fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
104 lines (103 loc) • 4.62 kB
TypeScript
/**
* Further qualification to the trade type defined in TrdType(828).
* - Tag: 829
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const TrdSubType: Readonly<{
/** CMTA */
readonly CMTA: 0;
/** Internal transfer or adjustment */
readonly InternalTransferOrAdjustment: 1;
/** External transfer or transfer of account */
readonly ExternalTransferOrTransferOfAccount: 2;
/** Reject for submitting side */
readonly RejectForSubmittingSide: 3;
/** Advisory for contra side */
readonly AdvisoryForContraSide: 4;
/** Offset due to an allocation */
readonly OffsetDueToAnAllocation: 5;
/** Onset due to an allocation */
readonly OnsetDueToAnAllocation: 6;
/** Differential spread */
readonly DifferentialSpread: 7;
/** Implied spread leg executed against an outright */
readonly ImpliedSpreadLegExecutedAgainstAnOutright: 8;
/** Transaction from exercise */
readonly TransactionFromExercise: 9;
/** Transaction from assignment */
readonly TransactionFromAssignment: 10;
/** ACATS */
readonly ACATS: 11;
/** AI (Automated input facility disabled in response to an exchange request.) */
readonly AI: 14;
/** B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) */
readonly B: 15;
/** K (Transaction using block trade facility.) */
readonly K: 16;
/** LC (Correction submitted more than three days after publication of the original trade report.) */
readonly LC: 17;
/** M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) */
readonly M: 18;
/** N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) */
readonly N: 19;
readonly NM: 20;
/** NR (Non-risk transaction in a SEATS security other than an AIM security) */
readonly NR: 21;
/** P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) */
readonly P: 22;
/** PA (Protected transaction notification) */
readonly PA: 23;
/** PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) */
readonly PC: 24;
/** PN (Worked principal notification for a portfolio transaction which includes order book securities) */
readonly PN: 25;
readonly R: 26;
/** RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) */
readonly RO: 27;
/** RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) */
readonly RT: 28;
/** SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) */
readonly SW: 29;
/** T (If reporting a single protected transaction) */
readonly T: 30;
/** WN (Worked principal notification for a single order book security) */
readonly WN: 31;
/** WT (Worked principal transaction (other than a portfolio transaction)) */
readonly WT: 32;
/** Off Hours Trade */
readonly OffHoursTrade: 33;
/** On Hours Trade */
readonly OnHoursTrade: 34;
/** OTC Quote */
readonly OTCQuote: 35;
/** Converted SWAP */
readonly ConvertedSWAP: 36;
/** Crossed Trade (X) */
readonly CrossedTrade: 37;
/** Interim Protected Trade (I) */
readonly InterimProtectedTrade: 38;
/** Large in Scale (L) */
readonly LargeInScale: 39;
/** Wash Trade */
readonly WashTrade: 40;
readonly TradeAtSettlement: 41;
readonly AuctionTrade: 42;
readonly TradeAtMarker: 43;
/** Default (Credit Event) */
readonly CreditDefault: 44;
/** Restructuring (credit event) */
readonly CreditRestructuring: 45;
/** Merger (succession event) */
readonly Merger: 46;
/** Spin-off (succession event) */
readonly SpinOff: 47;
readonly MultilateralCompression: 48;
readonly Balancing: 50;
readonly BasisTradeIndexClose: 51;
readonly TradeAtCashOpen: 52;
readonly TrdSubmitVenueClrSettl: 53;
readonly BilateralCompression: 54;
}>;