fixparser/types/fieldtypes/ExpirationCycle.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * Part of trading cycle when an instrument expires. Field is applicable for derivatives.
 * - Tag: 827
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const ExpirationCycle: Readonly<{
    /** Expire on trading session close (default) */
    readonly ExpireOnTradingSessionClose: 0;
    /** Expire on trading session open */
    readonly ExpireOnTradingSessionOpen: 1;
    /** Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) */
    readonly SpecifiedExpiration: 2;
}>;
export type ExpirationCycle = (typeof ExpirationCycle)[keyof typeof ExpirationCycle];