jspurefix
Version:
pure node js fix engine
48 lines (46 loc) • 1.54 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IStandardTrailer } from './set/standard_trailer'
/*
*************************************************************
* In some markets it is the practice to request quotes from *
* brokers prior to placement of an order. The quote request *
* message is used for this purpose. *
*************************************************************
*/
export interface IQuoteRequest {
StandardHeader: IStandardHeader
QuoteReqID: string// 131
NoRelatedSym: number// 146
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
PrevClosePx?: number// 140
QuoteRequestType?: number// 303
TradingSessionID?: string// 336
Side?: string// 54
OrderQty?: number// 38
FutSettDate?: Date// 64
OrdType?: string// 40
FutSettDate2?: Date// 193
OrderQty2?: number// 192
ExpireTime?: Date// 126
TransactTime?: Date// 60
Currency?: number// 15
StandardTrailer: IStandardTrailer
}