jspurefix
Version:
pure node js fix engine
98 lines (96 loc) • 4.91 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 { ICommissionDataGrp } from './set/commission_data_grp'
import { IStipulations } from './set/stipulations'
import { IMiscFeesGrp } from './set/misc_fees_grp'
/*
************************************************
* Confirmation can be found in Volume 5 of the *
* *
* specification *
************************************************
*/
export interface IConfirmation {
ConfirmID: string// [2] 664 (String)
ConfirmRefID?: string// [2] 772 (String)
ConfirmReqID?: string// [2] 859 (String)
ConfirmTransType: number// [2] 666 (Int)
ConfirmType: number// [2] 773 (Int)
CopyMsgIndicator?: boolean// [2] 797 (Boolean)
LegalConfirm?: boolean// [2] 650 (Boolean)
ConfirmStatus: number// [2] 665 (Int)
AffirmStatus?: number// [2] 940 (Int)
TradeConfirmationReferenceID?: string// [2] 2390 (String)
ClearedIndicator?: number// [2] 1832 (Int)
AllocID?: string// [2] 70 (String)
SecondaryAllocID?: string// [2] 793 (String)
IndividualAllocID?: string// [2] 467 (String)
TransactTime: Date// [2] 60 (UtcTimestamp)
TradeDate: Date// [2] 75 (LocalDate)
AllocQty: number// [2] 80 (Float)
QtyType?: number// [2] 854 (Int)
Side: string// [2] 54 (String)
Currency?: string// [2] 15 (String)
LastMkt?: string// [2] 30 (String)
AllocAccount: string// [2] 79 (String)
AllocAcctIDSource?: number// [2] 661 (Int)
AllocAccountType?: number// [2] 798 (Int)
AvgPx: number// [2] 6 (Float)
AvgPxPrecision?: number// [2] 74 (Int)
PriceType?: number// [2] 423 (Int)
AvgParPx?: number// [2] 860 (Float)
ReportedPx?: number// [2] 861 (Float)
Text?: string// [2] 58 (String)
EncodedTextLen?: number// [2] 354 (Length)
EncodedText?: Buffer// [2] 355 (RawData)
ProcessCode?: string// [2] 81 (String)
GrossTradeAmt: number// [2] 381 (Float)
NumDaysInterest?: number// [2] 157 (Int)
ExDate?: Date// [2] 230 (LocalDate)
AccruedInterestRate?: number// [2] 158 (Float)
AccruedInterestAmt?: number// [2] 159 (Float)
InterestAtMaturity?: number// [2] 738 (Float)
EndAccruedInterestAmt?: number// [2] 920 (Float)
StartCash?: number// [2] 921 (Float)
EndCash?: number// [2] 922 (Float)
Concession?: number// [2] 238 (Float)
TotalTakedown?: number// [2] 237 (Float)
NetMoney: number// [2] 118 (Float)
MaturityNetMoney?: number// [2] 890 (Float)
SettlCurrAmt?: number// [2] 119 (Float)
SettlCurrency?: string// [2] 120 (String)
SettlCurrFxRate?: number// [2] 155 (Float)
SettlCurrFxRateCalc?: string// [2] 156 (String)
SettlType?: string// [2] 63 (String)
SettlDate?: Date// [2] 64 (LocalDate)
SharedCommission?: number// [2] 858 (Float)
StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347
Parties?: IParties[]// [2] ID.448, Src.447 .. Qual.2376
OrdAllocGrp?: IOrdAllocGrp[]// [3] ClOrdID.11, OrdID.37 .. BkngQty.800
TrdRegTimestamps?: ITrdRegTimestamps[]// [4] TS.769, Typ.770 .. InfoBrrID.1727
Instrument?: IInstrument// [5] Sym.55, Sfx.65 .. ExchLookAlike.2603
InstrumentExtension?: IInstrumentExtension// [6] DlvryForm.668, PctAtRisk.869
FinancingDetails?: IFinancingDetails// [7] AgmtDesc.913, AgmtID.914 .. MgnRatio.898
UndInstrmtGrp?: IUndInstrmtGrp[]// [8] Sym.311, Sfx.312 .. XID.2631
InstrmtLegGrp?: IInstrmtLegGrp[]// [9] Sym.600, Sfx.601 .. ExchLookAlike.2607
YieldData?: IYieldData// [10] Typ.235, Yld.236 .. RedPxTyp.698
CpctyConfGrp?: ICpctyConfGrp[]// [11] Cpcty.528, Rstctions.529, CpctyQty.863
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [12] Spread.218, Ccy.220 .. SecIDSrc.761
SettlInstructionsData?: ISettlInstructionsData// [13] DlvryTyp.172, StandInstDbTyp.169 .. StandInstDbID.171
CommissionData?: ICommissionData// [14] Comm.12, CommTyp.13 .. FundRenewWaiv.497
CommissionDataGrp?: ICommissionDataGrp[]// [15] Amt.2640, Typ.2641 .. EncDesc.2652
Stipulations?: IStipulations[]// [16] Typ.233, Val.234
MiscFeesGrp?: IMiscFeesGrp[]// [17] Amt.137, Curr.138 .. AmtDue.2217
}