jspurefix
Version:
pure node js fix engine
39 lines (37 loc) • 1.28 kB
text/typescript
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[]
}