fixparser/types/fieldtypes/ValueCheckType.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * Type of value to be checked.
 * - Tag: 1869
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const ValueCheckType: Readonly<{
    /** Price check
        In the context of ESMA RTS 6 Article 15(1)(a) investment firms are required to perform pre-trade controls using "price collars, which automatically block or cancel orders that do not meet set price parameters, differentiating between different financial instruments, both on an order-by-order basis and over a specified period of time". */
    readonly PriceCheck: 1;
    /** Notional value check
        In the context of ESMA RTS 6 Article 15(1)(b) investment firms are required to perform pre-trade controls using "maximum order values, which prevent orders with an uncommonly large order value from entering the order book". */
    readonly NotionalValueCheck: 2;
    /** Quantity check
        In the context of ESMA RTS 6 Article 15(1)(c) investment firms are required to perform pre-trade controls using "maximum order volumes, which prevent orders with an uncommonly large order quantity from entering the order book". */
    readonly QuantityCheck: 3;
}>;
export type ValueCheckType = (typeof ValueCheckType)[keyof typeof ValueCheckType];