UNPKG

jspurefix

Version:
36 lines (34 loc) 1.92 kB
import { IStandardHeader } from './set/standard_header' import { IInstrument } from './set/instrument' import { IUndInstrmtGrp } from './set/und_instrmt_grp' import { IInstrmtLegGrp } from './set/instrmt_leg_grp' import { IOrderQtyData } from './set/order_qty_data' import { IPriceQualifierGrp } from './set/price_qualifier_grp' import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp' import { IStandardTrailer } from './set/standard_trailer' export interface IExecutionAck { StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630 OrderID: string// [2] 37 (String) SecondaryOrderID?: string// [3] 198 (String) ClOrdID?: string// [4] 11 (String) ExecAckStatus: string// [5] 1036 (String) ExecID: string// [6] 17 (String) DKReason?: string// [7] 127 (String) Instrument?: IInstrument// [8] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603 UndInstrmtGrp?: IUndInstrmtGrp// [9] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631 InstrmtLegGrp?: IInstrmtLegGrp// [10] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508 Side: string// [11] 54 (String) OrderQtyData?: IOrderQtyData// [12] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469 LastQty?: number// [13] 32 (Float) LastPx?: number// [14] 31 (Float) PriceType?: number// [15] 423 (Int) PriceQualifierGrp?: IPriceQualifierGrp// [16] NoPriceQualifiers.2709, PriceQualifier.2710 LastParPx?: number// [17] 669 (Float) CumQty?: number// [18] 14 (Float) AvgPx?: number// [19] 6 (Float) RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp// [20] NoRegulatoryTradeIDs.1907, RegulatoryTradeID.1903 .. RegulatoryTradeIDScope.2397 Text?: string// [21] 58 (String) EncodedTextLen?: number// [22] 354 (Length) EncodedText?: Buffer// [23] 355 (RawData) StandardTrailer: IStandardTrailer// [24] SignatureLength.93, Signature.89, CheckSum.10 }