fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
38 lines (37 loc) • 1.26 kB
TypeScript
/**
* Code to represent the basis price type.
* - Tag: 419
* - FIX Specification type: char
* - Mapped type: string
* @readonly
* @public
*/
export declare const BasisPxType: Readonly<{
/** Closing price at morning session */
readonly ClosingPriceAtMorningSession: "2";
/** Closing price */
readonly ClosingPrice: "3";
/** Current price */
readonly CurrentPrice: "4";
/** SQ */
readonly SQ: "5";
/** VWAP through a day */
readonly VWAPThroughADay: "6";
/** VWAP through a morning session */
readonly VWAPThroughAMorningSession: "7";
/** VWAP through an afternoon session */
readonly VWAPThroughAnAfternoonSession: "8";
/** VWAP through a day except "YORI" (an opening auction) */
readonly VWAPThroughADayExcept: "9";
/** VWAP through a morning session except "YORI" (an opening auction) */
readonly VWAPThroughAMorningSessionExcept: "A";
/** VWAP through an afternoon session except "YORI" (an opening auction) */
readonly VWAPThroughAnAfternoonSessionExcept: "B";
/** Strike */
readonly Strike: "C";
/** Open */
readonly Open: "D";
/** Others */
readonly Others: "Z";
}>;
export type BasisPxType = (typeof BasisPxType)[keyof typeof BasisPxType];