fixparser

/** * Type of trade assigned to a trade. SecondaryTrdType(855) and TertiaryTrdType(2896) may be used in addition to TrdType(828) to assign up to three different trade types to a single trade. Note: several enumerations of this field duplicate the enumerations in TradePriceCondition(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceCondition(1839) is preferred in messages that support it. * - Tag: 828 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const TrdType: Readonly<{ /** Regular trade */ readonly RegularTrade: 0; /** Block trade */ readonly BlockTrade: 1; /** Exchange for physical (EFP) */ readonly EFP: 2; /** Transfer */ readonly Transfer: 3; /** Late trade */ readonly LateTrade: 4; /** T trade */ readonly TTrade: 5; /** Weighted average price trade */ readonly WeightedAveragePriceTrade: 6; /** Bunched trade */ readonly BunchedTrade: 7; /** Late bunched trade */ readonly LateBunchedTrade: 8; /** Prior reference price trade */ readonly PriorReferencePriceTrade: 9; /** After hours trade */ readonly AfterHoursTrade: 10; /** Exchange for risk (EFR) */ readonly ExchangeForRisk: 11; /** Exchange for swap (EFS) */ readonly ExchangeForSwap: 12; /** Exchange of futures for in market futures (EFM) For example full sized for mini. */ readonly ExchangeOfFuturesFor: 13; /** Exchange of options for options (EOO) */ readonly ExchangeOfOptionsForOptions: 14; /** Trading at settlement */ readonly TradingAtSettlement: 15; /** All or none */ readonly AllOrNone: 16; /** Futures large order execution */ readonly FuturesLargeOrderExecution: 17; /** Exchange of futures for external market futures (EFF) */ readonly ExchangeOfFuturesForFutures: 18; /** Option interim trade */ readonly OptionInterimTrade: 19; /** Option cabinet trade */ readonly OptionCabinetTrade: 20; /** Privately negotiated trade */ readonly PrivatelyNegotiatedTrades: 22; /** Substitution of futures for forwards */ readonly SubstitutionOfFuturesForForwards: 23; /** Error trade */ readonly ErrorTrade: 24; /** Special cum dividend (CD) */ readonly SpecialCumDividend: 25; /** Special ex dividend (XD) */ readonly SpecialExDividend: 26; /** Special cum coupon (CC) */ readonly SpecialCumCoupon: 27; /** Special ex coupon (XC) */ readonly SpecialExCoupon: 28; /** Cash settlement (CS) */ readonly CashSettlement: 29; /** Special price (SP) Usually net or all-in price. */ readonly SpecialPrice: 30; /** Guaranteed delivery (GD) */ readonly GuaranteedDelivery: 31; /** Special cum rights (CR) */ readonly SpecialCumRights: 32; /** Special ex rights (XR) */ readonly SpecialExRights: 33; /** Special cum capital repayments (CP) */ readonly SpecialCumCapitalRepayments: 34; /** Special ex capital repayments (XP) */ readonly SpecialExCapitalRepayments: 35; /** Special cum bonus (CB) */ readonly SpecialCumBonus: 36; /** Special ex bonus (XB) */ readonly SpecialExBonus: 37; /** Block trade The same as large trade. */ readonly LargeTrade: 38; /** Worked principal trade */ readonly WorkedPrincipalTrade: 39; /** Block trades */ readonly BlockTrades: 40; /** Name change */ readonly NameChange: 41; /** Portfolio transfer */ readonly PortfolioTransfer: 42; /** Prorogation buy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. */ readonly ProrogationBuy: 43; /** Prorogation sell See prorogation buy. */ readonly ProrogationSell: 44; /** Option exercise */ readonly OptionExercise: 45; /** Delta neutral transaction */ readonly DeltaNeutralTransaction: 46; /** Financing transaction */ readonly FinancingTransaction: 47; /** Non-standard settlement */ readonly NonStandardSettlement: 48; /** Derivative related transaction */ readonly DerivativeRelatedTransaction: 49; /** Portfolio trade Identifies a collection/basket of trades. In the context of bonds (e.g. corporate bonds) these are transacted as a single trade at an aggregate price for the entire portfolio and may be traded all-or-none or most-or-none depending on bilateral agreement. In the context of ESMA RTS 1 Article 2(b), may be used to refer to portfolio trades to distinguish between addressable and non-addressable volume. In the context of Market Model Typology (MMT), use of this value applies to SecondaryTrdType(855) or TertiaryTrdType(2896), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). */ readonly PortfolioTrade: 50; /** Volume weighted average trade */ readonly VolumeWeightedAverageTrade: 51; /** Exchange granted trade */ readonly ExchangeGrantedTrade: 52; /** Repurchase agreement */ readonly RepurchaseAgreement: 53; /** OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. */ readonly OTC: 54; /** Exchange basis facility (EBF) */ readonly ExchangeBasisFacility: 55; /** Opening trade Identifies a trade that resulted from the opening of a market. In the context of IIROC, this indicates a trade that occurred at the opening or the first trade of the day for a security. */ readonly OpeningTrade: 56; /** Netted trade */ readonly NettedTrade: 57; /** Block swap trade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. */ readonly BlockSwapTrade: 58; /** Credit event trade */ readonly CreditEventTrade: 59; /** Succession event trade */ readonly SuccessionEventTrade: 60; /** Give-up Give-in trade */ readonly GiveUpGiveInTrade: 61; /** Dark trade In the context of Market Model Typology (MMT), a dark trade might also come from a lit/hybrid book (e.g. when an aggressive lit order hits a resting dark order). The use of this value applies to TrdType(828), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). */ readonly DarkTrade: 62; /** Technical trade */ readonly TechnicalTrade: 63; /** Benchmark In the context of ESMA RTS 1 Article 2(a), may be used to refer to benchmark trades. In the context of Market Model Typology (MMT), the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. The use of this value applies to SecondaryTrdType(855) or TertiaryTrdType(2896), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). */ readonly Benchmark: 64; /** Package trade May be used to identify the pseudo-trade of a stream or collection of trades to be transacted, cleared and be reported as an atomic unit. In the context of MiFIR RTS 1, this is the "CONT" flag. In the context of MiFIR RTS 2 Article 1(1)(b), may be used to refer to package transactions (excluding exchange for physicals). In the context of Market Model Typology (MMT), use of this value applies to SecondaryTrdType(855) or TertiaryTrdType(2896), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). */ readonly PackageTrade: 65; /** Roll trade Trade is a roll from one contract that is about to expire to a new contract. */ readonly RollTrade: 66; /** Closing price trade Identifies a trade that uses the closing price of a market without resulting from the closing of this market. In the context of FCA policy statement PS23/4, this indicates a benchmark transaction executed using the market closing price and is the "CLSE" flag. */ readonly ClosingPriceTrade: 67; /** Inter-fund transfer trade Administrative trade (non price-forming) related to the transfer of ownership between funds. */ readonly InterFundTransferTrade: 68; /** Net asset value calculated trade Trade of a fund priced at the net asset value of its constituents. In the context of MiFIR RTS 1, this may be used for ETFs when the NAV price becomes available. */ readonly NetAssetValueCalculatedTrade: 69; }>; export type TrdType = (typeof TrdType)[keyof typeof TrdType];