fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
72 lines (71 loc) • 3.84 kB
TypeScript
/**
* The point in the matching process at which this trade was matched.
* - Tag: 574
* - FIX Specification type: String
* - Mapped type: string
* @readonly
* @public
*/
export declare const MatchType: Readonly<{
/** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) */
readonly ExactMatchPlus4BadgesExecTime: "A1";
/** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges */
readonly ExactMatchPlus4Badges: "A2";
/** ACT Accepted Trade */
readonly ACTAcceptedTrade: "M3";
/** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) */
readonly ExactMatchPlus2BadgesExecTime: "A3";
/** ACT Default Trade */
readonly ACTDefaultTrade: "M4";
/** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges */
readonly ExactMatchPlus2Badges: "A4";
/** ACT Default After M2 */
readonly ACTDefaultAfterM2: "M5";
/** Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) */
readonly ExactMatchPlusExecTime: "A5";
/** ACT M6 Match */
readonly ACTM6Match: "M6";
/** Compared records resulting from stamped advisories or specialist accepts/pair-offs */
readonly StampedAdvisoriesOrSpecialistAccepts: "AQ";
/** Summarized match using A1 exact match criteria except quantity is summaried */
readonly A1ExactMatchSummarizedQuantity: "S1";
/** Summarized match using A2 exact match criteria except quantity is summarized */
readonly A2ExactMatchSummarizedQuantity: "S2";
/** Summarized match using A3 exact match criteria except quantity is summarized */
readonly A3ExactMatchSummarizedQuantity: "S3";
/** Summarized match using A4 exact match criteria except quantity is summarized */
readonly A4ExactMatchSummarizedQuantity: "S4";
/** Summarized match using A5 exact match criteria except quantity is summarized */
readonly A5ExactMatchSummarizedQuantity: "S5";
/** Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match */
readonly ExactMatchMinusBadgesTimes: "M1";
/** Summarized match minus badges and times: ACT M2 Match */
readonly SummarizedMatchMinusBadgesTimes: "M2";
/** OCS Locked In: Non-ACT */
readonly OCSLockedIn: "MT";
/** One-Party Trade Report (privately negotiated trade) */
readonly OnePartyTradeReport: "1";
/** Two-Party Trade Report (privately negotiated trade) */
readonly TwoPartyTradeReport: "2";
/** Confirmed Trade Report (reporting from recognized markets) */
readonly ConfirmedTradeReport: "3";
/** Auto-match */
readonly AutoMatch: "4";
/** Cross Auction */
readonly CrossAuction: "5";
/** Counter-Order Selection */
readonly CounterOrderSelection: "6";
/** Call Auction */
readonly CallAuction: "7";
/** Issuing/Buy Back Auction */
readonly Issuing: "8";
/** Systematic Internaliser (SI) */
readonly SystematicInternaliser: "9";
/** Auto-match with last look
Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. */
readonly AutoMatchLastLook: "10";
/** Cross auction with last look
Execution that arises from a match against orders or quotes which require a confirmation during an auction. */
readonly CrossAuctionLastLook: "11";
}>;
export type MatchType = (typeof MatchType)[keyof typeof MatchType];