fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
37 lines (36 loc) • 2.32 kB
TypeScript
/**
* Used between parties to convey trade reporting status.
In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.
The term “authorised reporter” represents the appropriate reporting firm under applicable regulation. In the context of ESMA reporting, this is the "Systematic Internaliser". In the context of FCA reporting, this is the "Designated Reporter".
* - Tag: 2524
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const TradeReportingIndicator: Readonly<{
/** Trade has not (yet) been reported
Depending on the regulatory regime the trade is reportable and the recipient may be responsible for reporting. */
readonly NotReported: 0;
/** Trade has been or will be reported by a trading venue as an "on-book" trade */
readonly OnBook: 1;
/** Trade has or will be reported as a seller trade by the authorised reporter */
readonly SISeller: 2;
/** Trade has or will be reported as a buyer trade by the authorised reporter */
readonly SIBuyer: 3;
/** Trade has or will be reported as a seller trade by an entity other than the authorised reporter */
readonly NonSISeller: 4;
/** Trade has been or will be reported under a sub-delegation arrangement by an investment firm to a reporting facility (e.g. APA) on behalf of another investment firm */
readonly SubDelegationByFirm: 5;
/** Trade has been or will be reported
Depending on the regulatory regime the recipient is not responsible for reporting. */
readonly Reportable: 6;
/** Trade has been or will be reported as a buyer trade by an entity other than the authorised reporter */
readonly NonSIBuyer: 7;
/** Trade has been or will be reported by a trading venue as an "off-book" trade */
readonly OffBook: 8;
/** Trade is not reportable
The (non-equity) instrument does not need to be reported by any party, e.g. because it is not deemed to have been traded on a trading venue. */
readonly NotReportable: 9;
}>;
export type TradeReportingIndicator = (typeof TradeReportingIndicator)[keyof typeof TradeReportingIndicator];