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

FIX Protocol Parser for Node.js

/**
 * Entities used as basis for the statistics.
 * tag: 2457
 * @readonly
 * @enum {number} (int)
 */
export declare enum MDStatisticScope {
    /** Bid prices */
    BidPrices = 1,
    /** Offer prices */
    OfferPrices = 2,
    /** Bid depth */
    BidDepth = 3,
    /** Offer depth */
    OfferDepth = 4,
    /** Orders */
    Orders = 5,
    /** Quotes */
    Quotes = 6,
    /** Orders and Quotes */
    OrdersAndQuotes = 7,
    /** Trades */
    Trades = 8,
    /** Trade prices */
    TradePrices = 9,
    /** Auction prices */
    AuctionPrices = 10,
    /** Opening prices */
    OpeningPrices = 11,
    /** Closing prices */
    ClosingPrices = 12,
    /** Settlement prices */
    SettlementPrices = 13,
    /** Underlying prices */
    UnderlyingPrices = 14,
    /** Open interest */
    OpenInterest = 15,
    /** Index values */
    IndexValues = 16,
    /** Margin rates */
    MarginRates = 17,
    Outages = 18,
    /** Scheduled auctions */
    ScheduledAuctions = 19,
    /** Reference prices */
    ReferencePrices = 20,
    TradeValue = 21,
    MarketDataFeeItems = 22,
    Rebates = 23,
    Discounts = 24,
    Payments = 25,
    Taxes = 26,
    Levies = 27,
    Benefits = 28,
    /** Fees */
    Fees = 29,
    /** Orders and RFQs (Request for quotes) */
    OrdersRFQs = 30,
    /** Market makers */
    MarketMakers = 31,
    TradingInterruptions = 32,
    TradingSuspensions = 33,
    NoQuotes = 34,
    /** Request for quotes */
    RequestForQuotes = 35,
    TradeVolume = 36
}