"""
Copyright 2019 Goldman Sachs.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing,
software distributed under the License is distributed on an
"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
KIND, either express or implied. See the License for the
specific language governing permissions and limitations
under the License.
"""
from gs_quant.base import *
import deprecation
import datetime
from typing import Dict, Optional, Tuple, Union
from dataclasses import dataclass, field
from dataclasses_json import LetterCase, config, dataclass_json
from enum import Enum
class AccrualConvention(EnumBase, Enum):
Adjusted = 'Adjusted'
Unadjusted = 'Unadjusted'
class AccumOrDecum(EnumBase, Enum):
Accum = 'Accum'
Decum = 'Decum'
Non_Standard = 'Non-Standard'
class AccumulatorType(EnumBase, Enum):
Terminating = 'Terminating'
Non_Terminating = 'Non-Terminating'
class AggregationLevel(EnumBase, Enum):
"""Aggregation Level"""
Type = 'Type'
Asset = 'Asset'
Class = 'Class'
Point = 'Point'
[docs]class AssetClass(EnumBase, Enum):
"""Asset classification of security. Assets are classified into broad groups which
exhibit similar characteristics and behave in a consistent way under
different market conditions"""
Cash = 'Cash'
Commod = 'Commod'
Credit = 'Credit'
Cross_Asset = 'Cross Asset'
Digital_Asset = 'Digital Asset'
Econ = 'Econ'
Equity = 'Equity'
Fund = 'Fund'
FX = 'FX'
Mortgage = 'Mortgage'
Rates = 'Rates'
Repo = 'Repo'
Loan = 'Loan'
Social = 'Social'
Cryptocurrency = 'Cryptocurrency'
class AssetStatsPeriod(EnumBase, Enum):
"""The period used to produce date range."""
_1y = '1y'
_3y = '3y'
_5y = '5y'
_10y = '10y'
class AssetStatsType(EnumBase, Enum):
"""Is it rolling, none etc."""
Rolling = 'Rolling'
Calendar = 'Calendar'
YTD = 'YTD'
class AssetType(EnumBase, Enum):
"""Asset type differentiates the product categorization or contract type"""
Access = 'Access'
Accumulator = 'Accumulator'
AccumulatorScheduleLeg = 'AccumulatorScheduleLeg'
AssetSwapFxdFlt = 'AssetSwapFxdFlt'
AssetSwapFxdFxd = 'AssetSwapFxdFxd'
Any = 'Any'
Autoroll = 'Autoroll'
AveragePriceOption = 'AveragePriceOption'
Basis = 'Basis'
BasisSwap = 'BasisSwap'
Benchmark = 'Benchmark'
Benchmark_Rate = 'Benchmark Rate'
Binary = 'Binary'
Bond = 'Bond'
Bond_Forward = 'Bond Forward'
BondFuture = 'BondFuture'
BondFutureOption = 'BondFutureOption'
BondOption = 'BondOption'
Calendar_Spread = 'Calendar Spread'
Cap = 'Cap'
Cash = 'Cash'
Certificate = 'Certificate'
CD = 'CD'
Cliquet = 'Cliquet'
CMSOption = 'CMSOption'
CMSOptionStrip = 'CMSOptionStrip'
CMSSpreadOption = 'CMSSpreadOption'
CMSSpreadOptionStrip = 'CMSSpreadOptionStrip'
Coin = 'Coin'
Commodity = 'Commodity'
CommodityReferencePrice = 'CommodityReferencePrice'
CommodVarianceSwap = 'CommodVarianceSwap'
CommodityPowerNode = 'CommodityPowerNode'
CommodityPowerAggregatedNodes = 'CommodityPowerAggregatedNodes'
CommodityEUNaturalGasHub = 'CommodityEUNaturalGasHub'
CommodityNaturalGasHub = 'CommodityNaturalGasHub'
Company = 'Company'
Convertible = 'Convertible'
CorrelationSwap = 'CorrelationSwap'
CorrelationSwapLeg = 'CorrelationSwapLeg'
Credit_Basket = 'Credit Basket'
Cross = 'Cross'
CSL = 'CSL'
Currency = 'Currency'
Custom_Basket = 'Custom Basket'
Cryptocurrency = 'Cryptocurrency'
Default_Swap = 'Default Swap'
DiscreteLock = 'DiscreteLock'
DoubleKnockout = 'DoubleKnockout'
DoubleTouch = 'DoubleTouch'
DualDoubleKnockout = 'DualDoubleKnockout'
DualDoubleKnockoutLeg = 'DualDoubleKnockoutLeg'
Economic = 'Economic'
Endowment = 'Endowment'
Equity_Basket = 'Equity Basket'
EuropeanKnockout = 'EuropeanKnockout'
ETF = 'ETF'
ETN = 'ETN'
Event = 'Event'
FRA = 'FRA'
FixedLeg = 'FixedLeg'
Fixing = 'Fixing'
FloatLeg = 'FloatLeg'
Floor = 'Floor'
Forward = 'Forward'
Fund = 'Fund'
Future = 'Future'
FutureContract = 'FutureContract'
FutureMarket = 'FutureMarket'
FutureOption = 'FutureOption'
FutureStrategy = 'FutureStrategy'
FXForward = 'FXForward'
Hedge_Fund = 'Hedge Fund'
Index = 'Index'
IndexOption = 'IndexOption'
InflationSwap = 'InflationSwap'
Inter_Commodity_Spread = 'Inter-Commodity Spread'
InvoiceSpread = 'InvoiceSpread'
Knockout = 'Knockout'
MacroBasket = 'MacroBasket'
Market_Location = 'Market Location'
MLF = 'MLF'
Multi_Asset_Allocation = 'Multi-Asset Allocation'
MultiCrossBinary = 'MultiCrossBinary'
MultiCrossBinaryLeg = 'MultiCrossBinaryLeg'
MultiCrossDoubleBinary = 'MultiCrossDoubleBinary'
MultiCrossDoubleBinaryLeg = 'MultiCrossDoubleBinaryLeg'
MultiCrossDoubleTouch = 'MultiCrossDoubleTouch'
MultiCrossDoubleTouchLeg = 'MultiCrossDoubleTouchLeg'
Mutual_Fund = 'Mutual Fund'
Native_Asset = 'Native Asset'
Note = 'Note'
OneTouch = 'OneTouch'
Option = 'Option'
OptionLeg = 'OptionLeg'
OptionPeriod = 'OptionPeriod'
OptionStrategy = 'OptionStrategy'
Peer_Group = 'Peer Group'
Pension_Fund = 'Pension Fund'
Pivot = 'Pivot'
PivotScheduleLeg = 'PivotScheduleLeg'
Preferred_Stock = 'Preferred Stock'
Physical = 'Physical'
Precious_Metal = 'Precious Metal'
Precious_Metal_Swap = 'Precious Metal Swap'
Precious_Metal_RFQ = 'Precious Metal RFQ'
Reference_Entity = 'Reference Entity'
Research_Basket = 'Research Basket'
Rate = 'Rate'
Risk_Premia = 'Risk Premia'
Roll = 'Roll'
Securities_Lending_Loan = 'Securities Lending Loan'
Share_Class = 'Share Class'
Single_Stock = 'Single Stock'
ShiftingBermForward = 'ShiftingBermForward'
Swap = 'Swap'
SwapLeg = 'SwapLeg'
SwapStrategy = 'SwapStrategy'
Swaption = 'Swaption'
Synthetic = 'Synthetic'
Systematic_Hedging = 'Systematic Hedging'
Tarf = 'Tarf'
TarfScheduleLeg = 'TarfScheduleLeg'
Token = 'Token'
VarianceSwap = 'VarianceSwap'
VolatilitySwap = 'VolatilitySwap'
VolVarSwap = 'VolVarSwap'
WeatherIndex = 'WeatherIndex'
WorstOf = 'WorstOf'
WorstOfLeg = 'WorstOfLeg'
WorstOfKO = 'WorstOfKO'
WorstOfKOLeg = 'WorstOfKOLeg'
XccySwap = 'XccySwap'
XccySwapFixFix = 'XccySwapFixFix'
XccySwapFixFlt = 'XccySwapFixFlt'
XccySwapMTM = 'XccySwapMTM'
SyntheticOETTerms = 'SyntheticOETTerms'
SyntheticSchedule = 'SyntheticSchedule'
SyntheticLeg = 'SyntheticLeg'
class AswType(EnumBase, Enum):
"""Asset Swap Type"""
Par = 'Par'
Proceeds = 'Proceeds'
class BasketAction(EnumBase, Enum):
"""Indicates what was the action taken on basket - create/edit/rebalance"""
Create = 'Create'
Edit = 'Edit'
Rebalance = 'Rebalance'
class BasketValuationSource(EnumBase, Enum):
"""The source of basket pricing"""
GS = 'GS'
BVAL = 'BVAL'
CBBT = 'CBBT'
class BestWorst(EnumBase, Enum):
Best = 'Best'
Worst = 'Worst'
class BondStrikeType(EnumBase, Enum):
"""The type of the bond strike - price, yield etc"""
Price = 'Price'
Yield = 'Yield'
class BusinessDayConvention(EnumBase, Enum):
"""Business Day Convention"""
Following = 'Following'
Modified_Following = 'Modified Following'
Previous = 'Previous'
Unadjusted = 'Unadjusted'
class BuySell(EnumBase, Enum):
"""Buy or Sell side of contract"""
Buy = 'Buy'
Sell = 'Sell'
class CDOptionType(EnumBase, Enum):
"""Credit Option Type"""
Call = 'Call'
Put = 'Put'
Straddle = 'Straddle'
Payer = 'Payer'
Receiver = 'Receiver'
Digital_Call = 'Digital Call'
Digital_Put = 'Digital Put'
class CommodMeanRule(EnumBase, Enum):
"""Commodity mean rule"""
Do_Not_Remove = 'Do Not Remove'
Remove_Calculated = 'Remove Calculated'
Remove_Fixed = 'Remove Fixed'
class CommodUnit(EnumBase, Enum):
"""A coding scheme value to identify the unit of measure (e.g. Therms) in which the
undelryer is denominated."""
Lot = 'Lot'
MegaWattHour = 'MegaWattHour'
Metric_Ton = 'Metric Ton'
Million_British_Thermal_Units = 'Million British Thermal Units'
Oil_Barrel = 'Oil Barrel'
Troy_Pound = 'Troy Pound'
US_Gallon = 'US Gallon'
class CommoditySector(EnumBase, Enum):
"""The sector of the commodity"""
Base_metals = 'Base metals'
Precious_metals = 'Precious metals'
Energy = 'Energy'
Agriculturals = 'Agriculturals'
Power = 'Power'
class CountryCode(EnumBase, Enum):
"""ISO Country code"""
AU = 'AU'
CX = 'CX'
CC = 'CC'
HM = 'HM'
NF = 'NF'
NZ = 'NZ'
CK = 'CK'
NU = 'NU'
TK = 'TK'
JP = 'JP'
JN = 'JN'
EU = 'EU'
ER = 'ER'
EZ = 'EZ'
AT = 'AT'
BE = 'BE'
FI = 'FI'
FR = 'FR'
GF = 'GF'
PF = 'PF'
TF = 'TF'
GP = 'GP'
MQ = 'MQ'
YT = 'YT'
NC = 'NC'
RE = 'RE'
SH = 'SH'
PM = 'PM'
WF = 'WF'
DE = 'DE'
GE = 'GE'
GR = 'GR'
IE = 'IE'
IT = 'IT'
LU = 'LU'
NL = 'NL'
AW = 'AW'
AN = 'AN'
PT = 'PT'
ES = 'ES'
BY = 'BY'
CH = 'CH'
SE = 'SE'
SW = 'SW'
DK = 'DK'
FO = 'FO'
NO = 'NO'
BV = 'BV'
SJ = 'SJ'
LI = 'LI'
GB = 'GB'
UK = 'UK'
AI = 'AI'
IO = 'IO'
KY = 'KY'
FK = 'FK'
GI = 'GI'
MS = 'MS'
PN = 'PN'
GS = 'GS'
TC = 'TC'
VG = 'VG'
JE = 'JE'
_02 = '02'
US = 'US'
AS = 'AS'
GU = 'GU'
MP = 'MP'
PR = 'PR'
UM = 'UM'
VI = 'VI'
CA = 'CA'
AR = 'AR'
BA = 'BA'
BD = 'BD'
BG = 'BG'
BS = 'BS'
BM = 'BM'
BO = 'BO'
BR = 'BR'
CL = 'CL'
CN = 'CN'
CO = 'CO'
CR = 'CR'
CZ = 'CZ'
DO = 'DO'
EC = 'EC'
EG = 'EG'
GA = 'GA'
GT = 'GT'
HK = 'HK'
HR = 'HR'
HU = 'HU'
IL = 'IL'
IM = 'IM'
IR = 'IR'
IS = 'IS'
JO = 'JO'
KE = 'KE'
KR = 'KR'
KZ = 'KZ'
LB = 'LB'
LK = 'LK'
LT = 'LT'
MA = 'MA'
MH = 'MH'
ML = 'ML'
MO = 'MO'
MT = 'MT'
MX = 'MX'
MY = 'MY'
NI = 'NI'
OM = 'OM'
PA = 'PA'
PD = 'PD'
PE = 'PE'
PH = 'PH'
PK = 'PK'
PL = 'PL'
QA = 'QA'
RO = 'RO'
RU = 'RU'
SA = 'SA'
SG = 'SG'
SI = 'SI'
SK = 'SK'
SV = 'SV'
TH = 'TH'
TN = 'TN'
TP = 'TP'
TR = 'TR'
TW = 'TW'
UA = 'UA'
UY = 'UY'
VE = 'VE'
VN = 'VN'
ZA = 'ZA'
BH = 'BH'
EE = 'EE'
GH = 'GH'
ME = 'ME'
RS = 'RS'
ZM = 'ZM'
ZW = 'ZW'
TT = 'TT'
AE = 'AE'
KW = 'KW'
BB = 'BB'
LV = 'LV'
GG = 'GG'
CY = 'CY'
CI = 'CI'
MU = 'MU'
PY = 'PY'
HN = 'HN'
BZ = 'BZ'
NA = 'NA'
FJ = 'FJ'
BW = 'BW'
DZ = 'DZ'
MN = 'MN'
SN = 'SN'
TZ = 'TZ'
AD = 'AD'
AG = 'AG'
AL = 'AL'
AM = 'AM'
AO = 'AO'
AZ = 'AZ'
BF = 'BF'
BI = 'BI'
BJ = 'BJ'
BN = 'BN'
BT = 'BT'
CD = 'CD'
CF = 'CF'
CG = 'CG'
CM = 'CM'
CU = 'CU'
CV = 'CV'
CS = 'CS'
DJ = 'DJ'
DM = 'DM'
EH = 'EH'
ET = 'ET'
FM = 'FM'
GD = 'GD'
GL = 'GL'
GM = 'GM'
GN = 'GN'
GQ = 'GQ'
GW = 'GW'
GY = 'GY'
HT = 'HT'
ID = 'ID'
IN = 'IN'
IQ = 'IQ'
JM = 'JM'
KG = 'KG'
KH = 'KH'
KI = 'KI'
KM = 'KM'
KN = 'KN'
KP = 'KP'
LA = 'LA'
LC = 'LC'
LR = 'LR'
LS = 'LS'
LY = 'LY'
MC = 'MC'
MD = 'MD'
MG = 'MG'
MK = 'MK'
MM = 'MM'
MR = 'MR'
MV = 'MV'
MW = 'MW'
MZ = 'MZ'
NE = 'NE'
NG = 'NG'
NP = 'NP'
NR = 'NR'
PG = 'PG'
PW = 'PW'
RW = 'RW'
SB = 'SB'
SC = 'SC'
SD = 'SD'
SL = 'SL'
SM = 'SM'
SO = 'SO'
SR = 'SR'
ST = 'ST'
SY = 'SY'
SZ = 'SZ'
TD = 'TD'
TG = 'TG'
TJ = 'TJ'
TL = 'TL'
TM = 'TM'
TO = 'TO'
TV = 'TV'
UG = 'UG'
UZ = 'UZ'
VA = 'VA'
VC = 'VC'
VU = 'VU'
WS = 'WS'
YE = 'YE'
class CreditOptionStrikeType(EnumBase, Enum):
Spread_Adj = 'Spread Adj'
Delta = 'Delta'
class CreditOptionType(EnumBase, Enum):
Payer = 'Payer'
Receiver = 'Receiver'
class Currency(EnumBase, Enum):
"""Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)"""
_ = ''
ACU = 'ACU'
ADP = 'ADP'
AED = 'AED'
AFA = 'AFA'
ALL = 'ALL'
AMD = 'AMD'
ANG = 'ANG'
AOA = 'AOA'
AOK = 'AOK'
AON = 'AON'
ARA = 'ARA'
ARS = 'ARS'
ARZ = 'ARZ'
ATS = 'ATS'
AUD = 'AUD'
AUZ = 'AUZ'
AZM = 'AZM'
AZN = 'AZN'
B03 = 'B03'
BAD = 'BAD'
BAK = 'BAK'
BAM = 'BAM'
BBD = 'BBD'
BDN = 'BDN'
BDT = 'BDT'
BEF = 'BEF'
BGL = 'BGL'
BGN = 'BGN'
BHD = 'BHD'
BIF = 'BIF'
BMD = 'BMD'
BND = 'BND'
BOB = 'BOB'
BR6 = 'BR6'
BRE = 'BRE'
BRF = 'BRF'
BRL = 'BRL'
BRR = 'BRR'
BSD = 'BSD'
BTC = 'BTC'
BTN = 'BTN'
BTR = 'BTR'
BWP = 'BWP'
BYR = 'BYR'
BZD = 'BZD'
C23 = 'C23'
CAC = 'CAC'
CAD = 'CAD'
CAZ = 'CAZ'
CCI = 'CCI'
CDF = 'CDF'
CFA = 'CFA'
CHF = 'CHF'
CHZ = 'CHZ'
CLF = 'CLF'
CLP = 'CLP'
CLZ = 'CLZ'
CNH = 'CNH'
CNO = 'CNO'
CNY = 'CNY'
CNZ = 'CNZ'
COP = 'COP'
COZ = 'COZ'
CPB = 'CPB'
CPI = 'CPI'
CRC = 'CRC'
CUP = 'CUP'
CVE = 'CVE'
CYP = 'CYP'
CZH = 'CZH'
CZK = 'CZK'
DAX = 'DAX'
DEM = 'DEM'
DIJ = 'DIJ'
DJF = 'DJF'
DKK = 'DKK'
DOP = 'DOP'
DZD = 'DZD'
E51 = 'E51'
E52 = 'E52'
E53 = 'E53'
E54 = 'E54'
ECI = 'ECI'
ECS = 'ECS'
ECU = 'ECU'
EEK = 'EEK'
EF0 = 'EF0'
EGP = 'EGP'
ESP = 'ESP'
ETB = 'ETB'
ETH = 'ETH'
EUR = 'EUR'
EUZ = 'EUZ'
F06 = 'F06'
FED = 'FED'
FIM = 'FIM'
FJD = 'FJD'
FKP = 'FKP'
FRF = 'FRF'
FT1 = 'FT1'
GBP = 'GBP'
GBZ = 'GBZ'
GEK = 'GEK'
GEL = 'GEL'
GHC = 'GHC'
GHS = 'GHS'
GHY = 'GHY'
GIP = 'GIP'
GLD = 'GLD'
GLR = 'GLR'
GMD = 'GMD'
GNF = 'GNF'
GQE = 'GQE'
GRD = 'GRD'
GTQ = 'GTQ'
GWP = 'GWP'
GYD = 'GYD'
HKB = 'HKB'
HKD = 'HKD'
HNL = 'HNL'
HRK = 'HRK'
HSI = 'HSI'
HTG = 'HTG'
HUF = 'HUF'
IDB = 'IDB'
IDO = 'IDO'
IDR = 'IDR'
IEP = 'IEP'
IGP = 'IGP'
ILS = 'ILS'
INO = 'INO'
INP = 'INP'
INR = 'INR'
IPA = 'IPA'
IPX = 'IPX'
IQD = 'IQD'
IRR = 'IRR'
IRS = 'IRS'
ISI = 'ISI'
ISK = 'ISK'
ISO = 'ISO'
ITL = 'ITL'
J05 = 'J05'
JMD = 'JMD'
JNI = 'JNI'
JOD = 'JOD'
JPY = 'JPY'
JPZ = 'JPZ'
JZ9 = 'JZ9'
KES = 'KES'
KGS = 'KGS'
KHR = 'KHR'
KMF = 'KMF'
KOR = 'KOR'
KPW = 'KPW'
KRW = 'KRW'
KWD = 'KWD'
KYD = 'KYD'
KZT = 'KZT'
LAK = 'LAK'
LBA = 'LBA'
LBP = 'LBP'
LHY = 'LHY'
LKR = 'LKR'
LRD = 'LRD'
LSL = 'LSL'
LSM = 'LSM'
LTL = 'LTL'
LUF = 'LUF'
LVL = 'LVL'
LYD = 'LYD'
MAD = 'MAD'
MDL = 'MDL'
MGF = 'MGF'
MKD = 'MKD'
MMK = 'MMK'
MNT = 'MNT'
MOP = 'MOP'
MRO = 'MRO'
MTL = 'MTL'
MTP = 'MTP'
MUR = 'MUR'
MVR = 'MVR'
MWK = 'MWK'
MXB = 'MXB'
MXN = 'MXN'
MXP = 'MXP'
MXW = 'MXW'
MXZ = 'MXZ'
MYO = 'MYO'
MYR = 'MYR'
MZM = 'MZM'
MZN = 'MZN'
NAD = 'NAD'
ND3 = 'ND3'
NGF = 'NGF'
NGI = 'NGI'
NGN = 'NGN'
NIC = 'NIC'
NIO = 'NIO'
NLG = 'NLG'
NOK = 'NOK'
NOZ = 'NOZ'
NPR = 'NPR'
NZD = 'NZD'
NZZ = 'NZZ'
O08 = 'O08'
OMR = 'OMR'
PAB = 'PAB'
PEI = 'PEI'
PEN = 'PEN'
PEZ = 'PEZ'
PGK = 'PGK'
PHP = 'PHP'
PKR = 'PKR'
PLN = 'PLN'
PLZ = 'PLZ'
PSI = 'PSI'
PTE = 'PTE'
PYG = 'PYG'
QAR = 'QAR'
R2K = 'R2K'
ROL = 'ROL'
RON = 'RON'
RSD = 'RSD'
RUB = 'RUB'
RUF = 'RUF'
RUR = 'RUR'
RWF = 'RWF'
SAR = 'SAR'
SBD = 'SBD'
SCR = 'SCR'
SDP = 'SDP'
SDR = 'SDR'
SEK = 'SEK'
SET = 'SET'
SGD = 'SGD'
SGS = 'SGS'
SHP = 'SHP'
SIL = 'SIL'
SIT = 'SIT'
SKK = 'SKK'
SLL = 'SLL'
SRG = 'SRG'
SSI = 'SSI'
STD = 'STD'
SUR = 'SUR'
SVC = 'SVC'
SVT = 'SVT'
SYP = 'SYP'
SZL = 'SZL'
T21 = 'T21'
T51 = 'T51'
T52 = 'T52'
T53 = 'T53'
T54 = 'T54'
T55 = 'T55'
T71 = 'T71'
TE0 = 'TE0'
TED = 'TED'
TF9 = 'TF9'
THB = 'THB'
THO = 'THO'
TMM = 'TMM'
TND = 'TND'
TNT = 'TNT'
TOP = 'TOP'
TPE = 'TPE'
TPX = 'TPX'
TRB = 'TRB'
TRL = 'TRL'
TRY = 'TRY'
TRZ = 'TRZ'
TTD = 'TTD'
TWD = 'TWD'
TZS = 'TZS'
UAH = 'UAH'
UCB = 'UCB'
UDI = 'UDI'
UFC = 'UFC'
UFZ = 'UFZ'
UGS = 'UGS'
UGX = 'UGX'
USB = 'USB'
USD = 'USD'
UVR = 'UVR'
UYP = 'UYP'
UYU = 'UYU'
UZS = 'UZS'
VAC = 'VAC'
VEB = 'VEB'
VEF = 'VEF'
VES = 'VES'
VND = 'VND'
VUV = 'VUV'
WST = 'WST'
XAF = 'XAF'
XAG = 'XAG'
XAU = 'XAU'
XPD = 'XPD'
XPT = 'XPT'
XCD = 'XCD'
XDR = 'XDR'
XEU = 'XEU'
XOF = 'XOF'
XPF = 'XPF'
YDD = 'YDD'
YER = 'YER'
YUD = 'YUD'
YUN = 'YUN'
ZAL = 'ZAL'
ZAR = 'ZAR'
ZAZ = 'ZAZ'
ZMK = 'ZMK'
ZMW = 'ZMW'
ZRN = 'ZRN'
ZRZ = 'ZRZ'
ZWD = 'ZWD'
ZWL = 'ZWL'
AUd = 'AUd'
BWp = 'BWp'
EUr = 'EUr'
GBp = 'GBp'
ILs = 'ILs'
KWd = 'KWd'
MWk = 'MWk'
SGd = 'SGd'
SZl = 'SZl'
USd = 'USd'
ZAr = 'ZAr'
class CurrencyName(EnumBase, Enum):
"""Currency Names"""
United_States_Dollar = 'United States Dollar'
Australian_Dollar = 'Australian Dollar'
Canadian_Dollar = 'Canadian Dollar'
Swiss_Franc = 'Swiss Franc'
Yuan_Renminbi_Hong_Kong = 'Yuan Renminbi (Hong Kong)'
Czech_Republic_Koruna = 'Czech Republic Koruna'
Euro = 'Euro'
Pound_Sterling = 'Pound Sterling'
Japanese_Yen = 'Japanese Yen'
South_Korean_Won = 'South Korean Won'
Malasyan_Ringgit = 'Malasyan Ringgit'
Norwegian_Krone = 'Norwegian Krone'
New_Zealand_Dollar = 'New Zealand Dollar'
Polish_Zloty = 'Polish Zloty'
Russian_Rouble = 'Russian Rouble'
Swedish_Krona = 'Swedish Krona'
South_African_Rand = 'South African Rand'
Yuan_Renminbi_Onshore = 'Yuan Renminbi (Onshore)'
class DayCountFraction(EnumBase, Enum):
"""Day Count Fraction"""
ACT_OVER_360 = 'ACT/360'
ACT_OVER_360_ISDA = 'ACT/360 ISDA'
ACT_OVER_365_Fixed = 'ACT/365 (Fixed)'
ACT_OVER_365_Fixed_ISDA = 'ACT/365 Fixed ISDA'
ACT_OVER_365L_ISDA = 'ACT/365L ISDA'
ACT_OVER_ACT_ISDA = 'ACT/ACT ISDA'
ACT_OVER_ACT_ISMA = 'ACT/ACT ISMA'
_30_OVER_360 = '30/360'
_30E_OVER_360 = '30E/360'
class FallbackType(EnumBase, Enum):
"""Different Rules for Libor Fallback"""
RFR = 'RFR'
LastFixing = 'LastFixing'
class Field(EnumBase, Enum):
"""Field to be returned"""
investmentRate = 'investmentRate'
startingEmmaLegalEntityId = 'startingEmmaLegalEntityId'
bvalMidPrice = 'bvalMidPrice'
mdapiClass = 'mdapiClass'
totalNotionalUSD = 'totalNotionalUSD'
bidUnadjusted = 'bidUnadjusted'
poRisk = 'poRisk'
navTargetQuantity = 'navTargetQuantity'
invertedCross = 'invertedCross'
aggressiveFillsPercentage = 'aggressiveFillsPercentage'
future10yrMarketCap = 'future10yrMarketCap'
vehicleType = 'vehicleType'
totalFatalitiesByState = 'totalFatalitiesByState'
newActive = 'newActive'
dailyRisk = 'dailyRisk'
energy = 'energy'
currentConstituentsNetDebtToEbitda = 'currentConstituentsNetDebtToEbitda'
sunshineDailyForecast = 'sunshineDailyForecast'
sentimentScore = 'sentimentScore'
customerBuySell = 'customerBuySell'
assetParametersUnderlierType = 'assetParametersUnderlierType'
annualizedZCRate = 'annualizedZCRate'
fxQuotedDeltaNoPremiumAdjustment = 'fxQuotedDeltaNoPremiumAdjustment'
settlementRequested = 'settlementRequested'
_0 = '0'
_1 = '1'
_2 = '2'
_3 = '3'
correlation = 'correlation'
exposure = 'exposure'
size = 'size'
_4 = '4'
_5 = '5'
_6 = '6'
_7 = '7'
marketDataAsset = 'marketDataAsset'
_8 = '8'
_9 = '9'
buy75cents = 'buy75cents'
unadjustedHigh = 'unadjustedHigh'
sourceImportance = 'sourceImportance'
closingYield = 'closingYield'
wind = 'wind'
sc16 = 'sc16'
sc15 = 'sc15'
sc12 = 'sc12'
sc11 = 'sc11'
primaryVwapInLimitUnrealizedBps = 'primaryVwapInLimitUnrealizedBps'
displayName = 'displayName'
minutesToTrade100Pct = 'minutesToTrade100Pct'
sc14 = 'sc14'
cumulativeVolumeInShares = 'cumulativeVolumeInShares'
sc13 = 'sc13'
newFatalities = 'newFatalities'
buy50bps = 'buy50bps'
numStaffedBeds = 'numStaffedBeds'
upfrontPayment = 'upfrontPayment'
annualizedRMCTRisk = 'annualizedRMCTRisk'
arrivalMidRealizedCash = 'arrivalMidRealizedCash'
sc10 = 'sc10'
lowLeverage = 'lowLeverage'
sc05 = 'sc05'
lastTradingDateRule = 'lastTradingDateRule'
a = 'a'
sc04 = 'sc04'
manualPricingTrader = 'manualPricingTrader'
b = 'b'
sc07 = 'sc07'
c = 'c'
yieldToMaturity = 'yieldToMaturity'
sc06 = 'sc06'
address = 'address'
sc01 = 'sc01'
leg2PaymentFrequency = 'leg2PaymentFrequency'
sc03 = 'sc03'
sc02 = 'sc02'
geographyName = 'geographyName'
borrower = 'borrower'
shareClassType = 'shareClassType'
settlePrice = 'settlePrice'
currentConstituentsDividendYield = 'currentConstituentsDividendYield'
assetParametersPutAmount = 'assetParametersPutAmount'
assetParametersUnderlier = 'assetParametersUnderlier'
performanceContribution = 'performanceContribution'
nextRebalanceDate = 'nextRebalanceDate'
sc09 = 'sc09'
assetClassificationsDigitalAssetClass = 'assetClassificationsDigitalAssetClass'
mktClass = 'mktClass'
sc08 = 'sc08'
collateralization = 'collateralization'
futureMonthU26 = 'futureMonthU26'
fxCalcDelta = 'fxCalcDelta'
futureMonthU25 = 'futureMonthU25'
futureMonthU24 = 'futureMonthU24'
futureMonthU23 = 'futureMonthU23'
futureMonthU22 = 'futureMonthU22'
statementId = 'statementId'
futureMonthU21 = 'futureMonthU21'
assetParametersSettlementDate = 'assetParametersSettlementDate'
modifiedDuration = 'modifiedDuration'
impliedRetailSellPctShares = 'impliedRetailSellPctShares'
vol180d = 'vol180d'
fxQuotedDelta = 'fxQuotedDelta'
shortRatesContribution = 'shortRatesContribution'
impliedNormalVolatility = 'impliedNormalVolatility'
solarGeneration = 'solarGeneration'
requestedSide = 'requestedSide'
mtmPrice = 'mtmPrice'
swapSpreadChange = 'swapSpreadChange'
realizedArrivalPerformanceUSD = 'realizedArrivalPerformanceUSD'
portfolioAssets = 'portfolioAssets'
tcmCostHorizon3Hour = 'tcmCostHorizon3Hour'
exchangeRate = 'exchangeRate'
potentialBedCapInc = 'potentialBedCapInc'
numberCovered = 'numberCovered'
numberOfPositions = 'numberOfPositions'
openUnadjusted = 'openUnadjusted'
strikeTime = 'strikeTime'
askPrice = 'askPrice'
eventId = 'eventId'
sectors = 'sectors'
additionalPriceNotationType = 'additionalPriceNotationType'
grossInvestmentQtd = 'grossInvestmentQtd'
annualizedRisk = 'annualizedRisk'
estimatedHoldingTimeShort = 'estimatedHoldingTimeShort'
impliedRetailBuyShares = 'impliedRetailBuyShares'
outrightBid = 'outrightBid'
midcurvePremium = 'midcurvePremium'
volumeComposite = 'volumeComposite'
sharpeQtd = 'sharpeQtd'
clearingExceptionOrExemptionIndicator = 'clearingExceptionOrExemptionIndicator'
estimatedHoldingTimeLong = 'estimatedHoldingTimeLong'
external = 'external'
trackerName = 'trackerName'
sell50cents = 'sell50cents'
tradePrice = 'tradePrice'
cleared = 'cleared'
primeIdNumeric = 'primeIdNumeric'
buy8bps = 'buy8bps'
totalNotionalLocal = 'totalNotionalLocal'
cid = 'cid'
totalConfirmedSeniorHome = 'totalConfirmedSeniorHome'
ctdFwdPrice = 'ctdFwdPrice'
sinkFactor = 'sinkFactor'
assetParametersNotionalAmountInOtherCurrency = 'assetParametersNotionalAmountInOtherCurrency'
assetParametersPair = 'assetParametersPair'
temperatureForecast = 'temperatureForecast'
primaryAssetClass = 'primaryAssetClass'
bidHigh = 'bidHigh'
pnlQtd = 'pnlQtd'
buy50cents = 'buy50cents'
impliedRetailPctNotional = 'impliedRetailPctNotional'
sell4bps = 'sell4bps'
receiverDayCountFraction = 'receiverDayCountFraction'
auctionClosePercentage = 'auctionClosePercentage'
targetPrice = 'targetPrice'
bosInBpsDescription = 'bosInBpsDescription'
lowPrice = 'lowPrice'
adv22DayPct = 'adv22DayPct'
contractMonthLetters = 'contractMonthLetters'
gateType = 'gateType'
matchedMaturitySwapSpread12m = 'matchedMaturitySwapSpread12m'
priceRangeInTicksLabel = 'priceRangeInTicksLabel'
ticker = 'ticker'
notionalUnit = 'notionalUnit'
tcmCostHorizon1Day = 'tcmCostHorizon1Day'
approval = 'approval'
testMeasure = 'testMeasure'
fwdSpreadMode = 'fwdSpreadMode'
optionLockOutPeriod = 'optionLockOutPeriod'
executionTime = 'executionTime'
retailActivity = 'retailActivity'
sourceValueForecast = 'sourceValueForecast'
leg2Spread = 'leg2Spread'
annualizedMCTRisk = 'annualizedMCTRisk'
shortConvictionLarge = 'shortConvictionLarge'
