jspurefix
Version:
pure node js fix engine
196 lines (194 loc) • 11.2 kB
text/typescript
import { ISecAltIDGrp } from './sec_alt_id_grp'
import { ISecondaryAssetGrp } from './secondary_asset_grp'
import { IAssetAttributeGrp } from './asset_attribute_grp'
import { ISecurityXML } from './security_xml'
import { IEvntGrp } from './evnt_grp'
import { IInstrumentParties } from './instrument_parties'
import { IComplexEvents } from './complex_events'
import { IDateAdjustment } from './date_adjustment'
import { IPricingDateTime } from './pricing_date_time'
import { IMarketDisruption } from './market_disruption'
import { IOptionExercise } from './option_exercise'
import { IStreamGrp } from './stream_grp'
import { IProvisionGrp } from './provision_grp'
import { IAdditionalTermGrp } from './additional_term_grp'
import { IProtectionTermGrp } from './protection_term_grp'
import { ICashSettlTermGrp } from './cash_settl_term_grp'
import { IPhysicalSettlTermGrp } from './physical_settl_term_grp'
import { IExtraordinaryEventGrp } from './extraordinary_event_grp'
export interface IInstrument {
Symbol?: string// [1] 55 (String)
SymbolSfx?: string// [2] 65 (String)
SecurityID?: string// [3] 48 (String)
SecurityIDSource?: string// [4] 22 (String)
SecAltIDGrp?: ISecAltIDGrp// [5] NoSecurityAltID.454, SecurityAltID.455 .. SymbolPositionNumber.2957
Product?: number// [6] 460 (Int)
ProductComplex?: string// [7] 1227 (String)
SecurityGroup?: string// [8] 1151 (String)
CFICode?: string// [9] 461 (String)
UPICode?: string// [10] 2891 (String)
SecurityType?: string// [11] 167 (String)
SecuritySubType?: string// [12] 762 (String)
Currency?: string// [13] 15 (String)
InstrumentCustom?: string// [14] 20460 (String)
MaturityMonthYear?: string// [15] 200 (String)
MaturityDate?: Date// [16] 541 (LocalDate)
MaturityTime?: string// [17] 1079 (String)
SettleOnOpenFlag?: string// [18] 966 (String)
InstrmtAssignmentMethod?: string// [19] 1049 (String)
SecurityStatus?: string// [20] 965 (String)
CouponPaymentDate?: Date// [21] 224 (LocalDate)
RestructuringType?: string// [22] 1449 (String)
Seniority?: string// [23] 1450 (String)
NotionalPercentageOutstanding?: number// [24] 1451 (Float)
OriginalNotionalPercentageOutstanding?: number// [25] 1452 (Float)
AttachmentPoint?: number// [26] 1457 (Float)
DetachmentPoint?: number// [27] 1458 (Float)
ObligationType?: string// [28] 1739 (String)
AssetGroup?: number// [29] 2210 (Int)
AssetClass?: number// [30] 1938 (Int)
AssetSubClass?: number// [31] 1939 (Int)
AssetType?: string// [32] 1940 (String)
AssetSubType?: string// [33] 2735 (String)
SecondaryAssetGrp?: ISecondaryAssetGrp// [34] NoSecondaryAssetClasses.1976, SecondaryAssetClass.1977 .. SecondaryAssetSubType.2741
AssetAttributeGrp?: IAssetAttributeGrp// [35] NoAssetAttributes.2304, AssetAttributeType.2305 .. AssetAttributeLimit.2307
SwapClass?: string// [36] 1941 (String)
SwapSubClass?: string// [37] 1575 (String)
NthToDefault?: number// [38] 1942 (Int)
MthToDefault?: number// [39] 1943 (Int)
SettledEntityMatrixSource?: string// [40] 1944 (String)
SettledEntityMatrixPublicationDate?: Date// [41] 1945 (LocalDate)
CouponType?: number// [42] 1946 (Int)
TotalIssuedAmount?: number// [43] 1947 (Float)
CouponFrequencyPeriod?: number// [44] 1948 (Int)
CouponFrequencyUnit?: string// [45] 1949 (String)
CouponDayCount?: number// [46] 1950 (Int)
CouponOtherDayCount?: string// [47] 2879 (String)
ConvertibleBondEquityID?: string// [48] 1951 (String)
ConvertibleBondEquityIDSource?: string// [49] 1952 (String)
ContractPriceRefMonth?: string// [50] 1953 (String)
LienSeniority?: number// [51] 1954 (Int)
