fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
38 lines (37 loc) • 1.55 kB
TypeScript
/**
* Used to describe the origin of the market data entry.
* - Tag: 1024
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const MDOriginType: Readonly<{
/** Book */
readonly Book: 0;
/** Off-Book */
readonly OffBook: 1;
/** Cross */
readonly Cross: 2;
/** Quote driven market
Examples for quote driven markets are market maker or specialist market models. */
readonly QuoteDrivenMarket: 3;
/** Dark order book */
readonly DarkOrderBook: 4;
/** Auction driven market
Markets where matching occurs only in scheduled auctions. */
readonly AuctionDrivenMarket: 5;
/** Quote negotiation
Discretionary quoting on request or "request for quote" market. */
readonly QuoteNegotiation: 6;
/** Voice negotiation
A trading system where transactions between members are arranged through voice negotiation. */
readonly VoiceNegotiation: 7;
/** Hybrid market
A hybrid system falling into two or more types of trading systems. In the context of ESMA reporting, this is for "Hybrid system." In the context of FCA reporting, this is for "Any other, including hybrid." */
readonly HybridMarket: 8;
/** Other market
A market that does not fall under any of the market types defined for MDOriginType(1024). In the context of ESMA reporting, this is for "Any other, excluding hybrid." */
readonly OtherMarket: 9;
}>;
export type MDOriginType = (typeof MDOriginType)[keyof typeof MDOriginType];