leg1FloatingRateIndex = 'leg1FloatingRateIndex'
ccgName = 'ccgName'
multiTags = 'multiTags'
bidGSpread = 'bidGSpread'
dollarExcessReturn = 'dollarExcessReturn'
gsn = 'gsn'
tradeEndDate = 'tradeEndDate'
receiverRateOption = 'receiverRateOption'
gss = 'gss'
percentOfMediandv1m = 'percentOfMediandv1m'
lendables = 'lendables'
sell75cents = 'sell75cents'
optionAdjustedSpread = 'optionAdjustedSpread'
optionAdjustedSwapSpread = 'optionAdjustedSwapSpread'
bosInTicksLabel = 'bosInTicksLabel'
positionSourceId = 'positionSourceId'
buy1bps = 'buy1bps'
activeIDAtClient = 'activeIDAtClient'
buy3point5bps = 'buy3point5bps'
gsSustainRegion = 'gsSustainRegion'
absoluteReturnWtd = 'absoluteReturnWtd'
deploymentId = 'deploymentId'
tradedActiveID = 'tradedActiveID'
assetParametersSeniority = 'assetParametersSeniority'
askSpread = 'askSpread'
flow = 'flow'
futureMonthH26 = 'futureMonthH26'
loanRebate = 'loanRebate'
futureMonthH25 = 'futureMonthH25'
period = 'period'
indexCreateSource = 'indexCreateSource'
futureMonthH24 = 'futureMonthH24'
futureMonthH23 = 'futureMonthH23'
futureMonthH22 = 'futureMonthH22'
futureMonthH21 = 'futureMonthH21'
nonUsdOis = 'nonUsdOis'
realTWIContribution = 'realTWIContribution'
averageExposure = 'averageExposure'
mktAsset = 'mktAsset'
leg2IndexLocation = 'leg2IndexLocation'
twapUnrealizedBps = 'twapUnrealizedBps'
fwdEbookPointSpreadAllInMultBid = 'fwdEbookPointSpreadAllInMultBid'
quantityUnitOfMeasure = 'quantityUnitOfMeasure'
lastUpdatedMessage = 'lastUpdatedMessage'
loanValue = 'loanValue'
optionAdjustedOISSpread = 'optionAdjustedOISSpread'
clientFwdSpreadMultiplier = 'clientFwdSpreadMultiplier'
totalReturnPrice = 'totalReturnPrice'
valueCurrency = 'valueCurrency'
weightedPercentInModel = 'weightedPercentInModel'
initLoanSpreadRequired = 'initLoanSpreadRequired'
electionPeriod = 'electionPeriod'
fundingAskPrice = 'fundingAskPrice'
historicalBeta = 'historicalBeta'
bondRiskPremiumIndex = 'bondRiskPremiumIndex'
hitRateYtd = 'hitRateYtd'
girGsdeerGsfeer = 'girGsdeerGsfeer'
numUnits = 'numUnits'
assetParametersReceiverFrequency = 'assetParametersReceiverFrequency'
expenseRatioGrossBps = 'expenseRatioGrossBps'
relativePayoffWtd = 'relativePayoffWtd'
ctdPrice = 'ctdPrice'
paceOfRollNow = 'paceOfRollNow'
product = 'product'
leg2ReturnType = 'leg2ReturnType'
agentLenderFee = 'agentLenderFee'
baseUSDFwdRevenue = 'baseUSDFwdRevenue'
assetParametersTradeAs = 'assetParametersTradeAs'
disseminationId = 'disseminationId'
optionStrikePrice = 'optionStrikePrice'
precipitationType = 'precipitationType'
lowerBound = 'lowerBound'
entity = 'entity'
active1yrMarketCap = 'active1yrMarketCap'
arrivalMidNormalized = 'arrivalMidNormalized'
underlyingAsset2 = 'underlyingAsset2'
underlyingAsset1 = 'underlyingAsset1'
legalEntity = 'legalEntity'
performanceFee = 'performanceFee'
orderState = 'orderState'
actualDataQuality = 'actualDataQuality'
indexRatio = 'indexRatio'
traderDescription = 'traderDescription'
queueInLotsLabel = 'queueInLotsLabel'
adv10DayPct = 'adv10DayPct'
longConvictionMedium = 'longConvictionMedium'
relativeHitRateWtd = 'relativeHitRateWtd'
dailyTrackingError = 'dailyTrackingError'
sell140cents = 'sell140cents'
sell10bps = 'sell10bps'
aggressiveOffsetFromLast = 'aggressiveOffsetFromLast'
longitude = 'longitude'
newIcu = 'newIcu'
marketCap = 'marketCap'
entryType = 'entryType'
weightedAverageMid = 'weightedAverageMid'
clusterRegion = 'clusterRegion'
valoren = 'valoren'
indexName = 'indexName'
averageExecutionPrice = 'averageExecutionPrice'
assetParametersNumberOfOptions = 'assetParametersNumberOfOptions'
usdFwdRevenue = 'usdFwdRevenue'
proceedsAssetOISSwapSpread1m = 'proceedsAssetOISSwapSpread1m'
payoffWtd = 'payoffWtd'
basis = 'basis'
investmentRateTrend = 'investmentRateTrend'
grossInvestmentMtd = 'grossInvestmentMtd'
_200 = '200'
hedgeId = 'hedgeId'
_201 = '201'
sharpeMtd = 'sharpeMtd'
_202 = '202'
_203 = '203'
tcmCostHorizon8Day = 'tcmCostHorizon8Day'
_204 = '204'
residualVariance = 'residualVariance'
_205 = '205'
restrictInternalDerivedData = 'restrictInternalDerivedData'
_206 = '206'
_207 = '207'
_208 = '208'
adv5DayPct = 'adv5DayPct'
_209 = '209'
midpointFillsPercentage = 'midpointFillsPercentage'
riskPackages = 'riskPackages'
openInterest = 'openInterest'
turnoverCompositeUnadjusted = 'turnoverCompositeUnadjusted'
fwdPoints = 'fwdPoints'
relativeReturnWtd = 'relativeReturnWtd'
units = 'units'
payerRateOption = 'payerRateOption'
assetClassificationsRiskCountryName = 'assetClassificationsRiskCountryName'
extMktPoint3 = 'extMktPoint3'
_210 = '210'
_211 = '211'
matchedMaturitySwapSpread = 'matchedMaturitySwapSpread'
_212 = '212'
cityName = 'cityName'
_213 = '213'
hourlyBucket = 'hourlyBucket'
_214 = '214'
averageImpliedVolatility = 'averageImpliedVolatility'
totalHospitalizedWithSymptoms = 'totalHospitalizedWithSymptoms'
_215 = '215'
_216 = '216'
_217 = '217'
daysOpenRealizedCash = 'daysOpenRealizedCash'
_218 = '218'
_219 = '219'
adjustedHighPrice = 'adjustedHighPrice'
proceedsAssetOISSwapSpread = 'proceedsAssetOISSwapSpread'
m2RPrice = 'm2RPrice'
extMktPoint1 = 'extMktPoint1'
direction = 'direction'
extMktPoint2 = 'extMktPoint2'
subRegionCode = 'subRegionCode'
assetParametersFixedRate = 'assetParametersFixedRate'
tsdbSyncedSymbol = 'tsdbSyncedSymbol'
factorProportionOfRisk = 'factorProportionOfRisk'
isEstimatedReturn = 'isEstimatedReturn'
valueForecast = 'valueForecast'
totalIcu = 'totalIcu'
positionSourceType = 'positionSourceType'
previousCloseUnrealizedCash = 'previousCloseUnrealizedCash'
minimumDenomination = 'minimumDenomination'
assetParametersStrikePriceRelative = 'assetParametersStrikePriceRelative'
futureValueNotional = 'futureValueNotional'
participationRate = 'participationRate'
obfr = 'obfr'
_220 = '220'
_221 = '221'
_222 = '222'
buy9point5bps = 'buy9point5bps'
_223 = '223'
specificReturn = 'specificReturn'
_224 = '224'
_225 = '225'
optionLockPeriod = 'optionLockPeriod'
_226 = '226'
esMomentumPercentile = 'esMomentumPercentile'
_227 = '227'
_228 = '228'
exchangeCurrency = 'exchangeCurrency'
advPercentage = 'advPercentage'
_229 = '229'
leg1AveragingMethod = 'leg1AveragingMethod'
activeIDLatest = 'activeIDLatest'
turnoverComposite = 'turnoverComposite'
forecastDate = 'forecastDate'
internalIndexCalcRegion = 'internalIndexCalcRegion'
positionType = 'positionType'
subAssetClass = 'subAssetClass'
shortInterest = 'shortInterest'
referencePeriod = 'referencePeriod'
adjustedVolume = 'adjustedVolume'
underlyingAssetIdType = 'underlyingAssetIdType'
ctdFwdYield = 'ctdFwdYield'
assetParametersStart = 'assetParametersStart'
secDB = 'secDB'
memoryUsed = 'memoryUsed'
bpeQualityStars = 'bpeQualityStars'
leg = 'leg'
_230 = '230'
_231 = '231'
_232 = '232'
ctd = 'ctd'
_233 = '233'
_234 = '234'
_235 = '235'
_236 = '236'
_237 = '237'
_238 = '238'
_239 = '239'
intendedParticipationRate = 'intendedParticipationRate'
leg1PaymentType = 'leg1PaymentType'
tradingPnl = 'tradingPnl'
collateralValueRequired = 'collateralValueRequired'
buy45bps = 'buy45bps'
freeFloatMarketCapRatio = 'freeFloatMarketCapRatio'
priceToEarningsPositive = 'priceToEarningsPositive'
outrightAsk = 'outrightAsk'
assetParametersPayerCurrency = 'assetParametersPayerCurrency'
forecast = 'forecast'
forecastValue = 'forecastValue'
meanDailyVolume5d = 'meanDailyVolume5d'
_240 = '240'
pnl = 'pnl'
_241 = '241'
_242 = '242'
_243 = '243'
factorZScore = 'factorZScore'
volumeInLimit = 'volumeInLimit'
_244 = '244'
isTerritory = 'isTerritory'
fwdEbookRiskDirClientSellUnder = 'fwdEbookRiskDirClientSellUnder'
_245 = '245'
meanDailyVolume22d = 'meanDailyVolume22d'
leg2DeliveryPoint = 'leg2DeliveryPoint'
_246 = '246'
_247 = '247'
_248 = '248'
_249 = '249'
tcmCostHorizon4Day = 'tcmCostHorizon4Day'
styles = 'styles'
shortName = 'shortName'
resetFrequency1 = 'resetFrequency1'
buy4bps = 'buy4bps'
resetFrequency2 = 'resetFrequency2'
currentConstituentsPriceToSales = 'currentConstituentsPriceToSales'
otherPriceTerm = 'otherPriceTerm'
bidGspread = 'bidGspread'
tradedMktFwdPointsMid = 'tradedMktFwdPointsMid'
openPrice = 'openPrice'
rfqState = 'rfqState'
psId = 'psId'
hitRateMtd = 'hitRateMtd'
_250 = '250'
_251 = '251'
_252 = '252'
_253 = '253'
fairVolatility = 'fairVolatility'
_254 = '254'
dollarCross = 'dollarCross'
_255 = '255'
portfolioType = 'portfolioType'
_256 = '256'
optionExpirationRule = 'optionExpirationRule'
_257 = '257'
_258 = '258'
_259 = '259'
currency = 'currency'
clusterClass = 'clusterClass'
sell50bps = 'sell50bps'
futureMonthM21 = 'futureMonthM21'
bidSize = 'bidSize'
coordinateId = 'coordinateId'
arrivalMid = 'arrivalMid'
_260 = '260'
_261 = '261'
_262 = '262'
marginalContributionToRiskPercent = 'marginalContributionToRiskPercent'
_263 = '263'
_264 = '264'
assetParametersExchangeCurrency = 'assetParametersExchangeCurrency'
candidateName = 'candidateName'
positionDate = 'positionDate'
impliedLognormalVolatility = 'impliedLognormalVolatility'
vwapInLimitUnrealizedCash = 'vwapInLimitUnrealizedCash'
ratingMoodys = 'ratingMoodys'
futureMonthM26 = 'futureMonthM26'
futureMonthM25 = 'futureMonthM25'
futureMonthM24 = 'futureMonthM24'
futureMonthM23 = 'futureMonthM23'
developmentStatus = 'developmentStatus'
futureMonthM22 = 'futureMonthM22'
flowPct = 'flowPct'
source = 'source'
assetClassificationsCountryCode = 'assetClassificationsCountryCode'
settleDrop = 'settleDrop'
dataSetSubCategory = 'dataSetSubCategory'
sell9point5bps = 'sell9point5bps'
quantityBucket = 'quantityBucket'
optionStyleSDR = 'optionStyleSDR'
assetParametersIdentifier = 'assetParametersIdentifier'
initialIndexLevel = 'initialIndexLevel'
cvaDollarChargeAsk = 'cvaDollarChargeAsk'
oeName = 'oeName'
given = 'given'
leg2DayCountConvention = 'leg2DayCountConvention'
liquidityScoreSell = 'liquidityScoreSell'
delistingDate = 'delistingDate'
weight = 'weight'
accruedInterest = 'accruedInterest'
businessScope = 'businessScope'
wtdDegreeDays = 'wtdDegreeDays'
absoluteWeight = 'absoluteWeight'
measure = 'measure'
return30d = 'return30d'
temperatureHourlyForecast = 'temperatureHourlyForecast'
icebergTipRateType = 'icebergTipRateType'
sharpeYtd = 'sharpeYtd'
windSpeedForecast = 'windSpeedForecast'
grossInvestmentYtd = 'grossInvestmentYtd'
yieldPrice = 'yieldPrice'
paymentFrequencyPeriodMultiplier2 = 'paymentFrequencyPeriodMultiplier2'
paymentFrequencyPeriodMultiplier1 = 'paymentFrequencyPeriodMultiplier1'
leg1TotalNotionalUnit = 'leg1TotalNotionalUnit'
absoluteAttribution = 'absoluteAttribution'
issuePrice = 'issuePrice'
quantityCcy = 'quantityCcy'
askHigh = 'askHigh'
expectedDataQuality = 'expectedDataQuality'
regionName = 'regionName'
valueRevised = 'valueRevised'
discretionUpperBound = 'discretionUpperBound'
adjustedTradePrice = 'adjustedTradePrice'
forecastTime = 'forecastTime'
isoSubdivisionCodeAlpha2 = 'isoSubdivisionCodeAlpha2'
ctdConversionFactor = 'ctdConversionFactor'
impliedRetailNotionalw5kFilter = 'impliedRetailNotionalw5kFilter'
proceedsAssetSwapSpread = 'proceedsAssetSwapSpread'
isADR = 'isADR'
issueDate = 'issueDate'
serviceId = 'serviceId'
yes = 'yes'
gScore = 'gScore'
impliedRetailNotionalw10kFilter = 'impliedRetailNotionalw10kFilter'
marketValue = 'marketValue'
entityId = 'entityId'
notionalCurrency1 = 'notionalCurrency1'
netDebtToEbitda = 'netDebtToEbitda'
numUnitsUpper = 'numUnitsUpper'
notionalCurrency2 = 'notionalCurrency2'
inLimitParticipationRate = 'inLimitParticipationRate'
spotMarketBid = 'spotMarketBid'
pressureForecast = 'pressureForecast'
paid = 'paid'
fixedRate = 'fixedRate'
short = 'short'
time = 'time'
buy4point5bps = 'buy4point5bps'
sell30cents = 'sell30cents'
eventEndDateTime = 'eventEndDateTime'
leg1PaymentFrequency = 'leg1PaymentFrequency'
cmId = 'cmId'
taxonomy = 'taxonomy'
buy45cents = 'buy45cents'
measures = 'measures'
seasonalAdjustment = 'seasonalAdjustment'
clientDescription = 'clientDescription'
assetParametersNotionalAmount = 'assetParametersNotionalAmount'
currentConstituentsEarningsPerShare = 'currentConstituentsEarningsPerShare'
rankWtd = 'rankWtd'
underlyer = 'underlyer'
createdTime = 'createdTime'
return1yr = 'return1yr'
matchingOrderFwdPointBid = 'matchingOrderFwdPointBid'
identifier = 'identifier'
priceUnit = 'priceUnit'
tradeReportRefId = 'tradeReportRefId'
subdivisionId = 'subdivisionId'
primaryMarketVolume = 'primaryMarketVolume'
unadjustedLow = 'unadjustedLow'
buy160cents = 'buy160cents'
portfolioId = 'portfolioId'
zSpread = 'zSpread'
floatingRateResetFrequencyPeriod2 = 'floatingRateResetFrequencyPeriod2'
capFloorAtmFwdRate = 'capFloorAtmFwdRate'
esPercentile = 'esPercentile'
tdapi = 'tdapi'
floatingRateResetFrequencyPeriod1 = 'floatingRateResetFrequencyPeriod1'
locationCode = 'locationCode'
yieldToConvention = 'yieldToConvention'
rcic = 'rcic'
nameRaw = 'nameRaw'
simonAssetTags = 'simonAssetTags'
hitRateQtd = 'hitRateQtd'
primaryVolumeInLimit = 'primaryVolumeInLimit'
precipitationDailyForecastPercent = 'precipitationDailyForecastPercent'
aumEnd = 'aumEnd'
mktFwdPointMid = 'mktFwdPointMid'
premium = 'premium'
low = 'low'
crossGroup = 'crossGroup'
reportRunTime = 'reportRunTime'
fiveDayPriceChangeBps = 'fiveDayPriceChangeBps'
holdings = 'holdings'
precipitationDailyForecast = 'precipitationDailyForecast'
fixedRecoveryCDSFinalPrice = 'fixedRecoveryCDSFinalPrice'
priceMethod = 'priceMethod'
assetParametersFixedRateFrequency = 'assetParametersFixedRateFrequency'
oisXccy = 'oisXccy'
clientFwdPointsBid = 'clientFwdPointsBid'
daysOpen = 'daysOpen'
buy110cents = 'buy110cents'
highInterestCoverage = 'highInterestCoverage'
averageSpreadBps = 'averageSpreadBps'
buy55cents = 'buy55cents'
assetParametersReceiverCurrency = 'assetParametersReceiverCurrency'
underlyingAssetIdSDR = 'underlyingAssetIdSDR'
futureMonthQ26 = 'futureMonthQ26'
issueSize = 'issueSize'
futureMonthQ25 = 'futureMonthQ25'
futureMonthQ24 = 'futureMonthQ24'
futureMonthQ23 = 'futureMonthQ23'
futureMonthQ22 = 'futureMonthQ22'
pendingLoanCount = 'pendingLoanCount'
futureMonthQ21 = 'futureMonthQ21'
priceSpotStopLossUnit = 'priceSpotStopLossUnit'
priceRangeInTicksDescription = 'priceRangeInTicksDescription'
tradeVolume = 'tradeVolume'
primaryCountryRic = 'primaryCountryRic'
chargeInBps = 'chargeInBps'
optionExpirationFrequency = 'optionExpirationFrequency'
assetParametersIndexVersion = 'assetParametersIndexVersion'
assetParametersCommodityReferencePrice = 'assetParametersCommodityReferencePrice'
isActive = 'isActive'
useMachineLearning = 'useMachineLearning'
growthScore = 'growthScore'
bufferThreshold = 'bufferThreshold'
buy120cents = 'buy120cents'
matchedMaturitySwapRate = 'matchedMaturitySwapRate'
underlyingAssetName = 'underlyingAssetName'
primaryVwap = 'primaryVwap'
exchangeTypeId = 'exchangeTypeId'
basisSwapRate = 'basisSwapRate'
exchangeCode = 'exchangeCode'
group = 'group'
assetParametersTerminationDate = 'assetParametersTerminationDate'
estimatedSpread = 'estimatedSpread'
yieldChangeOnDay = 'yieldChangeOnDay'
created = 'created'
autoTags = 'autoTags'
tcmCost = 'tcmCost'
sustainJapan = 'sustainJapan'
historyStartDate = 'historyStartDate'
bidSpread = 'bidSpread'
usdQuantity = 'usdQuantity'
currentConstituentsPriceToEarningsPositive = 'currentConstituentsPriceToEarningsPositive'
percentageComplete = 'percentageComplete'
marketSymbol = 'marketSymbol'
hedgeTrackingError = 'hedgeTrackingError'
assetParametersPutCurrency = 'assetParametersPutCurrency'
termStatus = 'termStatus'
windSpeedType = 'windSpeedType'
strikePrice = 'strikePrice'
lowInterestCoverage = 'lowInterestCoverage'
parAssetSwapSpread12m = 'parAssetSwapSpread12m'
tradeReportId = 'tradeReportId'
adjustedOpenPrice = 'adjustedOpenPrice'
countryId = 'countryId'
point = 'point'
pnlMtd = 'pnlMtd'
totalReturns = 'totalReturns'
lender = 'lender'
annReturn1Year = 'annReturn1Year'
ctdFwdDv01 = 'ctdFwdDv01'
effYield7Day = 'effYield7Day'
meetingDate = 'meetingDate'
alias = 'alias'
calendarSpreadMispricing = 'calendarSpreadMispricing'
buy140cents = 'buy140cents'
priceNotation2Type = 'priceNotation2Type'
fundFocus = 'fundFocus'
relativeStrike = 'relativeStrike'
fwdEbookRiskDirClientBuyOver = 'fwdEbookRiskDirClientBuyOver'
flagship = 'flagship'
additionalPriceNotation = 'additionalPriceNotation'
factorCategory = 'factorCategory'
equityDelta = 'equityDelta'
grossWeight = 'grossWeight'
listed = 'listed'
sell7bps = 'sell7bps'
earningsRecordType = 'earningsRecordType'
mean = 'mean'
askYield = 'askYield'
shockStyle = 'shockStyle'
impliedRetailShares = 'impliedRetailShares'
methodology = 'methodology'
buy25cents = 'buy25cents'
amountOutstanding = 'amountOutstanding'
marketPnl = 'marketPnl'
sustainAsiaExJapan = 'sustainAsiaExJapan'
sell6point5bps = 'sell6point5bps'
neighbourAssetId = 'neighbourAssetId'
countIdeasYtd = 'countIdeasYtd'
simonIntlAssetTags = 'simonIntlAssetTags'
path = 'path'
preferredRiskModel = 'preferredRiskModel'
vwapUnrealizedCash = 'vwapUnrealizedCash'
payoffMtd = 'payoffMtd'
spread2 = 'spread2'
bosInBpsLabel = 'bosInBpsLabel'
spread1 = 'spread1'
bosInBps = 'bosInBps'
pointClass = 'pointClass'
fxSpot = 'fxSpot'
currentConstituentsPriceToBook = 'currentConstituentsPriceToBook'
restrictNamedIndividuals = 'restrictNamedIndividuals'
pricedBy = 'pricedBy'
hedgeVolatility = 'hedgeVolatility'
tags = 'tags'
population = 'population'
underlyingAssetId = 'underlyingAssetId'
realLongRatesContribution = 'realLongRatesContribution'
pctprices_return = 'pctprices_return'
domain = 'domain'
buy80cents = 'buy80cents'
forwardTenor = 'forwardTenor'
averagePrice = 'averagePrice'
assetParametersTotalQuantity = 'assetParametersTotalQuantity'
impliedRetailPctShares = 'impliedRetailPctShares'
expectedUpdateTime = 'expectedUpdateTime'
targetPriceRealizedBps = 'targetPriceRealizedBps'
leg2FixedRate = 'leg2FixedRate'
shareClassAssets = 'shareClassAssets'
annuity = 'annuity'
totalCount = 'totalCount'
quoteType = 'quoteType'
corporateActionStatus = 'corporateActionStatus'
peggedTipSize = 'peggedTipSize'
uid = 'uid'
esPolicyPercentile = 'esPolicyPercentile'
usdOis = 'usdOis'
term = 'term'
restrictInternalGsNtk = 'restrictInternalGsNtk'
fairValueGapStandardDeviation = 'fairValueGapStandardDeviation'
tcmCostParticipationRate100Pct = 'tcmCostParticipationRate100Pct'
relativeUniverse = 'relativeUniverse'
measureIdx = 'measureIdx'
executedQuantity = 'executedQuantity'
fredId = 'fredId'
twiContribution = 'twiContribution'
cloudCoverType = 'cloudCoverType'
delisted = 'delisted'
currentConstituentsPriceToCash = 'currentConstituentsPriceToCash'
regionalFocus = 'regionalFocus'
volumePrimary = 'volumePrimary'
assetParametersPayerDesignatedMaturity = 'assetParametersPayerDesignatedMaturity'
buy30cents = 'buy30cents'
numLegs = 'numLegs'
fundingBidPrice = 'fundingBidPrice'
series = 'series'
sell3bps = 'sell3bps'
settlementPrice = 'settlementPrice'
quarter = 'quarter'
outrightMarketBid = 'outrightMarketBid'
sell18bps = 'sell18bps'
assetParametersFloatingRateOption = 'assetParametersFloatingRateOption'
TRSAskPrice = 'TRSAskPrice'
realizedVwapPerformanceBps = 'realizedVwapPerformanceBps'
voteShare = 'voteShare'
servicingCostShortPnl = 'servicingCostShortPnl'
totalConfirmed = 'totalConfirmed'
isLive = 'isLive'
currentConstituentsEarningsPerSharePositive = 'currentConstituentsEarningsPerSharePositive'
economicForecast = 'economicForecast'
plotId = 'plotId'
clusterDescription = 'clusterDescription'
concentrationLimit = 'concentrationLimit'
windSpeed = 'windSpeed'
observationHour = 'observationHour'
signal = 'signal'
borrowerId = 'borrowerId'
dataProduct = 'dataProduct'
buy7point5bps = 'buy7point5bps'
limitPrice = 'limitPrice'
bmPrimeId = 'bmPrimeId'
dataType = 'dataType'
count = 'count'
conviction = 'conviction'
benchmarkMaturity = 'benchmarkMaturity'
grossFlowNormalized = 'grossFlowNormalized'
buy14bps = 'buy14bps'
factorId = 'factorId'
futureMonthV26 = 'futureMonthV26'
stsFxCurrency = 'stsFxCurrency'
futureMonthV25 = 'futureMonthV25'
bidChange = 'bidChange'
month = 'month'
futureMonthV24 = 'futureMonthV24'
investmentWtd = 'investmentWtd'
futureMonthV23 = 'futureMonthV23'
fixOrderRoutingRegion = 'fixOrderRoutingRegion'
futureMonthV22 = 'futureMonthV22'
futureMonthV21 = 'futureMonthV21'
expiration = 'expiration'
leg2ResetFrequency = 'leg2ResetFrequency'
controversyScore = 'controversyScore'
proceedAssetSwapSpread = 'proceedAssetSwapSpread'
concentrationLevel = 'concentrationLevel'
weightOfFaceValue = 'weightOfFaceValue'
importance = 'importance'
assetClassificationsGicsSector = 'assetClassificationsGicsSector'
stsAssetName = 'stsAssetName'
netExposureClassification = 'netExposureClassification'
settlementMethod = 'settlementMethod'
receiverDesignatedMaturity = 'receiverDesignatedMaturity'
title = 'title'
xRefTypeId = 'xRefTypeId'
duration = 'duration'
load = 'load'
highLeverage = 'highLeverage'
alpha = 'alpha'
datasetId = 'datasetId'
company = 'company'
settlementFrequency = 'settlementFrequency'
distAvg7Day = 'distAvg7Day'
inRiskModel = 'inRiskModel'
dailyNetShareholderFlowsPercent = 'dailyNetShareholderFlowsPercent'
filledNotionalLocal = 'filledNotionalLocal'
everHospitalized = 'everHospitalized'
lastRebalanceApprovalId = 'lastRebalanceApprovalId'
meetingNumber = 'meetingNumber'
midGspread = 'midGspread'
daysOpenUnrealizedBps = 'daysOpenUnrealizedBps'
longLevel = 'longLevel'
dataDescription = 'dataDescription'
temperatureType = 'temperatureType'
isSpecialDay = 'isSpecialDay'
tradedUSDDiscountFactor = 'tradedUSDDiscountFactor'
gsideid = 'gsideid'
repoRate = 'repoRate'
division = 'division'
cloudCoverDailyForecast = 'cloudCoverDailyForecast'
windSpeedDailyForecast = 'windSpeedDailyForecast'
executionVenueType = 'executionVenueType'
assetParametersFloatingRateDayCountFraction = 'assetParametersFloatingRateDayCountFraction'
tradeAction = 'tradeAction'
action = 'action'