LoanFacility?: number// [52] 1955 (Int)
ReferenceEntityType?: number// [53] 1956 (Int)
IndexSeries?: number// [54] 1957 (Int)
IndexAnnexVersion?: number// [55] 1958 (Int)
IndexAnnexDate?: Date// [56] 1959 (LocalDate)
IndexAnnexSource?: string// [57] 1960 (String)
SettlRateIndex?: string// [58] 1577 (String)
SettlRateIndexLocation?: string// [59] 1580 (String)
OptionExpirationDesc?: string// [60] 1581 (String)
EncodedOptionExpirationDescLen?: number// [61] 1678 (Length)
EncodedOptionExpirationDesc?: Buffer// [62] 1697 (RawData)
IssueDate?: Date// [63] 225 (LocalDate)
RepoCollateralSecurityType?: string// [64] 239 (String)
RepurchaseTerm?: number// [65] 226 (Int)
RepurchaseRate?: number// [66] 227 (Float)
Factor?: number// [67] 228 (Float)
CreditRating?: string// [68] 255 (String)
InstrRegistry?: string// [69] 543 (String)
CountryOfIssue?: string// [70] 470 (String)
StateOrProvinceOfIssue?: string// [71] 471 (String)
LocaleOfIssue?: string// [72] 472 (String)
RedemptionDate?: Date// [73] 240 (LocalDate)
StrikePrice?: number// [74] 202 (Float)
OrigStrikePrice?: number// [75] 2578 (Float)
StrikePricePrecision?: number// [76] 2577 (Int)
StrikeCurrency?: string// [77] 947 (String)
StrikeCurrencyCodeSource?: string// [78] 2904 (String)
StrikeMultiplier?: number// [79] 967 (Float)
StrikeValue?: number// [80] 968 (Float)
StrikeUnitOfMeasure?: string// [81] 1698 (String)
StrikeIndex?: string// [82] 1866 (String)
StrikeIndexCurvePoint?: string// [83] 2600 (String)
StrikeIndexSpread?: number// [84] 2001 (Float)
StrikeIndexQuote?: number// [85] 2601 (Int)
StrikePriceDeterminationMethod?: number// [86] 1478 (Int)
StrikePriceBoundaryMethod?: number// [87] 1479 (Int)
StrikePriceBoundaryPrecision?: number// [88] 1480 (Float)
UnderlyingPriceDeterminationMethod?: number// [89] 1481 (Int)
OptAttribute?: string// [90] 206 (String)
ContractMultiplier?: number// [91] 231 (Float)
ContractMultiplierUnit?: number// [92] 1435 (Int)
TradingUnitPeriodMultiplier?: number// [93] 2353 (Int)
FlowScheduleType?: number// [94] 1439 (Int)
MinPriceIncrement?: number// [95] 969 (Float)
MinPriceIncrementAmount?: number// [96] 1146 (Float)
UnitOfMeasure?: string// [97] 996 (String)
UnitOfMeasureQty?: number// [98] 1147 (Float)
UnitOfMeasureCurrency?: string// [99] 1716 (String)
UnitOfMeasureCurrencyCodeSource?: string// [100] 2905 (String)
PriceUnitOfMeasure?: string// [101] 1191 (String)
PriceUnitOfMeasureQty?: number// [102] 1192 (Float)
PriceUnitOfMeasureCurrency?: string// [103] 1717 (String)
PriceUnitOfMeasureCurrencyCodeSource?: string// [104] 2906 (String)
SettlMethod?: string// [105] 1193 (String)
SettlSubMethod?: number// [106] 2579 (Int)
ExerciseStyle?: number// [107] 1194 (Int)
OptPayoutType?: number// [108] 1482 (Int)
OptPayoutAmount?: number// [109] 1195 (Float)
ReturnTrigger?: number// [110] 2753 (Int)
PriceQuoteMethod?: string// [111] 1196 (String)
ValuationMethod?: string// [112] 1197 (String)
ValuationSource?: string// [113] 2002 (String)
ValuationReferenceModel?: string// [114] 2140 (String)
PriceQuoteCurrency?: string// [115] 1524 (String)
PriceQuoteCurrencyCodeSource?: string// [116] 2907 (String)
ListMethod?: number// [117] 1198 (Int)
CapPrice?: number// [118] 1199 (Float)
FloorPrice?: number// [119] 1200 (Float)
PutOrCall?: number// [120] 201 (Int)
InTheMoneyCondition?: number// [121] 2681 (Int)
ContraryInstructionEligibilityIndicator?: boolean// [122] 2685 (Boolean)
FlexibleIndicator?: boolean// [123] 1244 (Boolean)
FlexProductEligibilityIndicator?: boolean// [124] 1242 (Boolean)
BlockTradeEligibilityIndicator?: boolean// [125] 2575 (Boolean)
