jspurefix
Version:
pure node js fix engine
180 lines (178 loc) • 6.82 kB
text/typescript
import { ISecAltIDGrp } from './sec_alt_id_grp'
import { ISecondaryAssetGrp } from './secondary_asset_grp'
import { IAssetAttributeGrp } from './asset_attribute_grp'
import { ISecurityXML } from './security_xml'
import { IEvntGrp } from './evnt_grp'
import { IInstrumentParties } from './instrument_parties'
import { IComplexEvents } from './complex_events'
import { IDateAdjustment } from './date_adjustment'
import { IPricingDateTime } from './pricing_date_time'
import { IMarketDisruption } from './market_disruption'
import { IOptionExercise } from './option_exercise'
import { IStreamGrp } from './stream_grp'
import { IProvisionGrp } from './provision_grp'
import { IAdditionalTermGrp } from './additional_term_grp'
import { IProtectionTermGrp } from './protection_term_grp'
import { ICashSettlTermGrp } from './cash_settl_term_grp'
import { IPhysicalSettlTermGrp } from './physical_settl_term_grp'
import { IExtraordinaryEventGrp } from './extraordinary_event_grp'
export interface IInstrument {
Symbol?: string// 55
SymbolSfx?: string// 65
SecurityID?: string// 48
SecurityIDSource?: string// 22
Product?: number// 460
ProductComplex?: string// 1227
SecurityGroup?: string// 1151
CFICode?: string// 461
SecurityType?: string// 167
SecuritySubType?: string// 762
MaturityMonthYear?: string// 200
MaturityDate?: Date// 541
MaturityTime?: string// 1079
SettleOnOpenFlag?: string// 966
InstrmtAssignmentMethod?: string// 1049
SecurityStatus?: string// 965
CouponPaymentDate?: Date// 224
RestructuringType?: string// 1449
Seniority?: string// 1450
NotionalPercentageOutstanding?: number// 1451
OriginalNotionalPercentageOutstanding?: number// 1452
AttachmentPoint?: number// 1457
DetachmentPoint?: number// 1458
ObligationType?: string// 1739
AssetGroup?: number// 2210
AssetClass?: number// 1938
AssetSubClass?: number// 1939
AssetType?: string// 1940
SwapClass?: string// 1941
SwapSubClass?: string// 1575
NthToDefault?: number// 1942
MthToDefault?: number// 1943
SettledEntityMatrixSource?: string// 1944
SettledEntityMatrixPublicationDate?: Date// 1945
CouponType?: number// 1946
TotalIssuedAmount?: number// 1947
CouponFrequencyPeriod?: number// 1948
CouponFrequencyUnit?: string// 1949
CouponDayCount?: number// 1950
ConvertibleBondEquityID?: string// 1951
ConvertibleBondEquityIDSource?: string// 1952
ContractPriceRefMonth?: string// 1953
LienSeniority?: number// 1954
LoanFacility?: number// 1955
ReferenceEntityType?: number// 1956
IndexSeries?: number// 1957
IndexAnnexVersion?: number// 1958
IndexAnnexDate?: Date// 1959
IndexAnnexSource?: string// 1960
SettlRateIndex?: string// 1577
SettlRateIndexLocation?: string// 1580
OptionExpirationDesc?: string// 1581
EncodedOptionExpirationDescLen?: number// 1678
EncodedOptionExpirationDesc?: Buffer// 1697
IssueDate?: Date// 225
RepoCollateralSecurityType?: string// 239
RepurchaseTerm?: number// 226
RepurchaseRate?: number// 227
Factor?: number// 228
CreditRating?: string// 255
InstrRegistry?: string// 543
CountryOfIssue?: string// 470
StateOrProvinceOfIssue?: string// 471
LocaleOfIssue?: string// 472
RedemptionDate?: Date// 240
StrikePrice?: number// 202
