fixparser 9.1.7-2755ef1b → 9.1.7-28edb130

package/types/fieldtypes/ValuationMethod.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Specifies the type of valuation method applied.
+ * - Tag: 1197
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const ValuationMethod: Readonly<{
+    /** premium style */
+    readonly PremiumStyle: 'EQTY';
+    /** futures style mark-to-market */
+    readonly FuturesStyleMarkToMarket: 'FUT';
+    /** futures style with an attached cash adjustment */
+    readonly FuturesStyleWithAnAttachedCashAdjustment: 'FUTDA';
+    /** CDS style collateralization of market to market and coupon */
+    readonly CDSStyleCollateralization: 'CDS';
+    /** CDS in delivery - use recovery rate to calculate obligation */
+    readonly CDSInDeliveryUseRecoveryRateToCalculate: 'CDSD';
+}>;
+export type ValuationMethod = (typeof ValuationMethod)[keyof typeof ValuationMethod];

package/types/fieldtypes/ValueCheckAction.d.ts

@@ -0,0 +1,14 @@
+/**
+ * Action to be taken for the ValueCheckType(1869).
+ * - Tag: 1870
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ValueCheckAction: Readonly<{
+    readonly DoNotCheck: 0;
+    readonly Check: 1;
+    readonly BestEffort: 2;
+}>;
+export type ValueCheckAction = (typeof ValueCheckAction)[keyof typeof ValueCheckAction];

package/types/fieldtypes/ValueCheckType.d.ts

@@ -0,0 +1,14 @@
+/**
+ * Type of value to be checked.
+ * - Tag: 1869
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const ValueCheckType: Readonly<{
+    readonly PriceCheck: 1;
+    readonly NotionalValueCheck: 2;
+    readonly QuantityCheck: 3;
+}>;
+export type ValueCheckType = (typeof ValueCheckType)[keyof typeof ValueCheckType];

package/types/fieldtypes/VenueType.d.ts

@@ -0,0 +1,32 @@
+/**
+ * Identifies the type of venue where a trade was executed.
+ * - Tag: 1430
+ * - FIX Specification type: char
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const VenueType: Readonly<{
+    /** Electronic exchange */
+    readonly Electronic: 'E';
+    /** Pit */
+    readonly Pit: 'P';
+    /** Ex-pit */
+    readonly ExPit: 'X';
+    /** Clearinghouse */
+    readonly ClearingHouse: 'C';
+    readonly RegisteredMarket: 'R';
+    readonly OffMarket: 'O';
+    /** Central limit order book */
+    readonly CentralLimitOrderBook: 'B';
+    /** Quote driven market */
+    readonly QuoteDrivenMarket: 'Q';
+    /** Dark order book */
+    readonly DarkOrderBook: 'D';
+    readonly AuctionDrivenMarket: 'A';
+    readonly QuoteNegotiation: 'N';
+    readonly VoiceNegotiation: 'V';
+    readonly HybridMarket: 'H';
+    readonly OtherMarket: 'z';
+}>;
+export type VenueType = (typeof VenueType)[keyof typeof VenueType];

package/types/fieldtypes/VerificationMethod.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indication of how a trade was verified.
+ * - Tag: 1931
+ * - FIX Specification type: int
+ * - Mapped type: number
+ * @readonly
+ * @public
+ */
+export declare const VerificationMethod: Readonly<{
+    /** Non-electronic */
+    readonly NonElectronic: 0;
+    /** Electronic */
+    readonly Electronic: 1;
+}>;
+export type VerificationMethod = (typeof VerificationMethod)[keyof typeof VerificationMethod];

package/types/fieldtypes/WorkingIndicator.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.
+ * - Tag: 636
+ * - FIX Specification type: Boolean
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const WorkingIndicator: Readonly<{
+    /** Order has been accepted but not yet in a working state */
+    readonly NotWorking: 'N';
+    /** Order is currently being worked */
+    readonly Working: 'Y';
+}>;
+export type WorkingIndicator = (typeof WorkingIndicator)[keyof typeof WorkingIndicator];

