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jspurefix

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pure node js fix engine

github.com/TimelordUK/jspurefix

TimelordUK/jspurefix

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import { IStandardHeader } from './set/standard_header' import { IStandardTrailer } from './set/standard_trailer' /* ************************************************************** * The Allocation message provides the ability to specify how * * an order or set of orders should be subdivided amongst one * * or more accounts. * ************************************************************** */ export interface IAllocation { StandardHeader: IStandardHeader AllocID: string// 70 AllocTransType: string// 71 RefAllocID?: string// 72 AllocLinkID?: string// 196 AllocLinkType?: number// 197 NoOrders?: number// 73 ClOrdID?: string// 11 OrderID?: string// 37 SecondaryOrderID?: string// 198 ListID?: string// 66 WaveNo?: string// 105 NoExecs?: number// 124 LastShares?: number// 32 ExecID?: string// 17 LastPx?: number// 31 LastCapacity?: string// 29 Side: string// 54 Symbol: string// 55 SymbolSfx?: string// 65 SecurityID?: string// 48 IDSource?: string// 22 SecurityType?: string// 167 MaturityMonthYear?: string// 200 MaturityDay?: number// 205 PutOrCall?: number// 201 StrikePrice?: number// 202 OptAttribute?: string// 206 ContractMultiplier?: number// 231 CouponRate?: number// 223 SecurityExchange?: string// 207 Issuer?: string// 106 EncodedIssuerLen?: number// 348 EncodedIssuer?: Buffer// 349 SecurityDesc?: string// 107 EncodedSecurityDescLen?: number// 350 EncodedSecurityDesc?: Buffer// 351 Shares: number// 53 LastMkt?: string// 30 TradingSessionID?: string// 336 AvgPx: number// 6 Currency?: string// 15 AvgPrxPrecision?: number// 74 TradeDate: Date// 75 TransactTime?: Date// 60 SettlmntTyp?: string// 63 FutSettDate?: Date// 64 GrossTradeAmt?: number// 381 NetMoney?: number// 118 OpenClose?: string// 77 Text?: string// 58 EncodedTextLen?: number// 354 EncodedText?: Buffer// 355 NumDaysInterest?: number// 157 AccruedInterestRate?: number// 158 NoAllocs?: number// 78 AllocAccount?: string// 79 AllocPrice?: number// 366 AllocShares: number// 80 ProcessCode?: string// 81 BrokerOfCredit?: string// 92 NotifyBrokerOfCredit?: boolean// 208 AllocHandlInst?: number// 209 AllocText?: string// 161 EncodedAllocTextLen?: number// 360 EncodedAllocText?: Buffer// 361 ExecBroker?: string// 76 ClientID?: string// 109 Commission?: number// 12 CommType?: string// 13 AllocAvgPx?: number// 153 AllocNetMoney?: number// 154 SettlCurrAmt?: number// 119 SettlCurrency?: string// 120 SettlCurrFxRate?: number// 155 SettlCurrFxRateCalc?: string// 156 AccruedInterestAmt?: number// 159 SettlInstMode?: string// 160 NoMiscFees?: number// 136 MiscFeeAmt?: number// 137 MiscFeeCurr?: string// 138 MiscFeeType?: string// 139 StandardTrailer: IStandardTrailer }