fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
20 lines (19 loc) • 595 B
TypeScript
/**
* Average pricing indicator.
* - Tag: 819
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const AvgPxIndicator: Readonly<{
/** No average pricing */
readonly NoAveragePricing: 0;
/** Trade is part of an average price group identified by the AvgPxGroupID(1731) */
readonly Trade: 1;
/** Last trade of the average price group identified by the AvgPxGroupID(1731) */
readonly LastTrade: 2;
readonly NotionalValueAveragePxGroupTrade: 3;
/** Trade is average priced */
readonly AveragePricedTrade: 4;
}>;