fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
38 lines (37 loc) • 1.35 kB
TypeScript
/**
* Calculation method used to determine settlement price.
* - Tag: 2451
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const SettlPriceDeterminationMethod: Readonly<{
/** Unknown */
readonly Unknown: 0;
/** Last trade price */
readonly LastTradePrice: 1;
/** Last bid price */
readonly LastBidPrice: 2;
/** Last offer price */
readonly LastOfferPrice: 3;
/** Mid price
The price at the mid-point between last bid and last offer price. */
readonly MidPrice: 4;
/** Average last trade price
The average price across a bi-laterally agreed number of trades, e.g. last five trades. */
readonly AverageLastTradePrice: 5;
/** Average last trade period
Average price across bi-laterally agreed time period, e.g. last minute of trading. */
readonly AverageLastTradePeriod: 6;
/** Underlying price
Based on price of underlying instrument. */
readonly UnderlyingPrice: 7;
/** Calculated price
Other calculation method, e.g. theoretical price. */
readonly CalculatedPrice: 8;
/** Manual price
Manually entered price. */
readonly ManualPrice: 9;
}>;
export type SettlPriceDeterminationMethod = (typeof SettlPriceDeterminationMethod)[keyof typeof SettlPriceDeterminationMethod];