@openfeed/sdk-js 0.2.0

package/dist/generated/openfeed.d.ts

@@ -0,0 +1,1314 @@
+import Long from "long";
+import _m0 from "protobufjs/minimal";
+import { InstrumentDefinition } from "./openfeed_instrument";
+/** / Book side */
+export declare enum BookSide {
+    UNKNOWN_BOOK_SIDE = 0,
+    BID = 1,
+    OFFER = 2,
+    UNRECOGNIZED = -1
+}
+export declare enum InstrumentTradingStatus {
+    UNKNOWN_TRADING_STATUS = 0,
+    TRADING_RESUME = 1,
+    PRE_OPEN = 2,
+    OPEN = 3,
+    PRE_CLOSE = 4,
+    CLOSE = 5,
+    TRADING_HALT = 6,
+    QUOTATION_RESUME = 7,
+    OPEN_DELAY = 8,
+    NO_OPEN_NO_RESUME = 9,
+    FAST_MARKET = 10,
+    FAST_MARKET_END = 11,
+    LATE_MARKET = 12,
+    LATE_MARKET_END = 13,
+    POST_SESSION = 14,
+    POST_SESSION_END = 15,
+    NEW_PRICE_INDICATION = 16,
+    NOT_AVAILABLE_FOR_TRADING = 17,
+    PRE_CROSS = 18,
+    CROSS = 19,
+    POST_CLOSE = 20,
+    NO_CHANGE = 21,
+    /** NAFT - Not available for trading. */
+    NAFT = 22,
+    TRADING_RANGE_INDICATION = 23,
+    MARKET_IMBALANCE_BUY = 24,
+    MARKET_IMBALANCE_SELL = 25,
+    /** MOC_IMBALANCE_BUY - Market On Close Imbalance Buy */
+    MOC_IMBALANCE_BUY = 26,
+    MOC_IMBALANCE_SELL = 27,
+    NO_MARKET_IMBALANCE = 28,
+    NO_MOC_IMBALANCE = 29,
+    SHORT_SELL_RESTRICTION = 30,
+    LIMIT_UP_LIMIT_DOWN = 31,
+    UNRECOGNIZED = -1
+}
+export declare enum RegulationSHOShortSalePriceTest {
+    UNKNOWN_PRICE_TEST = 0,
+    PRICE_TEST_NONE = 1,
+    PRICE_TEST_IN_EFFECT = 2,
+    PRICE_TEST_REMAINS_IN_EFFECT = 3,
+    UNRECOGNIZED = -1
+}
+export declare enum SettlementTerms {
+    UNKNOWN_SETTLEMENT_TERMS = 0,
+    CASH = 1,
+    NON_NET = 2,
+    CONTINGENT_TRADE = 3,
+    CASH_TODAY = 4,
+    DATE = 5,
+    UNRECOGNIZED = -1
+}
+export declare enum CrossType {
+    UNKNOWN_CROSS_TYPE = 0,
+    DEFAULT = 1,
+    INTERNAL = 2,
+    BASIS = 3,
+    CONTINGENT = 4,
+    SPECIAL = 5,
+    VWAP = 6,
+    REGULAR = 7,
+    UNRECOGNIZED = -1
+}
+export declare enum OpenCloseSettlementFlag {
+    UNKNOWN = 0,
+    DAILY_OPEN = 1,
+    INDICATIVE_OPEN_PRICE = 2,
+    UNRECOGNIZED = -1
+}
+export declare enum SettlementSource {
+    UNKNOWN_SETTLEMENT_SOURCE = 0,
+    GLOBEX = 1,
+    ITC = 2,
+    MANUAL = 3,
+    UNRECOGNIZED = -1
+}
+export declare enum Service {
+    UNKNOWN_SERVICE = 0,
+    REAL_TIME = 1,
+    DELAYED = 2,
+    REAL_TIME_SNAPSHOT = 3,
+    DELAYED_SNAPSHOT = 4,
+    END_OF_DAY = 5,
+    UNRECOGNIZED = -1
+}
+export declare enum MarketWideStatus {
+    STATUS_UNKNOWN = 0,
+    STATUS_START_OF_DAY = 1,
+    STATUS_END_OF_DAY = 2,
+    STATUS_OPEN = 3,
+    STATUS_CLOSE = 4,
+    UNRECOGNIZED = -1
+}
+export declare enum SnapshotRequestResult {
+    SNAPSHOT_REQUEST_UNKNOWN_RESULT = 0,
+    SNAPSHOT_REQUEST_SUCCESS = 1,
+    SNAPSHOT_REQUEST_NOT_FOUND = 2,
+    SNAPSHOT_REQUEST_SERVICE_NOT_AVAILABLE = 3,
+    SNAPSHOT_REQUEST_GENERIC_FAILURE = 4,
+    UNRECOGNIZED = -1
+}
+/** / Instrument Actions */
+export declare enum ActionType {
+    UNKNOWN_ACTION = 0,
+    LISTING = 1,
+    DELISTING = 2,
+    EXCHANGE_MOVE = 3,
+    UNRECOGNIZED = -1
+}
+/**
+ * / A wrapper for Openfeed data.  Will contain exactly one of the supported
+ * message types
+ */
+export interface OpenfeedMessage {
+    /** / Nanoecond unix epoch at time of message transmission (UTC) */
+    sendingTime: Long;
+    /**
+     * / The total number of markets available on this channel
+     * at the time the message was sent.  For UDP snapshot and definition feeds.
