jspurefix
Version:
pure node js fix engine
58 lines (56 loc) • 2.46 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IApplicationSequenceControl } from './set/application_sequence_control'
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 { IRelatedInstrumentGrp } from './set/related_instrument_grp'
import { ISecurityClassificationGrp } from './set/security_classification_grp'
import { IStipulations } from './set/stipulations'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IYieldData } from './set/yield_data'
import { IMarketSegmentGrp } from './set/market_segment_grp'
/*
******************************************************
* SecurityDefinition can be found in Volume 3 of the *
* *
* specification *
******************************************************
*/
export interface ISecurityDefinition {
SecurityReportID?: number// 964
ClearingBusinessDate?: Date// 715
SecurityReqID?: string// 320
OrderRequestID?: number// 2422
SecurityResponseID?: string// 322
SecurityResponseType?: number// 323
SecurityRequestResult?: number// 560
SecurityRejectReason?: number// 1607
CorporateAction?: string// 292
Currency?: string// 15
PreviousAdjustedOpenInterest?: number// 2572
PreviousUnadjustedOpenInterest?: number// 2573
PriorSettlPrice?: number// 734
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
NumOfSimpleInstruments?: number// 1606
NumOfComplexInstruments?: number// 2562
LastUpdateTime?: Date// 779
EffectiveBusinessDate?: Date// 2400
TransactTime?: Date// 60
StandardHeader?: IStandardHeader
ApplicationSequenceControl?: IApplicationSequenceControl
Instrument?: IInstrument
InstrumentExtension?: IInstrumentExtension
FinancingDetails?: IFinancingDetails
UndInstrmtGrp?: IUndInstrmtGrp[]
RelatedInstrumentGrp?: IRelatedInstrumentGrp[]
SecurityClassificationGrp?: ISecurityClassificationGrp[]
Stipulations?: IStipulations[]
InstrmtLegGrp?: IInstrmtLegGrp[]
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData
YieldData?: IYieldData
MarketSegmentGrp?: IMarketSegmentGrp[]
}