jspurefix
Version:
pure node js fix engine
31 lines (29 loc) • 1.16 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IQuotSetGrp } from './set/quot_set_grp'
import { IStandardTrailer } from './set/standard_trailer'
/*
***************************************************************
* The Mass Quote message can contain quotes for multiple *
* securities to support applications that allow for the mass *
* quoting of an option series. Two levels of repeating groups *
* have been provided to minimize the amount of data required *
* to submit a set of quotes for a class of options (e.g. all *
* option series for IBM). *
***************************************************************
*/
export interface IMassQuote {
StandardHeader: IStandardHeader
QuoteReqID?: string// 131
QuoteID: string// 117
QuoteType?: number// 537
QuoteResponseLevel?: number// 301
Parties?: IParties[]
Account?: string// 1
AcctIDSource?: number// 660
AccountType?: number// 581
DefBidSize?: number// 293
DefOfferSize?: number// 294
QuotSetGrp: IQuotSetGrp[]
StandardTrailer: IStandardTrailer
}