jspurefix
Version:
pure node js fix engine
67 lines (65 loc) • 2.4 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IExecCollGrp } from './set/exec_coll_grp'
import { ITrdCollGrp } from './set/trd_coll_grp'
import { IInstrument } from './set/instrument'
import { IFinancingDetails } from './set/financing_details'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'
import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
import { IMiscFeesGrp } from './set/misc_fees_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IStipulations } from './set/stipulations'
/*
*****************************************************
* CollateralRequest can be found in Volume 5 of the *
* *
* specification *
*****************************************************
*/
export interface ICollateralRequest {
CollReqID: string// 894
CollAsgnReason: number// 895
TransactTime: Date// 60
ExpireTime?: Date// 126
Account?: string// 1
AccountType?: number// 581
ClOrdID?: string// 11
OrderID?: string// 37
SecondaryOrderID?: string// 198
SecondaryClOrdID?: string// 526
SettlDate?: Date// 64
Quantity?: number// 53
QtyType?: number// 854
Currency?: string// 15
MarginExcess?: number// 899
TotalNetValue?: number// 900
CashOutstanding?: number// 901
Side?: string// 54
Price?: number// 44
PriceType?: number// 423
AccruedInterestAmt?: number// 159
EndAccruedInterestAmt?: number// 920
StartCash?: number// 921
EndCash?: number// 922
TradingSessionID?: string// 336
TradingSessionSubID?: string// 625
SettlSessID?: string// 716
SettlSessSubID?: string// 717
ClearingBusinessDate?: Date// 715
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
StandardHeader?: IStandardHeader
Parties?: IParties[]
ExecCollGrp?: IExecCollGrp[]
TrdCollGrp?: ITrdCollGrp[]
Instrument?: IInstrument
FinancingDetails?: IFinancingDetails
InstrmtLegGrp?: IInstrmtLegGrp[]
UndInstrmtCollGrp?: IUndInstrmtCollGrp[]
TrdRegTimestamps?: ITrdRegTimestamps[]
MiscFeesGrp?: IMiscFeesGrp[]
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
Stipulations?: IStipulations[]
}