@boarteam/fix-dict-fix44 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 +27 -0
- package/dist/index.cjs +8 -0
- package/dist/index.cjs.map +1 -1
- package/dist/index.d.cts +3673 -2
- package/dist/index.d.ts +3673 -2
- package/dist/index.js +7 -1
- package/dist/index.js.map +1 -1
- package/package.json +3 -3
package/dist/index.d.cts
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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2
3
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3
4
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/**
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4
5
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* The complete FIX.4.4 dictionary as data. Pass to `loadDictionary` from `@boarteam/fix`
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@@ -5843,5 +5844,3675 @@ declare const Enums: {
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5843
5844
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};
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5844
5845
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};
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5845
5846
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type EnumFieldName = keyof typeof Enums;
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5847
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+
/** `CommissionData` component fields. */
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5848
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+
interface CommissionDataFields {
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5849
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+
Commission?: number | string;
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5850
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+
CommType?: CommType;
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5851
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+
CommCurrency?: string;
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5852
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+
FundRenewWaiv?: FundRenewWaiv;
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5853
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+
}
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5854
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+
/** `DiscretionInstructions` component fields. */
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5855
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+
interface DiscretionInstructionsFields {
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5856
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+
DiscretionInst?: DiscretionInst;
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5857
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+
DiscretionOffsetValue?: number | string;
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5858
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+
DiscretionMoveType?: DiscretionMoveType | number;
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5859
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+
DiscretionOffsetType?: DiscretionOffsetType | number;
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5860
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+
DiscretionLimitType?: DiscretionLimitType | number;
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5861
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+
DiscretionRoundDirection?: DiscretionRoundDirection | number;
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5862
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+
DiscretionScope?: DiscretionScope | number;
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5863
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+
}
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5864
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+
/** `FinancingDetails` component fields. */
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5865
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+
interface FinancingDetailsFields {
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5866
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+
AgreementDesc?: string;
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5867
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+
AgreementID?: string;
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5868
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+
AgreementDate?: string;
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5869
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+
AgreementCurrency?: string;
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5870
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+
TerminationType?: TerminationType | number;
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5871
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+
StartDate?: string;
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5872
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+
EndDate?: string;
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5873
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+
DeliveryType?: DeliveryType | number;
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5874
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+
MarginRatio?: number | string;
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5875
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}
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5876
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+
/** `Instrument` component fields. */
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5877
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+
interface InstrumentFields extends Partial<SecAltIDGrpFields>, Partial<EvntGrpFields> {
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5878
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+
Symbol?: string;
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5879
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+
SymbolSfx?: string;
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5880
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+
SecurityID?: string;
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5881
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+
SecurityIDSource?: SecurityIDSource;
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5882
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+
Product?: Product | number;
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5883
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+
CFICode?: string;
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5884
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+
SecurityType?: SecurityType;
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5885
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+
SecuritySubType?: string;
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5886
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+
MaturityMonthYear?: string;
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5887
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+
MaturityDate?: string;
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5888
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+
PutOrCall?: PutOrCall | number;
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5889
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+
CouponPaymentDate?: string;
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5890
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+
IssueDate?: string;
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5891
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+
RepoCollateralSecurityType?: string;
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5892
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+
RepurchaseTerm?: number | string;
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5893
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+
RepurchaseRate?: number | string;
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5894
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+
Factor?: number | string;
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5895
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+
CreditRating?: string;
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5896
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+
InstrRegistry?: string;
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5897
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+
CountryOfIssue?: string;
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5898
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+
StateOrProvinceOfIssue?: string;
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5899
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+
LocaleOfIssue?: string;
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5900
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+
RedemptionDate?: string;
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5901
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+
StrikePrice?: number | string;
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5902
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+
StrikeCurrency?: string;
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5903
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+
OptAttribute?: string;
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5904
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+
ContractMultiplier?: number | string;
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5905
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+
CouponRate?: number | string;
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5906
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+
SecurityExchange?: string;
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5907
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+
Issuer?: string;
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5908
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+
EncodedIssuerLen?: number | string;
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5909
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+
EncodedIssuer?: string;
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5910
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+
SecurityDesc?: string;
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5911
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+
EncodedSecurityDescLen?: number | string;
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5912
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+
EncodedSecurityDesc?: string;
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5913
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+
Pool?: string;
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5914
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+
ContractSettlMonth?: string;
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5915
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+
CPProgram?: CPProgram | number;
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5916
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+
CPRegType?: string;
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5917
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+
DatedDate?: string;
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5918
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+
InterestAccrualDate?: string;
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5919
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}
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5920
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+
/** `InstrumentExtension` component fields. */
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5921
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interface InstrumentExtensionFields extends Partial<AttrbGrpFields> {
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5922
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+
DeliveryForm?: DeliveryForm | number;
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5923
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+
PctAtRisk?: number | string;
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5924
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}
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5925
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+
/** `InstrumentLeg` component fields. */
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5926
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+
interface InstrumentLegFields extends Partial<LegSecAltIDGrpFields> {
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5927
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+
LegSymbol?: string;
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5928
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+
LegSymbolSfx?: string;
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5929
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+
LegSecurityID?: string;
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5930
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+
LegSecurityIDSource?: string;
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5931
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+
LegProduct?: number | string;
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5932
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+
LegCFICode?: string;
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5933
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+
LegSecurityType?: string;
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5934
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+
LegSecuritySubType?: string;
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5935
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+
LegMaturityMonthYear?: string;
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5936
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+
LegMaturityDate?: string;
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5937
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+
LegCouponPaymentDate?: string;
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5938
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LegIssueDate?: string;
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5939
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LegRepoCollateralSecurityType?: string;
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5940
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+
LegRepurchaseTerm?: number | string;
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5941
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+
LegRepurchaseRate?: number | string;
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5942
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+
LegFactor?: number | string;
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5943
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+
LegCreditRating?: string;
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5944
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LegInstrRegistry?: string;
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5945
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+
LegCountryOfIssue?: string;
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5946
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+
LegStateOrProvinceOfIssue?: string;
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5947
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+
LegLocaleOfIssue?: string;
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5948
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+
LegRedemptionDate?: string;
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5949
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+
LegStrikePrice?: number | string;
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5950
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+
LegStrikeCurrency?: string;
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5951
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LegOptAttribute?: string;
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5952
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+
LegContractMultiplier?: number | string;
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5953
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+
LegCouponRate?: number | string;
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5954
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+
LegSecurityExchange?: string;
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5955
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+
LegIssuer?: string;
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5956
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+
EncodedLegIssuerLen?: number | string;
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5957
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+
EncodedLegIssuer?: string;
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5958
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LegSecurityDesc?: string;
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5959
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+
EncodedLegSecurityDescLen?: number | string;
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5960
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+
EncodedLegSecurityDesc?: string;
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5961
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+
LegRatioQty?: number | string;
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5962
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+
LegSide?: string;
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5963
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LegCurrency?: string;
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5964
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LegPool?: string;
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5965
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LegDatedDate?: string;
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5966
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+
LegContractSettlMonth?: string;
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5967
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LegInterestAccrualDate?: string;
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5968
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}
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5969
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+
/** `LegBenchmarkCurveData` component fields. */
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5970
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+
interface LegBenchmarkCurveDataFields {
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5971
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+
LegBenchmarkCurveCurrency?: string;
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5972
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LegBenchmarkCurveName?: string;
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5973
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+
LegBenchmarkCurvePoint?: string;
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5974
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+
LegBenchmarkPrice?: number | string;
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5975
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+
LegBenchmarkPriceType?: number | string;
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5976
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+
}
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5977
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+
/** `LegStipulations` component fields. */
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5978
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+
interface LegStipulationsFields {
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5979
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NoLegStipulations?: LegStipulations_NoLegStipulationsEntry[];
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5980
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}
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5981
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/** `NestedParties` component fields. */
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5982
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+
interface NestedPartiesFields {
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5983
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NoNestedPartyIDs?: NestedParties_NoNestedPartyIDsEntry[];
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5984
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}
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5985
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+
/** `OrderQtyData` component fields. */
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5986
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interface OrderQtyDataFields {
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5987
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OrderQty?: number | string;
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5988
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+
CashOrderQty?: number | string;
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5989
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+
OrderPercent?: number | string;
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5990
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+
RoundingDirection?: RoundingDirection;
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5991
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+
RoundingModulus?: number | string;
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5992
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+
}
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5993
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+
/** `Parties` component fields. */
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5994
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+
interface PartiesFields {
|
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5995
|
+
NoPartyIDs?: Parties_NoPartyIDsEntry[];
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5996
|
+
}
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5997
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+
/** `PegInstructions` component fields. */
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5998
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+
interface PegInstructionsFields {
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5999
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+
PegOffsetValue?: number | string;
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6000
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+
PegMoveType?: PegMoveType | number;
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6001
|
+
PegOffsetType?: PegOffsetType | number;
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6002
|
+
PegLimitType?: PegLimitType | number;
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6003
|
+
PegRoundDirection?: PegRoundDirection | number;
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6004
|
+
PegScope?: PegScope | number;
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6005
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+
}
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6006
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+
/** `PositionAmountData` component fields. */
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6007
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+
interface PositionAmountDataFields {
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6008
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NoPosAmt?: PositionAmountData_NoPosAmtEntry[];
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6009
|
+
}
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6010
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+
/** `PositionQty` component fields. */
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6011
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+
interface PositionQtyFields {
|
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6012
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+
NoPositions?: PositionQty_NoPositionsEntry[];
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6013
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+
}
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6014
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+
/** `SettlInstructionsData` component fields. */
|
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6015
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+
interface SettlInstructionsDataFields extends Partial<DlvyInstGrpFields> {
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6016
|
+
SettlDeliveryType?: SettlDeliveryType | number;
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6017
|
+
StandInstDbType?: StandInstDbType | number;
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6018
|
+
StandInstDbName?: string;
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6019
|
+
StandInstDbID?: string;
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6020
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+
}
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6021
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+
/** `SettlParties` component fields. */
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6022
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+
interface SettlPartiesFields {
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6023
|
+
NoSettlPartyIDs?: SettlParties_NoSettlPartyIDsEntry[];
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6024
|
+
}
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6025
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+
/** `SpreadOrBenchmarkCurveData` component fields. */
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6026
|
+
interface SpreadOrBenchmarkCurveDataFields {
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|
6027
|
+
Spread?: number | string;
