fixparser/types/fieldtypes/MDEntryType.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * Type of market data entry.
 * - Tag: 269
 * - FIX Specification type: char
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const MDEntryType: Readonly<{
    /** Bid */
    readonly Bid: '0';
    /** Offer */
    readonly Offer: '1';
    /** Trade */
    readonly Trade: '2';
    readonly IndexValue: '3';
    /** Opening price */
    readonly OpeningPrice: '4';
    /** Closing price */
    readonly ClosingPrice: '5';
    /** Settlement price */
    readonly SettlementPrice: '6';
    /** Trading session high price */
    readonly TradingSessionHighPrice: '7';
    /** Trading session low price */
    readonly TradingSessionLowPrice: '8';
    readonly VWAP: '9';
    /** Imbalance */
    readonly Imbalance: 'A';
    /** Trade volume */
    readonly TradeVolume: 'B';
    /** Open interest */
    readonly OpenInterest: 'C';
    /** Composite underlying price */
    readonly CompositeUnderlyingPrice: 'D';
    /** Simulated sell price */
    readonly SimulatedSellPrice: 'E';
    /** Simulated buy price */
    readonly SimulatedBuyPrice: 'F';
    /** Margin rate */
    readonly MarginRate: 'G';
    /** Mid-price */
    readonly MidPrice: 'H';
    /** Empty book */
    readonly EmptyBook: 'J';
    /** Settle high price */
    readonly SettleHighPrice: 'K';
    /** Settle low price */
    readonly SettleLowPrice: 'L';
    /** Prior settle price */
    readonly PriorSettlePrice: 'M';
    /** Session high bid */
    readonly SessionHighBid: 'N';
    /** Session low offer */
    readonly SessionLowOffer: 'O';
    /** Early prices */
    readonly EarlyPrices: 'P';
    /** Auction clearing price */
    readonly AuctionClearingPrice: 'Q';
    /** Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) */
    readonly SwapValueFactor: 'S';
    /** Daily value adjustment for long positions */
    readonly DailyValueAdjustmentForLongPositions: 'R';
    /** Cumulative value adjustment for long positions */
    readonly CumulativeValueAdjustmentForLongPositions: 'T';
    /** Daily value adjustment for short positions */
    readonly DailyValueAdjustmentForShortPositions: 'U';
    /** Cumulative value adjustment for short positions */
    readonly CumulativeValueAdjustmentForShortPositions: 'V';
    /** Fixing price */
    readonly FixingPrice: 'W';
    /** Cash rate */
    readonly CashRate: 'X';
    /** Recovery rate */
    readonly RecoveryRate: 'Y';
    /** Recovery rate for long positions */
    readonly RecoveryRateForLong: 'Z';
    /** Recovery rate for short positions */
    readonly RecoveryRateForShort: 'a';
    /** Market bid */
    readonly MarketBid: 'b';
    /** Market offer */
    readonly MarketOffer: 'c';
    /** Short sale minimum price */
    readonly ShortSaleMinPrice: 'd';
    /** Previous closing price */
    readonly PreviousClosingPrice: 'e';
    readonly ThresholdLimitPriceBanding: 'g';
    readonly DailyFinancingValue: 'h';
    readonly AccruedFinancingValue: 'i';
    readonly TWAP: 't';
}>;