fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
25 lines (24 loc) • 783 B
TypeScript
/**
* Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)
* - Tag: 1378
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const MultilegPriceMethod: Readonly<{
/** Net Price */
readonly NetPrice: 0;
/** Reversed Net Price */
readonly ReversedNetPrice: 1;
/** Yield Difference */
readonly YieldDifference: 2;
/** Individual */
readonly Individual: 3;
/** Contract Weighted Average Price */
readonly ContractWeightedAveragePrice: 4;
/** Multiplied Price */
readonly MultipliedPrice: 5;
}>;
export type MultilegPriceMethod = (typeof MultilegPriceMethod)[keyof typeof MultilegPriceMethod];