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6028
|
+
BenchmarkCurveCurrency?: string;
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6029
|
+
BenchmarkCurveName?: string;
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6030
|
+
BenchmarkCurvePoint?: string;
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|
6031
|
+
BenchmarkPrice?: number | string;
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6032
|
+
BenchmarkPriceType?: number | string;
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|
6033
|
+
BenchmarkSecurityID?: string;
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6034
|
+
BenchmarkSecurityIDSource?: string;
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6035
|
+
}
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6036
|
+
/** `Stipulations` component fields. */
|
|
6037
|
+
interface StipulationsFields {
|
|
6038
|
+
NoStipulations?: Stipulations_NoStipulationsEntry[];
|
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6039
|
+
}
|
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6040
|
+
/** `TrdRegTimestamps` component fields. */
|
|
6041
|
+
interface TrdRegTimestampsFields {
|
|
6042
|
+
NoTrdRegTimestamps?: TrdRegTimestamps_NoTrdRegTimestampsEntry[];
|
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6043
|
+
}
|
|
6044
|
+
/** `UnderlyingInstrument` component fields. */
|
|
6045
|
+
interface UnderlyingInstrumentFields extends Partial<UndSecAltIDGrpFields>, Partial<UnderlyingStipulationsFields> {
|
|
6046
|
+
UnderlyingSymbol?: string;
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6047
|
+
UnderlyingSymbolSfx?: string;
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6048
|
+
UnderlyingSecurityID?: string;
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6049
|
+
UnderlyingSecurityIDSource?: string;
|
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6050
|
+
UnderlyingProduct?: number | string;
|
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6051
|
+
UnderlyingCFICode?: string;
|
|
6052
|
+
UnderlyingSecurityType?: string;
|
|
6053
|
+
UnderlyingSecuritySubType?: string;
|
|
6054
|
+
UnderlyingMaturityMonthYear?: string;
|
|
6055
|
+
UnderlyingMaturityDate?: string;
|
|
6056
|
+
UnderlyingPutOrCall?: number | string;
|
|
6057
|
+
UnderlyingCouponPaymentDate?: string;
|
|
6058
|
+
UnderlyingIssueDate?: string;
|
|
6059
|
+
UnderlyingRepoCollateralSecurityType?: string;
|
|
6060
|
+
UnderlyingRepurchaseTerm?: number | string;
|
|
6061
|
+
UnderlyingRepurchaseRate?: number | string;
|
|
6062
|
+
UnderlyingFactor?: number | string;
|
|
6063
|
+
UnderlyingCreditRating?: string;
|
|
6064
|
+
UnderlyingInstrRegistry?: string;
|
|
6065
|
+
UnderlyingCountryOfIssue?: string;
|
|
6066
|
+
UnderlyingStateOrProvinceOfIssue?: string;
|
|
6067
|
+
UnderlyingLocaleOfIssue?: string;
|
|
6068
|
+
UnderlyingRedemptionDate?: string;
|
|
6069
|
+
UnderlyingStrikePrice?: number | string;
|
|
6070
|
+
UnderlyingStrikeCurrency?: string;
|
|
6071
|
+
UnderlyingOptAttribute?: string;
|
|
6072
|
+
UnderlyingContractMultiplier?: number | string;
|
|
6073
|
+
UnderlyingCouponRate?: number | string;
|
|
6074
|
+
UnderlyingSecurityExchange?: string;
|
|
6075
|
+
UnderlyingIssuer?: string;
|
|
6076
|
+
EncodedUnderlyingIssuerLen?: number | string;
|
|
6077
|
+
EncodedUnderlyingIssuer?: string;
|
|
6078
|
+
UnderlyingSecurityDesc?: string;
|
|
6079
|
+
EncodedUnderlyingSecurityDescLen?: number | string;
|
|
6080
|
+
EncodedUnderlyingSecurityDesc?: string;
|
|
6081
|
+
UnderlyingCPProgram?: string;
|
|
6082
|
+
UnderlyingCPRegType?: string;
|
|
6083
|
+
UnderlyingCurrency?: string;
|
|
6084
|
+
UnderlyingQty?: number | string;
|
|
6085
|
+
UnderlyingPx?: number | string;
|
|
6086
|
+
UnderlyingDirtyPrice?: number | string;
|
|
6087
|
+
UnderlyingEndPrice?: number | string;
|
|
6088
|
+
UnderlyingStartValue?: number | string;
|
|
6089
|
+
UnderlyingCurrentValue?: number | string;
|
|
6090
|
+
UnderlyingEndValue?: number | string;
|
|
6091
|
+
}
|
|
6092
|
+
/** `YieldData` component fields. */
|
|
6093
|
+
interface YieldDataFields {
|
|
6094
|
+
YieldType?: YieldType;
|
|
6095
|
+
Yield?: number | string;
|
|
6096
|
+
YieldCalcDate?: string;
|
|
6097
|
+
YieldRedemptionDate?: string;
|
|
6098
|
+
YieldRedemptionPrice?: number | string;
|
|
6099
|
+
YieldRedemptionPriceType?: number | string;
|
|
6100
|
+
}
|
|
6101
|
+
/** `UnderlyingStipulations` component fields. */
|
|
6102
|
+
interface UnderlyingStipulationsFields {
|
|
6103
|
+
NoUnderlyingStips?: UnderlyingStipulations_NoUnderlyingStipsEntry[];
|
|
6104
|
+
}
|
|
6105
|
+
/** `NestedParties2` component fields. */
|
|
6106
|
+
interface NestedParties2Fields {
|
|
6107
|
+
NoNested2PartyIDs?: NestedParties2_NoNested2PartyIDsEntry[];
|
|
6108
|
+
}
|
|
6109
|
+
/** `NestedParties3` component fields. */
|
|
6110
|
+
interface NestedParties3Fields {
|
|
6111
|
+
NoNested3PartyIDs?: NestedParties3_NoNested3PartyIDsEntry[];
|
|
6112
|
+
}
|
|
6113
|
+
/** `AffectedOrdGrp` component fields. */
|
|
6114
|
+
interface AffectedOrdGrpFields {
|
|
6115
|
+
NoAffectedOrders?: AffectedOrdGrp_NoAffectedOrdersEntry[];
|
|
6116
|
+
}
|
|
6117
|
+
/** `AllocAckGrp` component fields. */
|
|
6118
|
+
interface AllocAckGrpFields {
|
|
6119
|
+
NoAllocs?: AllocAckGrp_NoAllocsEntry[];
|
|
6120
|
+
}
|
|
6121
|
+
/** `AllocGrp` component fields. */
|
|
6122
|
+
interface AllocGrpFields {
|
|
6123
|
+
NoAllocs?: AllocGrp_NoAllocsEntry[];
|
|
6124
|
+
}
|
|
6125
|
+
/** `BidCompReqGrp` component fields. */
|
|
6126
|
+
interface BidCompReqGrpFields {
|
|
6127
|
+
NoBidComponents?: BidCompReqGrp_NoBidComponentsEntry[];
|
|
6128
|
+
}
|
|
6129
|
+
/** `BidCompRspGrp` component fields. */
|
|
6130
|
+
interface BidCompRspGrpFields {
|
|
6131
|
+
NoBidComponents: BidCompRspGrp_NoBidComponentsEntry[];
|
|
6132
|
+
}
|
|
6133
|
+
/** `BidDescReqGrp` component fields. */
|
|
6134
|
+
interface BidDescReqGrpFields {
|
|
6135
|
+
NoBidDescriptors?: BidDescReqGrp_NoBidDescriptorsEntry[];
|
|
6136
|
+
}
|
|
6137
|
+
/** `ClrInstGrp` component fields. */
|
|
6138
|
+
interface ClrInstGrpFields {
|
|
6139
|
+
NoClearingInstructions?: ClrInstGrp_NoClearingInstructionsEntry[];
|
|
6140
|
+
}
|
|
6141
|
+
/** `CollInqQualGrp` component fields. */
|
|
6142
|
+
interface CollInqQualGrpFields {
|
|
6143
|
+
NoCollInquiryQualifier?: CollInqQualGrp_NoCollInquiryQualifierEntry[];
|
|
6144
|
+
}
|
|
6145
|
+
/** `CompIDReqGrp` component fields. */
|
|
6146
|
+
interface CompIDReqGrpFields {
|
|
6147
|
+
NoCompIDs?: CompIDReqGrp_NoCompIDsEntry[];
|
|
6148
|
+
}
|
|
6149
|
+
/** `CompIDStatGrp` component fields. */
|
|
6150
|
+
interface CompIDStatGrpFields {
|
|
6151
|
+
NoCompIDs: CompIDStatGrp_NoCompIDsEntry[];
|
|
6152
|
+
}
|
|
6153
|
+
/** `ContAmtGrp` component fields. */
|
|
6154
|
+
interface ContAmtGrpFields {
|
|
6155
|
+
NoContAmts?: ContAmtGrp_NoContAmtsEntry[];
|
|
6156
|
+
}
|
|
6157
|
+
/** `ContraGrp` component fields. */
|
|
6158
|
+
interface ContraGrpFields {
|
|
6159
|
+
NoContraBrokers?: ContraGrp_NoContraBrokersEntry[];
|
|
6160
|
+
}
|
|
6161
|
+
/** `CpctyConfGrp` component fields. */
|
|
6162
|
+
interface CpctyConfGrpFields {
|
|
6163
|
+
NoCapacities: CpctyConfGrp_NoCapacitiesEntry[];
|
|
6164
|
+
}
|
|
6165
|
+
/** `ExecAllocGrp` component fields. */
|
|
6166
|
+
interface ExecAllocGrpFields {
|
|
6167
|
+
NoExecs?: ExecAllocGrp_NoExecsEntry[];
|
|
6168
|
+
}
|
|
6169
|
+
/** `ExecCollGrp` component fields. */
|
|
6170
|
+
interface ExecCollGrpFields {
|
|
6171
|
+
NoExecs?: ExecCollGrp_NoExecsEntry[];
|
|
6172
|
+
}
|
|
6173
|
+
/** `ExecsGrp` component fields. */
|
|
6174
|
+
interface ExecsGrpFields {
|
|
6175
|
+
NoExecs?: ExecsGrp_NoExecsEntry[];
|
|
6176
|
+
}
|
|
6177
|
+
/** `InstrmtGrp` component fields. */
|
|
6178
|
+
interface InstrmtGrpFields {
|
|
6179
|
+
NoRelatedSym?: InstrmtGrp_NoRelatedSymEntry[];
|
|
6180
|
+
}
|
|
6181
|
+
/** `InstrmtLegExecGrp` component fields. */
|
|
6182
|
+
interface InstrmtLegExecGrpFields {
|
|
6183
|
+
NoLegs?: InstrmtLegExecGrp_NoLegsEntry[];
|
|
6184
|
+
}
|
|
6185
|
+
/** `InstrmtLegGrp` component fields. */
|
|
6186
|
+
interface InstrmtLegGrpFields {
|
|
6187
|
+
NoLegs?: InstrmtLegGrp_NoLegsEntry[];
|
|
6188
|
+
}
|
|
6189
|
+
/** `InstrmtLegIOIGrp` component fields. */
|
|
6190
|
+
interface InstrmtLegIOIGrpFields {
|
|
6191
|
+
NoLegs?: InstrmtLegIOIGrp_NoLegsEntry[];
|
|
6192
|
+
}
|
|
6193
|
+
/** `InstrmtLegSecListGrp` component fields. */
|
|
6194
|
+
interface InstrmtLegSecListGrpFields {
|
|
6195
|
+
NoLegs?: InstrmtLegSecListGrp_NoLegsEntry[];
|
|
6196
|
+
}
|
|
6197
|
+
/** `InstrmtMDReqGrp` component fields. */
|
|
6198
|
+
interface InstrmtMDReqGrpFields {
|
|
6199
|
+
NoRelatedSym: InstrmtMDReqGrp_NoRelatedSymEntry[];
|
|
6200
|
+
}
|
|
6201
|
+
/** `InstrmtStrkPxGrp` component fields. */
|
|
6202
|
+
interface InstrmtStrkPxGrpFields {
|
|
6203
|
+
NoStrikes: InstrmtStrkPxGrp_NoStrikesEntry[];
|
|
6204
|
+
}
|
|
6205
|
+
/** `IOIQualGrp` component fields. */
|
|
6206
|
+
interface IOIQualGrpFields {
|
|
6207
|
+
NoIOIQualifiers?: IOIQualGrp_NoIOIQualifiersEntry[];
|
|
6208
|
+
}
|
|
6209
|
+
/** `LegOrdGrp` component fields. */
|
|
6210
|
+
interface LegOrdGrpFields {
|
|
6211
|
+
NoLegs: LegOrdGrp_NoLegsEntry[];
|
|
6212
|
+
}
|
|
6213
|
+
/** `LegPreAllocGrp` component fields. */
|
|
6214
|
+
interface LegPreAllocGrpFields {
|
|
6215
|
+
NoLegAllocs?: LegPreAllocGrp_NoLegAllocsEntry[];
|
|
6216
|
+
}
|
|
6217
|
+
/** `LegQuotGrp` component fields. */
|
|
6218
|
+
interface LegQuotGrpFields {
|
|
6219
|
+
NoLegs?: LegQuotGrp_NoLegsEntry[];
|
|
6220
|
+
}
|
|
6221
|
+
/** `LegQuotStatGrp` component fields. */
|
|
6222
|
+
interface LegQuotStatGrpFields {
|
|
6223
|
+
NoLegs?: LegQuotStatGrp_NoLegsEntry[];
|
|
6224
|
+
}
|
|
6225
|
+
/** `LinesOfTextGrp` component fields. */
|
|
6226
|
+
interface LinesOfTextGrpFields {
|
|
6227
|
+
NoLinesOfText: LinesOfTextGrp_NoLinesOfTextEntry[];
|
|
6228
|
+
}
|
|
6229
|
+
/** `ListOrdGrp` component fields. */
|
|
6230
|
+
interface ListOrdGrpFields {
|
|
6231
|
+
NoOrders: ListOrdGrp_NoOrdersEntry[];
|
|
6232
|
+
}
|
|
6233
|
+
/** `MDFullGrp` component fields. */
|
|
6234
|
+
interface MDFullGrpFields {
|
|
6235
|
+
NoMDEntries: MDFullGrp_NoMDEntriesEntry[];
|
|
6236
|
+
}
|
|
6237
|
+
/** `MDIncGrp` component fields. */
|
|
6238
|
+
interface MDIncGrpFields {
|
|
6239
|
+
NoMDEntries: MDIncGrp_NoMDEntriesEntry[];
|
|
6240
|
+
}
|
|
6241
|
+
/** `MDReqGrp` component fields. */
|
|
6242
|
+
interface MDReqGrpFields {
|
|
6243
|
+
NoMDEntryTypes: MDReqGrp_NoMDEntryTypesEntry[];
|
|
6244
|
+
}
|
|
6245
|
+
/** `MDRjctGrp` component fields. */
|
|
6246
|
+
interface MDRjctGrpFields {
|
|
6247
|
+
NoAltMDSource?: MDRjctGrp_NoAltMDSourceEntry[];
|
|
6248
|
+
}
|
|
6249
|
+
/** `MiscFeesGrp` component fields. */
|
|
6250
|
+
interface MiscFeesGrpFields {
|
|
6251
|
+
NoMiscFees?: MiscFeesGrp_NoMiscFeesEntry[];
|
|
6252
|
+
}
|
|
6253
|
+
/** `OrdAllocGrp` component fields. */
|
|
6254
|
+
interface OrdAllocGrpFields {
|
|
6255
|
+
NoOrders?: OrdAllocGrp_NoOrdersEntry[];
|
|
6256
|
+
}
|
|
6257
|
+
/** `OrdListStatGrp` component fields. */
|
|
6258
|
+
interface OrdListStatGrpFields {
|
|
6259
|
+
NoOrders: OrdListStatGrp_NoOrdersEntry[];
|
|
6260
|
+
}
|
|
6261
|
+
/** `PosUndInstrmtGrp` component fields. */
|
|
6262
|
+
interface PosUndInstrmtGrpFields {
|
|
6263
|
+
NoUnderlyings?: PosUndInstrmtGrp_NoUnderlyingsEntry[];
|
|
6264
|
+
}
|
|
6265
|
+
/** `PreAllocGrp` component fields. */
|
|
6266
|
+
interface PreAllocGrpFields {
|
|
6267
|
+
NoAllocs?: PreAllocGrp_NoAllocsEntry[];
|
|
6268
|
+
}
|
|
6269
|
+
/** `PreAllocMlegGrp` component fields. */
|
|
6270
|
+
interface PreAllocMlegGrpFields {
|
|
6271
|
+
NoAllocs?: PreAllocMlegGrp_NoAllocsEntry[];
|
|
6272
|
+
}
|
|
6273
|
+
/** `QuotCxlEntriesGrp` component fields. */
|
|
6274
|
+
interface QuotCxlEntriesGrpFields {
|
|
6275
|
+
NoQuoteEntries?: QuotCxlEntriesGrp_NoQuoteEntriesEntry[];
|
|
6276
|
+
}
|
|
6277
|
+
/** `QuotEntryAckGrp` component fields. */
|
|
6278
|
+
interface QuotEntryAckGrpFields {
|
|
6279
|
+
NoQuoteEntries?: QuotEntryAckGrp_NoQuoteEntriesEntry[];
|
|
6280
|
+
}
|
|
6281
|
+
/** `QuotEntryGrp` component fields. */
|
|
6282
|
+
interface QuotEntryGrpFields {
|
|
6283
|
+
NoQuoteEntries: QuotEntryGrp_NoQuoteEntriesEntry[];
|
|
6284
|
+
}
|
|
6285
|
+
/** `QuotQualGrp` component fields. */
|
|
6286
|
+
interface QuotQualGrpFields {
|
|
6287
|
+
NoQuoteQualifiers?: QuotQualGrp_NoQuoteQualifiersEntry[];
|
|
6288
|
+
}
|
|
6289
|
+
/** `QuotReqGrp` component fields. */
|
|
6290
|
+
interface QuotReqGrpFields {
|
|
6291
|
+
NoRelatedSym: QuotReqGrp_NoRelatedSymEntry[];
|
|
6292
|
+
}
|
|
6293
|
+
/** `QuotReqLegsGrp` component fields. */
|
|
6294
|
+
interface QuotReqLegsGrpFields {
|
|
6295
|
+
NoLegs?: QuotReqLegsGrp_NoLegsEntry[];
|
|
6296
|
+
}
|
|
6297
|
+
/** `QuotReqRjctGrp` component fields. */
|
|
6298
|
+
interface QuotReqRjctGrpFields {
|
|
6299
|
+
NoRelatedSym: QuotReqRjctGrp_NoRelatedSymEntry[];
|
|
6300
|
+
}
|
|
6301
|
+
/** `QuotSetAckGrp` component fields. */
|
|
6302
|
+
interface QuotSetAckGrpFields {
|
|
6303
|
+
NoQuoteSets?: QuotSetAckGrp_NoQuoteSetsEntry[];
|
|
6304
|
+
}
|
|
6305
|
+
/** `QuotSetGrp` component fields. */
|
|
6306
|
+
interface QuotSetGrpFields {
|
|
6307
|
+
NoQuoteSets: QuotSetGrp_NoQuoteSetsEntry[];
|
|
6308
|
+
}
|
|
6309
|
+
/** `RelSymDerivSecGrp` component fields. */
|
|
6310
|
+
interface RelSymDerivSecGrpFields {
|
|
6311
|
+
NoRelatedSym?: RelSymDerivSecGrp_NoRelatedSymEntry[];
|
|
6312
|
+
}
|
|
6313
|
+
/** `RFQReqGrp` component fields. */
|
|
6314
|
+
interface RFQReqGrpFields {
|
|
6315
|
+
NoRelatedSym: RFQReqGrp_NoRelatedSymEntry[];
|
|
6316
|
+
}
|
|
6317
|
+
/** `RgstDistInstGrp` component fields. */
|
|
6318
|
+
interface RgstDistInstGrpFields {
|
|
6319
|
+
NoDistribInsts?: RgstDistInstGrp_NoDistribInstsEntry[];
|
|
6320
|
+
}
|
|
6321
|
+
/** `RgstDtlsGrp` component fields. */
|
|
6322
|
+
interface RgstDtlsGrpFields {
|
|
6323
|
+
NoRegistDtls?: RgstDtlsGrp_NoRegistDtlsEntry[];
|
|
6324
|
+
}
|
|
6325
|
+
/** `RoutingGrp` component fields. */
|
|
6326
|
+
interface RoutingGrpFields {
|
|
6327
|
+
NoRoutingIDs?: RoutingGrp_NoRoutingIDsEntry[];
|
|
6328
|
+
}
|
|
6329
|
+
/** `SecListGrp` component fields. */
|
|
6330
|
+
interface SecListGrpFields {
|
|
6331
|
+
NoRelatedSym?: SecListGrp_NoRelatedSymEntry[];
|
|
6332
|
+
}
|
|
6333
|
+
/** `SecTypesGrp` component fields. */
|
|
6334
|
+
interface SecTypesGrpFields {
|
|
6335
|
+
NoSecurityTypes?: SecTypesGrp_NoSecurityTypesEntry[];
|
|
6336
|
+
}
|
|
6337
|
+
/** `SettlInstGrp` component fields. */
|
|
6338
|
+
interface SettlInstGrpFields {
|
|
6339
|
+
NoSettlInst?: SettlInstGrp_NoSettlInstEntry[];
|
|
6340
|
+
}
|
|
6341
|
+
/** `SideCrossOrdCxlGrp` component fields. */
|
|
6342
|
+
interface SideCrossOrdCxlGrpFields {
|
|
6343
|
+
NoSides: SideCrossOrdCxlGrp_NoSidesEntry[];
|
|
6344
|
+
}
|
|
6345
|
+
/** `SideCrossOrdModGrp` component fields. */
|
|
6346
|
+
interface SideCrossOrdModGrpFields {
|
|
6347
|
+
NoSides: SideCrossOrdModGrp_NoSidesEntry[];
|
|
6348
|
+
}
|
|
6349
|
+
/** `TrdAllocGrp` component fields. */
|
|
6350
|
+
interface TrdAllocGrpFields {
|
|
6351
|
+
NoAllocs?: TrdAllocGrp_NoAllocsEntry[];
|
|
6352
|
+
}
|
|
6353
|
+
/** `TrdCapRptSideGrp` component fields. */
|
|
6354
|
+
interface TrdCapRptSideGrpFields {
|
|
6355
|
+
NoSides: TrdCapRptSideGrp_NoSidesEntry[];
|
|
6356
|
+
}
|
|
6357
|
+
/** `TrdCollGrp` component fields. */
|
|
6358
|
+
interface TrdCollGrpFields {
|
|
6359
|
+
NoTrades?: TrdCollGrp_NoTradesEntry[];
|
|
6360
|
+
}
|
|
6361
|
+
/** `TrdInstrmtLegGrp` component fields. */
|
|
6362
|
+
interface TrdInstrmtLegGrpFields {
|
|
6363
|
+
NoLegs?: TrdInstrmtLegGrp_NoLegsEntry[];
|
|
6364
|
+
}
|
|
6365
|
+
/** `TrdgSesGrp` component fields. */
|
|
6366
|
+
interface TrdgSesGrpFields {
|
|
6367
|
+
NoTradingSessions?: TrdgSesGrp_NoTradingSessionsEntry[];
|
|
6368
|
+
}
|
|
6369
|
+
/** `UndInstrmtCollGrp` component fields. */
|
|
6370
|
+
interface UndInstrmtCollGrpFields {
|
|
6371
|
+
NoUnderlyings?: UndInstrmtCollGrp_NoUnderlyingsEntry[];
|
|
6372
|
+
}
|
|
6373
|
+
/** `UndInstrmtGrp` component fields. */
|
|
6374
|
+
interface UndInstrmtGrpFields {
|
|
6375
|
+
NoUnderlyings?: UndInstrmtGrp_NoUnderlyingsEntry[];
|
|
6376
|
+
}
|
|
6377
|
+
/** `UndInstrmtStrkPxGrp` component fields. */
|
|
6378
|
+
interface UndInstrmtStrkPxGrpFields {
|
|
6379
|
+
NoUnderlyings?: UndInstrmtStrkPxGrp_NoUnderlyingsEntry[];
|
|
6380
|
+
}
|
|
6381
|
+
/** `TrdCapDtGrp` component fields. */
|
|
6382
|
+
interface TrdCapDtGrpFields {
|
|
6383
|
+
NoDates?: TrdCapDtGrp_NoDatesEntry[];
|
|
6384
|
+
}
|
|
6385
|
+
/** `EvntGrp` component fields. */
|
|
6386
|
+
interface EvntGrpFields {
|
|
6387
|
+
NoEvents?: EvntGrp_NoEventsEntry[];
|
|
6388
|
+
}
|
|
6389
|
+
/** `SecAltIDGrp` component fields. */
|
|
6390
|
+
interface SecAltIDGrpFields {
|
|
6391
|
+
NoSecurityAltID?: SecAltIDGrp_NoSecurityAltIDEntry[];
|
|
6392
|
+
}
|
|
6393
|
+
/** `LegSecAltIDGrp` component fields. */
|
|
6394
|
+
interface LegSecAltIDGrpFields {
|
|
6395
|
+
NoLegSecurityAltID?: LegSecAltIDGrp_NoLegSecurityAltIDEntry[];
|
|
6396
|
+
}
|
|
6397
|
+
/** `UndSecAltIDGrp` component fields. */
|
|
6398
|
+
interface UndSecAltIDGrpFields {
|
|
6399
|
+
NoUnderlyingSecurityAltID?: UndSecAltIDGrp_NoUnderlyingSecurityAltIDEntry[];
|
|
6400
|
+
}
|
|
6401
|
+
/** `AttrbGrp` component fields. */
|
|
6402
|
+
interface AttrbGrpFields {
|
|
6403
|
+
NoInstrAttrib?: AttrbGrp_NoInstrAttribEntry[];
|
|
6404
|
+
}
|
|
6405
|
+
/** `DlvyInstGrp` component fields. */
|
|
6406
|
+
interface DlvyInstGrpFields {
|
|
6407
|
+
NoDlvyInst?: DlvyInstGrp_NoDlvyInstEntry[];
|
|
6408
|
+
}
|
|
6409
|
+
/** `SettlPtysSubGrp` component fields. */
|
|
6410
|
+
interface SettlPtysSubGrpFields {
|
|
6411
|
+
NoSettlPartySubIDs?: SettlPtysSubGrp_NoSettlPartySubIDsEntry[];
|
|
6412
|
+
}
|
|
6413
|
+
/** `PtysSubGrp` component fields. */
|
|
6414
|
+
interface PtysSubGrpFields {
|
|
6415
|
+
NoPartySubIDs?: PtysSubGrp_NoPartySubIDsEntry[];
|
|
6416
|
+
}
|
|
6417
|
+
/** `NstdPtysSubGrp` component fields. */
|
|
6418
|
+
interface NstdPtysSubGrpFields {
|
|
6419
|
+
NoNestedPartySubIDs?: NstdPtysSubGrp_NoNestedPartySubIDsEntry[];
|
|
6420
|
+
}
|
|
6421
|
+
/** `NstdPtys2SubGrp` component fields. */
|
|
6422
|
+
interface NstdPtys2SubGrpFields {
|
|
6423
|
+
NoNested2PartySubIDs?: NstdPtys2SubGrp_NoNested2PartySubIDsEntry[];
|
|
6424
|
+
}
|
|
6425
|
+
/** `NstdPtys3SubGrp` component fields. */
|
|
6426
|
+
interface NstdPtys3SubGrpFields {
|
|
6427
|
+
NoNested3PartySubIDs?: NstdPtys3SubGrp_NoNested3PartySubIDsEntry[];
|
|
6428
|
+
}
|
|
6429
|
+
/** One `NoLegStipulations` (683) repeating-group entry. */
|
|
6430
|
+
interface LegStipulations_NoLegStipulationsEntry {
|
|
6431
|
+
LegStipulationType?: string;
|
|
6432
|
+
LegStipulationValue?: string;
|
|
6433
|
+
}
|
|
6434
|
+
/** One `NoNestedPartyIDs` (539) repeating-group entry. */
|
|
6435
|
+
interface NestedParties_NoNestedPartyIDsEntry extends Partial<NstdPtysSubGrpFields> {
|
|
6436
|
+
NestedPartyID?: string;
|
|
6437
|
+
NestedPartyIDSource?: string;
|
|
6438
|
+
NestedPartyRole?: number | string;
|
|
6439
|
+
}
|
|
6440
|
+
/** One `NoPartyIDs` (453) repeating-group entry. */
|
|
6441
|
+
interface Parties_NoPartyIDsEntry extends Partial<PtysSubGrpFields> {
|
|
6442
|
+
PartyID?: string;
|
|
6443
|
+
PartyIDSource?: PartyIDSource;
|
|
6444
|
+
PartyRole?: PartyRole | number;
|
|
6445
|
+
}
|
|
6446
|
+
/** One `NoPosAmt` (753) repeating-group entry. */
|
|
6447
|
+
interface PositionAmountData_NoPosAmtEntry {
|
|
6448
|
+
PosAmtType?: PosAmtType;
|
|
6449
|
+
PosAmt?: number | string;
|
|
6450
|
+
}
|
|
6451
|
+
/** One `NoPositions` (702) repeating-group entry. */
|
|
6452
|
+
interface PositionQty_NoPositionsEntry extends Partial<NestedPartiesFields> {
|
|
6453
|
+
PosType?: PosType;
|
|
6454
|
+
LongQty?: number | string;
|
|
6455
|
+
ShortQty?: number | string;
|
|
6456
|
+
PosQtyStatus?: PosQtyStatus | number;
|
|
6457
|
+
}
|
|
6458
|
+
/** One `NoSettlPartyIDs` (781) repeating-group entry. */
|
|
6459
|
+
interface SettlParties_NoSettlPartyIDsEntry extends Partial<SettlPtysSubGrpFields> {
|
|
6460
|
+
SettlPartyID?: string;
|
|
6461
|
+
SettlPartyIDSource?: string;
|
|
6462
|
+
SettlPartyRole?: number | string;
|
|
6463
|
+
}
|
|
6464
|
+
/** One `NoStipulations` (232) repeating-group entry. */
|
|
6465
|
+
interface Stipulations_NoStipulationsEntry {
|
|
6466
|
+
StipulationType?: StipulationType;
|
|
6467
|
+
StipulationValue?: string;
|
|
6468
|
+
}
|
|
6469
|
+
/** One `NoTrdRegTimestamps` (768) repeating-group entry. */
|
|
6470
|
+
interface TrdRegTimestamps_NoTrdRegTimestampsEntry {
|
|
6471
|
+
TrdRegTimestamp?: string;
|
|
6472
|
+
TrdRegTimestampType?: TrdRegTimestampType | number;
|
|
6473
|
+
TrdRegTimestampOrigin?: string;
|
|
6474
|
+
}
|
|
6475
|
+
/** One `NoUnderlyingStips` (887) repeating-group entry. */
|
|
6476
|
+
interface UnderlyingStipulations_NoUnderlyingStipsEntry {
|
|
6477
|
+
UnderlyingStipType?: string;
|
|
6478
|
+
UnderlyingStipValue?: string;
|
|
6479
|
+
}
|
|
6480
|
+
/** One `NoNested2PartyIDs` (756) repeating-group entry. */
|
|
6481
|
+
interface NestedParties2_NoNested2PartyIDsEntry extends Partial<NstdPtys2SubGrpFields> {
|
|
6482
|
+
Nested2PartyID?: string;
|
|
6483
|
+
Nested2PartyIDSource?: string;
|
|
6484
|
+
Nested2PartyRole?: number | string;
|
|
6485
|
+
}
|
|
6486
|
+
/** One `NoNested3PartyIDs` (948) repeating-group entry. */
|
|
6487
|
+
interface NestedParties3_NoNested3PartyIDsEntry extends Partial<NstdPtys3SubGrpFields> {
|
|
6488
|
+
Nested3PartyID?: string;
|
|
6489
|
+
Nested3PartyIDSource?: string;
|
|
6490
|
+
Nested3PartyRole?: number | string;
|
|
6491
|
+
}
|
|
6492
|
+
/** One `NoAffectedOrders` (534) repeating-group entry. */
|
|
6493
|
+
interface AffectedOrdGrp_NoAffectedOrdersEntry {
|
|
6494
|
+
OrigClOrdID?: string;
|
|
6495
|
+
AffectedOrderID?: string;
|
|
6496
|
+
AffectedSecondaryOrderID?: string;
|
|
6497
|
+
}
|
|
6498
|
+
/** One `NoAllocs` (78) repeating-group entry. */
|
|
6499
|
+
interface AllocAckGrp_NoAllocsEntry {
|
|
6500
|
+
AllocAccount?: string;
|
|
6501
|
+
AllocAcctIDSource?: number | string;
|
|
6502
|
+
AllocPrice?: number | string;
|
|
6503
|
+
IndividualAllocID?: string;
|
|
6504
|
+
IndividualAllocRejCode?: number | string;
|
|
6505
|
+
AllocText?: string;
|
|
6506
|
+
EncodedAllocTextLen?: number | string;
|
|
6507
|
+
EncodedAllocText?: string;
|
|
6508
|
+
}
|
|
6509
|
+
/** One `NoAllocs` (78) repeating-group entry. */
|
|
6510
|
+
interface AllocGrp_NoAllocsEntry extends Partial<NestedPartiesFields>, Partial<CommissionDataFields>, Partial<MiscFeesGrpFields>, Partial<ClrInstGrpFields>, Partial<SettlInstructionsDataFields> {
|
|
6511
|
+
AllocAccount?: string;
|
|
6512
|
+
AllocAcctIDSource?: number | string;
|
|
6513
|
+
MatchStatus?: MatchStatus;
|
|
6514
|
+
AllocPrice?: number | string;
|
|
6515
|
+
AllocQty?: number | string;
|
|
6516
|
+
IndividualAllocID?: string;
|
|
6517
|
+
ProcessCode?: ProcessCode;
|
|
6518
|
+
NotifyBrokerOfCredit?: boolean;
|
|
6519
|
+
AllocHandlInst?: AllocHandlInst | number;
|
|
6520
|
+
AllocText?: string;
|
|
6521
|
+
EncodedAllocTextLen?: number | string;
|
|
6522
|
+
EncodedAllocText?: string;
|
|
6523
|
+
AllocAvgPx?: number | string;
|
|
6524
|
+
AllocNetMoney?: number | string;
|
|
6525
|
+
SettlCurrAmt?: number | string;
|
|
6526
|
+
AllocSettlCurrAmt?: number | string;
|
|
6527
|
+
SettlCurrency?: string;
|
|
6528
|
+
AllocSettlCurrency?: string;
|
|
6529
|
+
SettlCurrFxRate?: number | string;
|
|
6530
|
+
SettlCurrFxRateCalc?: SettlCurrFxRateCalc;
|
|
6531
|
+
AllocAccruedInterestAmt?: number | string;
|
|
6532
|
+
AllocInterestAtMaturity?: number | string;
|
|
6533
|
+
AllocSettlInstType?: AllocSettlInstType | number;
|
|
6534
|
+
}
|
|
6535
|
+
/** One `NoBidComponents` (420) repeating-group entry. */
|
|
6536
|
+
interface BidCompReqGrp_NoBidComponentsEntry {
|
|
6537
|
+
ListID?: string;
|
|
6538
|
+
Side?: Side;
|
|
6539
|
+
TradingSessionID?: string;
|
|
6540
|
+
TradingSessionSubID?: string;
|
|
6541
|
+
NetGrossInd?: NetGrossInd | number;
|
|
6542
|
+
SettlType?: SettlType;
|
|
6543
|
+
SettlDate?: string;
|
|
6544
|
+
Account?: string;
|
|
6545
|
+
AcctIDSource?: AcctIDSource | number;
|
|
6546
|
+
}
|
|
6547
|
+
/** One `NoBidComponents` (420) repeating-group entry. */
|
|
6548
|
+
interface BidCompRspGrp_NoBidComponentsEntry extends CommissionDataFields {
|
|
6549
|
+
ListID?: string;
|
|
6550
|
+
Country?: string;
|
|
6551
|
+
Side?: Side;
|
|
6552
|
+
Price?: number | string;
|
|
6553
|
+
PriceType?: PriceType | number;
|
|
6554
|
+
FairValue?: number | string;
|
|
6555
|
+
NetGrossInd?: NetGrossInd | number;
|
|
6556
|
+
SettlType?: SettlType;
|
|
6557
|
+
SettlDate?: string;
|
|
6558
|
+
TradingSessionID?: string;
|
|
6559
|
+
TradingSessionSubID?: string;
|
|
6560
|
+
Text?: string;
|
|
6561
|
+
EncodedTextLen?: number | string;
|
|
6562
|
+
EncodedText?: string;
|
|
6563
|
+
}
|
|
6564
|
+
/** One `NoBidDescriptors` (398) repeating-group entry. */
|
|
6565
|
+
interface BidDescReqGrp_NoBidDescriptorsEntry {
|
|
6566
|
+
BidDescriptorType?: BidDescriptorType | number;
|
|
6567
|
+
BidDescriptor?: string;
|
|
6568
|
+
SideValueInd?: SideValueInd | number;
|
|
6569
|
+
LiquidityValue?: number | string;
|
|
6570
|
+
LiquidityNumSecurities?: number | string;
|
|
6571
|
+
LiquidityPctLow?: number | string;
|
|
6572
|
+
LiquidityPctHigh?: number | string;
|
|
6573
|
+
EFPTrackingError?: number | string;
|
|
6574
|
+
FairValue?: number | string;
|
|
6575
|
+
OutsideIndexPct?: number | string;
|
|
6576
|
+
ValueOfFutures?: number | string;
|
|
6577
|
+
}
|
|
6578
|
+
/** One `NoClearingInstructions` (576) repeating-group entry. */
|
|
6579
|
+
interface ClrInstGrp_NoClearingInstructionsEntry {
|
|
6580
|
+
ClearingInstruction?: ClearingInstruction | number;
|
|
6581
|
+
}
|
|
6582
|
+
/** One `NoCollInquiryQualifier` (938) repeating-group entry. */
|
|
6583
|
+
interface CollInqQualGrp_NoCollInquiryQualifierEntry {
|
|
6584
|
+
CollInquiryQualifier?: CollInquiryQualifier | number;
|
|
6585
|
+
}
|
|
6586
|
+
/** One `NoCompIDs` (936) repeating-group entry. */
|
|
6587
|
+
interface CompIDReqGrp_NoCompIDsEntry {
|
|
6588
|
+
RefCompID?: string;
|
|
6589
|
+
RefSubID?: string;
|
|
6590
|
+
LocationID?: string;
|
|
6591
|
+
DeskID?: string;
|
|
6592
|
+
}
|
|
6593
|
+
