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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

fixparser.dev

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/** * The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. * - Tag: 40922 * - FIX Specification type: String * - Mapped type: string * @readonly * @public */ export declare const DateRollConvention: Readonly<{ /** 1st day of the month */ readonly FirstDay: "1"; /** 2nd day of the month */ readonly SecondDay: "2"; /** 3rd day of the month */ readonly ThirdDay: "3"; /** 4th day of the month */ readonly FourthDay: "4"; /** 5th day of the month */ readonly FifthDay: "5"; /** 6thd day of the month */ readonly SixthDay: "6"; /** 7th day of the month */ readonly SeventhDay: "7"; /** 8th day of the month */ readonly EighthDay: "8"; /** 9th day of the month */ readonly NinthDay: "9"; /** 10th day of the month */ readonly TenthDay: "10"; /** 11th day of the month */ readonly EleventhDay: "11"; /** 12th day of the month */ readonly TwelvthDay: "12"; /** 13th day of the month */ readonly ThirteenthDay: "13"; /** 14th day of the month */ readonly ForteenthDay: "14"; /** 15th day of the month */ readonly FifteenthDay: "15"; /** 16th day of the month */ readonly SixteenthDay: "16"; /** 17th day of the month */ readonly SeventeenthDay: "17"; /** 18th day of the month */ readonly EighteenthDay: "18"; /** 19th day of the month */ readonly NineteenthDay: "19"; /** 20th day of the month */ readonly TwentiethDay: "20"; /** 21st day of the month */ readonly TwentyFirstDay: "21"; /** 22nd day of the month */ readonly TwentySecondDay: "22"; /** 23rd day of the month */ readonly TwentyThirdDay: "23"; /** 24th day of the month */ readonly TwentyFourthDay: "24"; /** 25th day of the month */ readonly TwentyFifthDay: "25"; /** 26th day of the month */ readonly TwentySixthDay: "26"; /** 27th day of the month */ readonly TwentySeventhDay: "27"; /** 28th day of the month */ readonly TwentyEigthDa28y: "28"; /** 29th day of the month */ readonly TwentyNinthDay: "29"; /** 30th day of the month */ readonly ThirtiethDay: "30"; /** The end of the month. Use EOM for 31st day of the month. */ readonly EOM: "EOM"; /** The floating rate note convention or Eurodollar convention. */ readonly FRN: "FRN"; /** The International Money Market settlement date, i.e. the 3rd Wednesday of the month. */ readonly IMM: "IMM"; /** The last trading day/expiration day of the Canadian Derivatives Exchange. */ readonly IMMCAD: "IMMCAD"; /** The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. */ readonly IMMAUD: "IMMAUD"; /** The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. */ readonly IMMNZD: "IMMNZD"; /** The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. */ readonly SFE: "SFE"; /** No adjustment */ readonly NONE: "NONE"; /** The 13-week and 26-week U.S. Treasury Bill auction dates. */ readonly TBILL: "TBILL"; /** Monday */ readonly MON: "MON"; /** Tuesday */ readonly TUE: "TUE"; /** Wednesday */ readonly WED: "WED"; /** Thursday */ readonly THU: "THU"; /** Friday */ readonly FRI: "FRI"; /** Saturday */ readonly SAT: "SAT"; /** Sunday */ readonly SUN: "SUN"; }>; export type DateRollConvention = (typeof DateRollConvention)[keyof typeof DateRollConvention];