ctdYield = 'ctdYield'
arrivalHaircutVwapNormalized = 'arrivalHaircutVwapNormalized'
priceComponent = 'priceComponent'
queueClockTimeDescription = 'queueClockTimeDescription'
assetParametersReceiverDayCountFraction = 'assetParametersReceiverDayCountFraction'
percentMidExecutionQuantity = 'percentMidExecutionQuantity'
deltaStrike = 'deltaStrike'
cloudCover = 'cloudCover'
assetParametersNotionalCurrency = 'assetParametersNotionalCurrency'
buy18bps = 'buy18bps'
valueActual = 'valueActual'
upi = 'upi'
tradeRejectionReason = 'tradeRejectionReason'
fixedRate1 = 'fixedRate1'
collateralCurrency = 'collateralCurrency'
originalCountry = 'originalCountry'
fixedRate2 = 'fixedRate2'
field = 'field'
geographicFocus = 'geographicFocus'
daysOpenRealizedBps = 'daysOpenRealizedBps'
hedgeGroupId = 'hedgeGroupId'
fxRiskPremiumIndex = 'fxRiskPremiumIndex'
skew = 'skew'
status = 'status'
notionalCurrency = 'notionalCurrency'
sustainEmergingMarkets = 'sustainEmergingMarkets'
eventDateTime = 'eventDateTime'
leg1DesignatedMaturity = 'leg1DesignatedMaturity'
clientName = 'clientName'
totalPrice = 'totalPrice'
onBehalfOf = 'onBehalfOf'
testType = 'testType'
accruedInterestStandard = 'accruedInterestStandard'
futureMonthZ26 = 'futureMonthZ26'
futureMonthZ25 = 'futureMonthZ25'
ccgCode = 'ccgCode'
shortExposure = 'shortExposure'
leg1FixedPaymentCurrency = 'leg1FixedPaymentCurrency'
map = 'map'
arrivalHaircutVwap = 'arrivalHaircutVwap'
executionDays = 'executionDays'
recallDueDate = 'recallDueDate'
mktFwdSpreadMultiplier = 'mktFwdSpreadMultiplier'
impliedRetailNotionalw2kFilter = 'impliedRetailNotionalw2kFilter'
forward = 'forward'
strike = 'strike'
spreadLimit = 'spreadLimit'
sopr = 'sopr'
otherPaymentAmount = 'otherPaymentAmount'
productScope = 'productScope'
redemptionPeriod = 'redemptionPeriod'
assetParametersIssuerType = 'assetParametersIssuerType'
currency1 = 'currency1'
currency2 = 'currency2'
previousCloseRealizedBps = 'previousCloseRealizedBps'
daysSinceReported = 'daysSinceReported'
eventStatus = 'eventStatus'
vwapInLimit = 'vwapInLimit'
fwdDuration = 'fwdDuration'
_return = 'return'
isPairBasket = 'isPairBasket'
notionalAmount = 'notionalAmount'
optionPremiumAmount = 'optionPremiumAmount'
payOrReceive = 'payOrReceive'
impliedRetailSellPctNotional = 'impliedRetailSellPctNotional'
totalSevere = 'totalSevere'
unexecutedNotionalUSD = 'unexecutedNotionalUSD'
expectedResidualPercentage = 'expectedResidualPercentage'
maturityDate = 'maturityDate'
traceAdvSell = 'traceAdvSell'
eventName = 'eventName'
addressLine2 = 'addressLine2'
indicationOfOtherPriceAffectingTerm = 'indicationOfOtherPriceAffectingTerm'
unadjustedBid = 'unadjustedBid'
backtestType = 'backtestType'
gsdeer = 'gsdeer'
assetParametersIssuer = 'assetParametersIssuer'
gRegionalPercentile = 'gRegionalPercentile'
coverageChecked = 'coverageChecked'
oisXccyExSpike = 'oisXccyExSpike'
chargeInEntityCurrency = 'chargeInEntityCurrency'
totalRisk = 'totalRisk'
mnav = 'mnav'
marketVolume = 'marketVolume'
swapAnnuity = 'swapAnnuity'
parAssetSwapSpread = 'parAssetSwapSpread'
currYield7Day = 'currYield7Day'
pressure = 'pressure'
shortDescription = 'shortDescription'
factorProfile = 'factorProfile'
futureMonthZ24 = 'futureMonthZ24'
feed = 'feed'
futureMonthZ23 = 'futureMonthZ23'
mktPoint1 = 'mktPoint1'
futureMonthZ22 = 'futureMonthZ22'
futureMonthZ21 = 'futureMonthZ21'
futureMonthZ20 = 'futureMonthZ20'
assetParametersCommoditySector = 'assetParametersCommoditySector'
priceNotation2 = 'priceNotation2'
marketBufferThreshold = 'marketBufferThreshold'
priceNotation3 = 'priceNotation3'
mktPoint3 = 'mktPoint3'
mktPoint2 = 'mktPoint2'
leg2Type = 'leg2Type'
mktPoint4 = 'mktPoint4'
degreeDaysType = 'degreeDaysType'
sentiment = 'sentiment'
investmentIncome = 'investmentIncome'
groupType = 'groupType'
forwardPointImm = 'forwardPointImm'
twap = 'twap'
clientShortName = 'clientShortName'
groupCategory = 'groupCategory'
bidPlusAsk = 'bidPlusAsk'
foreignCcyRate = 'foreignCcyRate'
electionOdds = 'electionOdds'
windDirectionForecast = 'windDirectionForecast'
commoditiesRelated = 'commoditiesRelated'
requireAnonClientName = 'requireAnonClientName'
pricingLocation = 'pricingLocation'
beta = 'beta'
lastReturnsEndDate = 'lastReturnsEndDate'
upfrontPaymentDate = 'upfrontPaymentDate'
sell1point5bps = 'sell1point5bps'
longExposure = 'longExposure'
sell4point5bps = 'sell4point5bps'
tcmCostParticipationRate20Pct = 'tcmCostParticipationRate20Pct'
venueType = 'venueType'
currentActivityIndicator = 'currentActivityIndicator'
multiAssetClassSwap = 'multiAssetClassSwap'
assetParametersMultiplier = 'assetParametersMultiplier'
tradedPrice = 'tradedPrice'
medianDailyVolume5d = 'medianDailyVolume5d'
deltaChangeId = 'deltaChangeId'
implementationId = 'implementationId'
leg1FixedPayment = 'leg1FixedPayment'
esNumericScore = 'esNumericScore'
inBenchmark = 'inBenchmark'
actionSDR = 'actionSDR'
nearbyContractRule = 'nearbyContractRule'
quantityFrequency = 'quantityFrequency'
countIdeasQtd = 'countIdeasQtd'
knockOutPrice = 'knockOutPrice'
spreadCurrency1 = 'spreadCurrency1'
spreadCurrency2 = 'spreadCurrency2'
currentSupply = 'currentSupply'
ctdAssetId = 'ctdAssetId'
buy10bps = 'buy10bps'
precipitation = 'precipitation'
impliedRetailSellShares = 'impliedRetailSellShares'
valueType = 'valueType'
betaAdjustedNetExposure = 'betaAdjustedNetExposure'
pairCalculation = 'pairCalculation'
estimatedRodVolume = 'estimatedRodVolume'
sell14bps = 'sell14bps'
_10 = '10'
_11 = '11'
_12 = '12'
_13 = '13'
excessReturnPrice = 'excessReturnPrice'
_14 = '14'
_15 = '15'
_16 = '16'
_17 = '17'
_18 = '18'
_19 = '19'
fxPnl = 'fxPnl'
fixingDate = 'fixingDate'
leg2FloatingRateIndex = 'leg2FloatingRateIndex'
assetClassificationsGicsIndustryGroup = 'assetClassificationsGicsIndustryGroup'
meanDailyVolume10d = 'meanDailyVolume10d'
indexConstituents = 'indexConstituents'
lendingSecId = 'lendingSecId'
dollarDuration = 'dollarDuration'
equityTheta = 'equityTheta'
dv01 = 'dv01'
startDate = 'startDate'
_20 = '20'
_21 = '21'
fwdTier = 'fwdTier'
_22 = '22'
_23 = '23'
mixedSwap = 'mixedSwap'
swaptionPremium = 'swaptionPremium'
_24 = '24'
_25 = '25'
_26 = '26'
snowfall = 'snowfall'
liquidityBucketBuy = 'liquidityBucketBuy'
dayOpen = 'dayOpen'
_27 = '27'
mic = 'mic'
hurdleType = 'hurdleType'
_28 = '28'
latitude = 'latitude'
_29 = '29'
mid = 'mid'
impliedRepo = 'impliedRepo'
long = 'long'
firstExecutionTime = 'firstExecutionTime'
shares = 'shares'
coveredBond = 'coveredBond'
regionCode = 'regionCode'
buy20cents = 'buy20cents'
longWeight = 'longWeight'
calculationTime = 'calculationTime'
liquidityBucketSell = 'liquidityBucketSell'
daysOpenUnrealizedCash = 'daysOpenUnrealizedCash'
temperature = 'temperature'
averageRealizedVariance = 'averageRealizedVariance'
leg1CommodityUnderlyerId = 'leg1CommodityUnderlyerId'
ratingFitch = 'ratingFitch'
financialReturnsScore = 'financialReturnsScore'
transitionPlanTransparencyPercentage = 'transitionPlanTransparencyPercentage'
yearOrQuarter = 'yearOrQuarter'
_30 = '30'
_31 = '31'
_32 = '32'
nonSymbolDimensions = 'nonSymbolDimensions'
_33 = '33'
commoditiesForecast = 'commoditiesForecast'
_34 = '34'
_35 = '35'
covid19ByState = 'covid19ByState'
_36 = '36'
_37 = '37'
_38 = '38'
_39 = '39'
percentageExpectedResidual = 'percentageExpectedResidual'
hospitalName = 'hospitalName'
buy90cents = 'buy90cents'
periodType = 'periodType'
assetClassificationsCountryName = 'assetClassificationsCountryName'
totalHospitalized = 'totalHospitalized'
peggedRefillInterval = 'peggedRefillInterval'
fatalitiesProbable = 'fatalitiesProbable'
tenorCurveBucket = 'tenorCurveBucket'
_40 = '40'
administrativeRegion = 'administrativeRegion'
_41 = '41'
open = 'open'
_42 = '42'
_43 = '43'
_44 = '44'
_45 = '45'
cusip = 'cusip'
totalConfirmedByState = 'totalConfirmedByState'
_46 = '46'
ideaActivityTime = 'ideaActivityTime'
_47 = '47'
_48 = '48'
_49 = '49'
tagsToExclude = 'tagsToExclude'
windAttribute = 'windAttribute'
spreadOptionAtmFwdRate = 'spreadOptionAtmFwdRate'
netExposure = 'netExposure'
optionEntitlement = 'optionEntitlement'
isLegacyPairBasket = 'isLegacyPairBasket'
issuerType = 'issuerType'
buy70cents = 'buy70cents'
strikeReference = 'strikeReference'
assetCount = 'assetCount'
matchingOrderFwdPointAsk = 'matchingOrderFwdPointAsk'
_50 = '50'
_51 = '51'
isOrderInLimit = 'isOrderInLimit'
_52 = '52'
_53 = '53'
assetParametersLastFixingDate = 'assetParametersLastFixingDate'
_54 = '54'
fundamentalMetric = 'fundamentalMetric'
_55 = '55'
_56 = '56'
quoteStatusId = 'quoteStatusId'
assetParametersMethodOfSettlement = 'assetParametersMethodOfSettlement'
_57 = '57'
absoluteValue = 'absoluteValue'
closingReport = 'closingReport'
redemptionNoticePeriod = 'redemptionNoticePeriod'
_58 = '58'
previousTotalConfirmed = 'previousTotalConfirmed'
_59 = '59'
longTenor = 'longTenor'
multiplier = 'multiplier'
buy40cents = 'buy40cents'
assetCountPriced = 'assetCountPriced'
voteDirection = 'voteDirection'
impliedRepoRate = 'impliedRepoRate'
settlementCurrency = 'settlementCurrency'
wtdDegreeDaysForecast = 'wtdDegreeDaysForecast'
indicationOfCollateralization = 'indicationOfCollateralization'
futureMonthN26 = 'futureMonthN26'
_60 = '60'
lendingPartnerFee = 'lendingPartnerFee'
futureMonthN25 = 'futureMonthN25'
_61 = '61'
futureMonthN24 = 'futureMonthN24'
_62 = '62'
primaryVwapRealizedBps = 'primaryVwapRealizedBps'
futureMonthN23 = 'futureMonthN23'
_63 = '63'
futureMonthN22 = 'futureMonthN22'
_64 = '64'
futureMonthN21 = 'futureMonthN21'
_65 = '65'
_66 = '66'
_67 = '67'
_68 = '68'
_69 = '69'
breakEvenInflation = 'breakEvenInflation'
pnlYtd = 'pnlYtd'
leg1ReturnType = 'leg1ReturnType'
tenor2 = 'tenor2'
resetFrequency = 'resetFrequency'
assetParametersPayerFrequency = 'assetParametersPayerFrequency'
degreeDaysForecast = 'degreeDaysForecast'
isManuallySilenced = 'isManuallySilenced'
buy3bps = 'buy3bps'
lastUpdatedById = 'lastUpdatedById'
legalEntityAcct = 'legalEntityAcct'
targetShareholderMeetingDate = 'targetShareholderMeetingDate'
assetParametersForwardPrice = 'assetParametersForwardPrice'
_70 = '70'
_71 = '71'
_72 = '72'
paceOfRollp0 = 'paceOfRollp0'
_73 = '73'
_74 = '74'
controversyPercentile = 'controversyPercentile'
leg1NotionalCurrency = 'leg1NotionalCurrency'
_75 = '75'
complianceEffectiveTime = 'complianceEffectiveTime'
expirationDate = 'expirationDate'
_76 = '76'
_77 = '77'
_78 = '78'
_79 = '79'
floatingRateDayCountFraction = 'floatingRateDayCountFraction'
callLastDate = 'callLastDate'
factorReturn = 'factorReturn'
passiveFlowRatio = 'passiveFlowRatio'
composite5DayAdv = 'composite5DayAdv'
marginalContributionToRisk = 'marginalContributionToRisk'
closeDate = 'closeDate'
temperatureHourForecast = 'temperatureHourForecast'
newIdeasWtd = 'newIdeasWtd'
assetClassSDR = 'assetClassSDR'
yieldToWorst = 'yieldToWorst'
assetParametersForwardRate = 'assetParametersForwardRate'
_80 = '80'
closingPrice = 'closingPrice'
clientFwdPointsAsk = 'clientFwdPointsAsk'
_81 = '81'
turnoverCompositeAdjusted = 'turnoverCompositeAdjusted'
comment = 'comment'
sourceSymbol = 'sourceSymbol'
_82 = '82'
_83 = '83'
_84 = '84'
askUnadjusted = 'askUnadjusted'
appliedSpeedBump = 'appliedSpeedBump'
_85 = '85'
_86 = '86'
restrictExternalDerivedData = 'restrictExternalDerivedData'
_87 = '87'
_88 = '88'
_89 = '89'
askChange = 'askChange'
countIdeasMtd = 'countIdeasMtd'
endDate = 'endDate'
sunshine = 'sunshine'
contractType = 'contractType'
momentumType = 'momentumType'
specificRisk = 'specificRisk'
chargeInQuoteConventionTwo = 'chargeInQuoteConventionTwo'
assetParametersIndex = 'assetParametersIndex'
freeFloatMarketCap = 'freeFloatMarketCap'
mdapi = 'mdapi'
payoffQtd = 'payoffQtd'
loss = 'loss'
midcurveVol = 'midcurveVol'
sell6bps = 'sell6bps'
tradingCostPnl = 'tradingCostPnl'
priceNotationType = 'priceNotationType'
price = 'price'
paymentQuantity = 'paymentQuantity'
_90 = '90'
strategyAum = 'strategyAum'
defensive = 'defensive'
_91 = '91'
_92 = '92'
_93 = '93'
assetParametersCallAmount = 'assetParametersCallAmount'
_94 = '94'
_95 = '95'
outrightMarketAsk = 'outrightMarketAsk'
_96 = '96'
_97 = '97'
_98 = '98'
redemptionDate = 'redemptionDate'
_99 = '99'
leg2NotionalCurrency = 'leg2NotionalCurrency'
subRegion = 'subRegion'
productId = 'productId'
currentConstituentsSalesPerShare = 'currentConstituentsSalesPerShare'
benchmark = 'benchmark'
nvtAdj = 'nvtAdj'
tcmCostParticipationRate15Pct = 'tcmCostParticipationRate15Pct'
fiscalYear = 'fiscalYear'
recallDate = 'recallDate'
internal = 'internal'
gender = 'gender'
assetClassificationsGicsIndustry = 'assetClassificationsGicsIndustry'
adjustedBidPrice = 'adjustedBidPrice'
lowUnadjusted = 'lowUnadjusted'
MACSSecondaryAssetClass = 'MACSSecondaryAssetClass'
confirmedPerMillion = 'confirmedPerMillion'
aggregatedUsdSpotExposure = 'aggregatedUsdSpotExposure'
exchangeRateBasis = 'exchangeRateBasis'
dataSourceId = 'dataSourceId'
integratedScore = 'integratedScore'
buy7bps = 'buy7bps'
arrivalMidUnrealizedCash = 'arrivalMidUnrealizedCash'
knockInPrice = 'knockInPrice'
event = 'event'
isIntradayAuction = 'isIntradayAuction'
locationName = 'locationName'
coupon = 'coupon'
percentageAuctionExecutedQuantity = 'percentageAuctionExecutedQuantity'
avgYield7Day = 'avgYield7Day'
referenceRateEur = 'referenceRateEur'
originalDisseminationId = 'originalDisseminationId'
totalOnVent = 'totalOnVent'
twapUnrealizedCash = 'twapUnrealizedCash'
stsCreditMarket = 'stsCreditMarket'
assetClassificationsDigitalAssetSector = 'assetClassificationsDigitalAssetSector'
weightOfMarketValue = 'weightOfMarketValue'
onsCode = 'onsCode'
passiveTouchFillsPercentage = 'passiveTouchFillsPercentage'
seniority = 'seniority'
inflationDelta = 'inflationDelta'
leg1Index = 'leg1Index'
highUnadjusted = 'highUnadjusted'
relativeMarginalContributionToRisk = 'relativeMarginalContributionToRisk'
submissionEvent = 'submissionEvent'
TVProductMnemonic = 'TVProductMnemonic'
avgTradeRateLabel = 'avgTradeRateLabel'
lastActivityDate = 'lastActivityDate'
disseminationTime = 'disseminationTime'
priceToCash = 'priceToCash'
buy10cents = 'buy10cents'
fwdEbookPointSpreadAllInMultAsk = 'fwdEbookPointSpreadAllInMultAsk'
realizedMarketCapRatio = 'realizedMarketCapRatio'
failed = 'failed'
navSpread = 'navSpread'
venueMIC = 'venueMIC'
dollarTotalReturn = 'dollarTotalReturn'
blockUnit = 'blockUnit'
emissionsIntensityEnterpriseValue = 'emissionsIntensityEnterpriseValue'
midSpread = 'midSpread'
istatProvinceCode = 'istatProvinceCode'
totalRecoveredByState = 'totalRecoveredByState'
displayId = 'displayId'
repurchaseRate = 'repurchaseRate'
dataSource = 'dataSource'
totalBeingTested = 'totalBeingTested'
clearedOrBilateral = 'clearedOrBilateral'
cvaMultiplier = 'cvaMultiplier'
metricName = 'metricName'
emissionsIntensityRevenue = 'emissionsIntensityRevenue'
askGspread = 'askGspread'
forecastHour = 'forecastHour'
leg2PaymentType = 'leg2PaymentType'
calSpreadMisPricing = 'calSpreadMisPricing'
totalTestedNegative = 'totalTestedNegative'
impliedRetailNotional = 'impliedRetailNotional'
rate366 = 'rate366'
currentConstituentsReturnOnEquity = 'currentConstituentsReturnOnEquity'
platform = 'platform'
rate365 = 'rate365'
fixedRateFrequency = 'fixedRateFrequency'
rate360 = 'rate360'
medianDailyVolume22d = 'medianDailyVolume22d'
globalPredictedBeta = 'globalPredictedBeta'
notionalQuantity2 = 'notionalQuantity2'
notionalQuantity1 = 'notionalQuantity1'
isContinuous = 'isContinuous'
value = 'value'
payerDesignatedMaturity = 'payerDesignatedMaturity'
productType = 'productType'
mdv22Day = 'mdv22Day'
nvtAdjFf90 = 'nvtAdjFf90'
twapRealizedBps = 'twapRealizedBps'
testMeasureLabel = 'testMeasureLabel'
quantity = 'quantity'
reportId = 'reportId'
indexWeight = 'indexWeight'
MACSPrimaryAssetClass = 'MACSPrimaryAssetClass'
traded = 'traded'
trader = 'trader'
leg2PriceType = 'leg2PriceType'
floatingRateResetFrequencyPeriodMultiplier2 = 'floatingRateResetFrequencyPeriodMultiplier2'
totalActive = 'totalActive'
floatingRateResetFrequencyPeriodMultiplier1 = 'floatingRateResetFrequencyPeriodMultiplier1'
gsid2 = 'gsid2'
matchedMaturityOISSwapSpread = 'matchedMaturityOISSwapSpread'
currentConstituentsPriceToEarnings = 'currentConstituentsPriceToEarnings'
valuationDate = 'valuationDate'
restrictGsFederation = 'restrictGsFederation'
positionSource = 'positionSource'
tcmCostHorizon6Hour = 'tcmCostHorizon6Hour'
commodityReferencePrice = 'commodityReferencePrice'
buy200cents = 'buy200cents'
vwapUnrealizedBps = 'vwapUnrealizedBps'
priceToBook = 'priceToBook'
isin = 'isin'
fwdEbookRiskSpreadMultBid = 'fwdEbookRiskSpreadMultBid'
assetParametersStrikeType = 'assetParametersStrikeType'
plId = 'plId'
lastReturnsStartDate = 'lastReturnsStartDate'
collateralValueVariance = 'collateralValueVariance'
year = 'year'
forecastPeriod = 'forecastPeriod'
callFirstDate = 'callFirstDate'
dataSetIds = 'dataSetIds'
economicTermsHash = 'economicTermsHash'
numBeds = 'numBeds'
sell20bps = 'sell20bps'
clientType = 'clientType'
percentageCloseExecutedQuantity = 'percentageCloseExecutedQuantity'
averageFillPriceExcludingFees = 'averageFillPriceExcludingFees'
macaulayDuration = 'macaulayDuration'
availableInventory = 'availableInventory'
est1DayCompletePct = 'est1DayCompletePct'
relativeHitRateYtd = 'relativeHitRateYtd'
gSpread = 'gSpread'
rai = 'rai'
impliedRetailBuyPctNotional = 'impliedRetailBuyPctNotional'
createdById = 'createdById'
marketDataType = 'marketDataType'
realShortRatesContribution = 'realShortRatesContribution'
metricCategory = 'metricCategory'
assetParametersCapFloor = 'assetParametersCapFloor'
annualizedCarry = 'annualizedCarry'
valuePrevious = 'valuePrevious'
transmissionClassification = 'transmissionClassification'
avgTradeRate = 'avgTradeRate'
shortLevel = 'shortLevel'
version = 'version'
categoryType = 'categoryType'
policyRateExpectation = 'policyRateExpectation'
uploadDate = 'uploadDate'
blockOffFacility = 'blockOffFacility'
unrealizedVwapPerformanceUSD = 'unrealizedVwapPerformanceUSD'
paceOfRollp75 = 'paceOfRollp75'
earningsPerSharePositive = 'earningsPerSharePositive'
numIcuBeds = 'numIcuBeds'
bucketVolumeInPercentage = 'bucketVolumeInPercentage'
estimatedTradingCost = 'estimatedTradingCost'
assetClassificationsUnderliersAssetClass = 'assetClassificationsUnderliersAssetClass'
eid = 'eid'
calculationRegion = 'calculationRegion'
relativeReturnQtd = 'relativeReturnQtd'
assessedTestMeasure = 'assessedTestMeasure'
mktQuotingStyle = 'mktQuotingStyle'
expirationTenor = 'expirationTenor'
tradedPriceNoMarkup = 'tradedPriceNoMarkup'
priceLimit = 'priceLimit'
marketModelId = 'marketModelId'
receiverFrequency = 'receiverFrequency'
realizedCorrelation = 'realizedCorrelation'
issueStatus = 'issueStatus'
collateralValueActual = 'collateralValueActual'
atmFwdRate = 'atmFwdRate'
tcmCostParticipationRate75Pct = 'tcmCostParticipationRate75Pct'
close = 'close'
vol30d = 'vol30d'
esProductImpactScore = 'esProductImpactScore'
equityVega = 'equityVega'
executedFillQuantity = 'executedFillQuantity'
lenderPayment = 'lenderPayment'
fiveDayMove = 'fiveDayMove'
realizedMarketCap = 'realizedMarketCap'
valueFormat = 'valueFormat'
windChillForecast = 'windChillForecast'
assetParametersTenor = 'assetParametersTenor'
targetNotional = 'targetNotional'
fillLegId = 'fillLegId'
rationale = 'rationale'
realizedTwapPerformanceBps = 'realizedTwapPerformanceBps'
lastUpdatedSince = 'lastUpdatedSince'
totalTests = 'totalTests'
equitiesContribution = 'equitiesContribution'
fwdEbookPointSpreadMultAsk = 'fwdEbookPointSpreadMultAsk'
simonId = 'simonId'
congestion = 'congestion'
leg2CommodityInstrumentId = 'leg2CommodityInstrumentId'
notes = 'notes'
totalProbableSeniorHome = 'totalProbableSeniorHome'
eventCategory = 'eventCategory'
averageFillRate = 'averageFillRate'
cins = 'cins'
unadjustedOpen = 'unadjustedOpen'
criticality = 'criticality'
bidAskSpread = 'bidAskSpread'
arrivalMidUnrealizedBps = 'arrivalMidUnrealizedBps'
optionType = 'optionType'
terminationDate = 'terminationDate'
queriesPerSecond = 'queriesPerSecond'
liquidityType = 'liquidityType'
creditLimit = 'creditLimit'
rankQtd = 'rankQtd'
combinedKey = 'combinedKey'
girFxForecast = 'girFxForecast'
effectiveTenor = 'effectiveTenor'
girCommoditiesForecast = 'girCommoditiesForecast'
relativeHumidityDailyForecast = 'relativeHumidityDailyForecast'
std30DaysSubsidizedYield = 'std30DaysSubsidizedYield'
annualizedTrackingError = 'annualizedTrackingError'
futureMonthF26 = 'futureMonthF26'
futureMonthF25 = 'futureMonthF25'
volSwap = 'volSwap'
futureMonthF24 = 'futureMonthF24'
heatIndexDailyForecast = 'heatIndexDailyForecast'
futureMonthF23 = 'futureMonthF23'
realFCI = 'realFCI'
blockTradesAndLargeNotionalOffFacilitySwaps = 'blockTradesAndLargeNotionalOffFacilitySwaps'
futureMonthF22 = 'futureMonthF22'
buy1point5bps = 'buy1point5bps'
futureMonthF21 = 'futureMonthF21'
expirationSettlementDate = 'expirationSettlementDate'
absoluteReturnQtd = 'absoluteReturnQtd'
grossExposure = 'grossExposure'
volume = 'volume'
adv = 'adv'
shortConvictionMedium = 'shortConvictionMedium'
completeTestMeasure = 'completeTestMeasure'
percentPricesReturn = 'percentPricesReturn'
fxQuotedVega = 'fxQuotedVega'
exchange = 'exchange'
esPolicyScore = 'esPolicyScore'
rollVolumeStd = 'rollVolumeStd'
temperatureDailyForecast = 'temperatureDailyForecast'
relativePayoffQtd = 'relativePayoffQtd'
onLoanPercentage = 'onLoanPercentage'
fxCalcDeltaNoPremiumAdjustment = 'fxCalcDeltaNoPremiumAdjustment'
twapRemainingSlices = 'twapRemainingSlices'
fairVariance = 'fairVariance'
hitRateWtd = 'hitRateWtd'
previousCloseRealizedCash = 'previousCloseRealizedCash'
estimationUniverseWeight = 'estimationUniverseWeight'
realizedVolatility = 'realizedVolatility'
unexecutedQuantity = 'unexecutedQuantity'
clientOutrightBid = 'clientOutrightBid'