/** One `NoCompIDs` (936) repeating-group entry. */
|
|
6594
|
+
interface CompIDStatGrp_NoCompIDsEntry {
|
|
6595
|
+
RefCompID?: string;
|
|
6596
|
+
RefSubID?: string;
|
|
6597
|
+
LocationID?: string;
|
|
6598
|
+
DeskID?: string;
|
|
6599
|
+
StatusValue?: StatusValue | number;
|
|
6600
|
+
StatusText?: string;
|
|
6601
|
+
}
|
|
6602
|
+
/** One `NoContAmts` (518) repeating-group entry. */
|
|
6603
|
+
interface ContAmtGrp_NoContAmtsEntry {
|
|
6604
|
+
ContAmtType?: ContAmtType | number;
|
|
6605
|
+
ContAmtValue?: number | string;
|
|
6606
|
+
ContAmtCurr?: string;
|
|
6607
|
+
}
|
|
6608
|
+
/** One `NoContraBrokers` (382) repeating-group entry. */
|
|
6609
|
+
interface ContraGrp_NoContraBrokersEntry {
|
|
6610
|
+
ContraBroker?: string;
|
|
6611
|
+
ContraTrader?: string;
|
|
6612
|
+
ContraTradeQty?: number | string;
|
|
6613
|
+
ContraTradeTime?: string;
|
|
6614
|
+
ContraLegRefID?: string;
|
|
6615
|
+
}
|
|
6616
|
+
/** One `NoCapacities` (862) repeating-group entry. */
|
|
6617
|
+
interface CpctyConfGrp_NoCapacitiesEntry {
|
|
6618
|
+
OrderCapacity: OrderCapacity;
|
|
6619
|
+
OrderRestrictions?: string;
|
|
6620
|
+
OrderCapacityQty: number | string;
|
|
6621
|
+
}
|
|
6622
|
+
/** One `NoExecs` (124) repeating-group entry. */
|
|
6623
|
+
interface ExecAllocGrp_NoExecsEntry {
|
|
6624
|
+
LastQty?: number | string;
|
|
6625
|
+
ExecID?: string;
|
|
6626
|
+
SecondaryExecID?: string;
|
|
6627
|
+
LastPx?: number | string;
|
|
6628
|
+
LastParPx?: number | string;
|
|
6629
|
+
LastCapacity?: LastCapacity;
|
|
6630
|
+
}
|
|
6631
|
+
/** One `NoExecs` (124) repeating-group entry. */
|
|
6632
|
+
interface ExecCollGrp_NoExecsEntry {
|
|
6633
|
+
ExecID?: string;
|
|
6634
|
+
}
|
|
6635
|
+
/** One `NoExecs` (124) repeating-group entry. */
|
|
6636
|
+
interface ExecsGrp_NoExecsEntry {
|
|
6637
|
+
ExecID?: string;
|
|
6638
|
+
}
|
|
6639
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
6640
|
+
interface InstrmtGrp_NoRelatedSymEntry extends Partial<InstrumentFields> {
|
|
6641
|
+
}
|
|
6642
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
6643
|
+
interface InstrmtLegExecGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields>, Partial<NestedPartiesFields> {
|
|
6644
|
+
LegQty?: number | string;
|
|
6645
|
+
LegSwapType?: LegSwapType | number;
|
|
6646
|
+
LegPositionEffect?: string;
|
|
6647
|
+
LegCoveredOrUncovered?: number | string;
|
|
6648
|
+
LegRefID?: string;
|
|
6649
|
+
LegPrice?: number | string;
|
|
6650
|
+
LegSettlType?: string;
|
|
6651
|
+
LegSettlDate?: string;
|
|
6652
|
+
LegLastPx?: number | string;
|
|
6653
|
+
}
|
|
6654
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
6655
|
+
interface InstrmtLegGrp_NoLegsEntry extends Partial<InstrumentLegFields> {
|
|
6656
|
+
}
|
|
6657
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
6658
|
+
interface InstrmtLegIOIGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields> {
|
|
6659
|
+
LegIOIQty?: string;
|
|
6660
|
+
}
|
|
6661
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
6662
|
+
interface InstrmtLegSecListGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields>, Partial<LegBenchmarkCurveDataFields> {
|
|
6663
|
+
LegSwapType?: LegSwapType | number;
|
|
6664
|
+
LegSettlType?: string;
|
|
6665
|
+
}
|
|
6666
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
6667
|
+
interface InstrmtMDReqGrp_NoRelatedSymEntry extends InstrumentFields, Partial<UndInstrmtGrpFields>, Partial<InstrmtLegGrpFields> {
|
|
6668
|
+
}
|
|
6669
|
+
/** One `NoStrikes` (428) repeating-group entry. */
|
|
6670
|
+
interface InstrmtStrkPxGrp_NoStrikesEntry extends InstrumentFields {
|
|
6671
|
+
}
|
|
6672
|
+
/** One `NoIOIQualifiers` (199) repeating-group entry. */
|
|
6673
|
+
interface IOIQualGrp_NoIOIQualifiersEntry {
|
|
6674
|
+
IOIQualifier?: IOIQualifier;
|
|
6675
|
+
}
|
|
6676
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
6677
|
+
interface LegOrdGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields>, Partial<LegPreAllocGrpFields>, Partial<NestedPartiesFields> {
|
|
6678
|
+
LegQty?: number | string;
|
|
6679
|
+
LegSwapType?: LegSwapType | number;
|
|
6680
|
+
LegPositionEffect?: string;
|
|
6681
|
+
LegCoveredOrUncovered?: number | string;
|
|
6682
|
+
LegRefID?: string;
|
|
6683
|
+
LegPrice?: number | string;
|
|
6684
|
+
LegSettlType?: string;
|
|
6685
|
+
LegSettlDate?: string;
|
|
6686
|
+
}
|
|
6687
|
+
/** One `NoLegAllocs` (670) repeating-group entry. */
|
|
6688
|
+
interface LegPreAllocGrp_NoLegAllocsEntry extends Partial<NestedParties2Fields> {
|
|
6689
|
+
LegAllocAccount?: string;
|
|
6690
|
+
LegIndividualAllocID?: string;
|
|
6691
|
+
LegAllocQty?: number | string;
|
|
6692
|
+
LegAllocAcctIDSource?: string;
|
|
6693
|
+
LegSettlCurrency?: string;
|
|
6694
|
+
}
|
|
6695
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
6696
|
+
interface LegQuotGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields>, Partial<NestedPartiesFields>, Partial<LegBenchmarkCurveDataFields> {
|
|
6697
|
+
LegQty?: number | string;
|
|
6698
|
+
LegSwapType?: LegSwapType | number;
|
|
6699
|
+
LegSettlType?: string;
|
|
6700
|
+
LegSettlDate?: string;
|
|
6701
|
+
LegPriceType?: number | string;
|
|
6702
|
+
LegBidPx?: number | string;
|
|
6703
|
+
LegOfferPx?: number | string;
|
|
6704
|
+
}
|
|
6705
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
6706
|
+
interface LegQuotStatGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields>, Partial<NestedPartiesFields> {
|
|
6707
|
+
LegQty?: number | string;
|
|
6708
|
+
LegSwapType?: LegSwapType | number;
|
|
6709
|
+
LegSettlType?: string;
|
|
6710
|
+
LegSettlDate?: string;
|
|
6711
|
+
}
|
|
6712
|
+
/** One `NoLinesOfText` (33) repeating-group entry. */
|
|
6713
|
+
interface LinesOfTextGrp_NoLinesOfTextEntry {
|
|
6714
|
+
Text: string;
|
|
6715
|
+
EncodedTextLen?: number | string;
|
|
6716
|
+
EncodedText?: string;
|
|
6717
|
+
}
|
|
6718
|
+
/** One `NoOrders` (73) repeating-group entry. */
|
|
6719
|
+
interface ListOrdGrp_NoOrdersEntry extends InstrumentFields, OrderQtyDataFields, Partial<PartiesFields>, Partial<PreAllocGrpFields>, Partial<TrdgSesGrpFields>, Partial<UndInstrmtGrpFields>, Partial<StipulationsFields>, Partial<SpreadOrBenchmarkCurveDataFields>, Partial<YieldDataFields>, Partial<CommissionDataFields>, Partial<PegInstructionsFields>, Partial<DiscretionInstructionsFields> {
|
|
6720
|
+
ClOrdID: string;
|
|
6721
|
+
SecondaryClOrdID?: string;
|
|
6722
|
+
ListSeqNo: number | string;
|
|
6723
|
+
ClOrdLinkID?: string;
|
|
6724
|
+
SettlInstMode?: SettlInstMode;
|
|
6725
|
+
TradeOriginationDate?: string;
|
|
6726
|
+
TradeDate?: string;
|
|
6727
|
+
Account?: string;
|
|
6728
|
+
AcctIDSource?: AcctIDSource | number;
|
|
6729
|
+
AccountType?: AccountType | number;
|
|
6730
|
+
DayBookingInst?: DayBookingInst;
|
|
6731
|
+
BookingUnit?: BookingUnit;
|
|
6732
|
+
AllocID?: string;
|
|
6733
|
+
PreallocMethod?: PreallocMethod;
|
|
6734
|
+
SettlType?: SettlType;
|
|
6735
|
+
SettlDate?: string;
|
|
6736
|
+
CashMargin?: CashMargin;
|
|
6737
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
6738
|
+
HandlInst?: HandlInst;
|
|
6739
|
+
ExecInst?: string;
|
|
6740
|
+
MinQty?: number | string;
|
|
6741
|
+
MaxFloor?: number | string;
|
|
6742
|
+
ExDestination?: string;
|
|
6743
|
+
ProcessCode?: ProcessCode;
|
|
6744
|
+
PrevClosePx?: number | string;
|
|
6745
|
+
Side: Side;
|
|
6746
|
+
SideValueInd?: SideValueInd | number;
|
|
6747
|
+
LocateReqd?: boolean;
|
|
6748
|
+
TransactTime?: string;
|
|
6749
|
+
QtyType?: QtyType | number;
|
|
6750
|
+
OrdType?: OrdType;
|
|
6751
|
+
PriceType?: PriceType | number;
|
|
6752
|
+
Price?: number | string;
|
|
6753
|
+
StopPx?: number | string;
|
|
6754
|
+
Currency?: string;
|
|
6755
|
+
ComplianceID?: string;
|
|
6756
|
+
SolicitedFlag?: boolean;
|
|
6757
|
+
IOIID?: string;
|
|
6758
|
+
QuoteID?: string;
|
|
6759
|
+
TimeInForce?: TimeInForce;
|
|
6760
|
+
EffectiveTime?: string;
|
|
6761
|
+
ExpireDate?: string;
|
|
6762
|
+
ExpireTime?: string;
|
|
6763
|
+
GTBookingInst?: GTBookingInst | number;
|
|
6764
|
+
OrderCapacity?: OrderCapacity;
|
|
6765
|
+
OrderRestrictions?: string;
|
|
6766
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
6767
|
+
ForexReq?: boolean;
|
|
6768
|
+
SettlCurrency?: string;
|
|
6769
|
+
BookingType?: BookingType | number;
|
|
6770
|
+
Text?: string;
|
|
6771
|
+
EncodedTextLen?: number | string;
|
|
6772
|
+
EncodedText?: string;
|
|
6773
|
+
SettlDate2?: string;
|
|
6774
|
+
OrderQty2?: number | string;
|
|
6775
|
+
Price2?: number | string;
|
|
6776
|
+
PositionEffect?: PositionEffect;
|
|
6777
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
6778
|
+
MaxShow?: number | string;
|
|
6779
|
+
TargetStrategy?: TargetStrategy | number;
|
|
6780
|
+
TargetStrategyParameters?: string;
|
|
6781
|
+
ParticipationRate?: number | string;
|
|
6782
|
+
Designation?: string;
|
|
6783
|
+
}
|
|
6784
|
+
/** One `NoMDEntries` (268) repeating-group entry. */
|
|
6785
|
+
interface MDFullGrp_NoMDEntriesEntry {
|
|
6786
|
+
MDEntryType: MDEntryType;
|
|
6787
|
+
MDEntryPx?: number | string;
|
|
6788
|
+
Currency?: string;
|
|
6789
|
+
MDEntrySize?: number | string;
|
|
6790
|
+
MDEntryDate?: string;
|
|
6791
|
+
MDEntryTime?: string;
|
|
6792
|
+
TickDirection?: TickDirection;
|
|
6793
|
+
MDMkt?: string;
|
|
6794
|
+
TradingSessionID?: string;
|
|
6795
|
+
TradingSessionSubID?: string;
|
|
6796
|
+
QuoteCondition?: string;
|
|
6797
|
+
TradeCondition?: string;
|
|
6798
|
+
MDEntryOriginator?: string;
|
|
6799
|
+
LocationID?: string;
|
|
6800
|
+
DeskID?: string;
|
|
6801
|
+
OpenCloseSettlFlag?: string;
|
|
6802
|
+
TimeInForce?: TimeInForce;
|
|
6803
|
+
ExpireDate?: string;
|
|
6804
|
+
ExpireTime?: string;
|
|
6805
|
+
MinQty?: number | string;
|
|
6806
|
+
ExecInst?: string;
|
|
6807
|
+
SellerDays?: number | string;
|
|
6808
|
+
OrderID?: string;
|
|
6809
|
+
QuoteEntryID?: string;
|
|
6810
|
+
MDEntryBuyer?: string;
|
|
6811
|
+
MDEntrySeller?: string;
|
|
6812
|
+
NumberOfOrders?: number | string;
|
|
6813
|
+
MDEntryPositionNo?: number | string;
|
|
6814
|
+
Scope?: string;
|
|
6815
|
+
PriceDelta?: number | string;
|
|
6816
|
+
Text?: string;
|
|
6817
|
+
EncodedTextLen?: number | string;
|
|
6818
|
+
EncodedText?: string;
|
|
6819
|
+
}
|
|
6820
|
+
/** One `NoMDEntries` (268) repeating-group entry. */
|
|
6821
|
+
interface MDIncGrp_NoMDEntriesEntry extends Partial<InstrumentFields>, Partial<UndInstrmtGrpFields>, Partial<InstrmtLegGrpFields> {
|
|
6822
|
+
MDUpdateAction: MDUpdateAction;
|
|
6823
|
+
DeleteReason?: DeleteReason;
|
|
6824
|
+
MDEntryType?: MDEntryType;
|
|
6825
|
+
MDEntryID?: string;
|
|
6826
|
+
MDEntryRefID?: string;
|
|
6827
|
+
FinancialStatus?: string;
|
|
6828
|
+
CorporateAction?: string;
|
|
6829
|
+
MDEntryPx?: number | string;
|
|
6830
|
+
Currency?: string;
|
|
6831
|
+
MDEntrySize?: number | string;
|
|
6832
|
+
MDEntryDate?: string;
|
|
6833
|
+
MDEntryTime?: string;
|
|
6834
|
+
TickDirection?: TickDirection;
|
|
6835
|
+
MDMkt?: string;
|
|
6836
|
+
TradingSessionID?: string;
|
|
6837
|
+
TradingSessionSubID?: string;
|
|
6838
|
+
QuoteCondition?: string;
|
|
6839
|
+
TradeCondition?: string;
|
|
6840
|
+
MDEntryOriginator?: string;
|
|
6841
|
+
LocationID?: string;
|
|
6842
|
+
DeskID?: string;
|
|
6843
|
+
OpenCloseSettlFlag?: string;
|
|
6844
|
+
TimeInForce?: TimeInForce;
|
|
6845
|
+
ExpireDate?: string;
|
|
6846
|
+
ExpireTime?: string;
|
|
6847
|
+
MinQty?: number | string;
|
|
6848
|
+
ExecInst?: string;
|
|
6849
|
+
SellerDays?: number | string;
|
|
6850
|
+
OrderID?: string;
|
|
6851
|
+
QuoteEntryID?: string;
|
|
6852
|
+
MDEntryBuyer?: string;
|
|
6853
|
+
MDEntrySeller?: string;
|
|
6854
|
+
NumberOfOrders?: number | string;
|
|
6855
|
+
MDEntryPositionNo?: number | string;
|
|
6856
|
+
Scope?: string;
|
|
6857
|
+
PriceDelta?: number | string;
|
|
6858
|
+
NetChgPrevDay?: number | string;
|
|
6859
|
+
Text?: string;
|
|
6860
|
+
EncodedTextLen?: number | string;
|
|
6861
|
+
EncodedText?: string;
|
|
6862
|
+
}
|
|
6863
|
+
/** One `NoMDEntryTypes` (267) repeating-group entry. */
|
|
6864
|
+
interface MDReqGrp_NoMDEntryTypesEntry {
|
|
6865
|
+
MDEntryType: MDEntryType;
|
|
6866
|
+
}
|
|
6867
|
+
/** One `NoAltMDSource` (816) repeating-group entry. */
|
|
6868
|
+
interface MDRjctGrp_NoAltMDSourceEntry {
|
|
6869
|
+
AltMDSourceID?: string;
|
|
6870
|
+
}
|
|
6871
|
+
/** One `NoMiscFees` (136) repeating-group entry. */
|
|
6872
|
+
interface MiscFeesGrp_NoMiscFeesEntry {
|
|
6873
|
+
MiscFeeAmt?: number | string;
|
|
6874
|
+
MiscFeeCurr?: string;
|
|
6875
|
+
MiscFeeType?: MiscFeeType;
|
|
6876
|
+
MiscFeeBasis?: MiscFeeBasis | number;
|
|
6877
|
+
}
|
|
6878
|
+
/** One `NoOrders` (73) repeating-group entry. */
|
|
6879
|
+
interface OrdAllocGrp_NoOrdersEntry extends Partial<NestedParties2Fields> {
|
|
6880
|
+
ClOrdID?: string;
|
|
6881
|
+
OrderID?: string;
|
|
6882
|
+
SecondaryOrderID?: string;
|
|
6883
|
+
SecondaryClOrdID?: string;
|
|
6884
|
+
ListID?: string;
|
|
6885
|
+
OrderQty?: number | string;
|
|
6886
|
+
OrderAvgPx?: number | string;
|
|
6887
|
+
OrderBookingQty?: number | string;
|
|
6888
|
+
}
|
|
6889
|
+
/** One `NoOrders` (73) repeating-group entry. */
|
|
6890
|
+
interface OrdListStatGrp_NoOrdersEntry {
|
|
6891
|
+
ClOrdID: string;
|
|
6892
|
+
SecondaryClOrdID?: string;
|
|
6893
|
+
CumQty: number | string;
|
|
6894
|
+
OrdStatus: OrdStatus;
|
|
6895
|
+
WorkingIndicator?: boolean;
|
|
6896
|
+
LeavesQty: number | string;
|
|
6897
|
+
CxlQty: number | string;
|
|
6898
|
+
AvgPx: number | string;
|
|
6899
|
+
OrdRejReason?: OrdRejReason | number;
|
|
6900
|
+
Text?: string;
|
|
6901
|
+
EncodedTextLen?: number | string;
|
|
6902
|
+
EncodedText?: string;
|
|
6903
|
+
}
|
|
6904
|
+
/** One `NoUnderlyings` (711) repeating-group entry. */
|
|
6905
|
+
interface PosUndInstrmtGrp_NoUnderlyingsEntry extends Partial<UnderlyingInstrumentFields> {
|
|
6906
|
+
UnderlyingSettlPrice: number | string;
|
|
6907
|
+
UnderlyingSettlPriceType: number | string;
|
|
6908
|
+
}
|
|
6909
|
+
/** One `NoAllocs` (78) repeating-group entry. */
|
|
6910
|
+
interface PreAllocGrp_NoAllocsEntry extends Partial<NestedPartiesFields> {
|
|
6911
|
+
AllocAccount?: string;
|
|
6912
|
+
AllocAcctIDSource?: number | string;
|
|
6913
|
+
AllocSettlCurrency?: string;
|
|
6914
|
+
IndividualAllocID?: string;
|
|
6915
|
+
AllocQty?: number | string;
|
|
6916
|
+
}
|
|
6917
|
+
/** One `NoAllocs` (78) repeating-group entry. */
|
|
6918
|
+
interface PreAllocMlegGrp_NoAllocsEntry extends Partial<NestedParties3Fields> {
|
|
6919
|
+
AllocAccount?: string;
|
|
6920
|
+
AllocAcctIDSource?: number | string;
|
|
6921
|
+
AllocSettlCurrency?: string;
|
|
6922
|
+
IndividualAllocID?: string;
|
|
6923
|
+
AllocQty?: number | string;
|
|
6924
|
+
}
|
|
6925
|
+
/** One `NoQuoteEntries` (295) repeating-group entry. */
|
|
6926
|
+
interface QuotCxlEntriesGrp_NoQuoteEntriesEntry extends Partial<InstrumentFields>, Partial<FinancingDetailsFields>, Partial<UndInstrmtGrpFields>, Partial<InstrmtLegGrpFields> {
|
|
6927
|
+
}
|
|
6928
|
+
/** One `NoQuoteEntries` (295) repeating-group entry. */
|
|
6929
|
+
interface QuotEntryAckGrp_NoQuoteEntriesEntry extends Partial<InstrumentFields>, Partial<InstrmtLegGrpFields> {
|
|
6930
|
+
QuoteEntryID?: string;
|
|
6931
|
+
BidPx?: number | string;
|
|
6932
|
+
OfferPx?: number | string;
|
|
6933
|
+
BidSize?: number | string;
|
|
6934
|
+
OfferSize?: number | string;
|
|
6935
|
+
ValidUntilTime?: string;
|
|
6936
|
+
BidSpotRate?: number | string;
|
|
6937
|
+
OfferSpotRate?: number | string;
|
|
6938
|
+
BidForwardPoints?: number | string;
|
|
6939
|
+
OfferForwardPoints?: number | string;
|
|
6940
|
+
MidPx?: number | string;
|
|
6941
|
+
BidYield?: number | string;
|
|
6942
|
+
MidYield?: number | string;
|
|
6943
|
+
OfferYield?: number | string;
|
|
6944
|
+
TransactTime?: string;
|
|
6945
|
+
TradingSessionID?: string;
|
|
6946
|
+
TradingSessionSubID?: string;
|
|
6947
|
+
SettlDate?: string;
|
|
6948
|
+
OrdType?: OrdType;
|
|
6949
|
+
SettlDate2?: string;
|
|
6950
|
+
OrderQty2?: number | string;
|
|
6951
|
+
BidForwardPoints2?: number | string;
|
|
6952
|
+
OfferForwardPoints2?: number | string;
|
|
6953
|
+
Currency?: string;
|
|
6954
|
+
QuoteEntryRejectReason?: number | string;
|
|
6955
|
+
}
|
|
6956
|
+
/** One `NoQuoteEntries` (295) repeating-group entry. */
|
|
6957
|
+
interface QuotEntryGrp_NoQuoteEntriesEntry extends Partial<InstrumentFields>, Partial<InstrmtLegGrpFields> {
|
|
6958
|
+
QuoteEntryID: string;
|
|
6959
|
+
BidPx?: number | string;
|
|
6960
|
+
OfferPx?: number | string;
|
|
6961
|
+
BidSize?: number | string;
|
|
6962
|
+
OfferSize?: number | string;
|
|
6963
|
+
ValidUntilTime?: string;
|
|
6964
|
+
BidSpotRate?: number | string;
|
|
6965
|
+
OfferSpotRate?: number | string;
|
|
6966
|
+
BidForwardPoints?: number | string;
|
|
6967
|
+
OfferForwardPoints?: number | string;
|
|
6968
|
+
MidPx?: number | string;
|
|
6969
|
+
BidYield?: number | string;
|
|
6970
|
+
MidYield?: number | string;
|
|
6971
|
+
OfferYield?: number | string;
|
|
6972
|
+
TransactTime?: string;
|
|
6973
|
+
TradingSessionID?: string;
|
|
6974
|
+
TradingSessionSubID?: string;
|
|
6975
|
+
SettlDate?: string;
|
|
6976
|
+
OrdType?: OrdType;
|
|
6977
|
+
SettlDate2?: string;
|
|
6978
|
+
OrderQty2?: number | string;
|
|
6979
|
+
BidForwardPoints2?: number | string;
|
|
6980
|
+
OfferForwardPoints2?: number | string;
|
|
6981
|
+
Currency?: string;
|
|
6982
|
+
}
|
|
6983
|
+
/** One `NoQuoteQualifiers` (735) repeating-group entry. */
|
|
6984
|
+
interface QuotQualGrp_NoQuoteQualifiersEntry {
|
|
6985
|
+
QuoteQualifier?: string;
|
|
6986
|
+
}
|
|
6987
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
6988
|
+
interface QuotReqGrp_NoRelatedSymEntry extends InstrumentFields, Partial<FinancingDetailsFields>, Partial<UndInstrmtGrpFields>, Partial<OrderQtyDataFields>, Partial<StipulationsFields>, Partial<QuotReqLegsGrpFields>, Partial<QuotQualGrpFields>, Partial<SpreadOrBenchmarkCurveDataFields>, Partial<YieldDataFields>, Partial<PartiesFields> {
|
|
6989
|
+
PrevClosePx?: number | string;
|
|
6990
|
+
QuoteRequestType?: QuoteRequestType | number;
|
|
6991
|
+
QuoteType?: QuoteType | number;
|
|
6992
|
+
TradingSessionID?: string;
|
|
6993
|
+
TradingSessionSubID?: string;
|
|
6994
|
+
TradeOriginationDate?: string;
|
|
6995
|
+
Side?: Side;
|
|
6996
|
+
QtyType?: QtyType | number;
|
|
6997
|
+
SettlType?: SettlType;
|
|
6998
|
+
SettlDate?: string;
|
|
6999
|
+
SettlDate2?: string;
|
|
7000
|
+
OrderQty2?: number | string;
|
|
7001
|
+
Currency?: string;
|
|
7002
|
+
Account?: string;
|
|
7003
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7004
|
+
AccountType?: AccountType | number;
|
|
7005
|
+
QuotePriceType?: QuotePriceType | number;
|
|
7006
|
+
OrdType?: OrdType;
|
|
7007
|
+
ValidUntilTime?: string;
|
|
7008
|
+
ExpireTime?: string;
|
|
7009
|
+
TransactTime?: string;
|
|
7010
|
+
PriceType?: PriceType | number;
|
|
7011
|
+
Price?: number | string;
|
|
7012
|
+
Price2?: number | string;
|
|
7013
|
+
}
|
|
7014
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
7015
|
+
interface QuotReqLegsGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields>, Partial<NestedPartiesFields>, Partial<LegBenchmarkCurveDataFields> {
|
|
7016
|
+
LegQty?: number | string;
|
|
7017
|
+
LegSwapType?: LegSwapType | number;
|
|
7018
|
+
LegSettlType?: string;
|
|
7019
|
+
LegSettlDate?: string;
|
|
7020
|
+
}
|
|
7021
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
7022
|
+
interface QuotReqRjctGrp_NoRelatedSymEntry extends InstrumentFields, Partial<FinancingDetailsFields>, Partial<UndInstrmtGrpFields>, Partial<OrderQtyDataFields>, Partial<StipulationsFields>, Partial<QuotReqLegsGrpFields>, Partial<QuotQualGrpFields>, Partial<SpreadOrBenchmarkCurveDataFields>, Partial<YieldDataFields>, Partial<PartiesFields> {
|
|
7023
|
+
PrevClosePx?: number | string;
|
|
7024
|
+
QuoteRequestType?: QuoteRequestType | number;
|
|
7025
|
+
QuoteType?: QuoteType | number;
|
|
7026
|
+
TradingSessionID?: string;
|
|
7027
|
+
TradingSessionSubID?: string;
|
|
7028
|
+
TradeOriginationDate?: string;
|
|
7029
|
+
Side?: Side;
|
|
7030
|
+
QtyType?: QtyType | number;
|
|
7031
|
+
SettlType?: SettlType;
|
|
7032
|
+
SettlDate?: string;
|
|
7033
|
+
SettlDate2?: string;
|
|
7034
|
+
OrderQty2?: number | string;
|
|
7035
|
+
Currency?: string;
|
|
7036
|
+
Account?: string;
|
|
7037
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7038
|
+
AccountType?: AccountType | number;
|
|
7039
|
+
QuotePriceType?: QuotePriceType | number;
|
|
7040
|
+
OrdType?: OrdType;
|
|
7041
|
+
ExpireTime?: string;
|
|
7042
|
+
TransactTime?: string;
|
|
7043
|
+
PriceType?: PriceType | number;
|
|
7044
|
+
Price?: number | string;
|
|
7045
|
+
Price2?: number | string;
|
|
7046
|
+
}
|
|
7047
|
+
/** One `NoQuoteSets` (296) repeating-group entry. */
|
|
7048
|
+
interface QuotSetAckGrp_NoQuoteSetsEntry extends Partial<UnderlyingInstrumentFields>, Partial<QuotEntryAckGrpFields> {
|
|
7049
|
+
QuoteSetID?: string;
|
|
7050
|
+
TotNoQuoteEntries?: number | string;
|
|
7051
|
+
LastFragment?: boolean;
|
|
7052
|
+
}
|
|
7053
|
+
/** One `NoQuoteSets` (296) repeating-group entry. */
|
|
7054
|
+
interface QuotSetGrp_NoQuoteSetsEntry extends QuotEntryGrpFields, Partial<UnderlyingInstrumentFields> {
|
|
7055
|
+
QuoteSetID: string;
|
|
7056
|
+
QuoteSetValidUntilTime?: string;
|
|
7057
|
+
TotNoQuoteEntries: number | string;
|
|
7058
|
+
LastFragment?: boolean;
|
|
7059
|
+
}
|
|
7060
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
7061
|
+
interface RelSymDerivSecGrp_NoRelatedSymEntry extends Partial<InstrumentFields>, Partial<InstrumentExtensionFields>, Partial<InstrmtLegGrpFields> {
|
|
7062
|
+
Currency?: string;
|
|
7063
|
+
ExpirationCycle?: ExpirationCycle | number;
|
|
7064
|
+
TradingSessionID?: string;
|
|
7065
|
+
TradingSessionSubID?: string;
|
|
7066
|
+
Text?: string;
|
|
7067
|
+
EncodedTextLen?: number | string;
|
|
7068
|
+
EncodedText?: string;
|
|
7069
|
+
}
|
|
7070
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
7071
|
+
interface RFQReqGrp_NoRelatedSymEntry extends InstrumentFields, Partial<UndInstrmtGrpFields>, Partial<InstrmtLegGrpFields> {
|
|
7072
|
+
PrevClosePx?: number | string;
|
|
7073
|
+
QuoteRequestType?: QuoteRequestType | number;
|
|
7074
|
+
QuoteType?: QuoteType | number;
|
|
7075
|
+
TradingSessionID?: string;
|
|
7076
|
+
TradingSessionSubID?: string;
|
|
7077
|
+
}
|
|
7078
|
+
/** One `NoDistribInsts` (510) repeating-group entry. */
|
|
7079
|
+
interface RgstDistInstGrp_NoDistribInstsEntry {
|
|
7080
|
+
DistribPaymentMethod?: DistribPaymentMethod | number;
|
|
7081
|
+
DistribPercentage?: number | string;
|
|
7082
|
+
CashDistribCurr?: string;
|
|
7083
|
+
CashDistribAgentName?: string;
|
|
7084
|
+
CashDistribAgentCode?: string;
|
|
7085
|
+
CashDistribAgentAcctNumber?: string;
|
|
7086
|
+
CashDistribPayRef?: string;
|
|
7087
|
+
CashDistribAgentAcctName?: string;
|
|
7088
|
+
}
|
|
7089
|
+
/** One `NoRegistDtls` (473) repeating-group entry. */
|
|
7090
|
+
interface RgstDtlsGrp_NoRegistDtlsEntry extends Partial<NestedPartiesFields> {
|
|
7091
|
+
RegistDtls?: string;
|
|
7092
|
+
RegistEmail?: string;
|
|
7093
|
+
MailingDtls?: string;
|
|
7094
|
+
MailingInst?: string;
|
|
7095
|
+
OwnerType?: OwnerType | number;
|
|
7096
|
+
DateOfBirth?: string;
|
|
7097
|
+
InvestorCountryOfResidence?: string;
|
|
7098
|
+
}
|
|
7099
|
+
/** One `NoRoutingIDs` (215) repeating-group entry. */
|
|
7100
|
+
interface RoutingGrp_NoRoutingIDsEntry {
|
|
7101
|
+
RoutingType?: RoutingType | number;
|
|
7102
|
+
RoutingID?: string;
|
|
7103
|
+
}
|
|
7104
|
+
/** One `NoRelatedSym` (146) repeating-group entry. */
|
|
7105
|
+
interface SecListGrp_NoRelatedSymEntry extends Partial<InstrumentFields>, Partial<InstrumentExtensionFields>, Partial<FinancingDetailsFields>, Partial<UndInstrmtGrpFields>, Partial<StipulationsFields>, Partial<InstrmtLegSecListGrpFields>, Partial<SpreadOrBenchmarkCurveDataFields>, Partial<YieldDataFields> {
|
|
7106
|
+
Currency?: string;
|
|
7107
|
+
RoundLot?: number | string;
|
|
7108
|
+
MinTradeVol?: number | string;
|
|
7109
|
+
TradingSessionID?: string;
|
|
7110
|
+
TradingSessionSubID?: string;
|
|
7111
|
+
ExpirationCycle?: ExpirationCycle | number;
|
|
7112
|
+
Text?: string;
|
|
7113
|
+
EncodedTextLen?: number | string;
|
|
7114
|
+
EncodedText?: string;
|
|
7115
|
+
}
|
|
7116
|
+
/** One `NoSecurityTypes` (558) repeating-group entry. */
|
|
7117
|
+
interface SecTypesGrp_NoSecurityTypesEntry {
|
|
7118
|
+
SecurityType?: SecurityType;
|
|
7119
|
+
SecuritySubType?: string;
|
|
7120
|
+
Product?: Product | number;
|
|
7121
|
+
CFICode?: string;
|
|
7122
|
+
}
|
|
7123
|
+
/** One `NoSettlInst` (778) repeating-group entry. */
|
|
7124
|
+
interface SettlInstGrp_NoSettlInstEntry extends Partial<PartiesFields>, Partial<SettlInstructionsDataFields> {
|
|
7125
|
+
SettlInstID?: string;
|
|
7126
|
+
SettlInstTransType?: SettlInstTransType;
|
|
7127
|
+
SettlInstRefID?: string;
|
|
7128
|
+
Side?: Side;
|
|
7129
|
+
Product?: Product | number;
|
|
7130
|
+
SecurityType?: SecurityType;
|
|
7131
|
+
CFICode?: string;
|
|
7132
|
+
EffectiveTime?: string;
|
|
7133
|
+
ExpireTime?: string;
|
|
7134
|
+
LastUpdateTime?: string;
|
|
7135
|
+
PaymentMethod?: PaymentMethod | number;
|
|
7136
|
+
PaymentRef?: string;
|
|
7137
|
+
CardHolderName?: string;
|
|
7138
|
+
CardNumber?: string;
|
|
7139
|
+
CardStartDate?: string;
|
|
7140
|
+
CardExpDate?: string;
|
|
7141
|
+
CardIssNum?: string;
|
|
7142
|
+
PaymentDate?: string;
|
|
7143
|
+
PaymentRemitterID?: string;
|
|
7144
|
+
}
|
|
7145
|
+
/** One `NoSides` (552) repeating-group entry. */
|
|
7146
|
+
interface SideCrossOrdCxlGrp_NoSidesEntry extends OrderQtyDataFields, Partial<PartiesFields> {
|
|
7147
|
+
Side: Side;
|
|
7148
|
+
OrigClOrdID: string;
|
|
7149
|
+
ClOrdID: string;
|
|
7150
|
+
SecondaryClOrdID?: string;
|
|
7151
|
+
ClOrdLinkID?: string;
|
|
7152
|
+
OrigOrdModTime?: string;
|
|
7153
|
+
TradeOriginationDate?: string;
|
|
7154
|
+
TradeDate?: string;
|
|
7155
|
+
ComplianceID?: string;
|
|
7156
|
+
Text?: string;
|
|
7157
|
+
EncodedTextLen?: number | string;
|
|
7158
|
+
EncodedText?: string;
|
|
7159
|
+
}
|
|
7160
|
+
/** One `NoSides` (552) repeating-group entry. */
|
|
7161
|
+
interface SideCrossOrdModGrp_NoSidesEntry extends OrderQtyDataFields, Partial<PartiesFields>, Partial<PreAllocGrpFields>, Partial<CommissionDataFields> {
