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Diffstat (limited to 'python/headers.py')
| -rw-r--r-- | python/headers.py | 251 |
1 files changed, 251 insertions, 0 deletions
diff --git a/python/headers.py b/python/headers.py index e271796a..07f24b72 100644 --- a/python/headers.py +++ b/python/headers.py @@ -621,6 +621,257 @@ 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] |