fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
60 lines (59 loc) • 2.67 kB
TypeScript
/**
* The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.
* - Tag: 378
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const ExecRestatementReason: Readonly<{
/** GT corporate action */
readonly GTCorporateAction: 0;
/** GT renewal / restatement (no corporate action) */
readonly GTRenewal: 1;
/** Verbal change */
readonly VerbalChange: 2;
/** Repricing of order */
readonly RepricingOfOrder: 3;
/** Broker option */
readonly BrokerOption: 4;
/** Partial decline of OrderQty (e.g. exchange initiated partial cancel) */
readonly PartialDeclineOfOrderQty: 5;
/** Cancel on Trading Halt */
readonly CancelOnTradingHalt: 6;
/** Cancel on System Failure */
readonly CancelOnSystemFailure: 7;
/** Market (Exchange) option */
readonly Market: 8;
/** Canceled, not best */
readonly Canceled: 9;
/** Warehouse Recap */
readonly WarehouseRecap: 10;
/** Peg Refresh */
readonly PegRefresh: 11;
/** Cancel On Connection Loss */
readonly CancelOnConnectionLoss: 12;
/** Cancel On Logout */
readonly CancelOnLogout: 13;
/** Assign Time Priority */
readonly AssignTimePriority: 14;
/** Cancelled, Trade Price Violation */
readonly CancelledForTradePriceViolation: 15;
/** Cancelled, Cross Imbalance */
readonly CancelledForCrossImbalance: 16;
/** Cancelled, self-match prevention
Cancelled order based on standing rules for self-match prevention (i.e. SelfMatchPreventionInstruction(2964) not specified or used). */
readonly CxldSMP: 17;
/** Cancelled, self-match prevention aggressive order
Cancelled due to incoming order with the same SelfMatchPreventionID(2362) and SelfMatchPreventionInstruction(2964)=1 (Cancel aggressive). */
readonly CxldSMPAggressive: 18;
/** Cancelled, self-match prevention passive order
Cancelled due to incoming order with the same SelfMatchPreventionID(2362) and SelfMatchPreventionInstruction(2964)=2 (Cancel passive). */
readonly CxldSMPPassive: 19;
/** Cancelled, self-match prevention aggressive and passive order
Cancelled due to incoming order with the same SelfMatchPreventionID(2362) and SelfMatchPreventionInstruction(2964)=3 (Cancel aggressive and passive). */
readonly CxldSMPAggressivePassive: 20;
/** Other */
readonly Other: 99;
}>;
export type ExecRestatementReason = (typeof ExecRestatementReason)[keyof typeof ExecRestatementReason];