fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
15 lines (14 loc) • 382 B
TypeScript
/**
* The average pricing model used for block trades.
* - Tag: 2763
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const AveragePriceType: Readonly<{
readonly TimeWeightedAveragePrice: 0;
readonly VolumeWeightedAveragePrice: 1;
readonly PercentOfVolumeAveragePrice: 2;
readonly LimitOrderAveragePrice: 3;
}>;