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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

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/** * Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. * - Tag: 1937 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const TradeContinuation: Readonly<{ /** Novation */ readonly Novation: 0; /** Partial novation */ readonly PartialNovation: 1; /** Trade unwind "Trade" includes "Swaps". */ readonly TradeUnwind: 2; /** Partial trade unwind "Trade" includes "Swaps". */ readonly PartialTradeUnwind: 3; /** Exercise */ readonly Exercise: 4; /** Compression/Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. */ readonly Netting: 5; /** Full netting */ readonly FullNetting: 6; /** Partial netting */ readonly PartialNetting: 7; /** Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. */ readonly Amendment: 8; /** Increase */ readonly Increase: 9; /** Credit event */ readonly CreditEvent: 10; /** Strategic restructuring */ readonly StrategicRestructuring: 11; /** Succession event reorganization */ readonly SuccessionEventReorganization: 12; /** Succession event renaming */ readonly SuccessionEventRenaming: 13; /** Porting */ readonly Porting: 14; /** Withdrawal One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). */ readonly Withdrawl: 15; /** Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). */ readonly Void: 16; /** Account transfer */ readonly AccountTransfer: 17; /** Give up */ readonly GiveUp: 18; /** TakeUp */ readonly TakeUp: 19; /** Average pricing */ readonly AveragePricing: 20; /** Reversal */ readonly Reversal: 21; /** Allocation/Trade posting */ readonly AllocTrdPosting: 22; /** Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. */ readonly Cascade: 23; /** Delivery */ readonly Delivery: 24; /** Option assignment */ readonly OptionAsgn: 25; /** Expiration */ readonly Expiration: 26; /** Maturity */ readonly Maturity: 27; /** Equal position adjustment */ readonly EqualPosAdj: 28; /** Unequal position adjustment An adjustment to either the long or short position quantity but not both. */ readonly UnequalPosAdj: 29; /** Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. */ readonly Correction: 30; /** Early termination The transaction/contract has closed before its natural end (maturity date or end date). */ readonly EarlyTermination: 31; /** Rerate Change in the repo rate of an open repo contract due to shift in the market conditions. */ readonly Rerate: 32; /** Other price-forming continuation data Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). */ readonly Other: 99; }>; export type TradeContinuation = (typeof TradeContinuation)[keyof typeof TradeContinuation];