@boarteam/fix-dict-fix42 1.0.0 → 2.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +8 -0
- package/dist/index.cjs +8 -0
- package/dist/index.cjs.map +1 -1
- package/dist/index.d.cts +1780 -2
- package/dist/index.d.ts +1780 -2
- package/dist/index.js +7 -1
- package/dist/index.js.map +1 -1
- package/package.json +3 -3
package/dist/index.d.ts
CHANGED
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@@ -1,4 +1,5 @@
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1
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-
import
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1
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+
import * as _boarteam_fix from '@boarteam/fix';
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2
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+
import { MessageView, DictionaryJSON, MessageFactory } from '@boarteam/fix';
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/**
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* The complete FIX.4.2 dictionary as data. Pass to `loadDictionary` from `@boarteam/fix`
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@@ -2332,5 +2333,1782 @@ declare const Enums: {
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};
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};
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type EnumFieldName = keyof typeof Enums;
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/** One `NoIOIQualifiers` (199) repeating-group entry. */
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interface IOI_NoIOIQualifiersEntry {
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IOIQualifier?: IOIQualifier;
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}
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/** One `NoRoutingIDs` (215) repeating-group entry. */
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interface IOI_NoRoutingIDsEntry {
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RoutingType?: RoutingType | number;
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RoutingID?: string;
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}
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/** One `NoContraBrokers` (382) repeating-group entry. */
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interface ExecutionReport_NoContraBrokersEntry {
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ContraBroker?: string;
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ContraTrader?: string;
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ContraTradeQty?: number | string;
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ContraTradeTime?: string;
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}
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2352
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/** One `NoMsgTypes` (384) repeating-group entry. */
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interface Logon_NoMsgTypesEntry {
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RefMsgType?: string;
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MsgDirection?: MsgDirection;
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}
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/** One `NoRoutingIDs` (215) repeating-group entry. */
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interface News_NoRoutingIDsEntry {
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RoutingType?: RoutingType | number;
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RoutingID?: string;
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}
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/** One `NoRelatedSym` (146) repeating-group entry. */
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interface News_NoRelatedSymEntry {
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RelatdSym?: string;
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SymbolSfx?: string;
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SecurityID?: string;
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IDSource?: IDSource;
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SecurityType?: SecurityType;
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+
MaturityMonthYear?: string;
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+
MaturityDay?: number | string;
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+
PutOrCall?: PutOrCall | number;
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+
StrikePrice?: number | string;
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OptAttribute?: string;
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ContractMultiplier?: number | string;
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CouponRate?: number | string;
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SecurityExchange?: string;
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Issuer?: string;
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EncodedIssuerLen?: number | string;
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EncodedIssuer?: string;
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SecurityDesc?: string;
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EncodedSecurityDescLen?: number | string;
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EncodedSecurityDesc?: string;
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}
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+
/** One `LinesOfText` (33) repeating-group entry. */
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interface News_LinesOfTextEntry {
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Text: string;
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EncodedTextLen?: number | string;
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EncodedText?: string;
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}
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/** One `NoRoutingIDs` (215) repeating-group entry. */
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interface Email_NoRoutingIDsEntry {
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RoutingType?: RoutingType | number;
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RoutingID?: string;
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}
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/** One `NoRelatedSym` (146) repeating-group entry. */
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interface Email_NoRelatedSymEntry {
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RelatdSym?: string;
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SymbolSfx?: string;
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SecurityID?: string;
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IDSource?: IDSource;
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SecurityType?: SecurityType;
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MaturityMonthYear?: string;
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+
MaturityDay?: number | string;
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PutOrCall?: PutOrCall | number;
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+
StrikePrice?: number | string;
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OptAttribute?: string;
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ContractMultiplier?: number | string;
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CouponRate?: number | string;
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SecurityExchange?: string;
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Issuer?: string;
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EncodedIssuerLen?: number | string;
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EncodedIssuer?: string;
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SecurityDesc?: string;
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EncodedSecurityDescLen?: number | string;
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EncodedSecurityDesc?: string;
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}
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+
/** One `LinesOfText` (33) repeating-group entry. */
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interface Email_LinesOfTextEntry {
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Text: string;
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EncodedTextLen?: number | string;
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EncodedText?: string;
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}
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/** One `NoAllocs` (78) repeating-group entry. */
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interface OrderSingle_NoAllocsEntry {
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AllocAccount?: string;
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AllocShares?: number | string;
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}
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/** One `NoTradingSessions` (386) repeating-group entry. */
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interface OrderSingle_NoTradingSessionsEntry {
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2430
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TradingSessionID?: string;
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}
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/** One `NoAllocs` (78) repeating-group entry. */
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interface OrderList_NoOrders_NoAllocsEntry {
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2434
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AllocAccount?: string;
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+
AllocShares?: number | string;
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}
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+
/** One `NoTradingSessions` (386) repeating-group entry. */
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interface OrderList_NoOrders_NoTradingSessionsEntry {
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TradingSessionID?: string;
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}
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/** One `NoOrders` (73) repeating-group entry. */
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interface OrderList_NoOrdersEntry {
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ClOrdID: string;
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ListSeqNo: number | string;
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SettlInstMode?: SettlInstMode;
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ClientID?: string;
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ExecBroker?: string;
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Account?: string;
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NoAllocs?: OrderList_NoOrders_NoAllocsEntry[];
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+
SettlmntTyp?: SettlmntTyp;
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FutSettDate?: string;
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HandlInst?: HandlInst;
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ExecInst?: string;
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MinQty?: number | string;
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MaxFloor?: number | string;
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+
ExDestination?: string;
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+
NoTradingSessions?: OrderList_NoOrders_NoTradingSessionsEntry[];
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ProcessCode?: ProcessCode;
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Symbol: string;
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2460
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SymbolSfx?: string;
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2461
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SecurityID?: string;
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IDSource?: IDSource;
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+
SecurityType?: SecurityType;
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+
MaturityMonthYear?: string;
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MaturityDay?: number | string;
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PutOrCall?: PutOrCall | number;
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2467
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StrikePrice?: number | string;
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OptAttribute?: string;
