jspurefix
Version:
pure node js fix engine
47 lines (45 loc) • 2.09 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IInstrument } from './set/instrument'
import { IStandardTrailer } from './set/standard_trailer'
/*
****************************************************************
* The quote message is used as the response to a Quote Request *
* message in both indicative, tradeable, and restricted *
* tradeable quoting markets. *
****************************************************************
*/
export interface IQuote {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
QuoteReqID?: string// [2] 131 (String)
QuoteID: string// [3] 117 (String)
QuoteResponseLevel?: number// [4] 301 (Int)
Parties?: IParties[]// [5]
Account?: string// [6] 1 (String)
TradingSessionID?: string// [7] 336 (String)
Instrument: IInstrument// [8] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
BidPx?: number// [9] 132 (Float)
OfferPx?: number// [10] 133 (Float)
BidSize?: number// [11] 134 (Float)
OfferSize?: number// [12] 135 (Float)
ValidUntilTime?: Date// [13] 62 (UtcTimestamp)
BidSpotRate?: number// [14] 188 (Float)
OfferSpotRate?: number// [15] 190 (Float)
BidForwardPoints?: number// [16] 189 (Float)
OfferForwardPoints?: number// [17] 191 (Float)
TransactTime?: Date// [18] 60 (UtcTimestamp)
SettlmntTyp?: string// [19] 63 (String)
FutSettDate?: Date// [20] 64 (LocalDate)
OrdType?: string// [21] 40 (String)
FutSettDate2?: Date// [22] 193 (LocalDate)
OrderQty2?: number// [23] 192 (Float)
Currency?: string// [24] 15 (String)
SettlCurrFxRateCalc?: string// [25] 156 (String)
Commission?: number// [26] 12 (Float)
CommType?: string// [27] 13 (String)
ExDestination?: string// [28] 100 (String)
Text?: string// [29] 58 (String)
EncodedTextLen?: number// [30] 354 (Int)
EncodedText?: Buffer// [31] 355 (RawData)
StandardTrailer: IStandardTrailer// [32] SignatureLength.93, Signature.89, CheckSum.10
}