|
|
7162
|
+
Side: Side;
|
|
7163
|
+
ClOrdID: string;
|
|
7164
|
+
SecondaryClOrdID?: string;
|
|
7165
|
+
ClOrdLinkID?: string;
|
|
7166
|
+
TradeOriginationDate?: string;
|
|
7167
|
+
TradeDate?: string;
|
|
7168
|
+
Account?: string;
|
|
7169
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7170
|
+
AccountType?: AccountType | number;
|
|
7171
|
+
DayBookingInst?: DayBookingInst;
|
|
7172
|
+
BookingUnit?: BookingUnit;
|
|
7173
|
+
PreallocMethod?: PreallocMethod;
|
|
7174
|
+
AllocID?: string;
|
|
7175
|
+
QtyType?: QtyType | number;
|
|
7176
|
+
OrderCapacity?: OrderCapacity;
|
|
7177
|
+
OrderRestrictions?: string;
|
|
7178
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
7179
|
+
ForexReq?: boolean;
|
|
7180
|
+
SettlCurrency?: string;
|
|
7181
|
+
BookingType?: BookingType | number;
|
|
7182
|
+
Text?: string;
|
|
7183
|
+
EncodedTextLen?: number | string;
|
|
7184
|
+
EncodedText?: string;
|
|
7185
|
+
PositionEffect?: PositionEffect;
|
|
7186
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
7187
|
+
CashMargin?: CashMargin;
|
|
7188
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
7189
|
+
SolicitedFlag?: boolean;
|
|
7190
|
+
SideComplianceID?: string;
|
|
7191
|
+
}
|
|
7192
|
+
/** One `NoAllocs` (78) repeating-group entry. */
|
|
7193
|
+
interface TrdAllocGrp_NoAllocsEntry extends Partial<NestedParties2Fields> {
|
|
7194
|
+
AllocAccount?: string;
|
|
7195
|
+
AllocAcctIDSource?: number | string;
|
|
7196
|
+
AllocSettlCurrency?: string;
|
|
7197
|
+
IndividualAllocID?: string;
|
|
7198
|
+
AllocQty?: number | string;
|
|
7199
|
+
}
|
|
7200
|
+
/** One `NoSides` (552) repeating-group entry. */
|
|
7201
|
+
interface TrdCapRptSideGrp_NoSidesEntry extends Partial<PartiesFields>, Partial<ClrInstGrpFields>, Partial<CommissionDataFields>, Partial<ContAmtGrpFields>, Partial<StipulationsFields>, Partial<MiscFeesGrpFields>, Partial<TrdAllocGrpFields> {
|
|
7202
|
+
Side: Side;
|
|
7203
|
+
OrderID: string;
|
|
7204
|
+
SecondaryOrderID?: string;
|
|
7205
|
+
ClOrdID?: string;
|
|
7206
|
+
SecondaryClOrdID?: string;
|
|
7207
|
+
ListID?: string;
|
|
7208
|
+
Account?: string;
|
|
7209
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7210
|
+
AccountType?: AccountType | number;
|
|
7211
|
+
ProcessCode?: ProcessCode;
|
|
7212
|
+
OddLot?: boolean;
|
|
7213
|
+
TradeInputSource?: string;
|
|
7214
|
+
TradeInputDevice?: string;
|
|
7215
|
+
OrderInputDevice?: string;
|
|
7216
|
+
Currency?: string;
|
|
7217
|
+
ComplianceID?: string;
|
|
7218
|
+
SolicitedFlag?: boolean;
|
|
7219
|
+
OrderCapacity?: OrderCapacity;
|
|
7220
|
+
OrderRestrictions?: string;
|
|
7221
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
7222
|
+
OrdType?: OrdType;
|
|
7223
|
+
ExecInst?: string;
|
|
7224
|
+
TransBkdTime?: string;
|
|
7225
|
+
TradingSessionID?: string;
|
|
7226
|
+
TradingSessionSubID?: string;
|
|
7227
|
+
TimeBracket?: string;
|
|
7228
|
+
GrossTradeAmt?: number | string;
|
|
7229
|
+
NumDaysInterest?: number | string;
|
|
7230
|
+
ExDate?: string;
|
|
7231
|
+
AccruedInterestRate?: number | string;
|
|
7232
|
+
AccruedInterestAmt?: number | string;
|
|
7233
|
+
InterestAtMaturity?: number | string;
|
|
7234
|
+
EndAccruedInterestAmt?: number | string;
|
|
7235
|
+
StartCash?: number | string;
|
|
7236
|
+
EndCash?: number | string;
|
|
7237
|
+
Concession?: number | string;
|
|
7238
|
+
TotalTakedown?: number | string;
|
|
7239
|
+
NetMoney?: number | string;
|
|
7240
|
+
SettlCurrAmt?: number | string;
|
|
7241
|
+
SettlCurrency?: string;
|
|
7242
|
+
SettlCurrFxRate?: number | string;
|
|
7243
|
+
SettlCurrFxRateCalc?: SettlCurrFxRateCalc;
|
|
7244
|
+
PositionEffect?: PositionEffect;
|
|
7245
|
+
Text?: string;
|
|
7246
|
+
EncodedTextLen?: number | string;
|
|
7247
|
+
EncodedText?: string;
|
|
7248
|
+
SideMultiLegReportingType?: SideMultiLegReportingType | number;
|
|
7249
|
+
ExchangeRule?: string;
|
|
7250
|
+
TradeAllocIndicator?: TradeAllocIndicator | number;
|
|
7251
|
+
PreallocMethod?: PreallocMethod;
|
|
7252
|
+
AllocID?: string;
|
|
7253
|
+
}
|
|
7254
|
+
/** One `NoTrades` (897) repeating-group entry. */
|
|
7255
|
+
interface TrdCollGrp_NoTradesEntry {
|
|
7256
|
+
TradeReportID?: string;
|
|
7257
|
+
SecondaryTradeReportID?: string;
|
|
7258
|
+
}
|
|
7259
|
+
/** One `NoLegs` (555) repeating-group entry. */
|
|
7260
|
+
interface TrdInstrmtLegGrp_NoLegsEntry extends Partial<InstrumentLegFields>, Partial<LegStipulationsFields>, Partial<NestedPartiesFields> {
|
|
7261
|
+
LegQty?: number | string;
|
|
7262
|
+
LegSwapType?: LegSwapType | number;
|
|
7263
|
+
LegPositionEffect?: string;
|
|
7264
|
+
LegCoveredOrUncovered?: number | string;
|
|
7265
|
+
LegRefID?: string;
|
|
7266
|
+
LegPrice?: number | string;
|
|
7267
|
+
LegSettlType?: string;
|
|
7268
|
+
LegSettlDate?: string;
|
|
7269
|
+
LegLastPx?: number | string;
|
|
7270
|
+
}
|
|
7271
|
+
/** One `NoTradingSessions` (386) repeating-group entry. */
|
|
7272
|
+
interface TrdgSesGrp_NoTradingSessionsEntry {
|
|
7273
|
+
TradingSessionID?: string;
|
|
7274
|
+
TradingSessionSubID?: string;
|
|
7275
|
+
}
|
|
7276
|
+
/** One `NoUnderlyings` (711) repeating-group entry. */
|
|
7277
|
+
interface UndInstrmtCollGrp_NoUnderlyingsEntry extends Partial<UnderlyingInstrumentFields> {
|
|
7278
|
+
CollAction?: CollAction | number;
|
|
7279
|
+
}
|
|
7280
|
+
/** One `NoUnderlyings` (711) repeating-group entry. */
|
|
7281
|
+
interface UndInstrmtGrp_NoUnderlyingsEntry extends Partial<UnderlyingInstrumentFields> {
|
|
7282
|
+
}
|
|
7283
|
+
/** One `NoUnderlyings` (711) repeating-group entry. */
|
|
7284
|
+
interface UndInstrmtStrkPxGrp_NoUnderlyingsEntry extends Partial<UnderlyingInstrumentFields> {
|
|
7285
|
+
PrevClosePx?: number | string;
|
|
7286
|
+
ClOrdID?: string;
|
|
7287
|
+
SecondaryClOrdID?: string;
|
|
7288
|
+
Side?: Side;
|
|
7289
|
+
Price: number | string;
|
|
7290
|
+
Currency?: string;
|
|
7291
|
+
Text?: string;
|
|
7292
|
+
EncodedTextLen?: number | string;
|
|
7293
|
+
EncodedText?: string;
|
|
7294
|
+
}
|
|
7295
|
+
/** One `NoDates` (580) repeating-group entry. */
|
|
7296
|
+
interface TrdCapDtGrp_NoDatesEntry {
|
|
7297
|
+
TradeDate?: string;
|
|
7298
|
+
TransactTime?: string;
|
|
7299
|
+
}
|
|
7300
|
+
/** One `NoEvents` (864) repeating-group entry. */
|
|
7301
|
+
interface EvntGrp_NoEventsEntry {
|
|
7302
|
+
EventType?: EventType | number;
|
|
7303
|
+
EventDate?: string;
|
|
7304
|
+
EventPx?: number | string;
|
|
7305
|
+
EventText?: string;
|
|
7306
|
+
}
|
|
7307
|
+
/** One `NoSecurityAltID` (454) repeating-group entry. */
|
|
7308
|
+
interface SecAltIDGrp_NoSecurityAltIDEntry {
|
|
7309
|
+
SecurityAltID?: string;
|
|
7310
|
+
SecurityAltIDSource?: string;
|
|
7311
|
+
}
|
|
7312
|
+
/** One `NoLegSecurityAltID` (604) repeating-group entry. */
|
|
7313
|
+
interface LegSecAltIDGrp_NoLegSecurityAltIDEntry {
|
|
7314
|
+
LegSecurityAltID?: string;
|
|
7315
|
+
LegSecurityAltIDSource?: string;
|
|
7316
|
+
}
|
|
7317
|
+
/** One `NoUnderlyingSecurityAltID` (457) repeating-group entry. */
|
|
7318
|
+
interface UndSecAltIDGrp_NoUnderlyingSecurityAltIDEntry {
|
|
7319
|
+
UnderlyingSecurityAltID?: string;
|
|
7320
|
+
UnderlyingSecurityAltIDSource?: string;
|
|
7321
|
+
}
|
|
7322
|
+
/** One `NoInstrAttrib` (870) repeating-group entry. */
|
|
7323
|
+
interface AttrbGrp_NoInstrAttribEntry {
|
|
7324
|
+
InstrAttribType?: InstrAttribType | number;
|
|
7325
|
+
InstrAttribValue?: string;
|
|
7326
|
+
}
|
|
7327
|
+
/** One `NoDlvyInst` (85) repeating-group entry. */
|
|
7328
|
+
interface DlvyInstGrp_NoDlvyInstEntry extends Partial<SettlPartiesFields> {
|
|
7329
|
+
SettlInstSource?: SettlInstSource;
|
|
7330
|
+
DlvyInstType?: DlvyInstType;
|
|
7331
|
+
}
|
|
7332
|
+
/** One `NoSettlPartySubIDs` (801) repeating-group entry. */
|
|
7333
|
+
interface SettlPtysSubGrp_NoSettlPartySubIDsEntry {
|
|
7334
|
+
SettlPartySubID?: string;
|
|
7335
|
+
SettlPartySubIDType?: number | string;
|
|
7336
|
+
}
|
|
7337
|
+
/** One `NoPartySubIDs` (802) repeating-group entry. */
|
|
7338
|
+
interface PtysSubGrp_NoPartySubIDsEntry {
|
|
7339
|
+
PartySubID?: string;
|
|
7340
|
+
PartySubIDType?: PartySubIDType | number;
|
|
7341
|
+
}
|
|
7342
|
+
/** One `NoNestedPartySubIDs` (804) repeating-group entry. */
|
|
7343
|
+
interface NstdPtysSubGrp_NoNestedPartySubIDsEntry {
|
|
7344
|
+
NestedPartySubID?: string;
|
|
7345
|
+
NestedPartySubIDType?: number | string;
|
|
7346
|
+
}
|
|
7347
|
+
/** One `NoNested2PartySubIDs` (806) repeating-group entry. */
|
|
7348
|
+
interface NstdPtys2SubGrp_NoNested2PartySubIDsEntry {
|
|
7349
|
+
Nested2PartySubID?: string;
|
|
7350
|
+
Nested2PartySubIDType?: number | string;
|
|
7351
|
+
}
|
|
7352
|
+
/** One `NoNested3PartySubIDs` (952) repeating-group entry. */
|
|
7353
|
+
interface NstdPtys3SubGrp_NoNested3PartySubIDsEntry {
|
|
7354
|
+
Nested3PartySubID?: string;
|
|
7355
|
+
Nested3PartySubIDType?: number | string;
|
|
7356
|
+
}
|
|
7357
|
+
/** One `NoMsgTypes` (384) repeating-group entry. */
|
|
7358
|
+
interface Logon_NoMsgTypesEntry {
|
|
7359
|
+
RefMsgType?: string;
|
|
7360
|
+
MsgDirection?: MsgDirection;
|
|
7361
|
+
}
|
|
7362
|
+
/** `Heartbeat` (`0`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7363
|
+
type HeartbeatBody = {
|
|
7364
|
+
TestReqID?: string;
|
|
7365
|
+
};
|
|
7366
|
+
/** `TestRequest` (`1`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7367
|
+
type TestRequestBody = {
|
|
7368
|
+
TestReqID: string;
|
|
7369
|
+
};
|
|
7370
|
+
/** `ResendRequest` (`2`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7371
|
+
type ResendRequestBody = {
|
|
7372
|
+
BeginSeqNo: number | string;
|
|
7373
|
+
EndSeqNo: number | string;
|
|
7374
|
+
};
|
|
7375
|
+
/** `Reject` (`3`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7376
|
+
type RejectBody = {
|
|
7377
|
+
RefSeqNum: number | string;
|
|
7378
|
+
RefTagID?: number | string;
|
|
7379
|
+
RefMsgType?: string;
|
|
7380
|
+
SessionRejectReason?: SessionRejectReason | number;
|
|
7381
|
+
Text?: string;
|
|
7382
|
+
EncodedTextLen?: number | string;
|
|
7383
|
+
EncodedText?: string;
|
|
7384
|
+
};
|
|
7385
|
+
/** `SequenceReset` (`4`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7386
|
+
type SequenceResetBody = {
|
|
7387
|
+
GapFillFlag?: boolean;
|
|
7388
|
+
NewSeqNo: number | string;
|
|
7389
|
+
};
|
|
7390
|
+
/** `Logout` (`5`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7391
|
+
type LogoutBody = {
|
|
7392
|
+
Text?: string;
|
|
7393
|
+
EncodedTextLen?: number | string;
|
|
7394
|
+
EncodedText?: string;
|
|
7395
|
+
};
|
|
7396
|
+
/** `IOI` (`6`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7397
|
+
type IOIBody = {
|
|
7398
|
+
IOIID: string;
|
|
7399
|
+
IOITransType: IOITransType;
|
|
7400
|
+
IOIRefID?: string;
|
|
7401
|
+
Side: Side;
|
|
7402
|
+
QtyType?: QtyType | number;
|
|
7403
|
+
IOIQty: IOIQty;
|
|
7404
|
+
Currency?: string;
|
|
7405
|
+
PriceType?: PriceType | number;
|
|
7406
|
+
Price?: number | string;
|
|
7407
|
+
ValidUntilTime?: string;
|
|
7408
|
+
IOIQltyInd?: IOIQltyInd;
|
|
7409
|
+
IOINaturalFlag?: boolean;
|
|
7410
|
+
Text?: string;
|
|
7411
|
+
EncodedTextLen?: number | string;
|
|
7412
|
+
EncodedText?: string;
|
|
7413
|
+
TransactTime?: string;
|
|
7414
|
+
URLLink?: string;
|
|
7415
|
+
} & InstrumentFields & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<OrderQtyDataFields> & Partial<StipulationsFields> & Partial<InstrmtLegIOIGrpFields> & Partial<IOIQualGrpFields> & Partial<RoutingGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields>;
|
|
7416
|
+
/** `Advertisement` (`7`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7417
|
+
type AdvertisementBody = {
|
|
7418
|
+
AdvId: string;
|
|
7419
|
+
AdvTransType: AdvTransType;
|
|
7420
|
+
AdvRefID?: string;
|
|
7421
|
+
AdvSide: AdvSide;
|
|
7422
|
+
Quantity: number | string;
|
|
7423
|
+
QtyType?: QtyType | number;
|
|
7424
|
+
Price?: number | string;
|
|
7425
|
+
Currency?: string;
|
|
7426
|
+
TradeDate?: string;
|
|
7427
|
+
TransactTime?: string;
|
|
7428
|
+
Text?: string;
|
|
7429
|
+
EncodedTextLen?: number | string;
|
|
7430
|
+
EncodedText?: string;
|
|
7431
|
+
URLLink?: string;
|
|
7432
|
+
LastMkt?: string;
|
|
7433
|
+
TradingSessionID?: string;
|
|
7434
|
+
TradingSessionSubID?: string;
|
|
7435
|
+
} & InstrumentFields & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields>;
|
|
7436
|
+
/** `ExecutionReport` (`8`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7437
|
+
type ExecutionReportBody = {
|
|
7438
|
+
OrderID: string;
|
|
7439
|
+
SecondaryOrderID?: string;
|
|
7440
|
+
SecondaryClOrdID?: string;
|
|
7441
|
+
SecondaryExecID?: string;
|
|
7442
|
+
ClOrdID?: string;
|
|
7443
|
+
OrigClOrdID?: string;
|
|
7444
|
+
ClOrdLinkID?: string;
|
|
7445
|
+
QuoteRespID?: string;
|
|
7446
|
+
OrdStatusReqID?: string;
|
|
7447
|
+
MassStatusReqID?: string;
|
|
7448
|
+
TotNumReports?: number | string;
|
|
7449
|
+
LastRptRequested?: boolean;
|
|
7450
|
+
TradeOriginationDate?: string;
|
|
7451
|
+
ListID?: string;
|
|
7452
|
+
CrossID?: string;
|
|
7453
|
+
OrigCrossID?: string;
|
|
7454
|
+
CrossType?: CrossType | number;
|
|
7455
|
+
ExecID: string;
|
|
7456
|
+
ExecRefID?: string;
|
|
7457
|
+
ExecType: ExecType;
|
|
7458
|
+
OrdStatus: OrdStatus;
|
|
7459
|
+
WorkingIndicator?: boolean;
|
|
7460
|
+
OrdRejReason?: OrdRejReason | number;
|
|
7461
|
+
ExecRestatementReason?: ExecRestatementReason | number;
|
|
7462
|
+
Account?: string;
|
|
7463
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7464
|
+
AccountType?: AccountType | number;
|
|
7465
|
+
DayBookingInst?: DayBookingInst;
|
|
7466
|
+
BookingUnit?: BookingUnit;
|
|
7467
|
+
PreallocMethod?: PreallocMethod;
|
|
7468
|
+
SettlType?: SettlType;
|
|
7469
|
+
SettlDate?: string;
|
|
7470
|
+
CashMargin?: CashMargin;
|
|
7471
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
7472
|
+
Side: Side;
|
|
7473
|
+
QtyType?: QtyType | number;
|
|
7474
|
+
OrdType?: OrdType;
|
|
7475
|
+
PriceType?: PriceType | number;
|
|
7476
|
+
Price?: number | string;
|
|
7477
|
+
StopPx?: number | string;
|
|
7478
|
+
PeggedPrice?: number | string;
|
|
7479
|
+
DiscretionPrice?: number | string;
|
|
7480
|
+
TargetStrategy?: TargetStrategy | number;
|
|
7481
|
+
TargetStrategyParameters?: string;
|
|
7482
|
+
ParticipationRate?: number | string;
|
|
7483
|
+
TargetStrategyPerformance?: number | string;
|
|
7484
|
+
Currency?: string;
|
|
7485
|
+
ComplianceID?: string;
|
|
7486
|
+
SolicitedFlag?: boolean;
|
|
7487
|
+
TimeInForce?: TimeInForce;
|
|
7488
|
+
EffectiveTime?: string;
|
|
7489
|
+
ExpireDate?: string;
|
|
7490
|
+
ExpireTime?: string;
|
|
7491
|
+
ExecInst?: string;
|
|
7492
|
+
OrderCapacity?: OrderCapacity;
|
|
7493
|
+
OrderRestrictions?: string;
|
|
7494
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
7495
|
+
LastQty?: number | string;
|
|
7496
|
+
UnderlyingLastQty?: number | string;
|
|
7497
|
+
LastPx?: number | string;
|
|
7498
|
+
UnderlyingLastPx?: number | string;
|
|
7499
|
+
LastParPx?: number | string;
|
|
7500
|
+
LastSpotRate?: number | string;
|
|
7501
|
+
LastForwardPoints?: number | string;
|
|
7502
|
+
LastMkt?: string;
|
|
7503
|
+
TradingSessionID?: string;
|
|
7504
|
+
TradingSessionSubID?: string;
|
|
7505
|
+
TimeBracket?: string;
|
|
7506
|
+
LastCapacity?: LastCapacity;
|
|
7507
|
+
LeavesQty: number | string;
|
|
7508
|
+
CumQty: number | string;
|
|
7509
|
+
AvgPx: number | string;
|
|
7510
|
+
DayOrderQty?: number | string;
|
|
7511
|
+
DayCumQty?: number | string;
|
|
7512
|
+
DayAvgPx?: number | string;
|
|
7513
|
+
GTBookingInst?: GTBookingInst | number;
|
|
7514
|
+
TradeDate?: string;
|
|
7515
|
+
TransactTime?: string;
|
|
7516
|
+
ReportToExch?: boolean;
|
|
7517
|
+
GrossTradeAmt?: number | string;
|
|
7518
|
+
NumDaysInterest?: number | string;
|
|
7519
|
+
ExDate?: string;
|
|
7520
|
+
AccruedInterestRate?: number | string;
|
|
7521
|
+
AccruedInterestAmt?: number | string;
|
|
7522
|
+
InterestAtMaturity?: number | string;
|
|
7523
|
+
EndAccruedInterestAmt?: number | string;
|
|
7524
|
+
StartCash?: number | string;
|
|
7525
|
+
EndCash?: number | string;
|
|
7526
|
+
TradedFlatSwitch?: boolean;
|
|
7527
|
+
BasisFeatureDate?: string;
|
|
7528
|
+
BasisFeaturePrice?: number | string;
|
|
7529
|
+
Concession?: number | string;
|
|
7530
|
+
TotalTakedown?: number | string;
|
|
7531
|
+
NetMoney?: number | string;
|
|
7532
|
+
SettlCurrAmt?: number | string;
|
|
7533
|
+
SettlCurrency?: string;
|
|
7534
|
+
SettlCurrFxRate?: number | string;
|
|
7535
|
+
SettlCurrFxRateCalc?: SettlCurrFxRateCalc;
|
|
7536
|
+
HandlInst?: HandlInst;
|
|
7537
|
+
MinQty?: number | string;
|
|
7538
|
+
MaxFloor?: number | string;
|
|
7539
|
+
PositionEffect?: PositionEffect;
|
|
7540
|
+
MaxShow?: number | string;
|
|
7541
|
+
BookingType?: BookingType | number;
|
|
7542
|
+
Text?: string;
|
|
7543
|
+
EncodedTextLen?: number | string;
|
|
7544
|
+
EncodedText?: string;
|
|
7545
|
+
SettlDate2?: string;
|
|
7546
|
+
OrderQty2?: number | string;
|
|
7547
|
+
LastForwardPoints2?: number | string;
|
|
7548
|
+
MultiLegReportingType?: MultiLegReportingType;
|
|
7549
|
+
CancellationRights?: CancellationRights;
|
|
7550
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
7551
|
+
RegistID?: string;
|
|
7552
|
+
Designation?: string;
|
|
7553
|
+
TransBkdTime?: string;
|
|
7554
|
+
ExecValuationPoint?: string;
|
|
7555
|
+
ExecPriceType?: ExecPriceType;
|
|
7556
|
+
ExecPriceAdjustment?: number | string;
|
|
7557
|
+
PriorityIndicator?: PriorityIndicator | number;
|
|
7558
|
+
PriceImprovement?: number | string;
|
|
7559
|
+
LastLiquidityInd?: LastLiquidityInd | number;
|
|
7560
|
+
CopyMsgIndicator?: boolean;
|
|
7561
|
+
} & InstrumentFields & Partial<PartiesFields> & Partial<ContraGrpFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<StipulationsFields> & Partial<OrderQtyDataFields> & Partial<PegInstructionsFields> & Partial<DiscretionInstructionsFields> & Partial<CommissionDataFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields> & Partial<ContAmtGrpFields> & Partial<InstrmtLegExecGrpFields> & Partial<MiscFeesGrpFields>;
|
|
7562
|
+
/** `OrderCancelReject` (`9`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7563
|
+
type OrderCancelRejectBody = {
|
|
7564
|
+
OrderID: string;
|
|
7565
|
+
SecondaryOrderID?: string;
|
|
7566
|
+
SecondaryClOrdID?: string;
|
|
7567
|
+
ClOrdID: string;
|
|
7568
|
+
ClOrdLinkID?: string;
|
|
7569
|
+
OrigClOrdID: string;
|
|
7570
|
+
OrdStatus: OrdStatus;
|
|
7571
|
+
WorkingIndicator?: boolean;
|
|
7572
|
+
OrigOrdModTime?: string;
|
|
7573
|
+
ListID?: string;
|
|
7574
|
+
Account?: string;
|
|
7575
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7576
|
+
AccountType?: AccountType | number;
|
|
7577
|
+
TradeOriginationDate?: string;
|
|
7578
|
+
TradeDate?: string;
|
|
7579
|
+
TransactTime?: string;
|
|
7580
|
+
CxlRejResponseTo: CxlRejResponseTo;
|
|
7581
|
+
CxlRejReason?: CxlRejReason | number;
|
|
7582
|
+
Text?: string;
|
|
7583
|
+
EncodedTextLen?: number | string;
|
|
7584
|
+
EncodedText?: string;
|
|
7585
|
+
};
|
|
7586
|
+
/** `Logon` (`A`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7587
|
+
type LogonBody = {
|
|
7588
|
+
EncryptMethod: EncryptMethod | number;
|
|
7589
|
+
HeartBtInt: number | string;
|
|
7590
|
+
RawDataLength?: number | string;
|
|
7591
|
+
RawData?: string;
|
|
7592
|
+
ResetSeqNumFlag?: boolean;
|
|
7593
|
+
NextExpectedMsgSeqNum?: number | string;
|
|
7594
|
+
MaxMessageSize?: number | string;
|
|
7595
|
+
NoMsgTypes?: Logon_NoMsgTypesEntry[];
|
|
7596
|
+
TestMessageIndicator?: boolean;
|
|
7597
|
+
Username?: string;
|
|
7598
|
+
Password?: string;
|
|
7599
|
+
};
|
|
7600
|
+
/** `News` (`B`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7601
|
+
type NewsBody = {
|
|
7602
|
+
OrigTime?: string;
|
|
7603
|
+
Urgency?: Urgency;
|
|
7604
|
+
Headline: string;
|
|
7605
|
+
EncodedHeadlineLen?: number | string;
|
|
7606
|
+
EncodedHeadline?: string;
|
|
7607
|
+
URLLink?: string;
|
|
7608
|
+
RawDataLength?: number | string;
|
|
7609
|
+
RawData?: string;
|
|
7610
|
+
} & LinesOfTextGrpFields & Partial<RoutingGrpFields> & Partial<InstrmtGrpFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields>;
|
|
7611
|
+
/** `Email` (`C`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7612
|
+
type EmailBody = {
|
|
7613
|
+
EmailThreadID: string;
|
|
7614
|
+
EmailType: EmailType;
|
|
7615
|
+
OrigTime?: string;
|
|
7616
|
+
Subject: string;
|
|
7617
|
+
EncodedSubjectLen?: number | string;
|
|
7618
|
+
EncodedSubject?: string;
|
|
7619
|
+
OrderID?: string;
|
|
7620
|
+
ClOrdID?: string;
|
|
7621
|
+
RawDataLength?: number | string;
|
|
7622
|
+
RawData?: string;
|
|
7623
|
+
} & LinesOfTextGrpFields & Partial<RoutingGrpFields> & Partial<InstrmtGrpFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
7624
|
+
/** `NewOrderSingle` (`D`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7625
|
+
type NewOrderSingleBody = {
|
|
7626
|
+
ClOrdID: string;
|
|
7627
|
+
SecondaryClOrdID?: string;
|
|
7628
|
+
ClOrdLinkID?: string;
|
|
7629
|
+
TradeOriginationDate?: string;
|
|
7630
|
+
TradeDate?: string;
|
|
7631
|
+
Account?: string;
|
|
7632
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7633
|
+
AccountType?: AccountType | number;
|
|
7634
|
+
DayBookingInst?: DayBookingInst;
|
|
7635
|
+
BookingUnit?: BookingUnit;
|
|
7636
|
+
PreallocMethod?: PreallocMethod;
|
|
7637
|
+
AllocID?: string;
|
|
7638
|
+
SettlType?: SettlType;
|
|
7639
|
+
SettlDate?: string;
|
|
7640
|
+
CashMargin?: CashMargin;
|
|
7641
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
7642
|
+
HandlInst?: HandlInst;
|
|
7643
|
+
ExecInst?: string;
|
|
7644
|
+
MinQty?: number | string;
|
|
7645
|
+
MaxFloor?: number | string;
|
|
7646
|
+
ExDestination?: string;
|
|
7647
|
+
ProcessCode?: ProcessCode;
|
|
7648
|
+
PrevClosePx?: number | string;
|
|
7649
|
+
Side: Side;
|
|
7650
|
+
LocateReqd?: boolean;
|
|
7651
|
+
TransactTime: string;
|
|
7652
|
+
QtyType?: QtyType | number;
|
|
7653
|
+
OrdType: OrdType;
|
|
7654
|
+
PriceType?: PriceType | number;
|
|
7655
|
+
Price?: number | string;
|
|
7656
|
+
StopPx?: number | string;
|
|
7657
|
+
Currency?: string;
|
|
7658
|
+
ComplianceID?: string;
|
|
7659
|
+
SolicitedFlag?: boolean;
|
|
7660
|
+
IOIID?: string;
|
|
7661
|
+
QuoteID?: string;
|
|
7662
|
+
TimeInForce?: TimeInForce;
|
|
7663
|
+
EffectiveTime?: string;
|
|
7664
|
+
ExpireDate?: string;
|
|
7665
|
+
ExpireTime?: string;
|
|
7666
|
+
GTBookingInst?: GTBookingInst | number;
|
|
7667
|
+
OrderCapacity?: OrderCapacity;
|
|
7668
|
+
OrderRestrictions?: string;
|
|
7669
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
7670
|
+
ForexReq?: boolean;
|
|
7671
|
+
SettlCurrency?: string;
|
|
7672
|
+
BookingType?: BookingType | number;
|
|
7673
|
+
Text?: string;
|
|
7674
|
+
EncodedTextLen?: number | string;
|
|
7675
|
+
EncodedText?: string;
|
|
7676
|
+
SettlDate2?: string;
|
|
7677
|
+
OrderQty2?: number | string;
|
|
7678
|
+
Price2?: number | string;
|
|
7679
|
+
PositionEffect?: PositionEffect;
|
|
7680
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
7681
|
+
MaxShow?: number | string;
|
|
7682
|
+
TargetStrategy?: TargetStrategy | number;
|
|
7683
|
+
TargetStrategyParameters?: string;
|
|
7684
|
+
ParticipationRate?: number | string;
|
|
7685
|
+
CancellationRights?: CancellationRights;
|
|
7686
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
7687
|
+
RegistID?: string;
|
|
7688
|
+
Designation?: string;
|
|
7689
|
+
} & InstrumentFields & OrderQtyDataFields & Partial<PartiesFields> & Partial<PreAllocGrpFields> & Partial<TrdgSesGrpFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<StipulationsFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields> & Partial<CommissionDataFields> & Partial<PegInstructionsFields> & Partial<DiscretionInstructionsFields>;
|
|
7690
|
+
/** `NewOrderList` (`E`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7691
|
+
type NewOrderListBody = {
|
|
7692
|
+
ListID: string;
|
|
7693
|
+
BidID?: string;
|
|
7694
|
+
ClientBidID?: string;
|
|
7695
|
+
ProgRptReqs?: ProgRptReqs | number;
|
|
7696
|
+
BidType: BidType | number;
|
|
7697
|
+
ProgPeriodInterval?: number | string;
|
|
7698
|
+
CancellationRights?: CancellationRights;
|
|
7699
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
7700
|
+
RegistID?: string;
|
|
7701
|
+
ListExecInstType?: ListExecInstType;
|
|
7702
|
+
ListExecInst?: string;
|
|
7703
|
+
EncodedListExecInstLen?: number | string;
|
|
7704
|
+
EncodedListExecInst?: string;
|
|
7705
|
+
AllowableOneSidednessPct?: number | string;
|
|
7706
|
+
AllowableOneSidednessValue?: number | string;
|
|
7707
|
+
AllowableOneSidednessCurr?: string;
|
|
7708
|
+
TotNoOrders: number | string;
|
|
7709
|
+
LastFragment?: boolean;
|
|
7710
|
+
} & ListOrdGrpFields;
|
|
7711
|
+
/** `OrderCancelRequest` (`F`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7712
|
+
type OrderCancelRequestBody = {
|
|
7713
|
+
OrigClOrdID: string;
|
|
7714
|
+
OrderID?: string;
|
|
7715
|
+
ClOrdID: string;
|
|
7716
|
+
SecondaryClOrdID?: string;
|
|
7717
|
+
ClOrdLinkID?: string;
|
|
7718
|
+
ListID?: string;
|
|
7719
|
+
OrigOrdModTime?: string;
|
|
7720
|
+
Account?: string;
|
|
7721
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7722
|
+
AccountType?: AccountType | number;
|
|
7723
|
+
Side: Side;
|
|
7724
|
+
TransactTime: string;
|
|
7725
|
+
ComplianceID?: string;
|
|
7726
|
+
Text?: string;
|
|
7727
|
+
EncodedTextLen?: number | string;
|
|
7728
|
+
EncodedText?: string;
|
|
7729
|
+
} & InstrumentFields & OrderQtyDataFields & Partial<PartiesFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields>;
|
|
7730
|
+
/** `OrderCancelReplaceRequest` (`G`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7731
|
+
type OrderCancelReplaceRequestBody = {
|
|
7732
|
+
OrderID?: string;
|
|
7733
|
+
TradeOriginationDate?: string;
|
|
7734
|
+
TradeDate?: string;
|
|
7735
|
+
OrigClOrdID: string;
|
|
7736
|
+
ClOrdID: string;
|
|
7737
|
+
SecondaryClOrdID?: string;
|
|
7738
|
+
ClOrdLinkID?: string;
|
|
7739
|
+
ListID?: string;
|
|
7740
|
+
OrigOrdModTime?: string;
|
|
7741
|
+
Account?: string;
|
|
7742
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7743
|
+
AccountType?: AccountType | number;
|
|
7744
|
+
DayBookingInst?: DayBookingInst;
|
|
7745
|
+
BookingUnit?: BookingUnit;
|
|
7746
|
+
PreallocMethod?: PreallocMethod;
|
|
7747
|
+
AllocID?: string;
