fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
27 lines (26 loc) • 888 B
TypeScript
/**
* Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
* - Tag: 388
* - FIX Specification type: char
* - Mapped type: string
* @readonly
* @public
*/
export declare const DiscretionInst: Readonly<{
/** Related to displayed price */
readonly RelatedToDisplayedPrice: '0';
/** Related to market price */
readonly RelatedToMarketPrice: '1';
/** Related to primary price */
readonly RelatedToPrimaryPrice: '2';
/** Related to local primary price */
readonly RelatedToLocalPrimaryPrice: '3';
/** Related to midpoint price */
readonly RelatedToMidpointPrice: '4';
/** Related to last trade price */
readonly RelatedToLastTradePrice: '5';
/** Related to VWAP */
readonly RelatedToVWAP: '6';
/** Average Price Guarantee */
readonly AveragePriceGuarantee: '7';
}>;