fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
19 lines (18 loc) • 569 B
TypeScript
/**
* The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
* - Tag: 847
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const TargetStrategy: Readonly<{
/** VWAP */
readonly VWAP: 1;
/** Participate (i.e. aim to be x percent of the market volume) */
readonly Participate: 2;
/** Mininize market impact */
readonly MininizeMarketImpact: 3;
}>;
export type TargetStrategy = (typeof TargetStrategy)[keyof typeof TargetStrategy];