UNPKG

jspurefix

Version:
41 lines (39 loc) 1.89 kB
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 }