fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
133 lines (132 loc) • 4.39 kB
TypeScript
/**
* TrdType
* - Tag: 828
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const TrdType: Readonly<{
/** Regular trade */
readonly RegularTrade: 0;
/** Block trade */
readonly BlockTrade: 1;
/** Exchange for physical (EFP) */
readonly EFP: 2;
/** Transfer */
readonly Transfer: 3;
/** Late trade */
readonly LateTrade: 4;
/** T trade */
readonly TTrade: 5;
/** Weighted average price trade */
readonly WeightedAveragePriceTrade: 6;
/** Bunched trade */
readonly BunchedTrade: 7;
/** Late bunched trade */
readonly LateBunchedTrade: 8;
/** Prior reference price trade */
readonly PriorReferencePriceTrade: 9;
/** After hours trade */
readonly AfterHoursTrade: 10;
/** Exchange for risk (EFR) */
readonly ExchangeForRisk: 11;
/** Exchange for swap (EFS) */
readonly ExchangeForSwap: 12;
readonly ExchangeOfFuturesFor: 13;
/** Exchange of options for options (EOO) */
readonly ExchangeOfOptionsForOptions: 14;
/** Trading at settlement */
readonly TradingAtSettlement: 15;
/** All or none */
readonly AllOrNone: 16;
/** Futures large order execution */
readonly FuturesLargeOrderExecution: 17;
/** Exchange of futures for external market futures (EFF) */
readonly ExchangeOfFuturesForFutures: 18;
/** Option interim trade */
readonly OptionInterimTrade: 19;
/** Option cabinet trade */
readonly OptionCabinetTrade: 20;
/** Privately negotiated trade */
readonly PrivatelyNegotiatedTrades: 22;
/** Substitution of futures for forwards */
readonly SubstitutionOfFuturesForForwards: 23;
/** Error trade */
readonly ErrorTrade: 24;
/** Special cum dividend (CD) */
readonly SpecialCumDividend: 25;
/** Special ex dividend (XD) */
readonly SpecialExDividend: 26;
/** Special cum coupon (CC) */
readonly SpecialCumCoupon: 27;
/** Special ex coupon (XC) */
readonly SpecialExCoupon: 28;
/** Cash settlement (CS) */
readonly CashSettlement: 29;
readonly SpecialPrice: 30;
/** Guaranteed delivery (GD) */
readonly GuaranteedDelivery: 31;
/** Special cum rights (CR) */
readonly SpecialCumRights: 32;
/** Special ex rights (XR) */
readonly SpecialExRights: 33;
/** Special cum capital repayments (CP) */
readonly SpecialCumCapitalRepayments: 34;
/** Special ex capital repayments (XP) */
readonly SpecialExCapitalRepayments: 35;
/** Special cum bonus (CB) */
readonly SpecialCumBonus: 36;
/** Special ex bonus (XB) */
readonly SpecialExBonus: 37;
readonly LargeTrade: 38;
/** Worked principal trade */
readonly WorkedPrincipalTrade: 39;
/** Block trades */
readonly BlockTrades: 40;
/** Name change */
readonly NameChange: 41;
/** Portfolio transfer */
readonly PortfolioTransfer: 42;
readonly ProrogationBuy: 43;
readonly ProrogationSell: 44;
/** Option exercise */
readonly OptionExercise: 45;
/** Delta neutral transaction */
readonly DeltaNeutralTransaction: 46;
/** Financing transaction */
readonly FinancingTransaction: 47;
/** Non-standard settlement */
readonly NonStandardSettlement: 48;
/** Derivative related transaction */
readonly DerivativeRelatedTransaction: 49;
readonly PortfolioTrade: 50;
/** Volume weighted average trade */
readonly VolumeWeightedAverageTrade: 51;
/** Exchange granted trade */
readonly ExchangeGrantedTrade: 52;
/** Repurchase agreement */
readonly RepurchaseAgreement: 53;
readonly OTC: 54;
/** Exchange basis facility (EBF) */
readonly ExchangeBasisFacility: 55;
readonly OpeningTrade: 56;
/** Netted trade */
readonly NettedTrade: 57;
readonly BlockSwapTrade: 58;
/** Credit event trade */
readonly CreditEventTrade: 59;
/** Succession event trade */
readonly SuccessionEventTrade: 60;
/** Give-up Give-in trade */
readonly GiveUpGiveInTrade: 61;
readonly DarkTrade: 62;
/** Technical trade */
readonly TechnicalTrade: 63;
readonly Benchmark: 64;
readonly PackageTrade: 65;
readonly RollTrade: 66;
readonly ClosingPriceTrade: 67;
readonly InterFundTransferTrade: 68;
readonly NetAssetValueCalculatedTrade: 69;
}>;