount for Fill", - "Standard Strategy", - "Strategy Link Name", - "Strategy Group", - "Fill FX Settle Amount", + "FixingDate", + "DeliveryInstructions", + "ForceMatchID", + "ForceMatchType", + "ForceMatchNotes", + "CommissionRateforAllocation", + "CommissionAmountforFill", + "ExpenseAmountforFill", + "FeeAmountforFill", + "StandardStrategy", + "StrategyLinkName", + "StrategyGroup", + "FillFXSettleAmount", "Reserved", "Reserved", - "Deal Attributes", - "Finance Leg", - "Performance Leg", + "DealAttributes", + "FinanceLeg", + "PerformanceLeg", "Attributes", - "Deal Symbol", - "Initial margin type ", - "Initial Margin Amount", - "Initial margin CCY ", - "Confirm Status", + "DealSymbol", + "Initialmargintype", + "InitialMarginAmount", + "InitialmarginCCY", + "ConfirmStatus", "Counterparty", - "Trader Notes", - "Convert Priceto Settle Ccy", - "Bond Coupon Type", - "Generic Fees Enabled", - "Generic Fees Listing", - "Order Level Attributes", + "TraderNotes", + "ConvertPricetoSettleCcy", + "BondCouponType", + "GenericFeesEnabled", + "GenericFeesListing", + "OrderLevelAttributes", "Settling/Sub", - "Confirmation Time", - "Confirmation Means", - "Payment Date", + "ConfirmationTime", + "ConfirmationMeans", + "PaymentDate", "", "", "", |
