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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

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/** * Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. * - Tag: 1839 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const TradePriceCondition: Readonly<{ /** Special cum dividend (CD) */ readonly SpecialCumDividend: 0; /** Special cum rights (CR) */ readonly SpecialCumRights: 1; /** Special ex dividend (XD) */ readonly SpecialExDividend: 2; /** Special ex rights (XR) */ readonly SpecialExRights: 3; /** Special cum coupon (CC) */ readonly SpecialCumCoupon: 4; /** Special cum capital repayments (CP) */ readonly SpecialCumCapitalRepayments: 5; /** Special ex coupon (XC) */ readonly SpecialExCoupon: 6; /** Special ex capital repayments (XP) */ readonly SpecialExCapitalRepayments: 7; /** Cash settlement (CS) */ readonly CashSettlement: 8; /** Special cum bonus (CB) */ readonly SpecialCumBonus: 9; /** Special price (SP) Usually net or all-in price. */ readonly SpecialPrice: 10; /** Special ex bonus (XB) */ readonly SpecialExBonus: 11; /** Guaranteed delivery (GD) */ readonly GuaranteedDelivery: 12; /** Special dividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. */ readonly SpecialDividend: 13; /** Price improvement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. */ readonly PriceImprovement: 14; /** Non-price forming trade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. */ readonly NonPriceFormingTrade: 15; /** Trade exempted from trading obligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed on exchange, however, they are ignored for price formation despite published by venue. For the UK implementation of MiFIR RTS 1, this is the "TNCP" flag. */ readonly TradeExemptedFromTradingObligation: 16; /** Price or strike price is pending In the context of MiFIR RTS 1, RTS 2, and RTS 22, this is the "PNDG" flag. */ readonly PricePending: 17; /** Price is not applicable In the context of MiFIR RTS 1, RTS 2, and RTS 22, this is the "NOAP" flag. */ readonly PriceNotApplicable: 18; }>; export type TradePriceCondition = (typeof TradePriceCondition)[keyof typeof TradePriceCondition];