jspurefix
Version:
pure node js fix engine
106 lines (104 loc) • 3.84 kB
text/typescript
import { ISecAltIDGrp } from './sec_alt_id_grp'
import { ISecurityXML } from './security_xml'
import { IEvntGrp } from './evnt_grp'
import { IInstrumentParties } from './instrument_parties'
import { IComplexEvents } from './complex_events'
/*
****************************************************************
* The Instrument component block contains all the fields *
* commonly used to describe a security or instrument. *
* Typically the data elements in this component block are *
* considered the static data of a security, data that may be *
* commonly found in a security master database. The Instrument *
* component block can be used to describe any asset type *
* supported by FIX. *
****************************************************************
*/
export interface IInstrument {
Symbol?: string// 55
SymbolSfx?: string// 65
SecurityID?: string// 48
SecurityIDSource?: string// 22
SecAltIDGrp?: ISecAltIDGrp[]
Product?: number// 460
ProductComplex?: string// 1227
SecurityGroup?: string// 1151
CFICode?: string// 461
SecurityType?: string// 167
SecuritySubType?: string// 762
MaturityMonthYear?: string// 200
MaturityDate?: Date// 541
MaturityTime?: string// 1079
SettleOnOpenFlag?: string// 966
InstrmtAssignmentMethod?: string// 1049
SecurityStatus?: string// 965
CouponPaymentDate?: Date// 224
IssueDate?: Date// 225
RepoCollateralSecurityType?: string// 239
RepurchaseTerm?: number// 226
RepurchaseRate?: number// 227
Factor?: number// 228
CreditRating?: string// 255
InstrRegistry?: string// 543
CountryOfIssue?: string// 470
StateOrProvinceOfIssue?: string// 471
LocaleOfIssue?: string// 472
RedemptionDate?: Date// 240
StrikePrice?: number// 202
StrikeCurrency?: number// 947
StrikeMultiplier?: number// 967
StrikeValue?: number// 968
OptAttribute?: string// 206
ContractMultiplier?: number// 231
MinPriceIncrement?: number// 969
MinPriceIncrementAmount?: number// 1146
UnitOfMeasure?: string// 996
UnitOfMeasureQty?: number// 1147
PriceUnitOfMeasure?: string// 1191
PriceUnitOfMeasureQty?: number// 1192
SettlMethod?: string// 1193
ExerciseStyle?: number// 1194
OptPayoutAmount?: number// 1195
PriceQuoteMethod?: string// 1196
ValuationMethod?: string// 1197
ListMethod?: number// 1198
CapPrice?: number// 1199
FloorPrice?: number// 1200
PutOrCall?: number// 201
FlexibleIndicator?: boolean// 1244
FlexProductEligibilityIndicator?: boolean// 1242
TimeUnit?: string// 997
CouponRate?: number// 223
SecurityExchange?: string// 207
PositionLimit?: number// 970
NTPositionLimit?: number// 971
Issuer?: string// 106
EncodedIssuerLen?: number// 348
EncodedIssuer?: Buffer// 349
SecurityDesc?: string// 107
EncodedSecurityDescLen?: number// 350
EncodedSecurityDesc?: Buffer// 351
SecurityXML?: ISecurityXML
Pool?: string// 691
ContractSettlMonth?: string// 667
CPProgram?: number// 875
CPRegType?: string// 876
EvntGrp?: IEvntGrp[]
DatedDate?: Date// 873
InterestAccrualDate?: Date// 874
InstrumentParties?: IInstrumentParties[]
ContractMultiplierUnit?: number// 1435
FlowScheduleType?: number// 1439
RestructuringType?: string// 1449
Seniority?: string// 1450
NotionalPercentageOutstanding?: number// 1451
OriginalNotionalPercentageOutstanding?: number// 1452
AttachmentPoint?: number// 1457
DetachmentPoint?: number// 1458
StrikePriceDeterminationMethod?: number// 1478
StrikePriceBoundaryMethod?: number// 1479
StrikePriceBoundaryPrecision?: number// 1480
UnderlyingPriceDeterminationMethod?: number// 1481
OptPayoutType?: number// 1482
ComplexEvents?: IComplexEvents[]
}