jspurefix
Version:
pure node js fix engine
74 lines (73 loc) • 2.13 kB
TypeScript
/// <reference types="node" />
import { ISecAltIDGrp } from './sec_alt_id_grp';
import { IEvntGrp } from './evnt_grp';
import { IInstrumentParties } from './instrument_parties';
export interface IInstrument {
Symbol?: string;
SymbolSfx?: string;
SecurityID?: string;
SecurityIDSource?: string;
SecAltIDGrp?: ISecAltIDGrp;
Product?: number;
SecurityGroup?: string;
CFICode?: string;
SecurityType?: string;
SecuritySubType?: string;
MaturityMonthYear?: string;
MaturityDate?: Date;
CouponPaymentDate?: Date;
IssueDate?: Date;
RepoCollateralSecurityType?: number;
RepurchaseTerm?: number;
RepurchaseRate?: number;
Factor?: number;
CreditRating?: string;
InstrRegistry?: string;
CountryOfIssue?: string;
StateOrProvinceOfIssue?: string;
LocaleOfIssue?: string;
RedemptionDate?: Date;
StrikePrice?: number;
StrikeCurrency?: string;
TickSize?: number;
PriceLowLimit?: number;
PriceHighLimit?: number;
SizeLowLimit?: number;
SizeHighLimit?: number;
MaxAmount?: number;
QuoteSizeLowLimit?: number;
QuoteSizeHighLimit?: number;
InstrumentPricePrecision?: number;
InstrumentSizePrecision?: number;
OptAttribute?: string;
ContractMultiplier?: number;
CouponRate?: number;
SecurityExchange?: string;
Issuer?: string;
EncodedIssuerLen?: number;
EncodedIssuer?: Buffer;
SecurityDesc?: string;
EncodedSecurityDescLen?: number;
EncodedSecurityDesc?: Buffer;
Pool?: string;
ContractSettlMonth?: string;
CPProgram?: number;
CPRegType?: string;
EvntGrp?: IEvntGrp;
DatedDate?: Date;
InterestAccrualDate?: Date;
SecurityStatus?: string;
SettleOnOpenFlag?: string;
InstrmtAssignmentMethod?: string;
StrikeMultiplier?: number;
StrikeValue?: number;
MinPriceIncrement?: number;
PositionLimit?: number;
NTPositionLimit?: number;
InstrumentParties?: IInstrumentParties;
UnitofMeasure?: string;
TimeUnit?: string;
MaturityTime?: string;
RofexProps?: string;
TradingDeadline?: number;
}