proceedsAssetSwapSpread1m = 'proceedsAssetSwapSpread1m'
cloneParentId = 'cloneParentId'
windSpeedHourlyForecast = 'windSpeedHourlyForecast'
impliedRetailSellNotional = 'impliedRetailSellNotional'
etfFlowRatio = 'etfFlowRatio'
assetParametersReceiverRateOption = 'assetParametersReceiverRateOption'
buy60cents = 'buy60cents'
securitySubTypeId = 'securitySubTypeId'
coinMetricsId = 'coinMetricsId'
TRSNotional = 'TRSNotional'
denominated = 'denominated'
message = 'message'
stsRatesCountry = 'stsRatesCountry'
sell65cents = 'sell65cents'
assetParametersPremiumPaymentDate = 'assetParametersPremiumPaymentDate'
horizon = 'horizon'
wouldIfGoodLevel = 'wouldIfGoodLevel'
bufferThresholdRequired = 'bufferThresholdRequired'
faceValue = 'faceValue'
rollVolumeHist = 'rollVolumeHist'
counterPartyStatus = 'counterPartyStatus'
composite22DayAdv = 'composite22DayAdv'
percentageFarExecutedQuantity = 'percentageFarExecutedQuantity'
tradingCentre = 'tradingCentre'
loanSpreadRequired = 'loanSpreadRequired'
fixingRequested = 'fixingRequested'
assetClass = 'assetClass'
assetClassificationsVendor = 'assetClassificationsVendor'
sovereignSpreadContribution = 'sovereignSpreadContribution'
ric = 'ric'
bucketEndTime = 'bucketEndTime'
rateType = 'rateType'
totalFatalitiesSeniorHome = 'totalFatalitiesSeniorHome'
loanStatus = 'loanStatus'
shortWeight = 'shortWeight'
geographyId = 'geographyId'
sell7point5bps = 'sell7point5bps'
nav = 'nav'
fiscalQuarter = 'fiscalQuarter'
versionString = 'versionString'
payoffYtd = 'payoffYtd'
marketImpact = 'marketImpact'
eventType = 'eventType'
fillPrice = 'fillPrice'
assetCountLong = 'assetCountLong'
sell180cents = 'sell180cents'
expirationDateRule = 'expirationDateRule'
updateSeconds = 'updateSeconds'
spot = 'spot'
applicationId = 'applicationId'
indicativeClosePrice = 'indicativeClosePrice'
swapSpread = 'swapSpread'
tradingRestriction = 'tradingRestriction'
assetParametersPayOrReceive = 'assetParametersPayOrReceive'
priceSpotEntryUnit = 'priceSpotEntryUnit'
unrealizedArrivalPerformanceBps = 'unrealizedArrivalPerformanceBps'
city = 'city'
assetParametersIndexSeries = 'assetParametersIndexSeries'
pnlWtd = 'pnlWtd'
covariance = 'covariance'
bucketVolumeInShares = 'bucketVolumeInShares'
commodityForecast = 'commodityForecast'
valid = 'valid'
stsCommodity = 'stsCommodity'
initialPricingDate = 'initialPricingDate'
indicationOfEndUserException = 'indicationOfEndUserException'
windDirectionHourlyForecast = 'windDirectionHourlyForecast'
esScore = 'esScore'
_yield = 'yield'
numberOfPositionsExploded = 'numberOfPositionsExploded'
fatalitiesUnderlyingConditionsPresent = 'fatalitiesUnderlyingConditionsPresent'
priceRangeInTicks = 'priceRangeInTicks'
swapPointsMarketAsk = 'swapPointsMarketAsk'
paceOfRollp25 = 'paceOfRollp25'
dayCloseRealizedUSD = 'dayCloseRealizedUSD'
pctChange = 'pctChange'
brightnessType = 'brightnessType'
futureMonth3M = 'futureMonth3M'
fwdEbookRiskSpreadMultAsk = 'fwdEbookRiskSpreadMultAsk'
numberOfRolls = 'numberOfRolls'
isoCountryCodeNumeric = 'isoCountryCodeNumeric'
priceType = 'priceType'
realizedVwapPerformanceUSD = 'realizedVwapPerformanceUSD'
orderSide = 'orderSide'
tradingDesk = 'tradingDesk'
fuelType = 'fuelType'
bbid = 'bbid'
vegaNotionalAmount = 'vegaNotionalAmount'
fatalitiesUnderlyingConditionsAbsent = 'fatalitiesUnderlyingConditionsAbsent'
effectiveDate = 'effectiveDate'
TRSBidPrice = 'TRSBidPrice'
capped = 'capped'
rating = 'rating'
optionCurrency = 'optionCurrency'
isCloseAuction = 'isCloseAuction'
volatility = 'volatility'
assetClassificationsDigitalAssetMarket = 'assetClassificationsDigitalAssetMarket'
avgVentUtil = 'avgVentUtil'
underlyingAssetIds = 'underlyingAssetIds'
buy6point5bps = 'buy6point5bps'
vwapInLimitRealizedCash = 'vwapInLimitRealizedCash'
estimatedClosingAuctionVolume = 'estimatedClosingAuctionVolume'
sell2bps = 'sell2bps'
annualRisk = 'annualRisk'
eti = 'eti'
vwapInLimitRealizedBps = 'vwapInLimitRealizedBps'
rankMtd = 'rankMtd'
marketBuffer = 'marketBuffer'
futureMonthJ24 = 'futureMonthJ24'
lastUploadedTime = 'lastUploadedTime'
futureMonthJ23 = 'futureMonthJ23'
oeId = 'oeId'
futureMonthJ22 = 'futureMonthJ22'
futureMonthJ21 = 'futureMonthJ21'
bbidEquivalent = 'bbidEquivalent'
initBufferThresholdRequired = 'initBufferThresholdRequired'
leg2DesignatedMaturity = 'leg2DesignatedMaturity'
matchedMaturityOISSwapRate = 'matchedMaturityOISSwapRate'
fairPrice = 'fairPrice'
participationRateInLimit = 'participationRateInLimit'
extMktClass = 'extMktClass'
priceCurrency = 'priceCurrency'
failedCount = 'failedCount'
leg1IndexLocation = 'leg1IndexLocation'
supraStrategy = 'supraStrategy'
dayCountConvention = 'dayCountConvention'
roundedNotionalAmount1 = 'roundedNotionalAmount1'
roundedNotionalAmount2 = 'roundedNotionalAmount2'
factorSource = 'factorSource'
futureMonthJ26 = 'futureMonthJ26'
lendingSecType = 'lendingSecType'
futureMonthJ25 = 'futureMonthJ25'
leverage = 'leverage'
factorExposure = 'factorExposure'
forecastDay = 'forecastDay'
optionFamily = 'optionFamily'
generatorOutput = 'generatorOutput'
priceSpotStopLossValue = 'priceSpotStopLossValue'
kpiId = 'kpiId'
windGeneration = 'windGeneration'
percentageMidExecutedQuantity = 'percentageMidExecutedQuantity'
staticVolumeForecast = 'staticVolumeForecast'
borrowCost = 'borrowCost'
knockOutDirection = 'knockOutDirection'
screenId = 'screenId'
riskModel = 'riskModel'
assetParametersVendor = 'assetParametersVendor'
assetParametersIndex1Tenor = 'assetParametersIndex1Tenor'
isPublic = 'isPublic'
fairValue = 'fairValue'
openTime = 'openTime'
pressureHourlyForecast = 'pressureHourlyForecast'
localCcyRate = 'localCcyRate'
endUserException = 'endUserException'
sell90cents = 'sell90cents'
executionVenue = 'executionVenue'
nonStandardizedPricingIndicator = 'nonStandardizedPricingIndicator'
primaryVwapInLimitRealizedBps = 'primaryVwapInLimitRealizedBps'
approveRebalance = 'approveRebalance'
adjustedClosePrice = 'adjustedClosePrice'
lmsId = 'lmsId'
rebateRate = 'rebateRate'
sell130cents = 'sell130cents'
speedBumpDelay = 'speedBumpDelay'
priceUnitOfMeasure1 = 'priceUnitOfMeasure1'
sell32bps = 'sell32bps'
paceOfRollp50 = 'paceOfRollp50'
priceMoveVsArrival = 'priceMoveVsArrival'
strikeRelative = 'strikeRelative'
pressureType = 'pressureType'
buy40bps = 'buy40bps'
priceNotation = 'priceNotation'
strategy = 'strategy'
priceUnitOfMeasure2 = 'priceUnitOfMeasure2'
issueStatusDate = 'issueStatusDate'
lenderIncome = 'lenderIncome'
settlementCcy = 'settlementCcy'
pbClientId = 'pbClientId'
istatRegionCode = 'istatRegionCode'
sell9bps = 'sell9bps'
ownerId = 'ownerId'
composite10DayAdv = 'composite10DayAdv'
maxLoanBalance = 'maxLoanBalance'
ideaActivityType = 'ideaActivityType'
sell60cents = 'sell60cents'
ideaSource = 'ideaSource'
everOnVent = 'everOnVent'
otcVolume = 'otcVolume'
buy15cents = 'buy15cents'
unadjustedAsk = 'unadjustedAsk'
dynamicVolumeForecast = 'dynamicVolumeForecast'
margin = 'margin'
contributionName = 'contributionName'
givenPlusPaid = 'givenPlusPaid'
lastFillPrice = 'lastFillPrice'
soprOut = 'soprOut'
clientSpotAsk = 'clientSpotAsk'
shortConvictionSmall = 'shortConvictionSmall'
upfrontPaymentCurrency = 'upfrontPaymentCurrency'
spotSettlementDate = 'spotSettlementDate'
matrixOrder = 'matrixOrder'
dayClose = 'dayClose'
dateIndex = 'dateIndex'
payerDayCountFraction = 'payerDayCountFraction'
assetClassificationsIsPrimary = 'assetClassificationsIsPrimary'
breakEvenInflationChange = 'breakEvenInflationChange'
buy130cents = 'buy130cents'
dwiContribution = 'dwiContribution'
asset2Id = 'asset2Id'
economicForecasts = 'economicForecasts'
averageFillPrice = 'averageFillPrice'
depthSpreadScore = 'depthSpreadScore'
sell10cents = 'sell10cents'
secType = 'secType'
subAccount = 'subAccount'
buy65cents = 'buy65cents'
bondCdsBasis = 'bondCdsBasis'
vendor = 'vendor'
passMessage = 'passMessage'
dataSet = 'dataSet'
totalNotionalQuantity2 = 'totalNotionalQuantity2'
totalNotionalQuantity1 = 'totalNotionalQuantity1'
notionalAmount2 = 'notionalAmount2'
notionalAmount1 = 'notionalAmount1'
queueingTime = 'queueingTime'
annReturn5Year = 'annReturn5Year'
volumeStartOfDay = 'volumeStartOfDay'
priceNotation3Type = 'priceNotation3Type'
assetParametersFloatingRateDesignatedMaturity = 'assetParametersFloatingRateDesignatedMaturity'
impliedRetailBuyPctShares = 'impliedRetailBuyPctShares'
executedNotionalLocal = 'executedNotionalLocal'
tsdbShortname = 'tsdbShortname'
businessSponsor = 'businessSponsor'
unexplained = 'unexplained'
seasonalAdjustmentShort = 'seasonalAdjustmentShort'
metric = 'metric'
ask = 'ask'
closePrice = 'closePrice'
endTime = 'endTime'
sell100cents = 'sell100cents'
executionTimestamp = 'executionTimestamp'
buy180cents = 'buy180cents'
predictedBeta = 'predictedBeta'
absoluteStrike = 'absoluteStrike'
liquidity = 'liquidity'
sell3point5bps = 'sell3point5bps'
liquidityScoreBuy = 'liquidityScoreBuy'
paymentFrequency = 'paymentFrequency'
expenseRatioNetBps = 'expenseRatioNetBps'
metricType = 'metricType'
rankYtd = 'rankYtd'
leg1Spread = 'leg1Spread'
coverageRegion = 'coverageRegion'
absoluteReturnYtd = 'absoluteReturnYtd'
dayCountConvention2 = 'dayCountConvention2'
degreeDays = 'degreeDays'
fwdPointsAsk = 'fwdPointsAsk'
turnoverAdjusted = 'turnoverAdjusted'
priceSpotTargetValue = 'priceSpotTargetValue'
marketDataPoint = 'marketDataPoint'
numOfFunds = 'numOfFunds'
ebcsOutrightMid = 'ebcsOutrightMid'
tradeTime = 'tradeTime'
executionId = 'executionId'
turnoverUnadjusted = 'turnoverUnadjusted'
leg1FloatingIndex = 'leg1FloatingIndex'
hedgeAnnualizedVolatility = 'hedgeAnnualizedVolatility'
benchmarkCurrency = 'benchmarkCurrency'
futuresContract = 'futuresContract'
name = 'name'
aum = 'aum'
leg1DayCountConvention = 'leg1DayCountConvention'
cbsCode = 'cbsCode'
folderName = 'folderName'
apiUsage = 'apiUsage'
twapInterval = 'twapInterval'
factorPnl = 'factorPnl'
paymentFrequencyPeriod1 = 'paymentFrequencyPeriod1'
uniqueId = 'uniqueId'
optionExpirationDate = 'optionExpirationDate'
paymentFrequencyPeriod2 = 'paymentFrequencyPeriod2'
swaptionAtmFwdRate = 'swaptionAtmFwdRate'
liveDate = 'liveDate'
volumeForecastAdjustment = 'volumeForecastAdjustment'
corporateActionType = 'corporateActionType'
primeId = 'primeId'
description = 'description'
assetClassificationsIsCountryPrimary = 'assetClassificationsIsCountryPrimary'
rebateRateLimit = 'rebateRateLimit'
spotAsk = 'spotAsk'
swapPointsMarketBid = 'swapPointsMarketBid'
extId = 'extId'
factor = 'factor'
daysOnLoan = 'daysOnLoan'
longConvictionSmall = 'longConvictionSmall'
sell40cents = 'sell40cents'
relativePayoffYtd = 'relativePayoffYtd'
gsfeer = 'gsfeer'
relativeHitRateQtd = 'relativeHitRateQtd'
wam = 'wam'
wal = 'wal'
backtestId = 'backtestId'
dirtyPrice = 'dirtyPrice'
darkWouldRefPrice = 'darkWouldRefPrice'
corporateSpreadContribution = 'corporateSpreadContribution'
relativeHumidityHourlyForecast = 'relativeHumidityHourlyForecast'
multipleScore = 'multipleScore'
betaAdjustedExposure = 'betaAdjustedExposure'
momentum = 'momentum'
isAnnualized = 'isAnnualized'
dividendPoints = 'dividendPoints'
brightness = 'brightness'
factorStandardDeviation = 'factorStandardDeviation'
assetParametersReceiverDesignatedMaturity = 'assetParametersReceiverDesignatedMaturity'
bosInTicksDescription = 'bosInTicksDescription'
testId = 'testId'
risk = 'risk'
impliedCorrelation = 'impliedCorrelation'
normalizedPerformance = 'normalizedPerformance'
overnightNewsEndTime = 'overnightNewsEndTime'
bytesConsumed = 'bytesConsumed'
swaptionVol = 'swaptionVol'
estimatedClosingVolume = 'estimatedClosingVolume'
issuer = 'issuer'
dividendYield = 'dividendYield'
marketType = 'marketType'
numUnitsLower = 'numUnitsLower'
sourceOrigin = 'sourceOrigin'
proceedsAssetSwapSpread3m = 'proceedsAssetSwapSpread3m'
totalQuantity = 'totalQuantity'
internalUser = 'internalUser'
sell40bps = 'sell40bps'
redemptionOption = 'redemptionOption'
notionalUnit2 = 'notionalUnit2'
notionalUnit1 = 'notionalUnit1'
sedol = 'sedol'
roundingCostPnl = 'roundingCostPnl'
midYield = 'midYield'
unexecutedNotionalLocal = 'unexecutedNotionalLocal'
sustainGlobal = 'sustainGlobal'
endingDate = 'endingDate'
proceedsAssetSwapSpread12m = 'proceedsAssetSwapSpread12m'
rvtAdj90 = 'rvtAdj90'
grossInvestmentWtd = 'grossInvestmentWtd'
annReturn3Year = 'annReturn3Year'
sharpeWtd = 'sharpeWtd'
discountFactor = 'discountFactor'
swapPointsBid = 'swapPointsBid'
relativeReturnMtd = 'relativeReturnMtd'
exchangeCalendar = 'exchangeCalendar'
priceChangeOnDay = 'priceChangeOnDay'
buy100cents = 'buy100cents'
forwardPoint = 'forwardPoint'
increment = 'increment'
fci = 'fci'
enabled = 'enabled'
recallQuantity = 'recallQuantity'
strikePriceCurrency = 'strikePriceCurrency'
fxPositioning = 'fxPositioning'
gsidEquivalent = 'gsidEquivalent'
categories = 'categories'
extMktAsset = 'extMktAsset'
quotingStyle = 'quotingStyle'
isInPosition = 'isInPosition'
errorMessage = 'errorMessage'
compoundedFixedRate = 'compoundedFixedRate'
midPrice = 'midPrice'
proceedsAssetSwapSpread6m = 'proceedsAssetSwapSpread6m'
stsEmDm = 'stsEmDm'
TimeinYears = 'TimeinYears'
embeddedOption = 'embeddedOption'
tcmCostHorizon2Day = 'tcmCostHorizon2Day'
ageBand = 'ageBand'
returnsEnabled = 'returnsEnabled'
runId = 'runId'
queueInLots = 'queueInLots'
tenderOfferExpirationDate = 'tenderOfferExpirationDate'
assetParametersExpirationTime = 'assetParametersExpirationTime'
midcurveAnnuity = 'midcurveAnnuity'
lendingFundNavTrend = 'lendingFundNavTrend'
cloudCoverForecast = 'cloudCoverForecast'
tcmCostParticipationRate5Pct = 'tcmCostParticipationRate5Pct'
defaultBackcast = 'defaultBackcast'
assetParametersNumberOfShares = 'assetParametersNumberOfShares'
lockup = 'lockup'
lockupType = 'lockupType'
newsOnIntensity = 'newsOnIntensity'
priceFormingContinuationData = 'priceFormingContinuationData'
adjustedShortInterest = 'adjustedShortInterest'
newHospitalized = 'newHospitalized'
assetParametersStrike = 'assetParametersStrike'
buy35cents = 'buy35cents'
impliedRetailBuyNotional = 'impliedRetailBuyNotional'
leg2TotalNotional = 'leg2TotalNotional'
assetParametersEffectiveDate = 'assetParametersEffectiveDate'
annReturn10Year = 'annReturn10Year'
numAdultIcuBeds = 'numAdultIcuBeds'
daysToExpiration = 'daysToExpiration'
continuationEvent = 'continuationEvent'
leg2CommodityUnderlyerId = 'leg2CommodityUnderlyerId'
fillPriceExcludingFees = 'fillPriceExcludingFees'
wiId = 'wiId'
marketCapCategory = 'marketCapCategory'
historicalVolume = 'historicalVolume'
buy5cents = 'buy5cents'
eventStartDate = 'eventStartDate'
leg1FixedRate = 'leg1FixedRate'
transitionPerformancePercentage = 'transitionPerformancePercentage'
equityGamma = 'equityGamma'
rptId = 'rptId'
grossIncome = 'grossIncome'
emId = 'emId'
assetCountInModel = 'assetCountInModel'
stsCreditRegion = 'stsCreditRegion'
minTemperature = 'minTemperature'
bucketStartTime = 'bucketStartTime'
medianDailyVolume10d = 'medianDailyVolume10d'
fillType = 'fillType'
closeTime = 'closeTime'
failPct = 'failPct'
isoCountryCodeAlpha2 = 'isoCountryCodeAlpha2'
isoCountryCodeAlpha3 = 'isoCountryCodeAlpha3'
assetParametersOptionType = 'assetParametersOptionType'
amount = 'amount'
lendingFundAcct = 'lendingFundAcct'
fwdPricingSource = 'fwdPricingSource'
rebate = 'rebate'
electionType = 'electionType'
relativeHitRateMtd = 'relativeHitRateMtd'
impliedVolatility = 'impliedVolatility'
spread = 'spread'
variance = 'variance'
wtdDegreeDaysDailyForecast = 'wtdDegreeDaysDailyForecast'
swaptionAnnuity = 'swaptionAnnuity'
latestEndDate = 'latestEndDate'
buy6bps = 'buy6bps'
g10Currency = 'g10Currency'
humidityForecast = 'humidityForecast'
relativePeriod = 'relativePeriod'
user = 'user'
fwdEbookPointSpreadMultBid = 'fwdEbookPointSpreadMultBid'
customer = 'customer'
leg1ResetFrequency = 'leg1ResetFrequency'
queueClockTimeLabel = 'queueClockTimeLabel'
settlementResolved = 'settlementResolved'
paceOfRollp100 = 'paceOfRollp100'
assetClassificationsGicsSubIndustry = 'assetClassificationsGicsSubIndustry'
dewPointHourlyForecast = 'dewPointHourlyForecast'
locationType = 'locationType'
facetDivisionalReportingGroupId = 'facetDivisionalReportingGroupId'
realizedTwapPerformanceUSD = 'realizedTwapPerformanceUSD'
swapRate = 'swapRate'
algoExecutionStyle = 'algoExecutionStyle'
mktFwdPointBid = 'mktFwdPointBid'
clientContact = 'clientContact'
minTemperatureHour = 'minTemperatureHour'
tradingCurrency = 'tradingCurrency'
totalByOnset = 'totalByOnset'
agencySwapSpread = 'agencySwapSpread'
rank = 'rank'
mixedSwapOtherReportedSDR = 'mixedSwapOtherReportedSDR'
humidity = 'humidity'
dataSetCategory = 'dataSetCategory'
vwapRealizedBps = 'vwapRealizedBps'
buy9bps = 'buy9bps'
totalTested = 'totalTested'
fatalitiesConfirmed = 'fatalitiesConfirmed'
universeId1 = 'universeId1'
fwdPointsBid = 'fwdPointsBid'
assetParametersPayerDayCountFraction = 'assetParametersPayerDayCountFraction'
universeId2 = 'universeId2'
bidLow = 'bidLow'
bucketizePrice = 'bucketizePrice'
fairVarianceVolatility = 'fairVarianceVolatility'
cleanPrice = 'cleanPrice'
covid19 = 'covid19'
clientExposure = 'clientExposure'
leg2TotalNotionalUnit = 'leg2TotalNotionalUnit'
sell45cents = 'sell45cents'
gsSustainSubSector = 'gsSustainSubSector'
sinkable = 'sinkable'
isReal = 'isReal'
maxTemperatureHour = 'maxTemperatureHour'
leg2AveragingMethod = 'leg2AveragingMethod'
pricingDate = 'pricingDate'
jsn = 'jsn'
sell160cents = 'sell160cents'
firstExerciseDate = 'firstExerciseDate'
spotBid = 'spotBid'
knockInDirection = 'knockInDirection'
dayCloseUnrealizedUSD = 'dayCloseUnrealizedUSD'
tenor = 'tenor'
pricingConvention = 'pricingConvention'
dealableAuto = 'dealableAuto'
popularity = 'popularity'
floatingRateOption = 'floatingRateOption'
tradedNeutralSpotMid = 'tradedNeutralSpotMid'
hedgeValueType = 'hedgeValueType'
assetParametersClearingHouse = 'assetParametersClearingHouse'
disclaimer = 'disclaimer'
payerFrequency = 'payerFrequency'
assetParametersOptionStyle = 'assetParametersOptionStyle'
loanFee = 'loanFee'
deploymentVersion = 'deploymentVersion'
buy16bps = 'buy16bps'
tradeDayCount = 'tradeDayCount'
transactionType = 'transactionType'
priceToSales = 'priceToSales'
newIdeasQtd = 'newIdeasQtd'
subdivisionName = 'subdivisionName'
adjustedAskPrice = 'adjustedAskPrice'
fwdPointsMarketAsk = 'fwdPointsMarketAsk'
factorUniverse = 'factorUniverse'
arrivalRt = 'arrivalRt'
internalIndexCalcAgent = 'internalIndexCalcAgent'
excessMarginValue = 'excessMarginValue'
transactionCost = 'transactionCost'
centralBankSwapRate = 'centralBankSwapRate'
previousNewConfirmed = 'previousNewConfirmed'
unrealizedVwapPerformanceBps = 'unrealizedVwapPerformanceBps'
degreeDaysDailyForecast = 'degreeDaysDailyForecast'
positionAmount = 'positionAmount'
heatIndexHourlyForecast = 'heatIndexHourlyForecast'
maRank = 'maRank'
fxPositioningSource = 'fxPositioningSource'
vol60d = 'vol60d'
eventStartDateTime = 'eventStartDateTime'
impliedVolatilityByDeltaStrike = 'impliedVolatilityByDeltaStrike'
mqSymbol = 'mqSymbol'
numTotalUnits = 'numTotalUnits'
corporateAction = 'corporateAction'
leg1PriceType = 'leg1PriceType'
assetParametersPayerRateOption = 'assetParametersPayerRateOption'
sell20cents = 'sell20cents'
leg2FixedPaymentCurrency = 'leg2FixedPaymentCurrency'
gRegionalScore = 'gRegionalScore'
hardToBorrow = 'hardToBorrow'
sell5bps = 'sell5bps'
rollVwap = 'rollVwap'
wpk = 'wpk'
bespokeSwap = 'bespokeSwap'
assetParametersExpirationDate = 'assetParametersExpirationDate'
countryName = 'countryName'
carry = 'carry'
startingDate = 'startingDate'
loanId = 'loanId'
onboarded = 'onboarded'
liquidityScore = 'liquidityScore'
longRatesContribution = 'longRatesContribution'
sourceDateSpan = 'sourceDateSpan'
annYield6Month = 'annYield6Month'
underlyingDataSetId = 'underlyingDataSetId'
closeUnadjusted = 'closeUnadjusted'
valueUnit = 'valueUnit'
voiceCurveReason = 'voiceCurveReason'
quantityUnit = 'quantityUnit'
adjustedLowPrice = 'adjustedLowPrice'
isMomentum = 'isMomentum'
longConvictionLarge = 'longConvictionLarge'
spotTier = 'spotTier'
oad = 'oad'
rate = 'rate'
couponType = 'couponType'
client = 'client'
esgDetailedMetric = 'esgDetailedMetric'
markToRT = 'markToRT'
convictionList = 'convictionList'
passiveEtfRatio = 'passiveEtfRatio'
futureMonthG26 = 'futureMonthG26'
futureMonthG25 = 'futureMonthG25'
futureMonthG24 = 'futureMonthG24'
futureMonthG23 = 'futureMonthG23'
typeOfReturn = 'typeOfReturn'
futureMonthG22 = 'futureMonthG22'
servicingCostLongPnl = 'servicingCostLongPnl'
excessMarginPercentage = 'excessMarginPercentage'
futureMonthG21 = 'futureMonthG21'
totalMild = 'totalMild'
realizedArrivalPerformanceBps = 'realizedArrivalPerformanceBps'
precipitationDailyForecastInches = 'precipitationDailyForecastInches'
exchangeId = 'exchangeId'
leg2FixedPayment = 'leg2FixedPayment'
tcmCostHorizon20Day = 'tcmCostHorizon20Day'
assetClassificationsDigitalAssetIndustry = 'assetClassificationsDigitalAssetIndustry'
realm = 'realm'
goneManual = 'goneManual'
gate = 'gate'
bid = 'bid'
hedgeValue = 'hedgeValue'
isSeasonallyAdjusted = 'isSeasonallyAdjusted'
orderStartTime = 'orderStartTime'
isAggressive = 'isAggressive'
floatingRateDesignatedMaturity = 'floatingRateDesignatedMaturity'
percentageNearExecutedQuantity = 'percentageNearExecutedQuantity'
orderId = 'orderId'
hospitalType = 'hospitalType'
aggregatePnl = 'aggregatePnl'
dayCloseRealizedBps = 'dayCloseRealizedBps'
precipitationHourlyForecast = 'precipitationHourlyForecast'
forwardPriceNg = 'forwardPriceNg'
marketCapUSD = 'marketCapUSD'
auctionFillsPercentage = 'auctionFillsPercentage'
highPrice = 'highPrice'
absoluteShares = 'absoluteShares'
fixedRateDayCountFraction = 'fixedRateDayCountFraction'
model = 'model'
unrealizedTwapPerformanceUSD = 'unrealizedTwapPerformanceUSD'
id = 'id'
maturity = 'maturity'
