jspurefix
Version:
pure node js fix engine
56 lines (54 loc) • 2.17 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IApplicationSequenceControl } from './set/application_sequence_control'
import { IInstrument } from './set/instrument'
import { IInstrumentExtension } from './set/instrument_extension'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IStandardTrailer } from './set/standard_trailer'
/*
***************************************************************
* The Security Status message provides for the ability to *
* report changes in status to a security. The Security Status *
* message contains fields to indicate trading status, *
* corporate actions, financial status of the company. The *
* Security Status message is used by one trading entity (for *
* instance an exchange) to report changes in the state of a *
* security. *
***************************************************************
*/
export interface ISecurityStatus {
StandardHeader: IStandardHeader
ApplicationSequenceControl?: IApplicationSequenceControl
SecurityStatusReqID?: string// 324
Instrument: IInstrument
InstrumentExtension?: IInstrumentExtension
UndInstrmtGrp?: IUndInstrmtGrp
InstrmtLegGrp?: IInstrmtLegGrp
Currency?: number// 15
MarketID?: string// 1301
MarketSegmentID?: string// 1300
TradingSessionID?: string// 336
TradingSessionSubID?: string// 625
UnsolicitedIndicator?: boolean// 325
SecurityTradingStatus?: number// 326
SecurityTradingEvent?: number// 1174
FinancialStatus?: string// 291
CorporateAction?: string// 292
HaltReason?: number// 327
InViewOfCommon?: boolean// 328
DueToRelated?: boolean// 329
MDBookType?: number// 1021
MarketDepth?: number// 264
BuyVolume?: number// 330
SellVolume?: number// 331
HighPx?: number// 332
LowPx?: number// 333
LastPx?: number// 31
TransactTime?: Date// 60
Adjustment?: number// 334
FirstPx?: number// 1025
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
StandardTrailer: IStandardTrailer
}