fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
40 lines (39 loc) • 1.31 kB
TypeScript
/**
* Technical event within market data feed.
* - Tag: 2535
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const MDReportEvent: Readonly<{
/** Start of instrument reference data */
readonly StartInstrumentRefData: 1;
/** End of instrument reference data */
readonly EndInstrumentRefData: 2;
/** Start of off-market trades */
readonly StartOffMarketTrades: 3;
/** End of off-market trades */
readonly EndOffMarketTrades: 4;
/** Start of order book trades */
readonly StartOrderBookTrades: 5;
/** End of order book trades */
readonly EndOrderBookTrades: 6;
/** Start of open interest */
readonly StartOpenInterest: 7;
/** End of open interest */
readonly EndOpenInterest: 8;
/** Start of settlement prices */
readonly StartSettlementPrices: 9;
/** End of settlement prices */
readonly EndSettlementPrices: 10;
/** Start of statistics reference data */
readonly StartStatsRefData: 11;
/** End of statistics reference data */
readonly EndStatsRefData: 12;
/** Start of statistics */
readonly StartStatistics: 13;
/** End of statistics */
readonly EndStatistics: 14;
}>;
export type MDReportEvent = (typeof MDReportEvent)[keyof typeof MDReportEvent];