fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
19 lines (18 loc) • 822 B
TypeScript
/**
* Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
* - Tag: 550
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const CrossPrioritization: Readonly<{
/** None */
readonly None: 0;
/** Buy side is prioritized */
readonly BuySideIsPrioritized: 1;
/** Sell side is prioritized */
readonly SellSideIsPrioritized: 2;
}>;
export type CrossPrioritization = (typeof CrossPrioritization)[keyof typeof CrossPrioritization];