fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
201 lines (200 loc) • 6.69 kB
TypeScript
/**
* Type of market data entry.
* - Tag: 277
* - FIX Specification type: MultipleStringValue
* - Mapped type: string
* @readonly
* @public
*/
export declare const TradeCondition: Readonly<{
/** Cash (only) Market */
readonly Cash: "A";
/** Average Price Trade */
readonly AveragePriceTrade: "B";
/** Cash Trade (same day clearing) */
readonly CashTrade: "C";
/** Next Day (only)Market */
readonly NextDay: "D";
/** Opening/Reopening Trade Detail */
readonly Opening: "E";
/** Intraday Trade Detail */
readonly IntradayTradeDetail: "F";
/** Rule 127 Trade (NYSE) */
readonly Rule127Trade: "G";
/** Rule 155 Trade (AMEX) */
readonly Rule155Trade: "H";
/** Sold Last (late reporting) */
readonly SoldLast: "I";
/** Next Day Trade (next day clearing) */
readonly NextDayTrade: "J";
/** Opened (late report of opened trade) */
readonly Opened: "K";
/** Seller */
readonly Seller: "L";
/** Sold (out of sequence) */
readonly Sold: "M";
/** Stopped Stock (guarantee of price but does not execute the order) */
readonly StoppedStock: "N";
/** Imbalance More Buyers (cannot be used in combination with Q) */
readonly ImbalanceMoreBuyers: "P";
/** Imbalance More Sellers (cannot be used in combination with P) */
readonly ImbalanceMoreSellers: "Q";
/** Opening Price */
readonly OpeningPrice: "R";
/** Bargain Condition (LSE) */
readonly BargainCondition: "S";
/** Converted Price Indicator */
readonly ConvertedPriceIndicator: "T";
/** Exchange Last */
readonly ExchangeLast: "U";
/** Final Price of Session */
readonly FinalPriceOfSession: "V";
/** Ex-pit */
readonly ExPit: "W";
/** Crossed */
readonly Crossed: "X";
/** Trades resulting from manual/slow quote */
readonly TradesResultingFromManual: "Y";
/** Trades resulting from intermarket sweep */
readonly TradesResultingFromIntermarketSweep: "Z";
/** Volume Only */
readonly VolumeOnly: "a";
/** Direct Plus */
readonly DirectPlus: "b";
/** Acquisition */
readonly Acquisition: "c";
/** Bunched */
readonly Bunched: "d";
/** Distribution */
readonly Distribution: "e";
/** Bunched Sale */
readonly BunchedSale: "f";
/** Split Trade */
readonly SplitTrade: "g";
/** Cancel Stopped */
readonly CancelStopped: "h";
/** Cancel ETH */
readonly CancelETH: "i";
/** Cancel Stopped ETH */
readonly CancelStoppedETH: "j";
/** Out of Sequence ETH */
readonly OutOfSequenceETH: "k";
/** Cancel Last ETH */
readonly CancelLastETH: "l";
/** Sold Last Sale ETH */
readonly SoldLastSaleETH: "m";
/** Cancel Last */
readonly CancelLast: "n";
/** Sold Last Sale */
readonly SoldLastSale: "o";
/** Cancel Open */
readonly CancelOpen: "p";
/** Cancel Open ETH */
readonly CancelOpenETH: "q";
/** Opened Sale ETH */
readonly OpenedSaleETH: "r";
/** Cancel Only */
readonly CancelOnly: "s";
/** Cancel Only ETH */
readonly CancelOnlyETH: "t";
/** Late Open ETH */
readonly LateOpenETH: "u";
/** Auto Execution ETH */
readonly AutoExecutionETH: "v";
/** Reopen */
readonly Reopen: "w";
/** Reopen ETH */
readonly ReopenETH: "x";
/** Adjusted */
readonly Adjusted: "y";
/** Adjusted ETH */
readonly AdjustedETH: "z";
/** Spread */
readonly Spread: "AA";
/** Spread ETH */
readonly SpreadETH: "AB";
/** Straddle */
readonly Straddle: "AC";
/** Straddle ETH */
readonly StraddleETH: "AD";
/** Stopped */
readonly Stopped: "AE";
/** Stopped ETH */
readonly StoppedETH: "AF";
/** Regular ETH */
readonly RegularETH: "AG";
/** Combo */
readonly Combo: "AH";
/** Combo ETH */
readonly ComboETH: "AI";
/** Official Closing Price */
readonly OfficialClosingPrice: "AJ";
/** Prior Reference Price */
readonly PriorReferencePrice: "AK";
/** Stopped Sold Last */
readonly StoppedSoldLast: "AL";
/** Stopped Out of Sequence */
readonly StoppedOutOfSequence: "AM";
/** Official Closing Price (duplicate enumeration - use 'AJ' instead) */
readonly OfficialClosingPriceDup: "AN";
/** Crossed (duplicate enumeration - use 'X' instead) */
readonly CrossedOld: "AO";
/** Fast Market */
readonly FastMarket: "AP";
/** Automatic Execution */
readonly AutomaticExecution: "AQ";
/** Form T */
readonly FormT: "AR";
/** Basket Index */
readonly BasketIndex: "AS";
/** Burst Basket */
readonly BurstBasket: "AT";
/** Trade through exempt
Trade ignored prices on away markets. */
readonly TradeThroughExempt: "AU";
/** Quote spread */
readonly QuoteSpread: "AV";
/** Last auction price
Trade represents outcome of last auction */
readonly LastAuctionPrice: "AW";
/** High price
Trade establishes new high price for the session */
readonly HighPrice: "AX";
/** Low price
Trade establishes new low price for the session */
readonly LowPrice: "AY";
/** Systematic Internaliser (SI)
Trade conducted by Systematic Internaliser (SI). */
readonly SystematicInternaliser: "AZ";
/** Away market
Trade conducted on away market */
readonly AwayMarket: "BA";
/** Mid-point price
Trade represents current midpoint price */
readonly MidpointPrice: "BB";
/** Traded before issue date
Trade conducted during subscription phase of new issue */
readonly TradedBeforeIssueDate: "BC";
/** Previous closing price
Trade represents closing price of previous business day */
readonly PreviousClosingPrice: "BD";
/** National Best Bid and Offer
Trade price within National Best Bid and Offer (NBBO) */
readonly NationalBestBidOffer: "BE";
/** Cancel */
readonly Cancel: "0";
/** Implied Trade */
readonly ImpliedTrade: "1";
/** Marketplace entered trade */
readonly MarketplaceEnteredTrade: "2";
/** Multi-asset class multileg trade */
readonly MultiAssetClassMultilegTrade: "3";
/** Multileg-to-Multileg Trade */
readonly MultilegToMultilegTrade: "4";
/** Short Sale Minimum Price */
readonly ShortSaleMinPrice: "5";
/** Benchmark
Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. */
readonly Benchmark: "6";
}>;
export type TradeCondition = (typeof TradeCondition)[keyof typeof TradeCondition];