fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
178 lines (177 loc) • 5.57 kB
TypeScript
/**
* Type of market data entry.
* - Tag: 277
* - FIX Specification type: MultipleStringValue
* - Mapped type: string
* @readonly
* @public
*/
export declare const TradeCondition: Readonly<{
/** Cash (only) Market */
readonly Cash: 'A';
/** Average Price Trade */
readonly AveragePriceTrade: 'B';
/** Cash Trade (same day clearing) */
readonly CashTrade: 'C';
/** Next Day (only)Market */
readonly NextDay: 'D';
/** Opening/Reopening Trade Detail */
readonly Opening: 'E';
/** Intraday Trade Detail */
readonly IntradayTradeDetail: 'F';
/** Rule 127 Trade (NYSE) */
readonly Rule127Trade: 'G';
/** Rule 155 Trade (AMEX) */
readonly Rule155Trade: 'H';
/** Sold Last (late reporting) */
readonly SoldLast: 'I';
/** Next Day Trade (next day clearing) */
readonly NextDayTrade: 'J';
/** Opened (late report of opened trade) */
readonly Opened: 'K';
/** Seller */
readonly Seller: 'L';
/** Sold (out of sequence) */
readonly Sold: 'M';
/** Stopped Stock (guarantee of price but does not execute the order) */
readonly StoppedStock: 'N';
/** Imbalance More Buyers (cannot be used in combination with Q) */
readonly ImbalanceMoreBuyers: 'P';
/** Imbalance More Sellers (cannot be used in combination with P) */
readonly ImbalanceMoreSellers: 'Q';
/** Opening Price */
readonly OpeningPrice: 'R';
/** Bargain Condition (LSE) */
readonly BargainCondition: 'S';
/** Converted Price Indicator */
readonly ConvertedPriceIndicator: 'T';
/** Exchange Last */
readonly ExchangeLast: 'U';
/** Final Price of Session */
readonly FinalPriceOfSession: 'V';
/** Ex-pit */
readonly ExPit: 'W';
/** Crossed */
readonly Crossed: 'X';
/** Trades resulting from manual/slow quote */
readonly TradesResultingFromManual: 'Y';
/** Trades resulting from intermarket sweep */
readonly TradesResultingFromIntermarketSweep: 'Z';
/** Volume Only */
readonly VolumeOnly: 'a';
/** Direct Plus */
readonly DirectPlus: 'b';
/** Acquisition */
readonly Acquisition: 'c';
/** Bunched */
readonly Bunched: 'd';
/** Distribution */
readonly Distribution: 'e';
/** Bunched Sale */
readonly BunchedSale: 'f';
/** Split Trade */
readonly SplitTrade: 'g';
/** Cancel Stopped */
readonly CancelStopped: 'h';
/** Cancel ETH */
readonly CancelETH: 'i';
/** Cancel Stopped ETH */
readonly CancelStoppedETH: 'j';
/** Out of Sequence ETH */
readonly OutOfSequenceETH: 'k';
/** Cancel Last ETH */
readonly CancelLastETH: 'l';
/** Sold Last Sale ETH */
readonly SoldLastSaleETH: 'm';
/** Cancel Last */
readonly CancelLast: 'n';
/** Sold Last Sale */
readonly SoldLastSale: 'o';
/** Cancel Open */
readonly CancelOpen: 'p';
/** Cancel Open ETH */
readonly CancelOpenETH: 'q';
/** Opened Sale ETH */
readonly OpenedSaleETH: 'r';
/** Cancel Only */
readonly CancelOnly: 's';
/** Cancel Only ETH */
readonly CancelOnlyETH: 't';
/** Late Open ETH */
readonly LateOpenETH: 'u';
/** Auto Execution ETH */
readonly AutoExecutionETH: 'v';
/** Reopen */
readonly Reopen: 'w';
/** Reopen ETH */
readonly ReopenETH: 'x';
/** Adjusted */
readonly Adjusted: 'y';
/** Adjusted ETH */
readonly AdjustedETH: 'z';
/** Spread */
readonly Spread: 'AA';
/** Spread ETH */
readonly SpreadETH: 'AB';
/** Straddle */
readonly Straddle: 'AC';
/** Straddle ETH */
readonly StraddleETH: 'AD';
/** Stopped */
readonly Stopped: 'AE';
/** Stopped ETH */
readonly StoppedETH: 'AF';
/** Regular ETH */
readonly RegularETH: 'AG';
/** Combo */
readonly Combo: 'AH';
/** Combo ETH */
readonly ComboETH: 'AI';
/** Official Closing Price */
readonly OfficialClosingPrice: 'AJ';
/** Prior Reference Price */
readonly PriorReferencePrice: 'AK';
/** Stopped Sold Last */
readonly StoppedSoldLast: 'AL';
/** Stopped Out of Sequence */
readonly StoppedOutOfSequence: 'AM';
/** Official Closing Price (duplicate enumeration - use 'AJ' instead) */
readonly OfficialClosingPriceDup: 'AN';
/** Crossed (duplicate enumeration - use 'X' instead) */
readonly CrossedOld: 'AO';
/** Fast Market */
readonly FastMarket: 'AP';
/** Automatic Execution */
readonly AutomaticExecution: 'AQ';
/** Form T */
readonly FormT: 'AR';
/** Basket Index */
readonly BasketIndex: 'AS';
/** Burst Basket */
readonly BurstBasket: 'AT';
readonly TradeThroughExempt: 'AU';
/** Quote spread */
readonly QuoteSpread: 'AV';
readonly LastAuctionPrice: 'AW';
readonly HighPrice: 'AX';
readonly LowPrice: 'AY';
readonly SystematicInternaliser: 'AZ';
readonly AwayMarket: 'BA';
readonly MidpointPrice: 'BB';
readonly TradedBeforeIssueDate: 'BC';
readonly PreviousClosingPrice: 'BD';
readonly NationalBestBidOffer: 'BE';
/** Cancel */
readonly Cancel: '0';
/** Implied Trade */
readonly ImpliedTrade: '1';
/** Marketplace entered trade */
readonly MarketplaceEnteredTrade: '2';
/** Multi-asset class multileg trade */
readonly MultiAssetClassMultilegTrade: '3';
/** Multileg-to-Multileg Trade */
readonly MultilegToMultilegTrade: '4';
/** Short Sale Minimum Price */
readonly ShortSaleMinPrice: '5';
readonly Benchmark: '6';
}>;