@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
61 lines (60 loc) • 1.56 kB
TypeScript
/**
* Code to qualify IOI use. (see Volume : "Glossary" for value definitions)
* tag: 104
* @readonly
* @enum {string} (char)
*/
export declare enum IOIQualifier {
/** All or None (AON) */
AllOrNone = "A",
/** Market On Close (MOC) (held to close) */
MarketOnClose = "B",
/** At the close (around/not held to close) */
AtTheClose = "C",
/** VWAP (Volume Weighted Average Price) */
VWAP = "D",
Axe = "E",
AxeOnBid = "F",
AxeOnOffer = "G",
ClientNaturalWorking = "H",
InTouchWith = "I",
PositionWanted = "J",
MarketMaking = "K",
/** Limit */
Limit = "L",
/** More Behind */
MoreBehind = "M",
ClientNaturalBlock = "N",
/** At the Open */
AtTheOpen = "O",
/** Taking a Position */
TakingAPosition = "P",
/** At the Market (previously called Current Quote) */
AtTheMarket = "Q",
/** Ready to Trade */
ReadyToTrade = "R",
/** Inventory or Portfolio Shown */
PortfolioShown = "S",
/** Through the Day */
ThroughTheDay = "T",
Unwind = "U",
/** Versus */
Versus = "V",
/** Indication - Working Away */
Indication = "W",
/** Crossing Opportunity */
CrossingOpportunity = "X",
/** At the Midpoint */
AtTheMidpoint = "Y",
/** Pre-open */
PreOpen = "Z",
QuantityNegotiable = "1",
AllowLateBids = "2",
ImmediateOrCounter = "3",
AutoTrade = "4",
AutomaticSpot = "a",
PlatformCalculatedSpot = "b",
OutsideSpread = "c",
DeferredSpot = "d",
NegotiatedSpot = "n"
}