+     */
+    totalCount: number;
+    /**
+     * / The most recent packet sequence number sent on the incremental feed
+     * at the time this message was sent.  For UDP snapshot and definition feeds.
+     */
+    syncSequence: Long;
+    /** Feed specific context data */
+    context: Context | undefined;
+    channelReset?: ChannelReset | undefined;
+    heartBeat?: HeartBeat | undefined;
+    adminMessage?: AdminMessage | undefined;
+    instrumentDefinition?: InstrumentDefinition | undefined;
+    instrumentGroupStatus?: InstrumentGroupStatus | undefined;
+    marketSnapshot?: MarketSnapshot | undefined;
+    marketUpdate?: MarketUpdate | undefined;
+    marketStatus?: MarketStatus | undefined;
+    eodCommoditySummary?: EODCommoditySummary | undefined;
+    instrumentAction?: InstrumentAction | undefined;
+}
+/** Channel Reset */
+export interface ChannelReset {
+    channel: number;
+    transactionTime: Long;
+}
+/** / Heart Beat */
+export interface HeartBeat {
+    /** / UTC timestamp of transaction, nano seconds since Unix epoch */
+    transactionTime: Long;
+    status: string;
+    exchange: boolean;
+    channel: number;
+}
+/** Administrative Message */
+export interface AdminMessage {
+    /** Origination time = UTC timestamp nano seconds since Unix epoch */
+    originationTime: Long;
+    source: string;
+    languageCode: string;
+    headLine: string;
+    text: string;
+    status: AdminMessage_Status;
+    channel: number;
+}
+export declare enum AdminMessage_Status {
+    OK = 0,
+    UNRECOGNIZED = -1
+}
+/** / Instrument Group Status */
+export interface InstrumentGroupStatus {
+    /** / UTC Timestamp of transaction, nano seconds since Unix epoch */
+    transactionTime: Long;
+    instrumentGroupId: string;
+    tradingStatus: InstrumentTradingStatus;
+    tradeDate: number;
+    channel: number;
+}
+/** / Market Status */
+export interface MarketStatus {
+    /** / UTC Timestamp of transaction, nano seconds since Unix epoch */
+    transactionTime: Long;
+    channel: number;
+    marketWideStatus: MarketWideStatus;
+}
+/**
+ * / EOD commodity summary. Used to represent consolidated total values for the group of contracts. Total volume for
+ * / all ES futures, for example.
+ */
+export interface EODCommoditySummary {
+    /** / Trade date in the format YYYYMMDD */
+    tradeDate: number;
+    /** / Contract root, for example ES. */
+    contractRoot: string;
+    /** / Consolidated volume. */
+    consolidatedVolume: Long;
+    /** Consolidated open interest. */
+    consolidatedOpenInterest: Long;
+    /** / For internal use only.   Ignore */
+    auxiliaryData: Uint8Array;
+}
+/** / Session used in snapshot. */
+export interface MarketSession {
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Most recent opening price */
+    open: Open | undefined;
+    /** / High price for the trading session */
+    high: High | undefined;
+    /** / Low price for the trading session */
+    low: Low | undefined;
+    /** / Most recent traded price and quantity */
+    last: Last | undefined;
+    /** / Total traded volume */
+    volume: Volume | undefined;
+    /** / Most recent settlement price */
+    settlement: Settlement | undefined;
+    /** / Most recent settlement price */
+    prevSettlement: Settlement | undefined;
+    /** / Most recent open interest */
+    openInterest: OpenInterest | undefined;
+    /** / Number of trades */
+    numberOfTrades: NumberOfTrades | undefined;
+    /** / Monetary value */
+    monetaryValue: MonetaryValue | undefined;
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+}
+/** / Snapshot for a market */
+export interface MarketSnapshot {
+    /** / Unique id identifying the market */
+    marketId: Long;
+    /** UTC Timestamp of transaction, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** Instrument level sequence number */
+    marketSequence: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /**
+     * / A snapshot with market depth may exceed the maximum message size.
+     *  In that case, the snapshot will be broken up across multiple
+     *  snapshot messages.
+     */
+    totalChunks: number;
+    currentChunk: number;
+    /** Optional symbol identifier */
+    symbol: string;
+    /**
+     * / Divide prices by this value to get real price values.  Optional, use value
+     * / from InstrumentDefinition if not set.
