jspurefix

/// <reference types="node" /> import { IStandardHeader } from './set/standard_header'; import { IApplicationSequenceControl } from './set/application_sequence_control'; import { IParties } from './set/parties'; import { ITargetParties } from './set/target_parties'; import { IContraGrp } from './set/contra_grp'; import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'; import { IPreAllocGrp } from './set/pre_alloc_grp'; import { IInstrument } from './set/instrument'; import { IFinancingDetails } from './set/financing_details'; import { IUndInstrmtGrp } from './set/und_instrmt_grp'; import { IPaymentGrp } from './set/payment_grp'; import { IStipulations } from './set/stipulations'; import { IOrderQtyData } from './set/order_qty_data'; import { ITriggeringInstruction } from './set/triggering_instruction'; import { IPegInstructions } from './set/peg_instructions'; import { IDiscretionInstructions } from './set/discretion_instructions'; import { IStrategyParametersGrp } from './set/strategy_parameters_grp'; import { IOrderAttributeGrp } from './set/order_attribute_grp'; import { ILimitAmts } from './set/limit_amts'; import { IFillsGrp } from './set/fills_grp'; import { IOrderEventGrp } from './set/order_event_grp'; import { ICommissionData } from './set/commission_data'; import { ICommissionDataGrp } from './set/commission_data_grp'; import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'; import { IRelativeValueGrp } from './set/relative_value_grp'; import { IYieldData } from './set/yield_data'; import { IRateSource } from './set/rate_source'; import { IValueChecksGrp } from './set/value_checks_grp'; import { IMatchingInstructions } from './set/matching_instructions'; import { IDisplayInstruction } from './set/display_instruction'; import { IDisclosureInstructionGrp } from './set/disclosure_instruction_grp'; import { IContAmtGrp } from './set/cont_amt_grp'; import { IInstrmtLegExecGrp } from './set/instrmt_leg_exec_grp'; import { IMiscFeesGrp } from './set/misc_fees_grp'; import { ITrdRegTimestamps } from './set/trd_reg_timestamps'; import { ITrdRegPublicationGrp } from './set/trd_reg_publication_grp'; import { ITradePriceConditionGrp } from './set/trade_price_condition_grp'; import { IThrottleResponse } from './set/throttle_response'; export interface IExecutionReport { OrderID: string; OrderRequestID?: number; MassOrderRequestID?: string; SecondaryOrderID?: string; SecondaryClOrdID?: string; SecondaryExecID?: string; ClOrdID?: string; QuoteMsgID?: string; OrigClOrdID?: string; ClOrdLinkID?: string; MDEntryID?: string; QuoteRespID?: string; OrdStatusReqID?: string; MassStatusReqID?: string; HostCrossID?: string; TotNumReports?: number; LastRptRequested?: boolean; TradeOriginationDate?: Date; ListID?: string; CrossID?: string; OrigCrossID?: string; CrossType?: number; RefRiskLimitCheckID?: string; RefRiskLimitCheckIDType?: number; TrdMatchID?: string; TrdMatchSubID?: string; ExecID: string; ExecRefID?: string; ExecType: string; ExecTypeReason?: number; OrdStatus: string; WorkingIndicator?: boolean; OrdRejReason?: number; RejectText?: string; EncodedRejectTextLen?: number; EncodedRejectText?: Buffer; ExecRestatementReason?: number; AlgorithmicTradeIndicator?: number; TrdType?: number; TrdSubType?: number; SecondaryTrdType?: number; RegulatoryTransactionType?: number; PreviouslyReported?: boolean; TradeReportingIndicator?: number; Account?: string; AcctIDSource?: number; AccountType?: number; DayBookingInst?: string; BookingUnit?: string; PreallocMethod?: string; AllocID?: string; SettlType?: string; SettlDate?: Date; MatchType?: string; OrderCategory?: string; CashMargin?: string; ClearingFeeIndicator?: string; Side: string; ShortMarkingExemptIndicator?: boolean; ShortSaleExemptionReason?: number; QtyType?: number; LotType?: string; OrdType?: string; PriceType?: number; Price?: number; PriceProtectionScope?: string; StopPx?: number; Triggered?: number; PeggedPrice?: number; PeggedRefPrice?: number; DiscretionPrice?: number; TradePriceNegotiationMethod?: number; UpfrontPrice?: number; UpfrontPriceType?: number; TargetStrategy?: number; TargetStrategyParameters?: string; ParticipationRate?: number; TargetStrategyPerformance?: number; Currency?: string; ComplianceID?: string; ComplianceText?: string; EncodedComplianceTextLen?: number; EncodedComplianceText?: Buffer; SolicitedFlag?: boolean; TimeInForce?: string; EffectiveTime?: Date; ExpireDate?: Date; ExpireTime?: Date; ExposureDuration?: number; ExposureDurationUnit?: