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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

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/** * Type of regulatory report. * - Tag: 1934 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const RegulatoryReportType: Readonly<{ /** Real-time (RT) Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. */ readonly RT: 0; /** Primary economic terms (PET) Report to regulators of the full terms of a regulated transaction included in the legal confirmation. */ readonly PET: 1; /** Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. */ readonly Snapshot: 2; /** Confirmation Report from a clearing organization of a cleared regulated transaction. */ readonly Confirmation: 3; /** Combination of RT and PET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. */ readonly RTPET: 4; /** Combination of PET and confirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. */ readonly PETConfirmation: 5; /** Combination of RT, PET and confirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. */ readonly RTPETConfirmation: 6; /** Post-trade valuation Periodic report of the ongoing mark-to-market value of a regulated transaction. */ readonly PostTrade: 7; /** Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. */ readonly Verification: 8; /** Post-trade event Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. */ readonly PstTrdEvnt: 9; /** Post trade event RT reportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). */ readonly PstTrdEvntRTReportable: 10; /** Limited Details Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". */ readonly LMTF: 11; /** Daily Aggregated Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". */ readonly DATF: 12; /** Volume Omission Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". */ readonly VOLO: 13; /** Four Weeks Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". */ readonly FWAF: 14; /** Indefinite Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". */ readonly IDAF: 15; /** Volume Omission Trade Eligible for Subsequent Aggregated Enrichment Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". */ readonly VOLW: 16; /** Full Details Trade of "Limited Details Trade" Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". */ readonly FULF: 17; /** Full Details of "Daily Aggregated Trade" Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". */ readonly FULA: 18; /** Full Details of "Volume Omission Trade" Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". */ readonly FULV: 19; /** Full Details of "Four Weeks Aggregation Trade" Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". */ readonly FULJ: 20; /** Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". */ readonly COAF: 21; /** Order Report for order handling events to enter, change or delete orders. In the context of US CAT this is used for the event types MENO, MEOM, MEOJ, and MEOC. */ readonly Order: 22; /** Child order Report for child order handling events to enter, change or delete child orders. Child orders are created when a (parent) order is split into multiple (child) orders. In the context of US CAT this is used for the event types MECO, MECOM, and MECOC. */ readonly ChildOrder: 23; /** Order route Reported when an order is routed between market participants and/or execution venues such as an exchange. In the context of US CAT this is used for the event types MEOR, MEOA and MEIR. */ readonly OrderRoute: 24; /** Trade Report for trade handling events to enter, change or delete trades. In the context of US CAT this is used for the event types MEOT, MEOF and MEFA. */ readonly Trade: 25; /** Quote Report for quote handling events to enter, change or delete quotes. In the context of US CAT this is used for the event types MENQ, MEQR, and MEQC. */ readonly Quote: 26; /** Supplement Reported when an order, quote or trade report is split across multiple messages. The recipient must be able to create the full report by combining the initial and supplement reports. In the context of US CAT this is used for the event types MENOS, MEOMS and MEOTS. */ readonly Supplement: 27; /** New transaction In the context of EU SFTR reporting this corresponds to "action type" "NEWT". */ readonly NewTransaction: 28; /** Transaction correction In the context of EU SFTR reporting this corresponds to "action type" "CORR". */ readonly TransactionCorrection: 29; /** Transaction modification In the context of EU SFTR reporting this corresponds to "action type" "MODI". */ readonly TransactionModification: 30; /** Collateral update In the context of EU SFTR reporting this corresponds to "action type" "COLU" if CollStatus(910)=3 (Assigned (Accepted)), or "REUU" if CollStatus(910)=5 (Reused). */ readonly CollateralUpdate: 31; /** Margin update In the context of EU SFTR reporting this corresponds to "action type" "MARU". */ readonly MarginUpdate: 32; /** Transaction reported in error In the context of EU SFTR reporting this corresponds to "action type" "EROR". */ readonly TransactionReportedInError: 33; /** Termination / Early termination In the context of EU SFTR reporting this corresponds to "action type" "ETRM". */ readonly TerminationEarlyTermination: 34; }>; export type RegulatoryReportType = (typeof RegulatoryReportType)[keyof typeof RegulatoryReportType];