fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
34 lines (33 loc) • 2.22 kB
TypeScript
/**
* Specifies the type of trade identifier provided in RegulatoryTradeID(1903).
Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different RegulatoryTradeIDType(1906) values using multiple instances of the repeating group as needed for regulatory reporting.
* - Tag: 1906
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const RegulatoryTradeIDType: Readonly<{
/** Current
The default if not specified. */
readonly Current: 0;
/** Previous
The previous trade's identifier when reporting a cleared trade or novation of a previous trade. */
readonly Previous: 1;
/** Block
The block trade's identifier when reporting an allocated subtrade. */
readonly Block: 2;
/** Related
The related trade identifier when reporting a mixed swap. */
readonly Related: 3;
/** Cleared block trade
Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. */
readonly ClearedBlockTrade: 4;
/** Trading venue transaction identifier
Assigned by the trading venue to a transaction. In the context of ESMA RTS 22 and RTS 24, this is an unique transaction identification "number generated by trading venues and disseminated to both the buying and selling parties in accordance with Article 12 of [RTS 24 on the maintenance of relevant data relating to orders in financial instruments under Article 25 of Regulation 600/2014 EU]." (quoted text from RTS 22). "Uniqueness" may be defined per relevant regulations. */
readonly TradingVenueTransactionIdentifier: 5;
/** Report tracking number
In the context of EMIR Refit this is a "unique code assigned to the execution of an order and common for a group of reports related to the same execution" (see Q28 in https://www.esma.europa.eu/sites/default/files/library/esma74-362-2281_final_report_guidelines_emir_refit.pdf). Also referred to as the RTN. */
readonly ReportTrackingNumber: 6;
}>;
export type RegulatoryTradeIDType = (typeof RegulatoryTradeIDType)[keyof typeof RegulatoryTradeIDType];