+     */
+    priceDenominator: number;
+    /**  */
+    service: Service;
+    /**  */
+    instrumentStatus: InstrumentStatus | undefined;
+    /** Best Bid Offer */
+    bbo: BestBidOffer | undefined;
+    /** Index Value */
+    index: IndexValue | undefined;
+    /** Price Level Book */
+    priceLevels: AddPriceLevel[];
+    /** Order Book */
+    orders: AddOrder[];
+    news: News | undefined;
+    /** / Most recent opening price */
+    open: Open | undefined;
+    /** / High price for the trading session */
+    high: High | undefined;
+    /** / Low price for the trading session */
+    low: Low | undefined;
+    /** / Most recent closing price */
+    close: Close | undefined;
+    /** / Previous closing price */
+    prevClose: PrevClose | undefined;
+    /** / Most recent traded price and quantity */
+    last: Last | undefined;
+    /** / Year high price */
+    yearHigh: YearHigh | undefined;
+    /** / Year low price */
+    yearLow: YearLow | undefined;
+    /** / Total traded volume */
+    volume: Volume | undefined;
+    /** / Most recent settlement price */
+    settlement: Settlement | undefined;
+    /** / Most recent open interest */
+    openInterest: OpenInterest | undefined;
+    /** / Most recent volume weighted average price */
+    vwap: Vwap | undefined;
+    dividendsIncomeDistributions: DividendsIncomeDistributions | undefined;
+    numberOfTrades: NumberOfTrades | undefined;
+    monetaryValue: MonetaryValue | undefined;
+    capitalDistributions: CapitalDistributions | undefined;
+    sharesOutstanding: SharesOutstanding | undefined;
+    netAssetValue: NetAssetValue | undefined;
+    /** / Previous session. */
+    previousSession: MarketSession | undefined;
+    /** / 'T' session. */
+    tSession: MarketSession | undefined;
+    /** / Volume at price. Used by the market state/ JERQ. */
+    volumeAtPrice: VolumeAtPrice | undefined;
+    highRolling: HighRolling | undefined;
+    lowRolling: LowRolling | undefined;
+    /** / 'Z' session. Includes all trades, even the ones that do not update Last. */
+    zSession: MarketSession | undefined;
+}
+/** Used by market state to return snapshot. */
+export interface MarketSnapshotResponse {
+    result: SnapshotRequestResult;
+    message: string;
+    marketSnapshot: MarketSnapshot | undefined;
+}
+/** Market Update for an instrument */
+export interface MarketUpdate {
+    /** / Unique id identifying the market */
+    marketId: Long;
+    /** Optional symbol identifier */
+    symbol: string;
+    /**
+     * / UTC Timestamp of transaction, nano seconds since Unix epoch
+     * / This is usually the execution venue timestamp.
+     */
+    transactionTime: Long;
+    /** / Distribution time in nano seconds since epoch. */
+    distributionTime: Long;
+    /** / Market level sequencing number */
+    marketSequence: Long;
+    /** / Data source sequence number */
+    sourceSequence: Long;
+    /** Market participant/originator */
+    originatorId: Uint8Array;
+    /**
+     * / Divide prices by this value to get real price values.  Optional, use value
+     * / from InstrumentDefinition if not set.
+     */
+    priceDenominator: number;
+    /** Feed specific context data set as required. */
+    context: Context | undefined;
+    /** / Current session. This is used to 'enhance' updates from the translator in the Market State */
+    session: MarketSession | undefined;
+    /** / 'T' session. This is used to 'enhance' updates from the translator in the Market State */
+    tSession: MarketSession | undefined;
+    /** / Previous session. This is used to 'enhance' updates from the translator in the Market State */
+    previousSession: MarketSession | undefined;
+    /** / True if message applies to regional/participant member */
+    regional: boolean;
+    /** / 'Z' session. Includes all trades, even the ones that do not update Last. */
+    zSession: MarketSession | undefined;
+    news?: News | undefined;
+    clearBook?: ClearBook | undefined;
+    instrumentStatus?: InstrumentStatus | undefined;
+    bbo?: BestBidOffer | undefined;
+    depthPriceLevel?: DepthPriceLevel | undefined;
+    depthOrder?: DepthOrder | undefined;
+    index?: IndexValue | undefined;
+    trades?: Trades | undefined;
+    open?: Open | undefined;
+    high?: High | undefined;
+    low?: Low | undefined;
+    close?: Close | undefined;
+    prevClose?: PrevClose | undefined;
+    last?: Last | undefined;
+    yearHigh?: YearHigh | undefined;
+    yearLow?: YearLow | undefined;
+    volume?: Volume | undefined;
+    settlement?: Settlement | undefined;
+    openInterest?: OpenInterest | undefined;
+    vwap?: Vwap | undefined;
+    dividendsIncomeDistributions?: DividendsIncomeDistributions | undefined;
+    numberOfTrades?: NumberOfTrades | undefined;
+    monetaryValue?: MonetaryValue | undefined;
+    capitalDistributions?: CapitalDistributions | undefined;
+    sharesOutstanding?: SharesOutstanding | undefined;
+    netAssetValue?: NetAssetValue | undefined;
+    marketSummary?: MarketSummary | undefined;
+    highRolling?: HighRolling | undefined;
+    lowRolling?: LowRolling | undefined;
+    requestForQuote?: RequestForQuote | undefined;
+}
+/** / Depth Price Level */
+export interface DepthPriceLevel {
+    levels: DepthPriceLevel_Entry[];
+}
+export interface DepthPriceLevel_Entry {
+    addPriceLevel?: AddPriceLevel | undefined;
+    deletePriceLevel?: DeletePriceLevel | undefined;
+    modifyPriceLevel?: ModifyPriceLevel | undefined;
+}
+/** / Depth By Order */
+export interface DepthOrder {
+    orders: DepthOrder_Entry[];
+}
+export interface DepthOrder_Entry {
+    addOrder?: AddOrder | undefined;
+    deleteOrder?: DeleteOrder | undefined;
+    modifyOrder?: ModifyOrder | undefined;
+}
+/** / News or informational message */
+export interface News {
+    /** Origination time = UTC timestamp nano seconds since Unix epoch */
+    originationTime: Long;
+    source: string;
+    languageCode: string;
+    headLine: string;
+    text: string;
+    symbols: string[];
+}
+/** / Clear all data from the order books that are configured for this market. */
+export interface ClearBook {
+    reserved: number;
+    transactionTime: Long;
+}
+/** Instrument Status */
+export interface InstrumentStatus {
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    tradingStatus: InstrumentTradingStatus;
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    openingTime: Long;
+    note: string;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    regulationSHOShortSalePriceTest: RegulationSHOShortSalePriceTest;
+}
+/**
+ * / Best Bid and Offer.
