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

FIX Protocol Parser for Node.js

/**
 * Type of statistic value.
 * tag: 2456
 * @readonly
 * @enum {number} (int)
 */
export declare enum MDStatisticType {
    Count = 1,
    AverageVolume = 2,
    TotalVolume = 3,
    Distribution = 4,
    Ratio = 5,
    Liquidity = 6,
    VWAP = 7,
    Volatility = 8,
    Duration = 9,
    Tick = 10,
    AverageValue = 11,
    TotalValue = 12,
    High = 13,
    Low = 14,
    Midpoint = 15,
    First = 16,
    Last = 17,
    Final = 18,
    ExchangeBest = 19,
    ExchangeBestWithVolume = 20,
    ConsolidatedBest = 21,
    ConsolidatedBestWithVolume = 22,
    /** Time weighted average price (TWAP) */
    TWAP = 23,
    AverageDuration = 24,
    AveragePrice = 25,
    TotalFees = 26,
    TotalBenefits = 27,
    MedianValue = 28,
    AverageLiquidity = 29,
    MedianDuration = 30
}