fixparser/types/fieldtypes/VenueType.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * Identifies the type of venue where a trade was executed.
 * - Tag: 1430
 * - FIX Specification type: char
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const VenueType: Readonly<{
    /** Electronic exchange */
    readonly Electronic: "E";
    /** Pit */
    readonly Pit: "P";
    /** Ex-pit */
    readonly ExPit: "X";
    /** Clearinghouse */
    readonly ClearingHouse: "C";
    /** Registered market
        Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. */
    readonly RegisteredMarket: "R";
    /** Off-market
        Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. */
    readonly OffMarket: "O";
    /** Central limit order book */
    readonly CentralLimitOrderBook: "B";
    /** Quote driven market */
    readonly QuoteDrivenMarket: "Q";
    /** Dark order book */
    readonly DarkOrderBook: "D";
    /** Auction driven market
        Markets where matching occurs only in scheduled auctions. */
    readonly AuctionDrivenMarket: "A";
    /** Quote negotiation
        Discretionary quoting on request or "request for quote" market. */
    readonly QuoteNegotiation: "N";
    /** Voice negotiation
        A trading system where transactions between members are arranged through voice negotiation. */
    readonly VoiceNegotiation: "V";
    /** Hybrid market
        A hybrid system falling into two or more types of trading systems. In the context of ESMA reporting, this is for "Hybrid system." In the context of FCA reporting, this is for "Any other, including hybrid." */
    readonly HybridMarket: "H";
    /** Other market (lowercase "z")
        A market that does not fall under any of the market types defined for VenueType(1430). In the context of ESMA reporting, this is for "Any other, excluding hybrid." */
    readonly OtherMarket: "z";
}>;
export type VenueType = (typeof VenueType)[keyof typeof VenueType];