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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

fixparser.dev

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/** * Trading / Regulatory timestamp type. Note of applicability: Values are required in various regulatory environments: required for US futures markets to support computerized trade reconstruction, required by MiFID II / MiFIR for transaction reporting and publication, required by FINRA for reporting to the Consolidated Audit Trail (CAT), and required by SEC for recordkeeping requirements in the context of T+1. * - Tag: 770 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const TrdRegTimestampType: Readonly<{ /** Execution time Timestamp for the order execution. In the context of US futures markets (CFTC regulated) this is the non-qualified reporting time of order execution. */ readonly ExecutionTime: 1; /** Time in Timestamp for receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp of when the order was received on the trading floor (booth). */ readonly TimeIn: 2; /** Time out Timestamp for sending an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp when the trade was received from the pit. */ readonly TimeOut: 3; /** Broker receipt Timestamp for a broker receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the time at which the broker received the order. */ readonly BrokerReceipt: 4; /** Broker execution Timestamp for the broker executing an order. In the context of US futures markets (CFTC regulated) this is the time at which a broker executed the order for another broker. */ readonly BrokerExecution: 5; /** Desk receipt Timestamp for the transmission of an order to an internal desk or department on the same day the firm received the order. */ readonly DeskReceipt: 6; /** Submission to clearing The timestamp when the trade was officially acknowledged by the Clearing House. */ readonly SubmissionToClearing: 7; /** Time priority A timestamp (manually or electronically) assigned by a market to specify time priority for an order or quote. */ readonly TimePriority: 8; /** Orderbook entry time Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry time cannot change during the lifetime of the order. */ readonly OrderbookEntryTime: 9; /** Order submission time Time the order was sent by the submitter. */ readonly OrderSubmissionTime: 10; /** Publicly reported In the context of MiFID II, this is used to identify the time at which the transaction was first published to the market. */ readonly PubliclyReported: 11; /** Public report updated In the context of MiFID II, this is used to identify the time at which the transaction's publication to the market was last updated */ readonly PublicReportUpdated: 12; /** Non-publicly reported */ readonly NonPubliclyReported: 13; /** Non-public report updated */ readonly NonPublicReportUpdated: 14; /** Submitted for confirmation */ readonly SubmittedForConfirmation: 15; /** Updated for confirmation */ readonly UpdatedForConfirmation: 16; /** Confirmed */ readonly Confirmed: 17; /** Updated for clearing */ readonly UpdatedForClearing: 18; /** Cleared */ readonly Cleared: 19; /** Allocations submitted */ readonly AllocationsSubmitted: 20; /** Allocations updated */ readonly AllocationsUpdated: 21; /** Allocations completed */ readonly AllocationsCompleted: 22; /** Submitted to repository */ readonly SubmittedToRepository: 23; /** Post-trade continuation event */ readonly PostTrdContntnEvnt: 24; /** Post-trade valuation */ readonly PostTradeValuation: 25; /** Previous time priority Can be used in conjunction with TrdRegTimestampType(770) = 8 (Time priority) to provide the current and last priority timestamp in a single message. */ readonly PreviousTimePriority: 26; /** Identifier assigned Timestamp for the assignment of a (unique) identifier to an entity (e.g. order, quote, trade). */ readonly IdentifierAssigned: 27; /** Previous identifier assigned Timestamp of previous assignment of a (unique) identifier to an entity (e.g. order, quote, trade). */ readonly PreviousIdentifierAssigned: 28; /** Order cancellation time Timestamp for the cancellation of an order or quote. */ readonly OrderCancellationTime: 29; /** Order modification time Timestamp for the modification of an order or quote. */ readonly OrderModificationTime: 30; /** Order routing time Timestamp for the routing of an order to another broker or electronic execution venue. */ readonly OrderRoutingTime: 31; /** Trade cancellation time Timestamp for the cancellation of an execution (ExecType(150) = H (Trade Cancel)) or trade (TradeReportType(856) = 6 (Trade Report Cancel)). */ readonly TradeCancellationTime: 32; /** Trade modification time Timestamp for the modification of an execution (ExecType(150) = G (Trade Correct)) or trade (TradeReportType(856) = 5 (No/Was)). */ readonly TradeModificationTime: 33; /** Reference time for NBBO Timestamp for an NBBO reference price. */ readonly ReferenceTimeForNBBO: 34; /** Affirmed */ readonly Affirmed: 35; }>; export type TrdRegTimestampType = (typeof TrdRegTimestampType)[keyof typeof TrdRegTimestampType];