@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.
72 lines (71 loc) • 1.92 kB
TypeScript
export declare enum TrdType {
RegularTrade = 0,
BlockTrade = 1,
EFP = 2,
Transfer = 3,
LateTrade = 4,
TTrade = 5,
WeightedAveragePriceTrade = 6,
BunchedTrade = 7,
LateBunchedTrade = 8,
PriorReferencePriceTrade = 9,
AfterHoursTrade = 10,
ExchangeForRisk = 11,
ExchangeForSwap = 12,
ExchangeOfFuturesFor = 13,
ExchangeOfOptionsForOptions = 14,
TradingAtSettlement = 15,
AllOrNone = 16,
FuturesLargeOrderExecution = 17,
ExchangeOfFuturesForFutures = 18,
OptionInterimTrade = 19,
OptionCabinetTrade = 20,
PrivatelyNegotiatedTrades = 22,
SubstitutionOfFuturesForForwards = 23,
ErrorTrade = 24,
SpecialCumDividend = 25,
SpecialExDividend = 26,
SpecialCumCoupon = 27,
SpecialExCoupon = 28,
CashSettlement = 29,
SpecialPrice = 30,
GuaranteedDelivery = 31,
SpecialCumRights = 32,
SpecialExRights = 33,
SpecialCumCapitalRepayments = 34,
SpecialExCapitalRepayments = 35,
SpecialCumBonus = 36,
SpecialExBonus = 37,
LargeTrade = 38,
WorkedPrincipalTrade = 39,
BlockTrades = 40,
NameChange = 41,
PortfolioTransfer = 42,
ProrogationBuy = 43,
ProrogationSell = 44,
OptionExercise = 45,
DeltaNeutralTransaction = 46,
FinancingTransaction = 47,
NonStandardSettlement = 48,
DerivativeRelatedTransaction = 49,
PortfolioTrade = 50,
VolumeWeightedAverageTrade = 51,
ExchangeGrantedTrade = 52,
RepurchaseAgreement = 53,
OTC = 54,
ExchangeBasisFacility = 55,
OpeningTrade = 56,
NettedTrade = 57,
BlockSwapTrade = 58,
CreditEventTrade = 59,
SuccessionEventTrade = 60,
GiveUpGiveInTrade = 61,
DarkTrade = 62,
TechnicalTrade = 63,
Benchmark = 64,
PackageTrade = 65,
RollTrade = 66,
ClosingPriceTrade = 67,
InterFundTransferTrade = 68,
NetAssetValueCalculatedTrade = 69
}