fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
17 lines (16 loc) • 748 B
TypeScript
/**
* Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.
* - Tag: 2667
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const AlgorithmicTradeIndicator: Readonly<{
/** Non-algorithmic trade */
readonly NonAlgorithmicTrade: 0;
/** Algorithmic trade
In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). */
readonly AlgorithmicTrade: 1;
}>;
export type AlgorithmicTradeIndicator = (typeof AlgorithmicTradeIndicator)[keyof typeof AlgorithmicTradeIndicator];