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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

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/** * Code to qualify IOI use. (see Volume : "Glossary" for value definitions) * - Tag: 104 * - FIX Specification type: char * - Mapped type: string * @readonly * @public */ export declare const IOIQualifier: Readonly<{ /** All or None (AON) */ readonly AllOrNone: "A"; /** Market On Close (MOC) (held to close) */ readonly MarketOnClose: "B"; /** At the close (around/not held to close) */ readonly AtTheClose: "C"; /** VWAP (Volume Weighted Average Price) */ readonly VWAP: "D"; /** Axe Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). */ readonly Axe: "E"; /** Axe on bid Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) */ readonly AxeOnBid: "F"; /** Axe on offer Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) */ readonly AxeOnOffer: "G"; /** Client natural working With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type C2 – Client Natural (Working). A client should be able to seek verification (from IOI publisher’s management/compliance) that, for any C2 IOIs received, there was a corresponding live client order for at least the advertised size prior to the IOI being generated. Resulting trades are expected to be of a riskless nature. */ readonly ClientNaturalWorking: "H"; /** In touch with With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type P1 - Potential. Post-execution, a client should be able to seek verification (from IOI publisher’s management/ compliance) that, for any P1 IOIs received and executed against, there was by time of the execution, an opposing specific client order. Resulting trades are expected to be of a riskless nature. If the anticipated client order does not materialise, and the broker elects to commit capital, this must be disclosed prior to execution. */ readonly InTouchWith: "I"; /** Position wanted With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H2 – Position Wanted. Brokers will be likely be sourcing liquidity and therefore may advertise the size of IOI they wish; however, clients can expect the broker to honour the size of IOI shown. The presumption is that there is no intent to immediately unwind the position without notification, however, brokers may provide additional granularity to the category and may offer bilateral post trade commitments. Brokers will also offer clients a feedback mechanism. */ readonly PositionWanted: "J"; /** Market making With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H3 – Market Making, no enforcement is required. */ readonly MarketMaking: "K"; /** Limit */ readonly Limit: "L"; /** More Behind */ readonly MoreBehind: "M"; /** Client natural block With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type C1 - Client Natural (Block). A client should be able to seek verification (from IOI publisher’s management/compliance) that, for any C1 IOIs received, there was a corresponding live client order for at least the advertised size prior to the IOI being generated. Resulting trades are expected to be of a riskless nature. */ readonly ClientNaturalBlock: "N"; /** At the Open */ readonly AtTheOpen: "O"; /** Taking a Position */ readonly TakingAPosition: "P"; /** At the Market (previously called Current Quote) */ readonly AtTheMarket: "Q"; /** Ready to Trade */ readonly ReadyToTrade: "R"; /** Inventory or Portfolio Shown */ readonly PortfolioShown: "S"; /** Through the Day */ readonly ThroughTheDay: "T"; /** Unwind With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H1 - Unwind. Brokers will be responsible for ensuring that the size of the IOI reflects the actual house position in the relevant business unit and should not inflate the size of the IOI. The presumption is that there is no intent to immediately replace the position without notification, however, brokers may provide additional granularity to the category and may offer bilateral post trade commitments. Brokers will also offer clients a feedback mechanism. */ readonly Unwind: "U"; /** Versus */ readonly Versus: "V"; /** Indication - Working Away */ readonly Indication: "W"; /** Crossing Opportunity */ readonly CrossingOpportunity: "X"; /** At the Midpoint */ readonly AtTheMidpoint: "Y"; /** Pre-open */ readonly PreOpen: "Z"; /** Quantity is negotiable When specified, the dealer may counter with a reduced quantity in its Quotes in response to QuoteRequest(35=R). All-or-none if omitted. */ readonly QuantityNegotiable: "1"; /** Allow late bids When specified in QuoteRequest(35=R) the dealer may submit quotes after curtain time has elapsed. */ readonly AllowLateBids: "2"; /** Immediate or counter When specified, the buy-side customer is permitted to counter a firm quote during wiretime. */ readonly ImmediateOrCounter: "3"; /** Auto trade Trade is in an auto-trading mode whereby the best quote that satisfies user criteria as determined by the trading platform will be accepted automatically. */ readonly AutoTrade: "4"; /** Automatic spot At completion of price negotiation based on spread the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered. */ readonly AutomaticSpot: "a"; /** Platform calculated spot At completion of price negotiation based on spread the trading platform will supply a benchmark spot price and immediately complete the trade reporting fill. There is no dealer last look. */ readonly PlatformCalculatedSpot: "b"; /** Outside spread The IOI is identifiable outside the current bid/offer. */ readonly OutsideSpread: "c"; /** Deferred spot At a future time after completion of price negotiation based on spread and reported in StrikeTime(443) the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered. */ readonly DeferredSpot: "d"; /** Negotiated spot Once price negotiation based on spread is completed negotiation of the benchmark spot price proceeds immediately. */ readonly NegotiatedSpot: "n"; }>; export type IOIQualifier = (typeof IOIQualifier)[keyof typeof IOIQualifier];