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jspurefix

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pure node js fix engine

github.com/TimelordUK/jspurefix

TimelordUK/jspurefix

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import { IStandardHeader } from './set/standard_header' import { IStandardTrailer } from './set/standard_trailer' /* ************************************************************** * The Mass Quote message can contain quotes for multiple * * securities to support applications that allow for the mass * * quoting of an option series. * ************************************************************** */ export interface IMassQuote { StandardHeader: IStandardHeader QuoteReqID?: string// 131 QuoteID: string// 117 QuoteResponseLevel?: number// 301 DefBidSize?: number// 293 DefOfferSize?: number// 294 NoQuoteSets: number// 296 QuoteSetID: string// 302 UnderlyingSymbol: string// 311 UnderlyingSymbolSfx?: string// 312 UnderlyingSecurityID?: string// 309 UnderlyingIDSource?: string// 305 UnderlyingSecurityType?: string// 310 UnderlyingMaturityMonthYear?: string// 313 UnderlyingMaturityDay?: string// 314 UnderlyingPutOrCall?: number// 315 UnderlyingStrikePrice?: number// 316 UnderlyingOptAttribute?: string// 317 UnderlyingContractMultiplier?: number// 436 UnderlyingCouponRate?: number// 435 UnderlyingSecurityExchange?: string// 308 UnderlyingIssuer?: string// 306 EncodedUnderlyingIssuerLen?: number// 362 EncodedUnderlyingIssuer?: Buffer// 363 UnderlyingSecurityDesc?: string// 307 EncodedUnderlyingSecurityDescLen?: number// 364 EncodedUnderlyingSecurityDesc?: Buffer// 365 QuoteSetValidUntilTime?: Date// 367 TotQuoteEntries: number// 304 NoQuoteEntries: number// 295 QuoteEntryID: string// 299 Symbol?: string// 55 SymbolSfx?: string// 65 SecurityID?: string// 48 IDSource?: string// 22 SecurityType?: string// 167 MaturityMonthYear?: string// 200 MaturityDay?: string// 205 PutOrCall?: number// 201 StrikePrice?: number// 202 OptAttribute?: string// 206 ContractMultiplier?: number// 231 CouponRate?: number// 223 SecurityExchange?: string// 207 Issuer?: string// 106 EncodedIssuerLen?: number// 348 EncodedIssuer?: Buffer// 349 SecurityDesc?: string// 107 EncodedSecurityDescLen?: number// 350 EncodedSecurityDesc?: Buffer// 351 BidPx?: number// 132 OfferPx?: number// 133 BidSize?: number// 134 OfferSize?: number// 135 ValidUntilTime?: Date// 62 BidSpotRate?: number// 188 OfferSpotRate?: number// 190 BidForwardPoints?: number// 189 OfferForwardPoints?: number// 191 TransactTime?: Date// 60 TradingSessionID?: string// 336 FutSettDate?: Date// 64 OrdType?: string// 40 FutSettDate2?: Date// 193 OrderQty2?: number// 192 Currency?: number// 15 StandardTrailer: IStandardTrailer }