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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

fixparser.dev

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/** * Sub-scope of the statistics to further reduce the entities used as basis for the statistics. * - Tag: 2458 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const MDStatisticSubScope: Readonly<{ /** Visible Only includes visible orders and/or quotes. */ readonly Visible: 1; /** Hidden Only includes hidden orders and/or quotes. */ readonly Hidden: 2; /** Indicative Only includes IOIs and non-tradable quotes. */ readonly Indicative: 3; /** Tradeable Excludes IOIs and indicative quotes. */ readonly Tradeable: 4; /** Passive Only includes resting orders and tradeable quotes. */ readonly Passive: 5; /** Market consensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. */ readonly MarketConsensus: 6; /** Power Outages due to power failure. */ readonly Power: 7; /** Hardware error Outages due to a hardware malfunction or failure. */ readonly HardwareError: 8; /** Software error Outages due to a software malfunction or failure. */ readonly SoftwareError: 9; /** Network error Outages due to network error. */ readonly NetworkError: 10; /** Failed Transaction voided by the execution venue. */ readonly Failed: 11; /** Executed Total or partial execution of an order or quote. */ readonly Executed: 12; /** Entered Order or quote entry. */ readonly Entered: 13; /** Modified Order or quote modification. */ readonly Modified: 14; /** Cancelled Order or quote cancellation. */ readonly Cancelled: 15; /** Market data access */ readonly MarketDataAccess: 16; /** Terminal access */ readonly TerminalAccess: 17; /** Volume Specifies sub-scope of market data per volume. */ readonly Volume: 18; /** Cleared Cleared trade. */ readonly Cleared: 19; /** Settled Settled trade. */ readonly Settled: 20; /** Other Any other fees incurred by the client. */ readonly Other: 21; /** Monetary Monetary benefits offered to the clients. */ readonly Monetary: 22; /** Non-monetary Non-monetary benefits offered to the clients */ readonly NonMonetary: 23; /** Gross Total fees excluding rebates and discounts. */ readonly Gross: 24; /** Large in scale Means an order classified as large in scale in accordance with a regulatory definition. */ readonly LargeInScale: 25; /** Neither hidden nor large in scale Excluding orders pending disclosures and LIS. */ readonly NeitherHiddenNorLargeInScale: 26; /** Corporate action Specifies type of trading suspension. */ readonly CorporateAction: 27; /** Venue decision Specifies type of trading suspension. */ readonly VenueDecision: 28; /** Minimum time period Minimum time period for the event defined by scope. */ readonly MinimumTimePeriod: 29; /** Open Open status of RFQs (request for quotes), no quotes have been provided. */ readonly Open: 30; /** Not executed Orders or quotes that didn't execute. */ readonly NotExecuted: 31; /** Aggressive Order or Quote entered into the order book that took liquidity. */ readonly Aggressive: 32; /** Directed An order where execution venue is specified by the client. */ readonly Directed: 33; }>; export type MDStatisticSubScope = (typeof MDStatisticSubScope)[keyof typeof MDStatisticSubScope];