fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
31 lines (30 loc) • 1.01 kB
TypeScript
/**
* Defines the type of peg.
* - Tag: 1094
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const PegPriceType: Readonly<{
/** Last peg (last sale) */
readonly LastPeg: 1;
/** Mid-price peg (midprice of inside quote) */
readonly MidPricePeg: 2;
/** Opening peg */
readonly OpeningPeg: 3;
/** Market peg */
readonly MarketPeg: 4;
/** Primary peg (primary market - buy at bid or sell at offer) */
readonly PrimaryPeg: 5;
/** Peg to VWAP */
readonly PegToVWAP: 7;
/** Trailing Stop Peg */
readonly TrailingStopPeg: 8;
/** Peg to Limit Price */
readonly PegToLimitPrice: 9;
/** Short sale minimum price Peg
Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). */
readonly ShortSaleMinPricePeg: 10;
}>;
export type PegPriceType = (typeof PegPriceType)[keyof typeof PegPriceType];