+ * / If a side is not present, then that side has been deleted.
+ * / By default this value is the NBBO, if regional/participant quote then regional = true
+ */
+export interface BestBidOffer {
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** / Divide by priceDenominator */
+    bidPrice: Long;
+    /** / Divide by quantityDenominator */
+    bidQuantity: Long;
+    bidOrderCount: number;
+    /**
+     * / Liquidity provider information
+     * For Forex: BANK:CITY
+     * For Equities: EXCHANGE_MIC
+     */
+    bidOriginator: Uint8Array;
+    bidQuoteCondition: Uint8Array;
+    /** / Divide by priceDenominator */
+    offerPrice: Long;
+    /** / Divide by quantityDenominator */
+    offerQuantity: Long;
+    offerOrderCount: number;
+    /**
+     * / Liquidity provider information
+     * For Forex: BANK:CITY
+     * For Equities: EXCHANGE_MIC
+     */
+    offerOriginator: Uint8Array;
+    offerQuoteCondition: Uint8Array;
+    quoteCondition: Uint8Array;
+    /** / True if regional/participant member quote */
+    regional: boolean;
+    /** / True if not persisted in the EOD database. */
+    transient: boolean;
+}
+/** / Insert a new price level, pushing existing levels down */
+export interface AddPriceLevel {
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** / price level index, starting at 1 */
+    level: number;
+    side: BookSide;
+    /** / Divide by priceDenominator */
+    price: Long;
+    /** / Divide by quantityDenominator */
+    quantity: Long;
+    orderCount: number;
+    impliedQuantity: Long;
+}
+/** / Delete an existing price level, pulling existing levels up */
+export interface DeletePriceLevel {
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** / price level index, starting at 1 */
+    level: number;
+    side: BookSide;
+}
+/**
+ * / Modify the quantity or orderCount of an existing price level.
+ * / The price itself will not change.
+ */
+export interface ModifyPriceLevel {
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** / price level index, starting at 1 */
+    level: number;
+    side: BookSide;
+    /** / Divide by priceDenominator */
+    price: Long;
+    /** / Divide by quantityDenominator */
+    quantity: Long;
+    orderCount: number;
+    impliedQuantity: Long;
+}
+/** Add an order to the order book.  Indexed by orderId, which is unique per channel */
+export interface AddOrder {
+    transactionTime: Long;
+    orderId: Long;
+    side: BookSide;
+    price: Long;
+    quantity: Long;
+    isImplied: boolean;
+    priority: Long;
+}
+/** / Delete an order from the order book. Indexed by orderId, which is unique per channel */
+export interface DeleteOrder {
+    transactionTime: Long;
+    orderId: Long;
+    side: BookSide;
+}
+/** / Modify the price or quantity of an order.  The side and implied flag cannot change */
+export interface ModifyOrder {
+    transactionTime: Long;
+    orderId: Long;
+    side: BookSide;
+    price: Long;
+    quantity: Long;
+    isImplied: boolean;
+    priority: Long;
+}
+/** / For non-tradable index products */
+export interface IndexValue {
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    last: Long;
+    volume: Long;
+    open: Long;
+    settlementOpen: Long;
+    specialOpen: Long;
+    high: Long;
+    low: Long;
+    close: Long;
+    bid: Long;
+    offer: Long;
+}
+/** / Trades */
+export interface Trades {
+    trades: Trades_Entry[];
+}
+export interface Trades_Entry {
+    trade?: Trade | undefined;
+    tradeCorrection?: TradeCorrection | undefined;
+    tradeCancel?: TradeCancel | undefined;
+}
+/** / A live trade.  When received, update the "last" field */
+export interface Trade {
+    /** Market participant/originator */
+    originatorId: Uint8Array;
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** / Divide by priceDenominator */
+    price: Long;
+    /** / Divide by quantityDenominator */
+    quantity: Long;
+    tradeId: Uint8Array;
+    /** / The side of the aggressing order that caused the trade */
+    side: BookSide;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    buyerId: Uint8Array;
+    sellerId: Uint8Array;
+    openingTrade: boolean;
+    systemPriced: boolean;
+    marketOnClose: boolean;
+    oddLot: boolean;
+    settlementTerms: SettlementTerms;
+    crossType: CrossType;
+    byPass: boolean;
+    lastPrice: Long;
+    saleCondition: Uint8Array;
+    currency: string;
+    /** Does not update Last */
+    doesNotUpdateLast: boolean;
+    /** Does not update Volume */
+    doesNotUpdateVolume: boolean;
+    session: string;
+    /** Is this a block trade. */
+    blockTrade: boolean;
+    /** / Distribution time in nano seconds since epoch. */
+    distributionTime: Long;
+    /** / time in nano seconds since epoch. */
+    transactionTime2: Long;
+    consolidatedPriceIndicator: string;
+    /** / True if not persisted in the EOD database. */
+    transient: boolean;
+    /** / Index short name used to identify index. */
+    indexShortName: string;
+}
+/** /  Trade Correction */
+export interface TradeCorrection {
+    /** Market participant/originator */
+    originatorId: Uint8Array;
+    transactionTime: Long;
+    /** Corrected Price */
+    price: Long;
+    /** Corrected Quantity */
+    quantity: Long;
+    tradeId: Uint8Array;
+    side: BookSide;
+    /** Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    buyerId: Uint8Array;
+    sellerId: Uint8Array;
+    openingTrade: boolean;
+    systemPriced: boolean;
+    marketOnClose: boolean;
+    oddLot: boolean;
