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fixparser

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FIX.Latest / 5.0 SP2 Parser

fixparser.dev

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/** * Type of statistic value. * - Tag: 2456 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const MDStatisticType: Readonly<{ readonly Count: 1; readonly AverageVolume: 2; readonly TotalVolume: 3; readonly Distribution: 4; readonly Ratio: 5; readonly Liquidity: 6; readonly VWAP: 7; readonly Volatility: 8; readonly Duration: 9; readonly Tick: 10; readonly AverageValue: 11; readonly TotalValue: 12; readonly High: 13; readonly Low: 14; readonly Midpoint: 15; readonly First: 16; readonly Last: 17; readonly Final: 18; readonly ExchangeBest: 19; readonly ExchangeBestWithVolume: 20; readonly ConsolidatedBest: 21; readonly ConsolidatedBestWithVolume: 22; /** Time weighted average price (TWAP) */ readonly TWAP: 23; readonly AverageDuration: 24; readonly AveragePrice: 25; readonly TotalFees: 26; readonly TotalBenefits: 27; readonly MedianValue: 28; readonly AverageLiquidity: 29; readonly MedianDuration: 30; }>;