jspurefix
Version:
pure node js fix engine
74 lines (72 loc) • 3.44 kB
text/typescript
import { ISecAltIDGrp } from './sec_alt_id_grp'
import { IEvntGrp } from './evnt_grp'
import { IInstrumentParties } from './instrument_parties'
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, SecurityAltIDSource.456
Product?: number// [6] 460 (Int)
SecurityGroup?: string// [7] 1151 (String)
CFICode?: string// [8] 461 (String)
SecurityType?: string// [9] 167 (String)
SecuritySubType?: string// [10] 762 (String)
MaturityMonthYear?: string// [11] 200 (String)
MaturityDate?: Date// [12] 541 (LocalDate)
CouponPaymentDate?: Date// [13] 224 (LocalDate)
IssueDate?: Date// [14] 225 (LocalDate)
RepoCollateralSecurityType?: number// [15] 239 (Int)
RepurchaseTerm?: number// [16] 226 (Int)
RepurchaseRate?: number// [17] 227 (Float)
Factor?: number// [18] 228 (Float)
CreditRating?: string// [19] 255 (String)
InstrRegistry?: string// [20] 543 (String)
CountryOfIssue?: string// [21] 470 (String)
StateOrProvinceOfIssue?: string// [22] 471 (String)
LocaleOfIssue?: string// [23] 472 (String)
RedemptionDate?: Date// [24] 240 (LocalDate)
StrikePrice?: number// [25] 202 (Float)
StrikeCurrency?: string// [26] 947 (String)
TickSize?: number// [27] 5023 (Float)
PriceLowLimit?: number// [28] 5025 (Float)
PriceHighLimit?: number// [29] 5024 (Float)
SizeLowLimit?: number// [30] 7115 (Float)
SizeHighLimit?: number// [31] 7116 (Float)
MaxAmount?: number// [32] 5516 (Float)
QuoteSizeLowLimit?: number// [33] 7119 (Float)
QuoteSizeHighLimit?: number// [34] 7120 (Float)
InstrumentPricePrecision?: number// [35] 5514 (Int)
InstrumentSizePrecision?: number// [36] 7117 (Int)
OptAttribute?: string// [37] 206 (String)
ContractMultiplier?: number// [38] 231 (Float)
CouponRate?: number// [39] 223 (Float)
SecurityExchange?: string// [40] 207 (String)
Issuer?: string// [41] 106 (String)
EncodedIssuerLen?: number// [42] 348 (Length)
EncodedIssuer?: Buffer// [43] 349 (RawData)
SecurityDesc?: string// [44] 107 (String)
EncodedSecurityDescLen?: number// [45] 350 (Length)
EncodedSecurityDesc?: Buffer// [46] 351 (RawData)
Pool?: string// [47] 691 (String)
ContractSettlMonth?: string// [48] 667 (String)
CPProgram?: number// [49] 875 (Int)
CPRegType?: string// [50] 876 (String)
EvntGrp?: IEvntGrp// [51] NoEvents.864, EventType.865 .. EventText.868
DatedDate?: Date// [52] 873 (LocalDate)
InterestAccrualDate?: Date// [53] 874 (LocalDate)
SecurityStatus?: string// [54] 965 (String)
SettleOnOpenFlag?: string// [55] 966 (String)
InstrmtAssignmentMethod?: string// [56] 1049 (String)
StrikeMultiplier?: number// [57] 967 (Float)
StrikeValue?: number// [58] 968 (Float)
MinPriceIncrement?: number// [59] 969 (Float)
PositionLimit?: number// [60] 970 (Int)
NTPositionLimit?: number// [61] 971 (Int)
InstrumentParties?: IInstrumentParties// [62] NoInstrumentParties.1018, InstrumentPartyID.1019 .. InstrumentPartySubIDType.1054
UnitofMeasure?: string// [63] 996 (String)
TimeUnit?: string// [64] 997 (String)
MaturityTime?: string// [65] 1079 (String)
RofexProps?: string// [66] 7200 (String)
TradingDeadline?: number// [67] 5517 (Int)
}