jspurefix/src/types/FIX4.3/repo/mass_quote.ts

pure node js fix engine

import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IUnderlyingInstrument } from './set/underlying_instrument'
import { IInstrument } from './set/instrument'
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
  Parties?: IParties[]
  Account?: string// 1
  DefBidSize?: number// 293
  DefOfferSize?: number// 294
  NoQuoteSets: number// 296
  QuoteSetID: string// 302
  UnderlyingInstrument?: IUnderlyingInstrument
  QuoteSetValidUntilTime?: Date// 367
  TotQuoteEntries: number// 304
  NoQuoteEntries: number// 295
  QuoteEntryID: string// 299
  Instrument?: IInstrument
  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
}