fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
117 lines (116 loc) • 4.07 kB
TypeScript
/**
* Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
* - Tag: 18
* - FIX Specification type: MultipleCharValue
* - Mapped type: string
* @readonly
* @public
*/
export declare const ExecInst: Readonly<{
/** Stay on offer side */
readonly StayOnOfferSide: '0';
/** Not held */
readonly NotHeld: '1';
/** Work */
readonly Work: '2';
/** Go along */
readonly GoAlong: '3';
/** Over the day */
readonly OverTheDay: '4';
/** Held */
readonly Held: '5';
/** Participate don't initiate */
readonly ParticipateDoNotInitiate: '6';
/** Strict scale */
readonly StrictScale: '7';
/** Try to scale */
readonly TryToScale: '8';
/** Stay on bid side */
readonly StayOnBidSide: '9';
readonly NoCross: 'A';
/** OK to cross */
readonly OKToCross: 'B';
/** Call first */
readonly CallFirst: 'C';
readonly PercentOfVolume: 'D';
/** Do not increase - DNI */
readonly DoNotIncrease: 'E';
/** Do not reduce - DNR */
readonly DoNotReduce: 'F';
/** All or none - AON */
readonly AllOrNone: 'G';
readonly ReinstateOnSystemFailure: 'H';
/** Institutions only */
readonly InstitutionsOnly: 'I';
readonly ReinstateOnTradingHalt: 'J';
readonly CancelOnTradingHalt: 'K';
/** Last peg (last sale) */
readonly LastPeg: 'L';
/** Mid-price peg (midprice of inside quote) */
readonly MidPricePeg: 'M';
/** Non-negotiable */
readonly NonNegotiable: 'N';
/** Opening peg */
readonly OpeningPeg: 'O';
/** Market peg */
readonly MarketPeg: 'P';
readonly CancelOnSystemFailure: 'Q';
readonly PrimaryPeg: 'R';
/** Suspend */
readonly Suspend: 'S';
/** Fixed peg to local best bid or offer at time of order */
readonly FixedPegToLocalBestBidOrOfferAtTimeOfOrder: 'T';
readonly CustomerDisplayInstruction: 'U';
/** Netting (for Forex) */
readonly Netting: 'V';
/** Peg to VWAP */
readonly PegToVWAP: 'W';
/** Trade along */
readonly TradeAlong: 'X';
/** Try to stop */
readonly TryToStop: 'Y';
/** Cancel if not best */
readonly CancelIfNotBest: 'Z';
/** Trailing stop peg */
readonly TrailingStopPeg: 'a';
readonly StrictLimit: 'b';
/** Ignore price validity checks */
readonly IgnorePriceValidityChecks: 'c';
/** Peg to limit price */
readonly PegToLimitPrice: 'd';
/** Work to target strategy */
readonly WorkToTargetStrategy: 'e';
/** Intermarket sweep */
readonly IntermarketSweep: 'f';
/** External routing allowed */
readonly ExternalRoutingAllowed: 'g';
/** External routing not allowed */
readonly ExternalRoutingNotAllowed: 'h';
/** Imbalance only */
readonly ImbalanceOnly: 'i';
/** Single execution requested for block trade */
readonly SingleExecutionRequestedForBlockTrade: 'j';
/** Best execution */
readonly BestExecution: 'k';
readonly SuspendOnSystemFailure: 'l';
readonly SuspendOnTradingHalt: 'm';
readonly ReinstateOnConnectionLoss: 'n';
readonly CancelOnConnectionLoss: 'o';
readonly SuspendOnConnectionLoss: 'p';
readonly Release: 'q';
/** Execute as delta neutral using volatility provided */
readonly ExecuteAsDeltaNeutral: 'r';
/** Execute as duration neutral */
readonly ExecuteAsDurationNeutral: 's';
/** Execute as FX neutral */
readonly ExecuteAsFXNeutral: 't';
/** Minimum guaranteed fill eligible */
readonly MinGuaranteedFillEligible: 'u';
/** Bypass non-displayed liquidity */
readonly BypassNonDisplayLiquidity: 'v';
readonly Lock: 'w';
/** Ignore notional value checks */
readonly IgnoreNotionalValueChecks: 'x';
readonly TrdAtRefPx: 'y';
readonly AllowFacilitation: 'z';
}>;