jspurefix
Version:
pure node js fix engine
60 lines (58 loc) • 3.43 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IApplicationSequenceControl } from './set/application_sequence_control'
import { IInstrument } from './set/instrument'
import { IInstrumentExtension } from './set/instrument_extension'
import { IFinancingDetails } from './set/financing_details'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IRelatedInstrumentGrp } from './set/related_instrument_grp'
import { IClearingPriceParametersGrp } from './set/clearing_price_parameters_grp'
import { IStandardTrailer } from './set/standard_trailer'
export interface ISecurityStatus {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
SecurityStatusReqID?: string// [3] 324 (String)
Instrument?: IInstrument// [4] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
InstrumentExtension?: IInstrumentExtension// [5] DeliveryForm.668, PctAtRisk.869 .. ReferenceDataDateType.2748
FinancingDetails?: IFinancingDetails// [6] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
UndInstrmtGrp?: IUndInstrmtGrp// [7] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
InstrmtLegGrp?: IInstrmtLegGrp// [8] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
RelatedInstrumentGrp?: IRelatedInstrumentGrp// [9] NoRelatedInstruments.1647, RelatedInstrumentType.1648 .. RelatedToDividendPeriodXIDRef.2417
Currency?: string// [10] 15 (String)
CurrencyCodeSource?: string// [11] 2897 (String)
MarketID?: string// [12] 1301 (String)
MarketSegmentID?: string// [13] 1300 (String)
TradeDate?: Date// [14] 75 (LocalDate)
TradingSessionID?: string// [15] 336 (String)
TradingSessionSubID?: string// [16] 625 (String)
UnsolicitedIndicator?: boolean// [17] 325 (Boolean)
SecurityTradingStatus?: number// [18] 326 (Int)
MarketMakerActivity?: number// [19] 1655 (Int)
FastMarketIndicator?: boolean// [20] 2447 (Boolean)
SecurityTradingEvent?: number// [21] 1174 (Int)
NextAuctionTime?: Date// [22] 2116 (UtcTimestamp)
FinancialStatus?: string// [23] 291 (String)
CorporateAction?: string// [24] 292 (String)
HaltReasonInt?: number// [25] 327 (Int)
InViewOfCommon?: boolean// [26] 328 (Boolean)
DueToRelated?: boolean// [27] 329 (Boolean)
MDBookType?: number// [28] 1021 (Int)
MarketDepth?: number// [29] 264 (Int)
BuyVolume?: number// [30] 330 (Float)
SellVolume?: number// [31] 331 (Float)
HighPx?: number// [32] 332 (Float)
LowPx?: number// [33] 333 (Float)
LastPx?: number// [34] 31 (Float)
ClearingPriceParametersGrp?: IClearingPriceParametersGrp// [35] NoClearingPriceParameters.2580, BusinessDayType.2581 .. CalculationMethod.2592
SettlPrice?: number// [36] 730 (Float)
SettlPriceType?: number// [37] 731 (Int)
SettlPriceDeterminationMethod?: number// [38] 2451 (Int)
TransactTime?: Date// [39] 60 (UtcTimestamp)
Adjustment?: number// [40] 334 (Int)
FirstPx?: number// [41] 1025 (Float)
LinkageHandlingIndicator?: boolean// [42] 2448 (Boolean)
Text?: string// [43] 58 (String)
EncodedTextLen?: number// [44] 354 (Length)
EncodedText?: Buffer// [45] 355 (RawData)
StandardTrailer: IStandardTrailer// [46] SignatureLength.93, Signature.89, CheckSum.10
}