fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
45 lines (44 loc) • 2.71 kB
TypeScript
/**
* Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.
* - Tag: 1081
* - FIX Specification type: char
* - Mapped type: string
* @readonly
* @public
*/
export declare const RefOrderIDSource: Readonly<{
/** Secondary order ID
Can be used to refer to an additional order identifier assigned by the party accepting an order, e.g. SecondaryOrderID(198). */
readonly SecondaryOrderID: "0";
/** Order ID
Can be used to refer to an order identifier assigned by the party accepting an order, e.g. OrderID(37). */
readonly OrderID: "1";
/** Market data entry ID
Can be used to refer to a market data entry identifier provided with market data, e.g. MDEntryID(278). */
readonly MDEntryID: "2";
/** Quote entry ID
Can be used to refer to a quote identifier provided with market data or quote, e.g. QuoteEntryID(299). */
readonly QuoteEntryID: "3";
/** Original order ID
Can be used to refer to an initial order identifier assigned by the party accepting an order, e.g. OrderID(37) that changed. */
readonly OriginalOrderID: "4";
/** Quote ID
Can be used to refer to a quote identifier assigned by the party issuing the quote, e.g. QuoteID(117). */
readonly QuoteID: "5";
/** Quote request ID
Can be used to refer to a quote identifier or quote request identifier assigned by the party issuing the request, e.g. QuoteReqID(131). */
readonly QuoteReqID: "6";
/** Previous order identifier
Can be used when previously assigned (unique) system order identifier has changed. */
readonly PreviousOrderIdentifier: "7";
/** Previous quote identifier
Can be used when previously assigned (unique) quote identifier has changed. */
readonly PreviousQuoteIdentifier: "8";
/** Parent order identifier
Can be used where orders are split into child orders and need to refer back to their parent order. */
readonly ParentOrderIdentifier: "9";
/** Manual order identifier
Can be used to refer to a manually received order that is being replaced by an electronically received order. */
readonly ManualOrderIdentifier: "A";
}>;
export type RefOrderIDSource = (typeof RefOrderIDSource)[keyof typeof RefOrderIDSource];