fixparser-plugin-mcp
Version:
FIXParser MCP Plugin (Local/Remote)
49 lines (48 loc) • 1.39 kB
TypeScript
export type MarketDataEntry = {
timestamp: number;
bid: number;
offer: number;
spread: number;
volume: number;
trade: number;
indexValue: number;
openingPrice: number;
closingPrice: number;
settlementPrice: number;
tradingSessionHighPrice: number;
tradingSessionLowPrice: number;
vwap: number;
imbalance: number;
openInterest: number;
compositeUnderlyingPrice: number;
simulatedSellPrice: number;
simulatedBuyPrice: number;
marginRate: number;
midPrice: number;
emptyBook: number;
settleHighPrice: number;
settleLowPrice: number;
priorSettlePrice: number;
sessionHighBid: number;
sessionLowOffer: number;
earlyPrices: number;
auctionClearingPrice: number;
swapValueFactor: number;
dailyValueAdjustmentForLongPositions: number;
cumulativeValueAdjustmentForLongPositions: number;
dailyValueAdjustmentForShortPositions: number;
cumulativeValueAdjustmentForShortPositions: number;
fixingPrice: number;
cashRate: number;
recoveryRate: number;
recoveryRateForLong: number;
recoveryRateForShort: number;
marketBid: number;
marketOffer: number;
shortSaleMinPrice: number;
previousClosingPrice: number;
thresholdLimitPriceBanding: number;
dailyFinancingValue: number;
accruedFinancingValue: number;
twap: number;
};