jspurefix

import { IStandardHeader } from './set/standard_header' import { IApplicationSequenceControl } from './set/application_sequence_control' import { IParties } from './set/parties' import { ITargetParties } from './set/target_parties' import { IContraGrp } from './set/contra_grp' import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp' import { IPreAllocGrp } from './set/pre_alloc_grp' import { IInstrument } from './set/instrument' import { IFinancingDetails } from './set/financing_details' import { IUndInstrmtGrp } from './set/und_instrmt_grp' import { IPaymentGrp } from './set/payment_grp' import { IStipulations } from './set/stipulations' import { IOrderQtyData } from './set/order_qty_data' import { ITriggeringInstruction } from './set/triggering_instruction' import { IPegInstructions } from './set/peg_instructions' import { IDiscretionInstructions } from './set/discretion_instructions' import { IStrategyParametersGrp } from './set/strategy_parameters_grp' import { IOrderAttributeGrp } from './set/order_attribute_grp' import { ILimitAmts } from './set/limit_amts' import { IFillsGrp } from './set/fills_grp' import { IOrderEventGrp } from './set/order_event_grp' import { ICommissionData } from './set/commission_data' import { ICommissionDataGrp } from './set/commission_data_grp' import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data' import { IRelativeValueGrp } from './set/relative_value_grp' import { IYieldData } from './set/yield_data' import { IRateSource } from './set/rate_source' import { IValueChecksGrp } from './set/value_checks_grp' import { IMatchingInstructions } from './set/matching_instructions' import { IDisplayInstruction } from './set/display_instruction' import { IDisclosureInstructionGrp } from './set/disclosure_instruction_grp' import { IContAmtGrp } from './set/cont_amt_grp' import { IInstrmtLegExecGrp } from './set/instrmt_leg_exec_grp' import { IMiscFeesGrp } from './set/misc_fees_grp' import { ITrdRegTimestamps } from './set/trd_reg_timestamps' import { ITrdRegPublicationGrp } from './set/trd_reg_publication_grp' import { ITradePriceConditionGrp } from './set/trade_price_condition_grp' import { IThrottleResponse } from './set/throttle_response' /* *************************************************** * ExecutionReport can be found in Volume 4 of the * * * * specification * *************************************************** */ export interface IExecutionReport { OrderID: string// 37 OrderRequestID?: number// 2422 MassOrderRequestID?: string// 2423 SecondaryOrderID?: string// 198 SecondaryClOrdID?: string// 526 SecondaryExecID?: string// 527 ClOrdID?: string// 11 QuoteMsgID?: string// 1166 OrigClOrdID?: string// 41 ClOrdLinkID?: string// 583 MDEntryID?: string// 278 QuoteRespID?: string// 693 OrdStatusReqID?: string// 790 MassStatusReqID?: string// 584 HostCrossID?: string// 961 TotNumReports?: number// 911 LastRptRequested?: boolean// 912 TradeOriginationDate?: Date// 229 ListID?: string// 66 CrossID?: string// 548 OrigCrossID?: string// 551 CrossType?: number// 549 RefRiskLimitCheckID?: string// 2334 RefRiskLimitCheckIDType?: number// 2335 TrdMatchID?: string// 880 TrdMatchSubID?: string// 1891 ExecID: string// 17 ExecRefID?: string// 19 ExecType: string// 150 ExecTypeReason?: number// 2431 OrdStatus: string// 39 WorkingIndicator?: boolean// 