number; ExecInst?: string; AuctionInstruction?: number; AggressorIndicator?: boolean; OrderCapacity?: string; OrderRestrictions?: string; TradingCapacity?: number; PreTradeAnonymity?: boolean; TradePublishIndicator?: number; CustOrderCapacity?: number; LastQty?: number; CalculatedCcyLastQty?: number; LastSwapPoints?: number; UnderlyingLastQty?: number; LastQtyVariance?: number; LastPx?: number; UnderlyingLastPx?: number; LastParPx?: number; MidPx?: number; LastSpotRate?: number; LastForwardPoints?: number; LastUpfrontPrice?: number; LastMkt?: string; VenueType?: string; MarketSegmentID?: string; ExDestination?: string; ExDestinationIDSource?: string; ExDestinationType?: number; TradingSessionID?: string; TradingSessionSubID?: string; TimeBracket?: string; LastCapacity?: string; LeavesQty: number; CumQty: number; CxlQty?: number; AvgPx?: number; DayOrderQty?: number; DayCumQty?: number; DayAvgPx?: number; TotNoFills?: number; LastFragment?: boolean; GTBookingInst?: number; TradeDate?: Date; TransactTime?: Date; ReportToExch?: boolean; GrossTradeAmt?: number; NumDaysInterest?: number; ExDate?: Date; AccruedInterestRate?: number; AccruedInterestAmt?: number; InterestAtMaturity?: number; EndAccruedInterestAmt?: number; StartCash?: number; EndCash?: number; TradedFlatSwitch?: boolean; BasisFeatureDate?: Date; BasisFeaturePrice?: number; Concession?: number; TotalTakedown?: number; NetMoney?: number; SettlCurrAmt?: number; SettlCurrency?: string; SettlCurrFxRate?: number; SettlCurrFxRateCalc?: string; HandlInst?: string; MinQty?: number; MinQtyMethod?: number; MatchIncrement?: number; MaxPriceLevels?: number; MaximumPricePercentage?: number; SelfMatchPreventionID?: string; CrossedIndicator?: number; MaxFloor?: number; ClearingAccountType?: number; PositionEffect?: string; MaxShow?: number; BookingType?: number; Text?: string; EncodedTextLen?: number; EncodedText?: Buffer; SettlDate2?: Date; OrderQty2?: number; LastForwardPoints2?: number; MultiLegReportingType?: string; ContingencyType?: number; CancellationRights?: string; MoneyLaunderingStatus?: string; RegistID?: string; Designation?: string; TransBkdTime?: Date; ExecValuationPoint?: Date; ExecPriceType?: string; ExecPriceAdjustment?: number; PriorityIndicator?: number; PriceImprovement?: number; LastLiquidityInd?: number; CopyMsgIndicator?: boolean; DividendYield?: number; ManualOrderIndicator?: boolean; CustDirectedOrder?: boolean; ReceivedDeptID?: string; CustOrderHandlingInst?: string; OrderHandlingInstSource?: number; OrderOrigination?: number; OriginatingDeptID?: string; ReceivingDeptID?: string; OwnerType?: number; OrderOwnershipIndicator?: number; Volatility?: number; TimeToExpiration?: number; RiskFreeRate?: number; PriceDelta?: number; CoverPrice?: number; RefOrderID?: string; RefOrderIDSource?: string; RefClOrdID?: string; AuctionType?: number; AuctionAllocationPct?: number; LockedQty?: number; SecondaryLockedQty?: number; LockType?: number; ReleaseInstruction?: number; ReleaseQty?: number; RelatedHighPrice?: number; RelatedLowPrice?: number; RelatedPriceSource?: number; StandardHeader?: IStandardHeader; ApplicationSequenceControl?: IApplicationSequenceControl; Parties?: IParties[]; TargetParties?: ITargetParties[]; ContraGrp?: IContraGrp[]; RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp[]; PreAllocGrp?: IPreAllocGrp[]; Instrument?: IInstrument; FinancingDetails?: IFinancingDetails; UndInstrmtGrp?: IUndInstrmtGrp[]; PaymentGrp?: IPaymentGrp[]; Stipulations?: IStipulations[]; OrderQtyData?: IOrderQtyData; TriggeringInstruction?: ITriggeringInstruction; PegInstructions?: IPegInstructions; DiscretionInstructions?: IDiscretionInstructions; StrategyParametersGrp?: IStrategyParametersGrp[]; OrderAttributeGrp?: IOrderAttributeGrp[]; LimitAmts?: ILimitAmts[]; FillsGrp?: IFillsGrp[]; OrderEventGrp?: IOrderEventGrp[]; CommissionData?: ICommissionData; CommissionDataGrp?: ICommissionDataGrp[]; SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData; RelativeValueGrp?: IRelativeValueGrp[]; YieldData?: IYieldData; RateSource?: IRateSource[]; ValueChecksGrp?: IValueChecksGrp[]; MatchingInstructions?: IMatchingInstructions[]; DisplayInstruction?: IDisplayInstruction; DisclosureInstructionGrp?: IDisclosureInstructionGrp[]; ContAmtGrp?: IContAmtGrp[]; InstrmtLegExecGrp?: IInstrmtLegExecGrp[]; MiscFeesGrp?: IMiscFeesGrp[]; TrdRegTimestamps?: ITrdRegTimestamps[]; TrdRegPublicationGrp?: ITrdRegPublicationGrp[]; TradePriceConditionGrp?: ITradePriceConditionGrp[]; ThrottleResponse?: IThrottleResponse; }