jspurefix
Version:
pure node js fix engine
40 lines (38 loc) • 1.41 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IInstrument } from './set/instrument'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IOrderQtyData } from './set/order_qty_data'
import { IStandardTrailer } from './set/standard_trailer'
/*
****************************************************************
* The Execution Report Acknowledgement message is an optional *
* message that provides dual functionality to notify a trading *
* partner that an electronically received execution has either *
* been accepted or rejected (DK'd). *
****************************************************************
*/
export interface IExecutionAcknowledgement {
StandardHeader: IStandardHeader
OrderID: string// 37
SecondaryOrderID?: string// 198
ClOrdID?: string// 11
ExecAckStatus: string// 1036
ExecID: string// 17
DKReason?: string// 127
Instrument: IInstrument
UndInstrmtGrp?: IUndInstrmtGrp
InstrmtLegGrp?: IInstrmtLegGrp
Side: string// 54
OrderQtyData: IOrderQtyData
LastQty?: number// 32
LastPx?: number// 31
PriceType?: number// 423
LastParPx?: number// 669
CumQty?: number// 14
AvgPx?: number// 6
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
StandardTrailer: IStandardTrailer
}