jspurefix
Version:
pure node js fix engine
73 lines (72 loc) • 2.27 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IStandardTrailer } from './set/standard_trailer';
export interface IMassQuote {
StandardHeader: IStandardHeader;
QuoteReqID?: string;
QuoteID: string;
QuoteResponseLevel?: number;
DefBidSize?: number;
DefOfferSize?: number;
NoQuoteSets: number;
QuoteSetID: string;
UnderlyingSymbol: string;
UnderlyingSymbolSfx?: string;
UnderlyingSecurityID?: string;
UnderlyingIDSource?: string;
UnderlyingSecurityType?: string;
UnderlyingMaturityMonthYear?: string;
UnderlyingMaturityDay?: string;
UnderlyingPutOrCall?: number;
UnderlyingStrikePrice?: number;
UnderlyingOptAttribute?: string;
UnderlyingContractMultiplier?: number;
UnderlyingCouponRate?: number;
UnderlyingSecurityExchange?: string;
UnderlyingIssuer?: string;
EncodedUnderlyingIssuerLen?: number;
EncodedUnderlyingIssuer?: Buffer;
UnderlyingSecurityDesc?: string;
EncodedUnderlyingSecurityDescLen?: number;
EncodedUnderlyingSecurityDesc?: Buffer;
QuoteSetValidUntilTime?: Date;
TotQuoteEntries: number;
NoQuoteEntries: number;
QuoteEntryID: 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;
BidPx?: number;
OfferPx?: number;
BidSize?: number;
OfferSize?: number;
ValidUntilTime?: Date;
BidSpotRate?: number;
OfferSpotRate?: number;
BidForwardPoints?: number;
OfferForwardPoints?: number;
TransactTime?: Date;
TradingSessionID?: string;
FutSettDate?: Date;
OrdType?: string;
FutSettDate2?: Date;
OrderQty2?: number;
Currency?: number;
StandardTrailer: IStandardTrailer;
}