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ContractMultiplier?: number | string;
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CouponRate?: number | string;
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SecurityExchange?: string;
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Issuer?: string;
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EncodedIssuerLen?: number | string;
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EncodedIssuer?: string;
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SecurityDesc?: string;
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EncodedSecurityDescLen?: number | string;
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EncodedSecurityDesc?: string;
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+
PrevClosePx?: number | string;
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Side: Side;
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SideValueInd?: number | string;
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LocateReqd?: boolean;
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+
TransactTime?: string;
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OrderQty?: number | string;
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CashOrderQty?: number | string;
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OrdType?: OrdType;
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Price?: number | string;
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StopPx?: number | string;
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Currency?: string;
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2489
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ComplianceID?: string;
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SolicitedFlag?: boolean;
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IOIid?: string;
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QuoteID?: string;
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TimeInForce?: TimeInForce;
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EffectiveTime?: string;
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ExpireDate?: string;
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ExpireTime?: string;
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+
GTBookingInst?: GTBookingInst | number;
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Commission?: number | string;
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CommType?: CommType;
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Rule80A?: Rule80A;
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ForexReq?: boolean;
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2502
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SettlCurrency?: string;
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2503
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Text?: string;
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2504
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EncodedTextLen?: number | string;
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2505
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EncodedText?: string;
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2506
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+
FutSettDate2?: string;
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2507
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OrderQty2?: number | string;
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OpenClose?: OpenClose;
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2509
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CoveredOrUncovered?: CoveredOrUncovered | number;
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2510
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CustomerOrFirm?: CustomerOrFirm | number;
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2511
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+
MaxShow?: number | string;
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2512
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+
PegDifference?: number | string;
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2513
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DiscretionInst?: DiscretionInst;
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2514
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DiscretionOffset?: number | string;
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2515
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ClearingFirm?: string;
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ClearingAccount?: string;
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2517
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}
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2518
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/** One `NoAllocs` (78) repeating-group entry. */
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2519
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interface OrderCancelReplaceRequest_NoAllocsEntry {
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AllocAccount?: string;
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2521
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AllocShares?: number | string;
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2522
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}
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2523
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/** One `NoTradingSessions` (386) repeating-group entry. */
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2524
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+
interface OrderCancelReplaceRequest_NoTradingSessionsEntry {
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2525
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TradingSessionID?: string;
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2526
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+
}
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2527
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+
/** One `NoOrders` (73) repeating-group entry. */
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2528
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interface Allocation_NoOrdersEntry {
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2529
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+
ClOrdID?: string;
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2530
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OrderID?: string;
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2531
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+
SecondaryOrderID?: string;
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2532
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ListID?: string;
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2533
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WaveNo?: string;
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2534
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}
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2535
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+
/** One `NoExecs` (124) repeating-group entry. */
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2536
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+
interface Allocation_NoExecsEntry {
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2537
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+
LastShares?: number | string;
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2538
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+
ExecID?: string;
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2539
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+
LastPx?: number | string;
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2540
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+
LastCapacity?: LastCapacity;
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2541
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+
}
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2542
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+
/** One `NoMiscFees` (136) repeating-group entry. */
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2543
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+
interface Allocation_NoAllocs_NoMiscFeesEntry {
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2544
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+
MiscFeeAmt?: number | string;
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2545
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+
MiscFeeCurr?: string;
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2546
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+
MiscFeeType?: MiscFeeType;
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2547
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+
}
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2548
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+
/** One `NoAllocs` (78) repeating-group entry. */
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2549
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+
interface Allocation_NoAllocsEntry {
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2550
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+
AllocAccount?: string;
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2551
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+
AllocPrice?: number | string;
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2552
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+
AllocShares: number | string;
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2553
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+
ProcessCode?: ProcessCode;
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2554
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+
BrokerOfCredit?: string;
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2555
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+
NotifyBrokerOfCredit?: boolean;
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2556
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+
AllocHandlInst?: AllocHandlInst | number;
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2557
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+
AllocText?: string;
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2558
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+
EncodedAllocTextLen?: number | string;
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2559
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+
EncodedAllocText?: string;
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2560
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+
ExecBroker?: string;
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2561
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+
ClientID?: string;
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2562
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+
Commission?: number | string;
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2563
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+
CommType?: CommType;
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2564
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+
AllocAvgPx?: number | string;
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2565
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+
AllocNetMoney?: number | string;
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2566
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+
SettlCurrAmt?: number | string;
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|
2567
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+
SettlCurrency?: string;
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2568
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+
SettlCurrFxRate?: number | string;
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|
2569
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+
SettlCurrFxRateCalc?: string;
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|
2570
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+
AccruedInterestAmt?: number | string;
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2571
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+
SettlInstMode?: SettlInstMode;
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2572
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+
NoMiscFees?: Allocation_NoAllocs_NoMiscFeesEntry[];
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|
2573
