diff options
Diffstat (limited to 'python/headers/citco.py')
| -rw-r--r-- | python/headers/citco.py | 338 |
1 files changed, 0 insertions, 338 deletions
diff --git a/python/headers/citco.py b/python/headers/citco.py deleted file mode 100644 index b836787b..00000000 --- a/python/headers/citco.py +++ /dev/null @@ -1,338 +0,0 @@ -GTL = [ - "OrdStatus", - "ExecTransType", - "ClientOrderID", - "Fill ID", - "ID of Order Or Fill for Action", - "LotNumber", - "Symbol", - "SecurityType", - "Security Currency", - "Security Description", - "BuySellShortCover", - "OpenClose", - "IDSource", - "SecurityID", - "ISIN", - "CUSIP", - "SEDOL", - "Bloomberg", - "CINS", - "WhenIssued", - "IssueDate", - "Maturity Date", - "Coupon %", - "ExecutionInterestDays", - "AccruedInterest", - "FaceValue", - "RollableType", - "Repo Currency", - "Day Count Fraction / Repo Calendar", - "RepoLoanAmount", - "Trader", - "OrderQty", - "FillQty", - "CumQty", - "HairCut", - "Avg Price", - "FillPrice", - "TradeDate", - "TradeTime", - "OrigDate", - "Unused", - "SettlementDate", - "Executing User", - "Comment", - "Account", - "Fund", - "SubFund", - "AllocationCode", - "StrategyCode", - "Execution Broker", - "Clearing Agent", - "ContractSize", - "Commission", - "FX Rate", - "FWD FX points", - "Fee", - "CurrencyTraded", - "SettleCurrency", - "FX/BASE rate", - "BASE/FX rate", - "StrikePrice", - "PutOrCall", - "Derivative Expiry", - "SubStrategy", - "OrderGroup", - "RepoPenalty", - "CommissionTurn", - "AllocRule", - "PaymentFreq", - "RateSource", - "Spread", - "CurrentFace", - "CurrentPrincipalFactor", - "AccrualFactor", - "Tax Rate", - "Expenses", - "Fees", - "PostCommAndFeesOnInit", - "Implied Commission Flag", - "Transaction Type", - "Master Confrim Type", - "Matrix Term", - "EMInternalSeqNo.", - "ObjectivePrice", - "MarketPrice", - "Stop Price", - "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", - "Reserved", - "Reserved", - "Deal Attributes", - "Finance Leg", - "Performance Leg", - "Attributes", - "Deal Symbol", - "Initial margin type ", - "Initial Margin Amount", - "Initial margin CCY ", - "Confirm Status", - "Counterparty", - "Trader Notes", - "Convert Priceto Settle Ccy", - "Bond Coupon Type", - "Generic Fees Enabled", - "Generic Fees Listing", - "Order Level Attributes", - "Settling/Sub", - "Confirmation Time", - "Confirmation Means", - "Payment Date", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", - "", -] -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", - "Notes", - "(Blank)", - "Delivery Period Type", - "Delivery Period", - "Delivery Abbrev", - "Days Delay", - "Current Principal Factor", - "Accrual Factor", - "(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_Floating Rate_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", - "ValueDate1", - "EndDate1", - "ValueDate2", - "EndDate2", - "ValueDate3", - "EndDate3", - "ValueDate4", - "EndDate4", - "ValueDate5", - "EndDate5", - "Foreign Flag", - "Restricted Flag", - "Par Value", - "Shares Outstanding", - "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", -] |