jspurefix
Version:
pure node js fix engine
91 lines (89 loc) • 3.12 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IQuotQualGrp } from './set/quot_qual_grp'
import { IParties } from './set/parties'
import { IInstrument } from './set/instrument'
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 { ILegQuotGrp } from './set/leg_quot_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IYieldData } from './set/yield_data'
import { IStandardTrailer } from './set/standard_trailer'
/*
****************************************************************
* The Quote Response message is used to respond to a IOI *
* message or Quote message. It is also used to counter a Quote *
* or end a negotiation dialog. *
****************************************************************
*/
export interface IQuoteResponse {
StandardHeader: IStandardHeader
QuoteRespID: string// 693
QuoteID?: string// 117
QuoteMsgID?: string// 1166
QuoteRespType: number// 694
ClOrdID?: string// 11
OrderCapacity?: string// 528
OrderRestrictions?: string// 529
IOIID?: string// 23
QuoteType?: number// 537
PreTradeAnonymity?: boolean// 1091
QuotQualGrp?: IQuotQualGrp[]
Parties?: IParties[]
TradingSessionID?: string// 336
TradingSessionSubID?: string// 625
Instrument: IInstrument
FinancingDetails?: IFinancingDetails
UndInstrmtGrp?: IUndInstrmtGrp
Side?: string// 54
OrderQtyData?: IOrderQtyData
MinQty?: number// 110
SettlType?: string// 63
SettlDate?: Date// 64
SettlDate2?: Date// 193
OrderQty2?: number// 192
Currency?: number// 15
Stipulations?: IStipulations[]
Account?: string// 1
AcctIDSource?: number// 660
AccountType?: number// 581
LegQuotGrp?: ILegQuotGrp[]
BidPx?: number// 132
OfferPx?: number// 133
MktBidPx?: number// 645
MktOfferPx?: number// 646
MinBidSize?: number// 647
BidSize?: number// 134
MinOfferSize?: number// 648
OfferSize?: number// 135
ValidUntilTime?: Date// 62
BidSpotRate?: number// 188
OfferSpotRate?: number// 190
BidForwardPoints?: number// 189
OfferForwardPoints?: number// 191
MidPx?: number// 631
BidYield?: number// 632
MidYield?: number// 633
OfferYield?: number// 634
TransactTime?: Date// 60
OrdType?: string// 40
BidForwardPoints2?: number// 642
OfferForwardPoints2?: number// 643
SettlCurrBidFxRate?: number// 656
SettlCurrOfferFxRate?: number// 657
SettlCurrFxRateCalc?: string// 156
Commission?: number// 12
CommType?: string// 13
CustOrderCapacity?: number// 582
ExDestination?: string// 100
ExDestinationIDSource?: string// 1133
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
Price?: number// 44
PriceType?: number// 423
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
YieldData?: IYieldData
StandardTrailer: IStandardTrailer
}