636 OrdRejReason?: number// 103 RejectText?: string// 1328 EncodedRejectTextLen?: number// 1664 EncodedRejectText?: Buffer// 1665 ExecRestatementReason?: number// 378 AlgorithmicTradeIndicator?: number// 2667 TrdType?: number// 828 TrdSubType?: number// 829 SecondaryTrdType?: number// 855 RegulatoryTransactionType?: number// 2347 PreviouslyReported?: boolean// 570 TradeReportingIndicator?: number// 2524 Account?: string// 1 AcctIDSource?: number// 660 AccountType?: number// 581 DayBookingInst?: string// 589 BookingUnit?: string// 590 PreallocMethod?: string// 591 AllocID?: string// 70 SettlType?: string// 63 SettlDate?: Date// 64 MatchType?: string// 574 OrderCategory?: string// 1115 CashMargin?: string// 544 ClearingFeeIndicator?: string// 635 Side: string// 54 ShortMarkingExemptIndicator?: boolean// 2102 ShortSaleExemptionReason?: number// 1688 QtyType?: number// 854 LotType?: string// 1093 OrdType?: string// 40 PriceType?: number// 423 Price?: number// 44 PriceProtectionScope?: string// 1092 StopPx?: number// 99 Triggered?: number// 1823 PeggedPrice?: number// 839 PeggedRefPrice?: number// 1095 DiscretionPrice?: number// 845 TradePriceNegotiationMethod?: number// 1740 UpfrontPrice?: number// 1742 UpfrontPriceType?: number// 1741 TargetStrategy?: number// 847 TargetStrategyParameters?: string// 848 ParticipationRate?: number// 849 TargetStrategyPerformance?: number// 850 Currency?: string// 15 ComplianceID?: string// 376 ComplianceText?: string// 2404 EncodedComplianceTextLen?: number// 2351 EncodedComplianceText?: Buffer// 2352 SolicitedFlag?: boolean// 377 TimeInForce?: string// 59 EffectiveTime?: Date// 168 ExpireDate?: Date// 432 ExpireTime?: Date// 126 ExposureDuration?: number// 1629 ExposureDurationUnit?: number// 1916 ExecInst?: string// 18 AuctionInstruction?: number// 1805 AggressorIndicator?: boolean// 1057 OrderCapacity?: string// 528 OrderRestrictions?: string// 529 TradingCapacity?: number// 1815 PreTradeAnonymity?: boolean// 1091 TradePublishIndicator?: number// 1390 CustOrderCapacity?: number// 582 LastQty?: number// 32 CalculatedCcyLastQty?: number// 1056 LastSwapPoints?: number// 1071 UnderlyingLastQty?: number// 652 LastQtyVariance?: number// 1828 LastPx?: number// 31 UnderlyingLastPx?: number// 651 LastParPx?: number// 669 MidPx?: number// 631 LastSpotRate?: number// 194 LastForwardPoints?: number// 195 LastUpfrontPrice?: number// 1743 LastMkt?: string// 30 VenueType?: string// 1430 MarketSegmentID?: string// 1300 ExDestination?: string// 100 ExDestinationIDSource?: string// 1133 ExDestinationType?: number// 2704 TradingSessionID?: string// 336 TradingSessionSubID?: string// 625 TimeBracket?: string// 943 LastCapacity?: string// 29 LeavesQty: number// 151 CumQty: number// 14 CxlQty?: number// 84 AvgPx?: number// 6 DayOrderQty?: number// 424 DayCumQty?: number// 425 DayAvgPx?: number// 426 TotNoFills?: number// 1361 LastFragment?: boolean// 893 GTBookingInst?: number// 427 TradeDate?: Date// 75 TransactTime?: Date// 60 ReportToExch?: boolean// 113 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 TradedFlatSwitch?: boolean// 258 BasisFeatureDate?: Date// 259 BasisFeaturePrice?: number// 260 Concession?: number// 238 TotalTakedown?: number// 237 NetMoney?: number// 118 SettlCurrAmt?: number// 119 SettlCurrency?: string// 120 SettlCurrFxRate?: number// 155 