@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.
39 lines (38 loc) • 823 B
TypeScript
export declare enum MDStatisticScope {
BidPrices = 1,
OfferPrices = 2,
BidDepth = 3,
OfferDepth = 4,
Orders = 5,
Quotes = 6,
OrdersAndQuotes = 7,
Trades = 8,
TradePrices = 9,
AuctionPrices = 10,
OpeningPrices = 11,
ClosingPrices = 12,
SettlementPrices = 13,
UnderlyingPrices = 14,
OpenInterest = 15,
IndexValues = 16,
MarginRates = 17,
Outages = 18,
ScheduledAuctions = 19,
ReferencePrices = 20,
TradeValue = 21,
MarketDataFeeItems = 22,
Rebates = 23,
Discounts = 24,
Payments = 25,
Taxes = 26,
Levies = 27,
Benefits = 28,
Fees = 29,
OrdersRFQs = 30,
MarketMakers = 31,
TradingInterruptions = 32,
TradingSuspensions = 33,
NoQuotes = 34,
RequestForQuotes = 35,
TradeVolume = 36
}