deltaChange = 'deltaChange'
index = 'index'
finalIndexLevel = 'finalIndexLevel'
unrealizedArrivalPerformanceUSD = 'unrealizedArrivalPerformanceUSD'
icebergSlippage = 'icebergSlippage'
sell120cents = 'sell120cents'
futureMonthX26 = 'futureMonthX26'
assetTypes = 'assetTypes'
futureMonthX25 = 'futureMonthX25'
bcid = 'bcid'
mktPoint = 'mktPoint'
futureMonthX24 = 'futureMonthX24'
restrictionStartDate = 'restrictionStartDate'
touchLiquidityScore = 'touchLiquidityScore'
futureMonthX23 = 'futureMonthX23'
futureMonthX22 = 'futureMonthX22'
factorCategoryId = 'factorCategoryId'
securityTypeId = 'securityTypeId'
futureMonthX21 = 'futureMonthX21'
investmentYtd = 'investmentYtd'
leg2Notional = 'leg2Notional'
sell1bps = 'sell1bps'
sell200cents = 'sell200cents'
expectedCompletionDate = 'expectedCompletionDate'
spreadOptionVol = 'spreadOptionVol'
sell80cents = 'sell80cents'
impliedRetailPctAdv = 'impliedRetailPctAdv'
inflationSwapRate = 'inflationSwapRate'
activeQueries = 'activeQueries'
sell45bps = 'sell45bps'
gsLiquidityScore = 'gsLiquidityScore'
embededOption = 'embededOption'
chargeInLocalCurrency = 'chargeInLocalCurrency'
eventSource = 'eventSource'
qisPermNo = 'qisPermNo'
settlement = 'settlement'
shareclassId = 'shareclassId'
feature2 = 'feature2'
feature3 = 'feature3'
settlementCurrency2 = 'settlementCurrency2'
stsCommoditySector = 'stsCommoditySector'
exceptionStatus = 'exceptionStatus'
overnightNewsIntensity = 'overnightNewsIntensity'
salesCoverage = 'salesCoverage'
feature1 = 'feature1'
tcmCostParticipationRate10Pct = 'tcmCostParticipationRate10Pct'
eventTime = 'eventTime'
positionSourceName = 'positionSourceName'
covid19Vaccine = 'covid19Vaccine'
deliveryDate = 'deliveryDate'
settlementCurrency1 = 'settlementCurrency1'
cyclical = 'cyclical'
interestRate = 'interestRate'
side = 'side'
dynamicHybridAggressiveStyle = 'dynamicHybridAggressiveStyle'
complianceRestrictedStatus = 'complianceRestrictedStatus'
borrowFee = 'borrowFee'
everIcu = 'everIcu'
noWorseThanLevel = 'noWorseThanLevel'
updateTime = 'updateTime'
loanSpread = 'loanSpread'
tcmCostHorizon12Hour = 'tcmCostHorizon12Hour'
dewPoint = 'dewPoint'
researchCommission = 'researchCommission'
buy2bps = 'buy2bps'
assetClassificationsRiskCountryCode = 'assetClassificationsRiskCountryCode'
newIdeasMtd = 'newIdeasMtd'
varSwapByExpiry = 'varSwapByExpiry'
sellDate = 'sellDate'
aumStart = 'aumStart'
fwdEbookRiskDirClientSellOver = 'fwdEbookRiskDirClientSellOver'
feedbackType = 'feedbackType'
assetParametersSettlement = 'assetParametersSettlement'
maxTemperature = 'maxTemperature'
acquirerShareholderMeetingDate = 'acquirerShareholderMeetingDate'
countIdeasWtd = 'countIdeasWtd'
arrivalRtNormalized = 'arrivalRtNormalized'
reportType = 'reportType'
sourceURL = 'sourceURL'
estimatedReturn = 'estimatedReturn'
tradedFwdPoints = 'tradedFwdPoints'
high = 'high'
sourceLastUpdate = 'sourceLastUpdate'
sunshineForecast = 'sunshineForecast'
quantityMW = 'quantityMW'
sell70cents = 'sell70cents'
sell110cents = 'sell110cents'
pnodeId = 'pnodeId'
price1 = 'price1'
price2 = 'price2'
referenceRate = 'referenceRate'
humidityType = 'humidityType'
prevCloseAsk = 'prevCloseAsk'
level = 'level'
impliedVolatilityByExpiration = 'impliedVolatilityByExpiration'
hurdle = 'hurdle'
assetParametersFixedRateDayCountFraction = 'assetParametersFixedRateDayCountFraction'
esMomentumScore = 'esMomentumScore'
leg1CommodityInstrumentId = 'leg1CommodityInstrumentId'
leg2Index = 'leg2Index'
netWeight = 'netWeight'
portfolioManagers = 'portfolioManagers'
bosInTicks = 'bosInTicks'
assetParametersCouponType = 'assetParametersCouponType'
swapPointsAsk = 'swapPointsAsk'
expectedResidualQuantity = 'expectedResidualQuantity'
clientSwapPointsBid = 'clientSwapPointsBid'
rollDate = 'rollDate'
dynamicHybridSpeed = 'dynamicHybridSpeed'
capFloorVol = 'capFloorVol'
targetQuantity = 'targetQuantity'
submitter = 'submitter'
no = 'no'
notional = 'notional'
esDisclosurePercentage = 'esDisclosurePercentage'
closeExecutedQuantityPercentage = 'closeExecutedQuantityPercentage'
twapRealizedCash = 'twapRealizedCash'
isOpenAuction = 'isOpenAuction'
leg1Type = 'leg1Type'
wetBulbTempHourlyForecast = 'wetBulbTempHourlyForecast'
cleanupPrice = 'cleanupPrice'
externalRejectReason = 'externalRejectReason'
total = 'total'
filledNotionalUSD = 'filledNotionalUSD'
assetId = 'assetId'
blockTradeElectionIndicator = 'blockTradeElectionIndicator'
testStatus = 'testStatus'
mktType = 'mktType'
covidDisrupted = 'covidDisrupted'
lastUpdatedTime = 'lastUpdatedTime'
yield30Day = 'yield30Day'
optionPutPremium = 'optionPutPremium'
buy28bps = 'buy28bps'
proportionOfRisk = 'proportionOfRisk'
futureMonthK23 = 'futureMonthK23'
futureMonthK22 = 'futureMonthK22'
futureMonthK21 = 'futureMonthK21'
primaryEntityId = 'primaryEntityId'
cross = 'cross'
ideaStatus = 'ideaStatus'
inCode = 'inCode'
contractSubtype = 'contractSubtype'
sri = 'sri'
fxForecast = 'fxForecast'
fixingTimeLabel = 'fixingTimeLabel'
isETF = 'isETF'
_100 = '100'
_101 = '101'
_102 = '102'
_103 = '103'
_104 = '104'
fillId = 'fillId'
excessReturns = 'excessReturns'
_105 = '105'
_106 = '106'
dollarReturn = 'dollarReturn'
orderInLimit = 'orderInLimit'
expiryTime = 'expiryTime'
_107 = '107'
returnOnEquity = 'returnOnEquity'
_108 = '108'
_109 = '109'
futureMonthK26 = 'futureMonthK26'
futureMonthK25 = 'futureMonthK25'
futureMonthK24 = 'futureMonthK24'
restrictionEndDate = 'restrictionEndDate'
queueInLotsDescription = 'queueInLotsDescription'
volumeLimit = 'volumeLimit'
objective = 'objective'
navPrice = 'navPrice'
leg1UnderlyingAsset = 'leg1UnderlyingAsset'
_110 = '110'
bbgid = 'bbgid'
_111 = '111'
_112 = '112'
_113 = '113'
privatePlacementType = 'privatePlacementType'
_114 = '114'
hedgeNotional = 'hedgeNotional'
_115 = '115'
dailyReturn = 'dailyReturn'
_116 = '116'
askLow = 'askLow'
intendedPRate = 'intendedPRate'
_117 = '117'
_118 = '118'
_119 = '119'
expiry = 'expiry'
assetParametersIndexFamily = 'assetParametersIndexFamily'
avgMonthlyYield = 'avgMonthlyYield'
periodDirection = 'periodDirection'
prevRptId = 'prevRptId'
earningsPerShare = 'earningsPerShare'
strikePercentage = 'strikePercentage'
esProductImpactPercentile = 'esProductImpactPercentile'
vwapRealizedCash = 'vwapRealizedCash'
parAssetSwapSpread1m = 'parAssetSwapSpread1m'
prevCloseBid = 'prevCloseBid'
minimumIncrement = 'minimumIncrement'
tcmCostHorizon16Day = 'tcmCostHorizon16Day'
investmentMtd = 'investmentMtd'
settlementDate = 'settlementDate'
weightedAverageMidNormalized = 'weightedAverageMidNormalized'
_120 = '120'
windowLength = 'windowLength'
_121 = '121'
_122 = '122'
salesPerShare = 'salesPerShare'
_123 = '123'
_124 = '124'
_125 = '125'
unadjustedClose = 'unadjustedClose'
_126 = '126'
_127 = '127'
_128 = '128'
_129 = '129'
loanDate = 'loanDate'
matchedMaturitySwapSpread1m = 'matchedMaturitySwapSpread1m'
collateralPercentageActual = 'collateralPercentageActual'
vwapInLimitUnrealizedBps = 'vwapInLimitUnrealizedBps'
rSquared = 'rSquared'
metricValue = 'metricValue'
autoExecState = 'autoExecState'
totalRecovered = 'totalRecovered'
relativeReturnYtd = 'relativeReturnYtd'
_130 = '130'
tickServer = 'tickServer'
_131 = '131'
_132 = '132'
_133 = '133'
clientOutrightAsk = 'clientOutrightAsk'
_134 = '134'
cumulativeVolumeInPercentage = 'cumulativeVolumeInPercentage'
_135 = '135'
underlyingRic = 'underlyingRic'
_136 = '136'
_137 = '137'
_138 = '138'
_139 = '139'
realTimeRestrictionStatus = 'realTimeRestrictionStatus'
tradeType = 'tradeType'
settlementType = 'settlementType'
netChange = 'netChange'
percentOfIssueOutstanding = 'percentOfIssueOutstanding'
numberOfUnderliers = 'numberOfUnderliers'
swapType = 'swapType'
forecastType = 'forecastType'
leg1Notional = 'leg1Notional'
sellSettleDate = 'sellSettleDate'
_140 = '140'
_141 = '141'
_142 = '142'
_143 = '143'
_144 = '144'
_145 = '145'
_146 = '146'
_147 = '147'
newIdeasYtd = 'newIdeasYtd'
managementFee = 'managementFee'
_148 = '148'
_149 = '149'
parAssetSwapSpread3m = 'parAssetSwapSpread3m'
sell36bps = 'sell36bps'
matchedMaturitySwapSpread3m = 'matchedMaturitySwapSpread3m'
sourceId = 'sourceId'
country = 'country'
optionPremiumCurrency = 'optionPremiumCurrency'
vwap = 'vwap'
touchSpreadScore = 'touchSpreadScore'
lastRebalanceDate = 'lastRebalanceDate'
ratingSecondHighest = 'ratingSecondHighest'
sell24bps = 'sell24bps'
_150 = '150'
_151 = '151'
_152 = '152'
frequency = 'frequency'
_153 = '153'
_154 = '154'
activityId = 'activityId'
_155 = '155'
estimatedImpact = 'estimatedImpact'
sell35cents = 'sell35cents'
_156 = '156'
loanSpreadBucket = 'loanSpreadBucket'
_157 = '157'
_158 = '158'
coronavirusGlobalActivityTracker = 'coronavirusGlobalActivityTracker'
_159 = '159'
underlyers = 'underlyers'
assetParametersPricingLocation = 'assetParametersPricingLocation'
eventDescription = 'eventDescription'
icebergMaxSize = 'icebergMaxSize'
assetParametersCoupon = 'assetParametersCoupon'
details = 'details'
sector = 'sector'
mktFwdPointAsk = 'mktFwdPointAsk'
avgBedUtilRate = 'avgBedUtilRate'
buy20bps = 'buy20bps'
indexLevel = 'indexLevel'
epidemic = 'epidemic'
mctr = 'mctr'
exchangeTime = 'exchangeTime'
historicalClose = 'historicalClose'
fipsCode = 'fipsCode'
_160 = '160'
chargeInQuoteConvention = 'chargeInQuoteConvention'
_161 = '161'
buy32bps = 'buy32bps'
_162 = '162'
_163 = '163'
ideaId = 'ideaId'
commentStatus = 'commentStatus'
marginalCost = 'marginalCost'
_164 = '164'
_165 = '165'
_166 = '166'
_167 = '167'
_168 = '168'
clientWeight = 'clientWeight'
_169 = '169'
leg1DeliveryPoint = 'leg1DeliveryPoint'
sell5cents = 'sell5cents'
liqWkly = 'liqWkly'
unrealizedTwapPerformanceBps = 'unrealizedTwapPerformanceBps'
region = 'region'
temperatureHour = 'temperatureHour'
upperBound = 'upperBound'
sell55cents = 'sell55cents'
spreadToBenchmark = 'spreadToBenchmark'
_170 = '170'
_171 = '171'
numPediIcuBeds = 'numPediIcuBeds'
_172 = '172'
bidYield = 'bidYield'
_173 = '173'
assetParametersStrikePrice = 'assetParametersStrikePrice'
_174 = '174'
expectedResidual = 'expectedResidual'
_175 = '175'
fairValueGapPercent = 'fairValueGapPercent'
_176 = '176'
optionPremium = 'optionPremium'
_177 = '177'
_178 = '178'
_179 = '179'
ownerName = 'ownerName'
parAssetSwapSpread6m = 'parAssetSwapSpread6m'
zScore = 'zScore'
sell12bps = 'sell12bps'
eventStartTime = 'eventStartTime'
matchedMaturitySwapSpread6m = 'matchedMaturitySwapSpread6m'
turnover = 'turnover'
priceSpotTargetUnit = 'priceSpotTargetUnit'
coverage = 'coverage'
gPercentile = 'gPercentile'
_180 = '180'
rvtAdj = 'rvtAdj'
_181 = '181'
_182 = '182'
cloudCoverHourlyForecast = 'cloudCoverHourlyForecast'
_183 = '183'
assetParametersPayerSpread = 'assetParametersPayerSpread'
_184 = '184'
lendingFundNav = 'lendingFundNav'
sourceOriginalCategory = 'sourceOriginalCategory'
percentCloseExecutionQuantity = 'percentCloseExecutionQuantity'
_185 = '185'
latestExecutionTime = 'latestExecutionTime'
_186 = '186'
_187 = '187'
arrivalMidRealizedBps = 'arrivalMidRealizedBps'
_188 = '188'
_189 = '189'
location = 'location'
scenarioId = 'scenarioId'
terminationTenor = 'terminationTenor'
queueClockTime = 'queueClockTime'
discretionLowerBound = 'discretionLowerBound'
tcmCostParticipationRate50Pct = 'tcmCostParticipationRate50Pct'
ratingLinear = 'ratingLinear'
previousCloseUnrealizedBps = 'previousCloseUnrealizedBps'
_190 = '190'
_191 = '191'
subAssetClassForOtherCommodity = 'subAssetClassForOtherCommodity'
_192 = '192'
forwardPrice = 'forwardPrice'
_193 = '193'
type = 'type'
fwdPointsMarketBid = 'fwdPointsMarketBid'
_194 = '194'
strikeRef = 'strikeRef'
_195 = '195'
_196 = '196'
_197 = '197'
cumulativePnl = 'cumulativePnl'
_198 = '198'
shortTenor = 'shortTenor'
sell28bps = 'sell28bps'
fundClass = 'fundClass'
_199 = '199'
unadjustedVolume = 'unadjustedVolume'
buy36bps = 'buy36bps'
positionIdx = 'positionIdx'
cvaDollarChargeBid = 'cvaDollarChargeBid'
midZSpread = 'midZSpread'
windChillHourlyForecast = 'windChillHourlyForecast'
secName = 'secName'
impliedVolatilityByRelativeStrike = 'impliedVolatilityByRelativeStrike'
assetParametersIndex2Tenor = 'assetParametersIndex2Tenor'
percentADV = 'percentADV'
referenceRateUSD = 'referenceRateUSD'
leg1TotalNotional = 'leg1TotalNotional'
contract = 'contract'
nvtAdj90 = 'nvtAdj90'
paymentFrequency1 = 'paymentFrequency1'
paymentFrequency2 = 'paymentFrequency2'
bespoke = 'bespoke'
repoTenor = 'repoTenor'
sell15cents = 'sell15cents'
quoteId = 'quoteId'
investmentQtd = 'investmentQtd'
heatIndexForecast = 'heatIndexForecast'
ratingStandardAndPoors = 'ratingStandardAndPoors'
qualityStars = 'qualityStars'
leg2FloatingIndex = 'leg2FloatingIndex'
sourceTicker = 'sourceTicker'
primaryVwapUnrealizedBps = 'primaryVwapUnrealizedBps'
assetParametersCreditIndexSeries = 'assetParametersCreditIndexSeries'
gsid = 'gsid'
lendingFund = 'lendingFund'
assetClassificationsDigitalAssetSubsector = 'assetClassificationsDigitalAssetSubsector'
sensitivity = 'sensitivity'
clientSwapPointsAsk = 'clientSwapPointsAsk'
embeddedOptionType = 'embeddedOptionType'
domainsData = 'domainsData'
dayCount = 'dayCount'
sell16bps = 'sell16bps'
relativeBreakEvenInflationChange = 'relativeBreakEvenInflationChange'
sell25cents = 'sell25cents'
varSwap = 'varSwap'
buy5point5bps = 'buy5point5bps'
blockLargeNotional = 'blockLargeNotional'
sell2point5bps = 'sell2point5bps'
capacity = 'capacity'
sectorsRaw = 'sectorsRaw'
chargeInDollars = 'chargeInDollars'
primaryVwapInLimit = 'primaryVwapInLimit'
shareclassPrice = 'shareclassPrice'
fwdEbookRiskDirClientBuyUnder = 'fwdEbookRiskDirClientBuyUnder'
tradeSize = 'tradeSize'
priceSpotEntryValue = 'priceSpotEntryValue'
buy8point5bps = 'buy8point5bps'
symbolDimensions = 'symbolDimensions'
buy24bps = 'buy24bps'
auctionCloseQuantity = 'auctionCloseQuantity'
sidePocket = 'sidePocket'
observation = 'observation'
optionTypeSDR = 'optionTypeSDR'
isEntity = 'isEntity'
scenarioGroupId = 'scenarioGroupId'
averageImpliedVariance = 'averageImpliedVariance'
avgTradeRateDescription = 'avgTradeRateDescription'
fraction = 'fraction'
assetCountShort = 'assetCountShort'
collateralPercentageRequired = 'collateralPercentageRequired'
spotMarketAsk = 'spotMarketAsk'
sell5point5bps = 'sell5point5bps'
date = 'date'
zipCode = 'zipCode'
totalStdReturnSinceInception = 'totalStdReturnSinceInception'
sourceCategory = 'sourceCategory'
volumeUnadjusted = 'volumeUnadjusted'
passiveRatio = 'passiveRatio'
priceToEarnings = 'priceToEarnings'
orderDepth = 'orderDepth'
annYield3Month = 'annYield3Month'
netFlowStd = 'netFlowStd'
eZeroPriceWhenTraded = 'eZeroPriceWhenTraded'
assetParametersFeeCurrency = 'assetParametersFeeCurrency'
encodedStats = 'encodedStats'
buy5bps = 'buy5bps'
runTime = 'runTime'
askSize = 'askSize'
absoluteReturnMtd = 'absoluteReturnMtd'
std30DaysUnsubsidizedYield = 'std30DaysUnsubsidizedYield'
assetParametersReceiverSpread = 'assetParametersReceiverSpread'
resource = 'resource'
averageRealizedVolatility = 'averageRealizedVolatility'
traceAdvBuy = 'traceAdvBuy'
newConfirmed = 'newConfirmed'
tax = 'tax'
sell8bps = 'sell8bps'
bidPrice = 'bidPrice'
optionCallPremium = 'optionCallPremium'
sell8point5bps = 'sell8point5bps'
targetPriceUnrealizedBps = 'targetPriceUnrealizedBps'
clientSpotBid = 'clientSpotBid'
assetParametersCallCurrency = 'assetParametersCallCurrency'
esNumericPercentile = 'esNumericPercentile'
leg2UnderlyingAsset = 'leg2UnderlyingAsset'
csaTerms = 'csaTerms'
relativePayoffMtd = 'relativePayoffMtd'
dailyNetShareholderFlows = 'dailyNetShareholderFlows'
buy2point5bps = 'buy2point5bps'
cai = 'cai'
executedNotionalUSD = 'executedNotionalUSD'
systemTime = 'systemTime'
totalHomeIsolation = 'totalHomeIsolation'
stationName = 'stationName'
passPct = 'passPct'
openingReport = 'openingReport'
eventTimestamp = 'eventTimestamp'
tcm = 'tcm'
midcurveAtmFwdRate = 'midcurveAtmFwdRate'
precipitationForecast = 'precipitationForecast'
equityRiskPremiumIndex = 'equityRiskPremiumIndex'
fatalitiesUnderlyingConditionsUnknown = 'fatalitiesUnderlyingConditionsUnknown'
tradeDate = 'tradeDate'
buy12bps = 'buy12bps'
clearingHouse = 'clearingHouse'
dayCloseUnrealizedBps = 'dayCloseUnrealizedBps'
stsRatesMaturity = 'stsRatesMaturity'
stsIncludeSstkAnalytics = 'stsIncludeSstkAnalytics'
nonOwnerId = 'nonOwnerId'
liqDly = 'liqDly'
contributorRole = 'contributorRole'
totalFatalities = 'totalFatalities'
internalRejectReason = 'internalRejectReason'
adjustedClose = 'adjustedClose'
averageValue = 'averageValue'
avgInterestRate = 'avgInterestRate'
basisDuration = 'basisDuration'
bestMonthDate = 'bestMonthDate'
bloombergTicker = 'bloombergTicker'
capexDepreciation = 'capexDepreciation'
capexSales = 'capexSales'
cashConversion = 'cashConversion'
category = 'category'
convexity = 'convexity'
countryCode = 'countryCode'
croci = 'croci'
currentValue = 'currentValue'
dacf = 'dacf'
dailyVolatility = 'dailyVolatility'
divYield = 'divYield'
dpsGrowth = 'dpsGrowth'
drawdownOverReturn = 'drawdownOverReturn'
ebitdaGrowth = 'ebitdaGrowth'
ebitdaMargin = 'ebitdaMargin'
ebitGrowth = 'ebitGrowth'
ebitMargin = 'ebitMargin'
evGci = 'evGci'
fcfConversion = 'fcfConversion'
fcfYield = 'fcfYield'
gci = 'gci'
grossProfTotAssets = 'grossProfTotAssets'
historicCPR = 'historicCPR'
incrementalMargin = 'incrementalMargin'
industry = 'industry'
informationRatio = 'informationRatio'
interestCover = 'interestCover'
lastChange = 'lastChange'
lastChangePct = 'lastChangePct'
lastDate = 'lastDate'
lastValue = 'lastValue'
liborMatchedMaturitySwap = 'liborMatchedMaturitySwap'
liborOAS = 'liborOAS'
liborProceedsASW = 'liborProceedsASW'
liborzSpread = 'liborzSpread'
manEarningGrowthMeas = 'manEarningGrowthMeas'
marginalRiskContribution = 'marginalRiskContribution'
maxDrawdown = 'maxDrawdown'
netDebtEbitda = 'netDebtEbitda'
netDebtEquity = 'netDebtEquity'
niGrowth = 'niGrowth'
niMargin = 'niMargin'
oisMatchedMaturitySwap = 'oisMatchedMaturitySwap'
oisProceedsASW = 'oisProceedsASW'
oiszSpread = 'oiszSpread'
optionStyle = 'optionStyle'
payup = 'payup'
preTaxProfitGrowth = 'preTaxProfitGrowth'
riskPremiaStyles = 'riskPremiaStyles'
roce = 'roce'
rolldown = 'rolldown'
salesGrowth = 'salesGrowth'
sharpeRatio = 'sharpeRatio'
totalDebtCapital = 'totalDebtCapital'
totalDebtTotalAsset = 'totalDebtTotalAsset'
totalReturn = 'totalReturn'
unleveredFcfYield = 'unleveredFcfYield'
worstMonthDate = 'worstMonthDate'
class FiniteDifferenceMethod(EnumBase, Enum):
"""Direction and dimension of finite difference"""
Up = 'Up'
Centered = 'Centered'
Down = 'Down'
CenteredSecondOrder = 'CenteredSecondOrder'
class Format(EnumBase, Enum):
"""Alternative format for data to be returned in"""
Json = 'Json'
Excel = 'Excel'
MessagePack = 'MessagePack'
Pdf = 'Pdf'
class InOut(EnumBase, Enum):
In = 'In'
Out = 'Out'
class IndexCalculationType(EnumBase, Enum):
"""Quote type that is used for the bond price"""
Price_Return = 'Price Return'
class IndexNotTradingReasons(EnumBase, Enum):
"""Reasons the index was not traded"""
Cost = 'Cost'
Client_does_not_like_the_construction = 'Client does not like the construction'
Basket_created_prematurely = 'Basket created prematurely'
Economics_of_the_basket_changed__client_no_longer_interested_in_trading = 'Economics of the basket changed: client no longer interested in trading'
GS_booking_OVER_operational_issues = 'GS booking/operational issues'
_ = ''
class KnockoutConvention(EnumBase, Enum):
"""Knockout convention"""
Continuous = 'Continuous'
Brazil = 'Brazil'
INR = 'INR'
Korean = 'Korean'
Malaysia = 'Malaysia'
Philippines = 'Philippines'
Taipei = 'Taipei'
class LiquidityMeasure(EnumBase, Enum):
"""A list of the different liquidity measures to choose from."""
Summary = 'Summary'
Constituent_Transaction_Costs = 'Constituent Transaction Costs'
Constituents = 'Constituents'
Largest_Holdings_By_Weight = 'Largest Holdings By Weight'
Least_Liquid_Holdings = 'Least Liquid Holdings'
ADV_Percent_Buckets = 'ADV Percent Buckets'
Market_Cap_Buckets = 'Market Cap Buckets'
Region_Buckets = 'Region Buckets'
Country_Buckets = 'Country Buckets'
Sector_Buckets = 'Sector Buckets'
Industry_Buckets = 'Industry Buckets'
Currency_Buckets = 'Currency Buckets'
Risk_Buckets = 'Risk Buckets'
Factor_Risk_Buckets = 'Factor Risk Buckets'
Exposure_Buckets = 'Exposure Buckets'
Factor_Exposure_Buckets = 'Factor Exposure Buckets'
Percent_Of_Trade_Complete_Over_Time = 'Percent Of Trade Complete Over Time'
Execution_Cost_With_Different_Time_Horizons = 'Execution Cost With Different Time Horizons'
Participation_Rate_With_Different_Time_Horizons = 'Participation Rate With Different Time Horizons'
Risk_With_Different_Time_Horizons = 'Risk With Different Time Horizons'
Historical_ADV_Percent_Curve = 'Historical ADV Percent Curve'
Time_Series_Data = 'Time Series Data'
class LongShort(EnumBase, Enum):
"""Client long or short on tarf"""
Long = 'Long'
Short = 'Short'
class MarketBehaviour(EnumBase, Enum):
ContraintsBased = 'ContraintsBased'
Calibrated = 'Calibrated'
class MarketDataFrequency(EnumBase, Enum):
Real_Time = 'Real Time'
End_Of_Day = 'End Of Day'
class MarketDataShockType(EnumBase, Enum):
"""Market data shock type"""
Absolute = 'Absolute'
Proportional = 'Proportional'
Invalid = 'Invalid'
Override = 'Override'
StdDev = 'StdDev'
AutoDefault = 'AutoDefault'
CSWFFR = 'CSWFFR'
StdVolFactor = 'StdVolFactor'
StdVolFactorProportional = 'StdVolFactorProportional'
class MarketDataVendor(EnumBase, Enum):
Goldman_Sachs = 'Goldman Sachs'
Thomson_Reuters = 'Thomson Reuters'
Solactive = 'Solactive'
Bloomberg = 'Bloomberg'
Axioma = 'Axioma'
Goldman_Sachs_Prime_Services = 'Goldman Sachs Prime Services'
Goldman_Sachs_Global_Investment_Research = 'Goldman Sachs Global Investment Research'
National_Weather_Service = 'National Weather Service'
WM = 'WM'
Hedge_Fund_Research__Inc_ = 'Hedge Fund Research, Inc.'
