jspurefix
Version:
pure node js fix engine
83 lines (82 loc) • 2.85 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IOrdAllocGrp } from './set/ord_alloc_grp';
import { IExecAllocGrp } from './set/exec_alloc_grp';
import { IInstrument } from './set/instrument';
import { IInstrumentExtension } from './set/instrument_extension';
import { IFinancingDetails } from './set/financing_details';
import { IUndInstrmtGrp } from './set/und_instrmt_grp';
import { IInstrmtLegGrp } from './set/instrmt_leg_grp';
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data';
import { IParties } from './set/parties';
import { IStipulations } from './set/stipulations';
import { IYieldData } from './set/yield_data';
import { IAllocGrp } from './set/alloc_grp';
import { IStandardTrailer } from './set/standard_trailer';
export interface IAllocationInstruction {
StandardHeader: IStandardHeader;
AllocID: string;
AllocTransType: string;
AllocType: number;
SecondaryAllocID?: string;
RefAllocID?: string;
AllocCancReplaceReason?: number;
AllocIntermedReqType?: number;
AllocLinkID?: string;
AllocLinkType?: number;
BookingRefID?: string;
AllocNoOrdersType: number;
OrdAllocGrp?: IOrdAllocGrp[];
ExecAllocGrp?: IExecAllocGrp[];
PreviouslyReported?: boolean;
ReversalIndicator?: boolean;
MatchType?: string;
Side: string;
Instrument: IInstrument;
InstrumentExtension?: IInstrumentExtension;
FinancingDetails?: IFinancingDetails;
UndInstrmtGrp?: IUndInstrmtGrp[];
InstrmtLegGrp?: IInstrmtLegGrp[];
Quantity: number;
QtyType?: number;
LastMkt?: string;
TradeOriginationDate?: Date;
TradingSessionID?: string;
TradingSessionSubID?: string;
PriceType?: number;
AvgPx: number;
AvgParPx?: number;
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData;
Currency?: number;
AvgPxPrecision?: number;
Parties?: IParties[];
TradeDate: Date;
TransactTime?: Date;
SettlType?: string;
SettlDate?: Date;
BookingType?: number;
GrossTradeAmt?: number;
Concession?: number;
TotalTakedown?: number;
NetMoney?: number;
PositionEffect?: string;
AutoAcceptIndicator?: boolean;
Text?: string;
EncodedTextLen?: number;
EncodedText?: Buffer;
NumDaysInterest?: number;
AccruedInterestRate?: number;
AccruedInterestAmt?: number;
TotalAccruedInterestAmt?: number;
InterestAtMaturity?: number;
EndAccruedInterestAmt?: number;
StartCash?: number;
EndCash?: number;
LegalConfirm?: boolean;
Stipulations?: IStipulations[];
YieldData?: IYieldData;
TotNoAllocs?: number;
LastFragment?: boolean;
AllocGrp?: IAllocGrp[];
StandardTrailer: IStandardTrailer;
}