SettlCurrFxRateCalc?: string// 156 HandlInst?: string// 21 MinQty?: number// 110 MinQtyMethod?: number// 1822 MatchIncrement?: number// 1089 MaxPriceLevels?: number// 1090 MaximumPricePercentage?: number// 2676 SelfMatchPreventionID?: string// 2362 CrossedIndicator?: number// 2523 MaxFloor?: number// 111 ClearingAccountType?: number// 1816 PositionEffect?: string// 77 MaxShow?: number// 210 BookingType?: number// 775 Text?: string// 58 EncodedTextLen?: number// 354 EncodedText?: Buffer// 355 SettlDate2?: Date// 193 OrderQty2?: number// 192 LastForwardPoints2?: number// 641 MultiLegReportingType?: string// 442 ContingencyType?: number// 1385 CancellationRights?: string// 480 MoneyLaunderingStatus?: string// 481 RegistID?: string// 513 Designation?: string// 494 TransBkdTime?: Date// 483 ExecValuationPoint?: Date// 515 ExecPriceType?: string// 484 ExecPriceAdjustment?: number// 485 PriorityIndicator?: number// 638 PriceImprovement?: number// 639 LastLiquidityInd?: number// 851 CopyMsgIndicator?: boolean// 797 DividendYield?: number// 1380 ManualOrderIndicator?: boolean// 1028 CustDirectedOrder?: boolean// 1029 ReceivedDeptID?: string// 1030 CustOrderHandlingInst?: string// 1031 OrderHandlingInstSource?: number// 1032 OrderOrigination?: number// 1724 OriginatingDeptID?: string// 1725 ReceivingDeptID?: string// 1726 OwnerType?: number// 522 OrderOwnershipIndicator?: number// 2679 Volatility?: number// 1188 TimeToExpiration?: number// 1189 RiskFreeRate?: number// 1190 PriceDelta?: number// 811 CoverPrice?: number// 1917 RefOrderID?: string// 1080 RefOrderIDSource?: string// 1081 RefClOrdID?: string// 1806 AuctionType?: number// 1803 AuctionAllocationPct?: number// 1804 LockedQty?: number// 1808 SecondaryLockedQty?: number// 1809 LockType?: number// 1807 ReleaseInstruction?: number// 1810 ReleaseQty?: number// 1811 RelatedHighPrice?: number// 1819 RelatedLowPrice?: number// 1820 RelatedPriceSource?: number// 1821 StandardHeader?: IStandardHeader ApplicationSequenceControl?: IApplicationSequenceControl Parties?: IParties[] TargetParties?: ITargetParties[] ContraGrp?: IContraGrp[] RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp[] PreAllocGrp?: IPreAllocGrp[] Instrument?: IInstrument FinancingDetails?: IFinancingDetails UndInstrmtGrp?: IUndInstrmtGrp[] PaymentGrp?: IPaymentGrp[] Stipulations?: IStipulations[] OrderQtyData?: IOrderQtyData TriggeringInstruction?: ITriggeringInstruction PegInstructions?: IPegInstructions DiscretionInstructions?: IDiscretionInstructions StrategyParametersGrp?: IStrategyParametersGrp[] OrderAttributeGrp?: IOrderAttributeGrp[] LimitAmts?: ILimitAmts[] FillsGrp?: IFillsGrp[] OrderEventGrp?: IOrderEventGrp[] CommissionData?: ICommissionData CommissionDataGrp?: ICommissionDataGrp[] SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData RelativeValueGrp?: IRelativeValueGrp[] YieldData?: IYieldData RateSource?: IRateSource[] ValueChecksGrp?: IValueChecksGrp[] MatchingInstructions?: IMatchingInstructions[] DisplayInstruction?: IDisplayInstruction DisclosureInstructionGrp?: IDisclosureInstructionGrp[] ContAmtGrp?: IContAmtGrp[] InstrmtLegExecGrp?: IInstrmtLegExecGrp[] MiscFeesGrp?: IMiscFeesGrp[] TrdRegTimestamps?: ITrdRegTimestamps[] TrdRegPublicationGrp?: ITrdRegPublicationGrp[] TradePriceConditionGrp?: ITradePriceConditionGrp[] ThrottleResponse?: IThrottleResponse }