jspurefix
Version:
pure node js fix engine
113 lines (111 loc) • 4.08 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IOrdAllocGrp } from './set/ord_alloc_grp'
import { IExecAllocGrp } from './set/exec_alloc_grp'
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 { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IParties } from './set/parties'
import { IStipulations } from './set/stipulations'
import { IYieldData } from './set/yield_data'
import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'
import { IPositionAmountData } from './set/position_amount_data'
import { IAllocGrp } from './set/alloc_grp'
import { IRateSource } from './set/rate_source'
/*
*********************************************************
* AllocationInstruction can be found in Volume 5 of the *
* *
* specification *
*********************************************************
*/
export interface IAllocationInstruction {
AllocID: string// 70
AllocTransType: string// 71
AllocType: number// 626
SecondaryAllocID?: string// 793
RefAllocID?: string// 72
AllocCancReplaceReason?: number// 796
AllocIntermedReqType?: number// 808
AllocLinkID?: string// 196
AllocLinkType?: number// 197
AllocGroupID?: string// 1730
FirmGroupID?: string// 1728
BookingRefID?: string// 466
AllocNoOrdersType?: number// 857
PreviouslyReported?: boolean// 570
ReversalIndicator?: boolean// 700
MatchType?: string// 574
Side: string// 54
Quantity: number// 53
QtyType?: number// 854
LastMkt?: string// 30
TradeOriginationDate?: Date// 229
TradingSessionID?: string// 336
TradingSessionSubID?: string// 625
PriceType?: number// 423
AvgPx?: number// 6
AvgParPx?: number// 860
Currency?: string// 15
AvgPxPrecision?: number// 74
TradeDate: Date// 75
TransactTime?: Date// 60
SettlType?: string// 63
SettlDate?: Date// 64
BookingType?: number// 775
GrossTradeAmt?: number// 381
Concession?: number// 238
TotalTakedown?: number// 237
NetMoney?: number// 118
PositionEffect?: string// 77
AutoAcceptIndicator?: boolean// 754
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
NumDaysInterest?: number// 157
AccruedInterestRate?: number// 158
AccruedInterestAmt?: number// 159
TotalAccruedInterestAmt?: number// 540
InterestAtMaturity?: number// 738
EndAccruedInterestAmt?: number// 920
StartCash?: number// 921
EndCash?: number// 922
LegalConfirm?: boolean// 650
TotNoAllocs?: number// 892
LastFragment?: boolean// 893
AvgPxIndicator?: number// 819
AvgPxGroupID?: string// 1731
ClearingBusinessDate?: Date// 715
TrdType?: number// 828
TrdSubType?: number// 829
PostTradeType?: number// 60001
ExecutingClaimingIndicator?: number// 60002
CustOrderCapacity?: number// 582
TradeInputSource?: string// 578
MultiLegReportingType?: string// 442
MessageEventSource?: string// 1011
RndPx?: number// 991
VenueType?: string// 1430
RefRiskLimitCheckID?: string// 2334
RefRiskLimitCheckIDType?: number// 2335
RiskLimitCheckStatus?: number// 2343
ClearDate?: Date// 60003
StandardHeader?: IStandardHeader
OrdAllocGrp?: IOrdAllocGrp[]
ExecAllocGrp?: IExecAllocGrp[]
Instrument?: IInstrument
InstrumentExtension?: IInstrumentExtension
FinancingDetails?: IFinancingDetails
UndInstrmtGrp?: IUndInstrmtGrp[]
InstrmtLegGrp?: IInstrmtLegGrp[]
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
Parties?: IParties[]
Stipulations?: IStipulations[]
YieldData?: IYieldData
RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp[]
PositionAmountData?: IPositionAmountData[]
AllocGrp?: IAllocGrp[]
RateSource?: IRateSource[]
}