jspurefix
Version:
pure node js fix engine
69 lines (67 loc) • 3.44 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { ICollInqQualGrp } from './set/coll_inq_qual_grp'
import { IParties } from './set/parties'
import { IExecCollGrp } from './set/exec_coll_grp'
import { ITrdCollGrp } from './set/trd_coll_grp'
import { IInstrument } from './set/instrument'
import { IFinancingDetails } from './set/financing_details'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IStipulations } from './set/stipulations'
import { ISettlInstructionsData } from './set/settl_instructions_data'
/*
*****************************************************
* CollateralInquiry can be found in Volume 5 of the *
* *
* specification *
*****************************************************
*/
export interface ICollateralInquiry {
CollInquiryID: string// [2] 909 (String)
SubscriptionRequestType?: string// [2] 263 (String)
ResponseTransportType?: number// [2] 725 (Int)
ResponseDestination?: string// [2] 726 (String)
Account?: string// [2] 1 (String)
AccountType?: number// [2] 581 (Int)
ClOrdID?: string// [2] 11 (String)
OrderID?: string// [2] 37 (String)
SecondaryOrderID?: string// [2] 198 (String)
SecondaryClOrdID?: string// [2] 526 (String)
SettlDate?: Date// [2] 64 (LocalDate)
Quantity?: number// [2] 53 (Float)
QtyType?: number// [2] 854 (Int)
Currency?: string// [2] 15 (String)
MarginExcess?: number// [2] 899 (Float)
TotalNetValue?: number// [2] 900 (Float)
CashOutstanding?: number// [2] 901 (Float)
Side?: string// [2] 54 (String)
Price?: number// [2] 44 (Float)
PriceType?: number// [2] 423 (Int)
AccruedInterestAmt?: number// [2] 159 (Float)
EndAccruedInterestAmt?: number// [2] 920 (Float)
StartCash?: number// [2] 921 (Float)
EndCash?: number// [2] 922 (Float)
TradingSessionID?: string// [2] 336 (String)
TradingSessionSubID?: string// [2] 625 (String)
SettlSessID?: string// [2] 716 (String)
SettlSessSubID?: string// [2] 717 (String)
ClearingBusinessDate?: Date// [2] 715 (LocalDate)
Text?: string// [2] 58 (String)
EncodedTextLen?: number// [2] 354 (Length)
EncodedText?: Buffer// [2] 355 (RawData)
StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347
CollInqQualGrp?: ICollInqQualGrp[]// [2] Qual.896
Parties?: IParties[]// [3] ID.448, Src.447 .. Qual.2376
ExecCollGrp?: IExecCollGrp[]// [4] ExecID.17
TrdCollGrp?: ITrdCollGrp[]// [5] RptID.571, TrdRptID2.818
Instrument?: IInstrument// [6] Sym.55, Sfx.65 .. ExchLookAlike.2603
FinancingDetails?: IFinancingDetails// [7] AgmtDesc.913, AgmtID.914 .. MgnRatio.898
InstrmtLegGrp?: IInstrmtLegGrp[]// [8] Sym.600, Sfx.601 .. ExchLookAlike.2607
UndInstrmtGrp?: IUndInstrmtGrp[]// [9] Sym.311, Sfx.312 .. XID.2631
TrdRegTimestamps?: ITrdRegTimestamps[]// [10] TS.769, Typ.770 .. InfoBrrID.1727
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [11] Spread.218, Ccy.220 .. SecIDSrc.761
Stipulations?: IStipulations[]// [12] Typ.233, Val.234
SettlInstructionsData?: ISettlInstructionsData// [13] DlvryTyp.172, StandInstDbTyp.169 .. StandInstDbID.171
}