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+
}
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2574
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+
/** One `NoOrders` (73) repeating-group entry. */
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2575
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+
interface ListStatus_NoOrdersEntry {
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|
2576
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+
ClOrdID: string;
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2577
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+
CumQty: number | string;
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2578
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+
OrdStatus: OrdStatus;
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2579
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+
LeavesQty: number | string;
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2580
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+
CxlQty: number | string;
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2581
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+
AvgPx: number | string;
|
|
2582
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+
OrdRejReason?: OrdRejReason | number;
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|
2583
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+
Text?: string;
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|
2584
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+
EncodedTextLen?: number | string;
|
|
2585
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+
EncodedText?: string;
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|
2586
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+
}
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|
2587
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+
/** One `NoRelatedSym` (146) repeating-group entry. */
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|
2588
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+
interface QuoteRequest_NoRelatedSymEntry {
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|
2589
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+
Symbol: string;
|
|
2590
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+
SymbolSfx?: string;
|
|
2591
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+
SecurityID?: string;
|
|
2592
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+
IDSource?: IDSource;
|
|
2593
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+
SecurityType?: SecurityType;
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|
2594
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+
MaturityMonthYear?: string;
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|
2595
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+
MaturityDay?: number | string;
|
|
2596
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+
PutOrCall?: PutOrCall | number;
|
|
2597
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+
StrikePrice?: number | string;
|
|
2598
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+
OptAttribute?: string;
|
|
2599
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+
ContractMultiplier?: number | string;
|
|
2600
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+
CouponRate?: number | string;
|
|
2601
|
+
SecurityExchange?: string;
|
|
2602
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+
Issuer?: string;
|
|
2603
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+
EncodedIssuerLen?: number | string;
|
|
2604
|
+
EncodedIssuer?: string;
|
|
2605
|
+
SecurityDesc?: string;
|
|
2606
|
+
EncodedSecurityDescLen?: number | string;
|
|
2607
|
+
EncodedSecurityDesc?: string;
|
|
2608
|
+
PrevClosePx?: number | string;
|
|
2609
|
+
QuoteRequestType?: QuoteRequestType | number;
|
|
2610
|
+
TradingSessionID?: string;
|
|
2611
|
+
Side?: Side;
|
|
2612
|
+
OrderQty?: number | string;
|
|
2613
|
+
FutSettDate?: string;
|
|
2614
|
+
OrdType?: OrdType;
|
|
2615
|
+
FutSettDate2?: string;
|
|
2616
|
+
OrderQty2?: number | string;
|
|
2617
|
+
ExpireTime?: string;
|
|
2618
|
+
TransactTime?: string;
|
|
2619
|
+
Currency?: string;
|
|
2620
|
+
}
|
|
2621
|
+
/** One `NoMDEntryTypes` (267) repeating-group entry. */
|
|
2622
|
+
interface MarketDataRequest_NoMDEntryTypesEntry {
|
|
2623
|
+
MDEntryType: MDEntryType;
|
|
2624
|
+
}
|
|
2625
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
2626
|
+
interface MarketDataRequest_NoRelatedSymEntry {
|
|
2627
|
+
Symbol: string;
|
|
2628
|
+
SymbolSfx?: string;
|
|
2629
|
+
SecurityID?: string;
|
|
2630
|
+
IDSource?: IDSource;
|
|
2631
|
+
SecurityType?: SecurityType;
|
|
2632
|
+
MaturityMonthYear?: string;
|
|
2633
|
+
MaturityDay?: number | string;
|
|
2634
|
+
PutOrCall?: PutOrCall | number;
|
|
2635
|
+
StrikePrice?: number | string;
|
|
2636
|
+
OptAttribute?: string;
|
|
2637
|
+
ContractMultiplier?: number | string;
|
|
2638
|
+
CouponRate?: number | string;
|
|
2639
|
+
SecurityExchange?: string;
|
|
2640
|
+
Issuer?: string;
|
|
2641
|
+
EncodedIssuerLen?: number | string;
|
|
2642
|
+
EncodedIssuer?: string;
|
|
2643
|
+
SecurityDesc?: string;
|
|
2644
|
+
EncodedSecurityDescLen?: number | string;
|
|
2645
|
+
EncodedSecurityDesc?: string;
|
|
2646
|
+
TradingSessionID?: string;
|
|
2647
|
+
}
|
|
2648
|
+
/** One `NoMDEntries` (268) repeating-group entry. */
|
|
2649
|
+
interface MarketDataSnapshotFullRefresh_NoMDEntriesEntry {
|
|
2650
|
+
MDEntryType: MDEntryType;
|
|
2651
|
+
MDEntryPx: number | string;
|
|
2652
|
+
Currency?: string;
|
|
2653
|
+
MDEntrySize?: number | string;
|
|
2654
|
+
MDEntryDate?: string;
|
|
2655
|
+
MDEntryTime?: string;
|
|
2656
|
+
TickDirection?: TickDirection;
|
|
2657
|
+
MDMkt?: string;
|
|
2658
|
+
TradingSessionID?: string;
|
|
2659
|
+
QuoteCondition?: string;
|
|
2660
|
+
TradeCondition?: string;
|
|
2661
|
+
MDEntryOriginator?: string;
|
|
2662
|
+
LocationID?: string;
|
|
2663
|
+
DeskID?: string;
|
|
2664
|
+
OpenCloseSettleFlag?: OpenCloseSettleFlag;
|
|
2665
|
+
TimeInForce?: TimeInForce;
|
|
2666
|
+
ExpireDate?: string;
|
|
2667
|
+
ExpireTime?: string;
|
|
2668
|
+
MinQty?: number | string;
|
|
2669
|
+
ExecInst?: string;
|
|
2670
|
+
SellerDays?: number | string;
|
|
2671
|
+
OrderID?: string;
|
|
2672
|
+
QuoteEntryID?: string;
|
|
2673
|
+
MDEntryBuyer?: string;
|
|
2674
|
+
MDEntrySeller?: string;
|
|
2675
|
+
NumberOfOrders?: number | string;
|
|
2676
|
+
MDEntryPositionNo?: number | string;
|
|
2677
|
+
Text?: string;
|
|
2678
|
+
EncodedTextLen?: number | string;
|
|
2679
|
+
EncodedText?: string;
|
|
2680
|
+
}
|
|
2681
|
+
/** One `NoMDEntries` (268) repeating-group entry. */
|
|
2682
|
+
interface MarketDataIncrementalRefresh_NoMDEntriesEntry {
|
|
2683
|
+
MDUpdateAction: MDUpdateAction;
|
|
2684
|
+
DeleteReason?: DeleteReason;
|
|
2685
|
+
MDEntryType?: MDEntryType;
|
|
2686
|
+
MDEntryID?: string;
|
|
2687
|
+
MDEntryRefID?: string;
|
|
2688
|
+
Symbol?: string;
|
|
2689
|
+
SymbolSfx?: string;
|
|
2690
|
+
SecurityID?: string;
|
|
2691
|
+
IDSource?: IDSource;
|
|
2692
|
+
SecurityType?: SecurityType;
|
|
2693
|
+
MaturityMonthYear?: string;
|
|
2694
|
+
MaturityDay?: number | string;
|
|
2695
|
+
PutOrCall?: PutOrCall | number;
|
|
2696
|
+
StrikePrice?: number | string;
|
|
2697
|
+
OptAttribute?: string;
|
|
2698
|
+
ContractMultiplier?: number | string;
|
|
2699
|
+
CouponRate?: number | string;
|
|
2700
|
+
SecurityExchange?: string;
|
|
2701
|
+
Issuer?: string;
|
|
2702
|
+
EncodedIssuerLen?: number | string;
|
|
2703
|
+
EncodedIssuer?: string;
|
|
2704
|
+
SecurityDesc?: string;
|
|
2705
|
+
EncodedSecurityDescLen?: number | string;
|
|
2706
|
+
EncodedSecurityDesc?: string;
|
|
2707
|
+
FinancialStatus?: FinancialStatus;
|
|
2708
|
+
CorporateAction?: CorporateAction;
|
|
2709
|
+
MDEntryPx?: number | string;
|
|
2710
|
+
Currency?: string;
|
|
2711
|
+
MDEntrySize?: number | string;
|
|
2712
|
+
MDEntryDate?: string;
|
|
2713
|
+
MDEntryTime?: string;
|
|
2714
|
+
TickDirection?: TickDirection;
|
|
2715
|
+
MDMkt?: string;
|
|
2716
|
+
TradingSessionID?: string;
|
|
2717
|
+
QuoteCondition?: string;
|
|
2718
|
+
TradeCondition?: string;
|
|
2719
|
+
MDEntryOriginator?: string;
|
|
2720
|
+
LocationID?: string;
|
|
2721
|
+
DeskID?: string;
|
|
2722
|
+
OpenCloseSettleFlag?: OpenCloseSettleFlag;
|
|
2723
|
+
TimeInForce?: TimeInForce;
|
|
2724
|
+
ExpireDate?: string;
|
|
2725
|
+
ExpireTime?: string;
|
|
2726
|
+
MinQty?: number | string;
|
|
2727
|
+
ExecInst?: string;
|
|
2728
|
+
SellerDays?: number | string;
|
|
2729
|
+
OrderID?: string;
|
|
2730
|
+
QuoteEntryID?: string;
|
|
2731
|
+
MDEntryBuyer?: string;
|
|
2732
|
+
MDEntrySeller?: string;
|
|
2733
|
+
NumberOfOrders?: number | string;
|
|
2734
|
+
MDEntryPositionNo?: number | string;
|
|
2735
|
+
TotalVolumeTraded?: number | string;
|
|
2736
|
+
Text?: string;
|
|
2737
|
+
EncodedTextLen?: number | string;
|
|
2738
|
+
EncodedText?: string;
|
|
2739
|
+
}
|
|
2740
|
+
/** One `NoQuoteEntries` (295) repeating-group entry. */
|
|
2741
|
+
interface QuoteCancel_NoQuoteEntriesEntry {
|
|
2742
|
+
Symbol: string;
|
|
2743
|
+
SymbolSfx?: string;
|
|
2744
|
+
SecurityID?: string;
|
|
2745
|
+
IDSource?: IDSource;
|
|
2746
|
+
SecurityType?: SecurityType;
|
|
2747
|
+
MaturityMonthYear?: string;
|
|
2748
|
+
MaturityDay?: number | string;
|
|
2749
|
+
PutOrCall?: PutOrCall | number;
|
|
2750
|
+
StrikePrice?: number | string;
|
|
2751
|
+
OptAttribute?: string;
|
|
2752
|
+
ContractMultiplier?: number | string;
|
|
2753
|
+
CouponRate?: number | string;
|
|
2754
|
+
SecurityExchange?: string;
|
|
2755
|
+
Issuer?: string;
|
|
2756
|
+
EncodedIssuerLen?: number | string;
|
|
2757
|
+
EncodedIssuer?: string;
|
|
2758
|
+
SecurityDesc?: string;
|
|
2759
|
+
EncodedSecurityDescLen?: number | string;
|
|
2760
|
+
EncodedSecurityDesc?: string;
|
|
2761
|
+
UnderlyingSymbol?: string;
|
|
2762
|
+
}
|
|
2763
|
+
/** One `NoQuoteEntries` (295) repeating-group entry. */
|
|
2764
|
+
interface QuoteAcknowledgement_NoQuoteSets_NoQuoteEntriesEntry {
|
|
2765
|
+
QuoteEntryID?: string;
|
|
2766
|
+
Symbol?: string;
|
|
2767
|
+
SymbolSfx?: string;
|
|
2768
|
+
SecurityID?: string;
|
|
2769
|
+
IDSource?: IDSource;
|
|
2770
|
+
SecurityType?: SecurityType;
|
|
2771
|
+
MaturityMonthYear?: string;
|
|
2772
|
+
MaturityDay?: number | string;
|
|
2773
|
+
PutOrCall?: PutOrCall | number;
|
|
2774
|
+
StrikePrice?: number | string;
|
|
2775
|
+
OptAttribute?: string;
|
|
2776
|
+
ContractMultiplier?: number | string;
|
|
2777
|
+
CouponRate?: number | string;
|
|
2778
|
+
SecurityExchange?: string;
|
|
2779
|
+
Issuer?: string;
|
|
2780
|
+
EncodedIssuerLen?: number | string;
|
|
2781
|
+
EncodedIssuer?: string;
|
|
2782
|
+
SecurityDesc?: string;
|
|
2783
|
+
EncodedSecurityDescLen?: number | string;
|
|
2784
|
+
EncodedSecurityDesc?: string;
|
|
2785
|
+
QuoteEntryRejectReason?: QuoteEntryRejectReason | number;
|
|
2786
|
+
}
|
|
2787
|
+
/** One `NoQuoteSets` (296) repeating-group entry. */
|
|
2788
|
+
interface QuoteAcknowledgement_NoQuoteSetsEntry {
|
|
2789
|
+
QuoteSetID?: string;
|
|
2790
|
+
UnderlyingSymbol?: string;
|
|
2791
|
+
UnderlyingSymbolSfx?: string;
|
|
2792
|
+
UnderlyingSecurityID?: string;
|
|
2793
|
+
UnderlyingIDSource?: string;
|
|
2794
|
+
UnderlyingSecurityType?: string;
|
|
2795
|
+
UnderlyingMaturityMonthYear?: string;
|
|
2796
|
+
UnderlyingMaturityDay?: number | string;
|
|
2797
|
+
UnderlyingPutOrCall?: number | string;
|
|
2798
|
+
UnderlyingStrikePrice?: number | string;
|
|
2799
|
+
UnderlyingOptAttribute?: string;
|
|
2800
|
+
UnderlyingContractMultiplier?: number | string;
|
|
2801
|
+
UnderlyingCouponRate?: number | string;
|
|
2802
|
+
UnderlyingSecurityExchange?: string;
|
|
2803
|
+
UnderlyingIssuer?: string;
|
|
2804
|
+
EncodedUnderlyingIssuerLen?: number | string;
|
|
2805
|
+
EncodedUnderlyingIssuer?: string;
|
|
2806
|
+
UnderlyingSecurityDesc?: string;
|
|
2807
|
+
EncodedUnderlyingSecurityDescLen?: number | string;
|
|
2808
|
+
EncodedUnderlyingSecurityDesc?: string;
|
|
2809
|
+
TotQuoteEntries?: number | string;
|
|
2810
|
+
NoQuoteEntries?: QuoteAcknowledgement_NoQuoteSets_NoQuoteEntriesEntry[];
|
|
2811
|
+
}
|
|
2812
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
2813
|
+
interface SecurityDefinitionRequest_NoRelatedSymEntry {
|
|
2814
|
+
UnderlyingSymbol?: string;
|
|
2815
|
+
UnderlyingSymbolSfx?: string;
|
|
2816
|
+
UnderlyingSecurityID?: string;
|
|
2817
|
+
UnderlyingIDSource?: string;
|
|
2818
|
+
UnderlyingSecurityType?: string;
|
|
2819
|
+
UnderlyingMaturityMonthYear?: string;
|
|
2820
|
+
