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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

fixparser.dev

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/** * Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility * - Tag: 625 * - FIX Specification type: String * - Mapped type: string * @readonly * @public */ export declare const TradingSessionSubID: Readonly<{ /** Pre-Trading */ readonly PreTrading: "1"; /** Opening or opening auction */ readonly OpeningOrOpeningAuction: "2"; /** (Continuous) Trading */ readonly Continuous: "3"; /** Closing or closing auction */ readonly ClosingOrClosingAuction: "4"; /** Post-Trading */ readonly PostTrading: "5"; /** Scheduled intraday auction */ readonly ScheduledIntradayAuction: "6"; /** Quiescent */ readonly Quiescent: "7"; /** Any auction */ readonly AnyAuction: "8"; /** Unscheduled intraday auction An unscheduled intraday auction might be triggered by a circuit breaker. */ readonly UnscheduledIntradayAuction: "9"; /** Out of main session trading In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. */ readonly OutOfMainSessionTrading: "10"; /** Private auction An auction phase where only two parties participate. */ readonly PrivateAuction: "11"; /** Public auction An auction phase where all trading parties participate. */ readonly PublicAuction: "12"; /** Group auction An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). */ readonly GroupAuction: "13"; /** Order initiated auction Auction automatically triggered by an order, e.g. an incoming order or a resting order that can be matched based on an incoming order. Use 9="Unscheduled intraday auction" for any other auctions that are not scheduled. In the context of Market Model Topology, this can be used for an on demand auction (a.k.a. frequent batched auction). */ readonly OrderInitiatedAuction: "14"; }>; export type TradingSessionSubID = (typeof TradingSessionSubID)[keyof typeof TradingSessionSubID];