UNPKG

jspurefix

Version:
40 lines (38 loc) 1.63 kB
import { IStandardHeader } from './set/standard_header' import { IInstrument } from './set/instrument' import { IInstrumentExtension } from './set/instrument_extension' import { IUndInstrmtGrp } from './set/und_instrmt_grp' import { IInstrmtLegGrp } from './set/instrmt_leg_grp' 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 * ************************************************************** */ export interface ISecurityDefinition { StandardHeader: IStandardHeader SecurityReqID: string// 320 SecurityResponseID: string// 322 SecurityResponseType: number// 323 Instrument?: IInstrument InstrumentExtension?: IInstrumentExtension UndInstrmtGrp?: IUndInstrmtGrp[] Currency?: number// 15 TradingSessionID?: string// 336 TradingSessionSubID?: string// 625 Text?: string// 58 EncodedTextLen?: number// 354 EncodedText?: Buffer// 355 InstrmtLegGrp?: IInstrmtLegGrp[] ExpirationCycle?: number// 827 RoundLot?: number// 561 MinTradeVol?: number// 562 StandardTrailer: IStandardTrailer }