UnderlyingMaturityDay?: number | string;
|
|
2821
|
+
UnderlyingPutOrCall?: number | string;
|
|
2822
|
+
UnderlyingStrikePrice?: number | string;
|
|
2823
|
+
UnderlyingOptAttribute?: string;
|
|
2824
|
+
UnderlyingContractMultiplier?: number | string;
|
|
2825
|
+
UnderlyingCouponRate?: number | string;
|
|
2826
|
+
UnderlyingSecurityExchange?: string;
|
|
2827
|
+
UnderlyingIssuer?: string;
|
|
2828
|
+
EncodedUnderlyingIssuerLen?: number | string;
|
|
2829
|
+
EncodedUnderlyingIssuer?: string;
|
|
2830
|
+
UnderlyingSecurityDesc?: string;
|
|
2831
|
+
EncodedUnderlyingSecurityDescLen?: number | string;
|
|
2832
|
+
EncodedUnderlyingSecurityDesc?: string;
|
|
2833
|
+
RatioQty?: number | string;
|
|
2834
|
+
Side?: Side;
|
|
2835
|
+
UnderlyingCurrency?: string;
|
|
2836
|
+
}
|
|
2837
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
2838
|
+
interface SecurityDefinition_NoRelatedSymEntry {
|
|
2839
|
+
UnderlyingSymbol?: string;
|
|
2840
|
+
UnderlyingSymbolSfx?: string;
|
|
2841
|
+
UnderlyingSecurityID?: string;
|
|
2842
|
+
UnderlyingIDSource?: string;
|
|
2843
|
+
UnderlyingSecurityType?: string;
|
|
2844
|
+
UnderlyingMaturityMonthYear?: string;
|
|
2845
|
+
UnderlyingMaturityDay?: number | string;
|
|
2846
|
+
UnderlyingPutOrCall?: number | string;
|
|
2847
|
+
UnderlyingStrikePrice?: number | string;
|
|
2848
|
+
UnderlyingOptAttribute?: string;
|
|
2849
|
+
UnderlyingContractMultiplier?: number | string;
|
|
2850
|
+
UnderlyingCouponRate?: number | string;
|
|
2851
|
+
UnderlyingSecurityExchange?: string;
|
|
2852
|
+
UnderlyingIssuer?: string;
|
|
2853
|
+
EncodedUnderlyingIssuerLen?: number | string;
|
|
2854
|
+
EncodedUnderlyingIssuer?: string;
|
|
2855
|
+
UnderlyingSecurityDesc?: string;
|
|
2856
|
+
EncodedUnderlyingSecurityDescLen?: number | string;
|
|
2857
|
+
EncodedUnderlyingSecurityDesc?: string;
|
|
2858
|
+
RatioQty?: number | string;
|
|
2859
|
+
Side?: Side;
|
|
2860
|
+
UnderlyingCurrency?: string;
|
|
2861
|
+
}
|
|
2862
|
+
/** One `NoQuoteEntries` (295) repeating-group entry. */
|
|
2863
|
+
interface MassQuote_NoQuoteSets_NoQuoteEntriesEntry {
|
|
2864
|
+
QuoteEntryID: string;
|
|
2865
|
+
Symbol?: string;
|
|
2866
|
+
SymbolSfx?: string;
|
|
2867
|
+
SecurityID?: string;
|
|
2868
|
+
IDSource?: IDSource;
|
|
2869
|
+
SecurityType?: SecurityType;
|
|
2870
|
+
MaturityMonthYear?: string;
|
|
2871
|
+
MaturityDay?: number | string;
|
|
2872
|
+
PutOrCall?: PutOrCall | number;
|
|
2873
|
+
StrikePrice?: number | string;
|
|
2874
|
+
OptAttribute?: string;
|
|
2875
|
+
ContractMultiplier?: number | string;
|
|
2876
|
+
CouponRate?: number | string;
|
|
2877
|
+
SecurityExchange?: string;
|
|
2878
|
+
Issuer?: string;
|
|
2879
|
+
EncodedIssuerLen?: number | string;
|
|
2880
|
+
EncodedIssuer?: string;
|
|
2881
|
+
SecurityDesc?: string;
|
|
2882
|
+
EncodedSecurityDescLen?: number | string;
|
|
2883
|
+
EncodedSecurityDesc?: string;
|
|
2884
|
+
BidPx?: number | string;
|
|
2885
|
+
OfferPx?: number | string;
|
|
2886
|
+
BidSize?: number | string;
|
|
2887
|
+
OfferSize?: number | string;
|
|
2888
|
+
ValidUntilTime?: string;
|
|
2889
|
+
BidSpotRate?: number | string;
|
|
2890
|
+
OfferSpotRate?: number | string;
|
|
2891
|
+
BidForwardPoints?: number | string;
|
|
2892
|
+
OfferForwardPoints?: number | string;
|
|
2893
|
+
TransactTime?: string;
|
|
2894
|
+
TradingSessionID?: string;
|
|
2895
|
+
FutSettDate?: string;
|
|
2896
|
+
OrdType?: OrdType;
|
|
2897
|
+
FutSettDate2?: string;
|
|
2898
|
+
OrderQty2?: number | string;
|
|
2899
|
+
Currency?: string;
|
|
2900
|
+
}
|
|
2901
|
+
/** One `NoQuoteSets` (296) repeating-group entry. */
|
|
2902
|
+
interface MassQuote_NoQuoteSetsEntry {
|
|
2903
|
+
QuoteSetID: string;
|
|
2904
|
+
UnderlyingSymbol: string;
|
|
2905
|
+
UnderlyingSymbolSfx?: string;
|
|
2906
|
+
UnderlyingSecurityID?: string;
|
|
2907
|
+
UnderlyingIDSource?: string;
|
|
2908
|
+
UnderlyingSecurityType?: string;
|
|
2909
|
+
UnderlyingMaturityMonthYear?: string;
|
|
2910
|
+
UnderlyingMaturityDay?: number | string;
|
|
2911
|
+
UnderlyingPutOrCall?: number | string;
|
|
2912
|
+
UnderlyingStrikePrice?: number | string;
|
|
2913
|
+
UnderlyingOptAttribute?: string;
|
|
2914
|
+
UnderlyingContractMultiplier?: number | string;
|
|
2915
|
+
UnderlyingCouponRate?: number | string;
|
|
2916
|
+
UnderlyingSecurityExchange?: string;
|
|
2917
|
+
UnderlyingIssuer?: string;
|
|
2918
|
+
EncodedUnderlyingIssuerLen?: number | string;
|
|
2919
|
+
EncodedUnderlyingIssuer?: string;
|
|
2920
|
+
UnderlyingSecurityDesc?: string;
|
|
2921
|
+
EncodedUnderlyingSecurityDescLen?: number | string;
|
|
2922
|
+
EncodedUnderlyingSecurityDesc?: string;
|
|
2923
|
+
QuoteSetValidUntilTime?: string;
|
|
2924
|
+
TotQuoteEntries: number | string;
|
|
2925
|
+
NoQuoteEntries: MassQuote_NoQuoteSets_NoQuoteEntriesEntry[];
|
|
2926
|
+
}
|
|
2927
|
+
/** One `NoBidDescriptors` (398) repeating-group entry. */
|
|
2928
|
+
interface BidRequest_NoBidDescriptorsEntry {
|
|
2929
|
+
BidDescriptorType?: number | string;
|
|
2930
|
+
BidDescriptor?: string;
|
|
2931
|
+
SideValueInd?: number | string;
|
|
2932
|
+
LiquidityValue?: number | string;
|
|
2933
|
+
LiquidityNumSecurities?: number | string;
|
|
2934
|
+
LiquidityPctLow?: number | string;
|
|
2935
|
+
LiquidityPctHigh?: number | string;
|
|
2936
|
+
EFPTrackingError?: number | string;
|
|
2937
|
+
FairValue?: number | string;
|
|
2938
|
+
OutsideIndexPct?: number | string;
|
|
2939
|
+
ValueOfFutures?: number | string;
|
|
2940
|
+
}
|
|
2941
|
+
/** One `NoBidComponents` (420) repeating-group entry. */
|
|
2942
|
+
interface BidRequest_NoBidComponentsEntry {
|
|
2943
|
+
ListID?: string;
|
|
2944
|
+
Side?: Side;
|
|
2945
|
+
TradingSessionID?: string;
|
|
2946
|
+
NetGrossInd?: NetGrossInd | number;
|
|
2947
|
+
SettlmntTyp?: SettlmntTyp;
|
|
2948
|
+
FutSettDate?: string;
|
|
2949
|
+
Account?: string;
|
|
2950
|
+
}
|
|
2951
|
+
/** One `NoBidComponents` (420) repeating-group entry. */
|
|
2952
|
+
interface BidResponse_NoBidComponentsEntry {
|
|
2953
|
+
Commission: number | string;
|
|
2954
|
+
CommType: CommType;
|
|
2955
|
+
ListID?: string;
|
|
2956
|
+
Country?: string;
|
|
2957
|
+
Side?: Side;
|
|
2958
|
+
Price?: number | string;
|
|
2959
|
+
PriceType?: PriceType | number;
|
|
2960
|
+
FairValue?: number | string;
|
|
2961
|
+
NetGrossInd?: NetGrossInd | number;
|
|
2962
|
+
SettlmntTyp?: SettlmntTyp;
|
|
2963
|
+
FutSettDate?: string;
|
|
2964
|
+
TradingSessionID?: string;
|
|
2965
|
+
Text?: string;
|
|
2966
|
+
EncodedTextLen?: number | string;
|
|
2967
|
+
EncodedText?: string;
|
|
2968
|
+
}
|
|
2969
|
+
/** One `NoStrikes` (428) repeating-group entry. */
|
|
2970
|
+
interface ListStrikePrice_NoStrikesEntry {
|
|
2971
|
+
Symbol: string;
|
|
2972
|
+
SymbolSfx?: string;
|
|
2973
|
+
SecurityID?: string;
|
|
2974
|
+
IDSource?: IDSource;
|
|
2975
|
+
SecurityType?: SecurityType;
|
|
2976
|
+
MaturityMonthYear?: string;
|
|
2977
|
+
MaturityDay?: number | string;
|
|
2978
|
+
PutOrCall?: PutOrCall | number;
|
|
2979
|
+
StrikePrice?: number | string;
|
|
2980
|
+
OptAttribute?: string;
|
|
2981
|
+
ContractMultiplier?: number | string;
|
|
2982
|
+
CouponRate?: number | string;
|
|
2983
|
+
SecurityExchange?: string;
|
|
2984
|
+
Issuer?: string;
|
|
2985
|
+
EncodedIssuerLen?: number | string;
|
|
2986
|
+
EncodedIssuer?: string;
|
|
2987
|
+
SecurityDesc?: string;
|
|
2988
|
+
EncodedSecurityDescLen?: number | string;
|
|
2989
|
+
EncodedSecurityDesc?: string;
|
|
2990
|
+
PrevClosePx?: number | string;
|
|
2991
|
+
ClOrdID?: string;
|
|
2992
|
+
Side?: Side;
|
|
2993
|
+
Price: number | string;
|
|
2994
|
+
Currency?: string;
|
|
2995
|
+
Text?: string;
|
|
2996
|
+
EncodedTextLen?: number | string;
|
|
2997
|
+
EncodedText?: string;
|
|
2998
|
+
}
|
|
2999
|
+
/** `Heartbeat` (`0`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3000
|
+
type HeartbeatBody = {
|
|
3001
|
+
TestReqID?: string;
|
|
3002
|
+
};
|
|
3003
|
+
/** `TestRequest` (`1`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3004
|
+
type TestRequestBody = {
|
|
3005
|
+
TestReqID: string;
|
|
3006
|
+
};
|
|
3007
|
+
/** `ResendRequest` (`2`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3008
|
+
type ResendRequestBody = {
|
|
3009
|
+
BeginSeqNo: number | string;
|
|
3010
|
+
EndSeqNo: number | string;
|
|
3011
|
+
};
|
|
3012
|
+
/** `Reject` (`3`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3013
|
+
type RejectBody = {
|
|
3014
|
+
RefSeqNum: number | string;
|
|
3015
|
+
RefTagID?: number | string;
|
|
3016
|
+
RefMsgType?: string;
|
|
3017
|
+
SessionRejectReason?: SessionRejectReason | number;
|
|
3018
|
+
Text?: string;
|
|
3019
|
+
EncodedTextLen?: number | string;
|
|
3020
|
+
EncodedText?: string;
|
|
3021
|
+
};
|
|
3022
|
+
/** `SequenceReset` (`4`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3023
|
+
type SequenceResetBody = {
|
|
3024
|
+
GapFillFlag?: boolean;
|
|
3025
|
+
NewSeqNo: number | string;
|
|
3026
|
+
};
|
|
3027
|
+
/** `Logout` (`5`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3028
|
+
type LogoutBody = {
|
|
3029
|
+
Text?: string;
|
|
3030
|
+
EncodedTextLen?: number | string;
|
|
3031
|
+
EncodedText?: string;
|
|
3032
|
+
};
|
|
3033
|
+
/** `IOI` (`6`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3034
|
+
type IOIBody = {
|
|
3035
|
+
IOIid: string;
|
|
3036
|
+
IOITransType: IOITransType;
|
|
3037
|
+
IOIRefID?: string;
|
|
3038
|
+
Symbol: string;
|
|
3039
|
+
SymbolSfx?: string;
|
|
3040
|
+
SecurityID?: string;
|
|
3041
|
+
IDSource?: IDSource;
|
|
3042
|
+
SecurityType?: SecurityType;
|
|
3043
|
+
MaturityMonthYear?: string;
|
|
3044
|
+
MaturityDay?: number | string;
|
|
3045
|
+
PutOrCall?: PutOrCall | number;
|
|
3046
|
+
StrikePrice?: number | string;
|
|
3047
|
+
OptAttribute?: string;
|
|
3048
|
+
ContractMultiplier?: number | string;
|
|
3049
|
+
CouponRate?: number | string;
|
|
3050
|
+
SecurityExchange?: string;
|
|
3051
|
+
Issuer?: string;
|
|
3052
|
+
EncodedIssuerLen?: number | string;
|
|
3053
|
+
EncodedIssuer?: string;
|
|
3054
|
+
SecurityDesc?: string;
|
|
3055
|
+
EncodedSecurityDescLen?: number | string;
|
|
3056
|
+
EncodedSecurityDesc?: string;
|
|
3057
|
+
Side: Side;
|
|
3058
|
+
IOIShares: IOIShares;
|
|
3059
|
+
Price?: number | string;
|
|
3060
|
+
Currency?: string;
|
|
3061
|
+
ValidUntilTime?: string;
|
|
3062
|
+
IOIQltyInd?: IOIQltyInd;
|
|
3063
|
+
IOINaturalFlag?: boolean;
|
|
3064
|
+
NoIOIQualifiers?: IOI_NoIOIQualifiersEntry[];
|
|
3065
|
+
Text?: string;
|
|
3066
|
+
EncodedTextLen?: number | string;
|
|
3067
|
+
EncodedText?: string;
|
|
3068
|
+
TransactTime?: string;
|
|
3069
|
+
URLLink?: string;
|
|
3070
|
+
NoRoutingIDs?: IOI_NoRoutingIDsEntry[];
|
|
3071
|
+
SpreadToBenchmark?: number | string;
|
|
3072
|
+
Benchmark?: Benchmark;
|
|
3073
|
+
};
|
|
3074
|
+
/** `Advertisement` (`7`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3075
|
+
type AdvertisementBody = {
|
|
3076
|
+
AdvId: string;
|
|
3077
|
+
AdvTransType: AdvTransType;
|
|
3078
|
+
AdvRefID?: string;
|
|
3079
|
+
Symbol: string;
|
|
3080
|
+
SymbolSfx?: string;
|
|
3081
|
+
SecurityID?: string;
|
|
3082
|
+
IDSource?: IDSource;
|
|
3083
|
+
SecurityType?: SecurityType;
|
|
3084
|
+
MaturityMonthYear?: string;
|
|
3085
|
+
MaturityDay?: number | string;
|
|
3086
|
+
PutOrCall?: PutOrCall | number;
|
|
3087
|
+
StrikePrice?: number | string;
|
|
3088
|
+
OptAttribute?: string;
|
|
3089
|
+
ContractMultiplier?: number | string;
|
|
3090
|
+
CouponRate?: number | string;
|
|
3091
|
+
SecurityExchange?: string;
|
|
3092
|
+
Issuer?: string;
|
|
3093
|
+
EncodedIssuerLen?: number | string;
|
|
3094
|
+
EncodedIssuer?: string;
|
|
3095
|
+
SecurityDesc?: string;
|
|
3096
|
+
EncodedSecurityDescLen?: number | string;
|
|
3097
|
+
EncodedSecurityDesc?: string;
|
|
3098
|
+
AdvSide: AdvSide;
|
|
3099
|
+
Shares: number | string;
|
|
3100
|
+
Price?: number | string;
|
|
3101
|
+
Currency?: string;
|
|
3102
|
+
TradeDate?: string;
|
|
3103
|
+
TransactTime?: string;
|
|
3104
|
+
Text?: string;
|
|
3105
|
+
EncodedTextLen?: number | string;
|
|
3106
|
+
EncodedText?: string;
|
|
3107
|
+
URLLink?: string;
|
|
3108
|
+
LastMkt?: string;
|
|
3109
|
+
TradingSessionID?: string;
|
|
3110
|
+
};
|
|
3111
|
+
/** `ExecutionReport` (`8`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3112
|
+
type ExecutionReportBody = {
|
|
3113
|
+
OrderID: string;
|
|
3114
|
+
SecondaryOrderID?: string;
|
|
3115
|
+
ClOrdID?: string;
|
|
3116
|
+
OrigClOrdID?: string;
|
|
3117
|
+
ClientID?: string;
|
|
3118
|
+
ExecBroker?: string;
|
|
3119
|
+
