@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
176 lines (175 loc) • 4.8 kB
TypeScript
/**
* Type of market data entry.
* tag: 277
* @readonly
* @enum {string} (MultipleStringValue)
*/
export declare enum TradeCondition {
/** Cash (only) Market */
Cash = "A",
/** Average Price Trade */
AveragePriceTrade = "B",
/** Cash Trade (same day clearing) */
CashTrade = "C",
/** Next Day (only)Market */
NextDay = "D",
/** Opening/Reopening Trade Detail */
Opening = "E",
/** Intraday Trade Detail */
IntradayTradeDetail = "F",
/** Rule 127 Trade (NYSE) */
Rule127Trade = "G",
/** Rule 155 Trade (AMEX) */
Rule155Trade = "H",
/** Sold Last (late reporting) */
SoldLast = "I",
/** Next Day Trade (next day clearing) */
NextDayTrade = "J",
/** Opened (late report of opened trade) */
Opened = "K",
/** Seller */
Seller = "L",
/** Sold (out of sequence) */
Sold = "M",
/** Stopped Stock (guarantee of price but does not execute the order) */
StoppedStock = "N",
/** Imbalance More Buyers (cannot be used in combination with Q) */
ImbalanceMoreBuyers = "P",
/** Imbalance More Sellers (cannot be used in combination with P) */
ImbalanceMoreSellers = "Q",
/** Opening Price */
OpeningPrice = "R",
/** Bargain Condition (LSE) */
BargainCondition = "S",
/** Converted Price Indicator */
ConvertedPriceIndicator = "T",
/** Exchange Last */
ExchangeLast = "U",
/** Final Price of Session */
FinalPriceOfSession = "V",
/** Ex-pit */
ExPit = "W",
/** Crossed */
Crossed = "X",
/** Trades resulting from manual/slow quote */
TradesResultingFromManual = "Y",
/** Trades resulting from intermarket sweep */
TradesResultingFromIntermarketSweep = "Z",
/** Volume Only */
VolumeOnly = "a",
/** Direct Plus */
DirectPlus = "b",
/** Acquisition */
Acquisition = "c",
/** Bunched */
Bunched = "d",
/** Distribution */
Distribution = "e",
/** Bunched Sale */
BunchedSale = "f",
/** Split Trade */
SplitTrade = "g",
/** Cancel Stopped */
CancelStopped = "h",
/** Cancel ETH */
CancelETH = "i",
/** Cancel Stopped ETH */
CancelStoppedETH = "j",
/** Out of Sequence ETH */
OutOfSequenceETH = "k",
/** Cancel Last ETH */
CancelLastETH = "l",
/** Sold Last Sale ETH */
SoldLastSaleETH = "m",
/** Cancel Last */
CancelLast = "n",
/** Sold Last Sale */
SoldLastSale = "o",
/** Cancel Open */
CancelOpen = "p",
/** Cancel Open ETH */
CancelOpenETH = "q",
/** Opened Sale ETH */
OpenedSaleETH = "r",
/** Cancel Only */
CancelOnly = "s",
/** Cancel Only ETH */
CancelOnlyETH = "t",
/** Late Open ETH */
LateOpenETH = "u",
/** Auto Execution ETH */
AutoExecutionETH = "v",
/** Reopen */
Reopen = "w",
/** Reopen ETH */
ReopenETH = "x",
/** Adjusted */
Adjusted = "y",
/** Adjusted ETH */
AdjustedETH = "z",
/** Spread */
Spread = "AA",
/** Spread ETH */
SpreadETH = "AB",
/** Straddle */
Straddle = "AC",
/** Straddle ETH */
StraddleETH = "AD",
/** Stopped */
Stopped = "AE",
/** Stopped ETH */
StoppedETH = "AF",
/** Regular ETH */
RegularETH = "AG",
/** Combo */
Combo = "AH",
/** Combo ETH */
ComboETH = "AI",
/** Official Closing Price */
OfficialClosingPrice = "AJ",
/** Prior Reference Price */
PriorReferencePrice = "AK",
/** Stopped Sold Last */
StoppedSoldLast = "AL",
/** Stopped Out of Sequence */
StoppedOutOfSequence = "AM",
/** Official Closing Price (duplicate enumeration - use 'AJ' instead) */
OfficialClosingPriceDup = "AN",
/** Crossed (duplicate enumeration - use 'X' instead) */
CrossedOld = "AO",
/** Fast Market */
FastMarket = "AP",
/** Automatic Execution */
AutomaticExecution = "AQ",
/** Form T */
FormT = "AR",
/** Basket Index */
BasketIndex = "AS",
/** Burst Basket */
BurstBasket = "AT",
TradeThroughExempt = "AU",
/** Quote spread */
QuoteSpread = "AV",
LastAuctionPrice = "AW",
HighPrice = "AX",
LowPrice = "AY",
SystematicInternaliser = "AZ",
AwayMarket = "BA",
MidpointPrice = "BB",
TradedBeforeIssueDate = "BC",
PreviousClosingPrice = "BD",
NationalBestBidOffer = "BE",
/** Cancel */
Cancel = "0",
/** Implied Trade */
ImpliedTrade = "1",
/** Marketplace entered trade */
MarketplaceEnteredTrade = "2",
/** Multi-asset class multileg trade */
MultiAssetClassMultilegTrade = "3",
/** Multileg-to-Multileg Trade */
MultilegToMultilegTrade = "4",
/** Short Sale Minimum Price */
ShortSaleMinPrice = "5",
Benchmark = "6"
}