fixparser

/** * Further qualification to the trade type defined in TrdType(828). * - Tag: 829 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const TrdSubType: Readonly<{ /** CMTA */ readonly CMTA: 0; /** Internal transfer or adjustment */ readonly InternalTransferOrAdjustment: 1; /** External transfer or transfer of account */ readonly ExternalTransferOrTransferOfAccount: 2; /** Reject for submitting side */ readonly RejectForSubmittingSide: 3; /** Advisory for contra side */ readonly AdvisoryForContraSide: 4; /** Offset due to an allocation */ readonly OffsetDueToAnAllocation: 5; /** Onset due to an allocation */ readonly OnsetDueToAnAllocation: 6; /** Differential spread */ readonly DifferentialSpread: 7; /** Implied spread leg executed against an outright */ readonly ImpliedSpreadLegExecutedAgainstAnOutright: 8; /** Transaction from exercise */ readonly TransactionFromExercise: 9; /** Transaction from assignment */ readonly TransactionFromAssignment: 10; /** ACATS */ readonly ACATS: 11; /** AI (Automated input facility disabled in response to an exchange request.) */ readonly AI: 14; /** B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) */ readonly B: 15; /** K (Transaction using block trade facility.) */ readonly K: 16; /** LC (Correction submitted more than three days after publication of the original trade report.) */ readonly LC: 17; /** M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) */ readonly M: 18; /** N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) */ readonly N: 19; /** NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) */ readonly NM: 20; /** NR (Non-risk transaction in a SEATS security other than an AIM security) */ readonly NR: 21; /** P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) */ readonly P: 22; /** PA (Protected transaction notification) */ readonly PA: 23; /** PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) */ readonly PC: 24; /** PN (Worked principal notification for a portfolio transaction which includes order book securities) */ readonly PN: 25; /** R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) */ readonly R: 26; /** RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) */ readonly RO: 27; /** RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) */ readonly RT: 28; /** SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) */ readonly SW: 29; /** T (If reporting a single protected transaction) */ readonly T: 30; /** WN (Worked principal notification for a single order book security) */ readonly WN: 31; /** WT (Worked principal transaction (other than a portfolio transaction)) */ readonly WT: 32; /** Off Hours Trade */ readonly OffHoursTrade: 33; /** On Hours Trade */ readonly OnHoursTrade: 34; /** OTC Quote */ readonly OTCQuote: 35; /** Converted SWAP */ readonly ConvertedSWAP: 36; /** Crossed Trade (X) */ readonly CrossedTrade: 37; /** Interim Protected Trade (I) */ readonly InterimProtectedTrade: 38; /** Large in Scale (L) */ readonly LargeInScale: 39; /** Wash Trade */ readonly WashTrade: 40; /** Trade at Settlement (TAS) Identifies a trade that will be priced using the settlement price. */ readonly TradeAtSettlement: 41; /** Auction Trade Mutually exclusive with TrdSubType(829) = 50 (Balancing). */ readonly AuctionTrade: 42; /** Trade at Marker (TAM) Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. */ readonly TradeAtMarker: 43; /** Default (Credit Event) */ readonly CreditDefault: 44; /** Restructuring (credit event) */ readonly CreditRestructuring: 45; /** Merger (succession event) */ readonly Merger: 46; /** Spin-off (succession event) */ readonly SpinOff: 47; /** Multilateral compression Used to identify a special case of compression between multiple parties, e.g. for netted or portfolio trades. */ readonly MultilateralCompression: 48; /** Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers. Mutually exclusive with TrdSubType(829) = 42 =(Auction). */ readonly Balancing: 50; /** Basis Trade index Close (BTIC) The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. */ readonly BasisTradeIndexClose: 51; /** Trade At Cash Open (TACO) The marketplace name given to trading futures based on an opening quote of the underlying cash market. */ readonly TradeAtCashOpen: 52; /** Trade submitted to venue for clearing and settlement Identifies trades brought on a trading venue purely for clearing and settlement purposes. */ readonly TrdSubmitVenueClrSettl: 53; /** Bilateral compression Used to identify a special case of compression between two parties, e.g. for netted or portfolio trades. */ readonly BilateralCompression: 54; }>; export type TrdSubType = (typeof TrdSubType)[keyof typeof TrdSubType];