London_Stock_Exchange = 'London Stock Exchange'
Goldman_Sachs_MDFarm = 'Goldman Sachs MDFarm'
PredictIt = 'PredictIt'
Iowa_Electronic_Markets = 'Iowa Electronic Markets'
RealClearPolitics = 'RealClearPolitics'
_538 = '538'
FiveThirtyEight = 'FiveThirtyEight'
Opinium = 'Opinium'
YouGov = 'YouGov'
MorningStar = 'MorningStar'
Survation = 'Survation'
Survation__YouGov = 'Survation, YouGov'
European_Centre_for_Disease_Prevention_and_Control = 'European Centre for Disease Prevention and Control'
Centers_for_Disease_Control_and_Prevention = 'Centers for Disease Control and Prevention'
Johns_Hopkins_University = 'Johns Hopkins University'
Google = 'Google'
National_Health_Service = 'National Health Service'
World_Health_Organization = 'World Health Organization'
Wikipedia = 'Wikipedia'
StarSchema = 'StarSchema'
Covid_Working_Group = 'Covid Working Group'
CovidTracking = 'CovidTracking'
Bing = 'Bing'
FRED = 'FRED'
Institute_for_Health_Metrics_and_Evaluation = 'Institute for Health Metrics and Evaluation'
Refinitiv = 'Refinitiv'
Goldman_Sachs_Global_Investment_Research__Refinitiv = 'Goldman Sachs Global Investment Research, Refinitiv'
EPFR = 'EPFR'
Coin_Metrics = 'Coin Metrics'
MSCI = 'MSCI'
MuniNet = 'MuniNet'
Rearc_via_AWS_Data_Exchange = 'Rearc via AWS Data Exchange'
Bank_of_Japan = 'Bank of Japan'
Wolfe_Research = 'Wolfe Research'
Qontigo = 'Qontigo'
Quant_Insight = 'Quant Insight'
FactSet_via_AWS_Data_Exchange = 'FactSet via AWS Data Exchange'
Rearc = 'Rearc'
FactSet = 'FactSet'
WorldScope = 'WorldScope'
GS_Muni = 'GS Muni'
BlackRock = 'BlackRock'
class NewOrUnwind(EnumBase, Enum):
"""New or unwnd of product"""
New = 'New'
Unwind = 'Unwind'
Non_Standard = 'Non-Standard'
class NotionalOrStrike(EnumBase, Enum):
"""Notional or Strke on target adjustment"""
Notional = 'Notional'
Strike = 'Strike'
class OptionExerciseStyle(EnumBase, Enum):
"""How the option is exercised (e.g. Auto, Manual)"""
Auto = 'Auto'
Manual = 'Manual'
class OptionExpiryType(EnumBase, Enum):
_1m = '1m'
_2m = '2m'
_3m = '3m'
_4m = '4m'
_5m = '5m'
_6m = '6m'
class OptionSettlementMethod(EnumBase, Enum):
"""How the option is settled (e.g. Cash, Physical)"""
Cash = 'Cash'
Physical = 'Physical'
ElectDfltCash = 'ElectDfltCash'
ElectDfltPhys = 'ElectDfltPhys'
NetShares = 'NetShares'
class OptionStrikeType(EnumBase, Enum):
Relative = 'Relative'
Delta = 'Delta'
class OptionStyle(EnumBase, Enum):
"""Option Exercise Style"""
European = 'European'
American = 'American'
Bermudan = 'Bermudan'
class OptionType(EnumBase, Enum):
"""Option Type"""
Call = 'Call'
Put = 'Put'
Binary_Call = 'Binary Call'
Binary_Put = 'Binary Put'
Digital_Call = 'Digital Call'
Digital_Put = 'Digital Put'
class PCOActionType(EnumBase, Enum):
"""Types of PCO Actions"""
Generate_Orders = 'Generate Orders'
Update_Parameters = 'Update Parameters'
Update_Client_Data = 'Update Client Data'
Update_Open_Hedge_Notional = 'Update Open Hedge Notional'
Add_Order = 'Add Order'
class PCOCurrencyType(EnumBase, Enum):
"""Currency Type Options for PCO"""
Exposure = 'Exposure'
Base = 'Base'
Local = 'Local'
class PCOOrigin(EnumBase, Enum):
"""Origin of PCO Report"""
PCOGui = 'PCOGui'
PCOBackend = 'PCOBackend'
class PayReceive(EnumBase, Enum):
"""Pay or receive fixed"""
Pay = 'Pay'
Payer = 'Payer'
Receive = 'Receive'
Receiver = 'Receiver'
Straddle = 'Straddle'
Rec = 'Rec'
class PaymentFrequency(EnumBase, Enum):
Every_Return = 'Every Return'
Maturity = 'Maturity'
class PayoutType(EnumBase, Enum):
"""Delayed or Immediate payout"""
Delayed = 'Delayed'
Immediate = 'Immediate'
class Period(EnumBase, Enum):
"""A coding scheme to define a period corresponding to a quantity amount"""
Month = 'Month'
Quarter = 'Quarter'
Hour = 'Hour'
Day = 'Day'
BusinessDay = 'BusinessDay'
class PositionSetWeightingStrategy(EnumBase, Enum):
"""Strategy used to price the position set."""
Equal = 'Equal'
Market_Capitalization = 'Market Capitalization'
Quantity = 'Quantity'
Weight = 'Weight'
Notional = 'Notional'
class PricingLocation(EnumBase, Enum):
"""Based on the location of the exchange. Called 'Native Region' in SecDB"""
NYC = 'NYC'
LDN = 'LDN'
TKO = 'TKO'
HKG = 'HKG'
class PrincipalExchange(EnumBase, Enum):
"""How principal is exchanged"""
_None = 'None'
Both = 'Both'
First = 'First'
Last = 'Last'
class ProductCode(EnumBase, Enum):
"""Override the clearing destination/symbol"""
CME__BB = 'CME::BB'
CME__BK = 'CME::BK'
CME__BY = 'CME::BY'
CME__BZ = 'CME::BZ'
CME__CL = 'CME::CL'
CME__CL_BZ = 'CME::CL-BZ'
CME__CS = 'CME::CS'
CME__CY = 'CME::CY'
CME__HK = 'CME::HK'
CME__HO = 'CME::HO'
CME__HOB = 'CME::HOB'
CME__HO_CL = 'CME::HO-CL'
CME__MP = 'CME::MP'
CME__NG = 'CME::NG'
CME__NLS = 'CME::NLS'
CME__RB = 'CME::RB'
CME__RBB = 'CME::RBB'
CME__RB_BZ = 'CME::RB-BZ'
CME__RB_CL = 'CME::RB-CL'
CME__RH = 'CME::RH'
CME__RL = 'CME::RL'
CME__RM = 'CME::RM'
CME__WS = 'CME::WS'
CME_ICE__RB_B = 'CME-ICE::RB-B'
ICE__B = 'ICE::B'
ICE__BNB = 'ICE::BNB'
ICE__BTD = 'ICE::BTD'
ICE__G = 'ICE::G'
ICE__G_B = 'ICE::G-B'
ICE__HBT = 'ICE::HBT'
ICE__HNG = 'ICE::HNG'
ICE__HOF = 'ICE::HOF'
ICE__I = 'ICE::I'
ICE__N = 'ICE::N'
ICE__N_B = 'ICE::N-B'
ICE__O = 'ICE::O'
ICE__O_B = 'ICE::O-B'
ICE__R = 'ICE::R'
ICE__RBR = 'ICE::RBR'
ICE__T = 'ICE::T'
ICE__T_B = 'ICE::T-B'
ICE__ULA = 'ICE::ULA'
ICE__ULC = 'ICE::ULC'
ICE__ULD = 'ICE::ULD'
ICE__ULM = 'ICE::ULM'
ICE__WTB = 'ICE::WTB'
LME__MAL = 'LME::MAL'
LME__MNI = 'LME::MNI'
LME__MPB = 'LME::MPB'
LME__MZN = 'LME::MZN'
OTC__BRT = 'OTC::BRT'
OTC__GO = 'OTC::GO'
OTC__GO_BRT = 'OTC::GO-BRT'
OTC__HO = 'OTC::HO'
OTC__HO_BRT = 'OTC::HO-BRT'
OTC__HO_GO = 'OTC::HO-GO'
OTC__HO_WTI = 'OTC::HO-WTI'
OTC__MAL = 'OTC::MAL'
OTC__MNI = 'OTC::MNI'
OTC__MPB = 'OTC::MPB'
OTC__MZN = 'OTC::MZN'
OTC__NG = 'OTC::NG'
OTC__RB = 'OTC::RB'
OTC__RB_BRT = 'OTC::RB-BRT'
OTC__RB_HO = 'OTC::RB-HO'
OTC__RB_WTI = 'OTC::RB-WTI'
OTC__WTI = 'OTC::WTI'
OTC__WTI_BRT = 'OTC::WTI-BRT'
class ProductType(EnumBase, Enum):
"""Product type of basket"""
Flow = 'Flow'
MPS = 'MPS'
PWM = 'PWM'
Volatility = 'Volatility'
Single_Stock = 'Single Stock'
class QuoteType(EnumBase, Enum):
"""Quote type that is used for the bond price"""
Dirty_Price = 'Dirty Price'
Clean_Price = 'Clean Price'
BM_Spread = 'BM Spread'
Yield = 'Yield'
Z_Spread = 'Z-Spread'
G_Spread = 'G-Spread'
class Region(EnumBase, Enum):
"""Regional classification for the asset"""
_ = ''
Americas = 'Americas'
Asia = 'Asia'
EM = 'EM'
Europe = 'Europe'
Global = 'Global'
class ReportJobPriority(EnumBase, Enum):
"""Report job priority."""
High = 'High'
Normal = 'Normal'
class ReturnStyle(EnumBase, Enum):
"""Return calculation style"""
Rate_of_Return = 'Rate of Return'
Price_Return = 'Price Return'
class ReturnType(EnumBase, Enum):
"""Sum or Product of periodic return, relevant only if paying at maturity"""
Sum = 'Sum'
Product = 'Product'
class RiskMeasureType(EnumBase, Enum):
"""The type of measure to perform risk on. e.g. Greeks"""
Annual_ATM_Implied_Volatility = 'Annual ATM Implied Volatility'
Annual_ATMF_Implied_Volatility = 'Annual ATMF Implied Volatility'
Annual_Implied_Volatility = 'Annual Implied Volatility'
AnnuityLocalCcy = 'AnnuityLocalCcy'
ATM_Spread = 'ATM Spread'
BaseCPI = 'BaseCPI'
Basis = 'Basis'
BSPrice = 'BSPrice'
BSPricePct = 'BSPricePct'
CRIF_IRCurve = 'CRIF IRCurve'
Cashflows = 'Cashflows'
CDIForward = 'CDIForward'
CDIIndexDelta = 'CDIIndexDelta'
CDIIndexVega = 'CDIIndexVega'
CDIOptionPremium = 'CDIOptionPremium'
CDIOptionPremiumFlatFwd = 'CDIOptionPremiumFlatFwd'
CDIOptionPremiumFlatVol = 'CDIOptionPremiumFlatVol'
CDISpot = 'CDISpot'
CDISpreadDV01 = 'CDISpreadDV01'
CDIUpfrontPrice = 'CDIUpfrontPrice'
Compounded_Fixed_Rate = 'Compounded Fixed Rate'
Correlation = 'Correlation'
Cross_Multiplier = 'Cross Multiplier'
Cross = 'Cross'
Daily_Implied_Volatility = 'Daily Implied Volatility'
Delta = 'Delta'
DeltaLocalCcy = 'DeltaLocalCcy'
Description = 'Description'
Dollar_Price = 'Dollar Price'
DV01 = 'DV01'
ExpiryInYears = 'ExpiryInYears'
FairPremium = 'FairPremium'
FairPremiumPct = 'FairPremiumPct'
Fair_Price = 'Fair Price'
FairVarStrike = 'FairVarStrike'
FairVolStrike = 'FairVolStrike'
FinalCPI = 'FinalCPI'
Forward_Price = 'Forward Price'
Forward_Rate = 'Forward Rate'
Forward_Spread = 'Forward Spread'
FX_BF_25_Vol = 'FX BF 25 Vol'
FX_Calculated_Delta = 'FX Calculated Delta'
FX_Calculated_Delta_No_Premium_Adjustment = 'FX Calculated Delta No Premium Adjustment'
FX_Discount_Factor_Over = 'FX Discount Factor Over'
FX_Discount_Factor_Under = 'FX Discount Factor Under'
FX_Hedge_Delta = 'FX Hedge Delta'
FX_Premium = 'FX Premium'
FX_Premium_Pct = 'FX Premium Pct'
FX_Premium_Pct_Flat_Fwd = 'FX Premium Pct Flat Fwd'
FX_Quoted_Delta_No_Premium_Adjustment = 'FX Quoted Delta No Premium Adjustment'
FX_Quoted_Vega = 'FX Quoted Vega'
FX_RR_25_Vol = 'FX RR 25 Vol'
Price = 'Price'
Gamma = 'Gamma'
GammaLocalCcy = 'GammaLocalCcy'
Implied_Volatility = 'Implied Volatility'
InflationDelta = 'InflationDelta'
Inflation_Compounding_Period = 'Inflation Compounding Period'
Inflation_Delta_in_Bps = 'Inflation Delta in Bps'
Local_Currency_Accrual_in_Cents = 'Local Currency Accrual in Cents'
Local_Currency_Annuity = 'Local Currency Annuity'
Market_Data = 'Market Data'
Market = 'Market'
Market_Data_Assets = 'Market Data Assets'
MV = 'MV'
NonUSDOisDomesticRate = 'NonUSDOisDomesticRate'
OAS = 'OAS'
OisFXSpreadRateExcludingSpikes = 'OisFXSpreadRateExcludingSpikes'
OisFXSpreadRate = 'OisFXSpreadRate'
ParallelBasis = 'ParallelBasis'
ParallelDelta = 'ParallelDelta'
ParallelDeltaLocalCcy = 'ParallelDeltaLocalCcy'
ParallelDiscountDelta = 'ParallelDiscountDelta'
ParallelDiscountDeltaLocalCcy = 'ParallelDiscountDeltaLocalCcy'
ParallelInflationDelta = 'ParallelInflationDelta'
ParallelIndexDelta = 'ParallelIndexDelta'
ParallelIndexDeltaLocalCcy = 'ParallelIndexDeltaLocalCcy'
ParallelInflationDeltaLocalCcy = 'ParallelInflationDeltaLocalCcy'
ParallelXccyDelta = 'ParallelXccyDelta'
ParallelXccyDeltaLocalCcy = 'ParallelXccyDeltaLocalCcy'
ParallelGamma = 'ParallelGamma'
ParallelGammaLocalCcy = 'ParallelGammaLocalCcy'
ParallelVega = 'ParallelVega'
ParallelVegaLocalCcy = 'ParallelVegaLocalCcy'
Points = 'Points'
Premium_In_Cents = 'Premium In Cents'
Premium = 'Premium'
Probability_Of_Exercise = 'Probability Of Exercise'
Resolved_Instrument_Values = 'Resolved Instrument Values'
PNL = 'PNL'
PnlExplain = 'PnlExplain'
PnlExplainLocalCcy = 'PnlExplainLocalCcy'
PnlPredict = 'PnlPredict'
PV = 'PV'
QuotedDelta = 'QuotedDelta'
RFRFXRate = 'RFRFXRate'
RFRFXSpreadRate = 'RFRFXSpreadRate'
RFRFXSpreadRateExcludingSpikes = 'RFRFXSpreadRateExcludingSpikes'
Spot = 'Spot'
Spot_Rate = 'Spot Rate'
Spread = 'Spread'
Strike = 'Strike'
Theta = 'Theta'
USDOisDomesticRate = 'USDOisDomesticRate'
Vanna = 'Vanna'
Vega = 'Vega'
VegaLocalCcy = 'VegaLocalCcy'
Volga = 'Volga'
Volatility = 'Volatility'
XccyDelta = 'XccyDelta'
class RiskMeasureUnit(EnumBase, Enum):
"""The unit of change of underlying in the risk computation."""
Percent = 'Percent'
Dollar = 'Dollar'
BPS = 'BPS'
Pips = 'Pips'
class RiskModelType(EnumBase, Enum):
"""Marquee risk model type"""
Factor = 'Factor'
Macro = 'Macro'
Thematic = 'Thematic'
class ScenarioType(EnumBase, Enum):
"""Type of Scenario"""
Spot_Vol = 'Spot Vol'
Greeks = 'Greeks'
class SettlementType(EnumBase, Enum):
"""Settlement Type"""
Cash = 'Cash'
Physical = 'Physical'
class Side(EnumBase, Enum):
"""Official side of an index"""
Bid = 'Bid'
Ask = 'Ask'
Mid = 'Mid'
class Strategy(EnumBase, Enum):
"""More specific descriptor of a fund's investment approach. Same view permissions
as the asset"""
Active_Extension = 'Active Extension'
Active_Trading = 'Active Trading'
Activist = 'Activist'
Co_Invest__OVER__SPV = 'Co-Invest / SPV'
Commodity = 'Commodity'
Commodities = 'Commodities'
Composite = 'Composite'
Conservative = 'Conservative'
Convert_Arb = 'Convert Arb'
Convertible_Arbitrage = 'Convertible Arbitrage'
Credit_Arbitrage = 'Credit Arbitrage'
Cross_Capital_Structure = 'Cross-Capital-Structure'
CTA__OVER__Managed_Futures = 'CTA / Managed Futures'
Currency = 'Currency'
Discretionary = 'Discretionary'
Discretionary_Thematic = 'Discretionary Thematic'
Distressed = 'Distressed'
Distressed_Securities = 'Distressed Securities'
Distressed_OVER_Restructuring = 'Distressed/Restructuring'
Diversified = 'Diversified'
Equity_Hedge = 'Equity Hedge'
Equity_Market_Neutral = 'Equity Market Neutral'
Equity_Only = 'Equity Only'
Event_Driven = 'Event-Driven'
Fixed_Income_Arb = 'Fixed Income Arb'
Fixed_Income_Asset_Backed = 'Fixed Income-Asset Backed'
Fixed_Income_Corporate = 'Fixed Income-Corporate'
Fixed_Income_Sovereign = 'Fixed Income-Sovereign'
Fundamental_Growth = 'Fundamental Growth'
Fundamental_Value = 'Fundamental Value'
General = 'General'
General_Multi_Strategy = 'General Multi-Strategy'
Generalist = 'Generalist'
Hybrid__OVER__Illiquid = 'Hybrid / Illiquid'
Long__OVER__Short = 'Long / Short'
Macro = 'Macro'
Market_Defensive = 'Market Defensive'
Merger_Arb = 'Merger Arb'
Merger_Arbitrage = 'Merger Arbitrage'
Multi_Strategy = 'Multi-Strategy'
Quantitative_Directional = 'Quantitative Directional'
Relative_Value_Arbitrage = 'Relative Value Arbitrage'
Risk_Premia = 'Risk Premia'
Sector___Energy_OVER_Basic_Materials = 'Sector - Energy/Basic Materials'
Sector___Healthcare = 'Sector - Healthcare'
Sector___Technology = 'Sector - Technology'
Sector___Technology_OVER_Healthcare = 'Sector - Technology/Healthcare'
Sector_Specific = 'Sector-Specific'
Short_Bias = 'Short Bias'
Special_Situations = 'Special Situations'
Stat_Arb = 'Stat Arb'
Statistical_Arbitrage = 'Statistical Arbitrage'
Strategic = 'Strategic'
Structured = 'Structured'
Systematic = 'Systematic'
Systematic_Diversified = 'Systematic Diversified'
Vol_Arb__OVER__Options = 'Vol Arb / Options'
Volatility = 'Volatility'
Volatility_Target_10 = 'Volatility Target 10'
Volatility_Target_12 = 'Volatility Target 12'
Volatility_Target_15 = 'Volatility Target 15'
Yield_Alternative = 'Yield Alternative'
class StrikeMethodType(EnumBase, Enum):
Spread = 'Spread'
Delta = 'Delta'
Percentage_of_Price = 'Percentage of Price'
Fixed = 'Fixed'
class StrikeType(EnumBase, Enum):
"""Style type, either spread of price"""
Spread = 'Spread'
Price = 'Price'
class SwapClearingHouse(EnumBase, Enum):
"""Swap Clearing House"""
LCH = 'LCH'
EUREX = 'EUREX'
JSCC = 'JSCC'
CME = 'CME'
NONE = 'NONE'
class SwapSettlement(EnumBase, Enum):
"""Swap Settlement Type"""
Phys_CLEARED = 'Phys.CLEARED'
Physical = 'Physical'
Cash_CollatCash = 'Cash.CollatCash'
Cash_PYU = 'Cash.PYU'
class SwapType(EnumBase, Enum):
Eq_CFD_Standard = 'Eq CFD Standard'
Eq_Swap = 'Eq Swap'
Eq_Swap_OET_Asymmetric = 'Eq Swap OET Asymmetric'
Eq_Swap_OET_Simple = 'Eq Swap OET Simple'
Eq_Swap_Term = 'Eq Swap Term'
Eq_Synthetic_OET = 'Eq Synthetic OET'
class TargetPaymentType(EnumBase, Enum):
Capped = 'Capped'
Full = 'Full'
_None = 'None'
class TargetType(EnumBase, Enum):
"""Target type for accural redemption forward"""
Big_Figures = 'Big Figures'
Amount = 'Amount'
Num_Of_ITM_Fixes = 'Num Of ITM Fixes'
class TouchNoTouch(EnumBase, Enum):
"""Indicates Touch or NoTouch"""
Touch = 'Touch'
No_Touch = 'No Touch'
class TradeAs(EnumBase, Enum):
"""Option trade as (i.e. listed, otc, lookalike etc)"""
Listed = 'Listed'
Listed_Look_alike_OTC = 'Listed Look alike OTC'
Flex = 'Flex'
OTC = 'OTC'
class TradeType(EnumBase, Enum):
"""Direction"""
Buy = 'Buy'
Sell = 'Sell'
class UnderlierType(EnumBase, Enum):
"""Type of underlyer"""
BBID = 'BBID'
CUSIP = 'CUSIP'
ISIN = 'ISIN'
SEDOL = 'SEDOL'
RIC = 'RIC'
Ticker = 'Ticker'
class UpDown(EnumBase, Enum):
Up = 'Up'
Down = 'Down'
class ValuationTime(EnumBase, Enum):
"""The time of valuation, e.g. for an option"""
MktClose = 'MktClose'
MktOpen = 'MktOpen'
SQ = 'SQ'
MktPreOpen = 'MktPreOpen'
MktPrevClose = 'MktPrevClose'
HedgeUnwind = 'HedgeUnwind'
class VarianceConvention(EnumBase, Enum):
"""Specifies whether the variance is Annualized or Total"""
Annualized = 'Annualized'
Total = 'Total'
class WeightingType(EnumBase, Enum):
"""Weighting type that is used for the bond price"""
Notional = 'Notional'
Market_Value = 'Market Value'
Dollar_Duration = 'Dollar Duration'
@dataclass
class BaseMarket(Base):
pass
@dataclass
class SingleMarket(Base):
pass
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class AssetIdPriceable(Priceable):
asset_id: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class AssetScreenerCreditStandardAndPoorsRatingOptions(Base):
min_: Optional[str] = field(default=None, metadata=config(field_name='min', exclude=exclude_none))
max_: Optional[str] = field(default=None, metadata=config(field_name='max', exclude=exclude_none))
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class AssetScreenerRequestFilterDateLimits(Base):
min_: Optional[datetime.date] = field(default=None, metadata=config(field_name='min', exclude=exclude_none))
max_: Optional[datetime.date] = field(default=None, metadata=config(field_name='max', exclude=exclude_none))
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class AssetScreenerRequestFilterLimits(Base):
min_: Optional[float] = field(default=None, metadata=config(field_name='min', exclude=exclude_none))
max_: Optional[float] = field(default=None, metadata=config(field_name='max', exclude=exclude_none))
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class BlendedBenchmarkAttribute(Base):
benchmark_id: Optional[str] = field(default=None, metadata=field_metadata)
weight: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLDate(Base):
date_value: Optional[datetime.date] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLDouble(Base):
double_value: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLFXCross(Base):
string_value: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLIndex(Base):
string_value: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLSimpleSchedule(Base):
fixing_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
settlement_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLStock(Base):
string_value: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLString(Base):
string_value: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLSymCaseNamedParam(Base):
sym_case_value: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=field_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False, order=True)
class CurrencyParameter(RiskMeasureParameter):
value: Optional[str] = field(default=None, metadata=field_metadata)
parameter_type: Optional[str] = field(init=False, default='Currency', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CurveOverlay(Scenario):
dates: Optional[Tuple[datetime.date, ...]] = field(default=None, metadata=field_metadata)
discount_factors: Optional[Tuple[float, ...]] = field(default=None, metadata=field_metadata)
denominated: Optional[str] = field(default=None, metadata=field_metadata)
csa_term: Optional[str] = field(default=None, metadata=field_metadata)
tenor: Optional[str] = field(default=None, metadata=field_metadata)
rate_option: Optional[str] = field(default=None, metadata=field_metadata)
curve_type: Optional[str] = field(default=None, metadata=field_metadata)
subtract_base: Optional[bool] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='CurveOverlay', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
class DataRow(DictBase):
pass
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class DateRange(Base):
end_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
start_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class ISelectNewUnit(Base):
id_: str = field(default=None, metadata=config(field_name='id', exclude=exclude_none))
new_units: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class ISelectNewWeight(Base):
id_: str = field(default=None, metadata=config(field_name='id', exclude=exclude_none))
new_weight: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class Identifier(Base):
type_: Optional[str] = field(default=None, metadata=config(field_name='type', exclude=exclude_none))
value: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class LiquidityReportParameters(Base):
title: Optional[str] = field(default=None, metadata=field_metadata)
email: Optional[str] = field(default=None, metadata=field_metadata)
trading_desk: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False, order=True)
class ListOfNumberParameter(RiskMeasureParameter):
values: Optional[Tuple[float, ...]] = field(default=None, metadata=field_metadata)
parameter_type: Optional[str] = field(init=False, default='ListOfNumber', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False, order=True)
class ListOfStringParameter(RiskMeasureParameter):
values: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
parameter_type: Optional[str] = field(init=False, default='ListOfString', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False, order=True)
class MapParameter(RiskMeasureParameter):
value: Optional[DictBase] = field(default=None, metadata=field_metadata)
parameter_type: Optional[str] = field(init=False, default='Map', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataCoordinate(Base):
mkt_type: Optional[str] = field(default=None, metadata=field_metadata)
mkt_asset: Optional[str] = field(default=None, metadata=field_metadata)
mkt_class: Optional[str] = field(default=None, metadata=field_metadata)
mkt_point: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
mkt_quoting_style: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataVolSlice(Base):
date: datetime.date = field(default=None, metadata=field_metadata)
strikes: Tuple[float, ...] = field(default=None, metadata=field_metadata)
levels: Tuple[float, ...] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MktMarkingOptions(Base):
mode: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class Op(Base):
gte: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata)
lte: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata)
lt: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata)
gt: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class OrderByBody(Base):
column_name: str = field(default=None, metadata=field_metadata)
type_: str = field(default=None, metadata=config(field_name='type', exclude=exclude_none))
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOBenchmarkOptions(Base):
name: Optional[str] = field(default=None, metadata=field_metadata)
target_ratio: Optional[str] = field(default=None, metadata=field_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOExposureAdjustments(Base):
nav_adjustment: Optional[str] = field(default=None, metadata=field_metadata)
net_subscription_redemption: Optional[str] = field(default=None, metadata=field_metadata)
net_subscription_redemption_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
adjustment_vs_subscription_redemption: Optional[str] = field(default=None, metadata=field_metadata)
adjustment_vs_subscription_redemption_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOMtMHistoricalData(Base):
value: Optional[str] = field(default=None, metadata=field_metadata)
timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCONetSubscription(Base):
confirmed: Optional[str] = field(default=None, metadata=field_metadata)
estimated: Optional[str] = field(default=None, metadata=field_metadata)
id_: Optional[str] = field(default=None, metadata=config(field_name='id', exclude=exclude_none))
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOSettlementsData(Base):
timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
settlement: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOTargetDeviationData(Base):
value: Optional[str] = field(default=None, metadata=field_metadata)
timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PatternPropertiesDateTime(Base):
start: Optional[str] = field(default=None, metadata=field_metadata)
end: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PerformanceStats(Base):
alpha: Optional[float] = field(default=None, metadata=field_metadata)
annualized_return: Optional[float] = field(default=None, metadata=field_metadata)
annualized_volatility: Optional[float] = field(default=None, metadata=field_metadata)
average_return: Optional[float] = field(default=None, metadata=field_metadata)
average_value: Optional[float] = field(default=None, metadata=field_metadata)
average_volume_last_month: Optional[float] = field(default=None, metadata=field_metadata)
best_month: Optional[float] = field(default=None, metadata=field_metadata)
best_month_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
beta: Optional[float] = field(default=None, metadata=field_metadata)
close_price: Optional[float] = field(default=None, metadata=field_metadata)
correlation: Optional[float] = field(default=None, metadata=field_metadata)
cumulative_return: Optional[float] = field(default=None, metadata=field_metadata)
current_value: Optional[float] = field(default=None, metadata=field_metadata)
drawdown_over_return: Optional[float] = field(default=None, metadata=field_metadata)
high: Optional[float] = field(default=None, metadata=field_metadata)
high_eod: Optional[float] = field(default=None, metadata=field_metadata)
last_change: Optional[float] = field(default=None, metadata=field_metadata)
last_change_pct: Optional[float] = field(default=None, metadata=field_metadata)
last_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
last_value: Optional[float] = field(default=None, metadata=field_metadata)
low: Optional[float] = field(default=None, metadata=field_metadata)
low_eod: Optional[float] = field(default=None, metadata=field_metadata)
max_draw_down: Optional[float] = field(default=None, metadata=field_metadata)
max_draw_down_duration: Optional[int] = field(default=None, metadata=field_metadata)
open_price: Optional[float] = field(default=None, metadata=field_metadata)
positive_months: Optional[float] = field(default=None, metadata=field_metadata)
sharpe_ratio: Optional[float] = field(default=None, metadata=field_metadata)
sortino_ratio: Optional[float] = field(default=None, metadata=field_metadata)
worst_month: Optional[float] = field(default=None, metadata=field_metadata)
worst_month_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
total_return: Optional[float] = field(default=None, metadata=field_metadata)
volume: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PositionTag(Base):
name: str = field(default=None, metadata=field_metadata)
value: str = field(default=None, metadata=field_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class RefMarket(BaseMarket):
market_ref: Optional[str] = field(default=None, metadata=field_metadata)
market_type: Optional[str] = field(init=False, default='RefMarket', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class ReportSubscriptionParameters(Base):
frequency: object = field(default=None, metadata=field_metadata)
recipients: Tuple[str, ...] = field(default=None, metadata=field_metadata)
pfr_report_id: str = field(default=None, metadata=field_metadata)
day_of_week: Optional[float] = field(default=None, metadata=field_metadata)
day_of_month: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class SimpleParty(Base):
party_type: Optional[str] = field(default=None, metadata=field_metadata)
party_name: Optional[str] = field(default=None, metadata=field_metadata)
party_book: Optional[str] = field(default=None, metadata=field_metadata)
party_oe_id: Optional[str] = field(default=None, metadata=config(field_name='partyOEId', exclude=exclude_none))
party_oe_name: Optional[str] = field(default=None, metadata=config(field_name='partyOEName', exclude=exclude_none))
party_root_oe_id: Optional[str] = field(default=None, metadata=config(field_name='partyRootOEId', exclude=exclude_none))
party_root_oe_name: Optional[str] = field(default=None, metadata=config(field_name='partyRootOEName', exclude=exclude_none))
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False, order=True)
class StringParameter(RiskMeasureParameter):
value: Optional[str] = field(default=None, metadata=field_metadata)
parameter_type: Optional[str] = field(init=False, default='String', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class TimeFilter(Base):
start_hours: str = field(default=None, metadata=field_metadata)
end_hours: str = field(default=None, metadata=field_metadata)
time_zone: str = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class WeightedPosition(Base):
asset_id: str = field(default=None, metadata=field_metadata)
weight: float = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class XRef(Base):
ric: Optional[str] = field(default=None, metadata=field_metadata)
rcic: Optional[str] = field(default=None, metadata=field_metadata)
eid: Optional[str] = field(default=None, metadata=field_metadata)
gsideid: Optional[str] = field(default=None, metadata=field_metadata)
gsid: Optional[str] = field(default=None, metadata=field_metadata)
gsid_equivalent: Optional[str] = field(default=None, metadata=field_metadata)
cid: Optional[str] = field(default=None, metadata=field_metadata)
bbid: Optional[str] = field(default=None, metadata=field_metadata)
bcid: Optional[str] = field(default=None, metadata=field_metadata)
delisted: Optional[str] = field(default=None, metadata=field_metadata)
bbid_equivalent: Optional[str] = field(default=None, metadata=field_metadata)
cusip: Optional[str] = field(default=None, metadata=field_metadata)
gss: Optional[str] = field(default=None, metadata=field_metadata)
isin: Optional[str] = field(default=None, metadata=field_metadata)
jsn: Optional[str] = field(default=None, metadata=field_metadata)
prime_id: Optional[str] = field(default=None, metadata=field_metadata)
sedol: Optional[str] = field(default=None, metadata=field_metadata)
ticker: Optional[str] = field(default=None, metadata=field_metadata)
valoren: Optional[str] = field(default=None, metadata=field_metadata)
wpk: Optional[str] = field(default=None, metadata=field_metadata)
gsn: Optional[str] = field(default=None, metadata=field_metadata)
sec_name: Optional[str] = field(default=None, metadata=field_metadata)
cross: Optional[str] = field(default=None, metadata=field_metadata)
simon_id: Optional[str] = field(default=None, metadata=field_metadata)
em_id: Optional[str] = field(default=None, metadata=field_metadata)
cm_id: Optional[str] = field(default=None, metadata=field_metadata)
lms_id: Optional[str] = field(default=None, metadata=field_metadata)
tdapi: Optional[str] = field(default=None, metadata=field_metadata)
mdapi: Optional[str] = field(default=None, metadata=field_metadata)
mdapi_class: Optional[str] = field(default=None, metadata=field_metadata)
mic: Optional[str] = field(default=None, metadata=field_metadata)
sf_id: Optional[str] = field(default=None, metadata=field_metadata)
dollar_cross: Optional[str] = field(default=None, metadata=field_metadata)
mq_symbol: Optional[str] = field(default=None, metadata=field_metadata)
primary_country_ric: Optional[str] = field(default=None, metadata=field_metadata)
pnode_id: Optional[str] = field(default=None, metadata=field_metadata)
wi_id: Optional[str] = field(default=None, metadata=field_metadata)
