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-rw-r--r--python/csv_headers/citco.py106
1 files changed, 53 insertions, 53 deletions
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py
index 483b776f..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",
"",
"",
"",