+    settlementTerms: SettlementTerms;
+    crossType: CrossType;
+    byPass: boolean;
+    originalTradeId: Uint8Array;
+    saleCondition: Uint8Array;
+    currency: string;
+    /** / Distribution time in nano seconds since epoch. */
+    distributionTime: Long;
+    /** / time in nano seconds since epoch. */
+    transactionTime2: Long;
+    /** Original Price */
+    originalTradePrice: Long;
+    /** Original Quantity */
+    originalTradeQuantity: Long;
+}
+/** Trade Cancel/Break */
+export interface TradeCancel {
+    /** Market participant/originator */
+    originatorId: Uint8Array;
+    transactionTime: Long;
+    correctedTradePrice: Long;
+    correctedTradeQuantity: Long;
+    tradeId: Uint8Array;
+    saleCondition: Uint8Array;
+    currency: string;
+    /** / Distribution time in nano seconds since epoch. */
+    distributionTime: Long;
+    /** / time in nano seconds since epoch. */
+    transactionTime2: Long;
+}
+export interface Open {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    OpenCloseSettlementFlag: OpenCloseSettlementFlag;
+    currency: string;
+}
+export interface High {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+/** 24 hour rolling window */
+export interface HighRolling {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+export interface Low {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+/** 24 hour rolling window */
+export interface LowRolling {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+export interface Close {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+export interface PrevClose {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+export interface Last {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    /** / Divide by quantityDenominator */
+    quantity: Long;
+    currency: string;
+    session: string;
+}
+/** / 52 week */
+export interface YearHigh {
+    transactionTime: Long;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+/** / 52 week */
+export interface YearLow {
+    transactionTime: Long;
+    /** / Divide by priceDenominator */
+    price: Long;
+    currency: string;
+}
+/** / Total volume traded */
+export interface Volume {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** Total volume traded. */
+    volume: Long;
+}
+/** / Total number of trades */
+export interface NumberOfTrades {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    numberTrades: Long;
+}
+/** / Total monetary value of trades */
+export interface MonetaryValue {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / 2 decimals of precision */
+    value: Long;
+    valueCurrencyCode: string;
+}
+/** // Settlement value for futures and options markets. */
+export interface Settlement {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** / Divide by priceDenominator */
+    price: Long;
+    preliminarySettle: boolean;
+    currency: string;
+    settlementSource: SettlementSource;
+    /** / Used by CME ITC. */
+    session: string;
+    /** / True if not persisted in the EOD database. */
+    transient: boolean;
+    /** / Reserved */
+    reserved: boolean;
+}
+/** / Open interest */
+export interface OpenInterest {
+    transactionTime: Long;
+    /** Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    volume: Long;
+}
+/** / Volume Weighted Average Price */
+export interface Vwap {
+    transactionTime: Long;
+    /** Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    vwap: Long;
+}
+/** / Dividends and Income Distributions */
+export interface DividendsIncomeDistributions {
+    transactionTime: Long;
+    instrumentType: string;
+    /** Corporate Action */
+    corporateAction: string;
+    /** Distribution Type */
+    distributionType: string;
+    /** Date only, format 2012-07-04 -> 20120704 */
+    payableDate: number;
+    recordDate: number;
+    exDividendDate: number;
+    /** Cash amount of distribution */
+    amount: Long;
+    currencyCode: string;
+    notes: string[];
+    /**  */
+    totalCashDistribution: Long;
+    nonQualifiedCashDistribution: Long;
+    qualifiedCashDistribution: Long;
+    taxFreeCashDistribution: Long;
+    ordinaryForeignTaxCredit: Long;
+    qualifiedForeignTaxCredit: Long;
+    stockDividendRatio: Long;
+    /**  */
+    reinvestDate: number;
+}
+/** / Capital Distributions */
+export interface CapitalDistributions {
+    transactionTime: Long;
+    instrumentType: string;
+    /** Corporate Action */
+    corporateAction: string;
+    /** Date only, format 2012-07-04 -> 20120704 */
+    payableDate: number;
+    recordDate: number;
+    exDate: number;
+    /** Distributions */
+    shortTermCapitalGain: Long;
+    longTermCapitalGain: Long;
+    unallocatedDistributions: Long;
+    returnOfCapital: Long;
+    currencyCode: string;
+    notes: string[];
+    /**  */
+    reinvestDate: number;
+}
+/**  */
+export interface SharesOutstanding {
+    sharesOutstanding: Long;
+    transactionTime: Long;
+}
+/**  */
+export interface NetAssetValue {
+    netAssetValue: Long;
+    transactionTime: Long;
+}
+/** / Intra and EOD Market Summary */
+export interface MarketSummary {
+    transactionTime: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradingDate: number;
+    startOfDay: boolean;
+    endOfDay: boolean;
+    clear: MarketSummary_ClearSet;
+    /**  */
+    instrumentStatus: InstrumentStatus | undefined;
+    bbo: BestBidOffer | undefined;
+    open: Open | undefined;
+    high: High | undefined;
+    low: Low | undefined;
+    close: Close | undefined;
+    prevClose: PrevClose | undefined;