|
|
7748
|
+
SettlType?: SettlType;
|
|
7749
|
+
SettlDate?: string;
|
|
7750
|
+
CashMargin?: CashMargin;
|
|
7751
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
7752
|
+
HandlInst?: HandlInst;
|
|
7753
|
+
ExecInst?: string;
|
|
7754
|
+
MinQty?: number | string;
|
|
7755
|
+
MaxFloor?: number | string;
|
|
7756
|
+
ExDestination?: string;
|
|
7757
|
+
Side: Side;
|
|
7758
|
+
TransactTime: string;
|
|
7759
|
+
QtyType?: QtyType | number;
|
|
7760
|
+
OrdType: OrdType;
|
|
7761
|
+
PriceType?: PriceType | number;
|
|
7762
|
+
Price?: number | string;
|
|
7763
|
+
StopPx?: number | string;
|
|
7764
|
+
TargetStrategy?: TargetStrategy | number;
|
|
7765
|
+
TargetStrategyParameters?: string;
|
|
7766
|
+
ParticipationRate?: number | string;
|
|
7767
|
+
ComplianceID?: string;
|
|
7768
|
+
SolicitedFlag?: boolean;
|
|
7769
|
+
Currency?: string;
|
|
7770
|
+
TimeInForce?: TimeInForce;
|
|
7771
|
+
EffectiveTime?: string;
|
|
7772
|
+
ExpireDate?: string;
|
|
7773
|
+
ExpireTime?: string;
|
|
7774
|
+
GTBookingInst?: GTBookingInst | number;
|
|
7775
|
+
OrderCapacity?: OrderCapacity;
|
|
7776
|
+
OrderRestrictions?: string;
|
|
7777
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
7778
|
+
ForexReq?: boolean;
|
|
7779
|
+
SettlCurrency?: string;
|
|
7780
|
+
BookingType?: BookingType | number;
|
|
7781
|
+
Text?: string;
|
|
7782
|
+
EncodedTextLen?: number | string;
|
|
7783
|
+
EncodedText?: string;
|
|
7784
|
+
SettlDate2?: string;
|
|
7785
|
+
OrderQty2?: number | string;
|
|
7786
|
+
Price2?: number | string;
|
|
7787
|
+
PositionEffect?: PositionEffect;
|
|
7788
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
7789
|
+
MaxShow?: number | string;
|
|
7790
|
+
LocateReqd?: boolean;
|
|
7791
|
+
CancellationRights?: CancellationRights;
|
|
7792
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
7793
|
+
RegistID?: string;
|
|
7794
|
+
Designation?: string;
|
|
7795
|
+
} & InstrumentFields & OrderQtyDataFields & Partial<PartiesFields> & Partial<PreAllocGrpFields> & Partial<TrdgSesGrpFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields> & Partial<PegInstructionsFields> & Partial<DiscretionInstructionsFields> & Partial<CommissionDataFields>;
|
|
7796
|
+
/** `OrderStatusRequest` (`H`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7797
|
+
type OrderStatusRequestBody = {
|
|
7798
|
+
OrderID?: string;
|
|
7799
|
+
ClOrdID: string;
|
|
7800
|
+
SecondaryClOrdID?: string;
|
|
7801
|
+
ClOrdLinkID?: string;
|
|
7802
|
+
OrdStatusReqID?: string;
|
|
7803
|
+
Account?: string;
|
|
7804
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7805
|
+
Side: Side;
|
|
7806
|
+
} & InstrumentFields & Partial<PartiesFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields>;
|
|
7807
|
+
/** `AllocationInstruction` (`J`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7808
|
+
type AllocationInstructionBody = {
|
|
7809
|
+
AllocID: string;
|
|
7810
|
+
AllocTransType: AllocTransType;
|
|
7811
|
+
AllocType: AllocType | number;
|
|
7812
|
+
SecondaryAllocID?: string;
|
|
7813
|
+
RefAllocID?: string;
|
|
7814
|
+
AllocCancReplaceReason?: AllocCancReplaceReason | number;
|
|
7815
|
+
AllocIntermedReqType?: AllocIntermedReqType | number;
|
|
7816
|
+
AllocLinkID?: string;
|
|
7817
|
+
AllocLinkType?: AllocLinkType | number;
|
|
7818
|
+
BookingRefID?: string;
|
|
7819
|
+
AllocNoOrdersType: AllocNoOrdersType | number;
|
|
7820
|
+
PreviouslyReported?: boolean;
|
|
7821
|
+
ReversalIndicator?: boolean;
|
|
7822
|
+
MatchType?: MatchType;
|
|
7823
|
+
Side: Side;
|
|
7824
|
+
Quantity: number | string;
|
|
7825
|
+
QtyType?: QtyType | number;
|
|
7826
|
+
LastMkt?: string;
|
|
7827
|
+
TradeOriginationDate?: string;
|
|
7828
|
+
TradingSessionID?: string;
|
|
7829
|
+
TradingSessionSubID?: string;
|
|
7830
|
+
PriceType?: PriceType | number;
|
|
7831
|
+
AvgPx: number | string;
|
|
7832
|
+
AvgParPx?: number | string;
|
|
7833
|
+
Currency?: string;
|
|
7834
|
+
AvgPxPrecision?: number | string;
|
|
7835
|
+
TradeDate: string;
|
|
7836
|
+
TransactTime?: string;
|
|
7837
|
+
SettlType?: SettlType;
|
|
7838
|
+
SettlDate?: string;
|
|
7839
|
+
BookingType?: BookingType | number;
|
|
7840
|
+
GrossTradeAmt?: number | string;
|
|
7841
|
+
Concession?: number | string;
|
|
7842
|
+
TotalTakedown?: number | string;
|
|
7843
|
+
NetMoney?: number | string;
|
|
7844
|
+
PositionEffect?: PositionEffect;
|
|
7845
|
+
AutoAcceptIndicator?: boolean;
|
|
7846
|
+
Text?: string;
|
|
7847
|
+
EncodedTextLen?: number | string;
|
|
7848
|
+
EncodedText?: string;
|
|
7849
|
+
NumDaysInterest?: number | string;
|
|
7850
|
+
AccruedInterestRate?: number | string;
|
|
7851
|
+
AccruedInterestAmt?: number | string;
|
|
7852
|
+
TotalAccruedInterestAmt?: number | string;
|
|
7853
|
+
InterestAtMaturity?: number | string;
|
|
7854
|
+
EndAccruedInterestAmt?: number | string;
|
|
7855
|
+
StartCash?: number | string;
|
|
7856
|
+
EndCash?: number | string;
|
|
7857
|
+
LegalConfirm?: boolean;
|
|
7858
|
+
TotNoAllocs?: number | string;
|
|
7859
|
+
LastFragment?: boolean;
|
|
7860
|
+
} & InstrumentFields & Partial<OrdAllocGrpFields> & Partial<ExecAllocGrpFields> & Partial<InstrumentExtensionFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<PartiesFields> & Partial<StipulationsFields> & Partial<YieldDataFields> & Partial<AllocGrpFields>;
|
|
7861
|
+
/** `ListCancelRequest` (`K`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7862
|
+
type ListCancelRequestBody = {
|
|
7863
|
+
ListID: string;
|
|
7864
|
+
TransactTime: string;
|
|
7865
|
+
TradeOriginationDate?: string;
|
|
7866
|
+
TradeDate?: string;
|
|
7867
|
+
Text?: string;
|
|
7868
|
+
EncodedTextLen?: number | string;
|
|
7869
|
+
EncodedText?: string;
|
|
7870
|
+
};
|
|
7871
|
+
/** `ListExecute` (`L`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7872
|
+
type ListExecuteBody = {
|
|
7873
|
+
ListID: string;
|
|
7874
|
+
ClientBidID?: string;
|
|
7875
|
+
BidID?: string;
|
|
7876
|
+
TransactTime: string;
|
|
7877
|
+
Text?: string;
|
|
7878
|
+
EncodedTextLen?: number | string;
|
|
7879
|
+
EncodedText?: string;
|
|
7880
|
+
};
|
|
7881
|
+
/** `ListStatusRequest` (`M`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7882
|
+
type ListStatusRequestBody = {
|
|
7883
|
+
ListID: string;
|
|
7884
|
+
Text?: string;
|
|
7885
|
+
EncodedTextLen?: number | string;
|
|
7886
|
+
EncodedText?: string;
|
|
7887
|
+
};
|
|
7888
|
+
/** `ListStatus` (`N`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7889
|
+
type ListStatusBody = {
|
|
7890
|
+
ListID: string;
|
|
7891
|
+
ListStatusType: ListStatusType | number;
|
|
7892
|
+
NoRpts: number | string;
|
|
7893
|
+
ListOrderStatus: ListOrderStatus | number;
|
|
7894
|
+
RptSeq: number | string;
|
|
7895
|
+
ListStatusText?: string;
|
|
7896
|
+
EncodedListStatusTextLen?: number | string;
|
|
7897
|
+
EncodedListStatusText?: string;
|
|
7898
|
+
TransactTime?: string;
|
|
7899
|
+
TotNoOrders: number | string;
|
|
7900
|
+
LastFragment?: boolean;
|
|
7901
|
+
} & OrdListStatGrpFields;
|
|
7902
|
+
/** `AllocationInstructionAck` (`P`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7903
|
+
type AllocationInstructionAckBody = {
|
|
7904
|
+
AllocID: string;
|
|
7905
|
+
SecondaryAllocID?: string;
|
|
7906
|
+
TradeDate?: string;
|
|
7907
|
+
TransactTime: string;
|
|
7908
|
+
AllocStatus: AllocStatus | number;
|
|
7909
|
+
AllocRejCode?: AllocRejCode | number;
|
|
7910
|
+
AllocType?: AllocType | number;
|
|
7911
|
+
AllocIntermedReqType?: AllocIntermedReqType | number;
|
|
7912
|
+
MatchStatus?: MatchStatus;
|
|
7913
|
+
Product?: Product | number;
|
|
7914
|
+
SecurityType?: SecurityType;
|
|
7915
|
+
Text?: string;
|
|
7916
|
+
EncodedTextLen?: number | string;
|
|
7917
|
+
EncodedText?: string;
|
|
7918
|
+
} & Partial<PartiesFields> & Partial<AllocAckGrpFields>;
|
|
7919
|
+
/** `DontKnowTrade` (`Q`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7920
|
+
type DontKnowTradeBody = {
|
|
7921
|
+
OrderID: string;
|
|
7922
|
+
SecondaryOrderID?: string;
|
|
7923
|
+
ExecID: string;
|
|
7924
|
+
DKReason: DKReason;
|
|
7925
|
+
Side: Side;
|
|
7926
|
+
LastQty?: number | string;
|
|
7927
|
+
LastPx?: number | string;
|
|
7928
|
+
Text?: string;
|
|
7929
|
+
EncodedTextLen?: number | string;
|
|
7930
|
+
EncodedText?: string;
|
|
7931
|
+
} & InstrumentFields & OrderQtyDataFields & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
7932
|
+
/** `QuoteRequest` (`R`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7933
|
+
type QuoteRequestBody = {
|
|
7934
|
+
QuoteReqID: string;
|
|
7935
|
+
RFQReqID?: string;
|
|
7936
|
+
ClOrdID?: string;
|
|
7937
|
+
OrderCapacity?: OrderCapacity;
|
|
7938
|
+
Text?: string;
|
|
7939
|
+
EncodedTextLen?: number | string;
|
|
7940
|
+
EncodedText?: string;
|
|
7941
|
+
} & QuotReqGrpFields;
|
|
7942
|
+
/** `Quote` (`S`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7943
|
+
type QuoteBody = {
|
|
7944
|
+
QuoteReqID?: string;
|
|
7945
|
+
QuoteID: string;
|
|
7946
|
+
QuoteRespID?: string;
|
|
7947
|
+
QuoteType?: QuoteType | number;
|
|
7948
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
7949
|
+
TradingSessionID?: string;
|
|
7950
|
+
TradingSessionSubID?: string;
|
|
7951
|
+
Side?: Side;
|
|
7952
|
+
SettlType?: SettlType;
|
|
7953
|
+
SettlDate?: string;
|
|
7954
|
+
SettlDate2?: string;
|
|
7955
|
+
OrderQty2?: number | string;
|
|
7956
|
+
Currency?: string;
|
|
7957
|
+
Account?: string;
|
|
7958
|
+
AcctIDSource?: AcctIDSource | number;
|
|
7959
|
+
AccountType?: AccountType | number;
|
|
7960
|
+
BidPx?: number | string;
|
|
7961
|
+
OfferPx?: number | string;
|
|
7962
|
+
MktBidPx?: number | string;
|
|
7963
|
+
MktOfferPx?: number | string;
|
|
7964
|
+
MinBidSize?: number | string;
|
|
7965
|
+
BidSize?: number | string;
|
|
7966
|
+
MinOfferSize?: number | string;
|
|
7967
|
+
OfferSize?: number | string;
|
|
7968
|
+
ValidUntilTime?: string;
|
|
7969
|
+
BidSpotRate?: number | string;
|
|
7970
|
+
OfferSpotRate?: number | string;
|
|
7971
|
+
BidForwardPoints?: number | string;
|
|
7972
|
+
OfferForwardPoints?: number | string;
|
|
7973
|
+
MidPx?: number | string;
|
|
7974
|
+
BidYield?: number | string;
|
|
7975
|
+
MidYield?: number | string;
|
|
7976
|
+
OfferYield?: number | string;
|
|
7977
|
+
TransactTime?: string;
|
|
7978
|
+
OrdType?: OrdType;
|
|
7979
|
+
BidForwardPoints2?: number | string;
|
|
7980
|
+
OfferForwardPoints2?: number | string;
|
|
7981
|
+
SettlCurrBidFxRate?: number | string;
|
|
7982
|
+
SettlCurrOfferFxRate?: number | string;
|
|
7983
|
+
SettlCurrFxRateCalc?: SettlCurrFxRateCalc;
|
|
7984
|
+
CommType?: CommType;
|
|
7985
|
+
Commission?: number | string;
|
|
7986
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
7987
|
+
ExDestination?: string;
|
|
7988
|
+
OrderCapacity?: OrderCapacity;
|
|
7989
|
+
PriceType?: PriceType | number;
|
|
7990
|
+
Text?: string;
|
|
7991
|
+
EncodedTextLen?: number | string;
|
|
7992
|
+
EncodedText?: string;
|
|
7993
|
+
} & InstrumentFields & Partial<QuotQualGrpFields> & Partial<PartiesFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<OrderQtyDataFields> & Partial<StipulationsFields> & Partial<LegQuotGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields>;
|
|
7994
|
+
/** `SettlementInstructions` (`T`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
7995
|
+
type SettlementInstructionsBody = {
|
|
7996
|
+
SettlInstMsgID: string;
|
|
7997
|
+
SettlInstReqID?: string;
|
|
7998
|
+
SettlInstMode: SettlInstMode;
|
|
7999
|
+
SettlInstReqRejCode?: SettlInstReqRejCode | number;
|
|
8000
|
+
Text?: string;
|
|
8001
|
+
EncodedTextLen?: number | string;
|
|
8002
|
+
EncodedText?: string;
|
|
8003
|
+
ClOrdID?: string;
|
|
8004
|
+
TransactTime: string;
|
|
8005
|
+
} & Partial<SettlInstGrpFields>;
|
|
8006
|
+
/** `MarketDataRequest` (`V`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8007
|
+
type MarketDataRequestBody = {
|
|
8008
|
+
MDReqID: string;
|
|
8009
|
+
SubscriptionRequestType: SubscriptionRequestType;
|
|
8010
|
+
MarketDepth: number | string;
|
|
8011
|
+
MDUpdateType?: MDUpdateType | number;
|
|
8012
|
+
AggregatedBook?: boolean;
|
|
8013
|
+
OpenCloseSettlFlag?: string;
|
|
8014
|
+
Scope?: string;
|
|
8015
|
+
MDImplicitDelete?: boolean;
|
|
8016
|
+
ApplQueueAction?: ApplQueueAction | number;
|
|
8017
|
+
ApplQueueMax?: number | string;
|
|
8018
|
+
} & MDReqGrpFields & InstrmtMDReqGrpFields & Partial<TrdgSesGrpFields>;
|
|
8019
|
+
/** `MarketDataSnapshotFullRefresh` (`W`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8020
|
+
type MarketDataSnapshotFullRefreshBody = {
|
|
8021
|
+
MDReqID?: string;
|
|
8022
|
+
FinancialStatus?: string;
|
|
8023
|
+
CorporateAction?: string;
|
|
8024
|
+
NetChgPrevDay?: number | string;
|
|
8025
|
+
ApplQueueDepth?: number | string;
|
|
8026
|
+
ApplQueueResolution?: ApplQueueResolution | number;
|
|
8027
|
+
} & InstrumentFields & MDFullGrpFields & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8028
|
+
/** `MarketDataIncrementalRefresh` (`X`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8029
|
+
type MarketDataIncrementalRefreshBody = {
|
|
8030
|
+
MDReqID?: string;
|
|
8031
|
+
ApplQueueDepth?: number | string;
|
|
8032
|
+
ApplQueueResolution?: ApplQueueResolution | number;
|
|
8033
|
+
} & MDIncGrpFields;
|
|
8034
|
+
/** `MarketDataRequestReject` (`Y`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8035
|
+
type MarketDataRequestRejectBody = {
|
|
8036
|
+
MDReqID: string;
|
|
8037
|
+
MDReqRejReason?: MDReqRejReason;
|
|
8038
|
+
Text?: string;
|
|
8039
|
+
EncodedTextLen?: number | string;
|
|
8040
|
+
EncodedText?: string;
|
|
8041
|
+
} & Partial<MDRjctGrpFields>;
|
|
8042
|
+
/** `QuoteCancel` (`Z`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8043
|
+
type QuoteCancelBody = {
|
|
8044
|
+
QuoteReqID?: string;
|
|
8045
|
+
QuoteID: string;
|
|
8046
|
+
QuoteCancelType: QuoteCancelType | number;
|
|
8047
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
8048
|
+
Account?: string;
|
|
8049
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8050
|
+
AccountType?: AccountType | number;
|
|
8051
|
+
TradingSessionID?: string;
|
|
8052
|
+
TradingSessionSubID?: string;
|
|
8053
|
+
} & Partial<PartiesFields> & Partial<QuotCxlEntriesGrpFields>;
|
|
8054
|
+
/** `QuoteStatusRequest` (`a`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8055
|
+
type QuoteStatusRequestBody = {
|
|
8056
|
+
QuoteStatusReqID?: string;
|
|
8057
|
+
QuoteID?: string;
|
|
8058
|
+
Account?: string;
|
|
8059
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8060
|
+
AccountType?: AccountType | number;
|
|
8061
|
+
TradingSessionID?: string;
|
|
8062
|
+
TradingSessionSubID?: string;
|
|
8063
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8064
|
+
} & InstrumentFields & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields> & Partial<PartiesFields>;
|
|
8065
|
+
/** `MassQuoteAcknowledgement` (`b`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8066
|
+
type MassQuoteAcknowledgementBody = {
|
|
8067
|
+
QuoteReqID?: string;
|
|
8068
|
+
QuoteID?: string;
|
|
8069
|
+
QuoteStatus: QuoteStatus | number;
|
|
8070
|
+
QuoteRejectReason?: QuoteRejectReason | number;
|
|
8071
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
8072
|
+
QuoteType?: QuoteType | number;
|
|
8073
|
+
Account?: string;
|
|
8074
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8075
|
+
AccountType?: AccountType | number;
|
|
8076
|
+
Text?: string;
|
|
8077
|
+
EncodedTextLen?: number | string;
|
|
8078
|
+
EncodedText?: string;
|
|
8079
|
+
} & Partial<PartiesFields> & Partial<QuotSetAckGrpFields>;
|
|
8080
|
+
/** `SecurityDefinitionRequest` (`c`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8081
|
+
type SecurityDefinitionRequestBody = {
|
|
8082
|
+
SecurityReqID: string;
|
|
8083
|
+
SecurityRequestType: SecurityRequestType | number;
|
|
8084
|
+
Currency?: string;
|
|
8085
|
+
Text?: string;
|
|
8086
|
+
EncodedTextLen?: number | string;
|
|
8087
|
+
EncodedText?: string;
|
|
8088
|
+
TradingSessionID?: string;
|
|
8089
|
+
TradingSessionSubID?: string;
|
|
8090
|
+
ExpirationCycle?: ExpirationCycle | number;
|
|
8091
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8092
|
+
} & Partial<InstrumentFields> & Partial<InstrumentExtensionFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8093
|
+
/** `SecurityDefinition` (`d`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8094
|
+
type SecurityDefinitionBody = {
|
|
8095
|
+
SecurityReqID: string;
|
|
8096
|
+
SecurityResponseID: string;
|
|
8097
|
+
SecurityResponseType: SecurityResponseType | number;
|
|
8098
|
+
Currency?: string;
|
|
8099
|
+
TradingSessionID?: string;
|
|
8100
|
+
TradingSessionSubID?: string;
|
|
8101
|
+
Text?: string;
|
|
8102
|
+
EncodedTextLen?: number | string;
|
|
8103
|
+
EncodedText?: string;
|
|
8104
|
+
ExpirationCycle?: ExpirationCycle | number;
|
|
8105
|
+
RoundLot?: number | string;
|
|
8106
|
+
MinTradeVol?: number | string;
|
|
8107
|
+
} & Partial<InstrumentFields> & Partial<InstrumentExtensionFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8108
|
+
/** `SecurityStatusRequest` (`e`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8109
|
+
type SecurityStatusRequestBody = {
|
|
8110
|
+
SecurityStatusReqID: string;
|
|
8111
|
+
Currency?: string;
|
|
8112
|
+
SubscriptionRequestType: SubscriptionRequestType;
|
|
8113
|
+
TradingSessionID?: string;
|
|
8114
|
+
TradingSessionSubID?: string;
|
|
8115
|
+
} & InstrumentFields & Partial<InstrumentExtensionFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8116
|
+
/** `SecurityStatus` (`f`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8117
|
+
type SecurityStatusBody = {
|
|
8118
|
+
SecurityStatusReqID?: string;
|
|
8119
|
+
Currency?: string;
|
|
8120
|
+
TradingSessionID?: string;
|
|
8121
|
+
TradingSessionSubID?: string;
|
|
8122
|
+
UnsolicitedIndicator?: boolean;
|
|
8123
|
+
SecurityTradingStatus?: SecurityTradingStatus | number;
|
|
8124
|
+
FinancialStatus?: string;
|
|
8125
|
+
CorporateAction?: string;
|
|
8126
|
+
HaltReasonChar?: HaltReasonChar;
|
|
8127
|
+
InViewOfCommon?: boolean;
|
|
8128
|
+
DueToRelated?: boolean;
|
|
8129
|
+
BuyVolume?: number | string;
|
|
8130
|
+
SellVolume?: number | string;
|
|
8131
|
+
HighPx?: number | string;
|
|
8132
|
+
LowPx?: number | string;
|
|
8133
|
+
LastPx?: number | string;
|
|
8134
|
+
TransactTime?: string;
|
|
8135
|
+
Adjustment?: Adjustment | number;
|
|
8136
|
+
Text?: string;
|
|
8137
|
+
EncodedTextLen?: number | string;
|
|
8138
|
+
EncodedText?: string;
|
|
8139
|
+
} & InstrumentFields & Partial<InstrumentExtensionFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8140
|
+
/** `TradingSessionStatusRequest` (`g`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8141
|
+
type TradingSessionStatusRequestBody = {
|
|
8142
|
+
TradSesReqID: string;
|
|
8143
|
+
TradingSessionID?: string;
|
|
8144
|
+
TradingSessionSubID?: string;
|
|
8145
|
+
TradSesMethod?: TradSesMethod | number;
|
|
8146
|
+
TradSesMode?: TradSesMode | number;
|
|
8147
|
+
SubscriptionRequestType: SubscriptionRequestType;
|
|
8148
|
+
};
|
|
8149
|
+
/** `TradingSessionStatus` (`h`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8150
|
+
type TradingSessionStatusBody = {
|
|
8151
|
+
TradSesReqID?: string;
|
|
8152
|
+
TradingSessionID: string;
|
|
8153
|
+
TradingSessionSubID?: string;
|
|
8154
|
+
TradSesMethod?: TradSesMethod | number;
|
|
8155
|
+
TradSesMode?: TradSesMode | number;
|
|
8156
|
+
UnsolicitedIndicator?: boolean;
|
|
8157
|
+
TradSesStatus: TradSesStatus | number;
|
|
8158
|
+
TradSesStatusRejReason?: TradSesStatusRejReason | number;
|
|
8159
|
+
TradSesStartTime?: string;
|
|
8160
|
+
TradSesOpenTime?: string;
|
|
8161
|
+
TradSesPreCloseTime?: string;
|
|
8162
|
+
TradSesCloseTime?: string;
|
|
8163
|
+
TradSesEndTime?: string;
|
|
8164
|
+
TotalVolumeTraded?: number | string;
|
|
8165
|
+
Text?: string;
|
|
8166
|
+
EncodedTextLen?: number | string;
|
|
8167
|
+
EncodedText?: string;
|
|
8168
|
+
};
|
|
8169
|
+
/** `MassQuote` (`i`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8170
|
+
type MassQuoteBody = {
|
|
8171
|
+
QuoteReqID?: string;
|
|
8172
|
+
QuoteID: string;
|
|
8173
|
+
QuoteType?: QuoteType | number;
|
|
8174
|
+
QuoteResponseLevel?: QuoteResponseLevel | number;
|
|
8175
|
+
Account?: string;
|
|
8176
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8177
|
+
AccountType?: AccountType | number;
|
|
8178
|
+
DefBidSize?: number | string;
|
|
8179
|
+
DefOfferSize?: number | string;
|
|
8180
|
+
} & QuotSetGrpFields & Partial<PartiesFields>;
|
|
8181
|
+
/** `BusinessMessageReject` (`j`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8182
|
+
type BusinessMessageRejectBody = {
|
|
8183
|
+
RefSeqNum?: number | string;
|
|
8184
|
+
RefMsgType: string;
|
|
8185
|
+
BusinessRejectRefID?: string;
|
|
8186
|
+
BusinessRejectReason: BusinessRejectReason | number;
|
|
8187
|
+
Text?: string;
|
|
8188
|
+
EncodedTextLen?: number | string;
|
|
8189
|
+
EncodedText?: string;
|
|
8190
|
+
};
|
|
8191
|
+
/** `BidRequest` (`k`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8192
|
+
type BidRequestBody = {
|
|
8193
|
+
BidID?: string;
|
|
8194
|
+
ClientBidID: string;
|
|
8195
|
+
BidRequestTransType: BidRequestTransType;
|
|
8196
|
+
ListName?: string;
|
|
8197
|
+
TotNoRelatedSym: number | string;
|
|
8198
|
+
BidType: BidType | number;
|
|
8199
|
+
NumTickets?: number | string;
|
|
8200
|
+
Currency?: string;
|
|
8201
|
+
SideValue1?: number | string;
|
|
8202
|
+
SideValue2?: number | string;
|
|
8203
|
+
LiquidityIndType?: LiquidityIndType | number;
|
|
8204
|
+
WtAverageLiquidity?: number | string;
|
|
8205
|
+
ExchangeForPhysical?: boolean;
|
|
8206
|
+
OutMainCntryUIndex?: number | string;
|
|
8207
|
+
CrossPercent?: number | string;
|
|
8208
|
+
ProgRptReqs?: ProgRptReqs | number;
|
|
8209
|
+
ProgPeriodInterval?: number | string;
|
|
8210
|
+
IncTaxInd?: IncTaxInd | number;
|
|
8211
|
+
ForexReq?: boolean;
|
|
8212
|
+
NumBidders?: number | string;
|
|
8213
|
+
TradeDate?: string;
|
|
8214
|
+
BidTradeType: BidTradeType;
|
|
8215
|
+
BasisPxType: BasisPxType;
|
|
8216
|
+
StrikeTime?: string;
|
|
8217
|
+
Text?: string;
|
|
8218
|
+
EncodedTextLen?: number | string;
|
|
8219
|
+
EncodedText?: string;
|
|
8220
|
+
} & Partial<BidDescReqGrpFields> & Partial<BidCompReqGrpFields>;
|
|
8221
|
+
/** `BidResponse` (`l`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8222
|
+
type BidResponseBody = {
|
|
8223
|
+
BidID?: string;
|
|
8224
|
+
ClientBidID?: string;
|
|
8225
|
+
} & BidCompRspGrpFields;
|
|
8226
|
+
/** `ListStrikePrice` (`m`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8227
|
+
type ListStrikePriceBody = {
|
|
8228
|
+
ListID: string;
|
|
8229
|
+
TotNoStrikes: number | string;
|
|
8230
|
+
LastFragment?: boolean;
|
|
8231
|
+
} & InstrmtStrkPxGrpFields & Partial<UndInstrmtStrkPxGrpFields>;
|
|
8232
|
+
/** `XMLnonFIX` (`n`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8233
|
+
type XMLnonFIXBody = Record<string, never>;
|
|
8234
|
+
/** `RegistrationInstructions` (`o`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8235
|
+
type RegistrationInstructionsBody = {
|
|
8236
|
+
RegistID: string;
|
|
8237
|
+
RegistTransType: RegistTransType;
|
|
8238
|
+
RegistRefID: string;
|
|
8239
|
+
ClOrdID?: string;
|
|
8240
|
+
Account?: string;
|
|
8241
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8242
|
+
RegistAcctType?: string;
|
|
8243
|
+
TaxAdvantageType?: TaxAdvantageType | number;
|
|
8244
|
+
OwnershipType?: OwnershipType;
|
|
8245
|
+
} & Partial<PartiesFields> & Partial<RgstDtlsGrpFields> & Partial<RgstDistInstGrpFields>;
|
|
8246
|
+
/** `RegistrationInstructionsResponse` (`p`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8247
|
+
type RegistrationInstructionsResponseBody = {
|
|
8248
|
+
RegistID: string;
|
|
8249
|
+
RegistTransType: RegistTransType;
|
|
8250
|
+
RegistRefID: string;
|
|
8251
|
+
ClOrdID?: string;
|
|
8252
|
+
Account?: string;
|
|
8253
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8254
|
+
RegistStatus: RegistStatus;
|
|
8255
|
+
RegistRejReasonCode?: RegistRejReasonCode | number;
|
|
8256
|
+
RegistRejReasonText?: string;
|
|
8257
|
+
} & Partial<PartiesFields>;
|
|
8258
|
+
/** `OrderMassCancelRequest` (`q`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8259
|
+
type OrderMassCancelRequestBody = {
|
|
8260
|
+
ClOrdID: string;
|
|
8261
|
+
SecondaryClOrdID?: string;
|
|
8262
|
+
MassCancelRequestType: MassCancelRequestType;
|
|
8263
|
+
TradingSessionID?: string;
|
|
8264
|
+
TradingSessionSubID?: string;
|
|
8265
|
+
Side?: Side;
|
|
8266
|
+
TransactTime: string;
|
|
8267
|
+
Text?: string;
|
|
8268
|
+
EncodedTextLen?: number | string;
|
|
8269
|
+
EncodedText?: string;
|
|
8270
|
+
} & Partial<InstrumentFields> & Partial<UnderlyingInstrumentFields>;
|
|
8271
|
+
/** `OrderMassCancelReport` (`r`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8272
|
+
type OrderMassCancelReportBody = {
|
|
8273
|
+
ClOrdID?: string;
|
|
8274
|
+
SecondaryClOrdID?: string;
|
|
8275
|
+
OrderID: string;
|
|
8276
|
+
SecondaryOrderID?: string;
|
|
8277
|
+
MassCancelRequestType: MassCancelRequestType;
|
|
8278
|
+
MassCancelResponse: MassCancelResponse;
|
|
8279
|
+
MassCancelRejectReason?: MassCancelRejectReason;
|
|
8280
|
+
TotalAffectedOrders?: number | string;
|
|
8281
|
+
TradingSessionID?: string;
|
|
8282
|
+
TradingSessionSubID?: string;
|
|
8283
|
+
Side?: Side;
|
|
8284
|
+
TransactTime?: string;
|
|
8285
|
+
Text?: string;
|
|
8286
|
+
EncodedTextLen?: number | string;
|
|
8287
|
+
EncodedText?: string;
|
|
8288
|
+
} & Partial<AffectedOrdGrpFields> & Partial<InstrumentFields> & Partial<UnderlyingInstrumentFields>;
|
|
8289
|
+
/** `NewOrderCross` (`s`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8290
|
+
type NewOrderCrossBody = {
|
|
8291
|
+
CrossID: string;
|
|
8292
|
+
CrossType: CrossType | number;
|
|
8293
|
+
CrossPrioritization: CrossPrioritization | number;
|
|
8294
|
+
SettlType?: SettlType;
|
|
8295
|
+
SettlDate?: string;
|
|
8296
|
+
HandlInst?: HandlInst;
|
|
8297
|
+
ExecInst?: string;
|
|
8298
|
+
MinQty?: number | string;
|
|
8299
|
+
MaxFloor?: number | string;
|
|
8300
|
+
ExDestination?: string;
|
|
8301
|
+
ProcessCode?: ProcessCode;
|
|
8302
|
+
PrevClosePx?: number | string;
|
|
8303
|
+
LocateReqd?: boolean;
|
|
8304
|
+
TransactTime: string;
|
|
8305
|
+
OrdType: OrdType;
|
|
8306
|
+
PriceType?: PriceType | number;
|
