jspurefix
Version:
pure node js fix engine
103 lines (101 loc) • 5.76 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IParties } from './set/parties'
import { IOrdAllocGrp } from './set/ord_alloc_grp'
import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
import { IInstrument } from './set/instrument'
import { IInstrumentExtension } from './set/instrument_extension'
import { IFinancingDetails } from './set/financing_details'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IYieldData } from './set/yield_data'
import { ICpctyConfGrp } from './set/cpcty_conf_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { ISettlInstructionsData } from './set/settl_instructions_data'
import { ICommissionData } from './set/commission_data'
import { IStipulations } from './set/stipulations'
import { IMiscFeesGrp } from './set/misc_fees_grp'
import { IStandardTrailer } from './set/standard_trailer'
/*
****************************************************************
* The Confirmation messages are used to provide individual *
* trade level confirmations from the sell side to the buy *
* side. In versions of FIX prior to version 4.4, this role was *
* performed by the allocation message. Unlike the allocation *
* message, the confirmation message operates at an allocation *
* account (trade) level rather than block level, allowing for *
* the affirmation or rejection of individual confirmations. *
* This message is also used to report back, confirm or *
* exception, the booking status of each allocation instance. *
* When the buy-side, in response, "affirms" with the *
* ConfirmationAck message, the trade is ready to settle. *
****************************************************************
*/
export interface IConfirmation {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
ConfirmID: string// [2] 664 (String)
ConfirmRefID?: string// [3] 772 (String)
ConfirmReqID?: string// [4] 859 (String)
ConfirmTransType: number// [5] 666 (Int)
ConfirmType: number// [6] 773 (Int)
CopyMsgIndicator?: boolean// [7] 797 (Boolean)
LegalConfirm?: boolean// [8] 650 (Boolean)
ConfirmStatus: number// [9] 665 (Int)
Parties?: IParties[]// [10] PartyID.448, PartyIDSource.447 .. PartySubIDType.803
OrdAllocGrp?: IOrdAllocGrp[]// [11] ClOrdID.11, OrderID.37 .. OrderBookingQty.800
AllocID?: string// [12] 70 (String)
SecondaryAllocID?: string// [13] 793 (String)
IndividualAllocID?: string// [14] 467 (String)
TransactTime: Date// [15] 60 (UtcTimestamp)
TradeDate: Date// [16] 75 (LocalDate)
TrdRegTimestamps?: ITrdRegTimestamps[]// [17] TrdRegTimestamp.769, TrdRegTimestampType.770, TrdRegTimestampOrigin.771
Instrument: IInstrument// [18] Symbol.55, SymbolSfx.65 .. InterestAccrualDate.874
InstrumentExtension?: IInstrumentExtension// [19] DeliveryForm.668, PctAtRisk.869 .. InstrAttribValue.872
FinancingDetails?: IFinancingDetails// [20] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
UndInstrmtGrp: IUndInstrmtGrp[]// [21] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingStipValue.889
InstrmtLegGrp: IInstrmtLegGrp[]// [22] LegSymbol.600, LegSymbolSfx.601 .. LegInterestAccrualDate.956
YieldData?: IYieldData// [23] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
AllocQty: number// [24] 80 (Float)
QtyType?: number// [25] 854 (Int)
Side: string// [26] 54 (String)
Currency?: string// [27] 15 (String)
LastMkt?: string// [28] 30 (String)
CpctyConfGrp: ICpctyConfGrp[]// [29] OrderCapacity.528, OrderRestrictions.529, OrderCapacityQty.863
AllocAccount: string// [30] 79 (String)
AllocAcctIDSource?: number// [31] 661 (Int)
AllocAccountType?: number// [32] 798 (Int)
AvgPx: number// [33] 6 (Float)
AvgPxPrecision?: number// [34] 74 (Int)
PriceType?: number// [35] 423 (Int)
AvgParPx?: number// [36] 860 (Float)
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [37] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
ReportedPx?: number// [38] 861 (Float)
Text?: string// [39] 58 (String)
EncodedTextLen?: number// [40] 354 (Int)
EncodedText?: Buffer// [41] 355 (RawData)
ProcessCode?: string// [42] 81 (String)
GrossTradeAmt: number// [43] 381 (Float)
NumDaysInterest?: number// [44] 157 (Int)
ExDate?: Date// [45] 230 (LocalDate)
AccruedInterestRate?: number// [46] 158 (Float)
AccruedInterestAmt?: number// [47] 159 (Float)
InterestAtMaturity?: number// [48] 738 (Float)
EndAccruedInterestAmt?: number// [49] 920 (Float)
StartCash?: number// [50] 921 (Float)
EndCash?: number// [51] 922 (Float)
Concession?: number// [52] 238 (Float)
TotalTakedown?: number// [53] 237 (Float)
NetMoney: number// [54] 118 (Float)
MaturityNetMoney?: number// [55] 890 (Float)
SettlCurrAmt?: number// [56] 119 (Float)
SettlCurrency?: string// [57] 120 (String)
SettlCurrFxRate?: number// [58] 155 (Float)
SettlCurrFxRateCalc?: string// [59] 156 (String)
SettlType?: string// [60] 63 (String)
SettlDate?: Date// [61] 64 (LocalDate)
SettlInstructionsData?: ISettlInstructionsData// [62] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
CommissionData?: ICommissionData// [63] Commission.12, CommType.13 .. FundRenewWaiv.497
SharedCommission?: number// [64] 858 (Float)
Stipulations?: IStipulations[]// [65] StipulationType.233, StipulationValue.234
MiscFeesGrp?: IMiscFeesGrp[]// [66] MiscFeeAmt.137, MiscFeeCurr.138 .. MiscFeeBasis.891
StandardTrailer: IStandardTrailer// [67] SignatureLength.93, Signature.89, CheckSum.10
}