OrigStrikePrice?: number// 2578
StrikePricePrecision?: number// 2577
StrikeCurrency?: string// 947
StrikeMultiplier?: number// 967
StrikeValue?: number// 968
StrikeUnitOfMeasure?: string// 1698
StrikeIndex?: string// 1866
StrikeIndexCurvePoint?: string// 2600
StrikeIndexSpread?: number// 2001
StrikeIndexQuote?: number// 2601
StrikePriceDeterminationMethod?: number// 1478
StrikePriceBoundaryMethod?: number// 1479
StrikePriceBoundaryPrecision?: number// 1480
UnderlyingPriceDeterminationMethod?: number// 1481
OptAttribute?: string// 206
ContractMultiplier?: number// 231
ContractMultiplierUnit?: number// 1435
TradingUnitPeriodMultiplier?: number// 2353
FlowScheduleType?: number// 1439
MinPriceIncrement?: number// 969
MinPriceIncrementAmount?: number// 1146
UnitOfMeasure?: string// 996
UnitOfMeasureQty?: number// 1147
UnitOfMeasureCurrency?: string// 1716
PriceUnitOfMeasure?: string// 1191
PriceUnitOfMeasureQty?: number// 1192
PriceUnitOfMeasureCurrency?: string// 1717
SettlMethod?: string// 1193
SettlSubMethod?: number// 2579
ExerciseStyle?: number// 1194
OptPayoutType?: number// 1482
OptPayoutAmount?: number// 1195
PriceQuoteMethod?: string// 1196
ValuationMethod?: string// 1197
ValuationSource?: string// 2002
ValuationReferenceModel?: string// 2140
PriceQuoteCurrency?: string// 1524
ListMethod?: number// 1198
CapPrice?: number// 1199
FloorPrice?: number// 1200
PutOrCall?: number// 201
InTheMoneyCondition?: number// 2681
ContraryInstructionEligibilityIndicator?: boolean// 2685
FlexibleIndicator?: boolean// 1244
FlexProductEligibilityIndicator?: boolean// 1242
BlockTradeEligibilityIndicator?: boolean// 2575
LowExercisePriceOptionIndicator?: boolean// 2574
TimeUnit?: string// 997
CouponRate?: number// 223
SecurityExchange?: string// 207
PositionLimit?: number// 970
NTPositionLimit?: number// 971
Issuer?: string// 106
EncodedIssuerLen?: number// 348
EncodedIssuer?: Buffer// 349
SecurityDesc?: string// 107
EncodedSecurityDescLen?: number// 350
EncodedSecurityDesc?: Buffer// 351
Pool?: string// 691
ContractSettlMonth?: string// 667
CPProgram?: number// 875
CPRegType?: string// 876
DatedDate?: Date// 873
InterestAccrualDate?: Date// 874
ShortSaleRestriction?: number// 1687
RefTickTableID?: number// 1787
StrategyType?: string// 2141
CommonPricingIndicator?: boolean// 2142
SettlDisruptionProvision?: number// 2143
InstrumentRoundingDirection?: string// 2144
InstrumentRoundingPrecision?: number// 2145
InstrumentPricePrecision?: number// 2576
ExtraordinaryEventAdjustmentMethod?: number// 2602
ExchangeLookAlike?: boolean// 2603
SecAltIDGrp?: ISecAltIDGrp[]
SecondaryAssetGrp?: ISecondaryAssetGrp[]
AssetAttributeGrp?: IAssetAttributeGrp[]
SecurityXML?: ISecurityXML
EvntGrp?: IEvntGrp[]
InstrumentParties?: IInstrumentParties[]
ComplexEvents?: IComplexEvents[]
DateAdjustment?: IDateAdjustment
PricingDateTime?: IPricingDateTime
MarketDisruption?: IMarketDisruption
OptionExercise?: IOptionExercise
StreamGrp?: IStreamGrp[]
ProvisionGrp?: IProvisionGrp[]
AdditionalTermGrp?: IAdditionalTermGrp[]
ProtectionTermGrp?: IProtectionTermGrp[]
CashSettlTermGrp?: ICashSettlTermGrp[]
PhysicalSettlTermGrp?: IPhysicalSettlTermGrp[]
ExtraordinaryEventGrp?: IExtraordinaryEventGrp[]
}