NoContraBrokers?: ExecutionReport_NoContraBrokersEntry[];
|
|
3120
|
+
ListID?: string;
|
|
3121
|
+
ExecID: string;
|
|
3122
|
+
ExecTransType: ExecTransType;
|
|
3123
|
+
ExecRefID?: string;
|
|
3124
|
+
ExecType: ExecType;
|
|
3125
|
+
OrdStatus: OrdStatus;
|
|
3126
|
+
OrdRejReason?: OrdRejReason | number;
|
|
3127
|
+
ExecRestatementReason?: ExecRestatementReason | number;
|
|
3128
|
+
Account?: string;
|
|
3129
|
+
SettlmntTyp?: SettlmntTyp;
|
|
3130
|
+
FutSettDate?: string;
|
|
3131
|
+
Symbol: string;
|
|
3132
|
+
SymbolSfx?: string;
|
|
3133
|
+
SecurityID?: string;
|
|
3134
|
+
IDSource?: IDSource;
|
|
3135
|
+
SecurityType?: SecurityType;
|
|
3136
|
+
MaturityMonthYear?: string;
|
|
3137
|
+
MaturityDay?: number | string;
|
|
3138
|
+
PutOrCall?: PutOrCall | number;
|
|
3139
|
+
StrikePrice?: number | string;
|
|
3140
|
+
OptAttribute?: string;
|
|
3141
|
+
ContractMultiplier?: number | string;
|
|
3142
|
+
CouponRate?: number | string;
|
|
3143
|
+
SecurityExchange?: string;
|
|
3144
|
+
Issuer?: string;
|
|
3145
|
+
EncodedIssuerLen?: number | string;
|
|
3146
|
+
EncodedIssuer?: string;
|
|
3147
|
+
SecurityDesc?: string;
|
|
3148
|
+
EncodedSecurityDescLen?: number | string;
|
|
3149
|
+
EncodedSecurityDesc?: string;
|
|
3150
|
+
Side: Side;
|
|
3151
|
+
OrderQty?: number | string;
|
|
3152
|
+
CashOrderQty?: number | string;
|
|
3153
|
+
OrdType?: OrdType;
|
|
3154
|
+
Price?: number | string;
|
|
3155
|
+
StopPx?: number | string;
|
|
3156
|
+
PegDifference?: number | string;
|
|
3157
|
+
DiscretionInst?: DiscretionInst;
|
|
3158
|
+
DiscretionOffset?: number | string;
|
|
3159
|
+
Currency?: string;
|
|
3160
|
+
ComplianceID?: string;
|
|
3161
|
+
SolicitedFlag?: boolean;
|
|
3162
|
+
TimeInForce?: TimeInForce;
|
|
3163
|
+
EffectiveTime?: string;
|
|
3164
|
+
ExpireDate?: string;
|
|
3165
|
+
ExpireTime?: string;
|
|
3166
|
+
ExecInst?: string;
|
|
3167
|
+
Rule80A?: Rule80A;
|
|
3168
|
+
LastShares?: number | string;
|
|
3169
|
+
LastPx?: number | string;
|
|
3170
|
+
LastSpotRate?: number | string;
|
|
3171
|
+
LastForwardPoints?: number | string;
|
|
3172
|
+
LastMkt?: string;
|
|
3173
|
+
TradingSessionID?: string;
|
|
3174
|
+
LastCapacity?: LastCapacity;
|
|
3175
|
+
LeavesQty: number | string;
|
|
3176
|
+
CumQty: number | string;
|
|
3177
|
+
AvgPx: number | string;
|
|
3178
|
+
DayOrderQty?: number | string;
|
|
3179
|
+
DayCumQty?: number | string;
|
|
3180
|
+
DayAvgPx?: number | string;
|
|
3181
|
+
GTBookingInst?: GTBookingInst | number;
|
|
3182
|
+
TradeDate?: string;
|
|
3183
|
+
TransactTime?: string;
|
|
3184
|
+
ReportToExch?: boolean;
|
|
3185
|
+
Commission?: number | string;
|
|
3186
|
+
CommType?: CommType;
|
|
3187
|
+
GrossTradeAmt?: number | string;
|
|
3188
|
+
SettlCurrAmt?: number | string;
|
|
3189
|
+
SettlCurrency?: string;
|
|
3190
|
+
SettlCurrFxRate?: number | string;
|
|
3191
|
+
SettlCurrFxRateCalc?: string;
|
|
3192
|
+
HandlInst?: HandlInst;
|
|
3193
|
+
MinQty?: number | string;
|
|
3194
|
+
MaxFloor?: number | string;
|
|
3195
|
+
OpenClose?: OpenClose;
|
|
3196
|
+
MaxShow?: number | string;
|
|
3197
|
+
Text?: string;
|
|
3198
|
+
EncodedTextLen?: number | string;
|
|
3199
|
+
EncodedText?: string;
|
|
3200
|
+
FutSettDate2?: string;
|
|
3201
|
+
OrderQty2?: number | string;
|
|
3202
|
+
ClearingFirm?: string;
|
|
3203
|
+
ClearingAccount?: string;
|
|
3204
|
+
MultiLegReportingType?: MultiLegReportingType;
|
|
3205
|
+
};
|
|
3206
|
+
/** `OrderCancelReject` (`9`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3207
|
+
type OrderCancelRejectBody = {
|
|
3208
|
+
OrderID: string;
|
|
3209
|
+
SecondaryOrderID?: string;
|
|
3210
|
+
ClOrdID: string;
|
|
3211
|
+
OrigClOrdID: string;
|
|
3212
|
+
OrdStatus: OrdStatus;
|
|
3213
|
+
ClientID?: string;
|
|
3214
|
+
ExecBroker?: string;
|
|
3215
|
+
ListID?: string;
|
|
3216
|
+
Account?: string;
|
|
3217
|
+
TransactTime?: string;
|
|
3218
|
+
CxlRejResponseTo: CxlRejResponseTo;
|
|
3219
|
+
CxlRejReason?: CxlRejReason | number;
|
|
3220
|
+
Text?: string;
|
|
3221
|
+
EncodedTextLen?: number | string;
|
|
3222
|
+
EncodedText?: string;
|
|
3223
|
+
};
|
|
3224
|
+
/** `Logon` (`A`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3225
|
+
type LogonBody = {
|
|
3226
|
+
EncryptMethod: EncryptMethod | number;
|
|
3227
|
+
HeartBtInt: number | string;
|
|
3228
|
+
RawDataLength?: number | string;
|
|
3229
|
+
RawData?: string;
|
|
3230
|
+
ResetSeqNumFlag?: boolean;
|
|
3231
|
+
MaxMessageSize?: number | string;
|
|
3232
|
+
NoMsgTypes?: Logon_NoMsgTypesEntry[];
|
|
3233
|
+
};
|
|
3234
|
+
/** `News` (`B`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3235
|
+
type NewsBody = {
|
|
3236
|
+
OrigTime?: string;
|
|
3237
|
+
Urgency?: Urgency;
|
|
3238
|
+
Headline: string;
|
|
3239
|
+
EncodedHeadlineLen?: number | string;
|
|
3240
|
+
EncodedHeadline?: string;
|
|
3241
|
+
NoRoutingIDs?: News_NoRoutingIDsEntry[];
|
|
3242
|
+
NoRelatedSym?: News_NoRelatedSymEntry[];
|
|
3243
|
+
LinesOfText: News_LinesOfTextEntry[];
|
|
3244
|
+
URLLink?: string;
|
|
3245
|
+
RawDataLength?: number | string;
|
|
3246
|
+
RawData?: string;
|
|
3247
|
+
};
|
|
3248
|
+
/** `Email` (`C`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3249
|
+
type EmailBody = {
|
|
3250
|
+
EmailThreadID: string;
|
|
3251
|
+
EmailType: EmailType;
|
|
3252
|
+
OrigTime?: string;
|
|
3253
|
+
Subject: string;
|
|
3254
|
+
EncodedSubjectLen?: number | string;
|
|
3255
|
+
EncodedSubject?: string;
|
|
3256
|
+
NoRoutingIDs?: Email_NoRoutingIDsEntry[];
|
|
3257
|
+
NoRelatedSym?: Email_NoRelatedSymEntry[];
|
|
3258
|
+
OrderID?: string;
|
|
3259
|
+
ClOrdID?: string;
|
|
3260
|
+
LinesOfText: Email_LinesOfTextEntry[];
|
|
3261
|
+
RawDataLength?: number | string;
|
|
3262
|
+
RawData?: string;
|
|
3263
|
+
};
|
|
3264
|
+
/** `OrderSingle` (`D`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3265
|
+
type OrderSingleBody = {
|
|
3266
|
+
ClOrdID: string;
|
|
3267
|
+
ClientID?: string;
|
|
3268
|
+
ExecBroker?: string;
|
|
3269
|
+
Account?: string;
|
|
3270
|
+
NoAllocs?: OrderSingle_NoAllocsEntry[];
|
|
3271
|
+
SettlmntTyp?: SettlmntTyp;
|
|
3272
|
+
FutSettDate?: string;
|
|
3273
|
+
HandlInst: HandlInst;
|
|
3274
|
+
ExecInst?: string;
|
|
3275
|
+
MinQty?: number | string;
|
|
3276
|
+
MaxFloor?: number | string;
|
|
3277
|
+
ExDestination?: string;
|
|
3278
|
+
NoTradingSessions?: OrderSingle_NoTradingSessionsEntry[];
|
|
3279
|
+
ProcessCode?: ProcessCode;
|
|
3280
|
+
Symbol: string;
|
|
3281
|
+
SymbolSfx?: string;
|
|
3282
|
+
SecurityID?: string;
|
|
3283
|
+
IDSource?: IDSource;
|
|
3284
|
+
SecurityType?: SecurityType;
|
|
3285
|
+
MaturityMonthYear?: string;
|
|
3286
|
+
MaturityDay?: number | string;
|
|
3287
|
+
PutOrCall?: PutOrCall | number;
|
|
3288
|
+
StrikePrice?: number | string;
|
|
3289
|
+
OptAttribute?: string;
|
|
3290
|
+
ContractMultiplier?: number | string;
|
|
3291
|
+
CouponRate?: number | string;
|
|
3292
|
+
SecurityExchange?: string;
|
|
3293
|
+
Issuer?: string;
|
|
3294
|
+
EncodedIssuerLen?: number | string;
|
|
3295
|
+
EncodedIssuer?: string;
|
|
3296
|
+
SecurityDesc?: string;
|
|
3297
|
+
EncodedSecurityDescLen?: number | string;
|
|
3298
|
+
EncodedSecurityDesc?: string;
|
|
3299
|
+
PrevClosePx?: number | string;
|
|
3300
|
+
Side: Side;
|
|
3301
|
+
LocateReqd?: boolean;
|
|
3302
|
+
TransactTime: string;
|
|
3303
|
+
OrderQty?: number | string;
|
|
3304
|
+
CashOrderQty?: number | string;
|
|
3305
|
+
OrdType: OrdType;
|
|
3306
|
+
Price?: number | string;
|
|
3307
|
+
StopPx?: number | string;
|
|
3308
|
+
Currency?: string;
|
|
3309
|
+
ComplianceID?: string;
|
|
3310
|
+
SolicitedFlag?: boolean;
|
|
3311
|
+
IOIid?: string;
|
|
3312
|
+
QuoteID?: string;
|
|
3313
|
+
TimeInForce?: TimeInForce;
|
|
3314
|
+
EffectiveTime?: string;
|
|
3315
|
+
ExpireDate?: string;
|
|
3316
|
+
ExpireTime?: string;
|
|
3317
|
+
GTBookingInst?: GTBookingInst | number;
|
|
3318
|
+
Commission?: number | string;
|
|
3319
|
+
CommType?: CommType;
|
|
3320
|
+
Rule80A?: Rule80A;
|
|
3321
|
+
ForexReq?: boolean;
|
|
3322
|
+
SettlCurrency?: string;
|
|
3323
|
+
Text?: string;
|
|
3324
|
+
EncodedTextLen?: number | string;
|
|
3325
|
+
EncodedText?: string;
|
|
3326
|
+
FutSettDate2?: string;
|
|
3327
|
+
OrderQty2?: number | string;
|
|
3328
|
+
OpenClose?: OpenClose;
|
|
3329
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
3330
|
+
CustomerOrFirm?: CustomerOrFirm | number;
|
|
3331
|
+
MaxShow?: number | string;
|
|
3332
|
+
PegDifference?: number | string;
|
|
3333
|
+
DiscretionInst?: DiscretionInst;
|
|
3334
|
+
DiscretionOffset?: number | string;
|
|
3335
|
+
ClearingFirm?: string;
|
|
3336
|
+
ClearingAccount?: string;
|
|
3337
|
+
};
|
|
3338
|
+
/** `OrderList` (`E`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3339
|
+
type OrderListBody = {
|
|
3340
|
+
ListID: string;
|
|
3341
|
+
BidID?: string;
|
|
3342
|
+
ClientBidID?: string;
|
|
3343
|
+
ProgRptReqs?: ProgRptReqs | number;
|
|
3344
|
+
BidType: number | string;
|
|
3345
|
+
ProgPeriodInterval?: number | string;
|
|
3346
|
+
ListExecInstType?: ListExecInstType;
|
|
3347
|
+
ListExecInst?: string;
|
|
3348
|
+
EncodedListExecInstLen?: number | string;
|
|
3349
|
+
EncodedListExecInst?: string;
|
|
3350
|
+
TotNoOrders: number | string;
|
|
3351
|
+
NoOrders: OrderList_NoOrdersEntry[];
|
|
3352
|
+
};
|
|
3353
|
+
/** `OrderCancelRequest` (`F`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3354
|
+
type OrderCancelRequestBody = {
|
|
3355
|
+
OrigClOrdID: string;
|
|
3356
|
+
OrderID?: string;
|
|
3357
|
+
ClOrdID: string;
|
|
3358
|
+
ListID?: string;
|
|
3359
|
+
Account?: string;
|
|
3360
|
+
ClientID?: string;
|
|
3361
|
+
ExecBroker?: string;
|
|
3362
|
+
Symbol: string;
|
|
3363
|
+
SymbolSfx?: string;
|
|
3364
|
+
SecurityID?: string;
|
|
3365
|
+
IDSource?: IDSource;
|
|
3366
|
+
SecurityType?: SecurityType;
|
|
3367
|
+
MaturityMonthYear?: string;
|
|
3368
|
+
MaturityDay?: number | string;
|
|
3369
|
+
PutOrCall?: PutOrCall | number;
|
|
3370
|
+
StrikePrice?: number | string;
|
|
3371
|
+
OptAttribute?: string;
|
|
3372
|
+
ContractMultiplier?: number | string;
|
|
3373
|
+
CouponRate?: number | string;
|
|
3374
|
+
SecurityExchange?: string;
|
|
3375
|
+
Issuer?: string;
|
|
3376
|
+
EncodedIssuerLen?: number | string;
|
|
3377
|
+
EncodedIssuer?: string;
|
|
3378
|
+
SecurityDesc?: string;
|
|
3379
|
+
EncodedSecurityDescLen?: number | string;
|
|
3380
|
+
EncodedSecurityDesc?: string;
|
|
3381
|
+
Side: Side;
|
|
3382
|
+
TransactTime: string;
|
|
3383
|
+
OrderQty?: number | string;
|
|
3384
|
+
CashOrderQty?: number | string;
|
|
3385
|
+
ComplianceID?: string;
|
|
3386
|
+
SolicitedFlag?: boolean;
|
|
3387
|
+
Text?: string;
|
|
3388
|
+
EncodedTextLen?: number | string;
|
|
3389
|
+
EncodedText?: string;
|
|
3390
|
+
};
|
|
3391
|
+
/** `OrderCancelReplaceRequest` (`G`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3392
|
+
type OrderCancelReplaceRequestBody = {
|
|
3393
|
+
OrderID?: string;
|
|
3394
|
+
ClientID?: string;
|
|
3395
|
+
ExecBroker?: string;
|
|
3396
|
+
OrigClOrdID: string;
|
|
3397
|
+
ClOrdID: string;
|
|
3398
|
+
ListID?: string;
|
|
3399
|
+
Account?: string;
|
|
3400
|
+
NoAllocs?: OrderCancelReplaceRequest_NoAllocsEntry[];
|
|
3401
|
+
SettlmntTyp?: SettlmntTyp;
|
|
3402
|
+
FutSettDate?: string;
|
|
3403
|
+
HandlInst: HandlInst;
|
|
3404
|
+
ExecInst?: string;
|
|
3405
|
+
MinQty?: number | string;
|
|
3406
|
+
MaxFloor?: number | string;
|
|
3407
|
+
ExDestination?: string;
|
|
3408
|
+
NoTradingSessions?: OrderCancelReplaceRequest_NoTradingSessionsEntry[];
|
|
3409
|
+
Symbol: string;
|
|
3410
|
+
SymbolSfx?: string;
|
|
3411
|
+
SecurityID?: string;
|
|
3412
|
+
IDSource?: IDSource;
|
|
3413
|
+
SecurityType?: SecurityType;
|
|
3414
|
+
MaturityMonthYear?: string;
|
|
3415
|
+
MaturityDay?: number | string;
|
|
3416
|
+
PutOrCall?: PutOrCall | number;
|
|
3417
|
+
StrikePrice?: number | string;
|
|
3418
|
+
OptAttribute?: string;
|
|
3419
|
+
ContractMultiplier?: number | string;
|
|
3420
|
+
CouponRate?: number | string;
|
|
3421
|
+
SecurityExchange?: string;
|
|
3422
|
+
Issuer?: string;
|
|
3423
|
+
EncodedIssuerLen?: number | string;
|
|
3424
|
+
EncodedIssuer?: string;
|
|
3425
|
+
SecurityDesc?: string;
|
|
3426
|
+
EncodedSecurityDescLen?: number | string;
|
|
3427
|
+
EncodedSecurityDesc?: string;
|
|
3428
|
+
Side: Side;
|
|
3429
|
+
TransactTime: string;
|
|
3430
|
+
OrderQty?: number | string;
|
|
3431
|
+
CashOrderQty?: number | string;
|
|
3432
|
+
OrdType: OrdType;
|
|
3433
|
+
Price?: number | string;
|
|
3434
|
+
StopPx?: number | string;
|
|
3435
|
+
