fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
49 lines (48 loc) • 1.81 kB
TypeScript
/**
* Side of order (see Volume : "Glossary" for value definitions)
* - Tag: 54
* - FIX Specification type: char
* - Mapped type: string
* @readonly
* @public
*/
export declare const Side: Readonly<{
/** Buy
For Securities Financing indicates the receipt of securities or collateral. */
readonly Buy: "1";
/** Sell
For Securities Financing indicates the delivery of securities or collateral. */
readonly Sell: "2";
/** Buy minus */
readonly BuyMinus: "3";
/** Sell plus */
readonly SellPlus: "4";
/** Sell short */
readonly SellShort: "5";
/** Sell short exempt */
readonly SellShortExempt: "6";
/** Undisclosed */
readonly Undisclosed: "7";
/** Cross (orders where counterparty is an exchange, valid for all messages except IOIs) */
readonly Cross: "8";
/** Cross short */
readonly CrossShort: "9";
/** Cross short exempt */
readonly CrossShortExempt: "A";
/** "As Defined" (for use with multileg instruments) */
readonly AsDefined: "B";
/** "Opposite" (for use with multileg instruments) */
readonly Opposite: "C";
/** Subscribe (e.g. CIV) */
readonly Subscribe: "D";
/** Redeem (e.g. CIV) */
readonly Redeem: "E";
/** Lend (FINANCING - identifies direction of collateral) */
readonly Lend: "F";
/** Borrow (FINANCING - identifies direction of collateral) */
readonly Borrow: "G";
/** Sell undisclosed
In the context of ESMA RTS 22, this allows for reporting of transactions where the investment firm (broker) is not able to determine whether the sell is a short sale transaction. Corresponds to RTS 22 "short selling indicator" value of 'UNDI'. */
readonly SellUndisclosed: "H";
}>;
export type Side = (typeof Side)[keyof typeof Side];