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@sotatech/nest-quickfix

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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.

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"use strict"; 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