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Diffstat (limited to 'python/headers/citco.py')
| -rw-r--r-- | python/headers/citco.py | 338 |
1 files changed, 338 insertions, 0 deletions
diff --git a/python/headers/citco.py b/python/headers/citco.py new file mode 100644 index 00000000..b836787b --- /dev/null +++ b/python/headers/citco.py @@ -0,0 +1,338 @@ +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", +] |