fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
63 lines (62 loc) • 1.9 kB
TypeScript
/**
* Code to qualify IOI use. (see Volume : "Glossary" for value definitions)
* - Tag: 104
* - FIX Specification type: char
* - Mapped type: string
* @readonly
* @public
*/
export declare const IOIQualifier: Readonly<{
/** All or None (AON) */
readonly AllOrNone: 'A';
/** Market On Close (MOC) (held to close) */
readonly MarketOnClose: 'B';
/** At the close (around/not held to close) */
readonly AtTheClose: 'C';
/** VWAP (Volume Weighted Average Price) */
readonly VWAP: 'D';
readonly Axe: 'E';
readonly AxeOnBid: 'F';
readonly AxeOnOffer: 'G';
readonly ClientNaturalWorking: 'H';
readonly InTouchWith: 'I';
readonly PositionWanted: 'J';
readonly MarketMaking: 'K';
/** Limit */
readonly Limit: 'L';
/** More Behind */
readonly MoreBehind: 'M';
readonly ClientNaturalBlock: 'N';
/** At the Open */
readonly AtTheOpen: 'O';
/** Taking a Position */
readonly TakingAPosition: 'P';
/** At the Market (previously called Current Quote) */
readonly AtTheMarket: 'Q';
/** Ready to Trade */
readonly ReadyToTrade: 'R';
/** Inventory or Portfolio Shown */
readonly PortfolioShown: 'S';
/** Through the Day */
readonly ThroughTheDay: 'T';
readonly Unwind: 'U';
/** Versus */
readonly Versus: 'V';
/** Indication - Working Away */
readonly Indication: 'W';
/** Crossing Opportunity */
readonly CrossingOpportunity: 'X';
/** At the Midpoint */
readonly AtTheMidpoint: 'Y';
/** Pre-open */
readonly PreOpen: 'Z';
readonly QuantityNegotiable: '1';
readonly AllowLateBids: '2';
readonly ImmediateOrCounter: '3';
readonly AutoTrade: '4';
readonly AutomaticSpot: 'a';
readonly PlatformCalculatedSpot: 'b';
readonly OutsideSpread: 'c';
readonly DeferredSpot: 'd';
readonly NegotiatedSpot: 'n';
}>;