jspurefix
Version:
pure node js fix engine
64 lines (62 loc) • 2.67 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IApplicationSequenceControl } from './set/application_sequence_control'
import { IInstrument } from './set/instrument'
import { IParties } from './set/parties'
import { IFinancingDetails } from './set/financing_details'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IOrderQtyData } from './set/order_qty_data'
import { IStipulations } from './set/stipulations'
import { IInstrmtLegIOIGrp } from './set/instrmt_leg_ioi_grp'
import { IIOIQualGrp } from './set/ioi_qual_grp'
import { IRoutingGrp } from './set/routing_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IYieldData } from './set/yield_data'
import { IStandardTrailer } from './set/standard_trailer'
/*
****************************************************************
* Indication of interest messages are used to market *
* merchandise which the broker is buying or selling in either *
* a proprietary or agency capacity. The indications can be *
* time bound with a specific expiration value. Indications are *
* distributed with the understanding that other firms may *
* react to the message first and that the merchandise may no *
* longer be available due to prior trade. *
* Indication messages can be transmitted in various *
* transaction types; NEW, CANCEL, and REPLACE. All message *
* types other than NEW modify the state of the message *
* identified in IOIRefID. *
****************************************************************
*/
export interface IIOI {
StandardHeader: IStandardHeader
ApplicationSequenceControl?: IApplicationSequenceControl
IOIID: string// 23
IOITransType: string// 28
IOIRefID?: string// 26
Instrument: IInstrument
Parties?: IParties[]
FinancingDetails?: IFinancingDetails
UndInstrmtGrp?: IUndInstrmtGrp
Side: string// 54
QtyType?: number// 854
OrderQtyData?: IOrderQtyData
IOIQty: string// 27
Currency?: number// 15
Stipulations?: IStipulations[]
InstrmtLegIOIGrp?: IInstrmtLegIOIGrp[]
PriceType?: number// 423
Price?: number// 44
ValidUntilTime?: Date// 62
IOIQltyInd?: string// 25
IOINaturalFlag?: boolean// 130
IOIQualGrp?: IIOIQualGrp[]
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
TransactTime?: Date// 60
URLLink?: string// 149
RoutingGrp?: IRoutingGrp[]
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
YieldData?: IYieldData
StandardTrailer: IStandardTrailer
}