PegDifference?: number | string;
|
|
3436
|
+
DiscretionInst?: DiscretionInst;
|
|
3437
|
+
DiscretionOffset?: number | string;
|
|
3438
|
+
ComplianceID?: string;
|
|
3439
|
+
SolicitedFlag?: boolean;
|
|
3440
|
+
Currency?: string;
|
|
3441
|
+
TimeInForce?: TimeInForce;
|
|
3442
|
+
EffectiveTime?: string;
|
|
3443
|
+
ExpireDate?: string;
|
|
3444
|
+
ExpireTime?: string;
|
|
3445
|
+
GTBookingInst?: GTBookingInst | number;
|
|
3446
|
+
Commission?: number | string;
|
|
3447
|
+
CommType?: CommType;
|
|
3448
|
+
Rule80A?: Rule80A;
|
|
3449
|
+
ForexReq?: boolean;
|
|
3450
|
+
SettlCurrency?: string;
|
|
3451
|
+
Text?: string;
|
|
3452
|
+
EncodedTextLen?: number | string;
|
|
3453
|
+
EncodedText?: string;
|
|
3454
|
+
FutSettDate2?: string;
|
|
3455
|
+
OrderQty2?: number | string;
|
|
3456
|
+
OpenClose?: OpenClose;
|
|
3457
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
3458
|
+
CustomerOrFirm?: CustomerOrFirm | number;
|
|
3459
|
+
MaxShow?: number | string;
|
|
3460
|
+
LocateReqd?: boolean;
|
|
3461
|
+
ClearingFirm?: string;
|
|
3462
|
+
ClearingAccount?: string;
|
|
3463
|
+
};
|
|
3464
|
+
/** `OrderStatusRequest` (`H`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3465
|
+
type OrderStatusRequestBody = {
|
|
3466
|
+
OrderID?: string;
|
|
3467
|
+
ClOrdID: string;
|
|
3468
|
+
ClientID?: string;
|
|
3469
|
+
Account?: string;
|
|
3470
|
+
ExecBroker?: string;
|
|
3471
|
+
Symbol: string;
|
|
3472
|
+
SymbolSfx?: string;
|
|
3473
|
+
SecurityID?: string;
|
|
3474
|
+
IDSource?: IDSource;
|
|
3475
|
+
SecurityType?: SecurityType;
|
|
3476
|
+
MaturityMonthYear?: string;
|
|
3477
|
+
MaturityDay?: number | string;
|
|
3478
|
+
PutOrCall?: PutOrCall | number;
|
|
3479
|
+
StrikePrice?: number | string;
|
|
3480
|
+
OptAttribute?: string;
|
|
3481
|
+
ContractMultiplier?: number | string;
|
|
3482
|
+
CouponRate?: number | string;
|
|
3483
|
+
SecurityExchange?: string;
|
|
3484
|
+
Issuer?: string;
|
|
3485
|
+
EncodedIssuerLen?: number | string;
|
|
3486
|
+
EncodedIssuer?: string;
|
|
3487
|
+
SecurityDesc?: string;
|
|
3488
|
+
EncodedSecurityDescLen?: number | string;
|
|
3489
|
+
EncodedSecurityDesc?: string;
|
|
3490
|
+
Side: Side;
|
|
3491
|
+
};
|
|
3492
|
+
/** `Allocation` (`J`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3493
|
+
type AllocationBody = {
|
|
3494
|
+
AllocID: string;
|
|
3495
|
+
AllocTransType: AllocTransType;
|
|
3496
|
+
RefAllocID?: string;
|
|
3497
|
+
AllocLinkID?: string;
|
|
3498
|
+
AllocLinkType?: AllocLinkType | number;
|
|
3499
|
+
NoOrders?: Allocation_NoOrdersEntry[];
|
|
3500
|
+
NoExecs?: Allocation_NoExecsEntry[];
|
|
3501
|
+
Side: Side;
|
|
3502
|
+
Symbol: string;
|
|
3503
|
+
SymbolSfx?: string;
|
|
3504
|
+
SecurityID?: string;
|
|
3505
|
+
IDSource?: IDSource;
|
|
3506
|
+
SecurityType?: SecurityType;
|
|
3507
|
+
MaturityMonthYear?: string;
|
|
3508
|
+
MaturityDay?: number | string;
|
|
3509
|
+
PutOrCall?: PutOrCall | number;
|
|
3510
|
+
StrikePrice?: number | string;
|
|
3511
|
+
OptAttribute?: string;
|
|
3512
|
+
ContractMultiplier?: number | string;
|
|
3513
|
+
CouponRate?: number | string;
|
|
3514
|
+
SecurityExchange?: string;
|
|
3515
|
+
Issuer?: string;
|
|
3516
|
+
EncodedIssuerLen?: number | string;
|
|
3517
|
+
EncodedIssuer?: string;
|
|
3518
|
+
SecurityDesc?: string;
|
|
3519
|
+
EncodedSecurityDescLen?: number | string;
|
|
3520
|
+
EncodedSecurityDesc?: string;
|
|
3521
|
+
Shares: number | string;
|
|
3522
|
+
LastMkt?: string;
|
|
3523
|
+
TradingSessionID?: string;
|
|
3524
|
+
AvgPx: number | string;
|
|
3525
|
+
Currency?: string;
|
|
3526
|
+
AvgPrxPrecision?: number | string;
|
|
3527
|
+
TradeDate: string;
|
|
3528
|
+
TransactTime?: string;
|
|
3529
|
+
SettlmntTyp?: SettlmntTyp;
|
|
3530
|
+
FutSettDate?: string;
|
|
3531
|
+
GrossTradeAmt?: number | string;
|
|
3532
|
+
NetMoney?: number | string;
|
|
3533
|
+
OpenClose?: OpenClose;
|
|
3534
|
+
Text?: string;
|
|
3535
|
+
EncodedTextLen?: number | string;
|
|
3536
|
+
EncodedText?: string;
|
|
3537
|
+
NumDaysInterest?: number | string;
|
|
3538
|
+
AccruedInterestRate?: number | string;
|
|
3539
|
+
NoAllocs?: Allocation_NoAllocsEntry[];
|
|
3540
|
+
};
|
|
3541
|
+
/** `ListCancelRequest` (`K`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3542
|
+
type ListCancelRequestBody = {
|
|
3543
|
+
ListID: string;
|
|
3544
|
+
TransactTime: string;
|
|
3545
|
+
Text?: string;
|
|
3546
|
+
EncodedTextLen?: number | string;
|
|
3547
|
+
EncodedText?: string;
|
|
3548
|
+
};
|
|
3549
|
+
/** `ListExecute` (`L`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3550
|
+
type ListExecuteBody = {
|
|
3551
|
+
ListID: string;
|
|
3552
|
+
ClientBidID?: string;
|
|
3553
|
+
BidID?: string;
|
|
3554
|
+
TransactTime: string;
|
|
3555
|
+
Text?: string;
|
|
3556
|
+
EncodedTextLen?: number | string;
|
|
3557
|
+
EncodedText?: string;
|
|
3558
|
+
};
|
|
3559
|
+
/** `ListStatusRequest` (`M`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3560
|
+
type ListStatusRequestBody = {
|
|
3561
|
+
ListID: string;
|
|
3562
|
+
Text?: string;
|
|
3563
|
+
EncodedTextLen?: number | string;
|
|
3564
|
+
EncodedText?: string;
|
|
3565
|
+
};
|
|
3566
|
+
/** `ListStatus` (`N`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3567
|
+
type ListStatusBody = {
|
|
3568
|
+
ListID: string;
|
|
3569
|
+
ListStatusType: number | string;
|
|
3570
|
+
NoRpts: number | string;
|
|
3571
|
+
ListOrderStatus: number | string;
|
|
3572
|
+
RptSeq: number | string;
|
|
3573
|
+
ListStatusText?: string;
|
|
3574
|
+
EncodedListStatusTextLen?: number | string;
|
|
3575
|
+
EncodedListStatusText?: string;
|
|
3576
|
+
TransactTime?: string;
|
|
3577
|
+
TotNoOrders: number | string;
|
|
3578
|
+
NoOrders: ListStatus_NoOrdersEntry[];
|
|
3579
|
+
};
|
|
3580
|
+
/** `AllocationInstructionAck` (`P`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3581
|
+
type AllocationInstructionAckBody = {
|
|
3582
|
+
ClientID?: string;
|
|
3583
|
+
ExecBroker?: string;
|
|
3584
|
+
AllocID: string;
|
|
3585
|
+
TradeDate: string;
|
|
3586
|
+
TransactTime?: string;
|
|
3587
|
+
AllocStatus: AllocStatus | number;
|
|
3588
|
+
AllocRejCode?: AllocRejCode | number;
|
|
3589
|
+
Text?: string;
|
|
3590
|
+
EncodedTextLen?: number | string;
|
|
3591
|
+
EncodedText?: string;
|
|
3592
|
+
};
|
|
3593
|
+
/** `DontKnowTrade` (`Q`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3594
|
+
type DontKnowTradeBody = {
|
|
3595
|
+
OrderID: string;
|
|
3596
|
+
ExecID: string;
|
|
3597
|
+
DKReason: DKReason;
|
|
3598
|
+
Symbol: string;
|
|
3599
|
+
SymbolSfx?: string;
|
|
3600
|
+
SecurityID?: string;
|
|
3601
|
+
IDSource?: IDSource;
|
|
3602
|
+
SecurityType?: SecurityType;
|
|
3603
|
+
MaturityMonthYear?: string;
|
|
3604
|
+
MaturityDay?: number | string;
|
|
3605
|
+
PutOrCall?: PutOrCall | number;
|
|
3606
|
+
StrikePrice?: number | string;
|
|
3607
|
+
OptAttribute?: string;
|
|
3608
|
+
ContractMultiplier?: number | string;
|
|
3609
|
+
CouponRate?: number | string;
|
|
3610
|
+
SecurityExchange?: string;
|
|
3611
|
+
Issuer?: string;
|
|
3612
|
+
EncodedIssuerLen?: number | string;
|
|
3613
|
+
EncodedIssuer?: string;
|
|
3614
|
+
SecurityDesc?: string;
|
|
3615
|
+
EncodedSecurityDescLen?: number | string;
|
|
3616
|
+
EncodedSecurityDesc?: string;
|
|
3617
|
+
Side: Side;
|
|
3618
|
+
OrderQty?: number | string;
|
|
3619
|
+
CashOrderQty?: number | string;
|
|
3620
|
+
LastShares?: number | string;
|
|
3621
|
+
LastPx?: number | string;
|
|
3622
|
+
Text?: string;
|
|
3623
|
+
EncodedTextLen?: number | string;
|
|
3624
|
+
EncodedText?: string;
|
|
3625
|
+
};
|
|
3626
|
+
/** `QuoteRequest` (`R`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3627
|
+
type QuoteRequestBody = {
|
|
3628
|
+
QuoteReqID: string;
|
|
3629
|
+
NoRelatedSym: QuoteRequest_NoRelatedSymEntry[];
|
|
3630
|
+
};
|
|
3631
|
+
/** `Quote` (`S`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3632
|
+
type QuoteBody = {
|
|
3633
|
+
QuoteReqID?: string;
|
|
3634
|
+
QuoteID: string;
|
|
3635
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
3636
|
+
TradingSessionID?: string;
|
|
3637
|
+
Symbol: string;
|
|
3638
|
+
SymbolSfx?: string;
|
|
3639
|
+
SecurityID?: string;
|
|
3640
|
+
IDSource?: IDSource;
|
|
3641
|
+
SecurityType?: SecurityType;
|
|
3642
|
+
MaturityMonthYear?: string;
|
|
3643
|
+
MaturityDay?: number | string;
|
|
3644
|
+
PutOrCall?: PutOrCall | number;
|
|
3645
|
+
StrikePrice?: number | string;
|
|
3646
|
+
OptAttribute?: string;
|
|
3647
|
+
ContractMultiplier?: number | string;
|
|
3648
|
+
CouponRate?: number | string;
|
|
3649
|
+
SecurityExchange?: string;
|
|
3650
|
+
Issuer?: string;
|
|
3651
|
+
EncodedIssuerLen?: number | string;
|
|
3652
|
+
EncodedIssuer?: string;
|
|
3653
|
+
SecurityDesc?: string;
|
|
3654
|
+
EncodedSecurityDescLen?: number | string;
|
|
3655
|
+
EncodedSecurityDesc?: string;
|
|
3656
|
+
BidPx?: number | string;
|
|
3657
|
+
OfferPx?: number | string;
|
|
3658
|
+
BidSize?: number | string;
|
|
3659
|
+
OfferSize?: number | string;
|
|
3660
|
+
ValidUntilTime?: string;
|
|
3661
|
+
BidSpotRate?: number | string;
|
|
3662
|
+
OfferSpotRate?: number | string;
|
|
3663
|
+
BidForwardPoints?: number | string;
|
|
3664
|
+
OfferForwardPoints?: number | string;
|
|
3665
|
+
TransactTime?: string;
|
|
3666
|
+
FutSettDate?: string;
|
|
3667
|
+
OrdType?: OrdType;
|
|
3668
|
+
FutSettDate2?: string;
|
|
3669
|
+
OrderQty2?: number | string;
|
|
3670
|
+
Currency?: string;
|
|
3671
|
+
};
|
|
3672
|
+
/** `SettlementInstructions` (`T`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3673
|
+
type SettlementInstructionsBody = {
|
|
3674
|
+
SettlInstID: string;
|
|
3675
|
+
SettlInstTransType: SettlInstTransType;
|
|
3676
|
+
SettlInstRefID: string;
|
|
3677
|
+
SettlInstMode: SettlInstMode;
|
|
3678
|
+
SettlInstSource: SettlInstSource;
|
|
3679
|
+
AllocAccount: string;
|
|
3680
|
+
SettlLocation?: SettlLocation;
|
|
3681
|
+
TradeDate?: string;
|
|
3682
|
+
AllocID?: string;
|
|
3683
|
+
LastMkt?: string;
|
|
3684
|
+
TradingSessionID?: string;
|
|
3685
|
+
Side?: Side;
|
|
3686
|
+
SecurityType?: SecurityType;
|
|
3687
|
+
EffectiveTime?: string;
|
|
3688
|
+
TransactTime: string;
|
|
3689
|
+
ClientID?: string;
|
|
3690
|
+
ExecBroker?: string;
|
|
3691
|
+
StandInstDbType?: StandInstDbType | number;
|
|
3692
|
+
StandInstDbName?: string;
|
|
3693
|
+
StandInstDbID?: string;
|
|
3694
|
+
SettlDeliveryType?: number | string;
|
|
3695
|
+
SettlDepositoryCode?: string;
|
|
3696
|
+
SettlBrkrCode?: string;
|
|
3697
|
+
SettlInstCode?: string;
|
|
3698
|
+
SecuritySettlAgentName?: string;
|
|
3699
|
+
SecuritySettlAgentCode?: string;
|
|
3700
|
+
SecuritySettlAgentAcctNum?: string;
|
|
3701
|
+
SecuritySettlAgentAcctName?: string;
|
|
3702
|
+
SecuritySettlAgentContactName?: string;
|
|
3703
|
+
SecuritySettlAgentContactPhone?: string;
|
|
3704
|
+
CashSettlAgentName?: string;
|
|
3705
|
+
CashSettlAgentCode?: string;
|
|
3706
|
+
CashSettlAgentAcctNum?: string;
|
|
3707
|
+
CashSettlAgentAcctName?: string;
|
|
3708
|
+
CashSettlAgentContactName?: string;
|
|
3709
|
+
CashSettlAgentContactPhone?: string;
|
|
3710
|
+
};
|
|
3711
|
+
/** `MarketDataRequest` (`V`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3712
|
+
type MarketDataRequestBody = {
|
|
3713
|
+
MDReqID: string;
|
|
3714
|
+
SubscriptionRequestType: SubscriptionRequestType;
|
|
3715
|
+
MarketDepth: number | string;
|
|
3716
|
+
MDUpdateType?: MDUpdateType | number;
|
|
3717
|
+
AggregatedBook?: boolean;
|
|
3718
|
+
NoMDEntryTypes: MarketDataRequest_NoMDEntryTypesEntry[];
|
|
3719
|
+
NoRelatedSym: MarketDataRequest_NoRelatedSymEntry[];
|
|
3720
|
+
};
|
|
3721
|
+
/** `MarketDataSnapshotFullRefresh` (`W`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3722
|
+
type MarketDataSnapshotFullRefreshBody = {
|
|
3723
|
+
MDReqID?: string;
|
|
3724
|
+
Symbol: string;
|
|
3725
|
+
SymbolSfx?: string;
|
|
3726
|
+
SecurityID?: string;
|
|
3727
|
+
IDSource?: IDSource;
|
|
3728
|
+
SecurityType?: SecurityType;
|
|
3729
|
+
MaturityMonthYear?: string;
|
|
3730
|
+
MaturityDay?: number | string;
|
|
3731
|
+
PutOrCall?: PutOrCall | number;
|
|
3732
|
+
StrikePrice?: number | string;
|
|
3733
|
+
OptAttribute?: string;
|
|
3734
|
+
ContractMultiplier?: number | string;
|
|
3735
|
+
CouponRate?: number | string;
|
|
3736
|
+
SecurityExchange?: string;
|
|
3737
|
+
Issuer?: string;
|
|
3738
|
+
EncodedIssuerLen?: number | string;
|
|
3739
|
+
EncodedIssuer?: string;
|
|
3740
|
+
SecurityDesc?: string;
|
|
3741
|
+
EncodedSecurityDescLen?: number | string;
|
|
3742
|
+
EncodedSecurityDesc?: string;
