jspurefix
Version:
pure node js fix engine
36 lines (34 loc) • 1.43 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IQuotCxlEntriesGrp } from './set/quot_cxl_entries_grp'
import { IStandardTrailer } from './set/standard_trailer'
import { ITargetParties } from './set/target_parties'
/*
***************************************************************
* The Quote Cancel message is used by an originator of quotes *
* to cancel quotes. *
* The Quote Cancel message supports cancellation of: *
* " All quotes *
* " Quotes for a specific symbol or security ID *
* " All quotes for a security type *
* " All quotes for an underlying *
***************************************************************
*/
export interface IQuoteCancel {
StandardHeader: IStandardHeader
QuoteReqID?: string// 131
QuoteID?: string// 117
QuoteMsgID?: string// 1166
QuoteCancelType: number// 298
QuoteResponseLevel?: number// 301
Parties?: IParties[]
Account?: string// 1
AcctIDSource?: number// 660
AccountType?: number// 581
TradingSessionID?: string// 336
TradingSessionSubID?: string// 625
QuotCxlEntriesGrp?: IQuotCxlEntriesGrp[]
StandardTrailer: IStandardTrailer
QuoteType?: number// 537
TargetParties?: ITargetParties[]
}