jspurefix
Version:
pure node js fix engine
57 lines (56 loc) • 1.69 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IAllocationNoOrders } from './set/allocation_no_orders';
import { IAllocationNoExecs } from './set/allocation_no_execs';
import { IAllocationNoAllocs } from './set/allocation_no_allocs';
import { IStandardTrailer } from './set/standard_trailer';
export interface IAllocation {
StandardHeader: IStandardHeader;
AllocID: string;
AllocTransType: string;
RefAllocID?: string;
AllocLinkID?: string;
AllocLinkType?: number;
NoOrders?: IAllocationNoOrders[];
NoExecs?: IAllocationNoExecs[];
Side: string;
Symbol: string;
SymbolSfx?: string;
SecurityID?: string;
IDSource?: string;
SecurityType?: string;
MaturityMonthYear?: string;
MaturityDay?: string;
PutOrCall?: number;
StrikePrice?: number;
OptAttribute?: string;
ContractMultiplier?: number;
CouponRate?: number;
SecurityExchange?: string;
Issuer?: string;
EncodedIssuerLen?: number;
EncodedIssuer?: Buffer;
SecurityDesc?: string;
EncodedSecurityDescLen?: number;
EncodedSecurityDesc?: Buffer;
Shares: number;
LastMkt?: string;
TradingSessionID?: string;
AvgPx: number;
Currency?: string;
AvgPrxPrecision?: number;
TradeDate: Date;
TransactTime?: Date;
SettlmntTyp?: string;
FutSettDate?: Date;
GrossTradeAmt?: number;
NetMoney?: number;
OpenClose?: string;
Text?: string;
EncodedTextLen?: number;
EncodedText?: Buffer;
NumDaysInterest?: number;
AccruedInterestRate?: number;
NoAllocs?: IAllocationNoAllocs[];
StandardTrailer: IStandardTrailer;
}