jspurefix
Version:
pure node js fix engine
107 lines (105 loc) • 5.26 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IOrdAllocGrp } from './set/ord_alloc_grp'
import { IExecAllocGrp } from './set/exec_alloc_grp'
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 { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IParties } from './set/parties'
import { IStipulations } from './set/stipulations'
import { IYieldData } from './set/yield_data'
import { IPositionAmountData } from './set/position_amount_data'
import { IAllocGrp } from './set/alloc_grp'
/*
**************************************************************
* AllocationInstructionAlert can be found in Volume 5 of the *
* *
* specification *
**************************************************************
*/
export interface IAllocationInstructionAlert {
AllocID: string// [2] 70 (String)
AllocTransType: string// [2] 71 (String)
AllocType: number// [2] 626 (Int)
SecondaryAllocID?: string// [2] 793 (String)
RefAllocID?: string// [2] 72 (String)
AllocCancReplaceReason?: number// [2] 796 (Int)
AllocIntermedReqType?: number// [2] 808 (Int)
AllocLinkID?: string// [2] 196 (String)
AllocLinkType?: number// [2] 197 (Int)
AllocGroupID?: string// [2] 1730 (String)
FirmGroupID?: string// [2] 1728 (String)
BookingRefID?: string// [2] 466 (String)
AllocNoOrdersType?: number// [2] 857 (Int)
PreviouslyReported?: boolean// [2] 570 (Boolean)
ReversalIndicator?: boolean// [2] 700 (Boolean)
MatchType?: string// [2] 574 (String)
Side: string// [2] 54 (String)
Quantity?: number// [2] 53 (Float)
QtyType?: number// [2] 854 (Int)
AllocGroupQuantity?: number// [2] 1736 (Float)
AllocGroupRemainingQuantity?: number// [2] 1737 (Float)
LastMkt?: string// [2] 30 (String)
TradeOriginationDate?: Date// [2] 229 (LocalDate)
TradingSessionID?: string// [2] 336 (String)
TradingSessionSubID?: string// [2] 625 (String)
PriceType?: number// [2] 423 (Int)
AvgPx?: number// [2] 6 (Float)
AvgParPx?: number// [2] 860 (Float)
Currency?: string// [2] 15 (String)
AvgPxPrecision?: number// [2] 74 (Int)
TradeDate: Date// [2] 75 (LocalDate)
TransactTime?: Date// [2] 60 (UtcTimestamp)
AllocStatus?: number// [2] 87 (Int)
SettlType?: string// [2] 63 (String)
SettlDate?: Date// [2] 64 (LocalDate)
BookingType?: number// [2] 775 (Int)
GrossTradeAmt?: number// [2] 381 (Float)
Concession?: number// [2] 238 (Float)
TotalTakedown?: number// [2] 237 (Float)
NetMoney?: number// [2] 118 (Float)
PositionEffect?: string// [2] 77 (String)
AutoAcceptIndicator?: boolean// [2] 754 (Boolean)
Text?: string// [2] 58 (String)
EncodedTextLen?: number// [2] 354 (Length)
EncodedText?: Buffer// [2] 355 (RawData)
NumDaysInterest?: number// [2] 157 (Int)
AccruedInterestRate?: number// [2] 158 (Float)
AccruedInterestAmt?: number// [2] 159 (Float)
TotalAccruedInterestAmt?: number// [2] 540 (Float)
InterestAtMaturity?: number// [2] 738 (Float)
EndAccruedInterestAmt?: number// [2] 920 (Float)
StartCash?: number// [2] 921 (Float)
EndCash?: number// [2] 922 (Float)
LegalConfirm?: boolean// [2] 650 (Boolean)
TotNoAllocs?: number// [2] 892 (Int)
LastFragment?: boolean// [2] 893 (Boolean)
AvgPxIndicator?: number// [2] 819 (Int)
AvgPxGroupID?: string// [2] 1731 (String)
ClearingBusinessDate?: Date// [2] 715 (LocalDate)
TrdType?: number// [2] 828 (Int)
TrdSubType?: number// [2] 829 (Int)
CustOrderCapacity?: number// [2] 582 (Int)
TradeInputSource?: string// [2] 578 (String)
MultiLegReportingType?: string// [2] 442 (String)
MessageEventSource?: string// [2] 1011 (String)
RndPx?: number// [2] 991 (Float)
CustOrderHandlingInst?: string// [2] 1031 (String)
OrderHandlingInstSource?: number// [2] 1032 (Int)
StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347
OrdAllocGrp?: IOrdAllocGrp[]// [2] ClOrdID.11, OrdID.37 .. BkngQty.800
ExecAllocGrp?: IExecAllocGrp[]// [3] LastQty.32, ExecID.17 .. FirmTrdID.1041
Instrument?: IInstrument// [4] Sym.55, Sfx.65 .. ExchLookAlike.2603
InstrumentExtension?: IInstrumentExtension// [5] DlvryForm.668, PctAtRisk.869
FinancingDetails?: IFinancingDetails// [6] AgmtDesc.913, AgmtID.914 .. MgnRatio.898
UndInstrmtGrp?: IUndInstrmtGrp[]// [7] Sym.311, Sfx.312 .. XID.2631
InstrmtLegGrp?: IInstrmtLegGrp[]// [8] Sym.600, Sfx.601 .. ExchLookAlike.2607
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [9] Spread.218, Ccy.220 .. SecIDSrc.761
Parties?: IParties[]// [10] ID.448, Src.447 .. Qual.2376
Stipulations?: IStipulations[]// [11] Typ.233, Val.234
YieldData?: IYieldData// [12] Typ.235, Yld.236 .. RedPxTyp.698
PositionAmountData?: IPositionAmountData[]// [13] Typ.707, Amt.708 .. MktID.2100
AllocGrp?: IAllocGrp[]// [14] Acct.79, ActIDSrc.661 .. OrigTrdID2.60006
}