fixparser

/** * Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) * - Tag: 18 * - FIX Specification type: MultipleCharValue * - Mapped type: string * @readonly * @public */ export declare const ExecInst: Readonly<{ /** Stay on offer side */ readonly StayOnOfferSide: "0"; /** Not held */ readonly NotHeld: "1"; /** Work */ readonly Work: "2"; /** Go along */ readonly GoAlong: "3"; /** Over the day */ readonly OverTheDay: "4"; /** Held */ readonly Held: "5"; /** Participate don't initiate */ readonly ParticipateDoNotInitiate: "6"; /** Strict scale */ readonly StrictScale: "7"; /** Try to scale */ readonly TryToScale: "8"; /** Stay on bid side */ readonly StayOnBidSide: "9"; /** No cross Cross is forbidden. */ readonly NoCross: "A"; /** OK to cross */ readonly OKToCross: "B"; /** Call first */ readonly CallFirst: "C"; /** Percent of volume Indicates that the sender does not want the order to be all of the volume on the floor vs. a specific percentage. */ readonly PercentOfVolume: "D"; /** Do not increase - DNI */ readonly DoNotIncrease: "E"; /** Do not reduce - DNR */ readonly DoNotReduce: "F"; /** All or none - AON */ readonly AllOrNone: "G"; /** Reinstate on system failure Mutually exclusive with Q and l (lower case L). */ readonly ReinstateOnSystemFailure: "H"; /** Institutions only */ readonly InstitutionsOnly: "I"; /** Reinstate on trading halt Mutually exclusive with K and m. */ readonly ReinstateOnTradingHalt: "J"; /** Cancel on trading halt Mutually exclusive with J and m. */ readonly CancelOnTradingHalt: "K"; /** Last peg (last sale) */ readonly LastPeg: "L"; /** Mid-price peg (midprice of inside quote) */ readonly MidPricePeg: "M"; /** Non-negotiable */ readonly NonNegotiable: "N"; /** Opening peg */ readonly OpeningPeg: "O"; /** Market peg */ readonly MarketPeg: "P"; /** Cancel on system failure Mutually exclusive with H and l(lower case L). */ readonly CancelOnSystemFailure: "Q"; /** Primary peg Primary market - buy at bid, sell at offer. */ readonly PrimaryPeg: "R"; /** Suspend */ readonly Suspend: "S"; /** Fixed peg to local best bid or offer at time of order */ readonly FixedPegToLocalBestBidOrOfferAtTimeOfOrder: "T"; /** Customer display instruction Used in US Markets for: SEC Rule 11Ac1-1/4. */ readonly CustomerDisplayInstruction: "U"; /** Netting (for Forex) */ readonly Netting: "V"; /** Peg to VWAP */ readonly PegToVWAP: "W"; /** Trade along */ readonly TradeAlong: "X"; /** Try to stop */ readonly TryToStop: "Y"; /** Cancel if not best */ readonly CancelIfNotBest: "Z"; /** Trailing stop peg */ readonly TrailingStopPeg: "a"; /** Strict limit No price improvement. */ readonly StrictLimit: "b"; /** Ignore price validity checks */ readonly IgnorePriceValidityChecks: "c"; /** Peg to limit price */ readonly PegToLimitPrice: "d"; /** Work to target strategy */ readonly WorkToTargetStrategy: "e"; /** Intermarket sweep */ readonly IntermarketSweep: "f"; /** External routing allowed */ readonly ExternalRoutingAllowed: "g"; /** External routing not allowed */ readonly ExternalRoutingNotAllowed: "h"; /** Imbalance only */ readonly ImbalanceOnly: "i"; /** Single execution requested for block trade */ readonly SingleExecutionRequestedForBlockTrade: "j"; /** Best execution */ readonly BestExecution: "k"; /** Suspend on system failure Mutually exclusive with H and Q. */ readonly SuspendOnSystemFailure: "l"; /** Suspend on trading halt Mutually exclusive with J and K. */ readonly SuspendOnTradingHalt: "m"; /** Reinstate on connection loss Mutually exclusive with o and p. */ readonly ReinstateOnConnectionLoss: "n"; /** Cancel on connection loss Mutually exclusive with n and p. */ readonly CancelOnConnectionLoss: "o"; /** Suspend on connection loss Mutually exclusive with n and o. */ readonly SuspendOnConnectionLoss: "p"; /** Release Mutually exclusive with S and w. */ readonly Release: "q"; /** Execute as delta neutral using volatility provided */ readonly ExecuteAsDeltaNeutral: "r"; /** Execute as duration neutral */ readonly ExecuteAsDurationNeutral: "s"; /** Execute as FX neutral */ readonly ExecuteAsFXNeutral: "t"; /** Minimum guaranteed fill eligible */ readonly MinGuaranteedFillEligible: "u"; /** Bypass non-displayed liquidity */ readonly BypassNonDisplayLiquidity: "v"; /** Lock Mutually exclusive with q. */ readonly Lock: "w"; /** Ignore notional value checks */ readonly IgnoreNotionalValueChecks: "x"; /** Trade at reference price In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. */ readonly TrdAtRefPx: "y"; /** Allow facilitation Express explicit consent to receive facilitation services from the counterparty. Facilitation services are when an institutional client allows a broker to assume a risk-taking principal position rather than an agency position, to obtain liquidity or achieve a guaranteed execution price on the client's behalf. Interpretation of absence of this value needs to be bilaterally agreed, if applicable. In the context of Hong Kong's SFC, this can be used to comply with SFC regulations for disclosure of client facilitation. */ readonly AllowFacilitation: "z"; }>; export type ExecInst = (typeof ExecInst)[keyof typeof ExecInst];