jspurefix
Version:
pure node js fix engine
36 lines (35 loc) • 1.21 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IInstrument } from './set/instrument';
import { IUndInstrmtGrp } from './set/und_instrmt_grp';
import { IInstrmtLegGrp } from './set/instrmt_leg_grp';
import { IOrderQtyData } from './set/order_qty_data';
import { IPriceQualifierGrp } from './set/price_qualifier_grp';
import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp';
import { IStandardTrailer } from './set/standard_trailer';
export interface IExecutionAck {
StandardHeader: IStandardHeader;
OrderID: string;
SecondaryOrderID?: string;
ClOrdID?: string;
ExecAckStatus: string;
ExecID: string;
DKReason?: string;
Instrument?: IInstrument;
UndInstrmtGrp?: IUndInstrmtGrp;
InstrmtLegGrp?: IInstrmtLegGrp;
Side: string;
OrderQtyData?: IOrderQtyData;
LastQty?: number;
LastPx?: number;
PriceType?: number;
PriceQualifierGrp?: IPriceQualifierGrp;
LastParPx?: number;
CumQty?: number;
AvgPx?: number;
RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp;
Text?: string;
EncodedTextLen?: number;
EncodedText?: Buffer;
StandardTrailer: IStandardTrailer;
}