jspurefix
Version:
pure node js fix engine
73 lines (71 loc) • 2.8 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IStandardTrailer } from './set/standard_trailer'
/*
**************************************************************
* The Security Definition message is used for the following: *
* 1. Accept the security defined in a Security Definition *
* message. *
* 2. Accept the security defined in a Security Definition *
* message with changes to the definition and/or identity of *
* the security. *
* 3. Reject the security requested in a Security Definition *
* message *
* 4. Return a list of Security Types *
* 5. Return a list of Securities *
**************************************************************
*/
export interface ISecurityDefinition {
StandardHeader: IStandardHeader
SecurityReqID: string// 320
SecurityResponseID: string// 322
SecurityResponseType?: number// 323
TotalNumSecurities: number// 393
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
Currency?: number// 15
TradingSessionID?: string// 336
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
NoRelatedSym?: number// 146
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
RatioQty?: number// 319
Side?: string// 54
UnderlyingCurrency?: number// 318
StandardTrailer: IStandardTrailer
}