jspurefix
Version:
pure node js fix engine
31 lines (29 loc) • 1.34 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IInstrument } from './set/instrument'
import { IUndInstrmtGrp } from './set/und_instrmt_grp'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { IOrderQtyData } from './set/order_qty_data'
/*
*************************************************
* DontKnowTrade can be found in Volume 4 of the *
* *
* specification *
*************************************************
*/
export interface IDontKnowTrade {
OrderID: string// [2] 37 (String)
SecondaryOrderID?: string// [2] 198 (String)
ExecID: string// [2] 17 (String)
DKReason: string// [2] 127 (String)
Side: string// [2] 54 (String)
LastQty?: number// [2] 32 (Float)
LastPx?: number// [2] 31 (Float)
Text?: string// [2] 58 (String)
EncodedTextLen?: number// [2] 354 (Length)
EncodedText?: Buffer// [2] 355 (RawData)
StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347
Instrument?: IInstrument// [2] Sym.55, Sfx.65 .. ExchLookAlike.2603
UndInstrmtGrp?: IUndInstrmtGrp[]// [3] Sym.311, Sfx.312 .. XID.2631
InstrmtLegGrp?: IInstrmtLegGrp[]// [4] Sym.600, Sfx.601 .. ExchLookAlike.2607
OrderQtyData?: IOrderQtyData// [5] Qty.38, Cash.152 .. RndMod.469
}