jspurefix
Version:
pure node js fix engine
58 lines (56 loc) • 3.25 kB
text/typescript
import { IStandardHeader } from './set/standard_header'
import { IApplicationSequenceControl } from './set/application_sequence_control'
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 { IRelatedInstrumentGrp } from './set/related_instrument_grp'
import { ISecurityClassificationGrp } from './set/security_classification_grp'
import { IStipulations } from './set/stipulations'
import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
import { IYieldData } from './set/yield_data'
import { IMarketSegmentGrp } from './set/market_segment_grp'
/*
******************************************************
* SecurityDefinition can be found in Volume 3 of the *
* *
* specification *
******************************************************
*/
export interface ISecurityDefinition {
SecurityReportID?: number// [2] 964 (Int)
ClearingBusinessDate?: Date// [2] 715 (LocalDate)
SecurityReqID?: string// [2] 320 (String)
OrderRequestID?: number// [2] 2422 (Int)
SecurityResponseID?: string// [2] 322 (String)
SecurityResponseType?: number// [2] 323 (Int)
SecurityRequestResult?: number// [2] 560 (Int)
SecurityRejectReason?: number// [2] 1607 (Int)
CorporateAction?: string// [2] 292 (String)
Currency?: string// [2] 15 (String)
PreviousAdjustedOpenInterest?: number// [2] 2572 (Float)
PreviousUnadjustedOpenInterest?: number// [2] 2573 (Float)
PriorSettlPrice?: number// [2] 734 (Float)
Text?: string// [2] 58 (String)
EncodedTextLen?: number// [2] 354 (Length)
EncodedText?: Buffer// [2] 355 (RawData)
NumOfSimpleInstruments?: number// [2] 1606 (Int)
NumOfComplexInstruments?: number// [2] 2562 (Int)
LastUpdateTime?: Date// [2] 779 (UtcTimestamp)
EffectiveBusinessDate?: Date// [2] 2400 (LocalDate)
TransactTime?: Date// [2] 60 (UtcTimestamp)
StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347
ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
Instrument?: IInstrument// [3] Sym.55, Sfx.65 .. ExchLookAlike.2603
InstrumentExtension?: IInstrumentExtension// [4] DlvryForm.668, PctAtRisk.869
FinancingDetails?: IFinancingDetails// [5] AgmtDesc.913, AgmtID.914 .. MgnRatio.898
UndInstrmtGrp?: IUndInstrmtGrp[]// [6] Sym.311, Sfx.312 .. XID.2631
RelatedInstrumentGrp?: IRelatedInstrumentGrp[]// [7] InstrmtTyp.1648, Sym.1649 .. XIDRef.2417
SecurityClassificationGrp?: ISecurityClassificationGrp[]// [8] Rsn.1583, Val.1584
Stipulations?: IStipulations[]// [9] Typ.233, Val.234
InstrmtLegGrp?: IInstrmtLegGrp[]// [10] Sym.600, Sfx.601 .. ExchLookAlike.2607
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [11] Spread.218, Ccy.220 .. SecIDSrc.761
YieldData?: IYieldData// [12] Typ.235, Yld.236 .. RedPxTyp.698
MarketSegmentGrp?: IMarketSegmentGrp[]// [13] MktID.1301, MktSegID.1300
}