diff options
Diffstat (limited to 'python/csv_headers')
| -rw-r--r-- | python/csv_headers/citco.py | 322 |
1 files changed, 161 insertions, 161 deletions
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py index b836787b..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", "", "", "", @@ -145,23 +145,23 @@ GTL = [ GIL = [ "Command", "Group_Id", - "Unique Identifier", - "Instrument Type", - "Underlying ID Source", - "Underlying Security Id", - "Underlying ISIN", - "Underlying CUSIP", - "Underlying SEDOL", - "Underlying Bloomberg Code", - "Underlying CINS", - "Underlying RIC", - "Underlying CDS", - "Underlying CDSDN", - "Underlying User ID", - "Underlying TID", + "UniqueIdentifier", + "InstrumentType", + "UnderlyingIDSource", + "UnderlyingSecurityId", + "UnderlyingISIN", + "UnderlyingCUSIP", + "UnderlyingSEDOL", + "UnderlyingBloombergCode", + "UnderlyingCINS", + "UnderlyingRIC", + "UnderlyingCDS", + "UnderlyingCDSDN", + "UnderlyingUserID", + "UnderlyingTID", "Symbol", "(BLANK)", - "Birth)date", + "Birth_date", "Death_date", "Active", "(Blank)", @@ -173,46 +173,46 @@ GIL = [ "Country", "SettleCal", "(Blank)", - "Tick Size", + "TickSize", "MarketID", - "Price Base", - "Price Factor", + "PriceBase", + "PriceFactor", "FixRate", "ResetFreq", "(Blank)", "(Blank)", - "1st Cpn Date", - "Last Cpn Date", - "Coupon Rate", - "Cash Flow Freq_Id", + "1stCpnDate", + "LastCpnDate", + "CouponRate", + "CashFlowFreq_Id", "SettleDays", "DayCount_ID", "AccruMethodID", "AccruStartDate", "IssueAmount", "CreditEvent", - "Counter Party", - "Ctpy Abbrev", + "CounterParty", + "CtpyAbbrev", "Tier", - "Ctpy Country", - "Ctpy Country", - "Ctpy moody", - "Bond Class", - "Bond Type", - "Seris Code", + "CtpyCountry", + "CtpyCountry", + "Ctpymoody", + "BondClass", + "BondType", + "SerisCode", "(Blank)", - "Rate Set Date", - "General Direction", - "Principal Exch TypeID", + "RateSetDate", + "GeneralDirection", + "PrincipalExchTypeID", "S_P_PaymentFreqID", - "S_P_Currency Code", + "S_P_CurrencyCode", "S_P_RateIndexID", "S_P_AccrualMethodID", - "S_P_Interest Rate", - "S_P_Payment Calandar", - "S_P_Day Convention", + "S_P_InterestRate", + "S_P_PaymentCalandarID", + "S_P_DayConventionID", "S_P_ResetFreqID", - "S_P_Notional Amt", + "S_P_NotionalAmt", "S_P_ResetCalandarID", "S_P_RateSourceID", "S_P_InitialResetRate", @@ -223,56 +223,56 @@ GIL = [ "S_R_PaymentFreqID", "S_R_CurrencyCode", "S_R_RateIndexID", - "S_R_AccrualMethondID", - "S_R_Interest Rate", + "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_InitialReset Rate", + "S_R_InitialResetRate", "(Blank)", "(Blank)", "(Blank)", "(Blank)", - "Other Code 1", - "Other Code 1-Value", - "Other Code2", - "Other Code 2-Value", - "Attribute 1", - "Attribute 1-Value", - "Attribute 1-Type", - "Attribute 2", - "Attribute 2-Value", - "Attribute 2-Type", - "Attribute 3", - "Attribute 3-Value", - "Attribute 3-Type", - "Attribute 4", - "Attribute 4-Value", - "Attribute 4-Type", - "Attribute 5", - "Attribute 5-Value", - "Attribute 5-Type", + "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)", - "Option Type", - "Strike Month", - "Strike Price", - "Expiration Date", - "Put/Call Flag", - "Contract Size", - "Cash Rebate", - "Barrier 1", - "Barrier 2", + "OptionType", + "StrikeMonth", + "StrikePrice", + "ExpirationDate", + "Put/CallFlag", + "ContractSize", + "CashRebate", + "Barrier1", + "Barrier2", "Notes", "(Blank)", - "Delivery Period Type", - "Delivery Period", - "Delivery Abbrev", - "Days Delay", - "Current Principal Factor", - "Accrual Factor", + "DeliveryPeriodType", + "DeliveryPeriod", + "DeliveryAbbrev", + "DaysDelay", + "CurrentPrincipalFactor", + "AccrualFactor", "(Blank)", "Odd_First_Coupon", "Odd_Last_Coupon", @@ -290,18 +290,18 @@ GIL = [ "Rate_Change_Fre", "Spread_Start_Date", "Rate_Source_Id", - "OTC_Floating Rate_Flag", + "OTC_FloatingRate_Flag", "VAR_Start_Date", - "Future Name", - "Last Trade Date", - "L Code", - "Current Start Date", - "Spot Limit Date", - "First Notice Date", - "Last Notice Date", - "CTD TID", - "CTD Conv. Factor", - "Roll Date", + "FutureName", + "LastTradeDate", + "LCode", + "CurrentStartDate", + "SpotLimitDate", + "FirstNoticeDate", + "LastNoticeDate", + "CTDTID", + "CTDConv.Factor", + "RollDate", "ValueDate1", "EndDate1", "ValueDate2", @@ -312,27 +312,27 @@ GIL = [ "EndDate4", "ValueDate5", "EndDate5", - "Foreign Flag", - "Restricted Flag", - "Par Value", - "Shares Outstanding", + "ForeignFlag", + "RestrictedFlag", + "ParValue", + "SharesOutstanding", "Industry_SIC_ID", - "GICS Level 3 ID", - "Inflation Index Flag", - "Linear Accrual Calc Flag", - "Expiration Time", - "Expiration Time Zone Id", - "Swap Start Date", - "Exp Value Date Time Component", - "Basket Type ID", - "Basket Link Amount 2 ", - "Basket Link Percent 2 ", - "Basket Link TID 3", - "Basket Link Amount 3", - "Basket Link Percent 3", - "Basket Link From Date", - "Basket Link To Date", - "Basket Link Comments ", - "Barrier Option Window 1 ", - "Barrier Option Window 2", + "GICSLevel3ID", + "InflationIndexFlag", + "LinearAccrualCalcFlag", + "ExpirationTime", + "ExpirationTimeZoneId", + "SwapStartDate", + "ExpValueDateTimeComponent", + "BasketTypeID", + "BasketLinkAmount2", + "BasketLinkPercent2", + "BasketLinkTID3", + "BasketLinkAmount3", + "BasketLinkPercent3", + "BasketLinkFromDate", + "BasketLinkToDate", + "BasketLinkComments", + "BarrierOptionWindow1", + "BarrierOptionWindow2", ] |