jspurefix
Version:
pure node js fix engine
84 lines (82 loc) • 2.95 kB
text/typescript
import { IParties } from './set/parties'
import { IOrdAllocGrp } from './set/ord_alloc_grp'
import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
import { IInstrument } from './set/instrument'
import { IInstrumentExtension } from './set/instrument_extension'
import { IFinancingDetails } from './set/financing_details'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IYieldData } from './set/yield_data'
import { ICpctyConfGrp } from './set/cpcty_conf_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { ISettlInstructionsData } from './set/settl_instructions_data'
import { ICommissionData } from './set/commission_data'
import { IStipulations } from './set/stipulations'
import { IMiscFeesGrp } from './set/misc_fees_grp'
export interface IConfirmation {
ConfirmID: string// 664
ConfirmRefID?: string// 772
ConfirmReqID?: string// 859
ConfirmTransType: number// 666
ConfirmType: number// 773
CopyMsgIndicator?: boolean// 797
LegalConfirm?: boolean// 650
ConfirmStatus: number// 665
Parties?: IParties
OrdAllocGrp?: IOrdAllocGrp
AllocID?: string// 70
SecondaryAllocID?: string// 793
IndividualAllocID?: string// 467
TransactTime: Date// 60
TradeDate: Date// 75
TrdRegTimestamps?: ITrdRegTimestamps
Instrument?: IInstrument
InstrumentExtension?: IInstrumentExtension
FinancingDetails?: IFinancingDetails
UndInstrmtGrp?: IUndInstrmtGrp
InstrmtLegGrp?: IInstrmtLegGrp
YieldData?: IYieldData
AllocQty: number// 80
QtyType?: number// 854
Side: string// 54
Currency?: number// 15
LastMkt?: string// 30
CpctyConfGrp?: ICpctyConfGrp
AllocAccount: string// 79
AllocAcctIDSource?: number// 661
AllocAccountType?: number// 798
AvgPx: number// 6
AvgPxPrecision?: number// 74
PriceType?: number// 423
AvgParPx?: number// 860
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
ReportedPx?: number// 861
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
ProcessCode?: string// 81
GrossTradeAmt: number// 381
NumDaysInterest?: number// 157
ExDate?: Date// 230
AccruedInterestRate?: number// 158
AccruedInterestAmt?: number// 159
InterestAtMaturity?: number// 738
EndAccruedInterestAmt?: number// 920
StartCash?: number// 921
EndCash?: number// 922
Concession?: number// 238
TotalTakedown?: number// 237
NetMoney: number// 118
MaturityNetMoney?: number// 890
SettlCurrAmt?: number// 119
SettlCurrency?: number// 120
SettlCurrFxRate?: number// 155
SettlCurrFxRateCalc?: string// 156
SettlType?: string// 63
SettlDate?: Date// 64
SettlInstructionsData?: ISettlInstructionsData
CommissionData?: ICommissionData
SharedCommission?: number// 858
Stipulations?: IStipulations
MiscFeesGrp?: IMiscFeesGrp
}