
com.paritytrading.philadelphia.iex.IEXEnumerations Maven / Gradle / Ivy
The newest version!
package com.paritytrading.philadelphia.iex;
/**
* Enumerations for IEX FIX 2.3.
*
* See Section 1.2.1 of the specification.
*/
public class IEXEnumerations {
/**
* Values for ExecInst(18).
*/
public static class IEXExecInstValues {
public static final char MidpointPeg = 'M';
public static final char PrimaryPeg = 'R';
public static final char DiscretionaryPeg = 'd';
public static final char ISO = 'f';
public static final char IEXOnly = 'i';
public static final char SweepPostPlus = 'r';
public static final char RouterPlus = 's';
public static final char SweepPost = 't';
public static final char Router = 'u';
public static final char RouteToRestAway = 'v';
private IEXExecInstValues() {
}
}
/**
* Values for TimeInForce(59).
*/
public static class IEXTimeInForceValues {
public static final char Day = '0';
public static final char IOC = '3';
public static final char FOK = '4';
public static final char GoodTilExtendedDay = '5';
public static final char GoodTilTime = '6';
public static final char SystemHours = 'M';
private IEXTimeInForceValues() {
}
}
/**
* Values for LastLiquidityInd(851).
*/
public static class IEXLastLiquidityIndValues {
public static final int AddedLiquidity = 1;
public static final int RemovedLiquidity = 2;
public static final int Routed = 3;
public static final int RemovedLiquidityOnRecheck = 9;
private IEXLastLiquidityIndValues() {
}
}
/**
* Values for MinQtyInstruction(9500).
*/
public static class IEXMinQtyInstructionValues {
public static final char Composite = 'C';
public static final char MinimumExecutionSizeWithCancelRemaining = 'M';
public static final char MinimumExecutionSizeWithAONRemaining = 'A';
private IEXMinQtyInstructionValues() {
}
}
/**
* Values for TradeLiquidityIndicator(9730).
*/
public static class IEXTradeLiquidityIndicatorValues {
public static final String TradeWithSelfMatchWithoutDisplayedLiquidity = "S";
public static final String TradeWithSelfMatchWithDisplayedLiquidity = "SL";
public static final String TradeWithoutSelfMatchWithDisplayedLiquidity = "L";
public static final String TradeWithoutSelfMatchWithoutDisplayedLiquidity = "I";
private IEXTradeLiquidityIndicatorValues() {
}
}
private IEXEnumerations() {
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy