fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
32 lines (31 loc) • 1.71 kB
TypeScript
/**
* The source of where to obtain the FX benchmark rate to use for fixing the rate.
The value in this field can be different from RateSource(1446). For example, "Bloomberg" can be the reference source identified in RateSource(1446), and FXBenchmark(3073) can be "central bank" - what this says is to use Bloomberg to look up/reference the published central bank rate. Likewise, the BFIX rate for fixing (FXBenchmark(3073)=1 (Bloomberg)) can be sourced from Reuters (RateSource(1446)=1 (Reuters)). If the source for benchmark fixing rate is the same as the reference source (RateSource(1446)), this field, FXBenchmark(3073), can be omitted.
* - Tag: 3073
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const FXBenchmark: Readonly<{
/** Bloomberg
Also referred to as BFIX. */
readonly Bloomberg: 1;
/** Central Bank */
readonly CentralBank: 2;
/** WMR */
readonly WMR: 3;
/** Mitsubishi-UFJ
Also referred to as the Tokyo Fix. */
readonly MitsubishiUFJ: 4;
/** London Bullion Market Association
Gold and Silver fixes are LBMA rates generated by ICE; Platinum and palladium fixes are LBMA rates generated by LME. */
readonly LondonBullionMarketAssociation: 5;
/** London Metal Exchange
Base metal prices come from the LME. LBMA should be used for platinum and palladium even though these are LME rates. */
readonly LondonMetalExchange: 6;
/** Other
An appropriate reference page, ReferencePage(1448), at the specified RateSource(1446) needs to be specified. */
readonly Other: 99;
}>;
export type FXBenchmark = (typeof FXBenchmark)[keyof typeof FXBenchmark];