@sotatech/nest-quickfix
Version:
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.
51 lines • 2.14 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.MDEntryType = void 0;
var MDEntryType;
(function (MDEntryType) {
MDEntryType["Bid"] = "0";
MDEntryType["Offer"] = "1";
MDEntryType["Trade"] = "2";
MDEntryType["IndexValue"] = "3";
MDEntryType["OpeningPrice"] = "4";
MDEntryType["ClosingPrice"] = "5";
MDEntryType["SettlementPrice"] = "6";
MDEntryType["TradingSessionHighPrice"] = "7";
MDEntryType["TradingSessionLowPrice"] = "8";
MDEntryType["VWAP"] = "9";
MDEntryType["Imbalance"] = "A";
MDEntryType["TradeVolume"] = "B";
MDEntryType["OpenInterest"] = "C";
MDEntryType["CompositeUnderlyingPrice"] = "D";
MDEntryType["SimulatedSellPrice"] = "E";
MDEntryType["SimulatedBuyPrice"] = "F";
MDEntryType["MarginRate"] = "G";
MDEntryType["MidPrice"] = "H";
MDEntryType["EmptyBook"] = "J";
MDEntryType["SettleHighPrice"] = "K";
MDEntryType["SettleLowPrice"] = "L";
MDEntryType["PriorSettlePrice"] = "M";
MDEntryType["SessionHighBid"] = "N";
MDEntryType["SessionLowOffer"] = "O";
MDEntryType["EarlyPrices"] = "P";
MDEntryType["AuctionClearingPrice"] = "Q";
MDEntryType["SwapValueFactor"] = "S";
MDEntryType["DailyValueAdjustmentForLongPositions"] = "R";
MDEntryType["CumulativeValueAdjustmentForLongPositions"] = "T";
MDEntryType["DailyValueAdjustmentForShortPositions"] = "U";
MDEntryType["CumulativeValueAdjustmentForShortPositions"] = "V";
MDEntryType["FixingPrice"] = "W";
MDEntryType["CashRate"] = "X";
MDEntryType["RecoveryRate"] = "Y";
MDEntryType["RecoveryRateForLong"] = "Z";
MDEntryType["RecoveryRateForShort"] = "a";
MDEntryType["MarketBid"] = "b";
MDEntryType["MarketOffer"] = "c";
MDEntryType["ShortSaleMinPrice"] = "d";
MDEntryType["PreviousClosingPrice"] = "e";
MDEntryType["ThresholdLimitPriceBanding"] = "g";
MDEntryType["DailyFinancingValue"] = "h";
MDEntryType["AccruedFinancingValue"] = "i";
MDEntryType["TWAP"] = "t";
})(MDEntryType || (exports.MDEntryType = MDEntryType = {}));
//# sourceMappingURL=MDEntryType.js.map