+    last: Last | undefined;
+    volume: Volume | undefined;
+    settlement: Settlement | undefined;
+    openInterest: OpenInterest | undefined;
+    vwap: Vwap | undefined;
+    /** / Used by CME ITC. */
+    session: string;
+    summaryType: MarketSummary_SummaryType;
+    /** / Total traded volume for the prior day. */
+    prevVolume: Volume | undefined;
+    /** / True if not persisted in the EOD database. */
+    transient: boolean;
+}
+/** Clears sets of fields */
+export declare enum MarketSummary_ClearSet {
+    NONE = 0,
+    ALL = 1,
+    BA = 2,
+    CUSTOM_1 = 3,
+    UNRECOGNIZED = -1
+}
+/** / Used to differentiate various ddf messages. */
+export declare enum MarketSummary_SummaryType {
+    /** EXCHANGE_REFRESH - DDF 2/1 Exchange refresh */
+    EXCHANGE_REFRESH = 0,
+    /** REFRESH_LIVE_PRICE - DDF 2/6 Live Prices refresh */
+    REFRESH_LIVE_PRICE = 1,
+    /** EOD_COMMODITY_PRICES - DDF 3/C end-of-day commodity prices */
+    EOD_COMMODITY_PRICES = 2,
+    /** EOD_STOCK_FOREX_PRICES - DDF 3/S end-of-day stock and forex prices and volume */
+    EOD_STOCK_FOREX_PRICES = 3,
+    /** EOD_COMMODITY_STATS - DDF 3/I end-of-day commodity volume and open interest message */
+    EOD_COMMODITY_STATS = 4,
+    UNRECOGNIZED = -1
+}
+export interface Context {
+    data: ContextData[];
+    tracePoints: TracePoint[];
+}
+export interface ContextData {
+    id: string;
+    vstring?: string | undefined;
+    vbytes?: Uint8Array | undefined;
+    vbool?: boolean | undefined;
+    vsint32?: number | undefined;
+    vsint64?: Long | undefined;
+    vfloat?: number | undefined;
+    vdouble?: number | undefined;
+}
+/** Tracing */
+export interface TracePoint {
+    id: string;
+    componentId: string;
+    timestampNs: Long;
+    componentLatencyNs: number;
+}
+/** TCP replay request. */
+export interface TCPHistoricalReplayRequest {
+    channel: number;
+    resetNumber: number;
+    sequence: Long;
+    count: number;
+    requestId: string;
+}
+/** / Request for the snapshot to the Market state. */
+export interface SnapshotRequest {
+    channel: number;
+    resetNumber: number;
+    requestId: string;
+    snapshotRequestTypes: SnapshotRequest_SnapshotRequestType[];
+}
+export declare enum SnapshotRequest_SnapshotRequestType {
+    ALL = 0,
+    QUOTE = 1,
+    DEPTH = 2,
+    VOLUME_AT_PRICE = 3,
+    UNRECOGNIZED = -1
+}
+/**
+ * / The VolumeAtPrice class encapsulates all of the trades throughout the day,
+ * / and organizes a table of volume at prices.
+ */
+export interface VolumeAtPrice {
+    marketId: Long;
+    symbol: string;
+    /** / UTC Timestamp of transaction, nano seconds since Unix epoch */
+    transactionTime: Long;
+    lastPrice: Long;
+    lastQuantity: Long;
+    lastCumulativeVolume: Long;
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    priceVolumes: VolumeAtPrice_PriceLevelVolume[];
+}
+export interface VolumeAtPrice_PriceLevelVolume {
+    price: Long;
+    volume: Long;
+}
+/** / Open,High,Low,Close */
+export interface Ohlc {
+    marketId: Long;
+    symbol: string;
+    open: Open | undefined;
+    high: High | undefined;
+    low: Low | undefined;
+    close: Close | undefined;
+    /** / Sum of volume */
+    volume: Long;
+    /** / Sum of price volume using normalized price */
+    priceVolume: number;
+    numberTrades: Long;
+    tradeDate: number;
+    /** / UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** / Trade Ids used in this OHLC */
+    tradeIds: string[];
+    openStartTime: Long;
+    closeEndTime: Long;
+}
+/** / Instrument Action */
+export interface InstrumentAction {
+    transactionTime: Long;
+    tradeDate: number;
+    action: ActionType;
+    message: string;
+    instrument: InstrumentDefinition | undefined;
+    newInstrument: InstrumentDefinition | undefined;
+}
+/** / Request For Quote */
+export interface RequestForQuote {
+    quoteRequestId: string;
+    symbol: string;
+    securityId: Long;
+    orderQuantity: number;
+    quoteType: number;
+    side: number;
+}
+export declare const OpenfeedMessageEncode: {
+    encode(message: OpenfeedMessage, writer?: _m0.Writer): _m0.Writer;
+}, OpenfeedMessageDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): OpenfeedMessage;
+};
+export declare const ChannelResetEncode: {
+    encode(message: ChannelReset, writer?: _m0.Writer): _m0.Writer;
+}, ChannelResetDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): ChannelReset;
+};
+export declare const HeartBeatEncode: {
+    encode(message: HeartBeat, writer?: _m0.Writer): _m0.Writer;
+}, HeartBeatDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): HeartBeat;
+};
+export declare const AdminMessageEncode: {
+    encode(message: AdminMessage, writer?: _m0.Writer): _m0.Writer;
+}, AdminMessageDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): AdminMessage;
+};
+export declare const InstrumentGroupStatusEncode: {
+    encode(message: InstrumentGroupStatus, writer?: _m0.Writer): _m0.Writer;
+}, InstrumentGroupStatusDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): InstrumentGroupStatus;
+};
+export declare const MarketStatusEncode: {
+    encode(message: MarketStatus, writer?: _m0.Writer): _m0.Writer;
+}, MarketStatusDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketStatus;
+};
+export declare const EODCommoditySummaryEncode: {
+    encode(message: EODCommoditySummary, writer?: _m0.Writer): _m0.Writer;
+}, EODCommoditySummaryDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): EODCommoditySummary;
+};
+export declare const MarketSessionEncode: {
