jspurefix
Version:
pure node js fix engine
22 lines (20 loc) • 1.02 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IInstrument } from './set/instrument'
import { IStandardTrailer } from './set/standard_trailer'
/*
*************************************************************
* In tradeable and restricted tradeable quoting markets *
* Quote Requests are issued by counterparties interested in *
* ascertaining the market for an instrument. *
*************************************************************
*/
export interface IRFQRequest {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. OnBehalfOfSendingTime.370
NoRelatedSym: number// [2] 146 (Int)
Instrument: IInstrument// [3] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
PrevClosePx?: number// [4] 140 (Float)
QuoteRequestType?: number// [5] 303 (Int)
TradingSessionID?: string// [6] 336 (String)
SubscriptionRequestType?: string// [7] 263 (String)
StandardTrailer: IStandardTrailer// [8] SignatureLength.93, Signature.89, CheckSum.10
}