ps_id: Optional[str] = field(default=None, metadata=field_metadata)
pl_id: Optional[str] = field(default=None, metadata=field_metadata)
exchange_code: Optional[str] = field(default=None, metadata=field_metadata)
plot_id: Optional[str] = field(default=None, metadata=field_metadata)
cins: Optional[str] = field(default=None, metadata=field_metadata)
bbgid: Optional[str] = field(default=None, metadata=field_metadata)
display_id: Optional[str] = field(default=None, metadata=field_metadata)
tsdb_shortname: Optional[str] = field(default=None, metadata=field_metadata)
coin_metrics_id: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class AssetClassifications(Base):
risk_country_name: Optional[str] = field(default=None, metadata=field_metadata)
risk_country_code: Optional[str] = field(default=None, metadata=field_metadata)
country_name: Optional[str] = field(default=None, metadata=field_metadata)
country_code: Optional[str] = field(default=None, metadata=field_metadata)
listing_country_name: Optional[str] = field(default=None, metadata=field_metadata)
is_primary: Optional[bool] = field(default=None, metadata=field_metadata)
is_country_primary: Optional[bool] = field(default=None, metadata=field_metadata)
gics_sector: Optional[str] = field(default=None, metadata=field_metadata)
gics_industry_group: Optional[str] = field(default=None, metadata=field_metadata)
gics_industry: Optional[str] = field(default=None, metadata=field_metadata)
gics_sub_industry: Optional[str] = field(default=None, metadata=field_metadata)
naics_classification_code: Optional[str] = field(default=None, metadata=field_metadata)
naics_industry_description: Optional[str] = field(default=None, metadata=field_metadata)
bbg_industry_sector: Optional[str] = field(default=None, metadata=field_metadata)
bbg_industry_group: Optional[str] = field(default=None, metadata=field_metadata)
bbg_industry_sub_group: Optional[str] = field(default=None, metadata=field_metadata)
rating_moodys: Optional[str] = field(default=None, metadata=field_metadata)
rating_fitch: Optional[str] = field(default=None, metadata=field_metadata)
rating_standard_and_poors: Optional[str] = field(default=None, metadata=field_metadata)
rating_second_highest: Optional[str] = field(default=None, metadata=field_metadata)
rating_linear: Optional[float] = field(default=None, metadata=field_metadata)
commod_template: Optional[str] = field(default=None, metadata=field_metadata)
security_subtype: Optional[str] = field(default=None, metadata=field_metadata)
region: Optional[Region] = field(default=None, metadata=field_metadata)
vendor: Optional[str] = field(default=None, metadata=field_metadata)
underliers_asset_class: Optional[AssetClass] = field(default=None, metadata=field_metadata)
digital_asset_market: Optional[str] = field(default=None, metadata=field_metadata)
digital_asset_sector: Optional[str] = field(default=None, metadata=field_metadata)
digital_asset_industry: Optional[str] = field(default=None, metadata=field_metadata)
digital_asset_class: Optional[str] = field(default=None, metadata=field_metadata)
digital_asset_subsector: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class AssetParameters(Base):
basket_type: Optional[str] = field(default=None, metadata=field_metadata)
style: Optional[str] = field(default=None, metadata=field_metadata)
index_calculation_type: Optional[str] = field(default=None, metadata=field_metadata)
index_return_type: Optional[str] = field(default=None, metadata=field_metadata)
index_divisor: Optional[float] = field(default=None, metadata=field_metadata)
currency: Optional[Currency] = field(default=None, metadata=field_metadata)
quote_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
index_initial_price: Optional[float] = field(default=None, metadata=field_metadata)
initial_pricing_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
expiration_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
expiration_location: Optional[str] = field(default=None, metadata=field_metadata)
number_of_shares: Optional[float] = field(default=None, metadata=field_metadata)
option_style: Optional[str] = field(default=None, metadata=field_metadata)
option_type: Optional[OptionType] = field(default=None, metadata=field_metadata)
settlement_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
settlement_type: Optional[str] = field(default=None, metadata=field_metadata)
strike_price: Optional[Union[float, str]] = field(default=None, metadata=field_metadata)
put_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
put_amount: Optional[float] = field(default=None, metadata=field_metadata)
automatic_exercise: Optional[bool] = field(default=None, metadata=field_metadata)
call_amount: Optional[float] = field(default=None, metadata=field_metadata)
call_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
exercise_time: Optional[str] = field(default=None, metadata=field_metadata)
multiplier: Optional[float] = field(default=None, metadata=field_metadata)
premium_payment_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
premium: Optional[float] = field(default=None, metadata=field_metadata)
premium_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
callable_: Optional[bool] = field(default=None, metadata=config(field_name='callable', exclude=exclude_none))
puttable: Optional[bool] = field(default=None, metadata=field_metadata)
perpetual: Optional[bool] = field(default=None, metadata=field_metadata)
seniority: Optional[str] = field(default=None, metadata=field_metadata)
coupon_type: Optional[str] = field(default=None, metadata=field_metadata)
index: Optional[str] = field(default=None, metadata=field_metadata)
index_term: Optional[str] = field(default=None, metadata=field_metadata)
index_margin: Optional[float] = field(default=None, metadata=field_metadata)
coupon: Optional[float] = field(default=None, metadata=field_metadata)
issue_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
issuer: Optional[str] = field(default=None, metadata=field_metadata)
issuer_country_code: Optional[str] = field(default=None, metadata=field_metadata)
issuer_type: Optional[str] = field(default=None, metadata=field_metadata)
issue_size: Optional[float] = field(default=None, metadata=field_metadata)
commodity_sector: Optional[CommoditySector] = field(default=None, metadata=field_metadata)
pricing_location: Optional[PricingLocation] = field(default=None, metadata=field_metadata)
contract_months: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
g10_currency: Optional[bool] = field(default=None, metadata=field_metadata)
portfolio_id: Optional[str] = field(default=None, metadata=field_metadata)
hedge_id: Optional[str] = field(default=None, metadata=field_metadata)
ultimate_ticker: Optional[str] = field(default=None, metadata=field_metadata)
strategy: Optional[Strategy] = field(default=None, metadata=field_metadata)
exchange_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
region: Optional[str] = field(default=None, metadata=field_metadata)
delivery_point: Optional[str] = field(default=None, metadata=field_metadata)
pricing_index: Optional[str] = field(default=None, metadata=field_metadata)
common_code: Optional[str] = field(default=None, metadata=field_metadata)
issuer_id: Optional[str] = field(default=None, metadata=field_metadata)
contract_month: Optional[str] = field(default=None, metadata=field_metadata)
bloomberg_collateral_classification: Optional[str] = field(default=None, metadata=field_metadata)
load_type: Optional[str] = field(default=None, metadata=field_metadata)
contract_unit: Optional[str] = field(default=None, metadata=field_metadata)
index_approval_ids: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
is_pair_basket: Optional[bool] = field(default=None, metadata=field_metadata)
is_legacy_pair_basket: Optional[bool] = field(default=None, metadata=field_metadata)
fixed_rate_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata)
floating_rate_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata)
forward_price: Optional[float] = field(default=None, metadata=field_metadata)
pair_calculation: Optional[str] = field(default=None, metadata=field_metadata)
pay_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata)
receive_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata)
pay_frequency: Optional[str] = field(default=None, metadata=field_metadata)
receive_frequency: Optional[str] = field(default=None, metadata=field_metadata)
resettable_leg: Optional[PayReceive] = field(default=None, metadata=field_metadata)
inflation_lag: Optional[str] = field(default=None, metadata=field_metadata)
fx_index: Optional[str] = field(default=None, metadata=field_metadata)
index_notes: Optional[str] = field(default=None, metadata=field_metadata)
index_not_trading_reasons: Optional[IndexNotTradingReasons] = field(default=None, metadata=field_metadata)
trade_as: Optional[str] = field(default=None, metadata=field_metadata)
clone_parent_id: Optional[str] = field(default=None, metadata=field_metadata)
on_behalf_of: Optional[str] = field(default=None, metadata=field_metadata)
index_calculation_agent: Optional[str] = field(default=None, metadata=field_metadata)
product_type: Optional[ProductType] = field(default=None, metadata=field_metadata)
vendor: Optional[str] = field(default=None, metadata=field_metadata)
call_first_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
call_last_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
amount_outstanding: Optional[float] = field(default=None, metadata=field_metadata)
covered_bond: Optional[bool] = field(default=None, metadata=field_metadata)
issue_status: Optional[str] = field(default=None, metadata=field_metadata)
issue_status_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
issue_price: Optional[float] = field(default=None, metadata=field_metadata)
sinkable: Optional[bool] = field(default=None, metadata=field_metadata)
sink_factor: Optional[float] = field(default=None, metadata=field_metadata)
accrued_interest_standard: Optional[float] = field(default=None, metadata=field_metadata)
redemption_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
redemption_price: Optional[float] = field(default=None, metadata=field_metadata)
redemption_amount: Optional[float] = field(default=None, metadata=field_metadata)
redemption_percent: Optional[float] = field(default=None, metadata=field_metadata)
private_placement_type: Optional[str] = field(default=None, metadata=field_metadata)
minimum_piece: Optional[float] = field(default=None, metadata=field_metadata)
minimum_increment: Optional[float] = field(default=None, metadata=field_metadata)
next_coupon_payment: Optional[datetime.date] = field(default=None, metadata=field_metadata)
minimum_denomination: Optional[float] = field(default=None, metadata=field_metadata)
default_backcast: Optional[bool] = field(default=None, metadata=field_metadata)
index_precision: Optional[float] = field(default=None, metadata=field_metadata)
official_side: Optional[Side] = field(default=None, metadata=field_metadata)
valuation_source: Optional[BasketValuationSource] = field(default=None, metadata=field_metadata)
close_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
credit_index_series: Optional[str] = field(default=None, metadata=field_metadata)
reference_entity: Optional[str] = field(default=None, metadata=field_metadata)
restructuring_type: Optional[str] = field(default=None, metadata=field_metadata)
underlying_type: Optional[str] = field(default=None, metadata=field_metadata)
underlier: Optional[str] = field(default=None, metadata=field_metadata)
next_rebalance_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
last_rebalance_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
last_rebalance_approval_id: Optional[str] = field(default=None, metadata=field_metadata)
target_notional: Optional[float] = field(default=None, metadata=field_metadata)
attribution_dataset_id: Optional[str] = field(init=False, default='STSATTR', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLCurrency(Base):
string_value: Optional[Currency] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLDateArray(Base):
date_values: Optional[Tuple[CSLDate, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLDateArrayNamedParam(Base):
date_values: Optional[Tuple[CSLDate, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=field_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLDoubleArray(Base):
double_values: Optional[Tuple[CSLDouble, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLFXCrossArray(Base):
fx_cross_values: Optional[Tuple[CSLFXCross, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLIndexArray(Base):
index_values: Optional[Tuple[CSLIndex, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLSimpleScheduleArray(Base):
simple_schedule_values: Optional[Tuple[CSLSimpleSchedule, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLStockArray(Base):
stock_values: Optional[Tuple[CSLStock, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLStringArray(Base):
string_values: Optional[Tuple[CSLString, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CarryScenario(Scenario):
date: Optional[Union[datetime.date, str]] = field(default=None, metadata=field_metadata)
time_shift: Optional[int] = field(default=None, metadata=field_metadata)
roll_to_fwds: Optional[bool] = field(default=True, metadata=field_metadata)
holiday_calendar: Optional[PricingLocation] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='CarryScenario', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CloseMarket(BaseMarket):
date: datetime.date = field(default=None, metadata=field_metadata)
location: PricingLocation = field(default=None, metadata=field_metadata)
market_type: Optional[str] = field(init=False, default='CloseMarket', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CommodPrice(Base):
unit: Optional[CommodUnit] = field(default=None, metadata=field_metadata)
price: Optional[Union[float, str]] = field(default=None, metadata=field_metadata)
currency: Optional[CurrencyName] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class EntitlementExclusions(Base):
view: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
edit: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
admin: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
rebalance: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
execute: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
trade: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
upload: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
query: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
performance_details: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
plot: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
delete: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class Entitlements(Base):
view: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
edit: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
admin: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
rebalance: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
execute: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
trade: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
upload: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
query: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
performance_details: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
plot: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
delete: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
display: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
class FieldValueMap(DictBase):
pass
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class FilterRequest(Base):
scroll: Optional[str] = field(default=None, metadata=field_metadata)
scroll_id: Optional[str] = field(default=None, metadata=field_metadata)
include_columns: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
filters: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata)
order_by: Optional[OrderByBody] = field(default=None, metadata=field_metadata)
limit: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class FilteredData(Base):
total_results: Optional[float] = field(default=None, metadata=field_metadata)
results: Optional[Tuple[DataRow, ...]] = field(default=None, metadata=field_metadata)
scroll: Optional[str] = field(default=None, metadata=field_metadata)
scroll_id: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False, order=True)
class FiniteDifferenceParameter(RiskMeasureParameter):
aggregation_level: Optional[AggregationLevel] = field(default=None, metadata=field_metadata)
currency: Optional[str] = field(default=None, metadata=field_metadata)
local_curve: Optional[bool] = field(default=None, metadata=field_metadata)
bump_size: Optional[float] = field(default=None, metadata=field_metadata)
finite_difference_method: Optional[FiniteDifferenceMethod] = field(default=None, metadata=field_metadata)
scale_factor: Optional[float] = field(default=None, metadata=field_metadata)
mkt_marking_options: Optional[MktMarkingOptions] = field(default=None, metadata=field_metadata)
parameter_type: Optional[str] = field(init=False, default='FiniteDifference', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class ISelectNewParameter(Base):
early_unwind_after: Optional[float] = field(default=None, metadata=field_metadata)
early_unwind_applicable: Optional[str] = field(default=None, metadata=field_metadata)
expiry_date_rule: Optional[str] = field(default=None, metadata=field_metadata)
option_target_expiry_parameter: Optional[float] = field(default=None, metadata=field_metadata)
option_early_unwind_days: Optional[float] = field(default=None, metadata=field_metadata)
in_alpha: Optional[bool] = field(default=None, metadata=field_metadata)
is_fsr_target_factor: Optional[bool] = field(default=None, metadata=config(field_name='isFSRTargetFactor', exclude=exclude_none))
fsr_max_ratio: Optional[float] = field(default=None, metadata=field_metadata)
fsr_min_ratio: Optional[float] = field(default=None, metadata=field_metadata)
module_enabled: Optional[bool] = field(default=None, metadata=field_metadata)
trend_signal_0: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_0', exclude=exclude_none))
trend_signal_1: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_1', exclude=exclude_none))
trend_signal_2: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_2', exclude=exclude_none))
trend_signal_3: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_3', exclude=exclude_none))
module_name: Optional[str] = field(default=None, metadata=field_metadata)
target_strike: Optional[float] = field(default=None, metadata=field_metadata)
strike_method: Optional[StrikeMethodType] = field(default=None, metadata=field_metadata)
option_expiry: Optional[OptionExpiryType] = field(default=None, metadata=field_metadata)
bloomberg_id: Optional[str] = field(default=None, metadata=field_metadata)
stock_id: Optional[str] = field(default=None, metadata=field_metadata)
asset_class: Optional[str] = field(default=None, metadata=field_metadata)
future_id: Optional[str] = field(default=None, metadata=field_metadata)
ric: Optional[str] = field(default=None, metadata=field_metadata)
new_weight: Optional[float] = field(default=None, metadata=field_metadata)
execution_participation_rate: Optional[float] = field(default=None, metadata=field_metadata)
new_shares: Optional[float] = field(default=None, metadata=field_metadata)
new_lots: Optional[float] = field(default=None, metadata=field_metadata)
execution_start_time: Optional[DictBase] = field(default=None, metadata=field_metadata)
execution_end_time: Optional[DictBase] = field(default=None, metadata=field_metadata)
execution_style: Optional[str] = field(default=None, metadata=field_metadata)
execution_timezone: Optional[str] = field(default=None, metadata=field_metadata)
notional: Optional[float] = field(default=None, metadata=field_metadata)
leverage: Optional[float] = field(default=None, metadata=field_metadata)
quantity: Optional[float] = field(default=None, metadata=field_metadata)
hedge_ratio: Optional[float] = field(default=None, metadata=field_metadata)
option_type: Optional[OptionType] = field(default=None, metadata=field_metadata)
option_strike_type: Optional[OptionStrikeType] = field(default=None, metadata=field_metadata)
credit_option_type: Optional[CreditOptionType] = field(default=None, metadata=field_metadata)
credit_option_strike_type: Optional[CreditOptionStrikeType] = field(default=None, metadata=field_metadata)
strike_relative: Optional[float] = field(default=None, metadata=field_metadata)
trade_type: Optional[TradeType] = field(default=None, metadata=field_metadata)
signal: Optional[float] = field(default=None, metadata=field_metadata)
new_signal: Optional[float] = field(default=None, metadata=field_metadata)
new_min_weight: Optional[float] = field(default=None, metadata=field_metadata)
new_max_weight: Optional[float] = field(default=None, metadata=field_metadata)
min_weight: Optional[float] = field(default=None, metadata=field_metadata)
max_weight: Optional[float] = field(default=None, metadata=field_metadata)
weight_smoothing_window: Optional[float] = field(default=None, metadata=field_metadata)
election: Optional[str] = field(default=None, metadata=field_metadata)
base_date: Optional[str] = field(default=None, metadata=field_metadata)
commodity: Optional[str] = field(default=None, metadata=field_metadata)
component_weight: Optional[float] = field(default=None, metadata=field_metadata)
contract_nearby_number: Optional[float] = field(default=None, metadata=field_metadata)
expiration_schedule: Optional[str] = field(default=None, metadata=field_metadata)
fixing_type: Optional[str] = field(default=None, metadata=field_metadata)
last_eligible_date: Optional[float] = field(default=None, metadata=field_metadata)
num_roll_days: Optional[float] = field(default=None, metadata=field_metadata)
roll_end: Optional[float] = field(default=None, metadata=field_metadata)
roll_start: Optional[float] = field(default=None, metadata=field_metadata)
roll_type: Optional[str] = field(default=None, metadata=field_metadata)
valid_contract_expiry: Optional[str] = field(default=None, metadata=field_metadata)
rtl: Optional[float] = field(default=None, metadata=field_metadata)
current_weight: Optional[float] = field(default=None, metadata=field_metadata)
country: Optional[str] = field(default=None, metadata=field_metadata)
region: Optional[str] = field(default=None, metadata=field_metadata)
adv: Optional[float] = field(default=None, metadata=field_metadata)
tadv: Optional[float] = field(default=None, metadata=field_metadata)
hadv: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class LiborFallbackScenario(Scenario):
date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
fallback_type: Optional[FallbackType] = field(default=FallbackType.RFR, metadata=field_metadata)
discounting: Optional[bool] = field(default=False, metadata=field_metadata)
cash_flows: Optional[bool] = field(default=True, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='LiborFallbackScenario', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class LiveMarket(BaseMarket):
location: PricingLocation = field(default=None, metadata=field_metadata)
market_type: Optional[str] = field(init=False, default='LiveMarket', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataCoordinateValue(Base):
coordinate: MarketDataCoordinate = field(default=None, metadata=field_metadata)
value: float = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataPattern(Base):
mkt_type: Optional[str] = field(default=None, metadata=field_metadata)
mkt_asset: Optional[str] = field(default=None, metadata=field_metadata)
mkt_class: Optional[str] = field(default=None, metadata=field_metadata)
mkt_point: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
mkt_quoting_style: Optional[str] = field(default=None, metadata=field_metadata)
is_active: Optional[bool] = field(default=None, metadata=field_metadata)
is_investment_grade: Optional[bool] = field(default=None, metadata=field_metadata)
currency: Optional[Currency] = field(default=None, metadata=field_metadata)
country_code: Optional[CountryCode] = field(default=None, metadata=field_metadata)
gics_sector: Optional[str] = field(default=None, metadata=field_metadata)
gics_industry_group: Optional[str] = field(default=None, metadata=field_metadata)
gics_industry: Optional[str] = field(default=None, metadata=field_metadata)
gics_sub_industry: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataShock(Base):
shock_type: MarketDataShockType = field(default=None, metadata=field_metadata)
value: float = field(default=None, metadata=field_metadata)
precision: Optional[float] = field(default=None, metadata=field_metadata)
cap: Optional[float] = field(default=None, metadata=field_metadata)
floor: Optional[float] = field(default=None, metadata=field_metadata)
coordinate_cap: Optional[float] = field(default=None, metadata=field_metadata)
coordinate_floor: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOBenchmark(Base):
selected: Optional[str] = field(default=None, metadata=field_metadata)
options: Optional[Tuple[PCOBenchmarkOptions, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOCashBalance(Base):
local_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
cash_balance_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
cash_reserve: Optional[str] = field(default=None, metadata=field_metadata)
long_threshold: Optional[str] = field(default=None, metadata=field_metadata)
short_threshold: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOCurrencyWeight(Base):
currency: Optional[Currency] = field(default=None, metadata=field_metadata)
weight: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOParameterValues(Base):
currency: Optional[Currency] = field(default=None, metadata=field_metadata)
value: Optional[Union[float, str]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOSettlements(Base):
currency: Optional[Currency] = field(default=None, metadata=field_metadata)
data: Optional[Tuple[PCOSettlementsData, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOShareClass(Base):
total_net_assets: Optional[str] = field(default=None, metadata=field_metadata)
estimated_switch: Optional[str] = field(default=None, metadata=field_metadata)
estimated_net_subscription_effective_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
confirmed_net_subscription_effective_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
estimated_net_dividend: Optional[str] = field(default=None, metadata=field_metadata)
confirmed_net_dividend: Optional[str] = field(default=None, metadata=field_metadata)
net_subscriptions: Optional[Tuple[PCONetSubscription, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOTargetDeviation(Base):
currency: Optional[Currency] = field(default=None, metadata=field_metadata)
data: Optional[Tuple[PCOTargetDeviationData, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOUnrealisedMarkToMarket(Base):
total: Optional[str] = field(default=None, metadata=field_metadata)
next_settlement_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
next_settlement: Optional[str] = field(default=None, metadata=field_metadata)
next_roll_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
historical_data: Optional[Tuple[PCOMtMHistoricalData, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PerformanceStatsRequest(Base):
annualized_return: Optional[Op] = field(default=None, metadata=field_metadata)
annualized_volatility: Optional[Op] = field(default=None, metadata=field_metadata)
best_month: Optional[Op] = field(default=None, metadata=field_metadata)
max_draw_down: Optional[Op] = field(default=None, metadata=field_metadata)
max_draw_down_duration: Optional[Op] = field(default=None, metadata=field_metadata)
positive_months: Optional[Op] = field(default=None, metadata=field_metadata)
sharpe_ratio: Optional[Op] = field(default=None, metadata=field_metadata)
sortino_ratio: Optional[Op] = field(default=None, metadata=field_metadata)
worst_month: Optional[Op] = field(default=None, metadata=field_metadata)
average_return: Optional[Op] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PositionPriceInput(Base):
asset_id: str = field(default=None, metadata=field_metadata)
quantity: Optional[float] = field(default=None, metadata=field_metadata)
weight: Optional[float] = field(default=None, metadata=field_metadata)
notional: Optional[float] = field(default=None, metadata=field_metadata)
tags: Optional[Tuple[PositionTag, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class RiskRequestParameters(Base):
csa_term: Optional[str] = field(default=None, metadata=field_metadata)
raw_results: Optional[bool] = field(default=False, metadata=field_metadata)
use_historical_diddles_only: Optional[bool] = field(default=False, metadata=field_metadata)
market_behaviour: Optional[MarketBehaviour] = field(default=MarketBehaviour.ContraintsBased, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class RollFwd(Scenario):
date: Optional[Union[datetime.date, str]] = field(default=None, metadata=field_metadata)
realise_fwd: Optional[bool] = field(default=True, metadata=field_metadata)
holiday_calendar: Optional[PricingLocation] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='RollFwd', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class TimestampedMarket(BaseMarket):
timestamp: datetime.datetime = field(default=None, metadata=field_metadata)
location: PricingLocation = field(default=None, metadata=field_metadata)
base_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
market_type: Optional[str] = field(init=False, default='TimestampedMarket', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class AssetStatsRequest(Base):
last_updated_time: Optional[DateRange] = field(default=None, metadata=field_metadata)
period: Optional[AssetStatsPeriod] = field(default=None, metadata=field_metadata)
type_: Optional[AssetStatsType] = field(default=None, metadata=config(field_name='type', exclude=exclude_none))
stats: Optional[PerformanceStatsRequest] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLCurrencyArray(Base):
currency_values: Optional[Tuple[CSLCurrency, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLSchedule(Base):
first_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
last_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
calendar_name: Optional[str] = field(default=None, metadata=field_metadata)
period: Optional[str] = field(default=None, metadata=field_metadata)
delay: Optional[str] = field(default=None, metadata=field_metadata)
business_day_convention: Optional[str] = field(default=None, metadata=field_metadata)
day_count_convention: Optional[str] = field(default=None, metadata=field_metadata)
days_per_term: Optional[str] = field(default=None, metadata=field_metadata)
delay_business_day_convention: Optional[str] = field(default=None, metadata=field_metadata)