+    encode(message: MarketSession, writer?: _m0.Writer): _m0.Writer;
+}, MarketSessionDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSession;
+};
+export declare const MarketSnapshotEncode: {
+    encode(message: MarketSnapshot, writer?: _m0.Writer): _m0.Writer;
+}, MarketSnapshotDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSnapshot;
+};
+export declare const MarketSnapshotResponseEncode: {
+    encode(message: MarketSnapshotResponse, writer?: _m0.Writer): _m0.Writer;
+}, MarketSnapshotResponseDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSnapshotResponse;
+};
+export declare const MarketUpdateEncode: {
+    encode(message: MarketUpdate, writer?: _m0.Writer): _m0.Writer;
+}, MarketUpdateDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketUpdate;
+};
+export declare const DepthPriceLevelEncode: {
+    encode(message: DepthPriceLevel, writer?: _m0.Writer): _m0.Writer;
+}, DepthPriceLevelDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): DepthPriceLevel;
+};
+export declare const DepthPriceLevel_EntryEncode: {
+    encode(message: DepthPriceLevel_Entry, writer?: _m0.Writer): _m0.Writer;
+}, DepthPriceLevel_EntryDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): DepthPriceLevel_Entry;
+};
+export declare const DepthOrderEncode: {
+    encode(message: DepthOrder, writer?: _m0.Writer): _m0.Writer;
+}, DepthOrderDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): DepthOrder;
+};
+export declare const DepthOrder_EntryEncode: {
+    encode(message: DepthOrder_Entry, writer?: _m0.Writer): _m0.Writer;
+}, DepthOrder_EntryDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): DepthOrder_Entry;
+};
+export declare const NewsEncode: {
+    encode(message: News, writer?: _m0.Writer): _m0.Writer;
+}, NewsDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): News;
+};
+export declare const ClearBookEncode: {
+    encode(message: ClearBook, writer?: _m0.Writer): _m0.Writer;
+}, ClearBookDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): ClearBook;
+};
+export declare const InstrumentStatusEncode: {
+    encode(message: InstrumentStatus, writer?: _m0.Writer): _m0.Writer;
+}, InstrumentStatusDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): InstrumentStatus;
+};
+export declare const BestBidOfferEncode: {
+    encode(message: BestBidOffer, writer?: _m0.Writer): _m0.Writer;
+}, BestBidOfferDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): BestBidOffer;
+};
+export declare const AddPriceLevelEncode: {
+    encode(message: AddPriceLevel, writer?: _m0.Writer): _m0.Writer;
+}, AddPriceLevelDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): AddPriceLevel;
+};
+export declare const DeletePriceLevelEncode: {
+    encode(message: DeletePriceLevel, writer?: _m0.Writer): _m0.Writer;
+}, DeletePriceLevelDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): DeletePriceLevel;
+};
+export declare const ModifyPriceLevelEncode: {
+    encode(message: ModifyPriceLevel, writer?: _m0.Writer): _m0.Writer;
+}, ModifyPriceLevelDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): ModifyPriceLevel;
+};
+export declare const AddOrderEncode: {
+    encode(message: AddOrder, writer?: _m0.Writer): _m0.Writer;
+}, AddOrderDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): AddOrder;
+};
+export declare const DeleteOrderEncode: {
+    encode(message: DeleteOrder, writer?: _m0.Writer): _m0.Writer;
+}, DeleteOrderDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): DeleteOrder;
+};
+export declare const ModifyOrderEncode: {
+    encode(message: ModifyOrder, writer?: _m0.Writer): _m0.Writer;
+}, ModifyOrderDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): ModifyOrder;
+};
+export declare const IndexValueEncode: {
+    encode(message: IndexValue, writer?: _m0.Writer): _m0.Writer;
+}, IndexValueDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): IndexValue;
+};
+export declare const TradesEncode: {
+    encode(message: Trades, writer?: _m0.Writer): _m0.Writer;
+}, TradesDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Trades;
+};
+export declare const Trades_EntryEncode: {
+    encode(message: Trades_Entry, writer?: _m0.Writer): _m0.Writer;
+}, Trades_EntryDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Trades_Entry;
+};
+export declare const TradeEncode: {
+    encode(message: Trade, writer?: _m0.Writer): _m0.Writer;
+}, TradeDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Trade;
+};
+export declare const TradeCorrectionEncode: {
+    encode(message: TradeCorrection, writer?: _m0.Writer): _m0.Writer;
+}, TradeCorrectionDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradeCorrection;
+};
+export declare const TradeCancelEncode: {
+    encode(message: TradeCancel, writer?: _m0.Writer): _m0.Writer;
+}, TradeCancelDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradeCancel;
+};
+export declare const OpenEncode: {
+    encode(message: Open, writer?: _m0.Writer): _m0.Writer;
+}, OpenDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Open;
+};
+export declare const HighEncode: {
+    encode(message: High, writer?: _m0.Writer): _m0.Writer;
+}, HighDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): High;
+};
+export declare const HighRollingEncode: {
+    encode(message: HighRolling, writer?: _m0.Writer): _m0.Writer;
+}, HighRollingDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): HighRolling;
+};
+export declare const LowEncode: {
+    encode(message: Low, writer?: _m0.Writer): _m0.Writer;
+}, LowDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Low;
+};
