diff options
Diffstat (limited to 'python/headers.py')
| -rw-r--r-- | python/headers.py | 251 |
1 files changed, 0 insertions, 251 deletions
diff --git a/python/headers.py b/python/headers.py index 3143a93b..b5057a22 100644 --- a/python/headers.py +++ b/python/headers.py @@ -591,257 +591,6 @@ MTM_HEADERS = { ], } -CITCO_HEADERS = { - "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", - "Symbol", - "(BLANK)", - "Birth)date", - "Death_date", - "Active", - "(Blank)", - "(Blank)", - "(Blank)", - "Sec_Desc", - "(Blank)", - "LocalCcy", - "Country", - "SettleCal", - "(Blank)", - "Tick Size", - "MarketID", - "Price Base", - "Price Factor", - "FixRate", - "ResetFreq", - "(Blank)", - "(Blank)", - "1st Cpn Date", - "Last Cpn Date", - "Coupon Rate", - "Cash Flow Freq_Id", - "SettleDays", - "DayCount_ID", - "AccruMethodID", - "AccruStartDate", - "IssueAmount", - "CreditEvent", - "Counter Party", - "Ctpy Abbrev", - "Tier", - "Ctpy Country", - "Ctpy Country", - "Ctpy moody", - "Bond Class", - "Bond Type", - "Seris Code", - "(Blank)", - "Rate Set Date", - "General Direction", - "Principal Exch TypeID", - "S_P_PaymentFreqID", - "S_P_Currency Code", - "S_P_RateIndexID", - "S_P_AccrualMethodID", - "S_P_Interest Rate", - "S_P_Payment Calandar", - "S_P_Day Convention", - "S_P_ResetFreqID", - "S_P_Notional Amt", - "S_P_ResetCalandarID", - "S_P_RateSourceID", - "S_P_InitialResetRate", - "(Blank)", - "(Blank)", - "(Blank)", - "(Blank)", - "S_R_PaymentFreqID", - "S_R_CurrencyCode", - "S_R_RateIndexID", - "S_R_AccrualMethondID", - "S_R_Interest Rate", - "S_R_PaymentCalandarID", - "S_R_DayConventionID", - "S_R_ResetFreqID", - "S_R_NotionalAmount", - "S_R_ResetCalandarID", - "S_R_RateSource", - "S_R_InitialReset Rate", - "(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", - "(Blank)", - "Option Type", - "Strike Month", - "Strike Price", - "Expiration Date", - "Put/Call Flag", - "Contract Size", - "Cash Rebate", - "Barrier 1", - "Barrier 2", - ], - "GTL": [ - "OrdStatus", - "ExecTransType", - "ClientOrderID", - "Fill ID", - "ID of Order Or Fill for Action", - "Lot Number", - "Symbol", - "Security Type", - "Security Currency", - "Security Description", - "Buy/Sell/ Short/ Cover", - "Open Close", - "ID Source", - "Security Id", - "ISIN", - "CUSIP", - "SEDOL", - "Bloomberg", - "CINS", - "When Issued", - "Issue Date", - "Maturity Date", - "Coupon %; \nRepo Rate in %", - "Execution Interest Days", - "Accrued Interest", - "Face Value", - "Repo Type", - "Repo Currency", - "Day Count Fraction / Repo Calendar", - "Repo Loan Amount (in Unit of Settle Currency)", - "Trader", - "Order Qty", - "Fill Qty", - "Cum Qty", - "Hair Cut", - "Avg Price", - "Fill Price", - "Trade Date", - "Trade Time", - "Execution Date", - "Execution Time", - "Settlement Date", - "Executing User", - "Operations Notes/ Comment", - "Account", - "Fund", - "SubFund", - "Allocation Code", - "Strategy Code", - "Execution Broker", - "Clearing Agent", - "Contract Size", - "Commission", - "FX Rate", - "FWD FX Points", - "Fee", - "Currency Traded", - "Settle Currency", - "FX/BASE Rate", - "BASE/FX Rate", - "Strike Price", - "Put or Call", - "Derivative Expiry", - "Sub Strategy", - "Order Group", - "RepoPenalty", - "Commission turn", - "Alloc Rule", - "Payment Freq", - "Rate Source", - "Spread", - "Current Face", - "Current Principal Factor", - "Accrual Factor", - "Tax Rate", - "Expenses", - "Fees", - "PostCommAndFeesOnInit", - "Implied Commission Flag", - "Transaction Type", - "Master Confirm Type", - "Matrix Term", - "EMInternalSeqNo", - "ObjectivePrice", - "MarketPrice", - "StopPrice", - "NetConsideration", - "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", - "Reserved ", - "Reserved ", - "Deal Attributes ", - "Finance Leg", - "Perfermance Leg", - "Attributes", - "Deal Symbol", - "Initial Margin Type", - "initial Margin Amount", - "Initial Margin Currency", - "Confirm Status", - "CounterParty ", - "Trader Notes", - "Convert Price to Settle Ccy", - "Bond Coupon Type", - "Generic Fees Enabled", - "Generic Fees Listing", - "Order Level Attributes", - "Settling/Sub", - "Confirmation Time", - "Confirmation Means", - "Payment Date", - ], -} - def get_headers(trade_type, fund): headers = HEADERS[trade_type] |