|
|
3743
|
+
FinancialStatus?: FinancialStatus;
|
|
3744
|
+
CorporateAction?: CorporateAction;
|
|
3745
|
+
TotalVolumeTraded?: number | string;
|
|
3746
|
+
NoMDEntries: MarketDataSnapshotFullRefresh_NoMDEntriesEntry[];
|
|
3747
|
+
};
|
|
3748
|
+
/** `MarketDataIncrementalRefresh` (`X`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3749
|
+
type MarketDataIncrementalRefreshBody = {
|
|
3750
|
+
MDReqID?: string;
|
|
3751
|
+
NoMDEntries: MarketDataIncrementalRefresh_NoMDEntriesEntry[];
|
|
3752
|
+
};
|
|
3753
|
+
/** `MarketDataRequestReject` (`Y`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3754
|
+
type MarketDataRequestRejectBody = {
|
|
3755
|
+
MDReqID: string;
|
|
3756
|
+
MDReqRejReason?: MDReqRejReason;
|
|
3757
|
+
Text?: string;
|
|
3758
|
+
EncodedTextLen?: number | string;
|
|
3759
|
+
EncodedText?: string;
|
|
3760
|
+
};
|
|
3761
|
+
/** `QuoteCancel` (`Z`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3762
|
+
type QuoteCancelBody = {
|
|
3763
|
+
QuoteReqID?: string;
|
|
3764
|
+
QuoteID: string;
|
|
3765
|
+
QuoteCancelType: QuoteCancelType | number;
|
|
3766
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
3767
|
+
TradingSessionID?: string;
|
|
3768
|
+
NoQuoteEntries: QuoteCancel_NoQuoteEntriesEntry[];
|
|
3769
|
+
};
|
|
3770
|
+
/** `QuoteStatusRequest` (`a`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3771
|
+
type QuoteStatusRequestBody = {
|
|
3772
|
+
QuoteID?: string;
|
|
3773
|
+
Symbol: string;
|
|
3774
|
+
SymbolSfx?: string;
|
|
3775
|
+
SecurityID?: string;
|
|
3776
|
+
IDSource?: IDSource;
|
|
3777
|
+
SecurityType?: SecurityType;
|
|
3778
|
+
MaturityMonthYear?: string;
|
|
3779
|
+
MaturityDay?: number | string;
|
|
3780
|
+
PutOrCall?: PutOrCall | number;
|
|
3781
|
+
StrikePrice?: number | string;
|
|
3782
|
+
OptAttribute?: string;
|
|
3783
|
+
ContractMultiplier?: number | string;
|
|
3784
|
+
CouponRate?: number | string;
|
|
3785
|
+
SecurityExchange?: string;
|
|
3786
|
+
Issuer?: string;
|
|
3787
|
+
EncodedIssuerLen?: number | string;
|
|
3788
|
+
EncodedIssuer?: string;
|
|
3789
|
+
SecurityDesc?: string;
|
|
3790
|
+
EncodedSecurityDescLen?: number | string;
|
|
3791
|
+
EncodedSecurityDesc?: string;
|
|
3792
|
+
Side?: Side;
|
|
3793
|
+
TradingSessionID?: string;
|
|
3794
|
+
};
|
|
3795
|
+
/** `QuoteAcknowledgement` (`b`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3796
|
+
type QuoteAcknowledgementBody = {
|
|
3797
|
+
QuoteReqID?: string;
|
|
3798
|
+
QuoteID?: string;
|
|
3799
|
+
QuoteAckStatus: QuoteAckStatus | number;
|
|
3800
|
+
QuoteRejectReason?: QuoteRejectReason | number;
|
|
3801
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
3802
|
+
TradingSessionID?: string;
|
|
3803
|
+
Text?: string;
|
|
3804
|
+
NoQuoteSets?: QuoteAcknowledgement_NoQuoteSetsEntry[];
|
|
3805
|
+
};
|
|
3806
|
+
/** `SecurityDefinitionRequest` (`c`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3807
|
+
type SecurityDefinitionRequestBody = {
|
|
3808
|
+
SecurityReqID: string;
|
|
3809
|
+
SecurityRequestType: SecurityRequestType | number;
|
|
3810
|
+
Symbol?: string;
|
|
3811
|
+
SymbolSfx?: string;
|
|
3812
|
+
SecurityID?: string;
|
|
3813
|
+
IDSource?: IDSource;
|
|
3814
|
+
SecurityType?: SecurityType;
|
|
3815
|
+
MaturityMonthYear?: string;
|
|
3816
|
+
MaturityDay?: number | string;
|
|
3817
|
+
PutOrCall?: PutOrCall | number;
|
|
3818
|
+
StrikePrice?: number | string;
|
|
3819
|
+
OptAttribute?: string;
|
|
3820
|
+
ContractMultiplier?: number | string;
|
|
3821
|
+
CouponRate?: number | string;
|
|
3822
|
+
SecurityExchange?: string;
|
|
3823
|
+
Issuer?: string;
|
|
3824
|
+
EncodedIssuerLen?: number | string;
|
|
3825
|
+
EncodedIssuer?: string;
|
|
3826
|
+
SecurityDesc?: string;
|
|
3827
|
+
EncodedSecurityDescLen?: number | string;
|
|
3828
|
+
EncodedSecurityDesc?: string;
|
|
3829
|
+
Currency?: string;
|
|
3830
|
+
Text?: string;
|
|
3831
|
+
EncodedTextLen?: number | string;
|
|
3832
|
+
EncodedText?: string;
|
|
3833
|
+
TradingSessionID?: string;
|
|
3834
|
+
NoRelatedSym?: SecurityDefinitionRequest_NoRelatedSymEntry[];
|
|
3835
|
+
};
|
|
3836
|
+
/** `SecurityDefinition` (`d`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3837
|
+
type SecurityDefinitionBody = {
|
|
3838
|
+
SecurityReqID: string;
|
|
3839
|
+
SecurityResponseID: string;
|
|
3840
|
+
SecurityResponseType?: SecurityResponseType | number;
|
|
3841
|
+
TotalNumSecurities: number | string;
|
|
3842
|
+
Symbol?: string;
|
|
3843
|
+
SymbolSfx?: string;
|
|
3844
|
+
SecurityID?: string;
|
|
3845
|
+
IDSource?: IDSource;
|
|
3846
|
+
SecurityType?: SecurityType;
|
|
3847
|
+
MaturityMonthYear?: string;
|
|
3848
|
+
MaturityDay?: number | string;
|
|
3849
|
+
PutOrCall?: PutOrCall | number;
|
|
3850
|
+
StrikePrice?: number | string;
|
|
3851
|
+
OptAttribute?: string;
|
|
3852
|
+
ContractMultiplier?: number | string;
|
|
3853
|
+
CouponRate?: number | string;
|
|
3854
|
+
SecurityExchange?: string;
|
|
3855
|
+
Issuer?: string;
|
|
3856
|
+
EncodedIssuerLen?: number | string;
|
|
3857
|
+
EncodedIssuer?: string;
|
|
3858
|
+
SecurityDesc?: string;
|
|
3859
|
+
EncodedSecurityDescLen?: number | string;
|
|
3860
|
+
EncodedSecurityDesc?: string;
|
|
3861
|
+
Currency?: string;
|
|
3862
|
+
TradingSessionID?: string;
|
|
3863
|
+
Text?: string;
|
|
3864
|
+
EncodedTextLen?: number | string;
|
|
3865
|
+
EncodedText?: string;
|
|
3866
|
+
NoRelatedSym?: SecurityDefinition_NoRelatedSymEntry[];
|
|
3867
|
+
};
|
|
3868
|
+
/** `SecurityStatusRequest` (`e`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3869
|
+
type SecurityStatusRequestBody = {
|
|
3870
|
+
SecurityStatusReqID: string;
|
|
3871
|
+
Symbol: string;
|
|
3872
|
+
SymbolSfx?: string;
|
|
3873
|
+
SecurityID?: string;
|
|
3874
|
+
IDSource?: IDSource;
|
|
3875
|
+
SecurityType?: SecurityType;
|
|
3876
|
+
MaturityMonthYear?: string;
|
|
3877
|
+
MaturityDay?: number | string;
|
|
3878
|
+
PutOrCall?: PutOrCall | number;
|
|
3879
|
+
StrikePrice?: number | string;
|
|
3880
|
+
OptAttribute?: string;
|
|
3881
|
+
ContractMultiplier?: number | string;
|
|
3882
|
+
CouponRate?: number | string;
|
|
3883
|
+
SecurityExchange?: string;
|
|
3884
|
+
Issuer?: string;
|
|
3885
|
+
EncodedIssuerLen?: number | string;
|
|
3886
|
+
EncodedIssuer?: string;
|
|
3887
|
+
SecurityDesc?: string;
|
|
3888
|
+
EncodedSecurityDescLen?: number | string;
|
|
3889
|
+
EncodedSecurityDesc?: string;
|
|
3890
|
+
Currency?: string;
|
|
3891
|
+
SubscriptionRequestType: SubscriptionRequestType;
|
|
3892
|
+
TradingSessionID?: string;
|
|
3893
|
+
};
|
|
3894
|
+
/** `SecurityStatus` (`f`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3895
|
+
type SecurityStatusBody = {
|
|
3896
|
+
SecurityStatusReqID?: string;
|
|
3897
|
+
Symbol: string;
|
|
3898
|
+
SymbolSfx?: string;
|
|
3899
|
+
SecurityID?: string;
|
|
3900
|
+
IDSource?: IDSource;
|
|
3901
|
+
SecurityType?: SecurityType;
|
|
3902
|
+
MaturityMonthYear?: string;
|
|
3903
|
+
MaturityDay?: number | string;
|
|
3904
|
+
PutOrCall?: PutOrCall | number;
|
|
3905
|
+
StrikePrice?: number | string;
|
|
3906
|
+
OptAttribute?: string;
|
|
3907
|
+
ContractMultiplier?: number | string;
|
|
3908
|
+
CouponRate?: number | string;
|
|
3909
|
+
SecurityExchange?: string;
|
|
3910
|
+
Issuer?: string;
|
|
3911
|
+
EncodedIssuerLen?: number | string;
|
|
3912
|
+
EncodedIssuer?: string;
|
|
3913
|
+
SecurityDesc?: string;
|
|
3914
|
+
EncodedSecurityDescLen?: number | string;
|
|
3915
|
+
EncodedSecurityDesc?: string;
|
|
3916
|
+
Currency?: string;
|
|
3917
|
+
TradingSessionID?: string;
|
|
3918
|
+
UnsolicitedIndicator?: boolean;
|
|
3919
|
+
SecurityTradingStatus?: SecurityTradingStatus | number;
|
|
3920
|
+
FinancialStatus?: FinancialStatus;
|
|
3921
|
+
CorporateAction?: CorporateAction;
|
|
3922
|
+
HaltReason?: HaltReason;
|
|
3923
|
+
InViewOfCommon?: boolean;
|
|
3924
|
+
DueToRelated?: boolean;
|
|
3925
|
+
BuyVolume?: number | string;
|
|
3926
|
+
SellVolume?: number | string;
|
|
3927
|
+
HighPx?: number | string;
|
|
3928
|
+
LowPx?: number | string;
|
|
3929
|
+
LastPx?: number | string;
|
|
3930
|
+
TransactTime?: string;
|
|
3931
|
+
Adjustment?: Adjustment | number;
|
|
3932
|
+
};
|
|
3933
|
+
/** `TradingSessionStatusRequest` (`g`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3934
|
+
type TradingSessionStatusRequestBody = {
|
|
3935
|
+
TradSesReqID: string;
|
|
3936
|
+
TradingSessionID?: string;
|
|
3937
|
+
TradSesMethod?: TradSesMethod | number;
|
|
3938
|
+
TradSesMode?: TradSesMode | number;
|
|
3939
|
+
SubscriptionRequestType: SubscriptionRequestType;
|
|
3940
|
+
};
|
|
3941
|
+
/** `TradingSessionStatus` (`h`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3942
|
+
type TradingSessionStatusBody = {
|
|
3943
|
+
TradSesReqID?: string;
|
|
3944
|
+
TradingSessionID: string;
|
|
3945
|
+
TradSesMethod?: TradSesMethod | number;
|
|
3946
|
+
TradSesMode?: TradSesMode | number;
|
|
3947
|
+
UnsolicitedIndicator?: boolean;
|
|
3948
|
+
TradSesStatus: TradSesStatus | number;
|
|
3949
|
+
TradSesStartTime?: string;
|
|
3950
|
+
TradSesOpenTime?: string;
|
|
3951
|
+
TradSesPreCloseTime?: string;
|
|
3952
|
+
TradSesCloseTime?: string;
|
|
3953
|
+
TradSesEndTime?: string;
|
|
3954
|
+
TotalVolumeTraded?: number | string;
|
|
3955
|
+
Text?: string;
|
|
3956
|
+
EncodedTextLen?: number | string;
|
|
3957
|
+
EncodedText?: string;
|
|
3958
|
+
};
|
|
3959
|
+
/** `MassQuote` (`i`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3960
|
+
type MassQuoteBody = {
|
|
3961
|
+
QuoteReqID?: string;
|
|
3962
|
+
QuoteID: string;
|
|
3963
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
3964
|
+
DefBidSize?: number | string;
|
|
3965
|
+
DefOfferSize?: number | string;
|
|
3966
|
+
NoQuoteSets: MassQuote_NoQuoteSetsEntry[];
|
|
3967
|
+
};
|
|
3968
|
+
/** `BusinessMessageReject` (`j`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3969
|
+
type BusinessMessageRejectBody = {
|
|
3970
|
+
RefSeqNum?: number | string;
|
|
3971
|
+
RefMsgType: string;
|
|
3972
|
+
BusinessRejectRefID?: string;
|
|
3973
|
+
BusinessRejectReason: BusinessRejectReason | number;
|
|
3974
|
+
Text?: string;
|
|
3975
|
+
EncodedTextLen?: number | string;
|
|
3976
|
+
EncodedText?: string;
|
|
3977
|
+
};
|
|
3978
|
+
/** `BidRequest` (`k`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
3979
|
+
type BidRequestBody = {
|
|
3980
|
+
BidID?: string;
|
|
3981
|
+
ClientBidID: string;
|
|
3982
|
+
BidRequestTransType: BidRequestTransType;
|
|
3983
|
+
ListName?: string;
|
|
3984
|
+
TotalNumSecurities: number | string;
|
|
3985
|
+
BidType: number | string;
|
|
3986
|
+
NumTickets?: number | string;
|
|
3987
|
+
Currency?: string;
|
|
3988
|
+
SideValue1?: number | string;
|
|
3989
|
+
SideValue2?: number | string;
|
|
3990
|
+
NoBidDescriptors?: BidRequest_NoBidDescriptorsEntry[];
|
|
3991
|
+
NoBidComponents?: BidRequest_NoBidComponentsEntry[];
|
|
3992
|
+
LiquidityIndType?: LiquidityIndType | number;
|
|
3993
|
+
WtAverageLiquidity?: number | string;
|
|
3994
|
+
ExchangeForPhysical?: boolean;
|
|
3995
|
+
OutMainCntryUIndex?: number | string;
|
|
3996
|
+
CrossPercent?: number | string;
|
|
3997
|
+
ProgRptReqs?: ProgRptReqs | number;
|
|
3998
|
+
ProgPeriodInterval?: number | string;
|
|
3999
|
+
IncTaxInd?: IncTaxInd | number;
|
|
4000
|
+
ForexReq?: boolean;
|
|
4001
|
+
NumBidders?: number | string;
|
|
4002
|
+
TradeDate?: string;
|
|
4003
|
+
TradeType: TradeType;
|
|
4004
|
+
BasisPxType: BasisPxType;
|
|
4005
|
+
StrikeTime?: string;
|
|
4006
|
+
Text?: string;
|
|
4007
|
+
EncodedTextLen?: number | string;
|
|
4008
|
+
EncodedText?: string;
|
|
4009
|
+
};
|
|
4010
|
+
/** `BidResponse` (`l`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
4011
|
+
type BidResponseBody = {
|
|
4012
|
+
BidID?: string;
|
|
4013
|
+
ClientBidID?: string;
|
|
4014
|
+
NoBidComponents: BidResponse_NoBidComponentsEntry[];
|
|
4015
|
+
};
|
|
4016
|
+
/** `ListStrikePrice` (`m`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
4017
|
+
type ListStrikePriceBody = {
|
|
4018
|
+
ListID: string;
|
|
4019
|
+
TotNoStrikes: number | string;
|
|
4020
|
+
NoStrikes: ListStrikePrice_NoStrikesEntry[];
|
|
4021
|
+
};
|
|
4022
|
+
/**
|
|
4023
|
+
* Every message body keyed by its `MsgType` (tag 35) wire value — the type registry that
|
|
4024
|
+
* makes `message(msgType)` / `engine.create(msgType)` return a builder typed to exactly
|
|
4025
|
+
* that message. First-definition-wins on a duplicate `MsgType`, matching the runtime
|
|
4026
|
+
* `Dictionary.messageByMsgType`. Extend it with new messages via declaration merging.
