@sotatech/nest-quickfix/dist/fields/MDEntryType.d.ts

A powerful NestJS implementation of the FIX (Financial Information eXchange) protocol. Provides high-performance, reliable messaging for financial trading applications with built-in session management, message validation, and recovery mechanisms.

export declare enum MDEntryType {
    Bid = "0",
    Offer = "1",
    Trade = "2",
    IndexValue = "3",
    OpeningPrice = "4",
    ClosingPrice = "5",
    SettlementPrice = "6",
    TradingSessionHighPrice = "7",
    TradingSessionLowPrice = "8",
    VWAP = "9",
    Imbalance = "A",
    TradeVolume = "B",
    OpenInterest = "C",
    CompositeUnderlyingPrice = "D",
    SimulatedSellPrice = "E",
    SimulatedBuyPrice = "F",
    MarginRate = "G",
    MidPrice = "H",
    EmptyBook = "J",
    SettleHighPrice = "K",
    SettleLowPrice = "L",
    PriorSettlePrice = "M",
    SessionHighBid = "N",
    SessionLowOffer = "O",
    EarlyPrices = "P",
    AuctionClearingPrice = "Q",
    SwapValueFactor = "S",
    DailyValueAdjustmentForLongPositions = "R",
    CumulativeValueAdjustmentForLongPositions = "T",
    DailyValueAdjustmentForShortPositions = "U",
    CumulativeValueAdjustmentForShortPositions = "V",
    FixingPrice = "W",
    CashRate = "X",
    RecoveryRate = "Y",
    RecoveryRateForLong = "Z",
    RecoveryRateForShort = "a",
    MarketBid = "b",
    MarketOffer = "c",
    ShortSaleMinPrice = "d",
    PreviousClosingPrice = "e",
    ThresholdLimitPriceBanding = "g",
    DailyFinancingValue = "h",
    AccruedFinancingValue = "i",
    TWAP = "t"
}