jspurefix
Version:
pure node js fix engine
117 lines (115 loc) • 5.53 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IQuotQualGrp } from './set/quot_qual_grp'
import { IValueChecksGrp } from './set/value_checks_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 { IRateSource } from './set/rate_source'
import { IStipulations } from './set/stipulations'
import { ILegQuotGrp } from './set/leg_quot_grp'
import { ICommissionData } from './set/commission_data'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IRelativeValueGrp } from './set/relative_value_grp'
import { IYieldData } from './set/yield_data'
import { IRoutingGrp } from './set/routing_grp'
/*
*****************************************
* Quote can be found in Volume 3 of the *
* *
* specification *
*****************************************
*/
export interface IQuote {
QuoteReqID?: string// [2] 131 (String)
QuoteID: string// [2] 117 (String)
BidID?: string// [2] 390 (String)
OfferID?: string// [2] 1867 (String)
SecondaryQuoteID?: string// [2] 1751 (String)
QuoteMsgID?: string// [2] 1166 (String)
QuoteRespID?: string// [2] 693 (String)
QuoteType?: number// [2] 537 (Int)
QuoteModelType?: number// [2] 2403 (Int)
PrivateQuote?: boolean// [2] 1171 (Boolean)
NegotiationMethod?: number// [2] 2115 (Int)
QuoteResponseLevel?: number// [2] 301 (Int)
TradingSessionID?: string// [2] 336 (String)
TradingSessionSubID?: string// [2] 625 (String)
Side?: string// [2] 54 (String)
SettlType?: string// [2] 63 (String)
SettlDate?: Date// [2] 64 (LocalDate)
SettlDate2?: Date// [2] 193 (LocalDate)
OrderQty2?: number// [2] 192 (Float)
Currency?: string// [2] 15 (String)
SettlCurrency?: string// [2] 120 (String)
Account?: string// [2] 1 (String)
AcctIDSource?: number// [2] 660 (Int)
AccountType?: number// [2] 581 (Int)
BidPx?: number// [2] 132 (Float)
OfferPx?: number// [2] 133 (Float)
MktBidPx?: number// [2] 645 (Float)
MktOfferPx?: number// [2] 646 (Float)
MinBidSize?: number// [2] 647 (Float)
BidSize?: number// [2] 134 (Float)
TotalBidSize?: number// [2] 1749 (Float)
MinOfferSize?: number// [2] 648 (Float)
OfferSize?: number// [2] 135 (Float)
TotalOfferSize?: number// [2] 1750 (Float)
MinQty?: number// [2] 110 (Float)
ExposureDuration?: number// [2] 1629 (Int)
ExposureDurationUnit?: number// [2] 1916 (Int)
ValidUntilTime?: Date// [2] 62 (UtcTimestamp)
BidSpotRate?: number// [2] 188 (Float)
OfferSpotRate?: number// [2] 190 (Float)
BidForwardPoints?: number// [2] 189 (Float)
OfferForwardPoints?: number// [2] 191 (Float)
BidSwapPoints?: number// [2] 1065 (Float)
OfferSwapPoints?: number// [2] 1066 (Float)
MidPx?: number// [2] 631 (Float)
BidYield?: number// [2] 632 (Float)
MidYield?: number// [2] 633 (Float)
OfferYield?: number// [2] 634 (Float)
TransactTime?: Date// [2] 60 (UtcTimestamp)
OrdType?: string// [2] 40 (String)
BidForwardPoints2?: number// [2] 642 (Float)
OfferForwardPoints2?: number// [2] 643 (Float)
SettlCurrBidFxRate?: number// [2] 656 (Float)
SettlCurrOfferFxRate?: number// [2] 657 (Float)
SettlCurrFxRateCalc?: string// [2] 156 (String)
CustOrderCapacity?: number// [2] 582 (Int)
ExDestination?: string// [2] 100 (String)
ExDestinationIDSource?: string// [2] 1133 (String)
BookingType?: number// [2] 775 (Int)
OrderCapacity?: string// [2] 528 (String)
OrderRestrictions?: string// [2] 529 (String)
PriceType?: number// [2] 423 (Int)
BidSpread?: number// [2] 2533 (Float)
OfferSpread?: number// [2] 2534 (Float)
SelfMatchPreventionID?: string// [2] 2362 (String)
ThrottleInst?: number// [2] 1685 (Int)
ComplianceID?: string// [2] 376 (String)
ComplianceText?: string// [2] 2404 (String)
EncodedComplianceTextLen?: number// [2] 2351 (Length)
EncodedComplianceText?: Buffer// [2] 2352 (RawData)
Text?: string// [2] 58 (String)
EncodedTextLen?: number// [2] 354 (Length)
EncodedText?: Buffer// [2] 355 (RawData)
StrikeTime?: Date// [2] 443 (UtcTimestamp)
StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347
QuotQualGrp?: IQuotQualGrp[]// [2] Qual.695
ValueChecksGrp?: IValueChecksGrp[]// [3] Typ.1869, Actn.1870
Parties?: IParties[]// [4] ID.448, Src.447 .. Qual.2376
Instrument?: IInstrument// [5] Sym.55, Sfx.65 .. ExchLookAlike.2603
FinancingDetails?: IFinancingDetails// [6] AgmtDesc.913, AgmtID.914 .. MgnRatio.898
UndInstrmtGrp?: IUndInstrmtGrp[]// [7] Sym.311, Sfx.312 .. XID.2631
OrderQtyData?: IOrderQtyData// [8] Qty.38, Cash.152 .. RndMod.469
RateSource?: IRateSource[]// [9] RtSrc.1446, RtSrcTyp.1447 .. RefHdng.2412
Stipulations?: IStipulations[]// [10] Typ.233, Val.234
LegQuotGrp?: ILegQuotGrp[]// [11] OrdQty.685, Qty.687 .. LegOfrFwdPnts.1068
CommissionData?: ICommissionData// [12] Comm.12, CommTyp.13 .. FundRenewWaiv.497
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [13] Spread.218, Ccy.220 .. SecIDSrc.761
RelativeValueGrp?: IRelativeValueGrp[]// [14] Typ.139, Val.2531, Side.2532
YieldData?: IYieldData// [15] Typ.235, Yld.236 .. RedPxTyp.698
RoutingGrp?: IRoutingGrp[]// [16] RtgTyp.216, RtgID.217
}