|
8307
|
+
Price?: number | string;
|
|
8308
|
+
StopPx?: number | string;
|
|
8309
|
+
Currency?: string;
|
|
8310
|
+
ComplianceID?: string;
|
|
8311
|
+
IOIID?: string;
|
|
8312
|
+
QuoteID?: string;
|
|
8313
|
+
TimeInForce?: TimeInForce;
|
|
8314
|
+
EffectiveTime?: string;
|
|
8315
|
+
ExpireDate?: string;
|
|
8316
|
+
ExpireTime?: string;
|
|
8317
|
+
GTBookingInst?: GTBookingInst | number;
|
|
8318
|
+
MaxShow?: number | string;
|
|
8319
|
+
TargetStrategy?: TargetStrategy | number;
|
|
8320
|
+
TargetStrategyParameters?: string;
|
|
8321
|
+
ParticipationRate?: number | string;
|
|
8322
|
+
CancellationRights?: CancellationRights;
|
|
8323
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
8324
|
+
RegistID?: string;
|
|
8325
|
+
Designation?: string;
|
|
8326
|
+
} & SideCrossOrdModGrpFields & InstrumentFields & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields> & Partial<TrdgSesGrpFields> & Partial<StipulationsFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields> & Partial<PegInstructionsFields> & Partial<DiscretionInstructionsFields>;
|
|
8327
|
+
/** `CrossOrderCancelReplaceRequest` (`t`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8328
|
+
type CrossOrderCancelReplaceRequestBody = {
|
|
8329
|
+
OrderID?: string;
|
|
8330
|
+
CrossID: string;
|
|
8331
|
+
OrigCrossID: string;
|
|
8332
|
+
CrossType: CrossType | number;
|
|
8333
|
+
CrossPrioritization: CrossPrioritization | number;
|
|
8334
|
+
SettlType?: SettlType;
|
|
8335
|
+
SettlDate?: string;
|
|
8336
|
+
HandlInst?: HandlInst;
|
|
8337
|
+
ExecInst?: string;
|
|
8338
|
+
MinQty?: number | string;
|
|
8339
|
+
MaxFloor?: number | string;
|
|
8340
|
+
ExDestination?: string;
|
|
8341
|
+
ProcessCode?: ProcessCode;
|
|
8342
|
+
PrevClosePx?: number | string;
|
|
8343
|
+
LocateReqd?: boolean;
|
|
8344
|
+
TransactTime: string;
|
|
8345
|
+
OrdType: OrdType;
|
|
8346
|
+
PriceType?: PriceType | number;
|
|
8347
|
+
Price?: number | string;
|
|
8348
|
+
StopPx?: number | string;
|
|
8349
|
+
Currency?: string;
|
|
8350
|
+
ComplianceID?: string;
|
|
8351
|
+
IOIID?: string;
|
|
8352
|
+
QuoteID?: string;
|
|
8353
|
+
TimeInForce?: TimeInForce;
|
|
8354
|
+
EffectiveTime?: string;
|
|
8355
|
+
ExpireDate?: string;
|
|
8356
|
+
ExpireTime?: string;
|
|
8357
|
+
GTBookingInst?: GTBookingInst | number;
|
|
8358
|
+
MaxShow?: number | string;
|
|
8359
|
+
TargetStrategy?: TargetStrategy | number;
|
|
8360
|
+
TargetStrategyParameters?: string;
|
|
8361
|
+
ParticipationRate?: number | string;
|
|
8362
|
+
CancellationRights?: CancellationRights;
|
|
8363
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
8364
|
+
RegistID?: string;
|
|
8365
|
+
Designation?: string;
|
|
8366
|
+
} & SideCrossOrdModGrpFields & InstrumentFields & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields> & Partial<TrdgSesGrpFields> & Partial<StipulationsFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields> & Partial<PegInstructionsFields> & Partial<DiscretionInstructionsFields>;
|
|
8367
|
+
/** `CrossOrderCancelRequest` (`u`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8368
|
+
type CrossOrderCancelRequestBody = {
|
|
8369
|
+
OrderID?: string;
|
|
8370
|
+
CrossID: string;
|
|
8371
|
+
OrigCrossID: string;
|
|
8372
|
+
CrossType: CrossType | number;
|
|
8373
|
+
CrossPrioritization: CrossPrioritization | number;
|
|
8374
|
+
TransactTime: string;
|
|
8375
|
+
} & SideCrossOrdCxlGrpFields & InstrumentFields & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8376
|
+
/** `SecurityTypeRequest` (`v`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8377
|
+
type SecurityTypeRequestBody = {
|
|
8378
|
+
SecurityReqID: string;
|
|
8379
|
+
Text?: string;
|
|
8380
|
+
EncodedTextLen?: number | string;
|
|
8381
|
+
EncodedText?: string;
|
|
8382
|
+
TradingSessionID?: string;
|
|
8383
|
+
TradingSessionSubID?: string;
|
|
8384
|
+
Product?: Product | number;
|
|
8385
|
+
SecurityType?: SecurityType;
|
|
8386
|
+
SecuritySubType?: string;
|
|
8387
|
+
};
|
|
8388
|
+
/** `SecurityTypes` (`w`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8389
|
+
type SecurityTypesBody = {
|
|
8390
|
+
SecurityReqID: string;
|
|
8391
|
+
SecurityResponseID: string;
|
|
8392
|
+
SecurityResponseType: SecurityResponseType | number;
|
|
8393
|
+
TotNoSecurityTypes?: number | string;
|
|
8394
|
+
LastFragment?: boolean;
|
|
8395
|
+
Text?: string;
|
|
8396
|
+
EncodedTextLen?: number | string;
|
|
8397
|
+
EncodedText?: string;
|
|
8398
|
+
TradingSessionID?: string;
|
|
8399
|
+
TradingSessionSubID?: string;
|
|
8400
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8401
|
+
} & Partial<SecTypesGrpFields>;
|
|
8402
|
+
/** `SecurityListRequest` (`x`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8403
|
+
type SecurityListRequestBody = {
|
|
8404
|
+
SecurityReqID: string;
|
|
8405
|
+
SecurityListRequestType: SecurityListRequestType | number;
|
|
8406
|
+
Currency?: string;
|
|
8407
|
+
Text?: string;
|
|
8408
|
+
EncodedTextLen?: number | string;
|
|
8409
|
+
EncodedText?: string;
|
|
8410
|
+
TradingSessionID?: string;
|
|
8411
|
+
TradingSessionSubID?: string;
|
|
8412
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8413
|
+
} & Partial<InstrumentFields> & Partial<InstrumentExtensionFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8414
|
+
/** `SecurityList` (`y`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8415
|
+
type SecurityListBody = {
|
|
8416
|
+
SecurityReqID: string;
|
|
8417
|
+
SecurityResponseID: string;
|
|
8418
|
+
SecurityRequestResult: SecurityRequestResult | number;
|
|
8419
|
+
TotNoRelatedSym?: number | string;
|
|
8420
|
+
LastFragment?: boolean;
|
|
8421
|
+
} & Partial<SecListGrpFields>;
|
|
8422
|
+
/** `DerivativeSecurityListRequest` (`z`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8423
|
+
type DerivativeSecurityListRequestBody = {
|
|
8424
|
+
SecurityReqID: string;
|
|
8425
|
+
SecurityListRequestType: SecurityListRequestType | number;
|
|
8426
|
+
SecuritySubType?: string;
|
|
8427
|
+
Currency?: string;
|
|
8428
|
+
Text?: string;
|
|
8429
|
+
EncodedTextLen?: number | string;
|
|
8430
|
+
EncodedText?: string;
|
|
8431
|
+
TradingSessionID?: string;
|
|
8432
|
+
TradingSessionSubID?: string;
|
|
8433
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8434
|
+
} & Partial<UnderlyingInstrumentFields>;
|
|
8435
|
+
/** `DerivativeSecurityList` (`AA`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8436
|
+
type DerivativeSecurityListBody = {
|
|
8437
|
+
SecurityReqID: string;
|
|
8438
|
+
SecurityResponseID: string;
|
|
8439
|
+
SecurityRequestResult: SecurityRequestResult | number;
|
|
8440
|
+
TotNoRelatedSym?: number | string;
|
|
8441
|
+
LastFragment?: boolean;
|
|
8442
|
+
} & Partial<UnderlyingInstrumentFields> & Partial<RelSymDerivSecGrpFields>;
|
|
8443
|
+
/** `NewOrderMultileg` (`AB`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8444
|
+
type NewOrderMultilegBody = {
|
|
8445
|
+
ClOrdID: string;
|
|
8446
|
+
SecondaryClOrdID?: string;
|
|
8447
|
+
ClOrdLinkID?: string;
|
|
8448
|
+
TradeOriginationDate?: string;
|
|
8449
|
+
TradeDate?: string;
|
|
8450
|
+
Account?: string;
|
|
8451
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8452
|
+
AccountType?: AccountType | number;
|
|
8453
|
+
DayBookingInst?: DayBookingInst;
|
|
8454
|
+
BookingUnit?: BookingUnit;
|
|
8455
|
+
PreallocMethod?: PreallocMethod;
|
|
8456
|
+
AllocID?: string;
|
|
8457
|
+
SettlType?: SettlType;
|
|
8458
|
+
SettlDate?: string;
|
|
8459
|
+
CashMargin?: CashMargin;
|
|
8460
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
8461
|
+
HandlInst?: HandlInst;
|
|
8462
|
+
ExecInst?: string;
|
|
8463
|
+
MinQty?: number | string;
|
|
8464
|
+
MaxFloor?: number | string;
|
|
8465
|
+
ExDestination?: string;
|
|
8466
|
+
ProcessCode?: ProcessCode;
|
|
8467
|
+
Side: Side;
|
|
8468
|
+
PrevClosePx?: number | string;
|
|
8469
|
+
LocateReqd?: boolean;
|
|
8470
|
+
TransactTime: string;
|
|
8471
|
+
QtyType?: QtyType | number;
|
|
8472
|
+
OrdType: OrdType;
|
|
8473
|
+
PriceType?: PriceType | number;
|
|
8474
|
+
Price?: number | string;
|
|
8475
|
+
StopPx?: number | string;
|
|
8476
|
+
Currency?: string;
|
|
8477
|
+
ComplianceID?: string;
|
|
8478
|
+
SolicitedFlag?: boolean;
|
|
8479
|
+
IOIID?: string;
|
|
8480
|
+
QuoteID?: string;
|
|
8481
|
+
TimeInForce?: TimeInForce;
|
|
8482
|
+
EffectiveTime?: string;
|
|
8483
|
+
ExpireDate?: string;
|
|
8484
|
+
ExpireTime?: string;
|
|
8485
|
+
GTBookingInst?: GTBookingInst | number;
|
|
8486
|
+
OrderCapacity?: OrderCapacity;
|
|
8487
|
+
OrderRestrictions?: string;
|
|
8488
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
8489
|
+
ForexReq?: boolean;
|
|
8490
|
+
SettlCurrency?: string;
|
|
8491
|
+
BookingType?: BookingType | number;
|
|
8492
|
+
Text?: string;
|
|
8493
|
+
EncodedTextLen?: number | string;
|
|
8494
|
+
EncodedText?: string;
|
|
8495
|
+
PositionEffect?: PositionEffect;
|
|
8496
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
8497
|
+
MaxShow?: number | string;
|
|
8498
|
+
TargetStrategy?: TargetStrategy | number;
|
|
8499
|
+
TargetStrategyParameters?: string;
|
|
8500
|
+
ParticipationRate?: number | string;
|
|
8501
|
+
CancellationRights?: CancellationRights;
|
|
8502
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
8503
|
+
RegistID?: string;
|
|
8504
|
+
Designation?: string;
|
|
8505
|
+
MultiLegRptTypeReq?: MultiLegRptTypeReq | number;
|
|
8506
|
+
} & InstrumentFields & LegOrdGrpFields & OrderQtyDataFields & Partial<PartiesFields> & Partial<PreAllocMlegGrpFields> & Partial<TrdgSesGrpFields> & Partial<UndInstrmtGrpFields> & Partial<CommissionDataFields> & Partial<PegInstructionsFields> & Partial<DiscretionInstructionsFields>;
|
|
8507
|
+
/** `MultilegOrderCancelReplace` (`AC`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8508
|
+
type MultilegOrderCancelReplaceBody = {
|
|
8509
|
+
OrderID?: string;
|
|
8510
|
+
OrigClOrdID: string;
|
|
8511
|
+
ClOrdID: string;
|
|
8512
|
+
SecondaryClOrdID?: string;
|
|
8513
|
+
ClOrdLinkID?: string;
|
|
8514
|
+
OrigOrdModTime?: string;
|
|
8515
|
+
TradeOriginationDate?: string;
|
|
8516
|
+
TradeDate?: string;
|
|
8517
|
+
Account?: string;
|
|
8518
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8519
|
+
AccountType?: AccountType | number;
|
|
8520
|
+
DayBookingInst?: DayBookingInst;
|
|
8521
|
+
BookingUnit?: BookingUnit;
|
|
8522
|
+
PreallocMethod?: PreallocMethod;
|
|
8523
|
+
AllocID?: string;
|
|
8524
|
+
SettlType?: SettlType;
|
|
8525
|
+
SettlDate?: string;
|
|
8526
|
+
CashMargin?: CashMargin;
|
|
8527
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
8528
|
+
HandlInst?: HandlInst;
|
|
8529
|
+
ExecInst?: string;
|
|
8530
|
+
MinQty?: number | string;
|
|
8531
|
+
MaxFloor?: number | string;
|
|
8532
|
+
ExDestination?: string;
|
|
8533
|
+
ProcessCode?: ProcessCode;
|
|
8534
|
+
Side: Side;
|
|
8535
|
+
PrevClosePx?: number | string;
|
|
8536
|
+
LocateReqd?: boolean;
|
|
8537
|
+
TransactTime: string;
|
|
8538
|
+
QtyType?: QtyType | number;
|
|
8539
|
+
OrdType: OrdType;
|
|
8540
|
+
PriceType?: PriceType | number;
|
|
8541
|
+
Price?: number | string;
|
|
8542
|
+
StopPx?: number | string;
|
|
8543
|
+
Currency?: string;
|
|
8544
|
+
ComplianceID?: string;
|
|
8545
|
+
SolicitedFlag?: boolean;
|
|
8546
|
+
IOIID?: string;
|
|
8547
|
+
QuoteID?: string;
|
|
8548
|
+
TimeInForce?: TimeInForce;
|
|
8549
|
+
EffectiveTime?: string;
|
|
8550
|
+
ExpireDate?: string;
|
|
8551
|
+
ExpireTime?: string;
|
|
8552
|
+
GTBookingInst?: GTBookingInst | number;
|
|
8553
|
+
OrderCapacity?: OrderCapacity;
|
|
8554
|
+
OrderRestrictions?: string;
|
|
8555
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
8556
|
+
ForexReq?: boolean;
|
|
8557
|
+
SettlCurrency?: string;
|
|
8558
|
+
BookingType?: BookingType | number;
|
|
8559
|
+
Text?: string;
|
|
8560
|
+
EncodedTextLen?: number | string;
|
|
8561
|
+
EncodedText?: string;
|
|
8562
|
+
PositionEffect?: PositionEffect;
|
|
8563
|
+
CoveredOrUncovered?: CoveredOrUncovered | number;
|
|
8564
|
+
MaxShow?: number | string;
|
|
8565
|
+
TargetStrategy?: TargetStrategy | number;
|
|
8566
|
+
TargetStrategyParameters?: string;
|
|
8567
|
+
ParticipationRate?: number | string;
|
|
8568
|
+
CancellationRights?: CancellationRights;
|
|
8569
|
+
MoneyLaunderingStatus?: MoneyLaunderingStatus;
|
|
8570
|
+
RegistID?: string;
|
|
8571
|
+
Designation?: string;
|
|
8572
|
+
MultiLegRptTypeReq?: MultiLegRptTypeReq | number;
|
|
8573
|
+
} & InstrumentFields & LegOrdGrpFields & OrderQtyDataFields & Partial<PartiesFields> & Partial<PreAllocMlegGrpFields> & Partial<TrdgSesGrpFields> & Partial<UndInstrmtGrpFields> & Partial<CommissionDataFields> & Partial<PegInstructionsFields> & Partial<DiscretionInstructionsFields>;
|
|
8574
|
+
/** `TradeCaptureReportRequest` (`AD`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8575
|
+
type TradeCaptureReportRequestBody = {
|
|
8576
|
+
TradeRequestID: string;
|
|
8577
|
+
TradeRequestType: TradeRequestType | number;
|
|
8578
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8579
|
+
TradeReportID?: string;
|
|
8580
|
+
SecondaryTradeReportID?: string;
|
|
8581
|
+
ExecID?: string;
|
|
8582
|
+
ExecType?: ExecType;
|
|
8583
|
+
OrderID?: string;
|
|
8584
|
+
ClOrdID?: string;
|
|
8585
|
+
MatchStatus?: MatchStatus;
|
|
8586
|
+
TrdType?: TrdType | number;
|
|
8587
|
+
TrdSubType?: number | string;
|
|
8588
|
+
TransferReason?: string;
|
|
8589
|
+
SecondaryTrdType?: number | string;
|
|
8590
|
+
TradeLinkID?: string;
|
|
8591
|
+
TrdMatchID?: string;
|
|
8592
|
+
ClearingBusinessDate?: string;
|
|
8593
|
+
TradingSessionID?: string;
|
|
8594
|
+
TradingSessionSubID?: string;
|
|
8595
|
+
TimeBracket?: string;
|
|
8596
|
+
Side?: Side;
|
|
8597
|
+
MultiLegReportingType?: MultiLegReportingType;
|
|
8598
|
+
TradeInputSource?: string;
|
|
8599
|
+
TradeInputDevice?: string;
|
|
8600
|
+
ResponseTransportType?: ResponseTransportType | number;
|
|
8601
|
+
ResponseDestination?: string;
|
|
8602
|
+
Text?: string;
|
|
8603
|
+
EncodedTextLen?: number | string;
|
|
8604
|
+
EncodedText?: string;
|
|
8605
|
+
} & Partial<PartiesFields> & Partial<InstrumentFields> & Partial<InstrumentExtensionFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields> & Partial<TrdCapDtGrpFields>;
|
|
8606
|
+
/** `TradeCaptureReport` (`AE`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8607
|
+
type TradeCaptureReportBody = {
|
|
8608
|
+
TradeReportID: string;
|
|
8609
|
+
TradeReportTransType?: number | string;
|
|
8610
|
+
TradeReportType?: TradeReportType | number;
|
|
8611
|
+
TradeRequestID?: string;
|
|
8612
|
+
TrdType?: TrdType | number;
|
|
8613
|
+
TrdSubType?: number | string;
|
|
8614
|
+
SecondaryTrdType?: number | string;
|
|
8615
|
+
TransferReason?: string;
|
|
8616
|
+
ExecType?: ExecType;
|
|
8617
|
+
TotNumTradeReports?: number | string;
|
|
8618
|
+
LastRptRequested?: boolean;
|
|
8619
|
+
UnsolicitedIndicator?: boolean;
|
|
8620
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8621
|
+
TradeReportRefID?: string;
|
|
8622
|
+
SecondaryTradeReportRefID?: string;
|
|
8623
|
+
SecondaryTradeReportID?: string;
|
|
8624
|
+
TradeLinkID?: string;
|
|
8625
|
+
TrdMatchID?: string;
|
|
8626
|
+
ExecID?: string;
|
|
8627
|
+
OrdStatus?: OrdStatus;
|
|
8628
|
+
SecondaryExecID?: string;
|
|
8629
|
+
ExecRestatementReason?: ExecRestatementReason | number;
|
|
8630
|
+
PreviouslyReported: boolean;
|
|
8631
|
+
PriceType?: PriceType | number;
|
|
8632
|
+
QtyType?: QtyType | number;
|
|
8633
|
+
UnderlyingTradingSessionID?: string;
|
|
8634
|
+
UnderlyingTradingSessionSubID?: string;
|
|
8635
|
+
LastQty: number | string;
|
|
8636
|
+
LastPx: number | string;
|
|
8637
|
+
LastParPx?: number | string;
|
|
8638
|
+
LastSpotRate?: number | string;
|
|
8639
|
+
LastForwardPoints?: number | string;
|
|
8640
|
+
LastMkt?: string;
|
|
8641
|
+
TradeDate: string;
|
|
8642
|
+
ClearingBusinessDate?: string;
|
|
8643
|
+
AvgPx?: number | string;
|
|
8644
|
+
AvgPxIndicator?: AvgPxIndicator | number;
|
|
8645
|
+
MultiLegReportingType?: MultiLegReportingType;
|
|
8646
|
+
TradeLegRefID?: string;
|
|
8647
|
+
TransactTime: string;
|
|
8648
|
+
SettlType?: SettlType;
|
|
8649
|
+
SettlDate?: string;
|
|
8650
|
+
MatchStatus?: MatchStatus;
|
|
8651
|
+
MatchType?: MatchType;
|
|
8652
|
+
CopyMsgIndicator?: boolean;
|
|
8653
|
+
PublishTrdIndicator?: boolean;
|
|
8654
|
+
ShortSaleReason?: ShortSaleReason | number;
|
|
8655
|
+
} & InstrumentFields & TrdCapRptSideGrpFields & Partial<FinancingDetailsFields> & Partial<OrderQtyDataFields> & Partial<YieldDataFields> & Partial<UndInstrmtGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<PositionAmountDataFields> & Partial<TrdInstrmtLegGrpFields> & Partial<TrdRegTimestampsFields>;
|
|
8656
|
+
/** `OrderMassStatusRequest` (`AF`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8657
|
+
type OrderMassStatusRequestBody = {
|
|
8658
|
+
MassStatusReqID: string;
|
|
8659
|
+
MassStatusReqType: MassStatusReqType | number;
|
|
8660
|
+
Account?: string;
|
|
8661
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8662
|
+
TradingSessionID?: string;
|
|
8663
|
+
TradingSessionSubID?: string;
|
|
8664
|
+
Side?: Side;
|
|
8665
|
+
} & Partial<PartiesFields> & Partial<InstrumentFields> & Partial<UnderlyingInstrumentFields>;
|
|
8666
|
+
/** `QuoteRequestReject` (`AG`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8667
|
+
type QuoteRequestRejectBody = {
|
|
8668
|
+
QuoteReqID: string;
|
|
8669
|
+
RFQReqID?: string;
|
|
8670
|
+
QuoteRequestRejectReason: QuoteRequestRejectReason | number;
|
|
8671
|
+
Text?: string;
|
|
8672
|
+
EncodedTextLen?: number | string;
|
|
8673
|
+
EncodedText?: string;
|
|
8674
|
+
} & QuotReqRjctGrpFields;
|
|
8675
|
+
/** `RFQRequest` (`AH`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8676
|
+
type RFQRequestBody = {
|
|
8677
|
+
RFQReqID: string;
|
|
8678
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8679
|
+
} & RFQReqGrpFields;
|
|
8680
|
+
/** `QuoteStatusReport` (`AI`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8681
|
+
type QuoteStatusReportBody = {
|
|
8682
|
+
QuoteStatusReqID?: string;
|
|
8683
|
+
QuoteReqID?: string;
|
|
8684
|
+
QuoteID: string;
|
|
8685
|
+
QuoteRespID?: string;
|
|
8686
|
+
QuoteType?: QuoteType | number;
|
|
8687
|
+
TradingSessionID?: string;
|
|
8688
|
+
TradingSessionSubID?: string;
|
|
8689
|
+
Side?: Side;
|
|
8690
|
+
SettlType?: SettlType;
|
|
8691
|
+
SettlDate?: string;
|
|
8692
|
+
SettlDate2?: string;
|
|
8693
|
+
OrderQty2?: number | string;
|
|
8694
|
+
Currency?: string;
|
|
8695
|
+
Account?: string;
|
|
8696
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8697
|
+
AccountType?: AccountType | number;
|
|
8698
|
+
ExpireTime?: string;
|
|
8699
|
+
Price?: number | string;
|
|
8700
|
+
PriceType?: PriceType | number;
|
|
8701
|
+
BidPx?: number | string;
|
|
8702
|
+
OfferPx?: number | string;
|
|
8703
|
+
MktBidPx?: number | string;
|
|
8704
|
+
MktOfferPx?: number | string;
|
|
8705
|
+
MinBidSize?: number | string;
|
|
8706
|
+
BidSize?: number | string;
|
|
8707
|
+
MinOfferSize?: number | string;
|
|
8708
|
+
OfferSize?: number | string;
|
|
8709
|
+
ValidUntilTime?: string;
|
|
8710
|
+
BidSpotRate?: number | string;
|
|
8711
|
+
OfferSpotRate?: number | string;
|
|
8712
|
+
BidForwardPoints?: number | string;
|
|
8713
|
+
OfferForwardPoints?: number | string;
|
|
8714
|
+
MidPx?: number | string;
|
|
8715
|
+
BidYield?: number | string;
|
|
8716
|
+
MidYield?: number | string;
|
|
8717
|
+
OfferYield?: number | string;
|
|
8718
|
+
TransactTime?: string;
|
|
8719
|
+
OrdType?: OrdType;
|
|
8720
|
+
BidForwardPoints2?: number | string;
|
|
8721
|
+
OfferForwardPoints2?: number | string;
|
|
8722
|
+
SettlCurrBidFxRate?: number | string;
|
|
8723
|
+
SettlCurrOfferFxRate?: number | string;
|
|
8724
|
+
SettlCurrFxRateCalc?: SettlCurrFxRateCalc;
|
|
8725
|
+
CommType?: CommType;
|
|
8726
|
+
Commission?: number | string;
|
|
8727
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
8728
|
+
ExDestination?: string;
|
|
8729
|
+
QuoteStatus?: QuoteStatus | number;
|
|
8730
|
+
Text?: string;
|
|
8731
|
+
EncodedTextLen?: number | string;
|
|
8732
|
+
EncodedText?: string;
|
|
8733
|
+
} & InstrumentFields & Partial<PartiesFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<OrderQtyDataFields> & Partial<StipulationsFields> & Partial<LegQuotStatGrpFields> & Partial<QuotQualGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields>;
|
|
8734
|
+
/** `QuoteResponse` (`AJ`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8735
|
+
type QuoteResponseBody = {
|
|
8736
|
+
QuoteRespID: string;
|
|
8737
|
+
QuoteID?: string;
|
|
8738
|
+
QuoteRespType: QuoteRespType | number;
|
|
8739
|
+
ClOrdID?: string;
|
|
8740
|
+
OrderCapacity?: OrderCapacity;
|
|
8741
|
+
IOIID?: string;
|
|
8742
|
+
QuoteType?: QuoteType | number;
|
|
8743
|
+
TradingSessionID?: string;
|
|
8744
|
+
TradingSessionSubID?: string;
|
|
8745
|
+
Side?: Side;
|
|
8746
|
+
SettlType?: SettlType;
|
|
8747
|
+
SettlDate?: string;
|
|
8748
|
+
SettlDate2?: string;
|
|
8749
|
+
OrderQty2?: number | string;
|
|
8750
|
+
Currency?: string;
|
|
8751
|
+
Account?: string;
|
|
8752
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8753
|
+
AccountType?: AccountType | number;
|
|
8754
|
+
BidPx?: number | string;
|
|
8755
|
+
OfferPx?: number | string;
|
|
8756
|
+
MktBidPx?: number | string;
|
|
8757
|
+
MktOfferPx?: number | string;
|
|
8758
|
+
MinBidSize?: number | string;
|
|
8759
|
+
BidSize?: number | string;
|
|
8760
|
+
MinOfferSize?: number | string;
|
|
8761
|
+
OfferSize?: number | string;
|
|
8762
|
+
ValidUntilTime?: string;
|
|
8763
|
+
BidSpotRate?: number | string;
|
|
8764
|
+
OfferSpotRate?: number | string;
|
|
8765
|
+
BidForwardPoints?: number | string;
|
|
8766
|
+
OfferForwardPoints?: number | string;
|
|
8767
|
+
MidPx?: number | string;
|
|
8768
|
+
BidYield?: number | string;
|
|
8769
|
+
MidYield?: number | string;
|
|
8770
|
+
OfferYield?: number | string;
|
|
8771
|
+
TransactTime?: string;
|
|
8772
|
+
OrdType?: OrdType;
|
|
8773
|
+
BidForwardPoints2?: number | string;
|
|
8774
|
+
OfferForwardPoints2?: number | string;
|
|
8775
|
+
SettlCurrBidFxRate?: number | string;
|
|
8776
|
+
SettlCurrOfferFxRate?: number | string;
|
|
8777
|
+
SettlCurrFxRateCalc?: SettlCurrFxRateCalc;
|
|
8778
|
+
Commission?: number | string;
|
|
8779
|
+
CommType?: CommType;
|
|
8780
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
8781
|
+
ExDestination?: string;
|
|
8782
|
+
Text?: string;
|
|
8783
|
+
EncodedTextLen?: number | string;
|
|
8784
|
+
EncodedText?: string;
|
|
8785
|
+
Price?: number | string;
|
|
8786
|
+
PriceType?: PriceType | number;
|
|
8787
|
+
} & InstrumentFields & Partial<QuotQualGrpFields> & Partial<PartiesFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<OrderQtyDataFields> & Partial<StipulationsFields> & Partial<LegQuotGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<YieldDataFields>;
|
|
8788
|
+
/** `Confirmation` (`AK`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8789
|
+
type ConfirmationBody = {
|
|
8790
|
+
ConfirmID: string;
|
|
8791
|
+
ConfirmRefID?: string;
|
|
8792
|
+
ConfirmReqID?: string;
|
|
8793
|
+
ConfirmTransType: ConfirmTransType | number;
|
|
8794
|
+
ConfirmType: ConfirmType | number;
|
|
8795
|
+
CopyMsgIndicator?: boolean;
|
|
8796
|
+
LegalConfirm?: boolean;
|
|
8797
|
+
ConfirmStatus: ConfirmStatus | number;
|
|
8798
|
+
AllocID?: string;
|
|
8799
|
+
SecondaryAllocID?: string;
|
|
8800
|
+
IndividualAllocID?: string;
|
|
8801
|
+
TransactTime: string;
|
|
8802
|
+
TradeDate: string;
|
|
8803
|
+
AllocQty: number | string;
|
|
8804
|
+
QtyType?: QtyType | number;
|
|
8805
|
+
Side: Side;
|
|
8806
|
+
Currency?: string;
|
|
8807
|
+
LastMkt?: string;
|
|
8808
|
+
AllocAccount: string;
|
|
8809
|
+
AllocAcctIDSource?: number | string;
|
|
8810
|
+
AllocAccountType?: AllocAccountType | number;
|
|
8811
|
+
AvgPx: number | string;
|
|
8812
|
+
AvgPxPrecision?: number | string;
|
|
8813
|
+
PriceType?: PriceType | number;
|
|
8814
|
+
AvgParPx?: number | string;
|
|
8815
|
+
ReportedPx?: number | string;
|
|
8816
|
+
Text?: string;
|
|
8817
|
+
EncodedTextLen?: number | string;
|
|
8818
|
+
EncodedText?: string;
|
|
8819
|
+
ProcessCode?: ProcessCode;
|
|
8820
|
+
GrossTradeAmt: number | string;
|
|
8821
|
+
NumDaysInterest?: number | string;
|
|
8822
|
+
ExDate?: string;
|
|
8823
|
+
AccruedInterestRate?: number | string;
|
|
8824
|
+
AccruedInterestAmt?: number | string;
|
|
8825
|
+
InterestAtMaturity?: number | string;
|
|
8826
|
+
EndAccruedInterestAmt?: number | string;
|
|
8827
|
+
StartCash?: number | string;
|
|
8828
|
+
EndCash?: number | string;
|
|
8829
|
+
Concession?: number | string;
|
|
8830
|
+
TotalTakedown?: number | string;
|
|
8831
|
+
NetMoney: number | string;
|
|
8832
|
+
MaturityNetMoney?: number | string;
|
|
8833
|
+
SettlCurrAmt?: number | string;
|
|
8834
|
+
SettlCurrency?: string;
|
|
8835
|
+
SettlCurrFxRate?: number | string;
|
|
8836
|
+
SettlCurrFxRateCalc?: SettlCurrFxRateCalc;
|
|
8837
|
+
SettlType?: SettlType;
|
|
8838
|
+
SettlDate?: string;
|
|
8839
|
+
SharedCommission?: number | string;
|
|
8840
|
+
} & InstrumentFields & UndInstrmtGrpFields & InstrmtLegGrpFields & CpctyConfGrpFields & Partial<PartiesFields> & Partial<OrdAllocGrpFields> & Partial<TrdRegTimestampsFields> & Partial<InstrumentExtensionFields> & Partial<FinancingDetailsFields> & Partial<YieldDataFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<SettlInstructionsDataFields> & Partial<CommissionDataFields> & Partial<StipulationsFields> & Partial<MiscFeesGrpFields>;
|
|
8841
|
+
/** `PositionMaintenanceRequest` (`AL`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8842
|
+
type PositionMaintenanceRequestBody = {
|
|
8843
|
+
PosReqID: string;
|
|
8844
|
+
PosTransType: PosTransType | number;
|
|
8845
|
+
PosMaintAction: PosMaintAction | number;
|
|
8846
|
+
OrigPosReqRefID?: string;
|
|
8847
|
+
PosMaintRptRefID?: string;
|
|
8848
|
+
ClearingBusinessDate: string;
|
|
8849
|
+
SettlSessID?: SettlSessID;
|
|
8850
|
+
SettlSessSubID?: string;
|
|
8851
|
+
Account: string;
|
|
8852
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8853
|
+
AccountType: AccountType | number;
|
|
8854
|
+
Currency?: string;
|
|
8855
|
+
TransactTime: string;
|
|
8856
|
+
AdjustmentType?: AdjustmentType | number;
|
|
8857
|
+
ContraryInstructionIndicator?: boolean;
|
|
8858
|
+
PriorSpreadIndicator?: boolean;
