fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
59 lines (58 loc) • 2.9 kB
TypeScript
/**
* Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
* - Tag: 47
* - FIX Specification type: char
* - FIX Specification version: FIX42
* - Mapped type: string
* @readonly
* @public
*/
export declare const Rule80A: Readonly<{
/** Agency single order */
readonly AgencySingleOrder: "A";
/** Short exempt transaction (refer to A type) */
readonly ShortExemptTransactionAType: "B";
/** Program Order, non-index arb, for Member firm/org */
readonly ProprietaryNonAlgo: "C";
/** Program Order, index arb, for Member firm/org */
readonly ProgramOrderMember: "D";
/** Registered Equity Market Maker trades */
readonly ShortExemptTransactionForPrincipal: "E";
/** Short exempt transaction (refer to W type) */
readonly ShortExemptTransactionWType: "F";
/** Short exempt transaction (refer to I type) */
readonly ShortExemptTransactionIType: "H";
/** Individual Investor, single order */
readonly IndividualInvestor: "I";
/** Program Order, index arb, for individual customer */
readonly ProprietaryAlgo: "J";
/** Program Order, non-index arb, for individual customer */
readonly AgencyAlgo: "K";
/** Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) */
readonly ShortExemptTransactionMemberAffliated: "L";
/** Program Order, index arb, for other member */
readonly ProgramOrderOtherMember: "M";
/** Program Order, non-index arb, for other member */
readonly AgentForOtherMember: "N";
/** Competing dealer trades */
readonly ProprietaryTransactionAffiliated: "O";
/** Principal */
readonly Principal: "P";
/** Competing dealer trades */
readonly TransactionNonMember: "R";
/** Specialist trades */
readonly SpecialistTrades: "S";
/** Competing dealer trades */
readonly TransactionUnaffiliatedMember: "T";
/** Program Order, index arb, for other agency */
readonly AgencyIndexArb: "U";
/** All other orders as agent for other member */
readonly AllOtherOrdersAsAgentForOtherMember: "W";
/** Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) */
readonly ShortExemptTransactionMemberNotAffliated: "X";
/** Program Order, non-index arb, for other agency */
readonly AgencyNonAlgo: "Y";
/** Short exempt transaction for non-member competing market-maker (refer to A and R types) */
readonly ShortExemptTransactionNonMember: "Z";
}>;
export type Rule80A = (typeof Rule80A)[keyof typeof Rule80A];