|
|
4027
|
+
*/
|
|
4028
|
+
interface MessageBodies {
|
|
4029
|
+
"0": HeartbeatBody;
|
|
4030
|
+
"1": TestRequestBody;
|
|
4031
|
+
"2": ResendRequestBody;
|
|
4032
|
+
"3": RejectBody;
|
|
4033
|
+
"4": SequenceResetBody;
|
|
4034
|
+
"5": LogoutBody;
|
|
4035
|
+
"6": IOIBody;
|
|
4036
|
+
"7": AdvertisementBody;
|
|
4037
|
+
"8": ExecutionReportBody;
|
|
4038
|
+
"9": OrderCancelRejectBody;
|
|
4039
|
+
"A": LogonBody;
|
|
4040
|
+
"B": NewsBody;
|
|
4041
|
+
"C": EmailBody;
|
|
4042
|
+
"D": OrderSingleBody;
|
|
4043
|
+
"E": OrderListBody;
|
|
4044
|
+
"F": OrderCancelRequestBody;
|
|
4045
|
+
"G": OrderCancelReplaceRequestBody;
|
|
4046
|
+
"H": OrderStatusRequestBody;
|
|
4047
|
+
"J": AllocationBody;
|
|
4048
|
+
"K": ListCancelRequestBody;
|
|
4049
|
+
"L": ListExecuteBody;
|
|
4050
|
+
"M": ListStatusRequestBody;
|
|
4051
|
+
"N": ListStatusBody;
|
|
4052
|
+
"P": AllocationInstructionAckBody;
|
|
4053
|
+
"Q": DontKnowTradeBody;
|
|
4054
|
+
"R": QuoteRequestBody;
|
|
4055
|
+
"S": QuoteBody;
|
|
4056
|
+
"T": SettlementInstructionsBody;
|
|
4057
|
+
"V": MarketDataRequestBody;
|
|
4058
|
+
"W": MarketDataSnapshotFullRefreshBody;
|
|
4059
|
+
"X": MarketDataIncrementalRefreshBody;
|
|
4060
|
+
"Y": MarketDataRequestRejectBody;
|
|
4061
|
+
"Z": QuoteCancelBody;
|
|
4062
|
+
"a": QuoteStatusRequestBody;
|
|
4063
|
+
"b": QuoteAcknowledgementBody;
|
|
4064
|
+
"c": SecurityDefinitionRequestBody;
|
|
4065
|
+
"d": SecurityDefinitionBody;
|
|
4066
|
+
"e": SecurityStatusRequestBody;
|
|
4067
|
+
"f": SecurityStatusBody;
|
|
4068
|
+
"g": TradingSessionStatusRequestBody;
|
|
4069
|
+
"h": TradingSessionStatusBody;
|
|
4070
|
+
"i": MassQuoteBody;
|
|
4071
|
+
"j": BusinessMessageRejectBody;
|
|
4072
|
+
"k": BidRequestBody;
|
|
4073
|
+
"l": BidResponseBody;
|
|
4074
|
+
"m": ListStrikePriceBody;
|
|
4075
|
+
}
|
|
4076
|
+
/**
|
|
4077
|
+
* A typed, self-rendering message factory bound to this dictionary. Call it with a `MsgType`
|
|
4078
|
+
* value (e.g. `MsgType.MarketDataSnapshotFullRefresh`, the literal `"W"`) to build a
|
|
4079
|
+
* strongly-typed `MutableMessage`; use `message.immutable(...)` for the copy-on-write
|
|
4080
|
+
* variant. Supply the envelope (session/header fields) to `.render(envelope)`.
|
|
4081
|
+
*
|
|
4082
|
+
* ```ts
|
|
4083
|
+
* const wire = message('W')
|
|
4084
|
+
* .set('MDReqID', 'req-1')
|
|
4085
|
+
* .set('NoMDEntries', [{ MDEntryType: '0', MDEntryPx: '1.2345' }])
|
|
4086
|
+
* .render({ SenderCompID: 'ME', TargetCompID: 'YOU', MsgSeqNum: 1, SendingTime: '20260716-12:00:00' });
|
|
4087
|
+
* ```
|
|
4088
|
+
*/
|
|
4089
|
+
declare const message: MessageFactory<MessageBodies>;
|
|
4090
|
+
/**
|
|
4091
|
+
* A typed message-narrowing guard bound to this dictionary's `MessageBodies` — the read-side
|
|
4092
|
+
* counterpart of `message`. Given a message of unknown body (a `MessageView<any>`, e.g. at a
|
|
4093
|
+
* generic `send(message)` boundary where the concrete `MsgType` is erased) and a `MsgType`
|
|
4094
|
+
* value, it narrows the message so its `get()`/`has()` reads are typed to that message's body —
|
|
4095
|
+
* no `any`, no casts. Runtime is a plain `msgType` compare; the narrowing comes entirely from
|
|
4096
|
+
* `MessageBodies[M]`. It narrows to the read surface `MessageView` (shared by the mutable and
|
|
4097
|
+
* immutable message), not the mutable/immutable kind.
|
|
4098
|
+
*
|
|
4099
|
+
* ```ts
|
|
4100
|
+
* if (isMessageType(msg, 'W')) {
|
|
4101
|
+
* // msg: MessageView<MarketDataSnapshotFullRefreshBody>
|
|
4102
|
+
* const px = msg.get('NoMDEntries')?.[0]?.MDEntryPx;
|
|
4103
|
+
* }
|
|
4104
|
+
* ```
|
|
4105
|
+
*/
|
|
4106
|
+
declare const isMessageType: _boarteam_fix.MessageTypeGuard<MessageBodies>;
|
|
4107
|
+
/**
|
|
4108
|
+
* The read surface (`MessageView`) of the message whose `MsgType` value is `M` — a
|
|
4109
|
+
* convenience alias for annotating a narrowed message. `MessageOf<'W'>` is
|
|
4110
|
+
* `MessageView<MarketDataSnapshotFullRefreshBody>`.
|
|
4111
|
+
*/
|
|
4112
|
+
type MessageOf<M extends keyof MessageBodies & string> = MessageView<MessageBodies[M] & object>;
|
|
2335
4113
|
|
|
2336
|
-
export { Adjustment, AdvSide, AdvTransType, AggregatedBook, AllocHandlInst, AllocLinkType, AllocRejCode, AllocStatus, AllocTransType, BasisPxType, Benchmark, BidRequestTransType, BusinessRejectReason, CommType, CorporateAction, CoveredOrUncovered, CustomerOrFirm, CxlRejReason, CxlRejResponseTo, DICTIONARY_VERSION, DKReason, DeleteReason, DiscretionInst, DueToRelated, EmailType, EncryptMethod, type EnumFieldName, Enums, ExchangeForPhysical, ExecInst, ExecRestatementReason, ExecTransType, ExecType, FinancialStatus, ForexReq, GTBookingInst, GapFillFlag, HaltReason, HandlInst, IDSource, IOINaturalFlag, IOIQltyInd, IOIQualifier, IOIShares, IOITransType, InViewOfCommon, IncTaxInd, LastCapacity, LiquidityIndType, ListExecInstType, LocateReqd, MDEntryType, MDReqRejReason, MDUpdateAction, MDUpdateType, MessageEncoding, MiscFeeType, MsgDirection, MsgType, type MsgTypeName, MsgTypeNames, MultiLegReportingType, NetGrossInd, NotifyBrokerOfCredit, OpenClose, OpenCloseSettleFlag, OrdRejReason, OrdStatus, OrdType, PossDupFlag, PossResend, PriceType, ProcessCode, ProgRptReqs, PutOrCall, QuoteAckStatus, QuoteCancelType, QuoteCondition, QuoteEntryRejectReason, QuoteRejectReason, QuoteRequestType, QuoteResponseLevel, ReportToExch, ResetSeqNumFlag, RoutingType, Rule80A, SecurityRequestType, SecurityResponseType, SecurityTradingStatus, SecurityType, SessionRejectReason, SettlInstMode, SettlInstSource, SettlInstTransType, SettlLocation, SettlmntTyp, Side, SolicitedFlag, StandInstDbType, SubscriptionRequestType, type TagName, TagNames, Tags, TickDirection, TimeInForce, TradSesMethod, TradSesMode, TradSesStatus, TradeCondition, TradeType, UnsolicitedIndicator, Urgency, dictionary };
|
|
4114
|
+
export { Adjustment, AdvSide, AdvTransType, type AdvertisementBody, AggregatedBook, AllocHandlInst, AllocLinkType, AllocRejCode, AllocStatus, AllocTransType, type AllocationBody, type AllocationInstructionAckBody, type Allocation_NoAllocsEntry, type Allocation_NoAllocs_NoMiscFeesEntry, type Allocation_NoExecsEntry, type Allocation_NoOrdersEntry, BasisPxType, Benchmark, type BidRequestBody, BidRequestTransType, type BidRequest_NoBidComponentsEntry, type BidRequest_NoBidDescriptorsEntry, type BidResponseBody, type BidResponse_NoBidComponentsEntry, type BusinessMessageRejectBody, BusinessRejectReason, CommType, CorporateAction, CoveredOrUncovered, CustomerOrFirm, CxlRejReason, CxlRejResponseTo, DICTIONARY_VERSION, DKReason, DeleteReason, DiscretionInst, type DontKnowTradeBody, DueToRelated, type EmailBody, EmailType, type Email_LinesOfTextEntry, type Email_NoRelatedSymEntry, type Email_NoRoutingIDsEntry, EncryptMethod, type EnumFieldName, Enums, ExchangeForPhysical, ExecInst, ExecRestatementReason, ExecTransType, ExecType, type ExecutionReportBody, type ExecutionReport_NoContraBrokersEntry, FinancialStatus, ForexReq, GTBookingInst, GapFillFlag, HaltReason, HandlInst, type HeartbeatBody, IDSource, type IOIBody, IOINaturalFlag, IOIQltyInd, IOIQualifier, IOIShares, IOITransType, type IOI_NoIOIQualifiersEntry, type IOI_NoRoutingIDsEntry, InViewOfCommon, IncTaxInd, LastCapacity, LiquidityIndType, type ListCancelRequestBody, ListExecInstType, type ListExecuteBody, type ListStatusBody, type ListStatusRequestBody, type ListStatus_NoOrdersEntry, type ListStrikePriceBody, type ListStrikePrice_NoStrikesEntry, LocateReqd, type LogonBody, type Logon_NoMsgTypesEntry, type LogoutBody, MDEntryType, MDReqRejReason, MDUpdateAction, MDUpdateType, type MarketDataIncrementalRefreshBody, type MarketDataIncrementalRefresh_NoMDEntriesEntry, type MarketDataRequestBody, type MarketDataRequestRejectBody, type MarketDataRequest_NoMDEntryTypesEntry, type MarketDataRequest_NoRelatedSymEntry, type MarketDataSnapshotFullRefreshBody, type MarketDataSnapshotFullRefresh_NoMDEntriesEntry, type MassQuoteBody, type MassQuote_NoQuoteSetsEntry, type MassQuote_NoQuoteSets_NoQuoteEntriesEntry, type MessageBodies, MessageEncoding, type MessageOf, MiscFeeType, MsgDirection, MsgType, type MsgTypeName, MsgTypeNames, MultiLegReportingType, NetGrossInd, type NewsBody, type News_LinesOfTextEntry, type News_NoRelatedSymEntry, type News_NoRoutingIDsEntry, NotifyBrokerOfCredit, OpenClose, OpenCloseSettleFlag, OrdRejReason, OrdStatus, OrdType, type OrderCancelRejectBody, type OrderCancelReplaceRequestBody, type OrderCancelReplaceRequest_NoAllocsEntry, type OrderCancelReplaceRequest_NoTradingSessionsEntry, type OrderCancelRequestBody, type OrderListBody, type OrderList_NoOrdersEntry, type OrderList_NoOrders_NoAllocsEntry, type OrderList_NoOrders_NoTradingSessionsEntry, type OrderSingleBody, type OrderSingle_NoAllocsEntry, type OrderSingle_NoTradingSessionsEntry, type OrderStatusRequestBody, PossDupFlag, PossResend, PriceType, ProcessCode, ProgRptReqs, PutOrCall, QuoteAckStatus, type QuoteAcknowledgementBody, type QuoteAcknowledgement_NoQuoteSetsEntry, type QuoteAcknowledgement_NoQuoteSets_NoQuoteEntriesEntry, type QuoteBody, type QuoteCancelBody, QuoteCancelType, type QuoteCancel_NoQuoteEntriesEntry, QuoteCondition, QuoteEntryRejectReason, QuoteRejectReason, type QuoteRequestBody, QuoteRequestType, type QuoteRequest_NoRelatedSymEntry, QuoteResponseLevel, type QuoteStatusRequestBody, type RejectBody, ReportToExch, type ResendRequestBody, ResetSeqNumFlag, RoutingType, Rule80A, type SecurityDefinitionBody, type SecurityDefinitionRequestBody, type SecurityDefinitionRequest_NoRelatedSymEntry, type SecurityDefinition_NoRelatedSymEntry, SecurityRequestType, SecurityResponseType, type SecurityStatusBody, type SecurityStatusRequestBody, SecurityTradingStatus, SecurityType, type SequenceResetBody, SessionRejectReason, SettlInstMode, SettlInstSource, SettlInstTransType, SettlLocation, type SettlementInstructionsBody, SettlmntTyp, Side, SolicitedFlag, StandInstDbType, SubscriptionRequestType, type TagName, TagNames, Tags, type TestRequestBody, TickDirection, TimeInForce, TradSesMethod, TradSesMode, TradSesStatus, TradeCondition, TradeType, type TradingSessionStatusBody, type TradingSessionStatusRequestBody, UnsolicitedIndicator, Urgency, dictionary, isMessageType, message };
|