LowExercisePriceOptionIndicator?: boolean// [126] 2574 (Boolean)
TimeUnit?: string// [127] 997 (String)
CouponRate?: number// [128] 223 (Float)
SecurityExchange?: string// [129] 207 (String)
PositionLimit?: number// [130] 970 (Int)
NTPositionLimit?: number// [131] 971 (Int)
Issuer?: string// [132] 106 (String)
EncodedIssuerLen?: number// [133] 348 (Length)
EncodedIssuer?: Buffer// [134] 349 (RawData)
FinancialInstrumentShortName?: string// [135] 2737 (String)
FinancialInstrumentFullName?: string// [136] 2714 (String)
EncodedFinancialInstrumentFullNameLen?: number// [137] 2715 (Length)
EncodedFinancialInstrumentFullName?: Buffer// [138] 2716 (RawData)
SecurityDesc?: string// [139] 107 (String)
EncodedSecurityDescLen?: number// [140] 350 (Length)
EncodedSecurityDesc?: Buffer// [141] 351 (RawData)
SecurityXML?: ISecurityXML// [142] SecurityXMLLen.1184, SecurityXML.1185, SecurityXMLSchema.1186
Pool?: string// [143] 691 (String)
ContractSettlMonth?: string// [144] 667 (String)
CPProgram?: number// [145] 875 (Int)
CPRegType?: string// [146] 876 (String)
EvntGrp?: IEvntGrp// [147] NoEvents.864, EventType.865 .. EncodedEventText.1579
DatedDate?: Date// [148] 873 (LocalDate)
InterestAccrualDate?: Date// [149] 874 (LocalDate)
InstrumentParties?: IInstrumentParties// [150] NoInstrumentParties.1018, InstrumentPartyID.1019 .. InstrumentPartySubIDType.1054
ShortSaleRestriction?: number// [151] 1687 (Int)
ComplexEvents?: IComplexEvents// [152] NoComplexEvents.1483, ComplexEventType.1484 .. ComplexEventXIDRef.2139
RefTickTableID?: number// [153] 1787 (Int)
StrategyType?: string// [154] 2141 (String)
CommonPricingIndicator?: boolean// [155] 2142 (Boolean)
SettlDisruptionProvision?: number// [156] 2143 (Int)
DeliveryRouteOrCharter?: string// [157] 2752 (String)
InstrumentRoundingDirection?: string// [158] 2144 (String)
InstrumentRoundingPrecision?: number// [159] 2145 (Int)
InstrumentPricePrecision?: number// [160] 2576 (Int)
SecurityReferenceDataSupplement?: string// [161] 2962 (String)
DateAdjustment?: IDateAdjustment// [162] BusinessDayConvention.40921, BusinessCenterGrp.40278 .. DateRollConvention.40922
PricingDateTime?: IPricingDateTime// [163] PricingDateUnadjusted.41232, PricingDateBusinessDayConvention.41233 .. PricingTimeBusinessCenter.41236
MarketDisruption?: IMarketDisruption// [164] MarketDisruptionProvision.41087, MarketDisruptionEventGrp.41092 .. MarketDisruptionMinimumFuturesContracts.41091
OptionExercise?: IOptionExercise// [165] ExerciseDesc.41106, EncodedExerciseDescLen.41107 .. MakeWholeInterpolationMethod.42597
StreamGrp?: IStreamGrp// [166] NoStreams.40049, StreamType.40050 .. EncodedStreamText.40983
ProvisionGrp?: IProvisionGrp// [167] NoProvisions.40090, ProvisionType.40091 .. ProvisionPartySubIDType.40180
AdditionalTermGrp?: IAdditionalTermGrp// [168] NoAdditionalTerms.40019, AdditionalTermConditionPrecedentBondIndicator.40020 .. AdditionalTermBondDayCount.40018
ProtectionTermGrp?: IProtectionTermGrp// [169] NoProtectionTerms.40181, ProtectionTermNotional.40182 .. ProtectionTermXID.40190
CashSettlTermGrp?: ICashSettlTermGrp// [170] NoCashSettlTerms.40022, CashSettlCurrency.40023 .. CashSettlTermXID.40039
PhysicalSettlTermGrp?: IPhysicalSettlTermGrp// [171] NoPhysicalSettlTerms.40204, NoPhysicalSettlTerms.40209 .. PhysicalSettlTermXID.40208
ExtraordinaryEventGrp?: IExtraordinaryEventGrp// [172] NoExtraordinaryEvents.42296, ExtraordinaryEventType.42297, ExtraordinaryEventValue.42298
ExtraordinaryEventAdjustmentMethod?: number// [173] 2602 (Int)
ExchangeLookAlike?: boolean// [174] 2603 (Boolean)
}