jspurefix
Version:
pure node js fix engine
41 lines (40 loc) • 1.22 kB
TypeScript
import { IStandardHeader } from './set/standard_header';
import { IParties } from './set/parties';
import { IUnderlyingInstrument } from './set/underlying_instrument';
import { IInstrument } from './set/instrument';
import { IStandardTrailer } from './set/standard_trailer';
export interface IMassQuote {
StandardHeader: IStandardHeader;
QuoteReqID?: string;
QuoteID: string;
QuoteResponseLevel?: number;
Parties?: IParties[];
Account?: string;
DefBidSize?: number;
DefOfferSize?: number;
NoQuoteSets: number;
QuoteSetID: string;
UnderlyingInstrument?: IUnderlyingInstrument;
QuoteSetValidUntilTime?: Date;
TotQuoteEntries: number;
NoQuoteEntries: number;
QuoteEntryID: string;
Instrument?: IInstrument;
BidPx?: number;
OfferPx?: number;
BidSize?: number;
OfferSize?: number;
ValidUntilTime?: Date;
BidSpotRate?: number;
OfferSpotRate?: number;
BidForwardPoints?: number;
OfferForwardPoints?: number;
TransactTime?: Date;
TradingSessionID?: string;
FutSettDate?: Date;
OrdType?: string;
FutSettDate2?: Date;
OrderQty2?: number;
Currency?: string;
StandardTrailer: IStandardTrailer;
}