|
|
8859
|
+
ThresholdAmount?: number | string;
|
|
8860
|
+
Text?: string;
|
|
8861
|
+
EncodedTextLen?: number | string;
|
|
8862
|
+
EncodedText?: string;
|
|
8863
|
+
} & PartiesFields & InstrumentFields & PositionQtyFields & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields> & Partial<TrdgSesGrpFields>;
|
|
8864
|
+
/** `PositionMaintenanceReport` (`AM`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8865
|
+
type PositionMaintenanceReportBody = {
|
|
8866
|
+
PosMaintRptID: string;
|
|
8867
|
+
PosTransType: PosTransType | number;
|
|
8868
|
+
PosReqID?: string;
|
|
8869
|
+
PosMaintAction: PosMaintAction | number;
|
|
8870
|
+
OrigPosReqRefID: string;
|
|
8871
|
+
PosMaintStatus: PosMaintStatus | number;
|
|
8872
|
+
PosMaintResult?: PosMaintResult | number;
|
|
8873
|
+
ClearingBusinessDate: string;
|
|
8874
|
+
SettlSessID?: SettlSessID;
|
|
8875
|
+
SettlSessSubID?: string;
|
|
8876
|
+
Account: string;
|
|
8877
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8878
|
+
AccountType: AccountType | number;
|
|
8879
|
+
Currency?: string;
|
|
8880
|
+
TransactTime: string;
|
|
8881
|
+
AdjustmentType?: AdjustmentType | number;
|
|
8882
|
+
ThresholdAmount?: number | string;
|
|
8883
|
+
Text?: string;
|
|
8884
|
+
EncodedTextLen?: number | string;
|
|
8885
|
+
EncodedText?: string;
|
|
8886
|
+
} & InstrumentFields & PositionQtyFields & PositionAmountDataFields & Partial<PartiesFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields> & Partial<TrdgSesGrpFields>;
|
|
8887
|
+
/** `RequestForPositions` (`AN`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8888
|
+
type RequestForPositionsBody = {
|
|
8889
|
+
PosReqID: string;
|
|
8890
|
+
PosReqType: PosReqType | number;
|
|
8891
|
+
MatchStatus?: MatchStatus;
|
|
8892
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8893
|
+
Account: string;
|
|
8894
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8895
|
+
AccountType: AccountType | number;
|
|
8896
|
+
Currency?: string;
|
|
8897
|
+
ClearingBusinessDate: string;
|
|
8898
|
+
SettlSessID?: SettlSessID;
|
|
8899
|
+
SettlSessSubID?: string;
|
|
8900
|
+
TransactTime: string;
|
|
8901
|
+
ResponseTransportType?: ResponseTransportType | number;
|
|
8902
|
+
ResponseDestination?: string;
|
|
8903
|
+
Text?: string;
|
|
8904
|
+
EncodedTextLen?: number | string;
|
|
8905
|
+
EncodedText?: string;
|
|
8906
|
+
} & PartiesFields & Partial<InstrumentFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields> & Partial<TrdgSesGrpFields>;
|
|
8907
|
+
/** `RequestForPositionsAck` (`AO`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8908
|
+
type RequestForPositionsAckBody = {
|
|
8909
|
+
PosMaintRptID: string;
|
|
8910
|
+
PosReqID?: string;
|
|
8911
|
+
TotalNumPosReports?: number | string;
|
|
8912
|
+
UnsolicitedIndicator?: boolean;
|
|
8913
|
+
PosReqResult: PosReqResult | number;
|
|
8914
|
+
PosReqStatus: PosReqStatus | number;
|
|
8915
|
+
Account: string;
|
|
8916
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8917
|
+
AccountType: AccountType | number;
|
|
8918
|
+
Currency?: string;
|
|
8919
|
+
ResponseTransportType?: ResponseTransportType | number;
|
|
8920
|
+
ResponseDestination?: string;
|
|
8921
|
+
Text?: string;
|
|
8922
|
+
EncodedTextLen?: number | string;
|
|
8923
|
+
EncodedText?: string;
|
|
8924
|
+
} & PartiesFields & Partial<InstrumentFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields>;
|
|
8925
|
+
/** `PositionReport` (`AP`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8926
|
+
type PositionReportBody = {
|
|
8927
|
+
PosMaintRptID: string;
|
|
8928
|
+
PosReqID?: string;
|
|
8929
|
+
PosReqType?: PosReqType | number;
|
|
8930
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8931
|
+
TotalNumPosReports?: number | string;
|
|
8932
|
+
UnsolicitedIndicator?: boolean;
|
|
8933
|
+
PosReqResult: PosReqResult | number;
|
|
8934
|
+
ClearingBusinessDate: string;
|
|
8935
|
+
SettlSessID?: SettlSessID;
|
|
8936
|
+
SettlSessSubID?: string;
|
|
8937
|
+
Account: string;
|
|
8938
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8939
|
+
AccountType: AccountType | number;
|
|
8940
|
+
Currency?: string;
|
|
8941
|
+
SettlPrice: number | string;
|
|
8942
|
+
SettlPriceType: SettlPriceType | number;
|
|
8943
|
+
PriorSettlPrice: number | string;
|
|
8944
|
+
RegistStatus?: RegistStatus;
|
|
8945
|
+
DeliveryDate?: string;
|
|
8946
|
+
Text?: string;
|
|
8947
|
+
EncodedTextLen?: number | string;
|
|
8948
|
+
EncodedText?: string;
|
|
8949
|
+
} & PartiesFields & PositionQtyFields & PositionAmountDataFields & Partial<InstrumentFields> & Partial<InstrmtLegGrpFields> & Partial<PosUndInstrmtGrpFields>;
|
|
8950
|
+
/** `TradeCaptureReportRequestAck` (`AQ`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8951
|
+
type TradeCaptureReportRequestAckBody = {
|
|
8952
|
+
TradeRequestID: string;
|
|
8953
|
+
TradeRequestType: TradeRequestType | number;
|
|
8954
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8955
|
+
TotNumTradeReports?: number | string;
|
|
8956
|
+
TradeRequestResult: TradeRequestResult | number;
|
|
8957
|
+
TradeRequestStatus: TradeRequestStatus | number;
|
|
8958
|
+
MultiLegReportingType?: MultiLegReportingType;
|
|
8959
|
+
ResponseTransportType?: ResponseTransportType | number;
|
|
8960
|
+
ResponseDestination?: string;
|
|
8961
|
+
Text?: string;
|
|
8962
|
+
EncodedTextLen?: number | string;
|
|
8963
|
+
EncodedText?: string;
|
|
8964
|
+
} & InstrumentFields & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields>;
|
|
8965
|
+
/** `TradeCaptureReportAck` (`AR`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
8966
|
+
type TradeCaptureReportAckBody = {
|
|
8967
|
+
TradeReportID: string;
|
|
8968
|
+
TradeReportTransType?: number | string;
|
|
8969
|
+
TradeReportType?: TradeReportType | number;
|
|
8970
|
+
TrdType?: TrdType | number;
|
|
8971
|
+
TrdSubType?: number | string;
|
|
8972
|
+
SecondaryTrdType?: number | string;
|
|
8973
|
+
TransferReason?: string;
|
|
8974
|
+
ExecType: ExecType;
|
|
8975
|
+
TradeReportRefID?: string;
|
|
8976
|
+
SecondaryTradeReportRefID?: string;
|
|
8977
|
+
TrdRptStatus?: TrdRptStatus | number;
|
|
8978
|
+
TradeReportRejectReason?: TradeReportRejectReason | number;
|
|
8979
|
+
SecondaryTradeReportID?: string;
|
|
8980
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
8981
|
+
TradeLinkID?: string;
|
|
8982
|
+
TrdMatchID?: string;
|
|
8983
|
+
ExecID?: string;
|
|
8984
|
+
SecondaryExecID?: string;
|
|
8985
|
+
TransactTime?: string;
|
|
8986
|
+
ResponseTransportType?: ResponseTransportType | number;
|
|
8987
|
+
ResponseDestination?: string;
|
|
8988
|
+
Text?: string;
|
|
8989
|
+
EncodedTextLen?: number | string;
|
|
8990
|
+
EncodedText?: string;
|
|
8991
|
+
ClearingFeeIndicator?: ClearingFeeIndicator;
|
|
8992
|
+
OrderCapacity?: OrderCapacity;
|
|
8993
|
+
OrderRestrictions?: string;
|
|
8994
|
+
CustOrderCapacity?: CustOrderCapacity | number;
|
|
8995
|
+
Account?: string;
|
|
8996
|
+
AcctIDSource?: AcctIDSource | number;
|
|
8997
|
+
AccountType?: AccountType | number;
|
|
8998
|
+
PositionEffect?: PositionEffect;
|
|
8999
|
+
PreallocMethod?: PreallocMethod;
|
|
9000
|
+
} & InstrumentFields & Partial<TrdRegTimestampsFields> & Partial<TrdInstrmtLegGrpFields> & Partial<TrdAllocGrpFields>;
|
|
9001
|
+
/** `AllocationReport` (`AS`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9002
|
+
type AllocationReportBody = {
|
|
9003
|
+
AllocReportID: string;
|
|
9004
|
+
AllocID?: string;
|
|
9005
|
+
AllocTransType: AllocTransType;
|
|
9006
|
+
AllocReportRefID?: string;
|
|
9007
|
+
AllocCancReplaceReason?: AllocCancReplaceReason | number;
|
|
9008
|
+
SecondaryAllocID?: string;
|
|
9009
|
+
AllocReportType: AllocReportType | number;
|
|
9010
|
+
AllocStatus: AllocStatus | number;
|
|
9011
|
+
AllocRejCode?: AllocRejCode | number;
|
|
9012
|
+
RefAllocID?: string;
|
|
9013
|
+
AllocIntermedReqType?: AllocIntermedReqType | number;
|
|
9014
|
+
AllocLinkID?: string;
|
|
9015
|
+
AllocLinkType?: AllocLinkType | number;
|
|
9016
|
+
BookingRefID?: string;
|
|
9017
|
+
AllocNoOrdersType: AllocNoOrdersType | number;
|
|
9018
|
+
PreviouslyReported?: boolean;
|
|
9019
|
+
ReversalIndicator?: boolean;
|
|
9020
|
+
MatchType?: MatchType;
|
|
9021
|
+
Side: Side;
|
|
9022
|
+
Quantity: number | string;
|
|
9023
|
+
QtyType?: QtyType | number;
|
|
9024
|
+
LastMkt?: string;
|
|
9025
|
+
TradeOriginationDate?: string;
|
|
9026
|
+
TradingSessionID?: string;
|
|
9027
|
+
TradingSessionSubID?: string;
|
|
9028
|
+
PriceType?: PriceType | number;
|
|
9029
|
+
AvgPx: number | string;
|
|
9030
|
+
AvgParPx?: number | string;
|
|
9031
|
+
Currency?: string;
|
|
9032
|
+
AvgPxPrecision?: number | string;
|
|
9033
|
+
TradeDate: string;
|
|
9034
|
+
TransactTime?: string;
|
|
9035
|
+
SettlType?: SettlType;
|
|
9036
|
+
SettlDate?: string;
|
|
9037
|
+
BookingType?: BookingType | number;
|
|
9038
|
+
GrossTradeAmt?: number | string;
|
|
9039
|
+
Concession?: number | string;
|
|
9040
|
+
TotalTakedown?: number | string;
|
|
9041
|
+
NetMoney?: number | string;
|
|
9042
|
+
PositionEffect?: PositionEffect;
|
|
9043
|
+
AutoAcceptIndicator?: boolean;
|
|
9044
|
+
Text?: string;
|
|
9045
|
+
EncodedTextLen?: number | string;
|
|
9046
|
+
EncodedText?: string;
|
|
9047
|
+
NumDaysInterest?: number | string;
|
|
9048
|
+
AccruedInterestRate?: number | string;
|
|
9049
|
+
AccruedInterestAmt?: number | string;
|
|
9050
|
+
TotalAccruedInterestAmt?: number | string;
|
|
9051
|
+
InterestAtMaturity?: number | string;
|
|
9052
|
+
EndAccruedInterestAmt?: number | string;
|
|
9053
|
+
StartCash?: number | string;
|
|
9054
|
+
EndCash?: number | string;
|
|
9055
|
+
LegalConfirm?: boolean;
|
|
9056
|
+
TotNoAllocs?: number | string;
|
|
9057
|
+
LastFragment?: boolean;
|
|
9058
|
+
} & InstrumentFields & Partial<OrdAllocGrpFields> & Partial<ExecAllocGrpFields> & Partial<InstrumentExtensionFields> & Partial<FinancingDetailsFields> & Partial<UndInstrmtGrpFields> & Partial<InstrmtLegGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<PartiesFields> & Partial<StipulationsFields> & Partial<YieldDataFields> & Partial<AllocGrpFields>;
|
|
9059
|
+
/** `AllocationReportAck` (`AT`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9060
|
+
type AllocationReportAckBody = {
|
|
9061
|
+
AllocReportID: string;
|
|
9062
|
+
AllocID: string;
|
|
9063
|
+
SecondaryAllocID?: string;
|
|
9064
|
+
TradeDate?: string;
|
|
9065
|
+
TransactTime: string;
|
|
9066
|
+
AllocStatus: AllocStatus | number;
|
|
9067
|
+
AllocRejCode?: AllocRejCode | number;
|
|
9068
|
+
AllocReportType?: AllocReportType | number;
|
|
9069
|
+
AllocIntermedReqType?: AllocIntermedReqType | number;
|
|
9070
|
+
MatchStatus?: MatchStatus;
|
|
9071
|
+
Product?: Product | number;
|
|
9072
|
+
SecurityType?: SecurityType;
|
|
9073
|
+
Text?: string;
|
|
9074
|
+
EncodedTextLen?: number | string;
|
|
9075
|
+
EncodedText?: string;
|
|
9076
|
+
} & Partial<PartiesFields> & Partial<AllocAckGrpFields>;
|
|
9077
|
+
/** `ConfirmationAck` (`AU`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9078
|
+
type ConfirmationAckBody = {
|
|
9079
|
+
ConfirmID: string;
|
|
9080
|
+
TradeDate: string;
|
|
9081
|
+
TransactTime: string;
|
|
9082
|
+
AffirmStatus: AffirmStatus | number;
|
|
9083
|
+
ConfirmRejReason?: ConfirmRejReason | number;
|
|
9084
|
+
MatchStatus?: MatchStatus;
|
|
9085
|
+
Text?: string;
|
|
9086
|
+
EncodedTextLen?: number | string;
|
|
9087
|
+
EncodedText?: string;
|
|
9088
|
+
};
|
|
9089
|
+
/** `SettlementInstructionRequest` (`AV`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9090
|
+
type SettlementInstructionRequestBody = {
|
|
9091
|
+
SettlInstReqID: string;
|
|
9092
|
+
TransactTime: string;
|
|
9093
|
+
AllocAccount?: string;
|
|
9094
|
+
AllocAcctIDSource?: number | string;
|
|
9095
|
+
Side?: Side;
|
|
9096
|
+
Product?: Product | number;
|
|
9097
|
+
SecurityType?: SecurityType;
|
|
9098
|
+
CFICode?: string;
|
|
9099
|
+
EffectiveTime?: string;
|
|
9100
|
+
ExpireTime?: string;
|
|
9101
|
+
LastUpdateTime?: string;
|
|
9102
|
+
StandInstDbType?: StandInstDbType | number;
|
|
9103
|
+
StandInstDbName?: string;
|
|
9104
|
+
StandInstDbID?: string;
|
|
9105
|
+
} & Partial<PartiesFields>;
|
|
9106
|
+
/** `AssignmentReport` (`AW`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9107
|
+
type AssignmentReportBody = {
|
|
9108
|
+
AsgnRptID: string;
|
|
9109
|
+
TotNumAssignmentReports?: number | string;
|
|
9110
|
+
LastRptRequested?: boolean;
|
|
9111
|
+
Account?: string;
|
|
9112
|
+
AccountType: AccountType | number;
|
|
9113
|
+
Currency?: string;
|
|
9114
|
+
ThresholdAmount?: number | string;
|
|
9115
|
+
SettlPrice: number | string;
|
|
9116
|
+
SettlPriceType: SettlPriceType | number;
|
|
9117
|
+
UnderlyingSettlPrice: number | string;
|
|
9118
|
+
ExpireDate?: string;
|
|
9119
|
+
AssignmentMethod: AssignmentMethod;
|
|
9120
|
+
AssignmentUnit?: number | string;
|
|
9121
|
+
OpenInterest: number | string;
|
|
9122
|
+
ExerciseMethod: ExerciseMethod;
|
|
9123
|
+
SettlSessID: SettlSessID;
|
|
9124
|
+
SettlSessSubID: string;
|
|
9125
|
+
ClearingBusinessDate: string;
|
|
9126
|
+
Text?: string;
|
|
9127
|
+
EncodedTextLen?: number | string;
|
|
9128
|
+
EncodedText?: string;
|
|
9129
|
+
} & PartiesFields & PositionQtyFields & PositionAmountDataFields & Partial<InstrumentFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields>;
|
|
9130
|
+
/** `CollateralRequest` (`AX`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9131
|
+
type CollateralRequestBody = {
|
|
9132
|
+
CollReqID: string;
|
|
9133
|
+
CollAsgnReason: CollAsgnReason | number;
|
|
9134
|
+
TransactTime: string;
|
|
9135
|
+
ExpireTime?: string;
|
|
9136
|
+
Account?: string;
|
|
9137
|
+
AccountType?: AccountType | number;
|
|
9138
|
+
ClOrdID?: string;
|
|
9139
|
+
OrderID?: string;
|
|
9140
|
+
SecondaryOrderID?: string;
|
|
9141
|
+
SecondaryClOrdID?: string;
|
|
9142
|
+
SettlDate?: string;
|
|
9143
|
+
Quantity?: number | string;
|
|
9144
|
+
QtyType?: QtyType | number;
|
|
9145
|
+
Currency?: string;
|
|
9146
|
+
MarginExcess?: number | string;
|
|
9147
|
+
TotalNetValue?: number | string;
|
|
9148
|
+
CashOutstanding?: number | string;
|
|
9149
|
+
Side?: Side;
|
|
9150
|
+
Price?: number | string;
|
|
9151
|
+
PriceType?: PriceType | number;
|
|
9152
|
+
AccruedInterestAmt?: number | string;
|
|
9153
|
+
EndAccruedInterestAmt?: number | string;
|
|
9154
|
+
StartCash?: number | string;
|
|
9155
|
+
EndCash?: number | string;
|
|
9156
|
+
TradingSessionID?: string;
|
|
9157
|
+
TradingSessionSubID?: string;
|
|
9158
|
+
SettlSessID?: SettlSessID;
|
|
9159
|
+
SettlSessSubID?: string;
|
|
9160
|
+
ClearingBusinessDate?: string;
|
|
9161
|
+
Text?: string;
|
|
9162
|
+
EncodedTextLen?: number | string;
|
|
9163
|
+
EncodedText?: string;
|
|
9164
|
+
} & Partial<PartiesFields> & Partial<ExecCollGrpFields> & Partial<TrdCollGrpFields> & Partial<InstrumentFields> & Partial<FinancingDetailsFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtCollGrpFields> & Partial<TrdRegTimestampsFields> & Partial<MiscFeesGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<StipulationsFields>;
|
|
9165
|
+
/** `CollateralAssignment` (`AY`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9166
|
+
type CollateralAssignmentBody = {
|
|
9167
|
+
CollAsgnID: string;
|
|
9168
|
+
CollReqID?: string;
|
|
9169
|
+
CollAsgnReason: CollAsgnReason | number;
|
|
9170
|
+
CollAsgnTransType: CollAsgnTransType | number;
|
|
9171
|
+
CollAsgnRefID?: string;
|
|
9172
|
+
TransactTime: string;
|
|
9173
|
+
ExpireTime?: string;
|
|
9174
|
+
Account?: string;
|
|
9175
|
+
AccountType?: AccountType | number;
|
|
9176
|
+
ClOrdID?: string;
|
|
9177
|
+
OrderID?: string;
|
|
9178
|
+
SecondaryOrderID?: string;
|
|
9179
|
+
SecondaryClOrdID?: string;
|
|
9180
|
+
SettlDate?: string;
|
|
9181
|
+
Quantity?: number | string;
|
|
9182
|
+
QtyType?: QtyType | number;
|
|
9183
|
+
Currency?: string;
|
|
9184
|
+
MarginExcess?: number | string;
|
|
9185
|
+
TotalNetValue?: number | string;
|
|
9186
|
+
CashOutstanding?: number | string;
|
|
9187
|
+
Side?: Side;
|
|
9188
|
+
Price?: number | string;
|
|
9189
|
+
PriceType?: PriceType | number;
|
|
9190
|
+
AccruedInterestAmt?: number | string;
|
|
9191
|
+
EndAccruedInterestAmt?: number | string;
|
|
9192
|
+
StartCash?: number | string;
|
|
9193
|
+
EndCash?: number | string;
|
|
9194
|
+
TradingSessionID?: string;
|
|
9195
|
+
TradingSessionSubID?: string;
|
|
9196
|
+
SettlSessID?: SettlSessID;
|
|
9197
|
+
SettlSessSubID?: string;
|
|
9198
|
+
ClearingBusinessDate?: string;
|
|
9199
|
+
Text?: string;
|
|
9200
|
+
EncodedTextLen?: number | string;
|
|
9201
|
+
EncodedText?: string;
|
|
9202
|
+
} & Partial<PartiesFields> & Partial<ExecCollGrpFields> & Partial<TrdCollGrpFields> & Partial<InstrumentFields> & Partial<FinancingDetailsFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtCollGrpFields> & Partial<TrdRegTimestampsFields> & Partial<MiscFeesGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<StipulationsFields> & Partial<SettlInstructionsDataFields>;
|
|
9203
|
+
/** `CollateralResponse` (`AZ`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9204
|
+
type CollateralResponseBody = {
|
|
9205
|
+
CollRespID: string;
|
|
9206
|
+
CollAsgnID: string;
|
|
9207
|
+
CollReqID?: string;
|
|
9208
|
+
CollAsgnReason: CollAsgnReason | number;
|
|
9209
|
+
CollAsgnTransType?: CollAsgnTransType | number;
|
|
9210
|
+
CollAsgnRespType: CollAsgnRespType | number;
|
|
9211
|
+
CollAsgnRejectReason?: CollAsgnRejectReason | number;
|
|
9212
|
+
TransactTime: string;
|
|
9213
|
+
Account?: string;
|
|
9214
|
+
AccountType?: AccountType | number;
|
|
9215
|
+
ClOrdID?: string;
|
|
9216
|
+
OrderID?: string;
|
|
9217
|
+
SecondaryOrderID?: string;
|
|
9218
|
+
SecondaryClOrdID?: string;
|
|
9219
|
+
SettlDate?: string;
|
|
9220
|
+
Quantity?: number | string;
|
|
9221
|
+
QtyType?: QtyType | number;
|
|
9222
|
+
Currency?: string;
|
|
9223
|
+
MarginExcess?: number | string;
|
|
9224
|
+
TotalNetValue?: number | string;
|
|
9225
|
+
CashOutstanding?: number | string;
|
|
9226
|
+
Side?: Side;
|
|
9227
|
+
Price?: number | string;
|
|
9228
|
+
PriceType?: PriceType | number;
|
|
9229
|
+
AccruedInterestAmt?: number | string;
|
|
9230
|
+
EndAccruedInterestAmt?: number | string;
|
|
9231
|
+
StartCash?: number | string;
|
|
9232
|
+
EndCash?: number | string;
|
|
9233
|
+
Text?: string;
|
|
9234
|
+
EncodedTextLen?: number | string;
|
|
9235
|
+
EncodedText?: string;
|
|
9236
|
+
} & Partial<PartiesFields> & Partial<ExecCollGrpFields> & Partial<TrdCollGrpFields> & Partial<InstrumentFields> & Partial<FinancingDetailsFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtCollGrpFields> & Partial<TrdRegTimestampsFields> & Partial<MiscFeesGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<StipulationsFields>;
|
|
9237
|
+
/** `CollateralReport` (`BA`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9238
|
+
type CollateralReportBody = {
|
|
9239
|
+
CollRptID: string;
|
|
9240
|
+
CollInquiryID?: string;
|
|
9241
|
+
CollStatus: CollStatus | number;
|
|
9242
|
+
TotNumReports?: number | string;
|
|
9243
|
+
LastRptRequested?: boolean;
|
|
9244
|
+
Account?: string;
|
|
9245
|
+
AccountType?: AccountType | number;
|
|
9246
|
+
ClOrdID?: string;
|
|
9247
|
+
OrderID?: string;
|
|
9248
|
+
SecondaryOrderID?: string;
|
|
9249
|
+
SecondaryClOrdID?: string;
|
|
9250
|
+
SettlDate?: string;
|
|
9251
|
+
Quantity?: number | string;
|
|
9252
|
+
QtyType?: QtyType | number;
|
|
9253
|
+
Currency?: string;
|
|
9254
|
+
MarginExcess?: number | string;
|
|
9255
|
+
TotalNetValue?: number | string;
|
|
9256
|
+
CashOutstanding?: number | string;
|
|
9257
|
+
Side?: Side;
|
|
9258
|
+
Price?: number | string;
|
|
9259
|
+
PriceType?: PriceType | number;
|
|
9260
|
+
AccruedInterestAmt?: number | string;
|
|
9261
|
+
EndAccruedInterestAmt?: number | string;
|
|
9262
|
+
StartCash?: number | string;
|
|
9263
|
+
EndCash?: number | string;
|
|
9264
|
+
TradingSessionID?: string;
|
|
9265
|
+
TradingSessionSubID?: string;
|
|
9266
|
+
SettlSessID?: SettlSessID;
|
|
9267
|
+
SettlSessSubID?: string;
|
|
9268
|
+
ClearingBusinessDate?: string;
|
|
9269
|
+
Text?: string;
|
|
9270
|
+
EncodedTextLen?: number | string;
|
|
9271
|
+
EncodedText?: string;
|
|
9272
|
+
} & Partial<PartiesFields> & Partial<ExecCollGrpFields> & Partial<TrdCollGrpFields> & Partial<InstrumentFields> & Partial<FinancingDetailsFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields> & Partial<TrdRegTimestampsFields> & Partial<MiscFeesGrpFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<StipulationsFields> & Partial<SettlInstructionsDataFields>;
|
|
9273
|
+
/** `CollateralInquiry` (`BB`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9274
|
+
type CollateralInquiryBody = {
|
|
9275
|
+
CollInquiryID?: string;
|
|
9276
|
+
SubscriptionRequestType?: SubscriptionRequestType;
|
|
9277
|
+
ResponseTransportType?: ResponseTransportType | number;
|
|
9278
|
+
ResponseDestination?: string;
|
|
9279
|
+
Account?: string;
|
|
9280
|
+
AccountType?: AccountType | number;
|
|
9281
|
+
ClOrdID?: string;
|
|
9282
|
+
OrderID?: string;
|
|
9283
|
+
SecondaryOrderID?: string;
|
|
9284
|
+
SecondaryClOrdID?: string;
|
|
9285
|
+
SettlDate?: string;
|
|
9286
|
+
Quantity?: number | string;
|
|
9287
|
+
QtyType?: QtyType | number;
|
|
9288
|
+
Currency?: string;
|
|
9289
|
+
MarginExcess?: number | string;
|
|
9290
|
+
TotalNetValue?: number | string;
|
|
9291
|
+
CashOutstanding?: number | string;
|
|
9292
|
+
Side?: Side;
|
|
9293
|
+
Price?: number | string;
|
|
9294
|
+
PriceType?: PriceType | number;
|
|
9295
|
+
AccruedInterestAmt?: number | string;
|
|
9296
|
+
EndAccruedInterestAmt?: number | string;
|
|
9297
|
+
StartCash?: number | string;
|
|
9298
|
+
EndCash?: number | string;
|
|
9299
|
+
TradingSessionID?: string;
|
|
9300
|
+
TradingSessionSubID?: string;
|
|
9301
|
+
SettlSessID?: SettlSessID;
|
|
9302
|
+
SettlSessSubID?: string;
|
|
9303
|
+
ClearingBusinessDate?: string;
|
|
9304
|
+
Text?: string;
|
|
9305
|
+
EncodedTextLen?: number | string;
|
|
9306
|
+
EncodedText?: string;
|
|
9307
|
+
} & Partial<CollInqQualGrpFields> & Partial<PartiesFields> & Partial<ExecCollGrpFields> & Partial<TrdCollGrpFields> & Partial<InstrumentFields> & Partial<FinancingDetailsFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields> & Partial<TrdRegTimestampsFields> & Partial<SpreadOrBenchmarkCurveDataFields> & Partial<StipulationsFields> & Partial<SettlInstructionsDataFields>;
|
|
9308
|
+
/** `NetworkCounterpartySystemStatusRequest` (`BC`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9309
|
+
type NetworkCounterpartySystemStatusRequestBody = {
|
|
9310
|
+
NetworkRequestType: NetworkRequestType | number;
|
|
9311
|
+
NetworkRequestID: string;
|
|
9312
|
+
} & Partial<CompIDReqGrpFields>;
|
|
9313
|
+
/** `NetworkCounterpartySystemStatusResponse` (`BD`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9314
|
+
type NetworkCounterpartySystemStatusResponseBody = {
|
|
9315
|
+
NetworkStatusResponseType: NetworkStatusResponseType | number;
|
|
9316
|
+
NetworkRequestID?: string;
|
|
9317
|
+
NetworkResponseID: string;
|
|
9318
|
+
LastNetworkResponseID?: string;
|
|
9319
|
+
} & CompIDStatGrpFields;
|
|
9320
|
+
/** `UserRequest` (`BE`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9321
|
+
type UserRequestBody = {
|
|
9322
|
+
UserRequestID: string;
|
|
9323
|
+
UserRequestType: UserRequestType | number;
|
|
9324
|
+
Username: string;
|
|
9325
|
+
Password?: string;
|
|
9326
|
+
NewPassword?: string;
|
|
9327
|
+
RawDataLength?: number | string;
|
|
9328
|
+
RawData?: string;
|
|
9329
|
+
};
|
|
9330
|
+
/** `UserResponse` (`BF`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9331
|
+
type UserResponseBody = {
|
|
9332
|
+
UserRequestID: string;
|
|
9333
|
+
Username: string;
|
|
9334
|
+
UserStatus?: UserStatus | number;
|
|
9335
|
+
UserStatusText?: string;
|
|
9336
|
+
};
|
|
9337
|
+
/** `CollateralInquiryAck` (`BG`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9338
|
+
type CollateralInquiryAckBody = {
|
|
9339
|
+
CollInquiryID: string;
|
|
9340
|
+
CollInquiryStatus: CollInquiryStatus | number;
|
|
9341
|
+
CollInquiryResult?: CollInquiryResult | number;
|
|
9342
|
+
TotNumReports?: number | string;
|
|
9343
|
+
Account?: string;
|
|
9344
|
+
AccountType?: AccountType | number;
|
|
9345
|
+
ClOrdID?: string;
|
|
9346
|
+
OrderID?: string;
|
|
9347
|
+
SecondaryOrderID?: string;
|
|
9348
|
+
SecondaryClOrdID?: string;
|
|
9349
|
+
SettlDate?: string;
|
|
9350
|
+
Quantity?: number | string;
|
|
9351
|
+
QtyType?: QtyType | number;
|
|
9352
|
+
Currency?: string;
|
|
9353
|
+
TradingSessionID?: string;
|
|
9354
|
+
TradingSessionSubID?: string;
|
|
9355
|
+
SettlSessID?: SettlSessID;
|
|
9356
|
+
SettlSessSubID?: string;
|
|
9357
|
+
ClearingBusinessDate?: string;
|
|
9358
|
+
ResponseTransportType?: ResponseTransportType | number;
|
|
9359
|
+
ResponseDestination?: string;
|
|
9360
|
+
Text?: string;
|
|
9361
|
+
EncodedTextLen?: number | string;
|
|
9362
|
+
EncodedText?: string;
|
|
9363
|
+
} & Partial<CollInqQualGrpFields> & Partial<PartiesFields> & Partial<ExecCollGrpFields> & Partial<TrdCollGrpFields> & Partial<InstrumentFields> & Partial<FinancingDetailsFields> & Partial<InstrmtLegGrpFields> & Partial<UndInstrmtGrpFields>;
|
|
9364
|
+
/** `ConfirmationRequest` (`BH`) message body — settable fields/groups, excluding the header/trailer envelope. */
|
|
9365
|
+
type ConfirmationRequestBody = {
|
|
9366
|
+
ConfirmReqID: string;
|
|
9367
|
+
ConfirmType: ConfirmType | number;
|
|
9368
|
+
AllocID?: string;
|
|
9369
|
+
SecondaryAllocID?: string;
|
|
9370
|
+
IndividualAllocID?: string;
|
|
9371
|
+
TransactTime: string;
|
|
9372
|
+
AllocAccount?: string;
|
|
9373
|
+
AllocAcctIDSource?: number | string;
|
|
9374
|
+
AllocAccountType?: AllocAccountType | number;
|
|
9375
|
+
Text?: string;
|
|
9376
|
+
EncodedTextLen?: number | string;
|
|
9377
|
+
EncodedText?: string;
|
|
9378
|
+
} & Partial<OrdAllocGrpFields>;
|
|
9379
|
+
/**
|
|
9380
|
+
* Every message body keyed by its `MsgType` (tag 35) wire value — the type registry that
|
|
9381
|
+
* makes `message(msgType)` / `engine.create(msgType)` return a builder typed to exactly
|
|
9382
|
+
* that message. First-definition-wins on a duplicate `MsgType`, matching the runtime
|
|
9383
|
+
* `Dictionary.messageByMsgType`. Extend it with new messages via declaration merging.
