@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
159 lines (158 loc) • 4.63 kB
TypeScript
export declare enum CustOrderHandlingInst {
/** Phone simple */
PhoneSimple = "A",
/** G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) */
GOrderAndFCMAPIorFIX = "G",
/** Phone complex */
PhoneComplex = "B",
/** Add-on order */
AddOnOrder = "ADD",
/** FCM provided screen */
FCMProvidedScreen = "C",
/** All or none */
AllOrNone = "AON",
/** Other provided screen */
OtherProvidedScreen = "D",
/** Conditional order */
ConditionalOrder = "CND",
/** Client provided platform controlled by FCM */
ClientProvidedPlatformControlledByFCM = "E",
/** Cash not held */
CashNotHeld = "CNH",
/** Client provided platform direct to exchange */
ClientProvidedPlatformDirectToExchange = "F",
/** Delivery instructions - cash */
DeliveryInstructionsCash = "CSH",
/** Directed order */
DirectedOrder = "DIR",
/** Algo engine */
AlgoEngine = "H",
/** Discretionary limit order */
DiscretionaryLimitOrder = "DLO",
/** Price at execution (price added at initial order entry, trading, middle office or time of give-up) */
PriceAtExecution = "J",
/** Exchange for physical transaction */
ExchangeForPhysicalTransaction = "E.W",
/** Desk - electronic */
DeskElectronic = "W",
/** Fill or kill */
FillOrKill = "FOK",
/** Desk - pit */
DeskPit = "X",
/** Client - electronic */
ClientElectronic = "Y",
/** Intraday cross */
IntraDayCross = "IDX",
/** Client - pit */
ClientPit = "Z",
/** Imbalance only */
ImbalanceOnly = "IO",
/** Immediate or cancel */
ImmediateOrCancel = "IOC",
/** Intermarket sweep order */
IntermarketSweepOrder = "ISO",
/** Limit on open */
LimitOnOpen = "LOO",
/** Limit on Close */
LimitOnClose = "LOC",
/** Market at Open */
MarketAtOpen = "MAO",
/** Market at close */
MarketAtClose = "MAC",
/** Market on open */
MarketOnOpen = "MOO",
/** Market on close */
MarketOnClose = "MOC",
/** Merger related transfer position */
MergerRelatedTransferPosition = "MPT",
/** Minimum quantity */
MinimumQuantity = "MQT",
/** Market to limit */
MarketToLimit = "MTL",
/** Delivery instructions - next day */
DeliveryInstructionsNextDay = "ND",
/** Not held */
NotHeld = "NH",
/** Options related transaction */
OptionsRelatedTransaction = "OPT",
/** Over the day */
OverTheDay = "OVD",
/** Pegged */
Pegged = "PEG",
/** Reserve size order */
ReserveSizeOrder = "RSV",
/** Stop stock transaction */
StopStockTransaction = "S.W",
/** Scale */
Scale = "SCL",
/** Delivery instructions - sellers option */
DeliveryInstructionsSellersOption = "SLR",
/** Time order */
TimeOrder = "TMO",
/** Trailing stop */
TrailingStop = "TS",
/** Work */
Work = "WRK",
/** Stay on offerside */
StayOnOfferside = "F0",
/** Go along */
GoAlong = "F3",
/** Participate do not initiate */
ParticipateDoNotInitiate = "F6",
/** Strict scale */
StrictScale = "F7",
/** Try to scale */
TryToScale = "F8",
/** Stay on bidside */
StayOnBidside = "F9",
/** No cross */
NoCross = "FA",
/** OK to cross */
OKToCross = "FB",
/** Call first */
CallFirst = "FC",
/** Percent of volume */
PercentOfVolume = "FD",
/** Reinstate on system failure */
ReinstateOnSystemFailure = "FH",
/** Institution only */
InstitutionOnly = "FI",
/** Reinstate on trading halt */
ReinstateOnTradingHalt = "FJ",
/** Cancel on trading half */
CancelOnTradingHalf = "FK",
/** Last peg */
LastPeg = "FL",
/** Mid-price peg */
MidPricePeg = "FM",
/** Non-negotiable */
NonNegotiable = "FN",
/** Opening peg */
OpeningPeg = "FO",
/** Market peg */
MarketPeg = "FP",
/** Cancel on system failure */
CancelOnSystemFailure = "FQ",
/** Primary peg */
PrimaryPeg = "FR",
/** Suspend */
Suspend = "FS",
/** Fixed peg to local best bid or offer at time of order */
FixedPegToLocalBBO = "FT",
/** Peg to VWAP */
PegToVWAP = "FW",
/** Trade along */
TradeAlong = "FX",
/** Try to stop */
TryToStop = "FY",
/** Cancel if not best */
CancelIfNotBest = "FZ",
/** Strict limit */
StrictLimit = "Fb",
/** Ignore price validity checks */
IgnorePriceValidityChecks = "Fc",
/** Peg to Limit Price */
PegToLimitPrice = "Fd",
/** Work to target strategy */
WorkToTargetStrategy = "Fe"
}