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jspurefix

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pure node js fix engine

github.com/TimelordUK/jspurefix

TimelordUK/jspurefix

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[0] 8 (BeginString) = FIX.5.0SP2[FIX.5.0SP2], [1] 9 (BodyLength) = 0000430 [2] 35 (MsgType) = W[MarketDataSnapshotFullRefresh], [3] 49 (SenderCompID) = init-comp [4] 56 (TargetCompID) = accept-comp, [5] 115 (OnBehalfOfCompID) = DTS [6] 34 (MsgSeqNum) = 3187, [7] 57 (TargetSubID) = fix [8] 145 (DeliverToLocationID) = NCFX1_FIX50, [9] 52 (SendingTime) = 20231031-20:51:03.893 [10] 122 (OrigSendingTime) = 20231030-10:18:33.507, [11] 262 (MDReqID) = EURJPY10Y=TDS [12] 48 (SecurityID) = EURJPY10Y=TDS, [13] 22 (SecurityIDSource) = 8[ExchangeSymbol] [14] 167 (SecurityType) = FXFWD[FxForward], [15] 762 (SecuritySubType) = NONE [16] 15 (Currency) = EUR, [17] 20460 (InstrumentCustom) = EUZZ02X3F8ZYPHZZZZ [18] 268 (NoMDEntries) = 3, [19] 269 (MDEntryType) = 0[Bid] [20] 278 (MDEntryID) = 2971, [21] 270 (MDEntryPx) = -3657.05 [22] 271 (MDEntrySize) = 0, [23] 272 (MDEntryDate) = 20231030 [24] 273 (MDEntryTime) = 10:18:33.507, [25] 336 (TradingSessionID) = 1[Day] [26] 269 (MDEntryType) = 1[Offer], [27] 278 (MDEntryID) = 2972 [28] 270 (MDEntryPx) = -3590.35, [29] 271 (MDEntrySize) = 0 [30] 272 (MDEntryDate) = 20231030, [31] 273 (MDEntryTime) = 10:18:33.507 [32] 336 (TradingSessionID) = 1[Day], [33] 269 (MDEntryType) = H[MidPrice] [34] 278 (MDEntryID) = 2973, [35] 270 (MDEntryPx) = -3623.7 [36] 272 (MDEntryDate) = 20231030, [37] 273 (MDEntryTime) = 10:18:33.507 [38] 336 (TradingSessionID) = 1[Day], [39] 10 (CheckSum) = 052