fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
103 lines (102 loc) • 4.59 kB
TypeScript
/**
* Code to represent the type of instrument attribute
* - Tag: 871
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const InstrAttribType: Readonly<{
/** Flat (securities pay interest on a current basis but are traded without interest) */
readonly Flat: 1;
/** Zero coupon */
readonly ZeroCoupon: 2;
/** Interest bearing (for Euro commercial paper when not issued at discount) */
readonly InterestBearing: 3;
/** No periodic payments */
readonly NoPeriodicPayments: 4;
/** Variable rate */
readonly VariableRate: 5;
/** Less fee for put */
readonly LessFeeForPut: 6;
/** Stepped coupon */
readonly SteppedCoupon: 7;
/** Coupon period (if not semi-annual)
Supply redemption date in the InstrAttribValue(872) field. */
readonly CouponPeriod: 8;
/** When [and if] issued */
readonly When: 9;
/** Original issue discount */
readonly OriginalIssueDiscount: 10;
/** Callable, puttable */
readonly Callable: 11;
/** Escrowed to Maturity */
readonly EscrowedToMaturity: 12;
/** Escrowed to redemption date - callable
Supply redemption date in the InstrAttribValue(872) field. */
readonly EscrowedToRedemptionDate: 13;
/** Pre-refunded */
readonly PreRefunded: 14;
/** In default */
readonly InDefault: 15;
/** Unrated */
readonly Unrated: 16;
/** Taxable */
readonly Taxable: 17;
/** Indexed */
readonly Indexed: 18;
/** Subject To Alternative Minimum Tax */
readonly SubjectToAlternativeMinimumTax: 19;
/** Original issue discount price
Supply price in the InstrAttribValue(872) field. */
readonly OriginalIssueDiscountPrice: 20;
/** Callable below maturity value */
readonly CallableBelowMaturityValue: 21;
/** Callable without notice by mail to holder unless registered */
readonly CallableWithoutNotice: 22;
/** Price tick rules for security */
readonly PriceTickRulesForSecurity: 23;
/** Trade type eligibility details for security */
readonly TradeTypeEligibilityDetailsForSecurity: 24;
/** Instrument denominator */
readonly InstrumentDenominator: 25;
/** Instrument numerator */
readonly InstrumentNumerator: 26;
/** Instrument price precision */
readonly InstrumentPricePrecision: 27;
/** Instrument strike price */
readonly InstrumentStrikePrice: 28;
/** Tradeable indicator */
readonly TradeableIndicator: 29;
/** Instrument is eligible to accept anonymous orders */
readonly InstrumentEligibleAnonOrders: 30;
/** Minimum guaranteed fill volume */
readonly MinGuaranteedFillVolume: 31;
/** Minimum guaranteed fill status */
readonly MinGuaranteedFillStatus: 32;
/** Trade at settlement (TAS) eligibility */
readonly TradeAtSettlementEligibility: 33;
/** Test instrument
Instrument that is tradable but has no effect on the positions, exchange turnover etc. */
readonly TestInstrument: 34;
/** Dummy instrument
Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. */
readonly DummyInstrument: 35;
/** Negative settlement price eligibility */
readonly NegativeSettlementPriceEligibility: 36;
/** Negative strike price eligibility */
readonly NegativeStrikePriceEligibility: 37;
/** US standard contract indicator
Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf */
readonly USStdContractInd: 38;
/** Admitted to trading on a trading venue */
readonly AdmittedToTradingOnTradingVenue: 39;
/** Average daily notional amount */
readonly AverageDailyNotionalAmount: 40;
/** Average daily number of trades */
readonly AverageDailyNumberTrades: 41;
/** Text
Supply the text value in InstrAttribValue(872). */
readonly Text: 99;
}>;
export type InstrAttribType = (typeof InstrAttribType)[keyof typeof InstrAttribType];