@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
102 lines (101 loc) • 4.14 kB
TypeScript
/**
* Further qualification to the trade type defined in TrdType(828).
* tag: 829
* @readonly
* @enum {number} (int)
*/
export declare enum TrdSubType {
/** CMTA */
CMTA = 0,
/** Internal transfer or adjustment */
InternalTransferOrAdjustment = 1,
/** External transfer or transfer of account */
ExternalTransferOrTransferOfAccount = 2,
/** Reject for submitting side */
RejectForSubmittingSide = 3,
/** Advisory for contra side */
AdvisoryForContraSide = 4,
/** Offset due to an allocation */
OffsetDueToAnAllocation = 5,
/** Onset due to an allocation */
OnsetDueToAnAllocation = 6,
/** Differential spread */
DifferentialSpread = 7,
/** Implied spread leg executed against an outright */
ImpliedSpreadLegExecutedAgainstAnOutright = 8,
/** Transaction from exercise */
TransactionFromExercise = 9,
/** Transaction from assignment */
TransactionFromAssignment = 10,
/** ACATS */
ACATS = 11,
/** AI (Automated input facility disabled in response to an exchange request.) */
AI = 14,
/** B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) */
B = 15,
/** K (Transaction using block trade facility.) */
K = 16,
/** LC (Correction submitted more than three days after publication of the original trade report.) */
LC = 17,
/** M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) */
M = 18,
/** N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) */
N = 19,
NM = 20,
/** NR (Non-risk transaction in a SEATS security other than an AIM security) */
NR = 21,
/** P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) */
P = 22,
/** PA (Protected transaction notification) */
PA = 23,
/** PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) */
PC = 24,
/** PN (Worked principal notification for a portfolio transaction which includes order book securities) */
PN = 25,
R = 26,
/** RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) */
RO = 27,
/** RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) */
RT = 28,
/** SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) */
SW = 29,
/** T (If reporting a single protected transaction) */
T = 30,
/** WN (Worked principal notification for a single order book security) */
WN = 31,
/** WT (Worked principal transaction (other than a portfolio transaction)) */
WT = 32,
/** Off Hours Trade */
OffHoursTrade = 33,
/** On Hours Trade */
OnHoursTrade = 34,
/** OTC Quote */
OTCQuote = 35,
/** Converted SWAP */
ConvertedSWAP = 36,
/** Crossed Trade (X) */
CrossedTrade = 37,
/** Interim Protected Trade (I) */
InterimProtectedTrade = 38,
/** Large in Scale (L) */
LargeInScale = 39,
/** Wash Trade */
WashTrade = 40,
TradeAtSettlement = 41,
AuctionTrade = 42,
TradeAtMarker = 43,
/** Default (Credit Event) */
CreditDefault = 44,
/** Restructuring (credit event) */
CreditRestructuring = 45,
/** Merger (succession event) */
Merger = 46,
/** Spin-off (succession event) */
SpinOff = 47,
MultilateralCompression = 48,
Balancing = 50,
BasisTradeIndexClose = 51,
TradeAtCashOpen = 52,
TrdSubmitVenueClrSettl = 53,
BilateralCompression = 54
}