delay_calendar_name: Optional[str] = field(default=None, metadata=field_metadata)
has_reset_date: Optional[bool] = field(default=None, metadata=field_metadata)
term_formula: Optional[str] = field(default=None, metadata=field_metadata)
extra_dates: Optional[Tuple[CSLDateArrayNamedParam, ...]] = field(default=None, metadata=field_metadata)
extra_dates_by_offset: Optional[Tuple[CSLSymCaseNamedParam, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CurveScenario(Scenario):
market_data_pattern: Optional[MarketDataPattern] = field(default=None, metadata=field_metadata)
parallel_shift: Optional[float] = field(default=None, metadata=field_metadata)
curve_shift: Optional[float] = field(default=None, metadata=field_metadata)
pivot_point: Optional[float] = field(default=None, metadata=field_metadata)
tenor_start: Optional[float] = field(default=None, metadata=field_metadata)
tenor_end: Optional[float] = field(default=None, metadata=field_metadata)
shock_type: Optional[MarketDataShockType] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='CurveScenario', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
class FieldFilterMap(DictBase):
_PROPERTIES = {'internal_index_calc_region', 'issue_status_date', 'pl_id', 'last_returns_start_date', 'amount_outstanding', 'asset_classifications_gics_sub_industry', 'mdapi_class', 'data_set_ids', 'call_first_date', 'pb_client_id', 'asset_parameters_start', 'owner_id', 'economic_terms_hash', 'sec_db', 'objective', 'simon_intl_asset_tags', 'private_placement_type', 'hedge_notional', 'rank', 'data_set_category', 'pair_calculation', 'asset_parameters_index_family', 'created_by_id', 'vehicle_type', 'market_data_type', 'asset_parameters_payer_day_count_fraction', 'point_class', 'asset_parameters_underlier_type', 'asset_parameters_cap_floor', 'minimum_increment', 'asset_parameters_payer_currency', 'settlement_date', 'hedge_volatility', 'version', 'tags', 'asset_classifications_gics_industry_group', 'market_data_asset', 'asset_classifications_is_primary', 'styles', 'asset_parameters_total_quantity', 'short_name', 'asset_classifications_underliers_asset_class', 'calculation_region', 'eid', 'jsn', 'mkt_quoting_style', 'hurdle_type', 'mic', 'ps_id', 'issue_status', 'region_code', 'dollar_cross', 'portfolio_type', 'vendor', 'popularity', 'term', 'currency', 'real_time_restriction_status', 'asset_parameters_clearing_house', 'rating_fitch', 'non_symbol_dimensions', 'asset_parameters_option_style', 'share_class_type', 'asset_parameters_put_amount', 'asset_parameters_underlier', 'next_rebalance_date', 'asset_parameters_floating_rate_designated_maturity', 'target_notional', 'asset_parameters_tenor', 'mkt_class', 'delisted', 'asset_classifications_digital_asset_class', 'last_updated_since', 'regional_focus', 'asset_parameters_payer_designated_maturity', 'tsdb_shortname', 'seasonal_adjustment_short', 'asset_parameters_exchange_currency', 'asset_classifications_country_name', 'management_fee', 'asset_parameters_settlement_date', 'rating_moodys', 'simon_id', 'development_status', 'cusip', 'notes', 'tags_to_exclude', 'asset_parameters_floating_rate_option', 'internal_index_calc_agent', 'last_rebalance_date', 'rating_second_highest', 'asset_classifications_country_code', 'frequency', 'option_type', 'data_set_sub_category', 'is_live', 'is_legacy_pair_basket', 'issuer_type', 'asset_parameters_pricing_location', 'plot_id', 'asset_parameters_coupon', 'asset_parameters_identifier', 'asset_parameters_last_fixing_date', 'data_product', 'mq_symbol', 'asset_parameters_method_of_settlement', 'sectors', 'redemption_notice_period', 'multiplier', 'asset_parameters_payer_rate_option', 'market_data_point', 'external', 'wpk', 'sts_fx_currency', 'hedge_annualized_volatility', 'fix_order_routing_region', 'name', 'asset_parameters_expiration_date', 'aum', 'exchange', 'folder_name', 'region', 'cid', 'onboarded', 'live_date', 'issue_price', 'sink_factor', 'underlying_data_set_id', 'asset_parameters_notional_amount_in_other_currency', 'asset_parameters_payer_frequency', 'prime_id', 'asset_classifications_gics_sector', 'asset_parameters_pair', 'sts_asset_name', 'description', 'asset_classifications_is_country_primary', 'title', 'net_exposure_classification', 'asset_parameters_strike_price', 'coupon_type', 'last_updated_by_id', 'asset_parameters_forward_price', 'clone_parent_id', 'company', 'gate_type', 'issue_date', 'expiration_date', 'coverage', 'ticker', 'asset_parameters_receiver_rate_option', 'coin_metrics_id', 'call_last_date', 'asset_parameters_payer_spread', 'sts_rates_country', 'asset_parameters_premium_payment_date', 'latest_execution_time', 'asset_parameters_forward_rate', 'asset_parameters_receiver_designated_maturity', 'asset_classifications_digital_asset_industry', 'gate', 'multi_tags', 'gsn', 'gss', 'rating_linear', 'asset_class', 'asset_parameters_index', 'cm_id', 'asset_classifications_vendor', 'type', 'gsideid', 'mdapi', 'ric', 'issuer', 'position_source_id', 'measures', 'asset_parameters_floating_rate_day_count_fraction', 'asset_parameters_notional_amount', 'strategy_aum', 'action', 'id', 'asset_parameters_call_amount', 'asset_parameters_seniority', 'redemption_date', 'identifier', 'index_create_source', 'sec_name', 'sub_region', 'asset_parameters_receiver_day_count_fraction', 'asset_parameters_index2_tenor', 'asset_parameters_notional_currency', 'sedol', 'mkt_asset', 'rating_standard_and_poors', 'asset_types', 'bcid', 'asset_parameters_credit_index_series', 'gsid', 'tdapi', 'asset_classifications_digital_asset_subsector', 'last_updated_message', 'rcic', 'trading_restriction', 'status', 'name_raw', 'asset_parameters_pay_or_receive', 'domains_data', 'client_name', 'asset_parameters_index_series', 'asset_classifications_gics_industry', 'on_behalf_of', 'increment', 'accrued_interest_standard', 'enabled', 'sts_commodity', 'sectors_raw', 'sts_commodity_sector', 'asset_parameters_receiver_frequency', 'position_source_name', 'gsid_equivalent', 'categories', 'symbol_dimensions', 'ext_mkt_asset', 'asset_parameters_fixed_rate_frequency', 'coupon', 'side_pocket', 'compliance_restricted_status', 'quoting_style', 'is_entity', 'scenario_group_id', 'asset_parameters_trade_as', 'redemption_period', 'asset_parameters_issuer_type', 'sts_credit_market', 'bbid', 'asset_classifications_risk_country_code', 'asset_parameters_receiver_currency', 'sts_em_dm', 'asset_classifications_digital_asset_sector', 'issue_size', 'returns_enabled', 'seniority', 'asset_parameters_settlement', 'asset_parameters_expiration_time', 'primary_country_ric', 'is_pair_basket', 'asset_parameters_index_version', 'asset_parameters_commodity_reference_price', 'asset_classifications_digital_asset_market', 'default_backcast', 'asset_parameters_number_of_shares', 'use_machine_learning', 'performance_fee', 'report_type', 'lockup_type', 'lockup', 'underlying_asset_ids', 'asset_parameters_fee_currency', 'encoded_stats', 'pnode_id', 'backtest_type', 'asset_parameters_issuer', 'exchange_code', 'asset_parameters_strike', 'oe_id', 'asset_parameters_termination_date', 'resource', 'asset_parameters_receiver_spread', 'bbid_equivalent', 'hurdle', 'asset_parameters_effective_date', 'valoren', 'asset_parameters_number_of_options', 'asset_parameters_fixed_rate_day_count_fraction', 'auto_tags', 'short_description', 'ext_mkt_class', 'mkt_point1', 'portfolio_managers', 'asset_parameters_commodity_sector', 'hedge_tracking_error', 'asset_parameters_put_currency', 'asset_parameters_coupon_type', 'supra_strategy', 'term_status', 'wi_id', 'market_cap_category', 'asset_parameters_call_currency', 'mkt_point3', 'display_id', 'mkt_point2', 'strike_price', 'mkt_point4', 'risk_packages', 'units', 'em_id', 'sts_credit_region', 'country_id', 'ext_mkt_point3', 'asset_classifications_risk_country_name', 'asset_parameters_vendor', 'asset_parameters_index1_tenor', 'mkt_type', 'is_public', 'alias', 'ext_mkt_point1', 'product_type', 'sub_region_code', 'ext_mkt_point2', 'asset_parameters_option_type', 'asset_parameters_fixed_rate', 'last_returns_end_date', 'tsdb_synced_symbol', 'position_source_type', 'asset_parameters_multiplier', 'minimum_denomination', 'flagship', 'lms_id', 'cross', 'in_code', 'asset_parameters_strike_price_relative', 'sts_rates_maturity', 'sts_include_sstk_analytics', 'position_source', 'listed', 'non_owner_id', 'latest_end_date', 'shock_style', 'g10_currency', 'strategy', 'methodology', 'isin', 'asset_parameters_strike_type'}
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class IndexCurveShift(Scenario):
market_data_pattern: Optional[MarketDataPattern] = field(default=None, metadata=field_metadata)
freeze_pattern: Optional[MarketDataPattern] = field(default=None, metadata=field_metadata)
annualised_parallel_shift: Optional[float] = field(default=None, metadata=field_metadata)
annualised_slope_shift: Optional[float] = field(default=None, metadata=field_metadata)
cutoff: Optional[float] = field(default=None, metadata=field_metadata)
floor: Optional[float] = field(default=None, metadata=field_metadata)
tenor: Optional[str] = field(default=None, metadata=field_metadata)
rate_option: Optional[str] = field(default=None, metadata=field_metadata)
bucket_shift: Optional[float] = field(default=None, metadata=field_metadata)
bucket_start: Optional[datetime.date] = field(default=None, metadata=field_metadata)
bucket_end: Optional[datetime.date] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='IndexCurveShift', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataPatternAndShock(Base):
pattern: MarketDataPattern = field(default=None, metadata=field_metadata)
shock: MarketDataShock = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataVolShockScenario(Scenario):
pattern: MarketDataPattern = field(default=None, metadata=field_metadata)
shock_type: MarketDataShockType = field(default=None, metadata=field_metadata)
vol_levels: Tuple[MarketDataVolSlice, ...] = field(default=None, metadata=field_metadata)
ref_spot: float = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='MarketDataVolShockScenario', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOExposureLeg(Base):
local_to_base_rate: Optional[str] = field(default=None, metadata=field_metadata)
local_nav_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
base_nav_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
all_approved_hedge_ratio: Optional[str] = field(default=None, metadata=field_metadata)
show_all_approved_hedge_ratio: Optional[bool] = field(default=None, metadata=field_metadata)
hedge_ratio: Optional[str] = field(default=None, metadata=field_metadata)
exposure_ratio: Optional[str] = field(default=None, metadata=field_metadata)
local_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
target_ratio: Optional[str] = field(default=None, metadata=field_metadata)
benchmark: Optional[PCOBenchmark] = field(default=None, metadata=field_metadata)
long_rebalance_threshold: Optional[str] = field(default=None, metadata=field_metadata)
short_rebalance_threshold: Optional[str] = field(default=None, metadata=field_metadata)
base_nav: Optional[str] = field(default=None, metadata=field_metadata)
local_nav: Optional[str] = field(default=None, metadata=field_metadata)
base_fx_forward: Optional[str] = field(default=None, metadata=field_metadata)
local_fx_forward: Optional[str] = field(default=None, metadata=field_metadata)
auto_roll: Optional[bool] = field(default=None, metadata=field_metadata)
exposure_currencies: Optional[Tuple[Currency, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOSecurityWeight(Base):
security_type: Optional[str] = field(default=None, metadata=field_metadata)
currency_weights: Optional[Tuple[PCOCurrencyWeight, ...]] = field(default=None, metadata=field_metadata)
settlement_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class User(Base):
company: str = field(default=None, metadata=field_metadata)
id_: str = field(default=None, metadata=config(field_name='id', exclude=exclude_none))
country: str = field(default=None, metadata=field_metadata)
city: str = field(default=None, metadata=field_metadata)
region: str = field(default=None, metadata=field_metadata)
email: str = field(default=None, metadata=field_metadata)
name: str = field(default=None, metadata=field_metadata)
internal: Optional[bool] = field(default=None, metadata=field_metadata)
system_user: Optional[bool] = field(default=None, metadata=field_metadata)
app_user: Optional[bool] = field(default=None, metadata=field_metadata)
analytics_id: Optional[str] = field(default=None, metadata=field_metadata)
eaa_company: Optional[str] = field(default=None, metadata=field_metadata)
root_oe_id: Optional[str] = field(default=None, metadata=config(field_name='rootOEId', exclude=exclude_none))
oe_id: Optional[str] = field(default=None, metadata=field_metadata)
root_oe_name: Optional[str] = field(default=None, metadata=config(field_name='rootOEName', exclude=exclude_none))
oe_name: Optional[str] = field(default=None, metadata=field_metadata)
oe_alias: Optional[int] = field(default=None, metadata=field_metadata)
coverage: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata)
internal_email: Optional[str] = field(default=None, metadata=field_metadata)
kerberos: Optional[str] = field(default=None, metadata=field_metadata)
first_name: Optional[str] = field(default=None, metadata=field_metadata)
last_name: Optional[str] = field(default=None, metadata=field_metadata)
internal_id: Optional[str] = field(default=None, metadata=config(field_name='internalID', exclude=exclude_none))
mi_fidii_trade_idea_declined: Optional[str] = field(default=None, metadata=config(field_name='miFIDIITradeIdeaDeclined', exclude=exclude_none))
department_code: Optional[str] = field(default=None, metadata=field_metadata)
department_name: Optional[str] = field(default=None, metadata=field_metadata)
division_name: Optional[str] = field(default=None, metadata=field_metadata)
business_unit: Optional[str] = field(default=None, metadata=field_metadata)
title: Optional[str] = field(default=None, metadata=field_metadata)
pmd: Optional[bool] = field(default=None, metadata=field_metadata)
login: Optional[str] = field(default=None, metadata=field_metadata)
tokens: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
roles: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
groups: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
created_by_id: Optional[str] = field(default=None, metadata=field_metadata)
created_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
last_updated_by_id: Optional[str] = field(default=None, metadata=field_metadata)
last_updated_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
entitlements: Optional[Entitlements] = field(default=None, metadata=field_metadata)
app_managers: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CSLScheduleArray(Base):
schedule_values: Optional[Tuple[CSLSchedule, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class EntityQuery(Base):
format_: Optional[Format] = field(default=None, metadata=config(field_name='format', exclude=exclude_none))
where: Optional[FieldFilterMap] = field(default=None, metadata=field_metadata)
as_of_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
last_updated_since: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
delay: Optional[int] = field(default=None, metadata=field_metadata)
order_by: Optional[Tuple[Union[DictBase, str], ...]] = field(default=None, metadata=field_metadata)
scroll: Optional[str] = field(default=None, metadata=field_metadata)
scroll_id: Optional[str] = field(default=None, metadata=field_metadata)
fields: Optional[Tuple[Union[DictBase, str], ...]] = field(default=None, metadata=field_metadata)
limit: Optional[int] = field(default=None, metadata=field_metadata)
offset: Optional[int] = field(default=None, metadata=field_metadata)
vendor: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataShockBasedScenario(Scenario):
shocks: Tuple[MarketDataPatternAndShock, ...] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='MarketDataShockBasedScenario', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class OverlayMarket(SingleMarket):
base_market: BaseMarket = field(default=None, metadata=field_metadata)
market_data: Tuple[MarketDataCoordinateValue, ...] = field(default=None, metadata=field_metadata)
market_model_data: Optional[str] = field(default=None, metadata=field_metadata)
market_type: Optional[str] = field(init=False, default='OverlayMarket', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOExposure(Base):
last_data_updated_date_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
nav_includes_fx_hedges: Optional[bool] = field(default=None, metadata=field_metadata)
use_fx_rate_on_base_fx_forward: Optional[bool] = field(default=None, metadata=field_metadata)
last_generate_orders_date_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
legs: Optional[Tuple[PCOExposureLeg, ...]] = field(default=None, metadata=field_metadata)
adjustments: Optional[PCOExposureAdjustments] = field(default=None, metadata=field_metadata)
ratio_mode: Optional[str] = field(default=None, metadata=field_metadata)
hedge_calc_currency: Optional[PCOCurrencyType] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOSecurity(Base):
weights: Optional[PCOSecurityWeight] = field(default=None, metadata=field_metadata)
base_currency_exposure_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
hedge_ratio: Optional[str] = field(default=None, metadata=field_metadata)
local_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
base_currency_exposure: Optional[str] = field(default=None, metadata=field_metadata)
security_name: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class RiskMeasure(Base):
asset_class: Optional[AssetClass] = field(default=None, metadata=field_metadata)
measure_type: Optional[RiskMeasureType] = field(default=None, metadata=field_metadata)
unit: Optional[RiskMeasureUnit] = field(default=None, metadata=field_metadata)
parameters: Optional[RiskMeasureParameter] = field(default=None, metadata=field_metadata)
value: Optional[Union[float, str]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class DataSetFieldMap(Base):
data_set_id: str = field(default=None, metadata=field_metadata)
field_: str = field(default=None, metadata=config(field_name='field', exclude=exclude_none))
results_field: str = field(default=None, metadata=field_metadata)
risk_measure: RiskMeasure = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PCOSecurityBreakdown(Base):
breakdown_currency_type: Optional[PCOCurrencyType] = field(default=None, metadata=field_metadata)
last_security_breakdown_update_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
securities: Optional[Tuple[PCOSecurity, ...]] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class CompositeScenario(Base):
scenarios: Optional[Tuple[Scenario, ...]] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='CompositeScenario', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MultiScenario(Scenario):
scenarios: Optional[Tuple[Scenario, ...]] = field(default=None, metadata=field_metadata)
scenario_type: Optional[str] = field(init=False, default='MultiScenario', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class Position(Base):
asset_id: Optional[str] = field(default=None, metadata=field_metadata)
quantity: Optional[float] = field(default=None, metadata=field_metadata)
weight: Optional[float] = field(default=None, metadata=field_metadata)
notional: Optional[float] = field(default=None, metadata=field_metadata)
party_to: Optional[SimpleParty] = field(default=None, metadata=field_metadata)
party_from: Optional[SimpleParty] = field(default=None, metadata=field_metadata)
external_ids: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata)
margin_ids: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata)
tags: Optional[Tuple[PositionTag, ...]] = field(default=None, metadata=field_metadata)
instrument: Optional[InstrumentBase] = field(default=None, metadata=field_metadata)
description: Optional[str] = field(default=None, metadata=field_metadata)
error: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class RelativeMarket(Base):
from_market: SingleMarket = field(default=None, metadata=field_metadata)
to_market: SingleMarket = field(default=None, metadata=field_metadata)
market_type: Optional[str] = field(init=False, default='RelativeMarket', metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class MarketDataScenario(Base):
scenario: Scenario = field(default=None, metadata=field_metadata)
subtract_base: Optional[bool] = field(default=False, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PricingDateAndMarketDataAsOf(Base):
pricing_date: datetime.date = field(default=None, metadata=field_metadata)
market_data_as_of: Optional[Union[datetime.date, datetime.datetime]] = field(default=None, metadata=field_metadata)
market: Optional[Market] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class LiquidityRequest(Base):
notional: Optional[float] = field(default=None, metadata=field_metadata)
positions: Optional[DictBase] = field(default=None, metadata=field_metadata)
risk_model: Optional[str] = field(default=None, metadata=field_metadata)
date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
currency: Optional[Currency] = field(default=None, metadata=field_metadata)
participation_rate: Optional[float] = field(default=None, metadata=field_metadata)
execution_horizon: Optional[float] = field(default=None, metadata=field_metadata)
execution_start_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
execution_end_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
benchmark_id: Optional[str] = field(default=None, metadata=field_metadata)
measures: Optional[Tuple[LiquidityMeasure, ...]] = field(default=None, metadata=field_metadata)
time_series_benchmark_ids: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
time_series_start_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
time_series_end_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
format_: Optional[Format] = field(default=None, metadata=config(field_name='format', exclude=exclude_none))
report_parameters: Optional[LiquidityReportParameters] = field(default=None, metadata=field_metadata)
explode_positions: Optional[bool] = field(default=False, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=field_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class PositionSet(Base):
positions: Tuple[Position, ...] = field(default=None, metadata=field_metadata)
position_date: datetime.date = field(default=None, metadata=field_metadata)
id_: Optional[str] = field(default=None, metadata=config(field_name='id', exclude=exclude_none))
last_update_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
type_: Optional[str] = field(default=None, metadata=config(field_name='type', exclude=exclude_none))
divisor: Optional[float] = field(default=None, metadata=field_metadata)
weighting_strategy: Optional[PositionSetWeightingStrategy] = field(default=None, metadata=field_metadata)
last_updated_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class RiskPosition(Base):
instrument: Priceable = field(default=None, metadata=field_metadata)
instrument_name: Optional[str] = field(default=None, metadata=field_metadata)
quantity: Optional[float] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class RiskRequest(Base):
positions: Tuple[RiskPosition, ...] = field(default=None, metadata=field_metadata)
measures: Tuple[RiskMeasure, ...] = field(default=None, metadata=field_metadata)
pricing_and_market_data_as_of: Optional[Tuple[PricingDateAndMarketDataAsOf, ...]] = field(default=None, metadata=field_metadata)
pricing_location: Optional[PricingLocation] = field(default=None, metadata=field_metadata)
wait_for_results: Optional[bool] = field(default=False, metadata=field_metadata)
scenario: Optional[MarketDataScenario] = field(default=None, metadata=field_metadata)
parameters: Optional[RiskRequestParameters] = field(default=None, metadata=field_metadata)
request_visible_to_gs: Optional[bool] = field(default=False, metadata=field_metadata)
use_cache: Optional[bool] = field(default=False, metadata=field_metadata)
priority: Optional[int] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class ReportParameters(Base):
approval_id: Optional[str] = field(default=None, metadata=field_metadata)
asset_class: Optional[AssetClass] = field(default=None, metadata=field_metadata)
transaction_cost_model: Optional[str] = field(default=None, metadata=field_metadata)
trading_cost: Optional[float] = field(default=None, metadata=field_metadata)
servicing_cost_long: Optional[float] = field(default=None, metadata=field_metadata)
servicing_cost_short: Optional[float] = field(default=None, metadata=field_metadata)
region: Optional[str] = field(default=None, metadata=field_metadata)
risk_model: Optional[str] = field(default=None, metadata=field_metadata)
benchmark: Optional[str] = field(default=None, metadata=field_metadata)
blended_benchmark: Optional[Tuple[BlendedBenchmarkAttribute, ...]] = field(default=None, metadata=field_metadata)
tags: Optional[Tuple[PositionTag, ...]] = field(default=None, metadata=field_metadata)
aggregate_by_tag_name: Optional[str] = field(default=None, metadata=field_metadata)
fx_hedged: Optional[bool] = field(default=None, metadata=field_metadata)
publish_to_bloomberg: Optional[bool] = field(default=None, metadata=field_metadata)
publish_to_reuters: Optional[bool] = field(default=None, metadata=field_metadata)
publish_to_factset: Optional[bool] = field(default=None, metadata=field_metadata)
include_price_history: Optional[bool] = field(default=None, metadata=field_metadata)
index_update: Optional[bool] = field(default=None, metadata=field_metadata)
index_rebalance: Optional[bool] = field(default=None, metadata=field_metadata)
export_rebalance: Optional[bool] = field(default=None, metadata=field_metadata)
index_source_id: Optional[str] = field(default=None, metadata=field_metadata)
basket_action: Optional[BasketAction] = field(default=None, metadata=field_metadata)
api_domain: Optional[bool] = field(default=None, metadata=field_metadata)
initial_price: Optional[float] = field(default=None, metadata=field_metadata)
stock_level_exposures: Optional[bool] = field(default=None, metadata=field_metadata)
explode_positions: Optional[bool] = field(default=None, metadata=field_metadata)
scenario_id: Optional[str] = field(default=None, metadata=field_metadata)
scenario_ids: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
scenario_group_id: Optional[str] = field(default=None, metadata=field_metadata)
scenario_type: Optional[ScenarioType] = field(default=None, metadata=field_metadata)
market_model_id: Optional[str] = field(default=None, metadata=field_metadata)
risk_measures: Optional[Tuple[RiskMeasure, ...]] = field(default=None, metadata=field_metadata)
initial_pricing_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
backcast: Optional[bool] = field(default=None, metadata=field_metadata)
risk_request: Optional[RiskRequest] = field(default=None, metadata=field_metadata)
subscription_parameters: Optional[ReportSubscriptionParameters] = field(default=None, metadata=field_metadata)
participation_rate: Optional[float] = field(default=None, metadata=field_metadata)
approve_rebalance: Optional[bool] = field(default=None, metadata=field_metadata)
auto_approved_rebalance: Optional[bool] = field(default=None, metadata=field_metadata)
use_risk_request_batch_mode: Optional[bool] = field(default=None, metadata=field_metadata)
limited_access_assets: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
corporate_action_restricted_assets: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
backcast_dates: Optional[Tuple[datetime.date, ...]] = field(default=None, metadata=field_metadata)
base_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
local_currency: Optional[Currency] = field(default=None, metadata=field_metadata)
fund_calendar: Optional[str] = field(default=None, metadata=field_metadata)
calculation_currency: Optional[PCOCurrencyType] = field(default=None, metadata=field_metadata)
hedge_settlement_interval: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata)
hedge_settlement_day: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata)
roll_horizon: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata)
pnl_currency: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata)
nav_publication_period: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata)
roll_date_zero_threshold: Optional[bool] = field(default=None, metadata=field_metadata)
unrealised_mark_to_market: Optional[PCOUnrealisedMarkToMarket] = field(default=None, metadata=field_metadata)
target_deviation: Optional[Tuple[PCOTargetDeviation, ...]] = field(default=None, metadata=field_metadata)
cash_balances: Optional[Tuple[PCOCashBalance, ...]] = field(default=None, metadata=field_metadata)
exposure: Optional[PCOExposure] = field(default=None, metadata=field_metadata)
pco_share_class: Optional[PCOShareClass] = field(default=None, metadata=field_metadata)
settlements: Optional[Tuple[PCOSettlements, ...]] = field(default=None, metadata=field_metadata)
show_cash: Optional[bool] = field(default=None, metadata=field_metadata)
show_exposure: Optional[bool] = field(default=None, metadata=field_metadata)
enable_rfq: Optional[bool] = field(default=None, metadata=config(field_name='enableRFQ', exclude=exclude_none))
fixing_descriptions: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
pco_origin: Optional[PCOOrigin] = field(default=None, metadata=field_metadata)
pco_action_type: Optional[PCOActionType] = field(default=None, metadata=field_metadata)
security_breakdown: Optional[PCOSecurityBreakdown] = field(default=None, metadata=field_metadata)
version: Optional[str] = field(default=None, metadata=field_metadata)
roll_currency: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata)
user_modified_fields: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata)
use_live_market: Optional[bool] = field(default=None, metadata=field_metadata)
basket_ready_for_trade: Optional[bool] = field(default=None, metadata=field_metadata)
allow_in_position_rebalance: Optional[bool] = field(default=None, metadata=field_metadata)
weighting_strategy: Optional[PositionSetWeightingStrategy] = field(default=None, metadata=field_metadata)
preferred_risk_model: Optional[str] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)
@handle_camel_case_args
@dataclass_json(letter_case=LetterCase.CAMEL)
@dataclass(unsafe_hash=True, repr=False)
class ReportScheduleRequest(Base):
parameters: Optional[ReportParameters] = field(default=None, metadata=field_metadata)
end_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
start_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
use_close_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
priority: Optional[ReportJobPriority] = field(default=None, metadata=field_metadata)
name: Optional[str] = field(default=None, metadata=name_metadata)