fixparser/types/fieldtypes/MDStatisticIntervalType.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * Type of interval over which statistic is calculated.
 * - Tag: 2464
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const MDStatisticIntervalType: Readonly<{
    /** Sliding window
        Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). */
    readonly SlidingWindow: 1;
    /** Sliding window peak
        Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. */
    readonly SlidingWindowPeak: 2;
    /** Fixed date range
        Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. */
    readonly FixedDateRange: 3;
    /** Fixed time range
        Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). */
    readonly FixedTimeRange: 4;
    /** Current time unit
        Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). */
    readonly CurrentTimeUnit: 5;
    /** Previous time unit
        Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). */
    readonly PreviousTimeUnit: 6;
    /** Maximum range
        Use to convey record values over the lifetime of the system or venue. */
    readonly MaximumRange: 7;
    /** Maximum range up to previous time unit
        Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) */
    readonly MaximumRangeUpToPreviousTimeUnit: 8;
}>;
export type MDStatisticIntervalType = (typeof MDStatisticIntervalType)[keyof typeof MDStatisticIntervalType];