|
|
9384
|
+
*/
|
|
9385
|
+
interface MessageBodies {
|
|
9386
|
+
"0": HeartbeatBody;
|
|
9387
|
+
"1": TestRequestBody;
|
|
9388
|
+
"2": ResendRequestBody;
|
|
9389
|
+
"3": RejectBody;
|
|
9390
|
+
"4": SequenceResetBody;
|
|
9391
|
+
"5": LogoutBody;
|
|
9392
|
+
"6": IOIBody;
|
|
9393
|
+
"7": AdvertisementBody;
|
|
9394
|
+
"8": ExecutionReportBody;
|
|
9395
|
+
"9": OrderCancelRejectBody;
|
|
9396
|
+
"A": LogonBody;
|
|
9397
|
+
"B": NewsBody;
|
|
9398
|
+
"C": EmailBody;
|
|
9399
|
+
"D": NewOrderSingleBody;
|
|
9400
|
+
"E": NewOrderListBody;
|
|
9401
|
+
"F": OrderCancelRequestBody;
|
|
9402
|
+
"G": OrderCancelReplaceRequestBody;
|
|
9403
|
+
"H": OrderStatusRequestBody;
|
|
9404
|
+
"J": AllocationInstructionBody;
|
|
9405
|
+
"K": ListCancelRequestBody;
|
|
9406
|
+
"L": ListExecuteBody;
|
|
9407
|
+
"M": ListStatusRequestBody;
|
|
9408
|
+
"N": ListStatusBody;
|
|
9409
|
+
"P": AllocationInstructionAckBody;
|
|
9410
|
+
"Q": DontKnowTradeBody;
|
|
9411
|
+
"R": QuoteRequestBody;
|
|
9412
|
+
"S": QuoteBody;
|
|
9413
|
+
"T": SettlementInstructionsBody;
|
|
9414
|
+
"V": MarketDataRequestBody;
|
|
9415
|
+
"W": MarketDataSnapshotFullRefreshBody;
|
|
9416
|
+
"X": MarketDataIncrementalRefreshBody;
|
|
9417
|
+
"Y": MarketDataRequestRejectBody;
|
|
9418
|
+
"Z": QuoteCancelBody;
|
|
9419
|
+
"a": QuoteStatusRequestBody;
|
|
9420
|
+
"b": MassQuoteAcknowledgementBody;
|
|
9421
|
+
"c": SecurityDefinitionRequestBody;
|
|
9422
|
+
"d": SecurityDefinitionBody;
|
|
9423
|
+
"e": SecurityStatusRequestBody;
|
|
9424
|
+
"f": SecurityStatusBody;
|
|
9425
|
+
"g": TradingSessionStatusRequestBody;
|
|
9426
|
+
"h": TradingSessionStatusBody;
|
|
9427
|
+
"i": MassQuoteBody;
|
|
9428
|
+
"j": BusinessMessageRejectBody;
|
|
9429
|
+
"k": BidRequestBody;
|
|
9430
|
+
"l": BidResponseBody;
|
|
9431
|
+
"m": ListStrikePriceBody;
|
|
9432
|
+
"n": XMLnonFIXBody;
|
|
9433
|
+
"o": RegistrationInstructionsBody;
|
|
9434
|
+
"p": RegistrationInstructionsResponseBody;
|
|
9435
|
+
"q": OrderMassCancelRequestBody;
|
|
9436
|
+
"r": OrderMassCancelReportBody;
|
|
9437
|
+
"s": NewOrderCrossBody;
|
|
9438
|
+
"t": CrossOrderCancelReplaceRequestBody;
|
|
9439
|
+
"u": CrossOrderCancelRequestBody;
|
|
9440
|
+
"v": SecurityTypeRequestBody;
|
|
9441
|
+
"w": SecurityTypesBody;
|
|
9442
|
+
"x": SecurityListRequestBody;
|
|
9443
|
+
"y": SecurityListBody;
|
|
9444
|
+
"z": DerivativeSecurityListRequestBody;
|
|
9445
|
+
"AA": DerivativeSecurityListBody;
|
|
9446
|
+
"AB": NewOrderMultilegBody;
|
|
9447
|
+
"AC": MultilegOrderCancelReplaceBody;
|
|
9448
|
+
"AD": TradeCaptureReportRequestBody;
|
|
9449
|
+
"AE": TradeCaptureReportBody;
|
|
9450
|
+
"AF": OrderMassStatusRequestBody;
|
|
9451
|
+
"AG": QuoteRequestRejectBody;
|
|
9452
|
+
"AH": RFQRequestBody;
|
|
9453
|
+
"AI": QuoteStatusReportBody;
|
|
9454
|
+
"AJ": QuoteResponseBody;
|
|
9455
|
+
"AK": ConfirmationBody;
|
|
9456
|
+
"AL": PositionMaintenanceRequestBody;
|
|
9457
|
+
"AM": PositionMaintenanceReportBody;
|
|
9458
|
+
"AN": RequestForPositionsBody;
|
|
9459
|
+
"AO": RequestForPositionsAckBody;
|
|
9460
|
+
"AP": PositionReportBody;
|
|
9461
|
+
"AQ": TradeCaptureReportRequestAckBody;
|
|
9462
|
+
"AR": TradeCaptureReportAckBody;
|
|
9463
|
+
"AS": AllocationReportBody;
|
|
9464
|
+
"AT": AllocationReportAckBody;
|
|
9465
|
+
"AU": ConfirmationAckBody;
|
|
9466
|
+
"AV": SettlementInstructionRequestBody;
|
|
9467
|
+
"AW": AssignmentReportBody;
|
|
9468
|
+
"AX": CollateralRequestBody;
|
|
9469
|
+
"AY": CollateralAssignmentBody;
|
|
9470
|
+
"AZ": CollateralResponseBody;
|
|
9471
|
+
"BA": CollateralReportBody;
|
|
9472
|
+
"BB": CollateralInquiryBody;
|
|
9473
|
+
"BC": NetworkCounterpartySystemStatusRequestBody;
|
|
9474
|
+
"BD": NetworkCounterpartySystemStatusResponseBody;
|
|
9475
|
+
"BE": UserRequestBody;
|
|
9476
|
+
"BF": UserResponseBody;
|
|
9477
|
+
"BG": CollateralInquiryAckBody;
|
|
9478
|
+
"BH": ConfirmationRequestBody;
|
|
9479
|
+
}
|
|
9480
|
+
/**
|
|
9481
|
+
* A typed, self-rendering message factory bound to this dictionary. Call it with a `MsgType`
|
|
9482
|
+
* value (e.g. `MsgType.MarketDataSnapshotFullRefresh`, the literal `"W"`) to build a
|
|
9483
|
+
* strongly-typed `MutableMessage`; use `message.immutable(...)` for the copy-on-write
|
|
9484
|
+
* variant. Supply the envelope (session/header fields) to `.render(envelope)`.
|
|
9485
|
+
*
|
|
9486
|
+
* ```ts
|
|
9487
|
+
* const wire = message('W')
|
|
9488
|
+
* .set('MDReqID', 'req-1')
|
|
9489
|
+
* .set('NoMDEntries', [{ MDEntryType: '0', MDEntryPx: '1.2345' }])
|
|
9490
|
+
* .render({ SenderCompID: 'ME', TargetCompID: 'YOU', MsgSeqNum: 1, SendingTime: '20260716-12:00:00' });
|
|
9491
|
+
* ```
|
|
9492
|
+
*/
|
|
9493
|
+
declare const message: MessageFactory<MessageBodies>;
|
|
9494
|
+
/**
|
|
9495
|
+
* A typed message-narrowing guard bound to this dictionary's `MessageBodies` — the read-side
|
|
9496
|
+
* counterpart of `message`. Given a message of unknown body (a `MessageView<any>`, e.g. at a
|
|
9497
|
+
* generic `send(message)` boundary where the concrete `MsgType` is erased) and a `MsgType`
|
|
9498
|
+
* value, it narrows the message so its `get()`/`has()` reads are typed to that message's body —
|
|
9499
|
+
* no `any`, no casts. Runtime is a plain `msgType` compare; the narrowing comes entirely from
|
|
9500
|
+
* `MessageBodies[M]`. It narrows to the read surface `MessageView` (shared by the mutable and
|
|
9501
|
+
* immutable message), not the mutable/immutable kind.
|
|
9502
|
+
*
|
|
9503
|
+
* ```ts
|
|
9504
|
+
* if (isMessageType(msg, 'W')) {
|
|
9505
|
+
* // msg: MessageView<MarketDataSnapshotFullRefreshBody>
|
|
9506
|
+
* const px = msg.get('NoMDEntries')?.[0]?.MDEntryPx;
|
|
9507
|
+
* }
|
|
9508
|
+
* ```
|
|
9509
|
+
*/
|
|
9510
|
+
declare const isMessageType: _boarteam_fix.MessageTypeGuard<MessageBodies>;
|
|
9511
|
+
/**
|
|
9512
|
+
* The read surface (`MessageView`) of the message whose `MsgType` value is `M` — a
|
|
9513
|
+
* convenience alias for annotating a narrowed message. `MessageOf<'W'>` is
|
|
9514
|
+
* `MessageView<MarketDataSnapshotFullRefreshBody>`.
|
|
9515
|
+
*/
|
|
9516
|
+
type MessageOf<M extends keyof MessageBodies & string> = MessageView<MessageBodies[M] & object>;
|
|
5846
9517
|
|
|
5847
|
-
export { AccountType, AcctIDSource, Adjustment, AdjustmentType, AdvSide, AdvTransType, AffirmStatus, AggregatedBook, AllocAccountType, AllocCancReplaceReason, AllocHandlInst, AllocIntermedReqType, AllocLinkType, AllocNoOrdersType, AllocRejCode, AllocReportType, AllocSettlInstType, AllocStatus, AllocTransType, AllocType, ApplQueueAction, ApplQueueResolution, AssignmentMethod, AvgPxIndicator, BasisPxType, BidDescriptorType, BidRequestTransType, BidTradeType, BidType, BookingType, BookingUnit, BusinessRejectReason, CPProgram, CancellationRights, CashMargin, ClearingFeeIndicator, ClearingInstruction, CollAction, CollAsgnReason, CollAsgnRejectReason, CollAsgnRespType, CollAsgnTransType, CollInquiryQualifier, CollInquiryResult, CollInquiryStatus, CollStatus, CommType, ConfirmRejReason, ConfirmStatus, ConfirmTransType, ConfirmType, ContAmtType, CorporateAction, CoveredOrUncovered, CrossPrioritization, CrossType, CustOrderCapacity, CxlRejReason, CxlRejResponseTo, DICTIONARY_VERSION, DKReason, DayBookingInst, DeleteReason, DeliveryForm, DeliveryType, DiscretionInst, DiscretionLimitType, DiscretionMoveType, DiscretionOffsetType, DiscretionRoundDirection, DiscretionScope, DistribPaymentMethod, DlvyInstType, DueToRelated, EmailType, EncryptMethod, type EnumFieldName, Enums, EventType, ExchangeForPhysical, ExecInst, ExecPriceType, ExecRestatementReason, ExecType, ExerciseMethod, ExpirationCycle, FinancialStatus, ForexReq, FundRenewWaiv, GTBookingInst, GapFillFlag, HaltReasonChar, HandlInst, IOINaturalFlag, IOIQltyInd, IOIQty, IOIQualifier, IOITransType, InViewOfCommon, IncTaxInd, InstrAttribType, LastCapacity, LastFragment, LastLiquidityInd, LegSwapType, LegalConfirm, LiquidityIndType, ListExecInstType, ListOrderStatus, ListStatusType, LocateReqd, MDEntryType, MDImplicitDelete, MDReqRejReason, MDUpdateAction, MDUpdateType, MassCancelRejectReason, MassCancelRequestType, MassCancelResponse, MassStatusReqType, MatchStatus, MatchType, MessageEncoding, MiscFeeBasis, MiscFeeType, MoneyLaunderingStatus, MsgDirection, MsgType, type MsgTypeName, MsgTypeNames, MultiLegReportingType, MultiLegRptTypeReq, NetGrossInd, NetworkRequestType, NetworkStatusResponseType, NoSides, NotifyBrokerOfCredit, OddLot, OpenCloseSettlFlag, OrdRejReason, OrdStatus, OrdType, OrderCapacity, OrderRestrictions, OwnerType, OwnershipType, PartyIDSource, PartyRole, PartySubIDType, PaymentMethod, PegLimitType, PegMoveType, PegOffsetType, PegRoundDirection, PegScope, PosAmtType, PosMaintAction, PosMaintResult, PosMaintStatus, PosQtyStatus, PosReqResult, PosReqStatus, PosReqType, PosTransType, PosType, PositionEffect, PossDupFlag, PossResend, PreallocMethod, PreviouslyReported, PriceType, PriorityIndicator, ProcessCode, Product, ProgRptReqs, PublishTrdIndicator, PutOrCall, QtyType, QuoteCancelType, QuoteCondition, QuotePriceType, QuoteRejectReason, QuoteRequestRejectReason, QuoteRequestType, QuoteRespType, QuoteResponseLevel, QuoteStatus, QuoteType, RegistRejReasonCode, RegistStatus, RegistTransType, ReportToExch, ResetSeqNumFlag, ResponseTransportType, RoundingDirection, RoutingType, Scope, SecurityIDSource, SecurityListRequestType, SecurityRequestResult, SecurityRequestType, SecurityResponseType, SecurityTradingStatus, SecurityType, SessionRejectReason, SettlCurrFxRateCalc, SettlDeliveryType, SettlInstMode, SettlInstReqRejCode, SettlInstSource, SettlInstTransType, SettlPriceType, SettlSessID, SettlType, ShortSaleReason, Side, SideMultiLegReportingType, SideValueInd, SolicitedFlag, StandInstDbType, StatusValue, StipulationType, SubscriptionRequestType, type TagName, TagNames, Tags, TargetStrategy, TaxAdvantageType, TerminationType, TestMessageIndicator, TickDirection, TimeInForce, TradSesMethod, TradSesMode, TradSesStatus, TradSesStatusRejReason, TradeAllocIndicator, TradeCondition, TradeReportRejectReason, TradeReportType, TradeRequestResult, TradeRequestStatus, TradeRequestType, TradedFlatSwitch, TrdRegTimestampType, TrdRptStatus, TrdType, UnsolicitedIndicator, Urgency, UserRequestType, UserStatus, WorkingIndicator, YieldType, dictionary };
|
|
9518
|
+
export { AccountType, AcctIDSource, Adjustment, AdjustmentType, AdvSide, AdvTransType, type AdvertisementBody, type AffectedOrdGrpFields, type AffectedOrdGrp_NoAffectedOrdersEntry, AffirmStatus, AggregatedBook, AllocAccountType, type AllocAckGrpFields, type AllocAckGrp_NoAllocsEntry, AllocCancReplaceReason, type AllocGrpFields, type AllocGrp_NoAllocsEntry, AllocHandlInst, AllocIntermedReqType, AllocLinkType, AllocNoOrdersType, AllocRejCode, AllocReportType, AllocSettlInstType, AllocStatus, AllocTransType, AllocType, type AllocationInstructionAckBody, type AllocationInstructionBody, type AllocationReportAckBody, type AllocationReportBody, ApplQueueAction, ApplQueueResolution, AssignmentMethod, type AssignmentReportBody, type AttrbGrpFields, type AttrbGrp_NoInstrAttribEntry, AvgPxIndicator, BasisPxType, type BidCompReqGrpFields, type BidCompReqGrp_NoBidComponentsEntry, type BidCompRspGrpFields, type BidCompRspGrp_NoBidComponentsEntry, type BidDescReqGrpFields, type BidDescReqGrp_NoBidDescriptorsEntry, BidDescriptorType, type BidRequestBody, BidRequestTransType, type BidResponseBody, BidTradeType, BidType, BookingType, BookingUnit, type BusinessMessageRejectBody, BusinessRejectReason, CPProgram, CancellationRights, CashMargin, ClearingFeeIndicator, ClearingInstruction, type ClrInstGrpFields, type ClrInstGrp_NoClearingInstructionsEntry, CollAction, CollAsgnReason, CollAsgnRejectReason, CollAsgnRespType, CollAsgnTransType, type CollInqQualGrpFields, type CollInqQualGrp_NoCollInquiryQualifierEntry, CollInquiryQualifier, CollInquiryResult, CollInquiryStatus, CollStatus, type CollateralAssignmentBody, type CollateralInquiryAckBody, type CollateralInquiryBody, type CollateralReportBody, type CollateralRequestBody, type CollateralResponseBody, CommType, type CommissionDataFields, type CompIDReqGrpFields, type CompIDReqGrp_NoCompIDsEntry, type CompIDStatGrpFields, type CompIDStatGrp_NoCompIDsEntry, ConfirmRejReason, ConfirmStatus, ConfirmTransType, ConfirmType, type ConfirmationAckBody, type ConfirmationBody, type ConfirmationRequestBody, type ContAmtGrpFields, type ContAmtGrp_NoContAmtsEntry, ContAmtType, type ContraGrpFields, type ContraGrp_NoContraBrokersEntry, CorporateAction, CoveredOrUncovered, type CpctyConfGrpFields, type CpctyConfGrp_NoCapacitiesEntry, type CrossOrderCancelReplaceRequestBody, type CrossOrderCancelRequestBody, CrossPrioritization, CrossType, CustOrderCapacity, CxlRejReason, CxlRejResponseTo, DICTIONARY_VERSION, DKReason, DayBookingInst, DeleteReason, DeliveryForm, DeliveryType, type DerivativeSecurityListBody, type DerivativeSecurityListRequestBody, DiscretionInst, type DiscretionInstructionsFields, DiscretionLimitType, DiscretionMoveType, DiscretionOffsetType, DiscretionRoundDirection, DiscretionScope, DistribPaymentMethod, type DlvyInstGrpFields, type DlvyInstGrp_NoDlvyInstEntry, DlvyInstType, type DontKnowTradeBody, DueToRelated, type EmailBody, EmailType, EncryptMethod, type EnumFieldName, Enums, EventType, type EvntGrpFields, type EvntGrp_NoEventsEntry, ExchangeForPhysical, type ExecAllocGrpFields, type ExecAllocGrp_NoExecsEntry, type ExecCollGrpFields, type ExecCollGrp_NoExecsEntry, ExecInst, ExecPriceType, ExecRestatementReason, ExecType, type ExecsGrpFields, type ExecsGrp_NoExecsEntry, type ExecutionReportBody, ExerciseMethod, ExpirationCycle, FinancialStatus, type FinancingDetailsFields, ForexReq, FundRenewWaiv, GTBookingInst, GapFillFlag, HaltReasonChar, HandlInst, type HeartbeatBody, type IOIBody, IOINaturalFlag, IOIQltyInd, IOIQty, type IOIQualGrpFields, type IOIQualGrp_NoIOIQualifiersEntry, IOIQualifier, IOITransType, InViewOfCommon, IncTaxInd, InstrAttribType, type InstrmtGrpFields, type InstrmtGrp_NoRelatedSymEntry, type InstrmtLegExecGrpFields, type InstrmtLegExecGrp_NoLegsEntry, type InstrmtLegGrpFields, type InstrmtLegGrp_NoLegsEntry, type InstrmtLegIOIGrpFields, type InstrmtLegIOIGrp_NoLegsEntry, type InstrmtLegSecListGrpFields, type InstrmtLegSecListGrp_NoLegsEntry, type InstrmtMDReqGrpFields, type InstrmtMDReqGrp_NoRelatedSymEntry, type InstrmtStrkPxGrpFields, type InstrmtStrkPxGrp_NoStrikesEntry, type InstrumentExtensionFields, type InstrumentFields, type InstrumentLegFields, LastCapacity, LastFragment, LastLiquidityInd, type LegBenchmarkCurveDataFields, type LegOrdGrpFields, type LegOrdGrp_NoLegsEntry, type LegPreAllocGrpFields, type LegPreAllocGrp_NoLegAllocsEntry, type LegQuotGrpFields, type LegQuotGrp_NoLegsEntry, type LegQuotStatGrpFields, type LegQuotStatGrp_NoLegsEntry, type LegSecAltIDGrpFields, type LegSecAltIDGrp_NoLegSecurityAltIDEntry, type LegStipulationsFields, type LegStipulations_NoLegStipulationsEntry, LegSwapType, LegalConfirm, type LinesOfTextGrpFields, type LinesOfTextGrp_NoLinesOfTextEntry, LiquidityIndType, type ListCancelRequestBody, ListExecInstType, type ListExecuteBody, type ListOrdGrpFields, type ListOrdGrp_NoOrdersEntry, ListOrderStatus, type ListStatusBody, type ListStatusRequestBody, ListStatusType, type ListStrikePriceBody, LocateReqd, type LogonBody, type Logon_NoMsgTypesEntry, type LogoutBody, MDEntryType, type MDFullGrpFields, type MDFullGrp_NoMDEntriesEntry, MDImplicitDelete, type MDIncGrpFields, type MDIncGrp_NoMDEntriesEntry, type MDReqGrpFields, type MDReqGrp_NoMDEntryTypesEntry, MDReqRejReason, type MDRjctGrpFields, type MDRjctGrp_NoAltMDSourceEntry, MDUpdateAction, MDUpdateType, type MarketDataIncrementalRefreshBody, type MarketDataRequestBody, type MarketDataRequestRejectBody, type MarketDataSnapshotFullRefreshBody, MassCancelRejectReason, MassCancelRequestType, MassCancelResponse, type MassQuoteAcknowledgementBody, type MassQuoteBody, MassStatusReqType, MatchStatus, MatchType, type MessageBodies, MessageEncoding, type MessageOf, MiscFeeBasis, MiscFeeType, type MiscFeesGrpFields, type MiscFeesGrp_NoMiscFeesEntry, MoneyLaunderingStatus, MsgDirection, MsgType, type MsgTypeName, MsgTypeNames, MultiLegReportingType, MultiLegRptTypeReq, type MultilegOrderCancelReplaceBody, type NestedParties2Fields, type NestedParties2_NoNested2PartyIDsEntry, type NestedParties3Fields, type NestedParties3_NoNested3PartyIDsEntry, type NestedPartiesFields, type NestedParties_NoNestedPartyIDsEntry, NetGrossInd, type NetworkCounterpartySystemStatusRequestBody, type NetworkCounterpartySystemStatusResponseBody, NetworkRequestType, NetworkStatusResponseType, type NewOrderCrossBody, type NewOrderListBody, type NewOrderMultilegBody, type NewOrderSingleBody, type NewsBody, NoSides, NotifyBrokerOfCredit, type NstdPtys2SubGrpFields, type NstdPtys2SubGrp_NoNested2PartySubIDsEntry, type NstdPtys3SubGrpFields, type NstdPtys3SubGrp_NoNested3PartySubIDsEntry, type NstdPtysSubGrpFields, type NstdPtysSubGrp_NoNestedPartySubIDsEntry, OddLot, OpenCloseSettlFlag, type OrdAllocGrpFields, type OrdAllocGrp_NoOrdersEntry, type OrdListStatGrpFields, type OrdListStatGrp_NoOrdersEntry, OrdRejReason, OrdStatus, OrdType, type OrderCancelRejectBody, type OrderCancelReplaceRequestBody, type OrderCancelRequestBody, OrderCapacity, type OrderMassCancelReportBody, type OrderMassCancelRequestBody, type OrderMassStatusRequestBody, type OrderQtyDataFields, OrderRestrictions, type OrderStatusRequestBody, OwnerType, OwnershipType, type PartiesFields, type Parties_NoPartyIDsEntry, PartyIDSource, PartyRole, PartySubIDType, PaymentMethod, type PegInstructionsFields, PegLimitType, PegMoveType, PegOffsetType, PegRoundDirection, PegScope, PosAmtType, PosMaintAction, PosMaintResult, PosMaintStatus, PosQtyStatus, PosReqResult, PosReqStatus, PosReqType, PosTransType, PosType, type PosUndInstrmtGrpFields, type PosUndInstrmtGrp_NoUnderlyingsEntry, type PositionAmountDataFields, type PositionAmountData_NoPosAmtEntry, PositionEffect, type PositionMaintenanceReportBody, type PositionMaintenanceRequestBody, type PositionQtyFields, type PositionQty_NoPositionsEntry, type PositionReportBody, PossDupFlag, PossResend, type PreAllocGrpFields, type PreAllocGrp_NoAllocsEntry, type PreAllocMlegGrpFields, type PreAllocMlegGrp_NoAllocsEntry, PreallocMethod, PreviouslyReported, PriceType, PriorityIndicator, ProcessCode, Product, ProgRptReqs, type PtysSubGrpFields, type PtysSubGrp_NoPartySubIDsEntry, PublishTrdIndicator, PutOrCall, QtyType, type QuotCxlEntriesGrpFields, type QuotCxlEntriesGrp_NoQuoteEntriesEntry, type QuotEntryAckGrpFields, type QuotEntryAckGrp_NoQuoteEntriesEntry, type QuotEntryGrpFields, type QuotEntryGrp_NoQuoteEntriesEntry, type QuotQualGrpFields, type QuotQualGrp_NoQuoteQualifiersEntry, type QuotReqGrpFields, type QuotReqGrp_NoRelatedSymEntry, type QuotReqLegsGrpFields, type QuotReqLegsGrp_NoLegsEntry, type QuotReqRjctGrpFields, type QuotReqRjctGrp_NoRelatedSymEntry, type QuotSetAckGrpFields, type QuotSetAckGrp_NoQuoteSetsEntry, type QuotSetGrpFields, type QuotSetGrp_NoQuoteSetsEntry, type QuoteBody, type QuoteCancelBody, QuoteCancelType, QuoteCondition, QuotePriceType, QuoteRejectReason, type QuoteRequestBody, type QuoteRequestRejectBody, QuoteRequestRejectReason, QuoteRequestType, QuoteRespType, type QuoteResponseBody, QuoteResponseLevel, QuoteStatus, type QuoteStatusReportBody, type QuoteStatusRequestBody, QuoteType, type RFQReqGrpFields, type RFQReqGrp_NoRelatedSymEntry, type RFQRequestBody, RegistRejReasonCode, RegistStatus, RegistTransType, type RegistrationInstructionsBody, type RegistrationInstructionsResponseBody, type RejectBody, type RelSymDerivSecGrpFields, type RelSymDerivSecGrp_NoRelatedSymEntry, ReportToExch, type RequestForPositionsAckBody, type RequestForPositionsBody, type ResendRequestBody, ResetSeqNumFlag, ResponseTransportType, type RgstDistInstGrpFields, type RgstDistInstGrp_NoDistribInstsEntry, type RgstDtlsGrpFields, type RgstDtlsGrp_NoRegistDtlsEntry, RoundingDirection, type RoutingGrpFields, type RoutingGrp_NoRoutingIDsEntry, RoutingType, Scope, type SecAltIDGrpFields, type SecAltIDGrp_NoSecurityAltIDEntry, type SecListGrpFields, type SecListGrp_NoRelatedSymEntry, type SecTypesGrpFields, type SecTypesGrp_NoSecurityTypesEntry, type SecurityDefinitionBody, type SecurityDefinitionRequestBody, SecurityIDSource, type SecurityListBody, type SecurityListRequestBody, SecurityListRequestType, SecurityRequestResult, SecurityRequestType, SecurityResponseType, type SecurityStatusBody, type SecurityStatusRequestBody, SecurityTradingStatus, SecurityType, type SecurityTypeRequestBody, type SecurityTypesBody, type SequenceResetBody, SessionRejectReason, SettlCurrFxRateCalc, SettlDeliveryType, type SettlInstGrpFields, type SettlInstGrp_NoSettlInstEntry, SettlInstMode, SettlInstReqRejCode, SettlInstSource, SettlInstTransType, type SettlInstructionsDataFields, type SettlPartiesFields, type SettlParties_NoSettlPartyIDsEntry, SettlPriceType, type SettlPtysSubGrpFields, type SettlPtysSubGrp_NoSettlPartySubIDsEntry, SettlSessID, SettlType, type SettlementInstructionRequestBody, type SettlementInstructionsBody, ShortSaleReason, Side, type SideCrossOrdCxlGrpFields, type SideCrossOrdCxlGrp_NoSidesEntry, type SideCrossOrdModGrpFields, type SideCrossOrdModGrp_NoSidesEntry, SideMultiLegReportingType, SideValueInd, SolicitedFlag, type SpreadOrBenchmarkCurveDataFields, StandInstDbType, StatusValue, StipulationType, type StipulationsFields, type Stipulations_NoStipulationsEntry, SubscriptionRequestType, type TagName, TagNames, Tags, TargetStrategy, TaxAdvantageType, TerminationType, TestMessageIndicator, type TestRequestBody, TickDirection, TimeInForce, TradSesMethod, TradSesMode, TradSesStatus, TradSesStatusRejReason, TradeAllocIndicator, type TradeCaptureReportAckBody, type TradeCaptureReportBody, type TradeCaptureReportRequestAckBody, type TradeCaptureReportRequestBody, TradeCondition, TradeReportRejectReason, TradeReportType, TradeRequestResult, TradeRequestStatus, TradeRequestType, TradedFlatSwitch, type TradingSessionStatusBody, type TradingSessionStatusRequestBody, type TrdAllocGrpFields, type TrdAllocGrp_NoAllocsEntry, type TrdCapDtGrpFields, type TrdCapDtGrp_NoDatesEntry, type TrdCapRptSideGrpFields, type TrdCapRptSideGrp_NoSidesEntry, type TrdCollGrpFields, type TrdCollGrp_NoTradesEntry, type TrdInstrmtLegGrpFields, type TrdInstrmtLegGrp_NoLegsEntry, TrdRegTimestampType, type TrdRegTimestampsFields, type TrdRegTimestamps_NoTrdRegTimestampsEntry, TrdRptStatus, TrdType, type TrdgSesGrpFields, type TrdgSesGrp_NoTradingSessionsEntry, type UndInstrmtCollGrpFields, type UndInstrmtCollGrp_NoUnderlyingsEntry, type UndInstrmtGrpFields, type UndInstrmtGrp_NoUnderlyingsEntry, type UndInstrmtStrkPxGrpFields, type UndInstrmtStrkPxGrp_NoUnderlyingsEntry, type UndSecAltIDGrpFields, type UndSecAltIDGrp_NoUnderlyingSecurityAltIDEntry, type UnderlyingInstrumentFields, type UnderlyingStipulationsFields, type UnderlyingStipulations_NoUnderlyingStipsEntry, UnsolicitedIndicator, Urgency, type UserRequestBody, UserRequestType, type UserResponseBody, UserStatus, WorkingIndicator, type XMLnonFIXBody, type YieldDataFields, YieldType, dictionary, isMessageType, message };
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