fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
97 lines (96 loc) • 2.89 kB
TypeScript
/**
* Entities used as basis for the statistics.
* - Tag: 2457
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const MDStatisticScope: Readonly<{
/** Bid prices */
readonly BidPrices: 1;
/** Offer prices */
readonly OfferPrices: 2;
/** Bid depth */
readonly BidDepth: 3;
/** Offer depth */
readonly OfferDepth: 4;
/** Orders */
readonly Orders: 5;
/** Quotes */
readonly Quotes: 6;
/** Orders and Quotes */
readonly OrdersAndQuotes: 7;
/** Trades */
readonly Trades: 8;
/** Trade prices */
readonly TradePrices: 9;
/** Auction prices */
readonly AuctionPrices: 10;
/** Opening prices */
readonly OpeningPrices: 11;
/** Closing prices */
readonly ClosingPrices: 12;
/** Settlement prices */
readonly SettlementPrices: 13;
/** Underlying prices */
readonly UnderlyingPrices: 14;
/** Open interest */
readonly OpenInterest: 15;
/** Index values */
readonly IndexValues: 16;
/** Margin rates */
readonly MarginRates: 17;
/** Outages
System halt due to a technical malfunction or failure. */
readonly Outages: 18;
/** Scheduled auctions */
readonly ScheduledAuctions: 19;
/** Reference prices */
readonly ReferencePrices: 20;
/** Trade value
Trade size multiplied by price. */
readonly TradeValue: 21;
/** Market data fee items
Fees related to market data access. */
readonly MarketDataFeeItems: 22;
/** Rebates
Rebate items offered to the client. */
readonly Rebates: 23;
/** Discounts
Discounts offered to the client. */
readonly Discounts: 24;
/** Payments
Other benefits offered to the client. */
readonly Payments: 25;
/** Taxes
Taxes incurred. */
readonly Taxes: 26;
/** Levies
Levies incurred. */
readonly Levies: 27;
/** Benefits
Benefits offered to the client. */
readonly Benefits: 28;
/** Fees */
readonly Fees: 29;
/** Orders and RFQs (Request for quotes) */
readonly OrdersRFQs: 30;
/** Market makers */
readonly MarketMakers: 31;
/** Trading interruptions
Disruption in trading due to an automatic or manual decision. */
readonly TradingInterruptions: 32;
/** Trading suspensions
An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority. */
readonly TradingSuspensions: 33;
/** No quotes
Period of no quotes received. */
readonly NoQuotes: 34;
/** Request for quotes */
readonly RequestForQuotes: 35;
/** Trade volume
Quantity traded. */
readonly TradeVolume: 36;
}>;
export type MDStatisticScope = (typeof MDStatisticScope)[keyof typeof MDStatisticScope];