UNPKG

jspurefix

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39 lines (37 loc) 1.28 kB
import { IStandardHeader } from './set/standard_header' import { IInstrument } from './set/instrument' import { IUndInstrmtGrp } from './set/und_instrmt_grp' import { IInstrmtLegGrp } from './set/instrmt_leg_grp' import { IOrderQtyData } from './set/order_qty_data' import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp' /* ************************************************ * ExecutionAck can be found in Volume 4 of the * * * * specification * ************************************************ */ export interface IExecutionAck { OrderID: string// 37 SecondaryOrderID?: string// 198 ClOrdID?: string// 11 ExecAckStatus: string// 1036 ExecID: string// 17 DKReason?: string// 127 Side: string// 54 LastQty?: number// 32 LastPx?: number// 31 PriceType?: number// 423 LastParPx?: number// 669 CumQty?: number// 14 AvgPx?: number// 6 Text?: string// 58 EncodedTextLen?: number// 354 EncodedText?: Buffer// 355 StandardHeader?: IStandardHeader Instrument?: IInstrument UndInstrmtGrp?: IUndInstrmtGrp[] InstrmtLegGrp?: IInstrmtLegGrp[] OrderQtyData?: IOrderQtyData RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp[] }