jspurefix
Version:
pure node js fix engine
28 lines (26 loc) • 1.5 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IInstrument } from './set/instrument'
import { IInstrumentExtension } from './set/instrument_extension'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IStandardTrailer } from './set/standard_trailer'
export interface ISecurityDefinition {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
SecurityReqID: string// [2] 320 (String)
SecurityResponseID: string// [3] 322 (String)
SecurityResponseType: number// [4] 323 (Int)
Instrument?: IInstrument// [5] Symbol.55, SymbolSfx.65 .. InterestAccrualDate.874
InstrumentExtension?: IInstrumentExtension// [6] DeliveryForm.668, PctAtRisk.869 .. InstrAttribValue.872
UndInstrmtGrp?: IUndInstrmtGrp// [7] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingStipValue.889
Currency?: string// [8] 15 (String)
TradingSessionID?: string// [9] 336 (String)
TradingSessionSubID?: string// [10] 625 (String)
Text?: string// [11] 58 (String)
EncodedTextLen?: number// [12] 354 (Length)
EncodedText?: Buffer// [13] 355 (RawData)
InstrmtLegGrp?: IInstrmtLegGrp// [14] NoLegs.555, LegSymbol.600 .. LegInterestAccrualDate.956
ExpirationCycle?: number// [15] 827 (Int)
RoundLot?: number// [16] 561 (Float)
MinTradeVol?: number// [17] 562 (Float)
StandardTrailer: IStandardTrailer// [18] SignatureLength.93, Signature.89, CheckSum.10
}