fixparser/types/fieldtypes/BasisPxType.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * Code to represent the basis price type.
 * - Tag: 419
 * - FIX Specification type: char
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const BasisPxType: Readonly<{
    /** Closing price at morning session */
    readonly ClosingPriceAtMorningSession: '2';
    /** Closing price */
    readonly ClosingPrice: '3';
    /** Current price */
    readonly CurrentPrice: '4';
    /** SQ */
    readonly SQ: '5';
    /** VWAP through a day */
    readonly VWAPThroughADay: '6';
    /** VWAP through a morning session */
    readonly VWAPThroughAMorningSession: '7';
    /** VWAP through an afternoon session */
    readonly VWAPThroughAnAfternoonSession: '8';
    /** VWAP through a day except "YORI" (an opening auction) */
    readonly VWAPThroughADayExcept: '9';
    /** VWAP through a morning session except "YORI" (an opening auction) */
    readonly VWAPThroughAMorningSessionExcept: 'A';
    /** VWAP through an afternoon session except "YORI" (an opening auction) */
    readonly VWAPThroughAnAfternoonSessionExcept: 'B';
    /** Strike */
    readonly Strike: 'C';
    /** Open */
    readonly Open: 'D';
    /** Others */
    readonly Others: 'Z';
}>;