jspurefix
Version:
pure node js fix engine
37 lines (36 loc) • 1.16 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IInstrument } from './set/instrument';
import { IStipulations } from './set/stipulations';
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data';
import { IYieldData } from './set/yield_data';
import { IStandardTrailer } from './set/standard_trailer';
export interface IQuoteRequest {
StandardHeader: IStandardHeader;
QuoteReqID: string;
NoRelatedSym: number;
Instrument: IInstrument;
PrevClosePx?: number;
QuoteRequestType?: number;
TradingSessionID?: string;
Stipulations?: IStipulations[];
Side?: string;
OrderQty?: number;
CashOrderQty?: number;
SettlmntTyp?: string;
FutSettDate?: Date;
OrdType?: string;
FutSettDate2?: Date;
OrderQty2?: number;
ExpireTime?: Date;
TransactTime?: Date;
Currency?: string;
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData;
PriceType?: number;
Price?: number;
YieldData?: IYieldData;
Text?: string;
EncodedTextLen?: number;
EncodedText?: Buffer;
StandardTrailer: IStandardTrailer;
}