package/types/fieldtypes/YieldType.d.ts

@@ -0,0 +1,79 @@
+/**
+ * Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
+ * - Tag: 235
+ * - FIX Specification type: String
+ * - Mapped type: string
+ * @readonly
+ * @public
+ */
+export declare const YieldType: Readonly<{
+    /** After Tax Yield (Municipals) */
+    readonly AfterTaxYield: 'AFTERTAX';
+    /** Annual Yield */
+    readonly AnnualYield: 'ANNUAL';
+    /** Yield At Issue (Municipals) */
+    readonly YieldAtIssue: 'ATISSUE';
+    /** Yield To Avg Maturity */
+    readonly YieldToAverageMaturity: 'AVGMATURITY';
+    /** Book Yield */
+    readonly BookYield: 'BOOK';
+    /** Yield to Next Call */
+    readonly YieldToNextCall: 'CALL';
+    /** Yield Change Since Close */
+    readonly YieldChangeSinceClose: 'CHANGE';
+    /** Closing Yield */
+    readonly ClosingYield: 'CLOSE';
+    /** Compound Yield */
+    readonly CompoundYield: 'COMPOUND';
+    /** Current Yield */
+    readonly CurrentYield: 'CURRENT';
+    /** Gvnt Equivalent Yield */
+    readonly GvntEquivalentYield: 'GOVTEQUIV';
+    /** True Gross Yield */
+    readonly TrueGrossYield: 'GROSS';
+    /** Yield with Inflation Assumption */
+    readonly YieldWithInflationAssumption: 'INFLATION';
+    /** Inverse Floater Bond Yield */
+    readonly InverseFloaterBondYield: 'INVERSEFLOATER';
+    /** Most Recent Closing Yield */
+    readonly MostRecentClosingYield: 'LASTCLOSE';
+    /** Closing Yield Most Recent Month */
+    readonly ClosingYieldMostRecentMonth: 'LASTMONTH';
+    /** Closing Yield Most Recent Quarter */
+    readonly ClosingYieldMostRecentQuarter: 'LASTQUARTER';
+    /** Closing Yield Most Recent Year */
+    readonly ClosingYieldMostRecentYear: 'LASTYEAR';
+    /** Yield to Longest Average Life */
+    readonly YieldToLongestAverageLife: 'LONGAVGLIFE';
+    /** Mark to Market Yield */
+    readonly MarkToMarketYield: 'MARK';
+    /** Yield to Maturity */
+    readonly YieldToMaturity: 'MATURITY';
+    /** Yield to Next Refund (Sinking Fund Bonds) */
+    readonly YieldToNextRefund: 'NEXTREFUND';
+    /** Open Average Yield */
+    readonly OpenAverageYield: 'OPENAVG';
+    /** Previous Close Yield */
+    readonly PreviousCloseYield: 'PREVCLOSE';
+    /** Proceeds Yield */
+    readonly ProceedsYield: 'PROCEEDS';
+    /** Yield to Next Put */
+    readonly YieldToNextPut: 'PUT';
+    /** Semi-annual Yield */
+    readonly SemiAnnualYield: 'SEMIANNUAL';
+    /** Yield to Shortest Average Life */
+    readonly YieldToShortestAverageLife: 'SHORTAVGLIFE';
+    /** Simple Yield */
+    readonly SimpleYield: 'SIMPLE';
+    /** Tax Equivalent Yield */
+    readonly TaxEquivalentYield: 'TAXEQUIV';
+    /** Yield to Tender Date */
+    readonly YieldToTenderDate: 'TENDER';
+    /** True Yield */
+    readonly TrueYield: 'TRUE';
+    /** Yield Value Of 1/32 */
+    readonly YieldValueOf32nds: 'VALUE1_32';
+    /** Yield To Worst */
+    readonly YieldToWorst: 'WORST';
+}>;
+export type YieldType = (typeof YieldType)[keyof typeof YieldType];