jspurefix
Version:
pure node js fix engine
98 lines (96 loc) • 3.54 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IOrdAllocGrp } from './set/ord_alloc_grp'
import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
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 { IYieldData } from './set/yield_data'
import { ICpctyConfGrp } from './set/cpcty_conf_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { ISettlInstructionsData } from './set/settl_instructions_data'
import { ICommissionData } from './set/commission_data'
import { ICommissionDataGrp } from './set/commission_data_grp'
import { IStipulations } from './set/stipulations'
import { IMiscFeesGrp } from './set/misc_fees_grp'
/*
************************************************
* Confirmation can be found in Volume 5 of the *
* *
* specification *
************************************************
*/
export interface IConfirmation {
ConfirmID: string// 664
ConfirmRefID?: string// 772
ConfirmReqID?: string// 859
ConfirmTransType: number// 666
ConfirmType: number// 773
CopyMsgIndicator?: boolean// 797
LegalConfirm?: boolean// 650
ConfirmStatus: number// 665
AffirmStatus?: number// 940
TradeConfirmationReferenceID?: string// 2390
ClearedIndicator?: number// 1832
AllocID?: string// 70
SecondaryAllocID?: string// 793
IndividualAllocID?: string// 467
TransactTime: Date// 60
TradeDate: Date// 75
AllocQty: number// 80
QtyType?: number// 854
Side: string// 54
Currency?: string// 15
LastMkt?: string// 30
AllocAccount: string// 79
AllocAcctIDSource?: number// 661
AllocAccountType?: number// 798
AvgPx: number// 6
AvgPxPrecision?: number// 74
PriceType?: number// 423
AvgParPx?: number// 860
ReportedPx?: number// 861
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
ProcessCode?: string// 81
GrossTradeAmt: number// 381
NumDaysInterest?: number// 157
ExDate?: Date// 230
AccruedInterestRate?: number// 158
AccruedInterestAmt?: number// 159
InterestAtMaturity?: number// 738
EndAccruedInterestAmt?: number// 920
StartCash?: number// 921
EndCash?: number// 922
Concession?: number// 238
TotalTakedown?: number// 237
NetMoney: number// 118
MaturityNetMoney?: number// 890
SettlCurrAmt?: number// 119
SettlCurrency?: string// 120
SettlCurrFxRate?: number// 155
SettlCurrFxRateCalc?: string// 156
SettlType?: string// 63
SettlDate?: Date// 64
SharedCommission?: number// 858
StandardHeader?: IStandardHeader
Parties?: IParties[]
OrdAllocGrp?: IOrdAllocGrp[]
TrdRegTimestamps?: ITrdRegTimestamps[]
Instrument?: IInstrument
InstrumentExtension?: IInstrumentExtension
FinancingDetails?: IFinancingDetails
UndInstrmtGrp?: IUndInstrmtGrp[]
InstrmtLegGrp?: IInstrmtLegGrp[]
YieldData?: IYieldData
CpctyConfGrp?: ICpctyConfGrp[]
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
SettlInstructionsData?: ISettlInstructionsData
CommissionData?: ICommissionData
CommissionDataGrp?: ICommissionDataGrp[]
Stipulations?: IStipulations[]
MiscFeesGrp?: IMiscFeesGrp[]
}