fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
24 lines (23 loc) • 1.19 kB
TypeScript
/**
* Source of NBBO information.
* - Tag: 2834
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const NBBOSource: Readonly<{
/** Not applicable
Default if not specified. NBBO information is not applicable. NBBOEntryType(2831), NBBOPrice(2832), and NBBOQty(2833) must be omitted. */
readonly NotApplicable: 0;
/** Direct
Information is retrieved directly from an exchange or other electronic execution venue. There may be a performance advantage compared to retrieving the information from a source consolidating multiple feeds. */
readonly Direct: 1;
/** Securities Information Processor
The Securities Information Processor (SIP) links the U.S. markets by processing and consolidating all protected bid/ask quotes and trades from every trading venue into a single, easily consumed data feed. */
readonly SIP: 2;
/** Hybrid
A combination of two or more data feeds is used as NBBO source. In the context of US CAT this is used for a combination of direct and SIP feeds. */
readonly Hybrid: 3;
}>;
export type NBBOSource = (typeof NBBOSource)[keyof typeof NBBOSource];