jspurefix
Version:
pure node js fix engine
41 lines (39 loc) • 1.89 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IInstrument } from './set/instrument'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IStandardTrailer } from './set/standard_trailer'
/*
***************************************************************
* Indication of interest messages are used to market *
* merchandise which the broker is buying or selling in either *
* a proprietary or agency capacity. *
***************************************************************
*/
export interface IIOI {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
IOIid: string// [2] 23 (String)
IOITransType: string// [3] 28 (String)
IOIRefID?: string// [4] 26 (String)
Instrument: IInstrument// [5] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
Side: string// [6] 54 (String)
IOIShares: string// [7] 27 (String)
PriceType?: number// [8] 423 (Int)
Price?: number// [9] 44 (Float)
Currency?: string// [10] 15 (String)
ValidUntilTime?: Date// [11] 62 (UtcTimestamp)
IOIQltyInd?: string// [12] 25 (String)
IOINaturalFlag?: boolean// [13] 130 (Boolean)
NoIOIQualifiers?: number// [14] 199 (Int)
IOIQualifier?: string// [15] 104 (String)
Text?: string// [16] 58 (String)
EncodedTextLen?: number// [17] 354 (Int)
EncodedText?: Buffer// [18] 355 (RawData)
TransactTime?: Date// [19] 60 (UtcTimestamp)
URLLink?: string// [20] 149 (String)
NoRoutingIDs?: number// [21] 215 (Int)
RoutingType?: number// [22] 216 (Int)
RoutingID?: string// [23] 217 (String)
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [24] SpreadToBenchmark.218
Benchmark?: string// [25] 219 (String)
StandardTrailer: IStandardTrailer// [26] SignatureLength.93, Signature.89, CheckSum.10
}