jspurefix
Version:
pure node js fix engine
60 lines (58 loc) • 2.08 kB
text/typescript
import { ISecAltIDGrp } from './sec_alt_id_grp'
import { IEvntGrp } from './evnt_grp'
/*
****************************************************************
* The Instrument component block contains all the fields *
* commonly used to describe a security or instrument. *
* Typically the data elements in this component block are *
* considered the static data of a security, data that may be *
* commonly found in a security master database. The Instrument *
* component block can be used to describe any asset type *
* supported by FIX. *
****************************************************************
*/
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
}