jspurefix
Version:
pure node js fix engine
48 lines (47 loc) • 1.39 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IIOINoIOIQualifiers } from './set/ioi_no_ioi_qualifiers';
import { IIOINoRoutingIDs } from './set/ioi_no_routing_i_ds';
import { IStandardTrailer } from './set/standard_trailer';
export interface IIOI {
StandardHeader: IStandardHeader;
IOIid: string;
IOITransType: string;
IOIRefID?: 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;
Side: string;
IOIShares: string;
Price?: number;
Currency?: string;
ValidUntilTime?: Date;
IOIQltyInd?: string;
IOINaturalFlag?: boolean;
NoIOIQualifiers?: IIOINoIOIQualifiers[];
Text?: string;
EncodedTextLen?: number;
EncodedText?: Buffer;
TransactTime?: Date;
URLLink?: string;
NoRoutingIDs?: IIOINoRoutingIDs[];
SpreadToBenchmark?: number;
Benchmark?: string;
StandardTrailer: IStandardTrailer;
}