UNPKG

jspurefix

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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 }