jspurefix
Version:
pure node js fix engine
65 lines (63 loc) • 3.69 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { ICollInqQualGrp } from './set/coll_inq_qual_grp'
import { IParties } from './set/parties'
import { IExecCollGrp } from './set/exec_coll_grp'
import { ITrdCollGrp } from './set/trd_coll_grp'
import { IInstrument } from './set/instrument'
import { IFinancingDetails } from './set/financing_details'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IStipulations } from './set/stipulations'
import { ISettlInstructionsData } from './set/settl_instructions_data'
import { IStandardTrailer } from './set/standard_trailer'
export interface ICollateralInquiry {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
CollInquiryID: string// [2] 909 (String)
CollInqQualGrp?: ICollInqQualGrp// [3] NoCollInquiryQualifier.938, CollInquiryQualifier.896
SubscriptionRequestType?: string// [4] 263 (String)
ResponseTransportType?: number// [5] 725 (Int)
ResponseDestination?: string// [6] 726 (String)
Parties?: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
Account?: string// [8] 1 (String)
AccountType?: number// [9] 581 (Int)
ClOrdID?: string// [10] 11 (String)
OrderID?: string// [11] 37 (String)
SecondaryOrderID?: string// [12] 198 (String)
SecondaryClOrdID?: string// [13] 526 (String)
ExecCollGrp?: IExecCollGrp// [14] NoExecs.124, ExecID.17
TrdCollGrp?: ITrdCollGrp// [15] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
Instrument?: IInstrument// [16] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
FinancingDetails?: IFinancingDetails// [17] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
SettlDate?: Date// [18] 64 (LocalDate)
Quantity?: number// [19] 53 (Float)
QtyType?: number// [20] 854 (Int)
Currency?: string// [21] 15 (String)
CurrencyCodeSource?: string// [22] 2897 (String)
InstrmtLegGrp?: IInstrmtLegGrp// [23] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
UndInstrmtGrp?: IUndInstrmtGrp// [24] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
MarginExcess?: number// [25] 899 (Float)
TotalNetValue?: number// [26] 900 (Float)
CashOutstanding?: number// [27] 901 (Float)
TrdRegTimestamps?: ITrdRegTimestamps// [28] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834
Side?: string// [29] 54 (String)
Price?: number// [30] 44 (Float)
PriceType?: number// [31] 423 (Int)
AccruedInterestAmt?: number// [32] 159 (Float)
EndAccruedInterestAmt?: number// [33] 920 (Float)
StartCash?: number// [34] 921 (Float)
EndCash?: number// [35] 922 (Float)
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [36] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
Stipulations?: IStipulations// [37] NoStipulations.232, StipulationType.233, StipulationValue.234
SettlInstructionsData?: ISettlInstructionsData// [38] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
TradingSessionID?: string// [39] 336 (String)
TradingSessionSubID?: string// [40] 625 (String)
SettlSessID?: string// [41] 716 (String)
SettlSessSubID?: string// [42] 717 (String)
ClearingBusinessDate?: Date// [43] 715 (LocalDate)
Text?: string// [44] 58 (String)
EncodedTextLen?: number// [45] 354 (Length)
EncodedText?: Buffer// [46] 355 (RawData)
StandardTrailer: IStandardTrailer// [47] SignatureLength.93, Signature.89, CheckSum.10
}