jspurefix
Version:
pure node js fix engine
28 lines (26 loc) • 1.2 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IRFQReqGrp } from './set/rfq_req_grp'
import { IStandardTrailer } from './set/standard_trailer'
/*
****************************************************************
* In tradeable and restricted tradeable quoting markets *
* Quote Requests are issued by counterparties interested in *
* ascertaining the market for an instrument. Quote Requests *
* are then distributed by the market to liquidity providers *
* who make markets in the instrument. The RFQ Request is used *
* by liquidity providers to indicate to the market for which *
* instruments they are interested in receiving Quote Requests. *
* It can be used to register interest in receiving quote *
* requests for a single instrument or for multiple instruments *
****************************************************************
*/
export interface IRFQRequest {
StandardHeader: IStandardHeader
RFQReqID: string// 644
Parties?: IParties[]
RFQReqGrp: IRFQReqGrp[]
SubscriptionRequestType?: string// 263
PrivateQuote?: boolean// 1171
StandardTrailer: IStandardTrailer
}