UNPKG

jspurefix

Version:
95 lines (93 loc) 3.18 kB
import { IStandardHeader } from './set/standard_header' import { IQuotQualGrp } from './set/quot_qual_grp' import { IParties } from './set/parties' import { IInstrument } from './set/instrument' import { IFinancingDetails } from './set/financing_details' import { IUndInstrmtGrp } from './set/und_instrmt_grp' import { IOrderQtyData } from './set/order_qty_data' import { IStipulations } from './set/stipulations' import { ILegQuotGrp } from './set/leg_quot_grp' import { ICommissionData } from './set/commission_data' import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data' import { IYieldData } from './set/yield_data' /* ************************************************* * QuoteResponse can be found in Volume 3 of the * * * * specification * ************************************************* */ export interface IQuoteResponse { QuoteRespID: string// 693 QuoteID?: string// 117 QuoteMsgID?: string// 1166 QuoteReqID?: string// 131 QuoteRespType: number// 694 ClOrdID?: string// 11 OrderCapacity?: string// 528 OrderRestrictions?: string// 529 IOIID?: string// 23 QuoteType?: number// 537 PreTradeAnonymity?: boolean// 1091 TrdType?: number// 828 RegulatoryTransactionType?: number// 2347 NegotiationMethod?: number// 2115 TradingSessionID?: string// 336 TradingSessionSubID?: string// 625 Side?: string// 54 MinQty?: number// 110 SettlType?: string// 63 SettlDate?: Date// 64 SettlDate2?: Date// 193 OrderQty2?: number// 192 Currency?: string// 15 Account?: string// 1 AcctIDSource?: number// 660 AccountType?: number// 581 BidPx?: number// 132 OfferPx?: number// 133 MktBidPx?: number// 645 MktOfferPx?: number// 646 MinBidSize?: number// 647 BidSize?: number// 134 MinOfferSize?: number// 648 OfferSize?: number// 135 ValidUntilTime?: Date// 62 BidSpotRate?: number// 188 OfferSpotRate?: number// 190 BidForwardPoints?: number// 189 OfferForwardPoints?: number// 191 MidPx?: number// 631 BidYield?: number// 632 MidYield?: number// 633 OfferYield?: number// 634 TransactTime?: Date// 60 OrdType?: string// 40 BidForwardPoints2?: number// 642 OfferForwardPoints2?: number// 643 SettlCurrBidFxRate?: number// 656 SettlCurrOfferFxRate?: number// 657 SettlCurrFxRateCalc?: string// 156 CustOrderCapacity?: number// 582 ExDestination?: string// 100 ExDestinationIDSource?: string// 1133 Text?: string// 58 EncodedTextLen?: number// 354 EncodedText?: Buffer// 355 Price?: number// 44 PriceType?: number// 423 CoverPrice?: number// 1917 StrikeTime?: Date// 443 StandardHeader?: IStandardHeader QuotQualGrp?: IQuotQualGrp[] Parties?: IParties[] Instrument?: IInstrument FinancingDetails?: IFinancingDetails UndInstrmtGrp?: IUndInstrmtGrp[] OrderQtyData?: IOrderQtyData Stipulations?: IStipulations[] LegQuotGrp?: ILegQuotGrp[] CommissionData?: ICommissionData SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData YieldData?: IYieldData }