fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
28 lines (27 loc) • 971 B
TypeScript
/**
* Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
* - Tag: 388
* - FIX Specification type: char
* - Mapped type: string
* @readonly
* @public
*/
export declare const DiscretionInst: Readonly<{
/** Related to displayed price */
readonly RelatedToDisplayedPrice: "0";
/** Related to market price */
readonly RelatedToMarketPrice: "1";
/** Related to primary price */
readonly RelatedToPrimaryPrice: "2";
/** Related to local primary price */
readonly RelatedToLocalPrimaryPrice: "3";
/** Related to midpoint price */
readonly RelatedToMidpointPrice: "4";
/** Related to last trade price */
readonly RelatedToLastTradePrice: "5";
/** Related to VWAP */
readonly RelatedToVWAP: "6";
/** Average Price Guarantee */
readonly AveragePriceGuarantee: "7";
}>;
export type DiscretionInst = (typeof DiscretionInst)[keyof typeof DiscretionInst];