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jspurefix

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pure node js fix engine

github.com/TimelordUK/jspurefix

TimelordUK/jspurefix

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import { ISecAltIDGrp } from './sec_alt_id_grp' import { IEvntGrp } from './evnt_grp' export interface IInstrument { Symbol?: string// 55 SymbolSfx?: string// 65 SecurityID?: string// 48 SecurityIDSource?: string// 22 SecAltIDGrp?: ISecAltIDGrp Product?: number// 460 CFICode?: string// 461 SecurityType?: string// 167 SecuritySubType?: string// 762 MaturityMonthYear?: string// 200 MaturityDate?: Date// 541 PutOrCall?: number// 201 CouponPaymentDate?: Date// 224 IssueDate?: Date// 225 RepoCollateralSecurityType?: string// 239 RepurchaseTerm?: number// 226 RepurchaseRate?: number// 227 Factor?: number// 228 CreditRating?: string// 255 InstrRegistry?: string// 543 CountryOfIssue?: string// 470 StateOrProvinceOfIssue?: string// 471 LocaleOfIssue?: string// 472 RedemptionDate?: Date// 240 StrikePrice?: number// 202 StrikeCurrency?: number// 947 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 Pool?: string// 691 ContractSettlMonth?: string// 667 CPProgram?: number// 875 CPRegType?: string// 876 EvntGrp?: IEvntGrp DatedDate?: Date// 873 InterestAccrualDate?: Date// 874 }