jspurefix
Version:
pure node js fix engine
89 lines (88 loc) • 2.46 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IStandardTrailer } from './set/standard_trailer';
export interface IAllocation {
StandardHeader: IStandardHeader;
AllocID: string;
AllocTransType: string;
RefAllocID?: string;
AllocLinkID?: string;
AllocLinkType?: number;
NoOrders?: number;
ClOrdID?: string;
OrderID?: string;
SecondaryOrderID?: string;
ListID?: string;
WaveNo?: string;
NoExecs?: number;
LastShares?: number;
ExecID?: string;
LastPx?: number;
LastCapacity?: string;
Side: string;
Symbol: string;
SymbolSfx?: string;
SecurityID?: string;
IDSource?: string;
SecurityType?: string;
MaturityMonthYear?: string;
MaturityDay?: string;
PutOrCall?: number;
StrikePrice?: number;
OptAttribute?: string;
ContractMultiplier?: number;
CouponRate?: number;
SecurityExchange?: string;
Issuer?: string;
EncodedIssuerLen?: number;
EncodedIssuer?: Buffer;
SecurityDesc?: string;
EncodedSecurityDescLen?: number;
EncodedSecurityDesc?: Buffer;
Shares: number;
LastMkt?: string;
TradingSessionID?: string;
AvgPx: number;
Currency?: number;
AvgPrxPrecision?: number;
TradeDate: Date;
TransactTime?: Date;
SettlmntTyp?: string;
FutSettDate?: Date;
GrossTradeAmt?: number;
NetMoney?: number;
OpenClose?: string;
Text?: string;
EncodedTextLen?: number;
EncodedText?: Buffer;
NumDaysInterest?: number;
AccruedInterestRate?: number;
NoAllocs?: number;
AllocAccount?: string;
AllocPrice?: number;
AllocShares: number;
ProcessCode?: string;
BrokerOfCredit?: string;
NotifyBrokerOfCredit?: boolean;
AllocHandlInst?: number;
AllocText?: string;
EncodedAllocTextLen?: number;
EncodedAllocText?: Buffer;
ExecBroker?: string;
ClientID?: string;
Commission?: number;
CommType?: string;
AllocAvgPx?: number;
AllocNetMoney?: number;
SettlCurrAmt?: number;
SettlCurrency?: number;
SettlCurrFxRate?: number;
SettlCurrFxRateCalc?: string;
AccruedInterestAmt?: number;
SettlInstMode?: string;
NoMiscFees?: number;
MiscFeeAmt?: number;
MiscFeeCurr?: number;
MiscFeeType?: string;
StandardTrailer: IStandardTrailer;
}