jspurefix
Version:
pure node js fix engine
60 lines (58 loc) • 2.49 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IBidDescReqGrp } from './set/bid_desc_req_grp'
import { IBidCompReqGrp } from './set/bid_comp_req_grp'
import { IStandardTrailer } from './set/standard_trailer'
/*
****************************************************************
* The BidRequest Message can be used in one of two ways *
* depending on which market conventions are being followed. *
* *
* In the "Non disclosed" convention (e.g. US/European model) *
* the BidRequest message can be used to request a bid based on *
* the sector, country, index and liquidity information *
* contained within the message itself. In the "Non disclosed" *
* convention the entry repeating group is used to define *
* liquidity of the program. See " Program/Basket/List Trading" *
* for an example. *
* *
* In the "Disclosed" convention (e.g. Japanese model) the *
* BidRequest message can be used to request bids based on the *
* ListOrderDetail messages sent in advance of BidRequest *
* message. In the "Disclosed" convention the list repeating *
* group is used to define which ListOrderDetail messages a bid *
* is being sort for and the directions of the required bids. *
****************************************************************
*/
export interface IBidRequest {
StandardHeader: IStandardHeader
BidID?: string// 390
ClientBidID: string// 391
BidRequestTransType: string// 374
ListName?: string// 392
TotNoRelatedSym: number// 393
BidType: number// 394
NumTickets?: number// 395
Currency?: string// 15
SideValue1?: number// 396
SideValue2?: number// 397
BidDescReqGrp?: IBidDescReqGrp[]
BidCompReqGrp?: IBidCompReqGrp[]
LiquidityIndType?: number// 409
WtAverageLiquidity?: number// 410
ExchangeForPhysical?: boolean// 411
OutMainCntryUIndex?: number// 412
CrossPercent?: number// 413
ProgRptReqs?: number// 414
ProgPeriodInterval?: number// 415
IncTaxInd?: number// 416
ForexReq?: boolean// 121
NumBidders?: number// 417
TradeDate?: Date// 75
BidTradeType: string// 418
BasisPxType: string// 419
StrikeTime?: Date// 443
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
StandardTrailer: IStandardTrailer
}