fixparser/types/fieldtypes/MDStatisticRatioType.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * Ratios between various entities.
 * - Tag: 2472
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const MDStatisticRatioType: Readonly<{
    /** Buyers to sellers */
    readonly BuyersToSellers: 1;
    /** Upticks to downticks
        Can also be used with a scope of multiple instruments representing an index. */
    readonly UpticksToDownticks: 2;
    /** Market maker to non-market maker
        Use to identify share of market making activity. */
    readonly MarketMakerToNonMarketMaker: 3;
    /** Automated to non-automated
        Use to identify ratio of orders and quotes resulting from automated trading. */
    readonly AutomatedToNonAutomated: 4;
    /** Orders to trades
        Use with scope of trades. */
    readonly OrdersToTrades: 5;
    /** Quotes to trades
        Use with scope of trades. */
    readonly QuotesToTrades: 6;
    /** Orders and quotes to trades
        Use with scope of trades. */
    readonly OrdersAndQuotesToTrades: 7;
    /** Failed to total traded value
        Total value of failed trades over total traded value. */
    readonly FailedToTotalTradedValue: 8;
    /** Benefits to total traded value
        Total value of all benefits over total traded value. */
    readonly BenefitsToTotalTradedValue: 9;
    /** Fees to total traded value
        Total value of all fees excluding rebates over total traded value. */
    readonly FeesToTotalTradedValue: 10;
    /** Trade volume to total traded volume
        Total value of failed trades over total traded value. */
    readonly TradeVolumeToTotalTradedVolume: 11;
    /** Orders to total number of orders
        Orders pertaining to a type over total number of orders. */
    readonly OrdersToTotalNumberOrders: 12;
}>;
export type MDStatisticRatioType = (typeof MDStatisticRatioType)[keyof typeof MDStatisticRatioType];