jspurefix
Version:
pure node js fix engine
41 lines (39 loc) • 1.38 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IInstrument } from './set/instrument'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IStandardTrailer } from './set/standard_trailer'
/*
***************************************************************
* Indication of interest messages are used to market *
* merchandise which the broker is buying or selling in either *
* a proprietary or agency capacity. *
***************************************************************
*/
export interface IIOI {
StandardHeader: IStandardHeader
IOIid: string// 23
IOITransType: string// 28
IOIRefID?: string// 26
Instrument: IInstrument
Side: string// 54
IOIShares: string// 27
PriceType?: number// 423
Price?: number// 44
Currency?: number// 15
ValidUntilTime?: Date// 62
IOIQltyInd?: string// 25
IOINaturalFlag?: boolean// 130
NoIOIQualifiers?: number// 199
IOIQualifier?: string// 104
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
TransactTime?: Date// 60
URLLink?: string// 149
NoRoutingIDs?: number// 215
RoutingType?: number// 216
RoutingID?: string// 217
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
Benchmark?: string// 219
StandardTrailer: IStandardTrailer
}