fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
171 lines (170 loc) • 6.2 kB
TypeScript
/**
* Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.
For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.
For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
* - Tag: 1031
* - FIX Specification type: MultipleStringValue
* - Mapped type: string
* @readonly
* @public
*/
export declare const CustOrderHandlingInst: Readonly<{
/** Phone simple */
readonly PhoneSimple: "A";
/** G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) */
readonly GOrderAndFCMAPIorFIX: "G";
/** Phone complex */
readonly PhoneComplex: "B";
/** Add-on order */
readonly AddOnOrder: "ADD";
/** FCM provided screen */
readonly FCMProvidedScreen: "C";
/** All or none */
readonly AllOrNone: "AON";
/** Other provided screen */
readonly OtherProvidedScreen: "D";
/** Conditional order */
readonly ConditionalOrder: "CND";
/** Client provided platform controlled by FCM */
readonly ClientProvidedPlatformControlledByFCM: "E";
/** Cash not held */
readonly CashNotHeld: "CNH";
/** Client provided platform direct to exchange */
readonly ClientProvidedPlatformDirectToExchange: "F";
/** Delivery instructions - cash */
readonly DeliveryInstructionsCash: "CSH";
/** Directed order */
readonly DirectedOrder: "DIR";
/** Algo engine */
readonly AlgoEngine: "H";
/** Discretionary limit order */
readonly DiscretionaryLimitOrder: "DLO";
/** Price at execution (price added at initial order entry, trading, middle office or time of give-up) */
readonly PriceAtExecution: "J";
/** Exchange for physical transaction */
readonly ExchangeForPhysicalTransaction: "E.W";
/** Desk - electronic */
readonly DeskElectronic: "W";
/** Fill or kill */
readonly FillOrKill: "FOK";
/** Desk - pit */
readonly DeskPit: "X";
/** Client - electronic */
readonly ClientElectronic: "Y";
/** Intraday cross */
readonly IntraDayCross: "IDX";
/** Client - pit */
readonly ClientPit: "Z";
/** Imbalance only */
readonly ImbalanceOnly: "IO";
/** Immediate or cancel */
readonly ImmediateOrCancel: "IOC";
/** Intermarket sweep order */
readonly IntermarketSweepOrder: "ISO";
/** Limit on open */
readonly LimitOnOpen: "LOO";
/** Limit on Close */
readonly LimitOnClose: "LOC";
/** Market at Open */
readonly MarketAtOpen: "MAO";
/** Market at close */
readonly MarketAtClose: "MAC";
/** Market on open */
readonly MarketOnOpen: "MOO";
/** Market on close */
readonly MarketOnClose: "MOC";
/** Merger related transfer position */
readonly MergerRelatedTransferPosition: "MPT";
/** Minimum quantity */
readonly MinimumQuantity: "MQT";
/** Market to limit */
readonly MarketToLimit: "MTL";
/** Delivery instructions - next day */
readonly DeliveryInstructionsNextDay: "ND";
/** Not held */
readonly NotHeld: "NH";
/** Options related transaction */
readonly OptionsRelatedTransaction: "OPT";
/** Over the day */
readonly OverTheDay: "OVD";
/** Pegged */
readonly Pegged: "PEG";
/** Reserve size order */
readonly ReserveSizeOrder: "RSV";
/** Stop stock transaction */
readonly StopStockTransaction: "S.W";
/** Scale */
readonly Scale: "SCL";
/** Delivery instructions - sellers option */
readonly DeliveryInstructionsSellersOption: "SLR";
/** Time order */
readonly TimeOrder: "TMO";
/** Trailing stop */
readonly TrailingStop: "TS";
/** Work */
readonly Work: "WRK";
/** Stay on offerside */
readonly StayOnOfferside: "F0";
/** Go along */
readonly GoAlong: "F3";
/** Participate do not initiate */
readonly ParticipateDoNotInitiate: "F6";
/** Strict scale */
readonly StrictScale: "F7";
/** Try to scale */
readonly TryToScale: "F8";
/** Stay on bidside */
readonly StayOnBidside: "F9";
/** No cross */
readonly NoCross: "FA";
/** OK to cross */
readonly OKToCross: "FB";
/** Call first */
readonly CallFirst: "FC";
/** Percent of volume */
readonly PercentOfVolume: "FD";
/** Reinstate on system failure */
readonly ReinstateOnSystemFailure: "FH";
/** Institution only */
readonly InstitutionOnly: "FI";
/** Reinstate on trading halt */
readonly ReinstateOnTradingHalt: "FJ";
/** Cancel on trading half */
readonly CancelOnTradingHalf: "FK";
/** Last peg */
readonly LastPeg: "FL";
/** Mid-price peg */
readonly MidPricePeg: "FM";
/** Non-negotiable */
readonly NonNegotiable: "FN";
/** Opening peg */
readonly OpeningPeg: "FO";
/** Market peg */
readonly MarketPeg: "FP";
/** Cancel on system failure */
readonly CancelOnSystemFailure: "FQ";
/** Primary peg */
readonly PrimaryPeg: "FR";
/** Suspend */
readonly Suspend: "FS";
/** Fixed peg to local best bid or offer at time of order */
readonly FixedPegToLocalBBO: "FT";
/** Peg to VWAP */
readonly PegToVWAP: "FW";
/** Trade along */
readonly TradeAlong: "FX";
/** Try to stop */
readonly TryToStop: "FY";
/** Cancel if not best */
readonly CancelIfNotBest: "FZ";
/** Strict limit */
readonly StrictLimit: "Fb";
/** Ignore price validity checks */
readonly IgnorePriceValidityChecks: "Fc";
/** Peg to Limit Price */
readonly PegToLimitPrice: "Fd";
/** Work to target strategy */
readonly WorkToTargetStrategy: "Fe";
}>;
export type CustOrderHandlingInst = (typeof CustOrderHandlingInst)[keyof typeof CustOrderHandlingInst];