@sotatech/node-fixjs/types/fieldtypes/MDEntryType.d.ts

FIX Protocol Parser for Node.js

/**
 * Type of market data entry.
 * tag: 269
 * @readonly
 * @enum {string} (char)
 */
export declare enum MDEntryType {
    /** Bid */
    Bid = "0",
    /** Offer */
    Offer = "1",
    /** Trade */
    Trade = "2",
    IndexValue = "3",
    /** Opening price */
    OpeningPrice = "4",
    /** Closing price */
    ClosingPrice = "5",
    /** Settlement price */
    SettlementPrice = "6",
    /** Trading session high price */
    TradingSessionHighPrice = "7",
    /** Trading session low price */
    TradingSessionLowPrice = "8",
    VWAP = "9",
    /** Imbalance */
    Imbalance = "A",
    /** Trade volume */
    TradeVolume = "B",
    /** Open interest */
    OpenInterest = "C",
    /** Composite underlying price */
    CompositeUnderlyingPrice = "D",
    /** Simulated sell price */
    SimulatedSellPrice = "E",
    /** Simulated buy price */
    SimulatedBuyPrice = "F",
    /** Margin rate */
    MarginRate = "G",
    /** Mid-price */
    MidPrice = "H",
    /** Empty book */
    EmptyBook = "J",
    /** Settle high price */
    SettleHighPrice = "K",
    /** Settle low price */
    SettleLowPrice = "L",
    /** Prior settle price */
    PriorSettlePrice = "M",
    /** Session high bid */
    SessionHighBid = "N",
    /** Session low offer */
    SessionLowOffer = "O",
    /** Early prices */
    EarlyPrices = "P",
    /** Auction clearing price */
    AuctionClearingPrice = "Q",
    /** Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) */
    SwapValueFactor = "S",
    /** Daily value adjustment for long positions */
    DailyValueAdjustmentForLongPositions = "R",
    /** Cumulative value adjustment for long positions */
    CumulativeValueAdjustmentForLongPositions = "T",
    /** Daily value adjustment for short positions */
    DailyValueAdjustmentForShortPositions = "U",
    /** Cumulative value adjustment for short positions */
    CumulativeValueAdjustmentForShortPositions = "V",
    /** Fixing price */
    FixingPrice = "W",
    /** Cash rate */
    CashRate = "X",
    /** Recovery rate */
    RecoveryRate = "Y",
    /** Recovery rate for long positions */
    RecoveryRateForLong = "Z",
    /** Recovery rate for short positions */
    RecoveryRateForShort = "a",
    /** Market bid */
    MarketBid = "b",
    /** Market offer */
    MarketOffer = "c",
    /** Short sale minimum price */
    ShortSaleMinPrice = "d",
    /** Previous closing price */
    PreviousClosingPrice = "e",
    ThresholdLimitPriceBanding = "g",
    DailyFinancingValue = "h",
    AccruedFinancingValue = "i",
    TWAP = "t"
}