jspurefix
Version:
pure node js fix engine
85 lines (83 loc) • 4.25 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IQuotQualGrp } from './set/quot_qual_grp'
import { IParties } from './set/parties'
import { IInstrument } from './set/instrument'
import { IFinancingDetails } from './set/financing_details'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IOrderQtyData } from './set/order_qty_data'
import { IStipulations } from './set/stipulations'
import { ILegQuotGrp } from './set/leg_quot_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IYieldData } from './set/yield_data'
import { IStandardTrailer } from './set/standard_trailer'
/*
**********************************************************
* The Quote Response message is used to respond to a IOI *
* message or Quote message. *
**********************************************************
*/
export interface IQuoteResponse {
StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
QuoteRespID: string// [2] 693 (String)
QuoteID?: string// [3] 117 (String)
QuoteRespType: number// [4] 694 (Int)
ClOrdID?: string// [5] 11 (String)
OrderCapacity?: string// [6] 528 (String)
IOIID?: string// [7] 23 (String)
QuoteType?: number// [8] 537 (Int)
QuotQualGrp?: IQuotQualGrp[]// [9] QuoteQualifier.695
Parties?: IParties[]// [10] PartyID.448, PartyIDSource.447 .. PartySubIDType.803
TradingSessionID?: string// [11] 336 (String)
TradingSessionSubID?: string// [12] 625 (String)
Instrument: IInstrument// [13] Symbol.55, SymbolSfx.65 .. InterestAccrualDate.874
FinancingDetails?: IFinancingDetails// [14] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
UndInstrmtGrp?: IUndInstrmtGrp[]// [15] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingStipValue.889
Side?: string// [16] 54 (String)
OrderQtyData?: IOrderQtyData// [17] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
SettlType?: string// [18] 63 (String)
SettlDate?: Date// [19] 64 (LocalDate)
SettlDate2?: Date// [20] 193 (LocalDate)
OrderQty2?: number// [21] 192 (Float)
Currency?: string// [22] 15 (String)
Stipulations?: IStipulations[]// [23] StipulationType.233, StipulationValue.234
Account?: string// [24] 1 (String)
AcctIDSource?: number// [25] 660 (Int)
AccountType?: number// [26] 581 (Int)
LegQuotGrp?: ILegQuotGrp[]// [27] LegSymbol.600, LegSymbolSfx.601 .. LegBenchmarkPriceType.680
BidPx?: number// [28] 132 (Float)
OfferPx?: number// [29] 133 (Float)
MktBidPx?: number// [30] 645 (Float)
MktOfferPx?: number// [31] 646 (Float)
MinBidSize?: number// [32] 647 (Float)
BidSize?: number// [33] 134 (Float)
MinOfferSize?: number// [34] 648 (Float)
OfferSize?: number// [35] 135 (Float)
ValidUntilTime?: Date// [36] 62 (UtcTimestamp)
BidSpotRate?: number// [37] 188 (Float)
OfferSpotRate?: number// [38] 190 (Float)
BidForwardPoints?: number// [39] 189 (Float)
OfferForwardPoints?: number// [40] 191 (Float)
MidPx?: number// [41] 631 (Float)
BidYield?: number// [42] 632 (Float)
MidYield?: number// [43] 633 (Float)
OfferYield?: number// [44] 634 (Float)
TransactTime?: Date// [45] 60 (UtcTimestamp)
OrdType?: string// [46] 40 (String)
BidForwardPoints2?: number// [47] 642 (Float)
OfferForwardPoints2?: number// [48] 643 (Float)
SettlCurrBidFxRate?: number// [49] 656 (Float)
SettlCurrOfferFxRate?: number// [50] 657 (Float)
SettlCurrFxRateCalc?: string// [51] 156 (String)
Commission?: number// [52] 12 (Float)
CommType?: string// [53] 13 (String)
CustOrderCapacity?: number// [54] 582 (Int)
ExDestination?: string// [55] 100 (String)
Text?: string// [56] 58 (String)
EncodedTextLen?: number// [57] 354 (Int)
EncodedText?: Buffer// [58] 355 (RawData)
Price?: number// [59] 44 (Float)
PriceType?: number// [60] 423 (Int)
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [61] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
YieldData?: IYieldData// [62] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
StandardTrailer: IStandardTrailer// [63] SignatureLength.93, Signature.89, CheckSum.10
}