fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
68 lines (67 loc) • 3.17 kB
TypeScript
/**
* Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
* - Tag: 40
* - FIX Specification type: char
* - Mapped type: string
* @readonly
* @public
*/
export declare const OrdType: Readonly<{
/** Market */
readonly Market: "1";
/** Limit */
readonly Limit: "2";
/** Stop/Stop Loss.
A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. */
readonly Stop: "3";
/** Stop Limit.
A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. */
readonly StopLimit: "4";
/** Market On Close (No longer used) */
readonly MarketOnClose: "5";
/** With Or Without */
readonly WithOrWithout: "6";
/** Limit Or Better */
readonly LimitOrBetter: "7";
/** Limit With Or Without */
readonly LimitWithOrWithout: "8";
/** On Basis */
readonly OnBasis: "9";
/** On Close (No longer used) */
readonly OnClose: "A";
/** Limit On Close (No longer used) */
readonly LimitOnClose: "B";
/** Forex Market (No longer used) */
readonly ForexMarket: "C";
/** Previously Quoted */
readonly PreviouslyQuoted: "D";
/** Previously Indicated */
readonly PreviouslyIndicated: "E";
/** Forex Limit (No longer used) */
readonly ForexLimit: "F";
/** Forex Swap */
readonly ForexSwap: "G";
/** Forex Previously Quoted (No longer used) */
readonly ForexPreviouslyQuoted: "H";
/** Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) */
readonly Funari: "I";
/** Market If Touched (MIT) */
readonly MarketIfTouched: "J";
/** Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) */
readonly MarketWithLeftOverAsLimit: "K";
/** Previous Fund Valuation Point (Historic pricing; for CIV) */
readonly PreviousFundValuationPoint: "L";
/** Next Fund Valuation Point (Forward pricing; for CIV) */
readonly NextFundValuationPoint: "M";
/** Pegged */
readonly Pegged: "P";
/** Counter-order selection */
readonly CounterOrderSelection: "Q";
/** Stop on Bid or Offer
A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). */
readonly StopOnBidOrOffer: "R";
/** Stop Limit on Bid or Offer
A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). */
readonly StopLimitOnBidOrOffer: "S";
}>;
export type OrdType = (typeof OrdType)[keyof typeof OrdType];