+export declare const LowRollingEncode: {
+    encode(message: LowRolling, writer?: _m0.Writer): _m0.Writer;
+}, LowRollingDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): LowRolling;
+};
+export declare const CloseEncode: {
+    encode(message: Close, writer?: _m0.Writer): _m0.Writer;
+}, CloseDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Close;
+};
+export declare const PrevCloseEncode: {
+    encode(message: PrevClose, writer?: _m0.Writer): _m0.Writer;
+}, PrevCloseDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): PrevClose;
+};
+export declare const LastEncode: {
+    encode(message: Last, writer?: _m0.Writer): _m0.Writer;
+}, LastDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Last;
+};
+export declare const YearHighEncode: {
+    encode(message: YearHigh, writer?: _m0.Writer): _m0.Writer;
+}, YearHighDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): YearHigh;
+};
+export declare const YearLowEncode: {
+    encode(message: YearLow, writer?: _m0.Writer): _m0.Writer;
+}, YearLowDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): YearLow;
+};
+export declare const VolumeEncode: {
+    encode(message: Volume, writer?: _m0.Writer): _m0.Writer;
+}, VolumeDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Volume;
+};
+export declare const NumberOfTradesEncode: {
+    encode(message: NumberOfTrades, writer?: _m0.Writer): _m0.Writer;
+}, NumberOfTradesDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): NumberOfTrades;
+};
+export declare const MonetaryValueEncode: {
+    encode(message: MonetaryValue, writer?: _m0.Writer): _m0.Writer;
+}, MonetaryValueDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): MonetaryValue;
+};
+export declare const SettlementEncode: {
+    encode(message: Settlement, writer?: _m0.Writer): _m0.Writer;
+}, SettlementDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Settlement;
+};
+export declare const OpenInterestEncode: {
+    encode(message: OpenInterest, writer?: _m0.Writer): _m0.Writer;
+}, OpenInterestDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): OpenInterest;
+};
+export declare const VwapEncode: {
+    encode(message: Vwap, writer?: _m0.Writer): _m0.Writer;
+}, VwapDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Vwap;
+};
+export declare const DividendsIncomeDistributionsEncode: {
+    encode(message: DividendsIncomeDistributions, writer?: _m0.Writer): _m0.Writer;
+}, DividendsIncomeDistributionsDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): DividendsIncomeDistributions;
+};
+export declare const CapitalDistributionsEncode: {
+    encode(message: CapitalDistributions, writer?: _m0.Writer): _m0.Writer;
+}, CapitalDistributionsDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): CapitalDistributions;
+};
+export declare const SharesOutstandingEncode: {
+    encode(message: SharesOutstanding, writer?: _m0.Writer): _m0.Writer;
+}, SharesOutstandingDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): SharesOutstanding;
+};
+export declare const NetAssetValueEncode: {
+    encode(message: NetAssetValue, writer?: _m0.Writer): _m0.Writer;
+}, NetAssetValueDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): NetAssetValue;
+};
+export declare const MarketSummaryEncode: {
+    encode(message: MarketSummary, writer?: _m0.Writer): _m0.Writer;
+}, MarketSummaryDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSummary;
+};
+export declare const ContextEncode: {
+    encode(message: Context, writer?: _m0.Writer): _m0.Writer;
+}, ContextDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Context;
+};
+export declare const ContextDataEncode: {
+    encode(message: ContextData, writer?: _m0.Writer): _m0.Writer;
+}, ContextDataDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): ContextData;
+};
+export declare const TracePointEncode: {
+    encode(message: TracePoint, writer?: _m0.Writer): _m0.Writer;
+}, TracePointDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): TracePoint;
+};
+export declare const TCPHistoricalReplayRequestEncode: {
+    encode(message: TCPHistoricalReplayRequest, writer?: _m0.Writer): _m0.Writer;
+}, TCPHistoricalReplayRequestDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): TCPHistoricalReplayRequest;
+};
+export declare const SnapshotRequestEncode: {
+    encode(message: SnapshotRequest, writer?: _m0.Writer): _m0.Writer;
+}, SnapshotRequestDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): SnapshotRequest;
+};
+export declare const VolumeAtPriceEncode: {
+    encode(message: VolumeAtPrice, writer?: _m0.Writer): _m0.Writer;
+}, VolumeAtPriceDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): VolumeAtPrice;
+};
+export declare const VolumeAtPrice_PriceLevelVolumeEncode: {
+    encode(message: VolumeAtPrice_PriceLevelVolume, writer?: _m0.Writer): _m0.Writer;
+}, VolumeAtPrice_PriceLevelVolumeDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): VolumeAtPrice_PriceLevelVolume;
+};
+export declare const OhlcEncode: {
+    encode(message: Ohlc, writer?: _m0.Writer): _m0.Writer;
+}, OhlcDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): Ohlc;
+};
+export declare const InstrumentActionEncode: {
+    encode(message: InstrumentAction, writer?: _m0.Writer): _m0.Writer;
+}, InstrumentActionDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): InstrumentAction;
+};
+export declare const RequestForQuoteEncode: {
+    encode(message: RequestForQuote, writer?: _m0.Writer): _m0.Writer;
+}, RequestForQuoteDecode: {
+    decode(input: _m0.Reader | Uint8Array, length?: number): RequestForQuote;
+};